From ea8a2631b6e08806399dff340f249843f70cf810 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 九月 2023 17:57:34 +0800
Subject: [PATCH] L2加入ms的数据
---
l2/l2_data_util.py | 11 ++++++++++-
1 files changed, 10 insertions(+), 1 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index 6b3bdf3..34fce3c 100644
--- a/l2/l2_data_util.py
+++ b/l2/l2_data_util.py
@@ -444,6 +444,15 @@
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):
# 涔板叆鏁版嵁鏄惁宸叉挙
@@ -558,4 +567,4 @@
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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