From 8535f56dbf6e410b4a09f02f95d4d49bcc8753f2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 27 三月 2023 18:58:54 +0800
Subject: [PATCH] 看盘页面数据调整
---
trade/l2_trade_factor.py | 98 ++++++++++++++++++++++++++++++++++++++++---------
1 files changed, 80 insertions(+), 18 deletions(-)
diff --git a/trade/l2_trade_factor.py b/trade/l2_trade_factor.py
index 9aec3cb..1702ab7 100644
--- a/trade/l2_trade_factor.py
+++ b/trade/l2_trade_factor.py
@@ -13,45 +13,105 @@
# 涓嬪崟鍙傛暟
class L2PlaceOrderParamsManager:
+
+ # 寰楀垎
+ def __init__(self, code, is_first_code, volume_rate, volume_rate_index, score):
+ self.code = code
+ self.is_first_code = is_first_code
+ score_ranks = [200, 190, 180, 100]
+ self.score = score[0]
+ # 涓哄垎鏁拌缃瓑绾�
+ score_index = -1
+ for i in range(0, len(score_ranks)):
+ if self.score >= score_ranks[i]:
+ score_index = i
+ break
+ self.score_index = score_index
+ self.volume_rate = volume_rate
+ self.volume_rate_index = volume_rate_index
+
# 鑾峰彇淇″彿杩炵画涔扮瑪鏁�
- @staticmethod
- def get_begin_continue_buy_count(volume_rate_index):
+
+ def get_begin_continue_buy_count(self):
counts = [3, 3, 3, 2, 2, 2, 2]
- if volume_rate_index >= len(counts):
+ volume_rate_index = self.volume_rate_index
+ if self.volume_rate_index >= len(counts):
volume_rate_index = -1
return counts[volume_rate_index]
# 鑾峰彇鏃堕棿璁＄畻鑼冨洿锛岃繑鍥瀞
- @staticmethod
- def get_time_range(volume_rate_index):
+ 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)]
- if volume_rate_index >= len(ts):
+ volume_rate_index = self.volume_rate_index
+ if self.volume_rate_index >= len(ts):
volume_rate_index = -1
return ts[volume_rate_index]
# 鑾峰彇闇�瑕佺殑澶у崟涓暟
- @staticmethod
- def get_big_num_count(volume_rate_index):
+ def get_big_num_count(self):
+ if self.is_first_code:
+ if self.score_index == 0:
+ return 0
+ elif self.score_index == 1:
+ return 0
+ elif self.score_index == 2:
+ return 1
+ elif self.score_index < 0:
+ return 65535
counts = [3, 1, 1, 1, 0, 0, 0, 0]
- if volume_rate_index >= len(counts):
+ volume_rate_index = self.volume_rate_index
+ if self.volume_rate_index >= len(counts):
volume_rate_index = -1
return counts[volume_rate_index]
# 鑾峰彇瀹夊叏绗旀暟褰卞搷姣斾緥
- @staticmethod
- def get_safe_count_rate(volume_rate_index):
+ def get_safe_count_rate(self):
rates = [0, -0.1, -0.2, -0.4, -0.6, -0.8, -0.8, -0.8]
- if volume_rate_index >= len(rates):
+ 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 3 > self.score_index > -1:
+ return 0
+ elif self.score_index < 0:
+ return 65535
+ 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)))
+ return count
+
# 鑾峰彇m鍊煎奖鍝嶆瘮渚�
- @staticmethod
- def get_m_val_rate(volume_rate_index):
+ @classmethod
+ def get_m_val_rate(cls, volume_rate_index):
rates = [0.0, 0.0, 0.0, -0.3, -0.4, -0.5, -0.6, -0.7]
if volume_rate_index >= len(rates):
volume_rate_index = -1
return rates[volume_rate_index]
+
+ # 鑾峰彇m鍊�
+ def get_m_val(self):
+ if self.is_first_code:
+ if self.score_index == 0:
+ return 0, ""
+ elif self.score_index == 1:
+ return 1000 * 10000, ""
+ elif self.score_index == 2:
+ return 1000 * 10000, ""
+ elif self.score_index < 0:
+ return 65535 * 10000, ""
+ # 鑾峰彇鍥哄畾m鍊�
+ zyltgb = global_util.zyltgb_map.get(self.code)
+ if zyltgb is None:
+ global_data_loader.load_zyltgb()
+ zyltgb = global_util.zyltgb_map.get(self.code)
+
+ base_m = L2TradeFactorUtil.get_base_safe_val(zyltgb)
+ rate = self.get_m_val_rate(self.volume_rate_index)
+ m = round(base_m * (1 + rate))
+ return m, ""
# S鎾ゅ弬鏁�
@@ -105,11 +165,13 @@
# 鑾峰彇鍩虹m鍊硷紝杩斿洖鍗曚綅涓哄厓
@classmethod
def get_base_safe_val(cls, zyltgb):
+ if zyltgb is None:
+ return 10000000
yi = round(zyltgb / 100000000)
if yi < 1:
yi = 1
m = 5000000 + (yi - 1) * 500000
- return round(m*(1-0.3))
+ return round(m * (1 - 0.3))
# 鑾峰彇琛屼笟褰卞搷姣斾緥
# total_limit_percent涓虹粺璁＄殑姣斾緥涔嬪拰涔樹互100
@@ -144,8 +206,8 @@
if today is None:
return 0
old_volumn = int(yest)
- if int(day60_max) > int(yest):
- old_volumn = int(day60_max)
+ if int(day60_max[0]) > int(yest):
+ old_volumn = int(day60_max[0])
r = round(int(today) / old_volumn, 2)
if r < 0.01:
r = 0.01
@@ -325,7 +387,7 @@
MAX_VAL = 13
if not gb:
# 榛樿8绗�
- return MIN_VAL
+ return MIN_VAL,MIN_VAL, MAX_VAL
count = gb // 100000000
if True:
if count < 8:
--
Gitblit v1.8.0