From 3ea84f8adaeeb851e590fa74ceed009a0a19b08c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 28 十一月 2023 17:46:38 +0800
Subject: [PATCH] 近6个交易日涨幅过高实现
---
huaxin_client/l2_client.py | 1 +
1 files changed, 1 insertions(+), 0 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index c4230e5..38aa0c6 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -276,6 +276,7 @@
d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
"lastPrice": pDepthMarketData['LastPrice'],
"totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
+ "totalValueTrade":pDepthMarketData['TotalValueTrade'],
"totalAskVolume": pDepthMarketData['TotalAskVolume'],
"avgAskPrice": pDepthMarketData["AvgAskPrice"],
"buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
--
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