From 81f328532e366eef171b71810b221a9294dda78f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 十二月 2023 14:31:58 +0800
Subject: [PATCH] 买入条件调整/L撤调整
---
l2/l2_data_util.py | 31 ++++++++++++++++++++++++++-----
1 files changed, 26 insertions(+), 5 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index 6b3bdf3..8b02f15 100644
--- a/l2/l2_data_util.py
+++ b/l2/l2_data_util.py
@@ -408,11 +408,16 @@
if int(val["operateType"]) != 2:
return False
+ return True
- price = float(val["price"])
- num = int(val["num"])
- # if price * num * 100 < 50 * 10000:
- # return False
+ # 娑ㄥ仠鍗栨挙
+ @classmethod
+ def is_limit_up_price_sell_cancel(cls, val):
+ if int(val["limitPrice"]) != 1:
+ return False
+
+ if int(val["operateType"]) != 3:
+ return False
return True
# 鏄惁娑ㄥ仠涔版挙
@@ -443,6 +448,22 @@
if int(val["operateType"]) == 2:
return True
return False
+
+ # 鏄惁涓轰拱
+ @classmethod
+ def is_buy(cls, val):
+ if int(val["operateType"]) == 0:
+ return True
+ return False
+
+ # l2鏃堕棿宸��
+ @classmethod
+ def time_sub_as_ms(cls, val1, val2):
+ # 璁＄畻鏃堕棿宸��
+ sub_s = tool.trade_time_sub(val1["time"], val2["time"])
+ sub_ms = int(val1["tms"]) - int(val2["tms"])
+ fs = sub_s * 1000 + sub_ms
+ return fs
class L2TradeQueueUtils(object):
@@ -558,4 +579,4 @@
if __name__ == "__main__":
- print(load_l2_data("002235"))
+ print(L2DataUtil.time_sub_as_ms({"time": "13:00:00", "time_ms": "980"}, {"time": "11:29:59", "time_ms": "590"}))
--
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