From 7bfdbe969da0b3a132d805cd15e9e83e7f2a8f8a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 25 六月 2023 11:12:26 +0800
Subject: [PATCH] 将掘金接口抽象出单独的类
---
trade/l2_trade_factor.py | 127 +++++++++++++++++++++++-------------------
1 files changed, 70 insertions(+), 57 deletions(-)
diff --git a/trade/l2_trade_factor.py b/trade/l2_trade_factor.py
index 49200e4..e4d4933 100644
--- a/trade/l2_trade_factor.py
+++ b/trade/l2_trade_factor.py
@@ -22,15 +22,18 @@
def get_buy_rank_desc(self):
continue_count = self.get_begin_continue_buy_count()
time_range = self.get_time_range()
+ m = self.get_m_val()[0]
+ m = m//10000
+
desc = ""
if self.buy_rank == 0:
desc = f"涔板叆淇″彿({continue_count})"
elif self.buy_rank == 1:
- desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺1000涓�"
+ desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺{m}涓�"
elif self.buy_rank == 2:
- desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺1000涓�+鑷冲皯鍚�1绗斿ぇ鍗�"
+ desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺{m}涓�+鑷冲皯鍚�1绗斿ぇ鍗�"
elif self.buy_rank == 3:
- desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺1000涓�+鑷冲皯鍚�2绗斿ぇ鍗�"
+ desc = f"涔板叆淇″彿({continue_count})+M鍊尖墺{m}涓�+鑷冲皯鍚�2绗斿ぇ鍗�"
else:
desc = "甯歌涔板叆"
desc += f"+鍥婃嫭鏃堕棿{time_range}s"
@@ -43,37 +46,46 @@
# 3:涔板叆淇″彿+M1000+2绗斿ぇ鍗�
# 100:鎵ц涔嬪墠鍥烘湁鏂规
def get_buy_rank(self):
- # 鍒ゆ柇鏈夋病鏈夌偢寮�
- if code_price_manager.Buy1PriceManager.is_can_buy(self.code):
- # 鍥炲皝
- if self.score_index == 0:
- return 0
- elif self.score_index == 1:
- return 1
- elif self.score_index == 2:
- return 2
- else:
- return 100
+ if self.score_index == 0:
+ return 0
+ elif self.score_index == 1:
+ return 1
+ elif self.score_index == 2:
+ return 2
else:
- # 棣栧皝
- if tool.trade_time_sub(self.now_time, "10:30:00") < 0 or tool.trade_time_sub(self.now_time, "14:00:00") > 0:
- if self.score_index == 0:
- return 1
- elif self.score_index == 1:
- return 2
- elif self.score_index == 2:
- return 3
- else:
- return 100
- else:
- if self.score_index == 0:
- return 2
- elif self.score_index == 1:
- return 3
- elif self.score_index == 2:
- return 100
- else:
- return 100
+ return 100
+ # 鏆傛椂涓嶉渶瑕佹姝や腑绛栫暐
+ # # 鍒ゆ柇鏈夋病鏈夌偢寮�
+ # if code_price_manager.Buy1PriceManager.is_can_buy(self.code):
+ # # 鍥炲皝
+ # if self.score_index == 0:
+ # return 0
+ # elif self.score_index == 1:
+ # return 1
+ # elif self.score_index == 2:
+ # return 2
+ # else:
+ # return 100
+ # else:
+ # # 棣栧皝
+ # if tool.trade_time_sub(self.now_time, "10:30:00") < 0 or tool.trade_time_sub(self.now_time, "14:00:00") > 0:
+ # if self.score_index == 0:
+ # return 1
+ # elif self.score_index == 1:
+ # return 2
+ # elif self.score_index == 2:
+ # return 3
+ # else:
+ # return 100
+ # else:
+ # if self.score_index == 0:
+ # return 2
+ # elif self.score_index == 1:
+ # return 3
+ # elif self.score_index == 2:
+ # return 100
+ # else:
+ # return 100
# 寰楀垎
def __init__(self, code, is_first_code, volume_rate, volume_rate_index, score, now_time=tool.get_now_time_str()):
@@ -132,8 +144,9 @@
def get_time_range(self):
# ts = [pow(3, 1), pow(3, 1), pow(3, 1), pow(3, 2), pow(3, 2), pow(3, 3), pow(3, 3), pow(3, 3)]
ts = [pow(2, 1), pow(2, 1), pow(2, 1), pow(2, 1), pow(2, 1), pow(2, 1), pow(2, 1), pow(2, 1)]
- if -1 < self.score_index < 3:
- return ts[0]
+ # 鏆傛椂鍘婚櫎鍒嗙殑褰卞搷
+ # if -1 < self.score_index < 3:
+ # return ts[0]
volume_rate_index = self.volume_rate_index
if self.volume_rate_index >= len(ts):
volume_rate_index = -1
@@ -141,14 +154,14 @@
# 鑾峰彇闇�瑕佺殑澶у崟涓暟
def get_big_num_count(self):
- if self.is_first_code:
- if self.buy_rank < 2:
- return 0
- elif self.buy_rank == 2:
- return 1
- elif self.buy_rank == 3:
- return 2
- counts = [3, 1, 1, 1, 0, 0, 0, 0]
+ # if self.is_first_code:
+ # if self.buy_rank < 2:
+ # return 0
+ # elif self.buy_rank == 2:
+ # return 1
+ # elif self.buy_rank == 3:
+ # return 2
+ counts = [2, 1, 1, 1, 0, 0, 0, 0]
volume_rate_index = self.volume_rate_index
if self.volume_rate_index >= len(counts):
volume_rate_index = -1
@@ -156,16 +169,16 @@
# 鑾峰彇瀹夊叏绗旀暟褰卞搷姣斾緥
def get_safe_count_rate(self):
- rates = [0, -0.1, -0.2, -0.4, -0.6, -0.8, -0.8, -0.8]
+ rates = [0, -0.1, -0.2, -0.3, -0.4, -0.5, -0.6, -0.7]
volume_rate_index = self.volume_rate_index
if self.volume_rate_index >= len(rates):
volume_rate_index = -1
return rates[volume_rate_index]
def get_safe_count(self):
- if self.is_first_code:
- if self.buy_rank < 4:
- return 2
+ # if self.is_first_code:
+ # if self.buy_rank < 4:
+ # return 2
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)))
@@ -187,14 +200,14 @@
global_data_loader.load_zyltgb()
zyltgb = global_util.zyltgb_map.get(self.code)
- if self.is_first_code:
- if self.buy_rank == 0:
- return 0, ""
- elif self.is_want_buy and zyltgb and zyltgb < 20 * 10000 * 10000:
- # 灏忎簬20浜跨殑鎯充拱鍗�
- return 500 * 10000, ""
- elif self.buy_rank < 4:
- return 1000 * 10000, ""
+ # if self.is_first_code:
+ # if self.buy_rank == 0:
+ # return 0, ""
+ # elif self.is_want_buy and zyltgb and zyltgb < 20 * 10000 * 10000:
+ # # 灏忎簬20浜跨殑鎯充拱鍗�
+ # return 500 * 10000, ""
+ # elif self.buy_rank < 4:
+ # return 1000 * 10000, ""
base_m = L2TradeFactorUtil.get_base_safe_val(zyltgb)
rate = self.get_m_val_rate(self.volume_rate_index)
@@ -244,7 +257,7 @@
# 鑾峰彇鎾ら攢姣斾緥
@staticmethod
def get_cancel_rate(volume_rate_index):
- rates = [0.39, 0.49, 0.59, 0.69, 0.69, 0.79, 0.79, 0.79]
+ rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75]
if volume_rate_index >= len(rates):
volume_rate_index = -1
return rates[volume_rate_index]
@@ -524,7 +537,7 @@
# print(L2TradeFactorUtil.get_safe_buy_count("003005"))
# print(L2TradeFactorUtil.get_rate_factors("003004"))
# print(L2TradeFactorUtil.factors_to_string("003004"))
- for i in range(2, 15):
+ for i in range(2, 50):
print(i, L2TradeFactorUtil.get_base_safe_val(100000000 * i))
# print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))
--
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