L前的比例修改

Administrator

2024-06-19 ff14ed4736013d224ddd6582e8229a01074d542f

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -529,6 +529,7 @@
# ---------------------------------L撤-------------------------------
class LCancelRateManager:
    __block_limit_up_count_dict = {}
    __block_limit_up_count_for_l_up_dict = {}
    __big_num_deal_rate_dict = {}
    __MustBuyCodesManager = gpcode_manager.MustBuyCodesManager()

@@ -548,10 +549,15 @@
        base_rate = constant.L_CANCEL_RATE
        if is_up:
            base_rate = constant.L_CANCEL_RATE_UP
            if tool.is_sh_code(code):
                base_rate = constant.L_CANCEL_RATE_UP_SH
        try:
            block_rate = 0
            if code in cls.__block_limit_up_count_dict:
                count = cls.__block_limit_up_count_dict[code]
            count_dict = cls.__block_limit_up_count_dict
            if is_up:
                count_dict = cls.__block_limit_up_count_for_l_up_dict
            if code in count_dict:
                count = count_dict[code]
                rates = [0, 0.03, 0.06, 0.08, 0.12]
                if count >= len(rates):
                    block_rate = rates[-1]
@@ -578,11 +584,20 @@

    # 设置板块涨停数量（除开自己）
    @classmethod
    def set_block_limit_up_count(cls, reason_codes_dict):
    def set_block_limit_up_count(cls, reason_codes_dict, limit_up_time_dict: dict):
        for reason in reason_codes_dict:
            codes = reason_codes_dict[reason]
            for c in codes:
            codes = list(codes)
            # 目标票在确认的涨停原因中，在总的身位的≤50%以外，则L前的涨停影响比例因素不生效。
            codes.sort(key=lambda x: (
                int(limit_up_time_dict.get(x).replace(":", "")) if x in limit_up_time_dict else int("150000")))
            for i in range(len(codes)):
                c = codes[i]
                cls.__block_limit_up_count_dict[c] = len(codes) - 1
                if i < len(codes) / 2:
                    cls.__block_limit_up_count_for_l_up_dict[c] = len(codes) - 1
                else:
                    cls.__block_limit_up_count_for_l_up_dict[c] = 0

    @classmethod
    def set_big_num_deal_info(cls, code, buy_money, sell_money):
@@ -834,6 +849,8 @@
                    # 取后1/5的数据
                    if temp_count >= 30:
                        temp_index = int(temp_count * 4 / 5)
                        if tool.is_sh_code(code):  # 上证取后3/10
                            temp_index = int(temp_count * 7 / 10)
                        re_start_index = not_cancel_indexes_with_num[temp_index][0]
                        MAX_COUNT = len(not_cancel_indexes_with_num[temp_index:])
                    else:
@@ -1487,7 +1504,7 @@
                # 更新后半段
                watch_indexes = self.__compute_l_down_watch_index_after_real_place_order_index(code)
                if watch_indexes:
                    l2_log.l_cancel_debug(code,"L后后半段囊括：{}", watch_indexes)
                    l2_log.l_cancel_debug(code, "L后后半段囊括：{}", watch_indexes)
                    watch_indexes_info = self.__get_watch_indexes_cache(code)
                    if watch_indexes_info and watch_indexes_info[2]:
                        # 没有囊括