上证首次下单2倍m值

Administrator

2023-10-13 9980df64125897097e891e94492a3895c5d87062

上证首次下单2倍m值

 trade/l2_trade_factor.py

@@ -212,8 +212,8 @@
    # 获取m值
    def get_m_val(self):
        base_m = self.get_base_m_val(self.code)
        # if self.is_first_place_order(self.code):
        #     base_m = int(base_m * 1.5)
        if self.is_first_place_order(self.code) and self.code.startswith("00"):
            base_m = int(base_m * 2)
        rate = self.get_m_val_rate(self.volume_rate_index)
        m = round(base_m * (1 + rate))
        return m, ""