买入目标票单价升至15块

Administrator

2024-04-23 d30c3d2335348d65878735b18aaf2d1f4537db1c

 utils/data_export_util.py

@@ -25,7 +25,7 @@


# 获取L2的数据
def get_l2_datas(code, today_datas=None, date=None):
def get_l2_datas(code, today_datas=None, date=None, max_time=None):
    if date is None:
        date = tool.get_now_date_str()
    datas = today_datas
@@ -48,7 +48,8 @@
    active_sell_set = active_sell_map.get(code)
    if not active_sell_set:
        active_sell_set = set()
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_set)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                            active_sell_set)
    return fdatas


@@ -61,7 +62,8 @@
    return fdatas


def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_nos):
def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                   active_sell_nos):
    def find_process_index(index):
        for i in range(0, len(process_indexs)):
            if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -188,8 +190,8 @@
                    logging.exception(e)
            else:
                deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
                if deal_info:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[3],
                if deal_info and len(deal_info) >= 5:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[4],
                                                              with_ms=True)
        format_data.append(cancel_info)
        cancel_order_info = None