gp-server.git - Gitblit

			@@ -168,8 +168,8 @@
			return []

			def set_code_special_watch_volume(self, code, volume):
			# 有效期为2s
			self.special_code_volume_for_order_dict[code] = (volume, time.time() + 2)
			# 有效期为3s
			self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
			async_log_util.info(logger_local_huaxin_l2_subscript, f"设置下单量监听：{code}-{volume}")

			def OnFrontConnected(self):

			@@ -25,8 +25,8 @@
			# 获取下单信息
			def get_order_info(code):
			info = _place_order_info_dict.get(code)
			if info and time.time() - info[3] > 1:
			async_log_util.info(logger_real_place_order_position, "get_order_info 间隔1s以上：code-{}", code)
			if info and time.time() - info[3] > 3:
			async_log_util.info(logger_real_place_order_position, "get_order_info 间隔3s以上：code-{}", code)
			# 间隔3s以上就无效了
			info = None
			_place_order_info_dict.pop(code)

			@@ -190,12 +190,13 @@
			base_count, min_count, max_count = L2TradeFactorUtil.get_safe_buy_count(self.code, True)
			rate = self.get_safe_count_rate()
			count = int(round(base_count * (1 + rate)))
			return count
			# 最少8笔
			return max(count, 8)

			# 获取m值影响比例
			@classmethod
			def get_m_val_rate(cls, volume_rate_index):
			rates = [0.0, -0.1, -0.2, -0.3, -0.4, -0.5, -0.6, -0.7]
			rates = [0.0, -0.1, -0.15, -0.2, -0.25, -0.3, -0.35, -0.4]
			if volume_rate_index >= len(rates):
			volume_rate_index = -1
			return rates[volume_rate_index]
			@@ -545,8 +546,8 @@
			# print(L2TradeFactorUtil.get_rate_factors("003004"))
			# print(L2TradeFactorUtil.factors_to_string("003004"))

			for i in range(2, 150):
			print(i, L2TradeFactorUtil.get_base_safe_val(100000000 * i))
			# for i in range(2, 150):
			print(19, L2TradeFactorUtil.get_base_safe_val(100000000 * 19))
			# print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))
			# print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))
			# print(L2TradeFactorUtil.get_limit_up_time_rate("13:48:00"))

	huaxin_client/l2_client.py	4 ●●●●● 补丁 \| 查看 \| 原始文档 \| blame \| 历史
	l2/huaxin/huaxin_delegate_postion_manager.py	4 ●●●●● 补丁 \| 查看 \| 原始文档 \| blame \| 历史
	trade/l2_trade_factor.py	9 ●●●●● 补丁 \| 查看 \| 原始文档 \| blame \| 历史