| | |
|---|
| | | zyltgb_unit_y = round(zyltgb / 100000000, 1) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | limit_up_price = round(float(limit_up_price), 2) |
|---|
| | | # 有超大单砸 |
|---|
| | | # 有超大单砸 S重砸 |
|---|
| | | threshold_big_deal = (2 * zyltgb_unit_y + 339) * 10000 |
|---|
| | | if total_deal_money >= threshold_big_deal: |
|---|
| | | # S撤重砸必撤的金额满足以后，以前是无脑撤。现在优化一下，看成交进度位---真实下单位的区间额≤重砸金额*5倍，就撤。 |
|---|
| | | # S重砸必撤的金额满足以后，以前是无脑撤。现在优化一下，看成交进度位---真实下单位的区间额≤重砸金额*3.3倍，就撤。 |
|---|
| | | try: |
|---|
| | | need_compute = False |
|---|
| | | trade_index, is_default = TradeBuyQueue().get_traded_index(code) |
|---|
| | |
|---|
| | | total_count, total_num = L2DataComputeUtil.compute_left_buy_order(code, trade_index, |
|---|
| | | real_order_index_info[0], |
|---|
| | | limit_up_price) |
|---|
| | | if total_num * limit_up_price * 100 < 5 * total_deal_money: |
|---|
| | | if total_deal_money / (total_num * limit_up_price * 100) >= 0.3: |
|---|
| | | # 大单成交额占总剩余总囊括的30% |
|---|
| | | return True, f"1s内大于{threshold_big_deal}大卖单（{total_deal_money}）" |
|---|
| | | else: |
|---|
| | | return True, f"1s内大于{threshold_big_deal}大卖单（{total_deal_money}）" |
|---|
