From 8c7f84cbd0afde7600b0c67a8032fa19c57d8c41 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 05 二月 2024 11:18:33 +0800
Subject: [PATCH] L撤快速成交触发撤单修改
---
code_attribute/code_nature_analyse.py | 50 ++++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 48 insertions(+), 2 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index 05d9470..ef5b32a 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -400,9 +400,55 @@
# return False
rate = (float(limit_up_price) - min_price) / min_price
# print(rate)
- if rate >= 0.28:
+ if rate >= 0.319:
return True
return False
+
+
+# 杩炵画娑ㄥ仠鍚庢槸鍚﹀洖璋冧笉瓒冲
+def is_continue_limit_up_not_enough_fall_dwon(record_datas):
+ # 10 澶╁唴鏄惁鏈夎繛缁�3鏉�
+ datas = copy.deepcopy(record_datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[0 - 10:]
+ limit_up_continue_count_info = None
+ max_limit_up_continue_count_info_list = [] # [杩炵画娑ㄥ仠娆℃暟,娑ㄥ仠璧风偣]
+
+ for i in range(len(datas)):
+ item = datas[i]
+ if __is_limit_up(item):
+ if not limit_up_continue_count_info:
+ limit_up_continue_count_info = [1, i]
+ else:
+ limit_up_continue_count_info[0] += 1
+ else:
+ if limit_up_continue_count_info:
+ max_limit_up_continue_count_info_list.append(limit_up_continue_count_info)
+ limit_up_continue_count_info = None
+ max_limit_up_info = None
+ for x in max_limit_up_continue_count_info_list:
+ if max_limit_up_info is None:
+ max_limit_up_info = x
+ if max_limit_up_info[0] <= x[0]:
+ max_limit_up_info = x
+
+ if not max_limit_up_info or max_limit_up_info[0] < 3:
+ print("鏃�3杩炴澘")
+ return False
+ start_index = max_limit_up_info[1]
+ max_price_info = [0, None]
+ for i in range(start_index, len(datas)):
+ item = datas[i]
+ if item["high"] > max_price_info[0]:
+ max_price_info = [item["high"], i]
+ # 璁＄畻鍥炶俯浠锋牸
+ lowest_price_threhhold = round((1-0.28) * max_price_info[0], 2)
+ for i in range(max_price_info[1] + 1, len(datas)):
+ item = datas[i]
+ if item["low"] < lowest_price_threhhold:
+ print("鍥炶俯瓒冲")
+ return False
+ return True
# 鏄惁鏈夋定鍋�
@@ -674,7 +720,7 @@
has_continue = True
else:
continue_count = 0
- if count >= 7 and has_continue:
+ if count >= 6 and has_continue:
return True, "闀挎湡杈ㄨ瘑搴�"
return False, ""
--
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