L1采集数据格式变化

Administrator

2024-04-15 d37f3a6e298e9bd17c7e29bf5e5ac3a47e581155

L1采集数据格式变化

 huaxin_client/l1_client_for_output.py

@@ -115,7 +115,18 @@
        """
        level1_data_queue.put_nowait((
            pMarketDataField.SecurityID, pMarketDataField.PreClosePrice, pMarketDataField.LastPrice,
            pMarketDataField.Volume, pMarketDataField.Turnover, pMarketDataField.UpdateTime))
            pMarketDataField.Volume, pMarketDataField.Turnover,
            [(pMarketDataField.BidPrice1, pMarketDataField.BidVolume1),
             (pMarketDataField.BidPrice2, pMarketDataField.BidVolume2),
             (pMarketDataField.BidPrice3, pMarketDataField.BidVolume3),
             (pMarketDataField.BidPrice4, pMarketDataField.BidVolume4),
             (pMarketDataField.BidPrice5, pMarketDataField.BidVolume5)],
            [(pMarketDataField.AskPrice1, pMarketDataField.AskVolume1),
             (pMarketDataField.AskPrice2, pMarketDataField.AskVolume2),
             (pMarketDataField.AskPrice3, pMarketDataField.AskVolume3),
             (pMarketDataField.AskPrice4, pMarketDataField.AskVolume4),
             (pMarketDataField.AskPrice5, pMarketDataField.AskVolume5)],
            pMarketDataField.UpdateTime))


def __upload_codes_info(datas):
@@ -155,7 +166,10 @@
def test_add_datas():
    while True:
        print("发送测试数据")
        level1_data_queue.put_nowait(("000948", 12.91, 14.20, int(34.60 * 10000), 4.9 * 1e8, tool.get_now_time_str()))
        level1_data_queue.put_nowait(("000948", 12.91, 14.20, int(34.60 * 10000), int(4.9 * 1e8),
                                      [(12.91, 100), (12.90, 100), (12.89, 100), (12.88, 100), (12.87, 100)],
                                      [(12.91, 100), (12.90, 100), (12.89, 100), (12.88, 100), (12.87, 100)],
                                      tool.get_now_time_str()))
        time.sleep(3)