From 4d9e7454be7fccd9f84b357068d937752625a13d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 十一月 2023 18:22:08 +0800
Subject: [PATCH] 参数调优
---
l2/l2_data_manager_new.py | 11 +++++++----
1 files changed, 7 insertions(+), 4 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 0954343..7cda351 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1085,8 +1085,8 @@
trade_index, is_default = TradeBuyQueue().get_traded_index(code)
if trade_index and not is_default:
m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
- thresh_hold_num = m_base_val // (float(gpcode_manager.get_limit_up_price(code)) * 100)
- # 鐪熷疄涓嬪崟浣嶅埌鎴愪氦浣嶇疆鐨勭函涔伴
+ thresh_hold_num = m_base_val * 3 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
+ # 鐪熷疄涓嬪崟浣嶅埌鎴愪氦浣嶇疆鐨勭函涔伴 * 3
total_num = 0
for i in range(trade_index + 1, buy_single_index):
data = total_datas[i]
@@ -1117,8 +1117,11 @@
# 鏆傛椂鎵�8鎶�
order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
# 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
- if code.find('00') == 0 and sell_info[1] > 1000 * 10000:
- order_begin_pos.threshold_money = int(sell_info[1] * 0.5)
+ if sell_info[1] > 1000 * 10000:
+ 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)
l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛岄噺姣旓細{}锛屾槸鍚︽澘涓婁拱锛歿}锛屾暟鎹細{} 妯″紡锛歿}锛坽}锛�", buy_single_index,
compute_start_index,
compute_end_index, cls.volume_rate_info[code], order_begin_pos.at_limit_up,
--
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