触发扫入的成交比例阈值修改

Administrator

2024-10-16 a6198ff1f3d4e602f4de7e25d5855bd5e5137d98

触发扫入的成交比例阈值修改

 trade/radical_buy_data_manager.py

@@ -86,3 +86,16 @@
        f_buy_blocks.add(b)
    async_log_util.info(logger_l2_radical_buy, f"还可以买入的板块：{code}-{f_buy_blocks}")
    return f_buy_blocks


def get_volume_rate_threshold(volume_rate):
    """
    获取吃卖1的比例
    @param volume_rate:
    @return:
    """
    if volume_rate <= 0.05:
        return 1
    elif volume_rate > 1:
        return 0.373
    return round(0 - 0.66 * volume_rate + 1.033, 3)

 trade/radical_buy_strategy.py

@@ -2,12 +2,14 @@
激进买策略管理
"""
# 上一个50W的起始时间：{code:"09:30:00.120"}
from code_attribute import code_volumn_manager, gpcode_manager
from l2.huaxin import l2_huaxin_util
from l2.l2_limitup_sell_data_manager import L2LimitUpSellDataManager
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from log_module import async_log_util
from log_module.log import logger_l2_radical_buy, hx_logger_l2_transaction
from trade import radical_buy_data_manager
from utils import tool

# 不买入
@@ -134,13 +136,20 @@
    if selling_num:
        total_sell = __deal_active_buy_total_money[code] + selling_num * price
        rate = round(__deal_active_buy_total_money[code] / total_sell, 2)
        if rate > 0.5:
        # 获取当前的成交量比
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        volume_rate = code_volumn_manager.get_volume_rate(code, total_sell_volume=int(total_sell / limit_up_price),
                                                          with_info=False)
        if volume_rate is None:
            volume_rate = 0.5
        THRESHOLD_RATE = radical_buy_data_manager.get_volume_rate_threshold(volume_rate)
        if rate >= THRESHOLD_RATE:
            # 成交的比例
            if total_sell > 500 * 1e4:
                return BUY_MODE_DIRECT, f"剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate} "
                return BUY_MODE_DIRECT, f"剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE}"
            else:
                return BUY_MODE_BY_L2, f"剩余涨停总卖额小于500w-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate} "
                return BUY_MODE_BY_L2, f"剩余涨停总卖额小于500w-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE} "
        else:
            return BUY_MODE_NONE, f"被动卖成交比例未达到：剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}"
            return BUY_MODE_NONE, f"被动卖成交比例未达到：剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE}"
    else:
        return __get_deal_rate_by(code, huaxin_timestamp)