From e13cc01335f39012a14cdd8dafacdabeba8c71b7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 10 十一月 2023 14:36:59 +0800
Subject: [PATCH] 策略参数调整
---
l2/l2_data_manager_new.py | 12 +++++++-----
1 files changed, 7 insertions(+), 5 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index a6794e0..4d73e1f 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -295,7 +295,7 @@
l2_log.debug(code, "瑙﹀彂鎾ゅ崟锛屾挙鍗曚綅缃細{} 锛屾挙鍗曞師鍥狅細{}", index, "F鎾や笉澶�2绗旇Е鍙戞挙鍗�")
cls.cancel_buy(code, msg="F鎾や笉澶�2绗旇Е鍙戞挙鍗�")
return
- l2_log.debug(code, "璁剧疆鐪熷疄涓嬪崟浣嶏細{}",index)
+ l2_log.debug(code, "璁剧疆鐪熷疄涓嬪崟浣嶏細{}", index)
cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)
# 澶勭悊鍗庨懌L2鏁版嵁
@@ -1116,7 +1116,7 @@
order_begin_pos.count = 0
order_begin_pos.buy_single_index = buy_single_index
if order_begin_pos.sell_info:
- if float(total_datas[buy_single_index]["val"]["price"])>=3:
+ if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][0] > 0.3:
# 鏆傛椂鎵�8鎶�
order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
# 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
@@ -1124,7 +1124,7 @@
if code.find('00') == 0:
order_begin_pos.threshold_money = int(sell_info[1] * 0.5)
else:
- order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
+ order_begin_pos.threshold_money = int(sell_info[1] * 0.7)
else:
order_begin_pos.threshold_money = int(sell_info[1])
l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛岄噺姣旓細{}锛屾槸鍚︽澘涓婁拱锛歿}锛屾暟鎹細{} 妯″紡锛歿}锛坽}锛�", buy_single_index,
@@ -1190,7 +1190,8 @@
l2_log.debug(code, "鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} m鍊硷細{} 绾拱鎵嬫暟锛歿} 绾拱鍗曟暟锛歿} 鏄惁鏉夸笂涔帮細{} 鏁版嵁锛歿} ,閲忔瘮:{} ,涓嬪崟妯″紡锛歿}", new_buy_exec_index,
threshold_money,
buy_nums,
- buy_count, order_begin_pos.at_limit_up, total_datas[new_buy_exec_index], cls.volume_rate_info[code], order_begin_pos.mode)
+ buy_count, order_begin_pos.at_limit_up, total_datas[new_buy_exec_index],
+ cls.volume_rate_info[code], order_begin_pos.mode)
cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
buy_exec_index=new_buy_exec_index,
buy_compute_index=new_buy_exec_index,
@@ -1207,7 +1208,8 @@
# 淇濆瓨闂數涓嬪崟鐨勪拱鍏ヤ俊鎭�
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- cls.__latest_fast_place_order_info_dict[code] = (order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
+ cls.__latest_fast_place_order_info_dict[code] = (
+ order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if new_buy_exec_index < compute_end_index:
--
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