| utils/data_export_util.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
utils/data_export_util.py
@@ -229,9 +229,10 @@ deal_info = deal_list_dict.get(str(data["val"].get("orderNo"))) if deal_info and len(deal_info) >= 5: # 成交时间不能比当前索引时间大 if tool.trade_time_sub_with_ms(cancel_info , latest_time_str_with_ms) <= 0: cancel_info = l2_huaxin_util.convert_time(deal_info[4], with_ms=True) cancel_info = l2_huaxin_util.convert_time(deal_info[4], with_ms=True) if tool.trade_time_sub_with_ms(cancel_info , latest_time_str_with_ms) > 0: cancel_info = None format_data.append(cancel_info) cancel_order_info = None if trade_info:
