constant.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
l2/huaxin/l2_huaxin_util.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
l2/l2_data_manager_new.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
constant.py
@@ -167,5 +167,5 @@ TRADE_ENABLE = True # 最大的代码价格 MAX_CODE_PRICE = 15 if ALL_ACTIVE_BUY else 30 MAX_SUBSCRIPT_CODE_PRICE = 15 if ALL_ACTIVE_BUY else 30 MAX_CODE_PRICE = 20 if ALL_ACTIVE_BUY else 30 MAX_SUBSCRIPT_CODE_PRICE = 20 if ALL_ACTIVE_BUY else 30 l2/huaxin/l2_huaxin_util.py
@@ -97,9 +97,11 @@ # 先转变数据格式 datas = [__convert_order(x, float(limit_up_price)) for x in origin_datas] # 在9:25之前不过滤非涨停金额 filter_not_limit_up = True if int(datas[0]["time"][:5].replace(":", "")) <= 925: filter_not_limit_up = False # filter_not_limit_up = True # if int(datas[0]["time"][:5].replace(":", "")) <= 925: # filter_not_limit_up = False # 不过滤非涨停金额 filter_not_limit_up = False fdatas = __format_l2_data(datas, code, float(limit_up_price), filter_not_limit_up=filter_not_limit_up) for i in range(0, len(fdatas)): fdatas[i]["index"] = start_index + i l2/l2_data_manager_new.py
@@ -1659,6 +1659,9 @@ threshold_money += val["num"] * int(float(val["price"]) * 100) elif L2DataUtil.is_sell_cancel(val): threshold_money -= val["num"] * int(float(val["price"]) * 100) elif L2DataUtil.is_buy(val): # TODO 判断价格(大于买1) 被买吃掉 threshold_money -= val["num"] * int(float(val["price"]) * 100) # 第二步:计算起始信号 second_930 = 9 * 3600 + 30 * 60 + 0 total_datas = local_today_datas.get(code) @@ -2147,8 +2150,8 @@ if not trigger_buy: not_buy_msg = f"【{i}】没有买单触发" continue if buy_count < 2: not_buy_msg = f"【{i}】安全笔数不足,{buy_count}/{2}" if buy_count < 3: not_buy_msg = f"【{i}】安全笔数不足,{buy_count}/{3}" continue # max_buy_num_set = cls.__filter_not_deal_indexes(code, max_buy_num_set)