From 8f445f8f78bbabf0de1bc904bb4454c3f8d88cc8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 10 一月 2024 10:11:29 +0800
Subject: [PATCH] L前撤和L后撤，在下单后10秒内，撤单比例达到29%，就撤
---
l2/l2_data_manager_new.py | 16 +++++++++-------
1 files changed, 9 insertions(+), 7 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 70b0cf9..7306d55 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1021,12 +1021,7 @@
if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
return False, True, f"涓�5涓氦鏄撴棩璺屽仠,閲忔湭杈惧埌{0.29}({cls.volume_rate_info[code][0]})"
- # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
- if code in global_util.max60_volumn:
- day = global_util.max60_volumn[code][1]
- if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
- if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
- return False, True, f"鍙傝�冮噺鍦ㄦ渶杩�5澶�,閲忔湭杈惧埌{volume_rate_thresholds[1]}({cls.volume_rate_info[code][0]})"
+
# 鑾峰彇甯傚満琛屾儏
situation = cls.__MarketSituationManager.get_situation_cache()
zylt_threshold = buy_condition_util.get_zyltgb_threshold(situation)
@@ -1080,6 +1075,13 @@
return True, False, can_buy_result[2]
return True, False, can_buy_result[2]
else:
+ # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
+ if code in global_util.max60_volumn:
+ day = global_util.max60_volumn[code][1]
+ if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
+ return False, True, f"鍙傝�冮噺鍦ㄦ渶杩�5澶�,閲忔湭杈惧埌{volume_rate_thresholds[1]}({cls.volume_rate_info[code][0]})"
+
# 闈炲己鍔�10鍒嗛挓鍙拱涓荤嚎
if not can_buy_result[0] and can_buy_result[1]:
return False, True, f"闈炲己鍔�10鍒嗛挓锛岀嫭鑻楋紙{can_buy_result[4]}锛変笉涓嬪崟"
@@ -1262,7 +1264,7 @@
total_num += left_count * val["num"]
if total_num > thresh_hold_num:
break
- if total_num > thresh_hold_num:
+ if total_num > thresh_hold_num and False:
# 璺濈鎴愪氦杩涘害浣嶇疆杩囪繙
l2_log.debug(code,
f"鑾峰彇鐨勪俊鍙蜂綅鏃犳晥锛堟澘涓婁拱锛岃寖鍥达細{trade_index + 1}-{order_begin_pos.buy_single_index} 鏈垚浜ゆ�绘墜{total_num}/闃堝�納thresh_hold_num}锛�")
--
Gitblit v1.8.0