From 86e0061f9cf211b98252a9e6b71d6c9801e4a16b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 18 十二月 2022 18:08:03 +0800
Subject: [PATCH] 撤单策略再次修改
---
l2_trade_factor.py | 31 ++++++++++++++++++-------------
1 files changed, 18 insertions(+), 13 deletions(-)
diff --git a/l2_trade_factor.py b/l2_trade_factor.py
index 13317d7..a6af34a 100644
--- a/l2_trade_factor.py
+++ b/l2_trade_factor.py
@@ -3,10 +3,13 @@
"""
# l2浜ゆ槗鍥犲瓙
+import functools
+
import big_money_num_manager
import global_data_loader
import global_util
import limit_up_time_manager
+import trade_data_manager
class L2TradeFactorUtil:
@@ -40,7 +43,7 @@
break
if rate > 0.9:
rate = 0.9
- return round(rate,4)
+ return round(rate, 4)
# 鑾峰彇閲忓奖鍝嶆瘮渚�
@classmethod
@@ -220,22 +223,24 @@
def get_safe_buy_count(cls, code):
gb = cls.get_zyltgb(code)
if not gb:
- # 榛樿10绗�
+ # 榛樿8绗�
return 8
- count = gb // 100000000 - 2
- if count > 30:
- count = 30
- elif count < 3:
- count = 3
+ count = gb // 100000000
+ if count <= 6:
+ count = 8
+ elif count < 32:
+ count = round(8 + 0.5 * (count - 6))
+ else:
+ count = 21
volumn_day60_max, volumn_yest, volumn_today = cls.__get_volumns(code)
rate = cls.get_volumn_rate(volumn_day60_max, volumn_yest, volumn_today)
# 鍙栧ぇ鍗曞奖鍝嶅�间笌琛屼笟褰卞搷鍊肩殑杈冨ぇ鍊�
count = round(count * (1 - rate))
- if count < 3:
- count = 3
- elif count > 30:
- count = 30
+ if count < 8:
+ count = 8
+ elif count > 21:
+ count = 21
return count
@@ -256,10 +261,10 @@
if __name__ == "__main__":
- print(L2TradeFactorUtil.get_industry_rate(10))
+ print(L2TradeFactorUtil.get_safe_buy_count("003005"))
# print(L2TradeFactorUtil.get_rate_factors("003004"))
# print(L2TradeFactorUtil.factors_to_string("003004"))
- # print(L2TradeFactorUtil.get_safe_buy_count("002864"))
+ print(L2TradeFactorUtil.get_safe_buy_count("002864"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))
# print(L2TradeFactorUtil.get_limit_up_time_rate("13:48:00"))
--
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