"""
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首板筛票机制
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"""
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# 设置首板未筛选的目标票
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import json
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from db.redis_manager_delegate import RedisUtils
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from utils import tool
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from db import redis_manager_delegate as redis_manager
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class FirstCodeDataManager:
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__instance = None
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__redisManager = redis_manager.RedisManager(0)
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__db = 0
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__first_code_data_cache = {}
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(FirstCodeDataManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_data()
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return cls.__instance
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# 加载数据
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@classmethod
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def __load_data(cls):
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keys = RedisUtils.keys(cls.__get_redis(), "first_code_data-*")
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for k in keys:
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val = RedisUtils.get(cls.__get_redis(), k)
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code = k.split("-")[-1]
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if val:
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cls.__first_code_data_cache[code] = json.loads(val)
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@classmethod
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def __get_redis(cls):
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return cls.__redisManager.getRedis()
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# 保存首板票的数据
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# 1.首次涨停时间
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# 2.最近涨停时间
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# 3.首次炸开时间
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# 4.最近炸开时间
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# 5.是否已经涨停
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def save_first_code_data(self, code, data):
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tool.CodeDataCacheUtil.set_cache(self.__first_code_data_cache, code, data)
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RedisUtils.setex_async(self.__db, f"first_code_data-{code}", tool.get_expire(), json.dumps(data))
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def get_first_code_data(self, code):
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val = RedisUtils.get(self.__get_redis(), f"first_code_data-{code}")
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if val is None:
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return None
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return json.loads(val)
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def get_first_code_data_cache(self, code):
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cache_result = tool.CodeDataCacheUtil.get_cache(self.__first_code_data_cache, code)
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if cache_result[0]:
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return cache_result[1]
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return None
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class FirstNoScreenCodesManager:
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__instance = None
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__redisManager = redis_manager.RedisManager(0)
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__db = 0
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__first_no_screen_codes_cache = set()
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(FirstNoScreenCodesManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_data()
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return cls.__instance
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# 加载数据
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@classmethod
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def __load_data(cls):
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codes = RedisUtils.smembers(cls.__get_redis(), "first_no_screen_codes")
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cls.__first_no_screen_codes_cache = codes
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@classmethod
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def __get_redis(cls):
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return cls.__redisManager.getRedis()
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# 添加进首板未筛选票
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def add_first_no_screen_codes(self, codes):
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redis = self.__get_redis()
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if codes:
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for code in codes:
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self.__first_no_screen_codes_cache.add(code)
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RedisUtils.sadd_async(self.__db, "first_no_screen_codes", code, auto_free=False)
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RedisUtils.expire_async(self.__db, "first_no_screen_codes", tool.get_expire(), auto_free=False)
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def clear_first_no_screen_codes(self):
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self.__first_no_screen_codes_cache.clear()
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RedisUtils.delete(self.__get_redis(), "first_no_screen_codes")
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def remove_first_no_screen_codes(self, codes):
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if codes:
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for code in codes:
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self.__first_no_screen_codes_cache.discard(code)
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RedisUtils.srem_async(self.__db, "first_no_screen_codes", code, auto_free=False)
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def __get_first_no_screen_codes(self):
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codes = RedisUtils.smembers(self.__get_redis(), "first_no_screen_codes")
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if not codes:
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return set()
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return codes
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def get_first_no_screen_codes_cache(self):
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return self.__first_no_screen_codes_cache
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# 处理ticks数据
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def process_ticks(prices):
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for price in prices:
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code = price["code"]
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time_ = price["time"]
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old_data = FirstCodeDataManager().get_first_code_data_cache(code)
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if old_data is None:
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continue
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limit_up = price["limit_up"]
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last_limit_up = old_data[4]
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if not last_limit_up and limit_up:
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# 涨停
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old_data[1] = time_
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elif last_limit_up and not limit_up:
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# 炸开
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if not old_data[2]:
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old_data[2] = time_
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old_data[3] = time_
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old_data[4] = limit_up
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FirstCodeDataManager().save_first_code_data(code, old_data)
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def set_target_no_screen_codes(codes):
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old_codes = get_target_no_screen_codes()
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if old_codes is None:
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old_codes = set()
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codes_set = set(codes)
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if old_codes == codes_set:
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return set()
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del_codes = old_codes - codes_set
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add_codes = codes_set - old_codes
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if del_codes:
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FirstNoScreenCodesManager().remove_first_no_screen_codes(del_codes)
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if add_codes:
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# 添加进首板未选票
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FirstNoScreenCodesManager().add_first_no_screen_codes(add_codes)
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return add_codes
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# 获取首板未筛选的目标票
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def get_target_no_screen_codes():
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return FirstNoScreenCodesManager().get_first_no_screen_codes_cache()
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# 是否需要加入首板
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def is_need_add_to_first(code):
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# 被禁止交易的票不能加入首板
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# 15个交易日的最低价与当前价比较，涨幅大于等于50%的需要剔除
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#
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pass
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# 是否需要从L2监控卡位移除
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# now_rate 当前涨幅
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# is_limit_up 是否涨停
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# limit_up_time 首次涨停时间
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# latest_open_time 最近一次开板时间
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def need_remove_from_l2_watch(code, now_rate, is_limit_up, limit_up_time, latest_open_time):
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if is_limit_up:
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# 处理当前是涨停状态
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if tool.trade_time_sub(tool.get_now_time_str(), "11:30:00") > 0:
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# 11:30 过后，10:30就涨停了的票，中途还未炸过的就需要剔除
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if latest_open_time is None and tool.trade_time_sub(limit_up_time, "10:30:00") <= 0:
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return True, "早上10点30前就涨停了，且11点30前未炸板"
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else:
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# 处理当前不是涨停状态
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if latest_open_time is not None:
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open_time_seconds = tool.trade_time_sub(tool.get_now_time_str(), latest_open_time)
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if open_time_seconds > 60 * 60:
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return True, "炸板后，60分钟内都未回封"
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if now_rate <= 6:
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return True, "炸板后，涨幅小于6%"
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return False, "首板炸开后，涨幅≤6%"
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