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| """
| 卖数据处理器
| """
| from utils import tool
|
|
| class TickDataProcess:
| # 最高价
| __highest_price_infos = {}
|
| @classmethod
| def init_origin_price(cls, code, price, rate_percent):
| cls.__highest_price_infos[code] = [("09:25:00", price, rate_percent)]
|
| # 价格信息(时间,现价,涨幅)
| # return 是否减仓
| @classmethod
| def process_tick_data(cls, code, time_str, price, rate_percent, max_amplitude_rate_percent=0.6):
| # 非交易时间
| if tool.trade_time_sub(time_str, "09:30:00") < 0:
| return False
| now_price_info = (time_str, price, rate_percent)
| # 如果比最高价高就取最高价
| if cls.__highest_price_infos.get(code)[2] < now_price_info[2]:
| cls.__highest_price_infos[code] = now_price_info
| else:
| # 低于最高点阈值
| if cls.__highest_price_infos.get(code)[2] - now_price_info[2] > max_amplitude_rate_percent:
| # 触发卖
| cls.__highest_price_infos[code] = now_price_info
| return True
| return False
|
|
| if __name__ == "__main__":
| pass
|
|
