统计纯买额囊括时间范围修改

Administrator

2024-01-17 caa0e4c18c9edf22b22bcaca5caf8cabc9867f50

统计纯买额囊括时间范围修改

 l2/l2_data_manager_new.py

@@ -1603,13 +1603,13 @@
        # 目标订单数量
        threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()

        buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
        # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

        # 可以触发买，当有涨停买信号时才会触发买
        trigger_buy = True

        # 间隔最大时间依次为：3,9,27,81
        max_space_time = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range()
        # 最大间隔时间ms
        max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
        # 最大买量
        max_buy_num = 0
        max_buy_num_set = set(max_num_set)
@@ -1625,7 +1625,7 @@
            _val = total_datas[i]["val"]
            trigger_buy = False
            # 必须为连续2秒内的数据
            if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
            if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
                cls.__TradePointManager.delete_buy_point(code)
                if i == compute_end_index:
                    # 数据处理完毕
@@ -1720,18 +1720,18 @@
        # 目标手数
        threshold_num = round(threshold_money / (limit_up_price * 100))

        buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
        # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

        # 可以触发买，当有涨停买信号时才会触发买
        trigger_buy = True
        # 间隔最大时间为3s
        max_space_time = 3
        max_space_time_ms = 3 * 1000
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
            trigger_buy = False
            # 必须为连续2秒内的数据
            if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
            if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
                cls.__TradePointManager.delete_buy_point(code)
                if i == compute_end_index:
                    # 数据处理完毕