From 39cfb8148c8a81daa4fe9d5f23bf02e090da3fb4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 18 十月 2023 13:55:06 +0800
Subject: [PATCH] m值衰减比例更改/安全笔数最小值更改/下单后L2监听特殊笔数时间范围修改
---
trade/l2_trade_factor.py | 9 +++++----
1 files changed, 5 insertions(+), 4 deletions(-)
diff --git a/trade/l2_trade_factor.py b/trade/l2_trade_factor.py
index ca572ab..9d36266 100644
--- a/trade/l2_trade_factor.py
+++ b/trade/l2_trade_factor.py
@@ -190,12 +190,13 @@
base_count, min_count, max_count = L2TradeFactorUtil.get_safe_buy_count(self.code, True)
rate = self.get_safe_count_rate()
count = int(round(base_count * (1 + rate)))
- return count
+ # 鏈�灏�8绗�
+ return max(count, 8)
# 鑾峰彇m鍊煎奖鍝嶆瘮渚�
@classmethod
def get_m_val_rate(cls, volume_rate_index):
- rates = [0.0, -0.1, -0.2, -0.3, -0.4, -0.5, -0.6, -0.7]
+ rates = [0.0, -0.1, -0.15, -0.2, -0.25, -0.3, -0.35, -0.4]
if volume_rate_index >= len(rates):
volume_rate_index = -1
return rates[volume_rate_index]
@@ -545,8 +546,8 @@
# print(L2TradeFactorUtil.get_rate_factors("003004"))
# print(L2TradeFactorUtil.factors_to_string("003004"))
- for i in range(2, 150):
- print(i, L2TradeFactorUtil.get_base_safe_val(100000000 * i))
+ # for i in range(2, 150):
+ print(19, L2TradeFactorUtil.get_base_safe_val(100000000 * 19))
# print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("13:48:00"))
--
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