| | |
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| | | |
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| | | # 处理华鑫L2数据 |
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| | | @classmethod |
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| | | def process_huaxin(cls, code, datas): |
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| | | print("process_huaxin", code, len(datas)) |
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| | | def process_huaxin(cls, code, origin_datas): |
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| | | print("process_huaxin", code, len(origin_datas)) |
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| | | origin_start_time = round(t.time() * 1000) |
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| | | datas = None |
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| | | try: |
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| | | # 加载历史的L2数据 |
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| | | is_normal = l2.l2_data_util.load_l2_data(code, load_latest=False) |
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| | |
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| | | if local_today_datas.get(code) is not None and len( |
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| | | local_today_datas[code]) > 0: |
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| | | _start_index = local_today_datas[code][-1]["index"] + 1 |
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| | | datas = l2_huaxin_util.get_format_l2_datas(code, datas, |
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| | | datas = l2_huaxin_util.get_format_l2_datas(code, origin_datas, |
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| | | gpcode_manager.get_limit_up_price(code), _start_index) |
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| | | # 获取下单位置 |
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| | | place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas) |
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| | |
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| | | l2_data_log.l2_time(code, round(t.time() * 1000) - origin_start_time, |
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| | | "l2数据处理总耗时", |
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| | | True) |
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| | | l2.l2_data_util.save_l2_data(code, None, datas) |
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| | | if datas: |
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| | | l2.l2_data_util.save_l2_data(code, None, datas) |
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| | | |
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| | | @classmethod |
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| | | def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time): |
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