| | |
| | | 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 |
| | |
| | | # 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 = 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)): |
| | |
| | | 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) |
| | |
| | | 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) |