From f4333824e6fc82eb7e6c0ff536f31baf6c7c8df2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 26 六月 2025 14:21:47 +0800
Subject: [PATCH] L后自然最大撤单率最大80%
---
utils/init_data_util.py | 56 ++++++++++++++++++++++++++++++++++++++++++++++++++------
1 files changed, 50 insertions(+), 6 deletions(-)
diff --git a/utils/init_data_util.py b/utils/init_data_util.py
index e400369..70a3f5b 100644
--- a/utils/init_data_util.py
+++ b/utils/init_data_util.py
@@ -14,12 +14,13 @@
def re_set_price_pres(codes, force=False):
# 閫氳繃鍘嗗彶鏁版嵁缂撳瓨鑾峰彇
- result = HistoryKDatasUtils.get_gp_latest_info(codes)
- for item in result:
- symbol = item['symbol']
- symbol = symbol.split(".")[1]
- pre_close = tool.to_price(decimal.Decimal(str(item['pre_close'])))
- gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
+ for code in codes:
+ result = HistoryKDatasUtils.get_history_tick_n(code, 1)
+ for item in result:
+ symbol = item['symbol']
+ symbol = symbol.split(".")[1]
+ pre_close = tool.to_price(decimal.Decimal(str(item['close'])))
+ gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
# 鑾峰彇杩�90澶╃殑鏈�澶ч噺涓庢渶杩戠殑閲�
@@ -62,6 +63,49 @@
"%Y-%m-%d"), refer_index
+def parse_max_volume_new(code, datas):
+ """
+ 璁＄畻杩滈珮閲�
+ @param code:
+ @param datas:
+ @return: [楂橀噺,楂橀噺,楂橀噺鏃ユ湡,楂橀噺绱㈠紩]
+ """
+
+ def __is_limited_up(item):
+ limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
+ if abs(limit_up_price - item["high"]) < 0.001:
+ return True
+ return False
+
+ # 鍙栨渶杩�60涓氦鏄撴棩
+ datas = datas[:60]
+
+ # 鍒ゆ柇鏄惁娑ㄥ仠杩�
+ target_index = None
+ for i in range(len(datas)):
+ data = datas[i]
+ if __is_limited_up(data):
+ next_data = None
+ if i > 0:
+ next_data = datas[i - 1]
+ # max锛堟定鍋滆繖涓�澶�, 鍚庝竴澶╋級鐨勯噺
+ if next_data and next_data['volume'] > data['volume']:
+ target_index = i - 1
+ else:
+ target_index = i
+ break
+ if target_index is None:
+ # 60澶╂湭娑ㄥ仠,鑾峰彇60澶╁唴鐨勬渶楂橀噺
+ for i in range(len(datas)):
+ data = datas[i]
+ if target_index is None:
+ target_index = i
+ if data['volume'] > datas[target_index]['volume']:
+ target_index = i
+ return datas[target_index]['volume'], datas[target_index]['volume'], datas[target_index]['bob'].strftime(
+ "%Y-%m-%d"), target_index
+
+
def parse_max_volume_in_days(datas, max_day):
"""
瑙ｆ瀽鏈�杩戝嚑澶╂渶澶х殑閲�
--
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