From 5ae8b19fdc000fc719f3ad45fa5f7462fdbffbdf Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 20 九月 2022 18:46:10 +0800
Subject: [PATCH] l2数据计算优化
---
l2_trade_factor.py | 20 +++++++++++++-------
1 files changed, 13 insertions(+), 7 deletions(-)
diff --git a/l2_trade_factor.py b/l2_trade_factor.py
index e886d64..987b04d 100644
--- a/l2_trade_factor.py
+++ b/l2_trade_factor.py
@@ -96,24 +96,29 @@
# 鑷敱娴侀�氳偂鏈奖鍝嶆瘮渚�
zyltgb_rate = cls.get_zylt_rate(zyltgb)
# 琛屼笟娑ㄥ仠褰卞搷姣斾緥
- industry_rate=0
+ industry_rate = 0
if total_industry_limit_percent is not None:
industry_rate = cls.get_industry_rate(total_industry_limit_percent)
# 閲忓奖鍝嶆瘮渚�
volumn_rate = 0
if volumn_day60_max is not None and volumn_yest is not None and volumn_today is not None:
- volumn_rate = cls.get_volumn_rate(volumn_day60_max, volumn_yest, volumn_today)
+ volumn_rate = cls.get_volumn_rate(int(volumn_day60_max), int(volumn_yest), int(volumn_today))
# 娑ㄥ仠鏃堕棿褰卞搷姣斾緥
- limit_up_time_rate=0
+ limit_up_time_rate = 0
if limit_up_time is not None:
limit_up_time_rate = cls.get_limit_up_time_rate(limit_up_time)
# 涓囨墜鍝ュ奖鍝�
big_money_rate = 0
if big_money_num is not None:
big_money_rate = cls.get_big_money_rate(big_money_num)
- print("zyltgb_rate锛歿} industry_rate锛歿} volumn_rate锛歿} limit_up_time_rate锛歿} big_money_rate锛歿}",zyltgb_rate,industry_rate,volumn_rate,limit_up_time_rate,big_money_rate)
+ print(
+ "zyltgb_rate锛歿} industry_rate锛歿} volumn_rate锛歿} limit_up_time_rate锛歿} big_money_rate锛歿}".format(zyltgb_rate,
+ industry_rate,
+ volumn_rate,
+ limit_up_time_rate,
+ big_money_rate))
- return 1 - (zyltgb_rate + industry_rate + volumn_rate + limit_up_time_rate + big_money_rate);
+ return round(1 - (zyltgb_rate + industry_rate + volumn_rate + limit_up_time_rate + big_money_rate), 4)
@classmethod
def compute_rate_by_code(cls, code):
@@ -132,9 +137,10 @@
if zyltgb is None:
print("娌℃湁鑾峰彇鍒拌嚜鐢辨祦閫氬競鍊�")
return 10000000
+ zyltgb = cls.get_base_safe_val(zyltgb)
rate = cls.compute_rate_by_code(code)
- print("m鍊艰幏鍙栵細",code,round(zyltgb*rate))
- return round(zyltgb*rate)
+ print("m鍊艰幏鍙栵細", code, round(zyltgb * rate))
+ return round(zyltgb * rate)
# l2鍥犲瓙褰掑洜鏁版嵁
--
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