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优化MM处理最大买入量

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fasiondog 2024-05-28 00:40:16 +08:00
parent 33d3c99d28
commit d7651a8c2b
1 changed files with 3 additions and 2 deletions
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5
hikyuu_cpp/hikyuu/trade_sys/moneymanager/MoneyManagerBase.cpp
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@ -139,13 +139,14 @@ double MoneyManagerBase::getBuyNumber(const Datetime& datetime, const Stock& sto
m_tm->checkin(datetime, roundUp(money - cash, precision)); m_tm->checkin(datetime, roundUp(money - cash, precision));
} }
} else { } else {
int precision = m_tm->getParam<int>("precision");
CostRecord cost = m_tm->getBuyCost(datetime, stock, price, n); CostRecord cost = m_tm->getBuyCost(datetime, stock, price, n);
price_t need_cash = n * price + cost.total; price_t need_cash = roundUp(n * price + cost.total, precision);
price_t current_cash = m_tm->cash(datetime, m_query.kType()); price_t current_cash = m_tm->cash(datetime, m_query.kType());
while (n > min_trade && need_cash > current_cash) { while (n > min_trade && need_cash > current_cash) {
n = n - min_trade; n = n - min_trade;
cost = m_tm->getBuyCost(datetime, stock, price, n); cost = m_tm->getBuyCost(datetime, stock, price, n);
need_cash = n * price + cost.total; need_cash = roundUp(n * price + cost.total, precision);
} }
n = need_cash > current_cash ? 0 : n; n = need_cash > current_cash ? 0 : n;
} }