| | |
|---|
| | | import constant |
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| | | from db.mysql_data_delegate import Mysqldb |
|---|
| | | from strategy import strategy_variable |
|---|
| | | from utils import huaxin_util, tool |
|---|
| | | |
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| | | |
|---|
| | | class BackTest: |
|---|
| | |
|---|
| | | return eval(line) |
|---|
| | | return None |
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| | | |
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| | | def export_big_order_deal(self, min_money=299e4): |
|---|
| | | def export_big_order_deal(self, min_money=299e4, max_deal_space=1000): |
|---|
| | | """ |
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| | | 大单成交 |
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| | | @return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]} |
|---|
| | |
|---|
| | | continue |
|---|
| | | if data[2][2] < min_money: |
|---|
| | | continue |
|---|
| | | if len(data[2]) > 6: |
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| | | if tool.trade_time_sub(huaxin_util.convert_time(data[2][3]), |
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| | | huaxin_util.convert_time(data[2][5])) > max_deal_space: |
|---|
| | | continue |
|---|
| | | if data[0] not in fdatas: |
|---|
| | | fdatas[data[0]] = [] |
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| | | fdatas[data[0]].append(data[2]) |
|---|
