From 306f896df9ad1a51dd30b291284a22c12e16597f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 11 六月 2024 23:32:01 +0800
Subject: [PATCH] 更改板上放量不足规则/L前囊括规则修改
---
l2/l2_data_source_util.py | 16 ++++++++++++++++
1 files changed, 16 insertions(+), 0 deletions(-)
diff --git a/l2/l2_data_source_util.py b/l2/l2_data_source_util.py
index 9a0eb25..dab8a19 100644
--- a/l2/l2_data_source_util.py
+++ b/l2/l2_data_source_util.py
@@ -191,6 +191,22 @@
else:
return data["re"]
+ @classmethod
+ def get_limit_up_buy_canceled_data_v2(cls, code, index, total_data, canceled_buyno_map):
+ data = None
+ try:
+ data = total_data[index]
+ except Exception as e:
+ logger_l2_error.error(
+ f"鏈壘鍒颁拱鍏ョ储寮曞搴旂殑鏁版嵁锛歩ndex-{index} total_data闀垮害-{len(total_data) if total_data else 0} 閿欒鍘熷洜锛歿str(e)}")
+ val = data["val"]
+ order_no = str(val["orderNo"])
+ canceled_data = canceled_buyno_map.get(order_no)
+ if canceled_data:
+ return canceled_data
+ else:
+ return None
+
# if __name__ == "__main__":
# code = "000925"
--
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