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_transaction_data_manager.py | 17 +++++++++++++++++ 1 files changed, 17 insertions(+), 0 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 2cb04ca..2f4d1d1 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -316,6 +316,23 @@ return fdatas @classmethod + def get_latest_2s_continue_deal_volumes(cls, code): + """ + 鑾峰彇鏈�杩�2s鐨勬垚浜ら噺鍒嗗竷 + @param code: + @return: [(鏃堕棿,閲�)] + """ + deal_list = cls.__deal_volume_list_dict.get(code) + if not deal_list: + return 0, None + fdatas = [deal_list[-1]] + # 浠庡�掓暟绗簩涓暟鎹绠� + for i in range(len(deal_list) - 1, -1, -1): + if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2: + fdatas.append(deal_list[i]) + return fdatas + + @classmethod def clear_latest_deal_volume(cls, code): if code in cls.__deal_volume_list_dict: cls.__deal_volume_list_dict.pop(code) -- Gitblit v1.8.0