From 4bd794d517a60ecd91dda4cb8236453582180649 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 25 六月 2023 18:31:19 +0800
Subject: [PATCH] 结构优化/初步完成D撤与L撤/H撤策略修改
---
l2_data_util.py | 26 --------------------------
1 files changed, 0 insertions(+), 26 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 20fe282..9d015cf 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -123,32 +123,6 @@
return min_time, max_time
-# 鏍规嵁涔版挙鏁版嵁(涓庝粖鏃ユ�荤殑鏁版嵁)璁＄畻涔板叆鏁版嵁
-def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
- min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
- cancel_data["val"]["cancelTimeUnit"])
- max_time = __sub_time(cancel_data["val"]["time"], min_space)
- min_time = __sub_time(cancel_data["val"]["time"], max_space)
- buy_datas = local_today_num_operate_map.get(
- "{}-{}-{}".format(cancel_data["val"]["num"], "0", cancel_data["val"]["price"]))
- if buy_datas is None:
- # 鏃犳暟鎹�
- return None, None
- for i in range(0, len(buy_datas)):
- data = buy_datas[i]
- if int(data["val"]["operateType"]) != 0:
- continue
- if int(data["val"]["num"]) != int(cancel_data["val"]["num"]):
- continue
- if min_space == 0 and max_space == 0:
- if compare_time(data["val"]["time"], min_time) == 0:
- return data["index"], data
-
- elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
- return data["index"], data
- return None, None
-
-
# 鍒ゆ柇鍗栨挙鐨勫崠淇″彿鏄惁鍦ㄧ洰鏍囦俊鍙蜂箣鍓�
def is_sell_index_before_target(sell_cancel_data, target_data, local_today_num_operate_map):
min_space, max_space = compute_time_space_as_second(sell_cancel_data["val"]["cancelTime"],
--
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