| | |
|---|
| | | "SubSeq": int(row[7]), "BuyNo": int(row[8]), |
|---|
| | | "SellNo": int(row[9]), |
|---|
| | | "ExecType": int(row[5])} |
|---|
| | | if item["TradePrice"] <=0: |
|---|
| | | if item["TradePrice"] <= 0: |
|---|
| | | continue |
|---|
| | | # print(item) |
|---|
| | | if item["SecurityID"] not in l2_data_manager_dict: |
|---|
| | | l2_data_manager_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], True) |
|---|
| | | l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item) |
|---|
| | | l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4) |
|---|
| | | for code in l2_data_manager_dict: |
|---|
| | | __L2TransactionDataManager: L2TransactionDataManager = l2_data_manager_dict.get(code) |
|---|
| | | if __L2TransactionDataManager.big_accurate_buy_order_queue.qsize() or __L2TransactionDataManager.big_accurate_sell_order_queue.qsize(): |
|---|
| | |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == "__main__": |
|---|
| | | print( tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", "")) |
|---|
| | | print(tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", "")) |
|---|
| | | |
|---|
| | | parse_transaction() |
|---|
