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@ -47,6 +47,7 @@ class TSLfm:
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1、对于交易明细:
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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)]
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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。
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zmm: 对 tradetable 公式:按下面的前后逻辑优先判定
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没有成交 -> 0
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当前成交价>上一笔买一价 ->主买 1
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@ -104,15 +105,15 @@ class TSLfm:
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['zmm'] as 'm_iABFlag', //买卖标识
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['buy_vol'] as 'm_nBidAvVolume', //主买量
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['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量
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['buy_amount'] as 'm_nBidAvTurover', //主买金额
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['sectional_buy_amount'] as 'm_nAccBidAvTurover',
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['buy_vol'] as 'm_nActBidVolume', //主买量
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['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
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['buy_amount'] as 'm_nActBidTurover', //主买金额
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['sectional_buy_amount'] as 'm_nAccActBidTurover',
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['sale_vol'] as 'm_nAskAvVolume',
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['sectional_sale_vol'] as 'm_nAccAskAvVolume',
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['sale_amount'] as 'm_nAskAvTurover',
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['sectional_sale_amount'] as 'm_nAccAskAvTurover',
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['sale_vol'] as 'm_nActAskVolume',
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['sectional_sale_vol'] as 'm_nAccActAskVolume',
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['sale_amount'] as 'm_nActAskTurover',
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['sectional_sale_amount'] as 'm_nAccActAskTurover',
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['w_buy'] as 'm_nBidOrder', //委买
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['sectional_w_buy'] as 'm_nAccBidOrder',
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@ -147,14 +148,13 @@ class TSLfm:
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r := select
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['StockID'] as 'code',
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DateTimeToStr(['date']) as 'datetime',
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['price'] as 'm_nPrice',
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['open'] as 'm_nOpen',
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['high'] as 'm_nHigh',
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['low'] as 'm_nLow',
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['close'] as 'm_nClose',
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['sectional_open'] as 'm_nAccOpen', //时点当日开盘
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['sectional_high'] as 'm_nAccHigh',
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['sectional_low'] as 'm_nAccLow',
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@ -177,15 +177,15 @@ class TSLfm:
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['zmm'] as 'm_iABFlag', //买卖标识
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['buy_vol'] as 'm_nBidAvVolume', //主买量
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['sectional_buy_vol'] as 'm_nAccBidAvVolume', //时点当日累计主买量
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['buy_amount'] as 'm_nBidAvTurover', //主买金额
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['sectional_buy_amount'] as 'm_nAccBidAvTurover',
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['buy_vol'] as 'm_nActBidVolume', //主买量
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['sectional_buy_vol'] as 'm_nAccActBidVolume', //时点当日累计主买量
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['buy_amount'] as 'm_nActBidTurover', //主买金额
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['sectional_buy_amount'] as 'm_nAccActBidTurover',
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['sale_vol'] as 'm_nAskAvVolume',
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['sectional_sale_vol'] as 'm_nAccAskAvVolume',
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['sale_amount'] as 'm_nAskAvTurover',
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['sectional_sale_amount'] as 'm_nAccAskAvTurover',
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['sale_vol'] as 'm_nActAskVolume',
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['sectional_sale_vol'] as 'm_nAccActAskVolume',
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['sale_amount'] as 'm_nActAskTurover',
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['sectional_sale_amount'] as 'm_nAccActAskTurover',
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['w_buy'] as 'm_nBidOrder', //委买
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['sectional_w_buy'] as 'm_nAccBidOrder',
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