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20250408修改

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zhoujie2104231
2025-04-09 17:18:30 +08:00
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commit aaf2224484
146 changed files with 157794 additions and 5718 deletions
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999.账户相关/simnow_trader/ofdata/l2505_ofdata.csv
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price,Ask,Bid,symbol,datetime,delta,close,open,high,low,volume,dj,dayma,5_MA,10_MA,delta累计
"['7676.0', '7677.0', '7678.0', '7679.0', '7680.0', '7681.0']","[0, 454, 29, 37, 464, 46]","[214, 220, 49, 326, 113, 0]",l2505,2025-03-19 22:20:00,108.0,7679.0,7680.0,7681.0,7676.0,1956,0,7679.0,7679.0,7679.0,108.0
"['7679.0', '7680.0', '7681.0', '7682.0']","[0, 107, 389, 128]","[12, 72, 316, 0]",l2505,2025-03-19 22:25:00,224.0,7680.0,7680.0,7682.0,7679.0,1034,0,7679.5,7679.5,7679.5,332.0
"['7678.0', '7679.0', '7680.0', '7681.0', '7682.0']","[0, 236, 138, 250, 10]","[102, 218, 276, 39, 0]",l2505,2025-03-19 22:30:00,-1.0,7679.0,7680.0,7682.0,7678.0,1287,0,7679.333333333333,7679.333333333333,7679.333333333333,331.0
"['7679.0', '7680.0', '7681.0', '7682.0', '7683.0', '7684.0', '7685.0', '7686.0', '7687.0', '7688.0']","[29, 189, 57, 359, 180, 470, 148, 128, 276, 92]","[30, 7, 28, 85, 201, 97, 229, 167, 47, 0]",l2505,2025-03-19 22:35:00,1037.0,7684.0,7679.0,7688.0,7679.0,2825,1,7680.5,7680.5,7680.5,1368.0
"['7678.0', '7679.0', '7680.0', '7681.0', '7682.0', '7683.0', '7684.0']","[0, 83, 0, 127, 53, 381, 7]","[1, 246, 49, 330, 529, 0, 0]",l2505,2025-03-19 22:40:00,-504.0,7679.0,7684.0,7684.0,7678.0,1806,0,7680.2,7680.2,7680.2,864.0
"['7673.0', '7674.0', '7675.0', '7676.0', '7677.0', '7678.0', '7679.0', '7680.0', '7681.0']","[0, 188, 79, 6, 155, 75, 68, 213, 54]","[237, 330, 68, 144, 195, 170, 169, 104, 0]",l2505,2025-03-19 22:45:00,-579.0,7675.0,7680.0,7681.0,7673.0,2271,0,7679.333333333333,7679.4,7679.333333333333,285.0
"['7667.0', '7668.0', '7669.0', '7670.0', '7671.0', '7672.0', '7673.0', '7674.0', '7675.0', '7676.0']","[70, 480, 470, 213, 41, 17, 11, 737, 266, 10]","[277, 2, 452, 329, 72, 180, 186, 549, 211, 0]",l2505,2025-03-19 22:50:00,57.0,7670.0,7676.0,7676.0,7667.0,4770,-1,7678.0,7677.4,7678.0,342.0
"['7669.0', '7670.0', '7671.0', '7672.0', '7673.0', '7674.0', '7675.0', '7676.0', '7677.0', '7678.0', '7679.0', '7680.0']","[0, 38, 6, 548, 175, 754, 215, 604, 101, 142, 548, 168]","[33, 126, 56, 344, 336, 403, 211, 205, 274, 123, 423, 0]",l2505,2025-03-19 22:55:00,765.0,7672.0,7669.0,7680.0,7669.0,5977,0,7677.25,7676.0,7677.25,1107.0
1 price Ask Bid symbol datetime delta close open high low volume dj dayma 5_MA 10_MA delta累计
2 ['7676.0', '7677.0', '7678.0', '7679.0', '7680.0', '7681.0'] [0, 454, 29, 37, 464, 46] [214, 220, 49, 326, 113, 0] l2505 2025-03-19 22:20:00 108.0 7679.0 7680.0 7681.0 7676.0 1956 0 7679.0 7679.0 7679.0 108.0
3 ['7679.0', '7680.0', '7681.0', '7682.0'] [0, 107, 389, 128] [12, 72, 316, 0] l2505 2025-03-19 22:25:00 224.0 7680.0 7680.0 7682.0 7679.0 1034 0 7679.5 7679.5 7679.5 332.0
4 ['7678.0', '7679.0', '7680.0', '7681.0', '7682.0'] [0, 236, 138, 250, 10] [102, 218, 276, 39, 0] l2505 2025-03-19 22:30:00 -1.0 7679.0 7680.0 7682.0 7678.0 1287 0 7679.333333333333 7679.333333333333 7679.333333333333 331.0
5 ['7679.0', '7680.0', '7681.0', '7682.0', '7683.0', '7684.0', '7685.0', '7686.0', '7687.0', '7688.0'] [29, 189, 57, 359, 180, 470, 148, 128, 276, 92] [30, 7, 28, 85, 201, 97, 229, 167, 47, 0] l2505 2025-03-19 22:35:00 1037.0 7684.0 7679.0 7688.0 7679.0 2825 1 7680.5 7680.5 7680.5 1368.0
6 ['7678.0', '7679.0', '7680.0', '7681.0', '7682.0', '7683.0', '7684.0'] [0, 83, 0, 127, 53, 381, 7] [1, 246, 49, 330, 529, 0, 0] l2505 2025-03-19 22:40:00 -504.0 7679.0 7684.0 7684.0 7678.0 1806 0 7680.2 7680.2 7680.2 864.0
7 ['7673.0', '7674.0', '7675.0', '7676.0', '7677.0', '7678.0', '7679.0', '7680.0', '7681.0'] [0, 188, 79, 6, 155, 75, 68, 213, 54] [237, 330, 68, 144, 195, 170, 169, 104, 0] l2505 2025-03-19 22:45:00 -579.0 7675.0 7680.0 7681.0 7673.0 2271 0 7679.333333333333 7679.4 7679.333333333333 285.0
8 ['7667.0', '7668.0', '7669.0', '7670.0', '7671.0', '7672.0', '7673.0', '7674.0', '7675.0', '7676.0'] [70, 480, 470, 213, 41, 17, 11, 737, 266, 10] [277, 2, 452, 329, 72, 180, 186, 549, 211, 0] l2505 2025-03-19 22:50:00 57.0 7670.0 7676.0 7676.0 7667.0 4770 -1 7678.0 7677.4 7678.0 342.0
9 ['7669.0', '7670.0', '7671.0', '7672.0', '7673.0', '7674.0', '7675.0', '7676.0', '7677.0', '7678.0', '7679.0', '7680.0'] [0, 38, 6, 548, 175, 754, 215, 604, 101, 142, 548, 168] [33, 126, 56, 344, 336, 403, 211, 205, 274, 123, 423, 0] l2505 2025-03-19 22:55:00 765.0 7672.0 7669.0 7680.0 7669.0 5977 0 7677.25 7676.0 7677.25 1107.0