From d30c3d2335348d65878735b18aaf2d1f4537db1c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 23 四月 2024 17:33:33 +0800
Subject: [PATCH] 买入目标票单价升至15块
---
utils/data_export_util.py | 12 +++++++-----
1 files changed, 7 insertions(+), 5 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 734dfa1..0f934fc 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -25,7 +25,7 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None):
+def get_l2_datas(code, today_datas=None, date=None, max_time=None):
if date is None:
date = tool.get_now_date_str()
datas = today_datas
@@ -48,7 +48,8 @@
active_sell_set = active_sell_map.get(code)
if not active_sell_set:
active_sell_set = set()
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_set)
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
+ active_sell_set)
return fdatas
@@ -61,7 +62,8 @@
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_nos):
+def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
+ active_sell_nos):
def find_process_index(index):
for i in range(0, len(process_indexs)):
if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -188,8 +190,8 @@
logging.exception(e)
else:
deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
- if deal_info:
- cancel_info = l2_huaxin_util.convert_time(deal_info[3],
+ if deal_info and len(deal_info) >= 5:
+ cancel_info = l2_huaxin_util.convert_time(deal_info[4],
with_ms=True)
format_data.append(cancel_info)
cancel_order_info = None
--
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