From b946684114d097e937b766f986d12c7eea8edce8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 18 九月 2022 17:23:43 +0800
Subject: [PATCH] l2数据计算优化
---
l2_trade_factor.py | 46 +++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 41 insertions(+), 5 deletions(-)
diff --git a/l2_trade_factor.py b/l2_trade_factor.py
index 78b8438..e886d64 100644
--- a/l2_trade_factor.py
+++ b/l2_trade_factor.py
@@ -1,4 +1,7 @@
# l2浜ゆ槗鍥犲瓙
+import global_util
+
+
class L2TradeFactorUtil:
# 鑾峰彇鍩虹m鍊硷紝杩斿洖鍗曚綅涓哄厓
@classmethod
@@ -93,15 +96,45 @@
# 鑷敱娴侀�氳偂鏈奖鍝嶆瘮渚�
zyltgb_rate = cls.get_zylt_rate(zyltgb)
# 琛屼笟娑ㄥ仠褰卞搷姣斾緥
- industry_rate = cls.get_industry_rate(total_industry_limit_percent)
+ industry_rate=0
+ if total_industry_limit_percent is not None:
+ industry_rate = cls.get_industry_rate(total_industry_limit_percent)
# 閲忓奖鍝嶆瘮渚�
- volumn_rate=cls.get_volumn_rate(volumn_day60_max,volumn_yest,volumn_today)
+ volumn_rate = 0
+ if volumn_day60_max is not None and volumn_yest is not None and volumn_today is not None:
+ volumn_rate = cls.get_volumn_rate(volumn_day60_max, volumn_yest, volumn_today)
# 娑ㄥ仠鏃堕棿褰卞搷姣斾緥
- limit_up_time_rate=cls.get_limit_up_time_rate(limit_up_time)
+ limit_up_time_rate=0
+ if limit_up_time is not None:
+ limit_up_time_rate = cls.get_limit_up_time_rate(limit_up_time)
# 涓囨墜鍝ュ奖鍝�
- big_money_rate=cls.get_big_money_rate(big_money_num)
+ big_money_rate = 0
+ if big_money_num is not None:
+ big_money_rate = cls.get_big_money_rate(big_money_num)
+ print("zyltgb_rate锛歿} industry_rate锛歿} volumn_rate锛歿} limit_up_time_rate锛歿} big_money_rate锛歿}",zyltgb_rate,industry_rate,volumn_rate,limit_up_time_rate,big_money_rate)
- return 1-(zyltgb_rate+industry_rate+volumn_rate+limit_up_time_rate+big_money_rate);
+ return 1 - (zyltgb_rate + industry_rate + volumn_rate + limit_up_time_rate + big_money_rate);
+
+ @classmethod
+ def compute_rate_by_code(cls, code):
+ zyltgb = global_util.zyltgb_map.get(code)
+ total_industry_limit_percent = global_util.industry_hot_num.get(code)
+ volumn_day60_max, volumn_yest, volumn_today = global_util.max60_volumn.get(
+ code), global_util.yesterday_volumn.get(code), global_util.today_volumn.get(code)
+ limit_up_time = global_util.limit_up_time.get(code)
+ big_money_num = global_util.big_money_num.get(code)
+ return cls.compute_rate(zyltgb, total_industry_limit_percent, volumn_day60_max, volumn_yest, volumn_today,
+ limit_up_time, big_money_num)
+
+ @classmethod
+ def compute_m_value(cls, code):
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb is None:
+ print("娌℃湁鑾峰彇鍒拌嚜鐢辨祦閫氬競鍊�")
+ return 10000000
+ rate = cls.compute_rate_by_code(code)
+ print("m鍊艰幏鍙栵細",code,round(zyltgb*rate))
+ return round(zyltgb*rate)
# l2鍥犲瓙褰掑洜鏁版嵁
@@ -109,6 +142,9 @@
# 鏄惁涓哄ぇ鍗�
@classmethod
def is_big_money(cls, data):
+ if int(data["val"]["limitPrice"]) != 1:
+ return False
+
if int(data["val"]["num"]) >= 9000:
return True
money = round(float(data["val"]["price"]) * int(data["val"]["num"]) * 100)
--
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