"""
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首板目标代码处理器
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"""
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# 处理首板代码信息
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import constant
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from code_attribute import gpcode_manager, gpcode_first_screen_manager, code_nature_analyse, \
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code_volumn_manager
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from code_attribute.code_data_util import ZYLTGBUtil
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from code_attribute.code_nature_analyse import HighIncreaseCodeManager
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from code_attribute.gpcode_manager import WantBuyCodesManager
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from log_module import async_log_util
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from log_module.log import logger_first_code_record, logger_l2_codes_subscript, logger_debug
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from third_data import history_k_data_manager
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from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
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from third_data.history_k_data_manager import HistoryKDataManager
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from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi
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from trade import l2_trade_util
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from settings.trade_setting import MarketSituationManager
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from trade.buy_radical import new_block_processor
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from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
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from utils import global_util, tool, init_data_util, buy_condition_util
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__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()
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def __is_normal_in_5d(code):
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"""
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最近5天是否处于正常状态
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@param code:
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@return:
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"""
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now_day = tool.get_now_date_str()
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results = JueJinApi.get_history_instruments(JueJinApi.get_juejin_code_list_with_prefix([code]),
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tool.date_sub(now_day, 30), tool.date_sub(now_day, 1))
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results = results[-5:]
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normal = True
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for r in results:
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if r["sec_level"] != 1:
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normal = False
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break
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return normal
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def process_first_codes_datas(dataList, request_id=None):
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async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码相关数据")
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# 获取最近5天的交易日期，为后面的数据计算做准备
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dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)
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latest_trading_date = None
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if dates:
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latest_trading_date = dates[0]
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limit_up_price_dict = {}
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temp_codes = []
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codes = []
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tick_datas = []
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if dataList:
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for data in dataList:
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code = data["code"]
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codes.append(code)
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# ---查询想买单，如果没有在列表中就需要强行加入列表
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want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
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if want_codes:
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# 没有在现价采集中的想买代码
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diff_codes = set(want_codes) - set(codes)
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if diff_codes:
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# 想买单的代码还没有在目标代码中
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for code in diff_codes:
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# 获取涨停价
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_limit_up_price = gpcode_manager.get_limit_up_price(code)
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if not _limit_up_price:
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history_k_data_manager.re_set_price_pres([code], True)
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# 再次获取涨停价
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_limit_up_price = gpcode_manager.get_limit_up_price(code)
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if _limit_up_price:
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# 成功获取到了涨停价，构造虚拟的现价信息
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codes.append(code)
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dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0",
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"volumeUnit": 0, "time": "00:00:00", "zyltgb": "100",
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"zyltgbUnit": 0})
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# 获取昨日收盘价
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need_get_limit_up_codes = set()
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for code in codes:
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# 如果涨停价是空值就需要设置昨日收盘价格
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if gpcode_manager.get_limit_up_price(code) is None:
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need_get_limit_up_codes.add(code)
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if need_get_limit_up_codes:
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history_k_data_manager.re_set_price_pres(list(need_get_limit_up_codes), True)
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logger_l2_codes_subscript.info(f"{request_id}加载l2代码涨停价结束")
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# 获取60天最大记录
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for code in codes:
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need_get_volumn = False
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if code not in global_util.max60_volumn or global_util.max60_volumn.get(
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code) is None or code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) is None:
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need_get_volumn = True
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# if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache(
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# code) is None:
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# need_get_volumn = True
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if need_get_volumn:
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price is None:
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continue
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try:
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# 首先从缓存里面获取
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volumes_data = None
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if latest_trading_date:
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volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date)
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if not volumes_data:
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volumes_data = init_data_util.get_volumns_by_code(code, 150)
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async_log_util.info(logger_l2_codes_subscript, f"{request_id}从网络加载K线数据：{code}")
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if not volumes_data:
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continue
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volumes = init_data_util.parse_max_volume_new(code, volumes_data[:60])
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max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)
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async_log_util.info(logger_first_code_record, f"{code} 获取到首板60天最大量：{volumes}")
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code_volumn_manager.CodeVolumeManager().set_histry_volumn(code, volumes[0], volumes[1], volumes[2],
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volumes[3], max_volume_in_5_days)
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# 保存K线形态
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k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data)
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code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)
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if not WantBuyCodesManager().is_in_cache(
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code) and not gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
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# 新题材破前高就不需要加黑
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# 新题材该拉黑还是拉黑
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need_forbidden = True #new_block_processor.is_can_forbidden(code)
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if need_forbidden:
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if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[0]:
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# 判断是否太高
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l2_trade_util.forbidden_trade(code, "6天内股价长得太高")
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continue
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if tool.is_ge_code(code) and float(limit_up_price) < 10:
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l2_trade_util.forbidden_trade(code, "创业板股价10块内")
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continue
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if len(k_format) > 14 and k_format[14]:
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l2_trade_util.forbidden_trade(code, "上个交易日涨停/炸板")
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continue
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if len(k_format) > 15 and k_format[15]:
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l2_trade_util.forbidden_trade(code, "上个交易日跌停")
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continue
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if len(k_format) > 12 and k_format[12]:
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l2_trade_util.forbidden_trade(code, "上个交易日振幅过大")
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continue
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# if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data):
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# # 判断是否太高
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# l2_trade_util.forbidden_trade(code, "回踩不够")
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# continue
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try:
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if not __is_normal_in_5d(code):
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l2_trade_util.forbidden_trade(code, "最近5天有ST/非正常状态")
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continue
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except Exception as e:
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logger_debug.error(f"{code}出错__is_normal_in_5d")
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logger_debug.exception(e)
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if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(code, volumes_data):
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# 判断是否太高
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HighIncreaseCodeManager().add_code(code)
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if code_nature_analyse.is_up_too_high_in_120d(code, volumes_data):
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# 判断是否太高
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# l2_trade_util.forbidden_trade(code, "120天内股价长得太高")
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# HighIncreaseCodeManager().add_code(code)
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pass
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if code_nature_analyse.is_have_latest_max_volume(code, volumes_data, 2):
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# 最近2天是否是最高量
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code_nature_analyse.LatestMaxVolumeManager().set_has_latest_max_volume(code)
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# 判断K线形态
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# is_has_k_format, msg = code_nature_analyse.is_has_k_format(
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# gpcode_manager.get_limit_up_price(code), volumes_data)
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# if not is_has_k_format:
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# logger_first_code_record.info("{}首板K线形态不好,{}", code, msg)
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# # 股性不好，就不要加入
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# bad_codes.add(code)
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# # 加入禁止交易代码
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# l2_trade_util.forbidden_trade(code)
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# 暂时不保存K线形态
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# code_nature_analyse.set_record_datas(code,
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# gpcode_manager.get_limit_up_price(code),
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# volumes_data)
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except Exception as e:
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logger_first_code_record.error(f"{request_id}-{code}:{str(e)}")
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logger_first_code_record.exception(e)
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async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码K线结束")
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gpcode_manager.FirstCodeManager().add_record(codes)
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# 初始化板块信息，暂时删除
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# for code in codes:
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# block_info.init_code(code)
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# 保存现价
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if dataList:
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situation = MarketSituationManager().get_situation_cache()
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zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation)
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want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
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for data in dataList:
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code = data["code"]
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codes.append(code)
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price is not None:
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limit_up_price_dict[code] = limit_up_price
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else:
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temp_codes.append(code)
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# 自由流通市值不符合标准
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if not want_codes or code not in want_codes:
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# 没在想买单
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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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if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[6]:
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# 想买单中的不能排除
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continue
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elif zyltgb_as_yi > zyltgb_thresholds[1]:
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# 比最大可买大的，如果没有短期辨识度就不买
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k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
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if k_format and k_format[8][0] and k_format[8][1].find("短期") >= 0:
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pass
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else:
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# 无短期辨识度
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continue
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tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"],
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"volumeUnit": data["volumeUnit"]})
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# 获取涨停价
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if temp_codes:
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# 获取涨停价
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history_k_data_manager.re_set_price_pres(temp_codes)
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# 重新获取涨停价
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for code in temp_codes:
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price is not None:
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limit_up_price_dict[code] = limit_up_price
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# 首板数据加工
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prices = []
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for data in dataList:
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code = data["code"]
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price = data["price"]
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limit_up_time = data["time"]
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if limit_up_time == "00:00:00":
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limit_up_time = None
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if code not in limit_up_price_dict:
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continue
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is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.001
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# 纠正数据
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if is_limit_up and limit_up_time is None:
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limit_up_time = tool.get_now_time_str()
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pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
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if pricePre is None:
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history_k_data_manager.re_set_price_pres([code])
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rate = round((float(price) - pricePre) * 100 / pricePre, 1)
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prices.append(
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{"code": code, "time": limit_up_time, "rate": rate,
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"limit_up": is_limit_up})
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gpcode_first_screen_manager.process_ticks(prices)
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async_log_util.info(logger_l2_codes_subscript, f"({request_id})l2代码相关数据加载完成")
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return tick_datas
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