From 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 27 十月 2022 16:21:05 +0800
Subject: [PATCH] 交易体系完善
---
l2_trade_factor.py | 37 +++++++++++++++++++++++--------------
1 files changed, 23 insertions(+), 14 deletions(-)
diff --git a/l2_trade_factor.py b/l2_trade_factor.py
index cda2229..0694c38 100644
--- a/l2_trade_factor.py
+++ b/l2_trade_factor.py
@@ -4,9 +4,9 @@
# l2浜ゆ槗鍥犲瓙
import big_money_num_manager
+import global_data_loader
import global_util
import limit_up_time_manager
-import log
class L2TradeFactorUtil:
@@ -121,16 +121,17 @@
big_money_rate = 0
if big_money_num is not None:
big_money_rate = cls.get_big_money_rate(big_money_num)
- print(
- "industry_rate锛歿} volumn_rate锛歿} limit_up_time_rate锛歿} big_money_rate锛歿}".format(industry_rate,
- volumn_rate,
- limit_up_time_rate,
- big_money_rate))
+
+ msg = "zyltgb锛歿} industry_rate锛歿} volumn_rate锛歿} limit_up_time_rate锛歿} big_money_rate锛歿}".format(zyltgb,
+ industry_rate,
+ volumn_rate,
+ limit_up_time_rate,
+ big_money_rate)
final_rate = round(1 - (industry_rate + volumn_rate + limit_up_time_rate + big_money_rate), 4)
if final_rate < 0.1:
final_rate = 0.1
- return final_rate
+ return final_rate, msg
@classmethod
def compute_rate_by_code(cls, code):
@@ -143,7 +144,7 @@
# 鑾峰彇琛屼笟鐑害
industry = global_util.code_industry_map.get(code)
if industry is None:
- global_util.load_industry()
+ global_data_loader.load_industry()
industry = global_util.code_industry_map.get(code)
total_industry_limit_percent = global_util.industry_hot_num.get(industry) if industry is not None else None
@@ -156,7 +157,7 @@
volumn_day60_max, volumn_yest, volumn_today = global_util.max60_volumn.get(
code), global_util.yesterday_volumn.get(code), global_util.today_volumn.get(code)
if volumn_day60_max is None or volumn_yest is None:
- global_util.load_volumn()
+ global_data_loader.load_volumn()
volumn_day60_max, volumn_yest, volumn_today = global_util.max60_volumn.get(
code), global_util.yesterday_volumn.get(code), global_util.today_volumn.get(code)
# 棣栨娑ㄥ仠鏃堕棿
@@ -180,7 +181,7 @@
def __get_zyltgb(cls, code):
zyltgb = global_util.zyltgb_map.get(code)
if zyltgb is None:
- global_util.load_zyltgb()
+ global_data_loader.load_zyltgb()
zyltgb = global_util.zyltgb_map.get(code)
return zyltgb
@@ -188,15 +189,15 @@
def compute_m_value(cls, code):
zyltgb = global_util.zyltgb_map.get(code)
if zyltgb is None:
- global_util.load_zyltgb()
+ global_data_loader.load_zyltgb()
zyltgb = global_util.zyltgb_map.get(code)
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)
+ rate, msg = cls.compute_rate_by_code(code)
# print("m鍊艰幏鍙栵細", code, round(zyltgb * rate))
- return round(zyltgb * rate)
+ return round(zyltgb * rate), msg
# 鑾峰彇瀹夊叏绗旀暟
@classmethod
@@ -210,7 +211,15 @@
return 30
if count < 5:
return 5
- return count
+
+ big_money_num = global_util.big_money_num.get(code)
+ if big_money_num is None:
+ big_money_num = big_money_num_manager.get_num(code)
+ rate = 0
+ if big_money_num is not None:
+ rate = cls.get_big_money_rate(big_money_num)
+
+ return round(count*(1-rate/2))
# l2鍥犲瓙褰掑洜鏁版嵁
--
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