l2/l2_sell_manager.py
@@ -115,6 +115,27 @@ return sell_data return None def get_latest_refer_sell_data_with_not_zero(self, code): """ 获取最近的非0的总卖数据 @param code: @return: """ total_sell_data_cache_list = self.__total_sell_data_cache_list_cache.get(code) if total_sell_data_cache_list: count = 0 for i in range(len(total_sell_data_cache_list) - 1, -1, -1): count += 1 if count > 20: # 最多往前找20个tick break sell_data = total_sell_data_cache_list[i] if sell_data[1] > 1: # 获取非0总卖额 return sell_data return None # 板上卖统计 class L2LimitUpSellManager: