"""
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激进买数据管理
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"""
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import constant
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from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
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from code_attribute.code_l1_data_manager import L1DataManager
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from l2.l2_sell_manager import L2MarketSellManager
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from l2.l2_transaction_data_manager import BigOrderDealManager
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from log_module import async_log_util
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from log_module.log import logger_l2_radical_buy
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from third_data import kpl_data_manager
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from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
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from trade.trade_data_manager import RadicalBuyDealCodesManager
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from utils import tool, global_util
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class RedicalBuyDataManager():
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@classmethod
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def can_buy(cls, code, deal_codes=None):
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"""
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是否可以买
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@param code: 代码
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@param total_sell_volume: 总卖量
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@return: 是否可以买, 原因
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"""
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k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
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if k_format:
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if not k_format[13]:
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return False, "近60个交易日无涨停"
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if k_format[14]:
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# 昨天炸板，且当前的量比小于60%
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current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
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total_sell_volume = 0
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if current_total_sell_data:
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total_sell_volume = current_total_sell_data[2]
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volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, total_sell_volume=total_sell_volume)
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if volume_rate < 0.6:
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return False, f"昨日炸板，量比（{volume_rate}）<0.6"
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# 获取涨停价
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price = gpcode_manager.get_limit_up_price_as_num(code)
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if not price:
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# 获取现价
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price = L1DataManager.get_l1_current_price(code)
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if price:
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if price < constant.MIN_CODE_RADICAL_BUY_PRICE or price > constant.MAX_CODE_RADICAL_BUY_PRICE:
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return False, "价格不满足需求"
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# 判断自由流通股本
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zyltgb = global_util.zyltgb_map.get(code)
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if zyltgb:
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zyltgb_as_yi = round(zyltgb / 100000000, 2)
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zylt_can_buy = False
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for zy in constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES:
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if zy[0] <= zyltgb_as_yi <= zy[1]:
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zylt_can_buy = True
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break
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if not zylt_can_buy:
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return False, "自由流通市值不满足扫的范围"
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# 判断昨日是否跌幅过大
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k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
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if k_format and len(k_format) > 12 and k_format[12]:
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return False, "上个交易日跌幅过大"
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if gpcode_manager.BlackListCodeManager().is_in_cache(code):
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if deal_codes is not None and code in deal_codes:
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pass
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else:
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# 拉黑且不是已经买入性质的拉黑
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return False, "已拉黑"
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return True, ""
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@classmethod
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def big_order_deal(cls, code):
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"""
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有大单成交
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@param code:
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@param count:
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@return:
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"""
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if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
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return
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cls.place_order_success(code)
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@classmethod
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def place_order_success(cls, code):
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# 如果有大单成交就加红
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deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
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if deal_big_order_count > 0:
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gpcode_manager.MustBuyCodesManager().add_code(code)
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class EveryLimitupBigDealOrderManager:
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"""
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每次上板的大单管理
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"""
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# 成交大单的订单号：{"code":{"order_no",...}}
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__deal_big_order_nos_dict = {}
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@classmethod
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def open_limit_up(cls, code):
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if code in cls.__deal_big_order_nos_dict:
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cls.__deal_big_order_nos_dict[code].clear()
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@classmethod
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def add_big_buy_order_deal(cls, code, order_nos: list):
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if code not in cls.__deal_big_order_nos_dict:
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cls.__deal_big_order_nos_dict[code] = set()
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for order_no in order_nos:
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cls.__deal_big_order_nos_dict[code].add(order_no)
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@classmethod
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def get_big_buy_deal_order_count(cls, code):
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if code in cls.__deal_big_order_nos_dict:
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return len(cls.__deal_big_order_nos_dict[code])
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return 0
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def is_block_can_radical_buy(code, radical_buy_blocks, deal_codes):
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# 原因下面的代码个数
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deal_reason_codes = {}
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for dc in deal_codes:
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# 获取涨停原因
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reasons = set()
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limit_up_reason = kpl_data_manager.LimitUpDataConstant.get_limit_up_reason_with_history(dc)
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if limit_up_reason and limit_up_reason in constant.KPL_INVALID_BLOCKS:
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limit_up_reason = None
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# 如果涨停原因为空就需要获取上次激进买的原因
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if limit_up_reason:
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reasons.add(limit_up_reason)
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if not limit_up_reason:
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radical_buy_deal_blocks = RadicalBuyDealCodesManager.radical_buy_blocks_dict.get(dc)
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if radical_buy_deal_blocks:
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reasons |= radical_buy_deal_blocks
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for r in reasons:
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if r not in deal_reason_codes:
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deal_reason_codes[r] = set()
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deal_reason_codes[r].add(dc)
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async_log_util.info(logger_l2_radical_buy, f"已经成交的板块：{code}-{deal_reason_codes.keys()}")
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f_buy_blocks = set()
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for b in radical_buy_blocks:
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# 获取板块的最大买入个数
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max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(b)
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if b in deal_reason_codes and len(deal_reason_codes[b]) >= max_count:
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continue
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f_buy_blocks.add(b)
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async_log_util.info(logger_l2_radical_buy, f"还可以买入的板块：{code}-{f_buy_blocks}")
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return f_buy_blocks
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def get_volume_rate_threshold(code, volume_rate):
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"""
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获取吃卖1的比例
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@param code: 代码
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@param volume_rate:量比
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@return:
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"""
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fvolume_rate = volume_rate
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if volume_rate <= 0.05:
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fvolume_rate = 0.05
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elif volume_rate > 1:
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fvolume_rate = 1
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if tool.is_sh_code(code):
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return round(0 - 0.44 * fvolume_rate + 0.822, 3)
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else:
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return round(0 - 0.44 * fvolume_rate + 0.722, 3)
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