建立扫入代码不算身位机制/优化代码/提供设置影子单的量

Administrator

2024-11-08 e160c832d31e99b44fe2084310398a3b26891839

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -888,7 +888,7 @@
                # 计算的上截至位距离下截至位纯买额要小于2.5倍m值
                # thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                # thresh_hold_money = int(thresh_hold_money * 2.5)
                min_num = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
                min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
                # 统计净涨停买的数量
                not_cancel_indexes_with_num = []
                re_start_index = start_index
@@ -1035,7 +1035,7 @@
        # 下单位置之后数10笔卖单
        watch_indexes = set()
        total_datas = local_today_datas.get(code)
        MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
        MIN_NUM = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
        MAX_COUNT = 10
        for i in range(real_place_order_index + 1, end_index):
            data = total_datas[i]
@@ -1076,7 +1076,7 @@
        is_ge_code = tool.is_ge_code(code)
        try:
            # 真实下单位置后面的数据就只看大单
            MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
            MIN_NUM = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
            real_place_order_info = self.__real_place_order_index_dict.get(code)
            if real_place_order_info and not real_place_order_info[1]:
                # 从真实下单位往后找
@@ -1342,7 +1342,7 @@
        is_ge_code = tool.is_ge_code(code)
        if real_place_order_info and real_place_order_info[0] > index:
            total_datas = local_today_datas.get(code)
            min_num = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
            min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
            for j in range(real_place_order_info[0] - 1, index, -1):
                data = total_datas[j]
                val = data['val']
@@ -1586,7 +1586,7 @@
                    thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                    thresh_hold_money = thresh_hold_money * 3
                    # 阈值为2倍m值
                    thresh_hold_num = thresh_hold_money // (float(gpcode_manager.get_limit_up_price(code)) * 100)
                    thresh_hold_num = thresh_hold_money // (gpcode_manager.get_limit_up_price_as_num(code) * 100)
                    for i in range(trade_progress_index + 1, real_place_order_index_info[0]):
                        data = total_data[i]
                        val = data['val']
@@ -2226,7 +2226,7 @@
            return
        try:
            # 计算触发位置
            min_num = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
            min_num = int(5000 / (gpcode_manager.get_limit_up_price_as_num(code)))
            # 统计净涨停买的数量
            not_cancel_indexes = []
            total_datas = local_today_datas.get(code)