格式化代码

Author: timercrack

trader/strategy/brother2.py

@@ -798,7 +798,8 @@ def calc_signal(self, inst: Instrument, day: datetime.datetime) -> (Signal, Deci
  else:
  sell_sig = True
  self.__strategy.force_opens.remove(inst)
- signal = signal_code = price = volume = use_margin = None
+ signal = signal_code = price = volume = volume_ori = use_margin = None
+
  priority = PriorityType.LOW
  if pos:
  # 多头持仓
@@ -880,7 +881,8 @@ def calc_signal(self, inst: Instrument, day: datetime.datetime) -> (Signal, Deci
  # 开新仓
  elif buy_sig or sell_sig:
  risk_each = Decimal(df.atr[idx]) * Decimal(inst.volume_multiple)
- volume = round((self.__current + self.__fake) * risk / risk_each)
+ volume_ori = (self.__current + self.__fake) * risk / risk_each
+ volume = round(volume_ori)
  if volume > 0:
  new_bar = DailyBar.objects.filter(
  exchange=inst.exchange, code=inst.main_code, time=day.date()).first()
@@ -895,7 +897,9 @@ def calc_signal(self, inst: Instrument, day: datetime.datetime) -> (Signal, Deci
  code=signal_code if signal_code else inst.main_code,
  strategy=self.__strategy, instrument=inst, type=signal, trigger_time=day, defaults={
  'price': price, 'volume': volume, 'priority': priority, 'processed': False})
- logger.info(f"新信号: {sig} 预估保证金: {use_margin:.0f}({use_margin/10000:.1f}万)")
+ volume_ori = volume_ori if volume_ori else volume
+ logger.info(f"新信号: {sig}({volume_ori:.1f}手) "
+ f"预估保证金: {use_margin:.0f}({use_margin/10000:.1f}万)")
  return signal, use_margin
  except Exception as e:
  logger.warning(f'calc_signal 发生错误: {repr(e)}', exc_info=True)