看盘页面数据调整

Administrator

2023-03-27 8535f56dbf6e410b4a09f02f95d4d49bcc8753f2

 trade/l2_trade_factor.py

@@ -13,45 +13,105 @@

# 下单参数
class L2PlaceOrderParamsManager:

    # 得分
    def __init__(self, code, is_first_code, volume_rate, volume_rate_index, score):
        self.code = code
        self.is_first_code = is_first_code
        score_ranks = [200, 190, 180, 100]
        self.score = score[0]
        # 为分数设置等级
        score_index = -1
        for i in range(0, len(score_ranks)):
            if self.score >= score_ranks[i]:
                score_index = i
                break
        self.score_index = score_index
        self.volume_rate = volume_rate
        self.volume_rate_index = volume_rate_index

    # 获取信号连续买笔数
    @staticmethod
    def get_begin_continue_buy_count(volume_rate_index):

    def get_begin_continue_buy_count(self):
        counts = [3, 3, 3, 2, 2, 2, 2]
        if volume_rate_index >= len(counts):
        volume_rate_index = self.volume_rate_index
        if self.volume_rate_index >= len(counts):
            volume_rate_index = -1
        return counts[volume_rate_index]

    # 获取时间计算范围，返回s
    @staticmethod
    def get_time_range(volume_rate_index):
    def get_time_range(self):
        ts = [pow(3, 1), pow(3, 1), pow(3, 1), pow(3, 2), pow(3, 2), pow(3, 3), pow(3, 3), pow(3, 3)]
        if volume_rate_index >= len(ts):
        volume_rate_index = self.volume_rate_index
        if self.volume_rate_index >= len(ts):
            volume_rate_index = -1
        return ts[volume_rate_index]

    # 获取需要的大单个数
    @staticmethod
    def get_big_num_count(volume_rate_index):
    def get_big_num_count(self):
        if self.is_first_code:
            if self.score_index == 0:
                return 0
            elif self.score_index == 1:
                return 0
            elif self.score_index == 2:
                return 1
            elif self.score_index < 0:
                return 65535
        counts = [3, 1, 1, 1, 0, 0, 0, 0]
        if volume_rate_index >= len(counts):
        volume_rate_index = self.volume_rate_index
        if self.volume_rate_index >= len(counts):
            volume_rate_index = -1
        return counts[volume_rate_index]

    # 获取安全笔数影响比例
    @staticmethod
    def get_safe_count_rate(volume_rate_index):
    def get_safe_count_rate(self):
        rates = [0, -0.1, -0.2, -0.4, -0.6, -0.8, -0.8, -0.8]
        if volume_rate_index >= len(rates):
        volume_rate_index = self.volume_rate_index
        if self.volume_rate_index >= len(rates):
            volume_rate_index = -1
        return rates[volume_rate_index]

    def get_safe_count(self):
        if self.is_first_code:
            if 3 > self.score_index > -1:
                return 0
            elif self.score_index < 0:
                return 65535
        base_count, min_count, max_count = L2TradeFactorUtil.get_safe_buy_count(self.code, True)
        rate = self.get_safe_count_rate()
        count = int(round(base_count * (1 + rate)))
        return count

    # 获取m值影响比例
    @staticmethod
    def get_m_val_rate(volume_rate_index):
    @classmethod
    def get_m_val_rate(cls, volume_rate_index):
        rates = [0.0, 0.0, 0.0, -0.3, -0.4, -0.5, -0.6, -0.7]
        if volume_rate_index >= len(rates):
            volume_rate_index = -1
        return rates[volume_rate_index]

    # 获取m值
    def get_m_val(self):
        if self.is_first_code:
            if self.score_index == 0:
                return 0, ""
            elif self.score_index == 1:
                return 1000 * 10000, ""
            elif self.score_index == 2:
                return 1000 * 10000, ""
            elif self.score_index < 0:
                return 65535 * 10000, ""
        # 获取固定m值
        zyltgb = global_util.zyltgb_map.get(self.code)
        if zyltgb is None:
            global_data_loader.load_zyltgb()
            zyltgb = global_util.zyltgb_map.get(self.code)

        base_m = L2TradeFactorUtil.get_base_safe_val(zyltgb)
        rate = self.get_m_val_rate(self.volume_rate_index)
        m = round(base_m * (1 + rate))
        return m, ""


# S撤参数
@@ -105,11 +165,13 @@
    # 获取基础m值，返回单位为元
    @classmethod
    def get_base_safe_val(cls, zyltgb):
        if zyltgb is None:
            return 10000000
        yi = round(zyltgb / 100000000)
        if yi < 1:
            yi = 1
        m = 5000000 + (yi - 1) * 500000
        return round(m*(1-0.3))
        return round(m * (1 - 0.3))

    # 获取行业影响比例
    # total_limit_percent为统计的比例之和乘以100
@@ -144,8 +206,8 @@
        if today is None:
            return 0
        old_volumn = int(yest)
        if int(day60_max) > int(yest):
            old_volumn = int(day60_max)
        if int(day60_max[0]) > int(yest):
            old_volumn = int(day60_max[0])
        r = round(int(today) / old_volumn, 2)
        if r < 0.01:
            r = 0.01
@@ -325,7 +387,7 @@
            MAX_VAL = 13
        if not gb:
            # 默认8笔
            return MIN_VAL
            return MIN_VAL,MIN_VAL, MAX_VAL
        count = gb // 100000000
        if True:
            if count < 8: