| | |
|---|
| | | 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): |
|---|
| | |
|---|
| | | return fdatas |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def get_latest_2s_continue_deal_volumes(cls, code): |
|---|
| | | """ |
|---|
| | | 获取最近2s的成交量分布 |
|---|
| | | @param code: |
|---|
| | | @return: [(时间,量)] |
|---|
| | | """ |
|---|
| | | deal_list = cls.__deal_volume_list_dict.get(code) |
|---|
| | | if not deal_list: |
|---|
| | | 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): |
|---|
| | | if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2: |
|---|
| | | fdatas.append(deal_list[i]) |
|---|
| | | return fdatas |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def clear_latest_deal_volume(cls, code): |
|---|
| | | if code in cls.__deal_volume_list_dict: |
|---|
| | | cls.__deal_volume_list_dict.pop(code) |
|---|
