首板策略优化

Administrator

2023-03-17 8b848e8a9fa242b39f92f3a28faf89be10a6e456

 l2/safe_count_manager.py

@@ -73,21 +73,22 @@
        return l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count(code, is_first)

    # 获取最后的安全笔数
    def get_safe_count(self, code, is_first_code, place_order_count=None):
    def get_safe_count(self, code, is_first_code, rate):
        rate = self.__get_rate(code)
        # 第4次下单按第一次算
        if place_order_count and place_order_count >= 3:
            rate = 1
        print("--------------------------------")
        print("安全笔数比例：", rate)
        print("--------------------------------")
        count, min_count, max_count = self.__get_base_save_count(code, is_first_code)
        count = round(count * rate)
        if count < min_count:
            count = min_count
        if count > max_count:
            count = max_count
        return count
        # 第4次下单按第一次算
        # if place_order_count and place_order_count >= 3:
        #     rate = 1
        # print("--------------------------------")
        # print("安全笔数比例：", rate)
        # print("--------------------------------")
        # count, min_count, max_count = self.__get_base_save_count(code, is_first_code)
        # count = round(count * rate)
        # if count < min_count:
        #     count = min_count
        # if count > max_count:
        #     count = max_count
        return int(round(count*(1+rate),0))

    # 计算留下来的比例
    # last_buy_single_index 上一次下单信号起始位置