Administrator
2023-11-08 4d9e7454be7fccd9f84b357068d937752625a13d
参数调优
1个文件已修改
11 ■■■■■ 已修改文件
l2/l2_data_manager_new.py 11 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2/l2_data_manager_new.py
@@ -1085,8 +1085,8 @@
                    trade_index, is_default = TradeBuyQueue().get_traded_index(code)
                    if trade_index and not is_default:
                        m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                        thresh_hold_num = m_base_val // (float(gpcode_manager.get_limit_up_price(code)) * 100)
                        # 真实下单位到成交位置的纯买额
                        thresh_hold_num = m_base_val * 3 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
                        # 真实下单位到成交位置的纯买额 * 3
                        total_num = 0
                        for i in range(trade_index + 1, buy_single_index):
                            data = total_datas[i]
@@ -1117,8 +1117,11 @@
                    # 暂时打8折
                    order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
                    # 深证总卖大于1000万的票,m值打5折
                    if code.find('00') == 0 and sell_info[1] > 1000 * 10000:
                        order_begin_pos.threshold_money = int(sell_info[1] * 0.5)
                    if sell_info[1] > 1000 * 10000:
                        if code.find('00') == 0:
                            order_begin_pos.threshold_money = int(sell_info[1] * 0.5)
                        else:
                            order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
                l2_log.debug(code, "获取到买入信号起始点:{} ,计算范围:{}-{} ,量比:{},是否板上买:{},数据:{} 模式:{}({})", buy_single_index,
                             compute_start_index,
                             compute_end_index, cls.volume_rate_info[code], order_begin_pos.at_limit_up,