l2/l2_data_util.py
@@ -444,6 +444,15 @@ return True return False # l2时间差值 @classmethod def time_sub_as_ms(cls, val1, val2): # 计算时间差值 sub_s = tool.trade_time_sub(val1["time"], val2["time"]) sub_ms = int(val1["tms"]) - int(val2["tms"]) fs = sub_s * 1000 + sub_ms return fs class L2TradeQueueUtils(object): # 买入数据是否已撤 @@ -558,4 +567,4 @@ if __name__ == "__main__": print(load_l2_data("002235")) print(L2DataUtil.time_sub_as_ms({"time": "13:00:00", "time_ms": "980"}, {"time": "11:29:59", "time_ms": "590"}))