From 6da589c084f8fa15555aa365d5f79e6e85e6dc5c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 09 十月 2023 09:54:46 +0800
Subject: [PATCH] bug修复
---
trade/sell_data_processor.py | 76 +++++++++-----------------------------
1 files changed, 18 insertions(+), 58 deletions(-)
diff --git a/trade/sell_data_processor.py b/trade/sell_data_processor.py
index 7a55091..ec06792 100644
--- a/trade/sell_data_processor.py
+++ b/trade/sell_data_processor.py
@@ -5,72 +5,32 @@
class TickDataProcess:
- # 鍒濆鍖栧師濮嬩环鏍�,鍙�9鐐�25鐨勪环鏍�
- __last_price_infos = {}
-
- __last_15s_price_infos = {}
-
- __reference_price_info = {}
+ # 鏈�楂樹环
+ __highest_price_infos = {}
@classmethod
def init_origin_price(cls, code, price, rate_percent):
- cls.__last_price_infos[code] = [("09:25:00", price, rate_percent)]
- cls.__last_15s_price_infos[code] = [("09:25:00", price, rate_percent)]
- cls.__reference_price_info[code] = ("09:25:00", price, rate_percent)
-
- # 鑾峰彇15s鏈�缁堢殑浠锋牸
- @classmethod
- def get_15_seconds_price_info(cls, price_infos, max_amplitude_rate_percent):
- final_price_info = price_infos[-1]
- max_rate_info = None
- for price_info in price_infos:
- if price_info - price_infos[0][2] > max_amplitude_rate_percent:
- if not max_rate_info:
- max_rate_info = price_info
- if max_rate_info[2] < price_info[2]:
- max_rate_info = price_info
- if max_rate_info:
- final_price_info = max_rate_info
- return final_price_info
+ cls.__highest_price_infos[code] = [("09:25:00", price, rate_percent)]
# 浠锋牸淇℃伅(鏃堕棿,鐜颁环,娑ㄥ箙)
+ # return 鏄惁鍑忎粨
@classmethod
def process_tick_data(cls, code, time_str, price, rate_percent, max_amplitude_rate_percent=0.6):
+ # 闈炰氦鏄撴椂闂�
+ if tool.trade_time_sub(time_str, "09:30:00") < 0:
+ return False
now_price_info = (time_str, price, rate_percent)
- latest_price_info = cls.__last_price_infos.get(code)[-1]
- # 濉厖涓棿缂哄け鐨勬暟鎹�
- latest_time = latest_price_info[0]
- if tool.trade_time_sub(latest_time, "09:29:57") < 0:
- latest_time = "09:29:57"
-
- sub_time = tool.trade_time_sub(time_str, latest_time)
- fill_middle_count = sub_time // 3 - 1
- if fill_middle_count > 0:
- for i in range(0, fill_middle_count):
- cls.__last_price_infos.get(code).append(
- (tool.trade_time_add_second(latest_price_info[0], 3), latest_price_info[1], latest_price_info[2]))
- cls.__last_price_infos.get(code).append(now_price_info)
- latest_15s_price_info = cls.__last_15s_price_infos[code][-1]
- if now_price_info[2] - latest_15s_price_info[2] > max_amplitude_rate_percent:
- # 娑ㄥ箙瓒呰繃鎸箙涓旀瘮鍙傝�冪偣鐨勬尟骞呭ぇ
- if now_price_info[2] > cls.__reference_price_info[code][2]:
- cls.__reference_price_info[code] = now_price_info
- elif latest_15s_price_info[2] - now_price_info[2] > max_amplitude_rate_percent:
- # 璺屽箙瓒呰繃鎸箙
- cls.__reference_price_info[code] = now_price_info
- # 褰撳墠鐐规槸鍚︽瘮鍙傝�冪偣涓嬮檷鎸箙灏辫Е鍙戝崠
- if cls.__reference_price_info[code][2] - now_price_info[2] > max_amplitude_rate_percent:
- # 瑙﹀彂鍗�
- cls.__reference_price_info[code] = now_price_info
- return True
+ # 濡傛灉姣旀渶楂樹环楂樺氨鍙栨渶楂樹环
+ if cls.__highest_price_infos.get(code)[2] < now_price_info[2]:
+ cls.__highest_price_infos[code] = now_price_info
else:
- # 灏氭湭瑙﹀彂鍗�
- if len(cls.__last_price_infos.get(code)) >= 5:
- # 婊¤冻15s鏁版嵁
- reference_price_info = cls.get_15_seconds_price_info(cls.__last_price_infos.get(code), max_amplitude_rate_percent)
- cls.__last_price_infos.get(code).clear()
- cls.__reference_price_info[code] = reference_price_info
+ # 浣庝簬鏈�楂樼偣闃堝��
+ if cls.__highest_price_infos.get(code)[2] - now_price_info[2] > max_amplitude_rate_percent:
+ # 瑙﹀彂鍗�
+ cls.__highest_price_infos[code] = now_price_info
+ return True
+ return False
-
-
+if __name__ == "__main__":
+ pass
--
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