总抛压大的扫入策略调整

Administrator

2025-03-06 d9b94154c523e631ac6fa38bce9836f12ac9581e

 trade/current_price_process_manager.py

@@ -30,7 +30,7 @@
latest_add_codes = set()


def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None):
def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None, top_out_blocks=None):
    """
    计算代码的排序
    @param code:
@@ -42,6 +42,8 @@
        yesterday_limit_up_codes = set()
    if top_in_blocks is None:
        top_in_blocks = []
    if top_out_blocks is None:
        top_out_blocks = []
    if today_history_limit_up_codes is None:
        today_history_limit_up_codes = set()
        # 高位板
@@ -92,6 +94,10 @@
                if b in top_in_blocks:
                    index = top_in_blocks.index(b)
                    return index + 1
                else:
                    # 辨识度的票没在净流入中，只要不在净流出中就订阅
                    if b not in top_out_blocks:
                        return 200
            else:
                # 没有辨识度，新板块订阅前3
                new_blocks = LimitUpCodesBlockRecordManager().get_new_blocks()
@@ -120,7 +126,7 @@
    return 10000


def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None):
def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None, top_out_blocks=None):
    """
    接收价格，处理订阅
    @param yesterday_limit_up_codes: 昨日涨停数据
@@ -145,7 +151,7 @@
            if pricePre is not None:
                # 是否是想买单
                order_index = compute_code_order(code, top_in_blocks, yesterday_limit_up_codes,
                                                 today_history_limit_up_codes)
                                                 today_history_limit_up_codes, top_out_blocks=top_out_blocks)
                rate = round((price - pricePre) * 100 / pricePre, 2)
                if tool.is_ge_code(code):
                    # 创业板的涨幅需要打折