成交队列输出金额

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2 天以前 96fd363a110c68a7b4993025a706bdb4e8242a67

成交队列输出金额

 output/l2_output_util.py

@@ -1,6 +1,7 @@
"""
L2数据输出工具
"""
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_source_util
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
@@ -43,14 +44,12 @@
                    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
            elif num * float(val['price']) >= 29900:
                type_ = 2

            fresults.append((num, type_))
            fresults.append((num, type_, int(num * float(val['price']) * 100)))
            if len(fresults) > max_count:
                break
    return fresults