| | |
|---|
| | | # 扫入加红 |
|---|
| | | return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True, (constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate) |
|---|
| | | else: |
|---|
| | | deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, |
|---|
| | | gpcode_manager.get_limit_up_price_as_num( |
|---|
| | | code)) |
|---|
| | | # 根据成交额的大单成交占比来计算撤单比例 |
|---|
| | | big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(code) |
|---|
| | | if big_money_rate is not None: |
|---|
| | | threshold_rate = min(big_money_rate * 3, 0.8) |
|---|
| | | if deal_big_order_info[0] <= 0: |
|---|
| | | # 大单足够，将基础比例调整至79% |
|---|
| | | threshold_rate = max(threshold_rate, 0.79) |
|---|
| | | |
|---|
| | | return max(threshold_rate, human_rate), False, (threshold_rate, human_rate) |
|---|
| | | else: |
|---|
| | | deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, |
|---|
| | | gpcode_manager.get_limit_up_price_as_num( |
|---|
| | | code)) |
|---|
| | | |
|---|
| | | deal_rate = round(deal_big_order_info[1] / deal_big_order_info[2], 2) |
|---|
| | | threshold_rate = 0.5 * deal_rate + 0.35 |
|---|
| | | threshold_rate = max(threshold_rate, 0.375) |
|---|
| | | threshold_rate = min(threshold_rate, 0.8) |
|---|
| | | if deal_big_order_info[0] <= 0: |
|---|
| | | # 大单足够，将基础比例调整至79% |
|---|
| | | threshold_rate = max(threshold_rate, 0.79) |
|---|
| | | return max(threshold_rate, human_rate), False, (threshold_rate, human_rate) |
|---|
| | | if must_buy: |
|---|
| | | if is_up: |
|---|
