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: -- Gitblit v1.8.0