From 954e42723fab626b33f6dbff9246bd235981fe7a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 09 十二月 2022 19:22:38 +0800
Subject: [PATCH] 撤单策略初步修改
---
l2_data_util.py | 11 ++++++++++-
1 files changed, 10 insertions(+), 1 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 17262eb..6d8f514 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -96,9 +96,18 @@
return __time * 3600, (__time + 1) * 3600
+# 鑾峰彇涔板叆鏃堕棿鑼冨洿
+def get_buy_time_range(cancel_data):
+ # 璁＄畻鏃堕棿鍖洪棿
+ 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)
+ 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):
- # 璁＄畻鏃堕棿鍖洪棿
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)
--
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