| | |
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| | | # item逐笔委托 |
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| | | # (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], |
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| | | # data['OrderTime'],data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus']) |
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| | | from utils import tool |
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| | | |
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| | | |
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| | | def convert_time(time_str, with_ms=False): |
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| | |
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| | | if price <= 0: |
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| | | # 深证的买撤无价格数据，需要去查找价格数据，暂时设置为涨停价 |
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| | | price = limit_up_price |
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| | | |
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| | | |
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| | | limitPrice = 1 if abs(limit_up_price - price) < 0.001 else 0 |
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| | | operateType = 0 |
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| | |
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| | | """ |
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| | | |
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| | | # 先转变数据格式 |
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| | | datas = [__convert_order(x, float(limit_up_price)) for x in origin_datas] |
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| | | datas = [] |
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| | | is_sz = tool.is_sz_code(code) |
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| | | for x in origin_datas: |
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| | | if is_sz and int(x[4]) == 1: |
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| | | continue |
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| | | datas.append(__convert_order(x, float(limit_up_price))) |
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| | | # 在9:25之前不过滤非涨停金额 |
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| | | # filter_not_limit_up = True |
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| | | # if int(datas[0]["time"][:5].replace(":", "")) <= 925: |
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