首板加入，安全笔数与H撤笔数优化

Administrator

2023-03-08 3cfa1332c0807a74b4ac5a2150500841f5299147

 trade/l2_trade_factor.py

@@ -5,6 +5,7 @@
# l2交易因子

import big_money_num_manager
import constant
import global_data_loader
import global_util
import limit_up_time_manager
@@ -210,36 +211,66 @@
            zyltgb = global_util.zyltgb_map.get(code)
            if zyltgb is None:
                print("没有获取到自由流通市值")
                return 10000000
                return 10000000, ""
        zyltgb = cls.get_base_safe_val(zyltgb)
        rate, msg = cls.compute_rate_by_code(code)
        # print("m值获取：", code, round(zyltgb * rate))
        return round(zyltgb * rate), msg

    @classmethod
    def get_h_cancel_min_count(cls, code):
        volumn_day60_max, volumn_yest, volumn_today = cls.__get_volumns(code)
        if volumn_day60_max is None or volumn_yest is None or volumn_today is None:
            return constant.H_CANCEL_MIN_COUNT
        rate = round(int(volumn_today) / max(int(volumn_day60_max), int(volumn_yest)), 2)
        counts = [40, 36, 32, 28, 24, 20, 16]
        rates = [0.3, 0.55, 0.8, 1.05, 1.3, 1.55, 10]
        for index in range(0,len(rates)):
            if rate < rates[index]:
                return counts[index]
        return counts[0]

    # 获取安全笔数
    @classmethod
    def get_safe_buy_count(cls, code):
    def get_safe_buy_count(cls, code, is_first=False):
        gb = cls.get_zyltgb(code)
        return cls.get_safe_buy_count_by_gp(gb, is_first)

    @classmethod
    def get_safe_buy_count_by_gp(cls, gb, is_first=False):
        MIN_VAL = 8
        MAX_VAL = 16
        if is_first:
            MIN_VAL = 5
            MAX_VAL = 13
        if not gb:
            # 默认8笔
            return 8
            return MIN_VAL
        count = gb // 100000000
        if count <= 6:
            count = 8
        elif count < 32:
            count = round(8 + 0.5 * (count - 6))
        else:
            count = 21

        # volumn_day60_max, volumn_yest, volumn_today = cls.__get_volumns(code)
        # rate = cls.get_volumn_rate(volumn_day60_max, volumn_yest, volumn_today)
        # 取大单影响值与行业影响值的较大值
        # count = round(count * (1 - rate))
        if count < 8:
            count = 8
        elif count > 21:
            count = 21
        return count
        if True:
            if count < 8:
                count = MIN_VAL
            elif count < 11:
                count = MIN_VAL + 1
            elif count < 14:
                count = MIN_VAL + 2
            elif count < 17:
                count = MIN_VAL + 3
            elif count < 20:
                count = MIN_VAL + 4
            elif count < 23:
                count = MIN_VAL + 5
            elif count < 26:
                count = MIN_VAL + 6
            elif count < 29:
                count = MIN_VAL + 7
            else:
                count = MAX_VAL
        if count < MIN_VAL:
            count = MIN_VAL
        elif count > MAX_VAL:
            count = MAX_VAL
        return count, MIN_VAL, MAX_VAL


# l2因子归因数据
@@ -259,10 +290,15 @@


if __name__ == "__main__":
    print(L2TradeFactorUtil.get_safe_buy_count("003005"))
    # print(L2TradeFactorUtil.get_safe_buy_count("003005"))
    # print(L2TradeFactorUtil.get_rate_factors("003004"))
    # print(L2TradeFactorUtil.factors_to_string("003004"))
    print(L2TradeFactorUtil.get_safe_buy_count("002864"))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 4))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 7))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 10))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 16))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 22))
    print(L2TradeFactorUtil.get_safe_buy_count_by_gp(100000000 * 31))
    # print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))
    # print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))
    # print(L2TradeFactorUtil.get_limit_up_time_rate("13:48:00"))