"""
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掘金
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"""
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from __future__ import print_function, absolute_import
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import schedule
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import gm.api as gmapi
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from code_attribute import big_money_num_manager, global_data_loader, gpcode_manager, gpcode_first_screen_manager
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from db.redis_manager import RedisUtils
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from ths import client_manager
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import constant
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from utils import global_util, tool
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import threading
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import server
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from db import redis_manager
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from user import authority
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import decimal
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from third_data.history_k_data_util import HistoryKDatasUtils
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from trade import l2_trade_util, trade_manager
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from l2.cancel_buy_strategy import L2LimitUpSellStatisticUtil, LCancelBigNumComputer, DCancelBigNumComputer
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from log_module.log import logger_juejin_tick, logger_system
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from trade.trade_data_manager import CodeActualPriceProcessor
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from trade.trade_queue_manager import JueJinBuy1VolumnManager
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redisManager = redis_manager.RedisManager(0)
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__jueJinBuy1VolumnManager = JueJinBuy1VolumnManager()
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__actualPriceProcessor = CodeActualPriceProcessor()
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# 设置账户信息
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def setAccountInfo(accountId, strategyId, token):
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redis = redisManager.getRedis()
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RedisUtils.set(redis, "juejin-account-id", accountId)
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RedisUtils.set(redis, "juejin-strategy-id", strategyId)
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RedisUtils.set(redis, "juejin-token", token)
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def getAccountInfo():
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redis = redisManager.getRedis()
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account_id = RedisUtils.get(redis, "juejin-account-id")
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strategy_id = RedisUtils.get(redis, "juejin-strategy-id")
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token = RedisUtils.get(redis, "juejin-token")
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return account_id, strategy_id, token
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def init_data():
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# 删除所有的涨停卖数据
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L2LimitUpSellStatisticUtil.clear()
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# 重置所有的大单数据
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big_money_num_manager.reset_all()
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# 清除水下捞数据
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__actualPriceProcessor.clear_under_water_data()
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# 载入行业股票代码
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global_data_loader.load_industry()
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# 载入代码自由流通市值
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global_data_loader.load_zyltgb()
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# 载入量
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global_data_loader.load_volumn()
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# 9点25之前删除所有代码
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if tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") <= 0 or True:
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# 删除L2监听代码
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gpcode_manager.clear_listen_codes()
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# 删除首板代码
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gpcode_manager.clear_first_codes()
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# 删除首板未筛选代码
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gpcode_first_screen_manager.clear_first_no_screen_codes()
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# 删除禁止代码
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l2_trade_util.init_forbidden_trade_codes()
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# 清空白名单
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l2_trade_util.WhiteListCodeManager.clear()
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# 清空想要买
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gpcode_manager.WantBuyCodesManager().clear()
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# 清空分数禁止代码
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trade_manager.ForbiddenBuyCodeByScoreManager().clear()
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# 清空暂停交易代码
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gpcode_manager.PauseBuyCodesManager.clear()
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# 清除L撤数据
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LCancelBigNumComputer.clear()
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# 清除D撤数据
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DCancelBigNumComputer.clear()
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# 每日初始化
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def everyday_init():
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# 交易時間不能做初始化
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# if not tool.is_init_time() or True:
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# raise Exception("交易时间不能初始化")
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init_data()
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codes = gpcode_manager.get_gp_list()
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logger_system.info("每日初始化")
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# 今日实时涨停
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global_data_loader.add_limit_up_codes([], True)
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# 主要获取收盘价
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__get_latest_info(None)
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# 获取60天最大量与昨日量
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global_util.today_volumn.clear()
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global_util.max60_volumn.clear()
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global_util.yesterday_volumn.clear()
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# 清除大单数据
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global_util.big_money_num.clear()
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# 初始化大单数据
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for code in codes:
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big_money_num_manager.add_num(code, 0)
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big_money_num_manager.expire(code)
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# 清除涨停时间
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global_util.limit_up_time.clear()
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# 初始化同花顺主站
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
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l2_clients = client_manager.getValidL2Clients()
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for client in l2_clients:
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try:
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server.repair_ths_main_site(client)
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except Exception as e:
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pass
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def __run_schedule():
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while True:
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schedule.run_pending()
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def init(context):
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# gmapi.subscribe(symbols="SZSE.002529", frequency="1d", count=30)
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# 订阅浦发银行, bar频率为一天和一分钟
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# 订阅订阅多个频率的数据，可多次调用subscribe
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# 获取需要监听的股票
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init_data()
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logger_system.info("掘金初始化")
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schedule.every().day.at("09:15:00").do(everyday_init)
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t1 = threading.Thread(target=lambda: __run_schedule())
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# 后台运行
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t1.setDaemon(True)
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t1.start()
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# 多个时间点获取收盘价
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gmapi.schedule(schedule_func=__get_latest_info, date_rule='1d', time_rule='09:28:00')
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# 初始化内容
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clients = authority.get_l2_clients()
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for client in clients:
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for i in range(0, constant.L2_CODE_COUNT_PER_DEVICE):
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gpcode_manager.init_listen_code_by_pos(client, i)
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def __get_latest_info(context):
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# 初始化内容
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clients = authority.get_l2_clients()
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for c in clients:
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for i in range(0, constant.L2_CODE_COUNT_PER_DEVICE):
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gpcode_manager.init_listen_code_by_pos(int(c), i)
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codes = gpcode_manager.get_gp_list()
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result = HistoryKDatasUtils.get_gp_latest_info(codes)
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for item in result:
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sec_level = item['sec_level']
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symbol = item['symbol']
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symbol = symbol.split(".")[1]
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pre_close = tool.to_price(decimal.Decimal(str(item['pre_close'])))
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if sec_level == 1:
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if symbol in codes:
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gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close)
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else:
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gpcode_manager.rm_gp(symbol)
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# 获取最新的信息
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def __get_current_info():
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data = gpcode_manager.get_gp_list()
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results = HistoryKDatasUtils.get_gp_current_info(data)
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logger_juejin_tick.debug("定时获取：{}", results)
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for result in results:
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price = result["price"]
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symbol = result['symbol']
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# 保存最新价
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symbol = symbol.split(".")[1]
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# 设置收盘价
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def re_set_price_pre(code):
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codes = [code]
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re_set_price_pres(codes)
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def re_set_price_pres(codes, force=False):
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result = HistoryKDatasUtils.get_gp_latest_info(codes)
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for item in result:
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symbol = item['symbol']
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symbol = symbol.split(".")[1]
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pre_close = tool.to_price(decimal.Decimal(str(item['pre_close'])))
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gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
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__prices_now = {}
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# 获取近90天的最大量与最近的量
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# 获取最近一次涨停/涨停下一个交易日的最大值
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def get_volumns_by_code(code, count=60) -> object:
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datas = HistoryKDatasUtils.get_history_tick_n(code, count, "open,high,low,close,volume,pre_close,bob")
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# 计算
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datas.sort(key=lambda x: x["bob"], reverse=True)
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return datas
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# 解析最大量
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def parse_max_volume(datas, is_new_top=False):
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max_volume = 0
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max_volume_date = None
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if is_new_top:
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# 如果是突破前高就取最大量
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for item in datas:
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if max_volume < item["volume"]:
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max_volume = item["volume"]
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max_volume_date = item["bob"]
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return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d")
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else:
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date = None
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target_volume = None
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for i in range(len(datas)):
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# 查询涨停
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item = datas[i]
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volume = item["volume"]
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if max_volume < volume:
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max_volume = volume
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max_volume_date = item['bob']
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# 是否有涨停
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limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
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if abs(limit_up_price - item["high"]) < 0.01:
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# 涨停
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next_volume = 0
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if i > 0:
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next_volume = datas[i - 1]["volume"]
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date = datas[i]["bob"]
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if volume < next_volume:
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volume = next_volume
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date = datas[i - 1]["bob"]
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target_volume = (volume, date)
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break
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if not target_volume:
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target_volume = (max_volume, max_volume_date)
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# --判断近60天无涨停的最大量
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max_60_volume_info = [0, None]
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# 60天内是否有涨停
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has_60_limit_up = False
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for i in range(60):
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if i >= len(datas):
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break
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item = datas[i]
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volume = item["volume"]
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if max_60_volume_info[0] < volume:
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max_60_volume_info = [volume, item["bob"]]
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limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
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if abs(limit_up_price - item["high"]) < 0.01:
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has_60_limit_up = True
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break
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if not has_60_limit_up and target_volume[0] > max_60_volume_info[0] * 3:
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# 60天内无涨停,且60天内最大量小于最大量的1/3,判断为地量,返回近60个交易日的最大量
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return max_60_volume_info[0], max_60_volume_info[0], max_60_volume_info[1].strftime("%Y-%m-%d")
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else:
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return target_volume[0], target_volume[0], target_volume[1].strftime("%Y-%m-%d")
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if __name__ == '__main__':
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# init_data()+
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init_data()
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