From ff14ed4736013d224ddd6582e8229a01074d542f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 19 六月 2024 18:13:44 +0800
Subject: [PATCH] L前的比例修改
---
cancel_strategy/s_l_h_cancel_strategy.py | 27 ++++++++++++++++++++++-----
1 files changed, 22 insertions(+), 5 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 3d15672..cb3eb42 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -529,6 +529,7 @@
# ---------------------------------L鎾�-------------------------------
class LCancelRateManager:
__block_limit_up_count_dict = {}
+ __block_limit_up_count_for_l_up_dict = {}
__big_num_deal_rate_dict = {}
__MustBuyCodesManager = gpcode_manager.MustBuyCodesManager()
@@ -548,10 +549,15 @@
base_rate = constant.L_CANCEL_RATE
if is_up:
base_rate = constant.L_CANCEL_RATE_UP
+ if tool.is_sh_code(code):
+ base_rate = constant.L_CANCEL_RATE_UP_SH
try:
block_rate = 0
- if code in cls.__block_limit_up_count_dict:
- count = cls.__block_limit_up_count_dict[code]
+ count_dict = cls.__block_limit_up_count_dict
+ if is_up:
+ count_dict = cls.__block_limit_up_count_for_l_up_dict
+ if code in count_dict:
+ count = count_dict[code]
rates = [0, 0.03, 0.06, 0.08, 0.12]
if count >= len(rates):
block_rate = rates[-1]
@@ -578,11 +584,20 @@
# 璁剧疆鏉垮潡娑ㄥ仠鏁伴噺锛堥櫎寮�鑷繁锛�
@classmethod
- def set_block_limit_up_count(cls, reason_codes_dict):
+ def set_block_limit_up_count(cls, reason_codes_dict, limit_up_time_dict: dict):
for reason in reason_codes_dict:
codes = reason_codes_dict[reason]
- for c in codes:
+ codes = list(codes)
+ # 鐩爣绁ㄥ湪纭鐨勬定鍋滃師鍥犱腑锛屽湪鎬荤殑韬綅鐨勨墹50%浠ュ锛屽垯L鍓嶇殑娑ㄥ仠褰卞搷姣斾緥鍥犵礌涓嶇敓鏁堛��
+ codes.sort(key=lambda x: (
+ int(limit_up_time_dict.get(x).replace(":", "")) if x in limit_up_time_dict else int("150000")))
+ for i in range(len(codes)):
+ c = codes[i]
cls.__block_limit_up_count_dict[c] = len(codes) - 1
+ if i < len(codes) / 2:
+ cls.__block_limit_up_count_for_l_up_dict[c] = len(codes) - 1
+ else:
+ cls.__block_limit_up_count_for_l_up_dict[c] = 0
@classmethod
def set_big_num_deal_info(cls, code, buy_money, sell_money):
@@ -834,6 +849,8 @@
# 鍙栧悗1/5鐨勬暟鎹�
if temp_count >= 30:
temp_index = int(temp_count * 4 / 5)
+ if tool.is_sh_code(code): # 涓婅瘉鍙栧悗3/10
+ temp_index = int(temp_count * 7 / 10)
re_start_index = not_cancel_indexes_with_num[temp_index][0]
MAX_COUNT = len(not_cancel_indexes_with_num[temp_index:])
else:
@@ -1487,7 +1504,7 @@
# 鏇存柊鍚庡崐娈�
watch_indexes = self.__compute_l_down_watch_index_after_real_place_order_index(code)
if watch_indexes:
- l2_log.l_cancel_debug(code,"L鍚庡悗鍗婃鍥婃嫭锛歿}", watch_indexes)
+ l2_log.l_cancel_debug(code, "L鍚庡悗鍗婃鍥婃嫭锛歿}", watch_indexes)
watch_indexes_info = self.__get_watch_indexes_cache(code)
if watch_indexes_info and watch_indexes_info[2]:
# 娌℃湁鍥婃嫭
--
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