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更新 'TSLfm.py'

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yz 3 years ago
parent df2b6c125e
commit 8201b47721
1 changed files with 18 additions and 18 deletions

34
TSLfm.py
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@ -47,6 +47,7 @@ class TSLfm:
1、对于交易明细: 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)] 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。 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 zmm: 对 tradetable 公式:按下面的前后逻辑优先判定
没有成交 -> 0 没有成交 -> 0
当前成交价>上一笔买一价 ->主买 1 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 ['zmm'] as 'm_iABFlag', //买卖标识
['buy_vol'] as 'm_nBidAvVolume', //主买量 ['buy_vol'] as 'm_nActBidVolume', //主买量
['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量 ['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
['buy_amount'] as 'm_nBidAvTurover', //主买金额 ['buy_amount'] as 'm_nActBidTurover', //主买金额
['sectional_buy_amount'] as 'm_nAccBidAvTurover', ['sectional_buy_amount'] as 'm_nAccActBidTurover',
['sale_vol'] as 'm_nAskAvVolume', ['sale_vol'] as 'm_nActAskVolume',
['sectional_sale_vol'] as 'm_nAccAskAvVolume', ['sectional_sale_vol'] as 'm_nAccActAskVolume',
['sale_amount'] as 'm_nAskAvTurover', ['sale_amount'] as 'm_nActAskTurover',
['sectional_sale_amount'] as 'm_nAccAskAvTurover', ['sectional_sale_amount'] as 'm_nAccActAskTurover',
['w_buy'] as 'm_nBidOrder', //委买 ['w_buy'] as 'm_nBidOrder', //委买
['sectional_w_buy'] as 'm_nAccBidOrder', ['sectional_w_buy'] as 'm_nAccBidOrder',
@ -154,7 +155,6 @@ class TSLfm:
['low'] as 'm_nLow', ['low'] as 'm_nLow',
['close'] as 'm_nClose', ['close'] as 'm_nClose',
['sectional_open'] as 'm_nAccOpen', //时点当日开盘
['sectional_high'] as 'm_nAccHigh', ['sectional_high'] as 'm_nAccHigh',
['sectional_low'] as 'm_nAccLow', ['sectional_low'] as 'm_nAccLow',
@ -177,15 +177,15 @@ class TSLfm:
['zmm'] as 'm_iABFlag', //买卖标识 ['zmm'] as 'm_iABFlag', //买卖标识
['buy_vol'] as 'm_nBidAvVolume', //主买量 ['buy_vol'] as 'm_nActBidVolume', //主买量
['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量 ['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
['buy_amount'] as 'm_nBidAvTurover', //主买金额 ['buy_amount'] as 'm_nActBidTurover', //主买金额
['sectional_buy_amount'] as 'm_nAccBidAvTurover', ['sectional_buy_amount'] as 'm_nAccActBidTurover',
['sale_vol'] as 'm_nAskAvVolume', ['sale_vol'] as 'm_nActAskVolume',
['sectional_sale_vol'] as 'm_nAccAskAvVolume', ['sectional_sale_vol'] as 'm_nAccActAskVolume',
['sale_amount'] as 'm_nAskAvTurover', ['sale_amount'] as 'm_nActAskTurover',
['sectional_sale_amount'] as 'm_nAccAskAvTurover', ['sectional_sale_amount'] as 'm_nAccActAskTurover',
['w_buy'] as 'm_nBidOrder', //委买 ['w_buy'] as 'm_nBidOrder', //委买
['sectional_w_buy'] as 'm_nAccBidOrder', ['sectional_w_buy'] as 'm_nAccBidOrder',

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