异常保护

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5 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 output/l2_output_util.py

@@ -5,12 +5,15 @@
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
from l2.transaction_progress import TradeBuyQueue
from utils import tool


def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1):
    fresults = []
    # 正在成交的数据
    dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
    dealing_active_info = HuaXinBuyOrderManager.get_dealing_active_order_info(code)

    total_datas = l2_data_util.local_today_datas.get(code)
    for i in range(start_index, end_index, step):
        # 真实下单位置不管是否撤单都需要加入队列
@@ -34,6 +37,13 @@
                    dealing_info[0]):
                # 减去当前正在成交的数据中已经成交了的数据
                num -= dealing_info[1] // 100
                # 判断当前单的主动买的数量
                if dealing_active_info and str(total_datas[i]["val"]["orderNo"]) == str(
                        dealing_active_info[0]):
                    if tool.is_sh_code(code):
                        # 上证的票需要加上主动买的数据
                        num += dealing_active_info[1] // 100

            if i == real_place_order_index:
                type_ = 1
                has_real_order_index = True