| | |
| | | raise Exception("涨停价无法获取") |
| | | # 目标手数 |
| | | threshold_num = round(threshold_money / (limit_up_price * 100)) |
| | | # 大目标手数(满足这个就不需要看安全笔数) |
| | | threshold_max_num = int(threshold_num * 1.2) |
| | | |
| | | # place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code) |
| | | # 目标订单数量 |
| | |
| | | big_num_count = cls.__l2PlaceOrderParamsManagerDict[code].get_big_num_count() |
| | | |
| | | # 较大单的手数 |
| | | bigger_num = round(5900 / limit_up_price) |
| | | bigger_num = round(5000 / limit_up_price) |
| | | |
| | | for i in range(compute_start_index, compute_end_index + 1): |
| | | data = total_datas[i] |
| | |
| | | # 只统计59万以上的金额 |
| | | buy_nums += int(_val["num"]) * int(total_datas[i]["re"]) |
| | | buy_count += int(total_datas[i]["re"]) |
| | | if buy_nums >= threshold_num and buy_count >= threshold_count: |
| | | if (buy_nums >= threshold_num and buy_count >= threshold_count) or buy_nums >= threshold_max_num: |
| | | async_log_util.info(logger_l2_trade_buy, |
| | | f"{code}获取到买入执行点:{i} 统计纯买手数:{buy_nums} 目标纯买手数:{threshold_num} 统计纯买单数:{buy_count} 目标纯买单数:{threshold_count}, 大单数量:{len(max_buy_num_set)}") |
| | | f"{code}获取到买入执行点:{i} 统计纯买手数:{buy_nums} 目标纯买手数:{threshold_num}/{threshold_max_num} 统计纯买单数:{buy_count} 目标纯买单数:{threshold_count}, 大单数量:{len(max_buy_num_set)}") |
| | | elif L2DataUtil.is_limit_up_price_buy_cancel(_val): |
| | | if _val["num"] >= bigger_num: |
| | | # 只统计59万以上的金额 |