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| | | class L2TradeDataProcessor: |
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| | | unreal_buy_dict = {} |
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| | | volume_rate_info = {} |
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| | | l2BigNumForMProcessor = L2BigNumForMProcessor() |
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| | | __codeActualPriceProcessor = CodeActualPriceProcessor() |
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| | | __ths_l2_trade_queue_manager = trade_queue_manager.thsl2tradequeuemanager() |
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| | | __thsBuy1VolumnManager = trade_queue_manager.THSBuy1VolumnManager() |
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| | |
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| | | count = 0 |
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| | | l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{}", buy_single_index, compute_start_index, |
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| | | compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index]) |
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| | | # 如果是今天第一次有下单开始信号，需要设置大单起始点 |
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| | | cls.l2BigNumForMProcessor.set_begin_pos(code, buy_single_index) |
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| | | |
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| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间") |
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| | | |
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| | | start_process_index = max(buy_single_index, compute_start_index) |
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| | | if new_get_single: |
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| | | start_process_index = buy_single_index |
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| | | |
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| | | # 计算m值大单 |
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| | | cls.l2BigNumForMProcessor.process(code, start_process_index, |
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| | | compute_end_index, |
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| | | gpcode_manager.get_limit_up_price(code)) |
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| | | |
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| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "计算m值大单") |
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