File was renamed from l2_trade_factor.py |
| | |
| | | """ |
| | | |
| | | # l2交易因子 |
| | | import functools |
| | | |
| | | import big_money_num_manager |
| | | import global_data_loader |
| | | import global_util |
| | | import limit_up_time_manager |
| | | import trade_data_manager |
| | | |
| | | |
| | | class L2TradeFactorUtil: |
| | |
| | | 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) |
| | | # 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)) |
| | | # count = round(count * (1 - rate)) |
| | | if count < 8: |
| | | count = 8 |
| | | elif count > 21: |