From b74016d3ba3750cd27fee83675449da8f1da3926 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期四, 09 二月 2023 18:47:34 +0800 Subject: [PATCH] 建立取消单元测试机制/修改H撤(看成交位置相邻大单与总整体数据TOPN大单) --- l2/l2_data_util.py | 4 ++-- 1 files changed, 2 insertions(+), 2 deletions(-) diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py index 6424957..6546e9a 100644 --- a/l2/l2_data_util.py +++ b/l2/l2_data_util.py @@ -380,7 +380,7 @@ class L2TradeQueueUtils(object): # 鑾峰彇鎴愪氦杩涘害绱㈠紩 @classmethod - def find_traded_progress_index(cls, buy_1_price, total_datas, local_today_num_operate_map, queueList,last_index, + def find_traded_progress_index(cls, buy_1_price, total_datas, local_today_num_operate_map, queueList, last_index, latest_not_limit_up_time=None): if len(queueList) == 0: return None @@ -397,7 +397,7 @@ # 鍦ㄦ渶杩戜竴娆¢潪娑ㄥ仠涔�1鏇存柊鐨勬椂闂翠箣鍚庢墠鏈夋晥 if latest_not_limit_up_time is None or tool.trade_time_sub(data["val"]["time"], latest_not_limit_up_time) >= 0: - if data["index"]>=last_index: + if data["index"] >= last_index: index_set.add(data["index"]) index_list = list(index_set) index_list.sort() -- Gitblit v1.8.0