策略参数调整

Administrator

2023-11-10 e13cc01335f39012a14cdd8dafacdabeba8c71b7

策略参数调整

 l2/l2_data_manager_new.py

@@ -295,7 +295,7 @@
                l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", index, "F撤不够2笔触发撤单")
                cls.cancel_buy(code, msg="F撤不够2笔触发撤单")
                return
        l2_log.debug(code, "设置真实下单位：{}",index)
        l2_log.debug(code, "设置真实下单位：{}", index)
        cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)

    # 处理华鑫L2数据
@@ -1116,7 +1116,7 @@
                order_begin_pos.count = 0
                order_begin_pos.buy_single_index = buy_single_index
                if order_begin_pos.sell_info:
                    if float(total_datas[buy_single_index]["val"]["price"])>=3:
                    if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][0] > 0.3:
                        # 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
@@ -1124,7 +1124,7 @@
                            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)
                                order_begin_pos.threshold_money = int(sell_info[1] * 0.7)
                    else:
                        order_begin_pos.threshold_money = int(sell_info[1])
                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,
@@ -1190,7 +1190,8 @@
            l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 是否板上买：{} 数据：{} ,量比:{} ,下单模式：{}", new_buy_exec_index,
                         threshold_money,
                         buy_nums,
                         buy_count, order_begin_pos.at_limit_up, total_datas[new_buy_exec_index], cls.volume_rate_info[code], order_begin_pos.mode)
                         buy_count, order_begin_pos.at_limit_up, total_datas[new_buy_exec_index],
                         cls.volume_rate_info[code], order_begin_pos.mode)
            cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
                                                                buy_exec_index=new_buy_exec_index,
                                                                buy_compute_index=new_buy_exec_index,
@@ -1207,7 +1208,8 @@

            # 保存闪电下单的买入信息
            if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
                cls.__latest_fast_place_order_info_dict[code] = (order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
                cls.__latest_fast_place_order_info_dict[code] = (
                order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])

            # 数据是否处理完毕
            if new_buy_exec_index < compute_end_index:

 third_data/code_plate_key_manager.py

@@ -470,9 +470,13 @@
        # 需要排除的老大的代码
        exclude_first_codes = HighIncreaseCodeManager().list_all()

        # 获取主板历史身位
        # 获取主板开1的代码
        open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
                                                                          code_limit_up_reason_dict)
        # 剔除高位板
        if open_limit_up_codes and yesterday_current_limit_up_codes:
            open_limit_up_codes -= yesterday_current_limit_up_codes


        # 获取主板实时身位,剔除高位板
        current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block,
@@ -492,7 +496,7 @@
            # 主板开1
            if current_shsz_rank < len(open_limit_up_codes) + 1 and record_shsz_rank < len(open_limit_up_codes) + 2:
                # 属于龙1,龙2
                return True, f"{tool.get_now_time_str()} {block}：top10涨停板块，主板开1({open_limit_up_codes}),属于主板前龙{len(open_limit_up_codes) + 1}(实时身位-{current_shsz_rank}/{len(current_limit_up_datas)})"
                return True, f"{tool.get_now_time_str()} {block}：top10涨停板块，主板开1({open_limit_up_codes}),属于主板前龙{len(open_limit_up_codes) + 1}(实时身位-{current_shsz_rank}:{front_current_shsz_rank_codes}/{len(current_limit_up_datas)})"
            else:
                if record_shsz_rank >= len(open_limit_up_codes) + 1:
                    cls.__remove_from_l2(code, f"{code}根据身位禁止买入：【{block}】历史身位{record_shsz_rank}")