From 8201b47721932ead5593f97b0df9ebfd5a92f08f Mon Sep 17 00:00:00 2001
From: yz <yz@yz>
Date: Tue, 8 Nov 2022 15:34:04 +0800
Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0=20'TSLfm.py'?=
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---
TSLfm.py | 36 ++++++++++++++++++------------------
1 file changed, 18 insertions(+), 18 deletions(-)
diff --git a/TSLfm.py b/TSLfm.py
index bb7055e..49cd231 100644
--- a/TSLfm.py
+++ b/TSLfm.py
@@ -47,6 +47,7 @@ class TSLfm:
1、对于交易明细:
量比=现成交总手/[(过去 5 个交易日平均每分钟成交 量)×当日累计开市时间(分)]
2、对于秒线/1 分钟线: 量比取周期内最后一条交易明细的数据。
+
zmm: 对 tradetable 公式:按下面的前后逻辑优先判定
没有成交 -> 0
当前成交价>上一笔买一价 ->主买 1
@@ -104,15 +105,15 @@ class TSLfm:
['zmm'] as 'm_iABFlag', //买卖标识
- ['buy_vol'] as 'm_nBidAvVolume', //主买量
- ['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量
- ['buy_amount'] as 'm_nBidAvTurover', //主买金额
- ['sectional_buy_amount'] as 'm_nAccBidAvTurover',
+ ['buy_vol'] as 'm_nActBidVolume', //主买量
+ ['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
+ ['buy_amount'] as 'm_nActBidTurover', //主买金额
+ ['sectional_buy_amount'] as 'm_nAccActBidTurover',
- ['sale_vol'] as 'm_nAskAvVolume',
- ['sectional_sale_vol'] as 'm_nAccAskAvVolume',
- ['sale_amount'] as 'm_nAskAvTurover',
- ['sectional_sale_amount'] as 'm_nAccAskAvTurover',
+ ['sale_vol'] as 'm_nActAskVolume',
+ ['sectional_sale_vol'] as 'm_nAccActAskVolume',
+ ['sale_amount'] as 'm_nActAskTurover',
+ ['sectional_sale_amount'] as 'm_nAccActAskTurover',
['w_buy'] as 'm_nBidOrder', //委买
['sectional_w_buy'] as 'm_nAccBidOrder',
@@ -147,14 +148,13 @@ class TSLfm:
r := select
['StockID'] as 'code',
DateTimeToStr(['date']) as 'datetime',
-
+
['price'] as 'm_nPrice',
['open'] as 'm_nOpen',
['high'] as 'm_nHigh',
['low'] as 'm_nLow',
['close'] as 'm_nClose',
- ['sectional_open'] as 'm_nAccOpen', //时点当日开盘
['sectional_high'] as 'm_nAccHigh',
['sectional_low'] as 'm_nAccLow',
@@ -177,15 +177,15 @@ class TSLfm:
['zmm'] as 'm_iABFlag', //买卖标识
- ['buy_vol'] as 'm_nBidAvVolume', //主买量
- ['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量
- ['buy_amount'] as 'm_nBidAvTurover', //主买金额
- ['sectional_buy_amount'] as 'm_nAccBidAvTurover',
+ ['buy_vol'] as 'm_nActBidVolume', //主买量
+ ['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
+ ['buy_amount'] as 'm_nActBidTurover', //主买金额
+ ['sectional_buy_amount'] as 'm_nAccActBidTurover',
- ['sale_vol'] as 'm_nAskAvVolume',
- ['sectional_sale_vol'] as 'm_nAccAskAvVolume',
- ['sale_amount'] as 'm_nAskAvTurover',
- ['sectional_sale_amount'] as 'm_nAccAskAvTurover',
+ ['sale_vol'] as 'm_nActAskVolume',
+ ['sectional_sale_vol'] as 'm_nAccActAskVolume',
+ ['sale_amount'] as 'm_nActAskTurover',
+ ['sectional_sale_amount'] as 'm_nAccActAskTurover',
['w_buy'] as 'm_nBidOrder', //委买
['sectional_w_buy'] as 'm_nAccBidOrder',