| | |
| | | big_buy_datas = [] |
| | | normal_buy_datas = [] |
| | | # 大单阈值 |
| | | threshold_big_money = l2_data_util.get_big_money_val(limit_up_price) |
| | | threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code)) |
| | | for data in datas: |
| | | # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'], |
| | | # data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], |
| | |
| | | """ |
| | | deal_list = cls.__deal_volume_list_dict.get(code) |
| | | if not deal_list: |
| | | return 0, None |
| | | return [] |
| | | fdatas = [deal_list[-1]] |
| | | # 从倒数第二个数据计算 |
| | | for i in range(len(deal_list) - 2, -1, -1): |
| | |
| | | """ |
| | | deal_list = cls.__deal_volume_list_dict.get(code) |
| | | if not deal_list: |
| | | return 0, None |
| | | return [] |
| | | fdatas = [deal_list[-1]] |
| | | # 从倒数第二个数据计算 |
| | | for i in range(len(deal_list) - 1, -1, -1): |