"""
|
激进买数据管理
|
"""
|
import json
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import logging
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import time
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import urllib
|
|
import requests
|
|
import constant
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import l2_data_util
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from code_attribute.code_volumn_manager import CodeVolumeManager
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from l2 import l2_data_util as l2_data_util_new, l2_log, l2_data_manager
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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 code_attribute.gpcode_manager import WantBuyCodesManager
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from db import redis_manager_delegate as redis_manager
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from db.redis_manager_delegate import RedisUtils
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from l2.huaxin import l2_huaxin_util
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from l2.l2_data_manager import TradePointManager
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from l2.l2_data_util import L2DataUtil
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from l2.l2_transaction_data_manager import BigOrderDealManager, HuaXinBuyOrderManager
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from log_module import async_log_util
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from log_module.log import logger_l2_radical_buy, logger_debug, logger_l2_radical_buy_data
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from third_data import kpl_block_util, huaxin_l1_data_manager, kpl_data_constant
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from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
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from third_data.kpl_data_constant import LimitUpDataConstant, LimitUpCodesBlockRecordManager
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from third_data.kpl_data_manager import CodeHighLevel
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from third_data.third_blocks_manager import BlockMapManager
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from trade import trade_record_log_util, trade_data_manager, trade_manager, trade_constant
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from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
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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 trade.trade_data_manager import RadicalBuyDealCodesManager
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from utils import tool, global_util, trade_util
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|
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# RadicalBigOrderThresholdManager
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@tool.singleton
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class BeforeSubDealBigOrderManager:
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"""
|
订阅之前的大单管理
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"""
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__db = 3
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__big_order_threshold = {}
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__big_sell_order_threshold = {}
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# 已经成交的累计大买单金额：用于初次上板尚未订阅的情况
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__already_total_deal_big_order_money = {}
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# 已经成交的累计大卖单金额：用于初次上板尚未订阅的情况
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__already_total_sell_deal_big_order_money = {}
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__redis_manager = redis_manager.RedisManager(3)
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# 临时大单阈值，初次上板使用: {"代码":(金额,更新时间, 是否是默认的值)}
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__temp_big_order_threshold = {}
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def __init__(self):
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self.__load_data()
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def __load_data(self):
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keys = redis_manager.RedisUtils.keys(self.__get_redis(), "radical_big_order_threshold-*")
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for k in keys:
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code = k.split("-")[1]
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val = redis_manager.RedisUtils.get(self.__get_redis(), k)
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val = int(val)
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self.__big_order_threshold[code] = val
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keys = redis_manager.RedisUtils.keys(self.__get_redis(), "radical_big_sell_order_threshold-*")
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for k in keys:
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code = k.split("-")[1]
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val = redis_manager.RedisUtils.get(self.__get_redis(), k)
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val = int(val)
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self.__big_sell_order_threshold[code] = val
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def __get_redis(self):
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return self.__redis_manager.getRedis()
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def set_big_order_threshold(self, code, threshold_money):
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"""
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设置大单的阈值
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@param code:
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@param threshold_money:
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@return:
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"""
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if code in self.__big_order_threshold:
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return
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async_log_util.info(logger_l2_radical_buy_data, f"大单阈值数据：{code}-{threshold_money}")
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if threshold_money < 299e4:
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# 小于299w的不保存
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return
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self.__big_order_threshold[code] = threshold_money
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redis_manager.RedisUtils.setex_async(self.__db, f"radical_big_order_threshold-{code}", tool.get_expire(),
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f"{threshold_money}")
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def set_big_sell_order_threshold(self, code, threshold_money):
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"""
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设置大卖单的阈值
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@param code:
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@param threshold_money:
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@return:
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"""
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if code in self.__big_sell_order_threshold:
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return
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async_log_util.info(logger_l2_radical_buy_data, f"大卖单阈值数据：{code}-{threshold_money}")
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if threshold_money < self.__get_base_big_order_threshold(code):
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# 小于基础大单不设置
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return
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self.__big_sell_order_threshold[code] = threshold_money
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redis_manager.RedisUtils.setex_async(self.__db, f"radical_big_sell_order_threshold-{code}", tool.get_expire(),
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f"{threshold_money}")
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@classmethod
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def compute_re_limit_up_big_money_threshold(cls, limit_up_price_money_list):
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"""
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获取回封的大单阈值
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@param limit_up_price_money_list:
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@return:
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"""
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average_money = sum(limit_up_price_money_list) // len(limit_up_price_money_list)
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max_money = max(limit_up_price_money_list)
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# 取max((平均值+最大单一半)/2, 平均值)
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threshold_money = max((max_money // 2 + average_money) // 2, average_money)
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return threshold_money
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def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price):
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"""
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设置大单成交数据
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@param code:
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@param buy_money_list:[(金额,价格,订单号)]
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@param sell_money_list:[(金额,价格,订单号)]
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@param limit_up_price:
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@return:
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"""
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# 涨停价成交的大单(策略进程尚未统计到的)
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# 炸板时间附近的订单号
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# RadicalCodeMarketInfoManager
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# 如果炸过板就取炸板时间之前的第一个订单号作为最大订单号
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opened_time = RadicalCodeMarketInfoManager().get_opened_time(code)
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total_deal_buy_money = 0
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total_deal_buy_money_info_list = []
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limit_up_price_money_list = []
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pre_limit_up_price_money_list = []
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deal_order_list = BigOrderDealManager().get_total_buy_data_list(code)
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deal_order_ids = set()
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if deal_order_list:
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for x in deal_order_list:
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if opened_time and int(opened_time.replace(":", "")) > int(
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l2_huaxin_util.convert_time(x[3]).replace(":", "")):
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# 开板时间之前
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continue
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deal_order_ids.add(x[0])
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for info in buy_money_list:
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if info[1] != limit_up_price:
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continue
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limit_up_price_money_list.append(info[0])
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if info[2] in deal_order_ids:
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continue
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pre_limit_up_price_money_list.append((info[0], info[2]))
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total_deal_buy_money += info[0]
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total_deal_buy_money_info_list.append(info)
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if limit_up_price_money_list:
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threshold_money = self.compute_re_limit_up_big_money_threshold(limit_up_price_money_list)
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self.set_big_order_threshold(code, threshold_money)
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self.__already_total_deal_big_order_money[code] = (total_deal_buy_money, pre_limit_up_price_money_list)
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async_log_util.info(logger_l2_radical_buy_data,
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f"之前的大买单：{code}-{total_deal_buy_money}-{total_deal_buy_money_info_list}")
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# 处理大卖单
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pre_limit_up_price_money_sell_list = []
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if True:
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total_deal_sell_money_info_list = []
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total_deal_sell_money = 0
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for info in sell_money_list:
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if info[1] != limit_up_price:
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continue
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pre_limit_up_price_money_sell_list.append((info[0], info[2]))
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total_deal_sell_money += info[0]
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total_deal_sell_money_info_list.append(info)
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# 计算卖单阈值
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if total_deal_sell_money_info_list:
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max_sell_money = max([x[0] for x in total_deal_sell_money_info_list])
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average_sell_money = sum([x[0] for x in total_deal_sell_money_info_list]) // len(
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total_deal_sell_money_info_list)
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threshold_sell_money = int(
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round(max(self.__get_base_big_order_threshold(code),
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min((max_sell_money // 2 + average_sell_money) // 2, average_sell_money))))
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self.set_big_sell_order_threshold(code, threshold_sell_money)
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async_log_util.info(logger_l2_radical_buy_data,
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f"之前的大卖单：{code}-{total_deal_sell_money}-{total_deal_sell_money_info_list}，卖大单阈值-{threshold_sell_money}")
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self.__already_total_sell_deal_big_order_money[code] = (
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total_deal_sell_money, pre_limit_up_price_money_sell_list)
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def get_big_order_threshold(self, code):
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"""
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获取大单阈值
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@param code:
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@return: 大单金额, 是否默认
|
"""
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if code in self.__big_order_threshold:
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return self.__big_order_threshold.get(code), False
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return 2990000, True
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def get_big_order_threshold_info(self, code):
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"""
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获取大单阈值
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@param code:
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@return:大单阈值,是否是临时大单
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"""
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if not is_first_limit_up_buy(code):
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return self.get_big_order_threshold(code)[0], False
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else:
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money_info = self.get_temp_deal_big_order_threshold_info(code)
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if not money_info or money_info[1] < time.time():
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# 默认阈值为 1个亿
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money = int(round(1e8))
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else:
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money = money_info[0]
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return money, True
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def __get_base_big_order_threshold(self, code):
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"""
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获取基础大单的金额
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@param code:
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@return:
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"""
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return l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
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def get_big_sell_order_threshold(self, code):
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"""
|
获取大单阈值
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@param code:
|
@return:
|
"""
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if code in self.__big_sell_order_threshold:
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return self.__big_sell_order_threshold.get(code)
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return self.__get_base_big_order_threshold(code)
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def get_deal_big_order_money(self, code):
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"""
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获取大单成交金额
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@param code:
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@return:
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"""
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if code in self.__already_total_deal_big_order_money:
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return self.__already_total_deal_big_order_money[code][0]
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return 0
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def get_sell_deal_big_order_money(self, code, threshold_money):
|
if code in self.__already_total_sell_deal_big_order_money:
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sellno_map = l2_data_util_new.local_today_sellno_map.get(code)
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total_sell_money = 0
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for x in self.__already_total_sell_deal_big_order_money[code][1]:
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if x[0] < threshold_money:
|
continue
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if f"{x[1]}" in sellno_map:
|
continue
|
total_sell_money += x[0]
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return total_sell_money
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return 0
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def get_deal_big_order_money_list(self, code):
|
"""
|
获取大单成交列表
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@param code:
|
@return: [(金额, 订单号)]
|
"""
|
if code in self.__already_total_deal_big_order_money:
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return self.__already_total_deal_big_order_money[code][1]
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return []
|
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def is_need_update(self, code):
|
"""
|
是否有必要拉数据
|
@param code:
|
@return:
|
"""
|
if self.__big_order_threshold.get(code) and self.__big_sell_order_threshold.get(code):
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# 没有大单成交
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return False
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return True
|
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def set_temp_deal_big_orders(self, code, money_info_list):
|
"""
|
设置临时大单
|
@param code:
|
@param money_info_list: 成交的大买单:[(订单号，总股数，成交金额,成交开始时间,成交结束时间, 最近的成交价格, 最近的卖单号, 涨停价成交金额)]
|
@return:
|
"""
|
temp_big_order_threshold_info = self.__temp_big_order_threshold.get(code)
|
if temp_big_order_threshold_info and not temp_big_order_threshold_info[2] and time.time() < \
|
self.__temp_big_order_threshold[code][1]:
|
return
|
if not money_info_list or len(money_info_list) < 1:
|
return
|
fmoney_list = []
|
min_money = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
|
tool.is_ge_code(code))
|
for info in money_info_list:
|
# 要求是10s之内成交的
|
if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(info[3])) > 10:
|
continue
|
if info[7] >= min_money:
|
# 涨停价成交部分是大单
|
fmoney_list.append((info[7], info[0]))
|
if len(fmoney_list) < 1:
|
return
|
money_list = [x[0] for x in fmoney_list]
|
money_list = money_list[:2]
|
# 计算大单: 前2个大单+万手的均值
|
# if tool.is_ge_code(code):
|
# money_list.append(gpcode_manager.get_limit_up_price_as_num(code) * 300000)
|
# else:
|
# money_list.append(gpcode_manager.get_limit_up_price_as_num(code) * 1000000)
|
self.__temp_big_order_threshold[code] = (
|
int(sum(money_list) // len(money_list)), time.time() + 10, len(money_list) < 2)
|
async_log_util.info(logger_l2_radical_buy_data,
|
f"首次上板临时买大单：{code}-{self.__temp_big_order_threshold[code]}-{fmoney_list}")
|
trade_record_log_util.add_common_msg(code, "首封大单设置", f"{self.__temp_big_order_threshold[code][0]}")
|
|
def get_temp_deal_big_order_threshold_info(self, code):
|
data = self.__temp_big_order_threshold.get(code)
|
return data
|
|
|
@tool.singleton
|
class TotalDealBigOrderThresholdMoneyManager:
|
"""
|
累计成交大单阈值管理（人为设置）
|
"""
|
__db = 3
|
__redis_manager = redis_manager.RedisManager(3)
|
__total_big_order_threshold = {}
|
|
def __init__(self):
|
self.__load_data()
|
|
def __get_redis(self):
|
return self.__redis_manager.getRedis()
|
|
def __load_data(self):
|
keys = redis_manager.RedisUtils.keys(self.__get_redis(), "total_radical_big_order_threshold-*")
|
for k in keys:
|
code = k.split("-")[1]
|
val = redis_manager.RedisUtils.get(self.__get_redis(), k)
|
val = int(val)
|
self.__total_big_order_threshold[code] = val
|
|
def set_money(self, code, money):
|
"""
|
设置金额
|
@param code:
|
@param money:
|
@return:
|
"""
|
self.__total_big_order_threshold[code] = money
|
redis_manager.RedisUtils.setex_async(self.__db, f"total_radical_big_order_threshold-{code}", tool.get_expire(),
|
money)
|
|
def get_money_cache(self, code):
|
"""
|
获取缓存
|
@param code:
|
@return:
|
"""
|
return self.__total_big_order_threshold.get(code)
|
|
|
@tool.singleton
|
class RadicalCodeMarketInfoManager:
|
"""
|
激进买的票行情数据管理
|
"""
|
# 涨停情况 {"代码":[涨停时间,炸板时间]}
|
__db = 3
|
__code_limit_up_info_dict = {}
|
__redis_manager = redis_manager.RedisManager(3)
|
# 记录最近60s的买1数据（炸板要清除）
|
# 格式：{"代码":[(时间,(价格,量)),...]}
|
__latest_60s_buy1_list_dict = {}
|
|
def __init__(self):
|
self.__load_data()
|
|
def __load_data(self):
|
keys = redis_manager.RedisUtils.keys(self.__get_redis(), "market_info_for_radical-*")
|
for k in keys:
|
code = k.split("-")[1]
|
val = redis_manager.RedisUtils.get(self.__get_redis(), k)
|
val = json.loads(val)
|
self.__code_limit_up_info_dict[code] = val
|
|
def __get_redis(self):
|
return self.__redis_manager.getRedis()
|
|
def __set_code_limit_up_info(self, code, info):
|
async_log_util.info(logger_l2_radical_buy_data, f"上板/炸板数据：{code}-{info}")
|
redis_manager.RedisUtils.setex_async(self.__db, f"market_info_for_radical-{code}", tool.get_expire(),
|
json.dumps(info))
|
|
def set_market_info(self, code, time_str, limit_up_price, buy1_info, sell1_info):
|
"""
|
设置行情信息
|
@param code:
|
@param time_str: 行情时间
|
@param limit_up_price: 涨停价格
|
@param buy1_info: 买1信息 (价格,量)
|
@param sell1_info: 卖1信息 (价格,量)
|
@return:
|
"""
|
|
if abs(buy1_info[0] - limit_up_price) < 0.0001:
|
# 涨停
|
if code not in self.__latest_60s_buy1_list_dict:
|
self.__latest_60s_buy1_list_dict[code] = []
|
self.__latest_60s_buy1_list_dict[code].append((time_str, buy1_info))
|
# 清除60s之前的数据
|
max_count = len(self.__latest_60s_buy1_list_dict[code])
|
while True:
|
max_count -= 1
|
if max_count <= 0:
|
break
|
if self.__latest_60s_buy1_list_dict[code]:
|
if tool.trade_time_sub(time_str, self.__latest_60s_buy1_list_dict[code][0][0]) > 60:
|
self.__latest_60s_buy1_list_dict[code].pop(0)
|
else:
|
break
|
|
if buy1_info[0] * buy1_info[1] > 1e7:
|
# 1000w的封单才算涨停
|
if code not in self.__code_limit_up_info_dict:
|
self.__code_limit_up_info_dict[code] = [time_str, '']
|
self.__set_code_limit_up_info(code, self.__code_limit_up_info_dict[code])
|
else:
|
if code in self.__latest_60s_buy1_list_dict:
|
self.__latest_60s_buy1_list_dict.pop(code)
|
# 尚未涨停，判断炸板
|
if sell1_info and sell1_info[1] > 0:
|
# 出现买2
|
if code in self.__code_limit_up_info_dict:
|
if not self.__code_limit_up_info_dict[code][1]:
|
# 有涨停时间且没有记录炸板时间
|
self.__code_limit_up_info_dict[code][1] = time_str
|
self.__set_code_limit_up_info(code, self.__code_limit_up_info_dict[code])
|
|
def is_opened_limit_up(self, code):
|
"""
|
是否炸过板
|
@param code:
|
@return:
|
"""
|
data = self.__code_limit_up_info_dict.get(code)
|
if data and data[1]:
|
return True
|
return False
|
|
def get_opened_time(self, code):
|
"""
|
获取炸板时间
|
@param code:
|
@return:
|
"""
|
data = self.__code_limit_up_info_dict.get(code)
|
if data:
|
return data[1]
|
return None
|
|
def is_almost_open_limit_up(self, code):
|
"""
|
是否即将炸板
|
@param code:
|
@return:
|
"""
|
buy1_list = self.__latest_60s_buy1_list_dict.get(code)
|
if not buy1_list:
|
return False
|
if len(buy1_list) < 2:
|
return False
|
latest_buy1 = buy1_list[-1][1]
|
if not gpcode_manager.WantBuyCodesManager().is_in_cache(code) and latest_buy1[0] * latest_buy1[1] > 500e4:
|
# 不是想买单：最近的买1要小于500万
|
return False
|
latest_volume = latest_buy1[1]
|
max_volume = max([x[1][1] for x in buy1_list])
|
if max_volume // 10 > latest_volume:
|
# 当前量小于最大量的1/10
|
return True
|
return False
|
|
|
class RadicalBuyDataManager:
|
@classmethod
|
def is_code_can_buy(cls, code, deal_codes=None, is_refered=False):
|
"""
|
代码是否可以买(根据代码本身属性)
|
@param deal_codes: 已经成交的代码
|
@param is_refered: 是否是参考票
|
@param code: 代码
|
@param total_sell_volume: 总卖量
|
@return: 是否可以买, 原因, 是否可拉黑
|
"""
|
if WantBuyCodesManager().is_in_cache(code):
|
return True, "已加想", False
|
|
zyltgb = global_util.zyltgb_map.get(code)
|
|
k_format = None
|
if not constant.TEST:
|
k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
|
if k_format:
|
if not k_format[13] and zyltgb and zyltgb < 50e8:
|
# 50亿以下的60天未涨停不买
|
return False, "近60个交易日无涨停", True
|
if k_format[14]:
|
# 昨天炸板，一律不买
|
return False, f"昨日炸板", True
|
# 获取涨停价
|
price = gpcode_manager.get_limit_up_price_as_num(code)
|
if not price:
|
# 获取现价
|
price = L1DataManager.get_l1_current_price(code)
|
if price:
|
if price < constant.MIN_CODE_RADICAL_BUY_PRICE or price > constant.MAX_CODE_RADICAL_BUY_PRICE:
|
return False, "价格不满足需求", True
|
# 判断自由流通股本
|
if zyltgb:
|
zyltgb_as_yi = round(zyltgb / 100000000, 2)
|
zylt_can_buy = False
|
for zy in constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES:
|
if zy[0][0] <= zyltgb_as_yi <= zy[0][1] and zy[1][0] <= price <= zy[1][1]:
|
zylt_can_buy = True
|
break
|
if not zylt_can_buy:
|
return False, "自由流通市值/价格不满足扫的范围", True
|
# 判断昨日是否跌幅过大
|
if k_format and len(k_format) > 12 and k_format[12]:
|
return False, "上个交易日振幅过大", True
|
|
# 是否有抛压
|
if len(k_format) > 10 and k_format[10][0]:
|
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
|
# 近5个交易日有涨停/炸板/跌停
|
price_info = k_format[10][1]
|
p_price_info = price_info[0] # (价格,量)
|
t_price_info = price_info[1] # (价格,量)/None
|
# 初始化不能买
|
can_buy = False
|
# 抛压已释放：今日涨停价≥T高价且T高价当日成交量≥P高价对应的那一天的成交量*101%
|
if t_price_info and limit_up_price >= t_price_info[0] and t_price_info[1] >= p_price_info[0] * 1.01:
|
can_buy = True
|
|
if not can_buy:
|
# 抛压当日大幅释放：今日涨停价≥T高价+2%且今日涨停实时成交量≥T高价当日成交量*90%
|
if t_price_info and limit_up_price >= t_price_info[0] * 1.02:
|
today_volume = CodeVolumeManager().get_today_volumn_cache(code)
|
if today_volume >= t_price_info[1] * 0.9:
|
can_buy = True
|
|
if not can_buy:
|
# 抛压今日强势释放：没有T高价时，今日涨停价≥P高价+6%且今日涨停实时成交量≥P高价当日成交量*101%
|
if not t_price_info and limit_up_price >= p_price_info[0] * 1.06:
|
today_volume = CodeVolumeManager().get_today_volumn_cache(code)
|
if today_volume >= p_price_info[1] * 1.01:
|
can_buy = True
|
|
if not can_buy:
|
return False, "抛压没释放", False
|
|
if gpcode_manager.BlackListCodeManager().is_in_cache(code):
|
if deal_codes is not None and code in deal_codes:
|
pass
|
else:
|
# 拉黑且不是已经买入性质的拉黑
|
return False, "已拉黑", False
|
|
if is_refered:
|
# 参考票没有大单
|
volume_rate = None
|
if not constant.TEST:
|
volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=False)
|
if volume_rate is None:
|
volume_rate = 0.5
|
big_order_deal_enough = True, "", True
|
if not constant.TEST:
|
big_order_deal_enough = is_big_order_deal_enough(code, volume_rate, 0)
|
if not big_order_deal_enough[0] and big_order_deal_enough[2]:
|
return False, "交易前两分钟大单不足", False
|
# 暂时不管净流出
|
# if not RealTimeKplMarketData.is_ignore_block_in_money():
|
# jx_out_blocks = RealTimeKplMarketData.get_top_market_jingxuan_out_blocks()
|
# if jx_out_blocks:
|
# blocks = RadicalBuyBlockManager.get_code_blocks(code)[0]
|
# if blocks:
|
# fblocks = set(blocks)
|
# else:
|
# fblocks = set()
|
# for b in blocks:
|
# # 辨识度的票不看净流出
|
# block_codes = BlockSpecialCodesManager().get_block_codes(b)
|
# if block_codes and code in block_codes:
|
# # 辨识度
|
# fblocks.discard(b)
|
# same_blocks = fblocks & set(jx_out_blocks)
|
# if same_blocks:
|
# return False, f"【{same_blocks}】板块精选流出", False
|
return True, "", False
|
|
@classmethod
|
def big_order_deal(cls, code):
|
"""
|
有大单成交
|
@param code:
|
@param count:
|
@return:
|
"""
|
cls.__process_add_white(code)
|
if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
|
return
|
total_deal_big_order_result = get_total_deal_big_order_info(code,
|
gpcode_manager.get_limit_up_price_as_num(code))
|
if total_deal_big_order_result[0] <= 0:
|
cls.big_order_deal_enough(code)
|
|
@classmethod
|
def place_order_success(cls, code):
|
# 如果是加想，且成交大单足够就加红
|
total_deal_big_order_result = get_total_deal_big_order_info(code,
|
gpcode_manager.get_limit_up_price_as_num(code))
|
if WantBuyCodesManager().is_in_cache(code):
|
if total_deal_big_order_result[0] <= 0:
|
# 累计大单足够需要加红
|
gpcode_manager.MustBuyCodesManager().add_code(code)
|
trade_record_log_util.add_must_buy(code, "累计成交大单足够")
|
cls.__process_add_white(code)
|
|
@classmethod
|
def __process_add_white(cls, code):
|
"""
|
处理加白
|
@param code:
|
@return:
|
"""
|
if not constant.CAN_AUTO_ADD_WHITE:
|
return
|
if gpcode_manager.WhiteListCodeManager().is_in_cache(code):
|
return
|
try:
|
total_deal_big_order_result = get_total_deal_big_order_info(code,
|
gpcode_manager.get_limit_up_price_as_num(code))
|
if total_deal_big_order_result[0] <= 0 and total_deal_big_order_result[2] >= 1e8:
|
# 1个亿以上的且本批次成交的大单金额大于2倍大单金额就加白
|
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
|
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
|
if not is_placed_order:
|
# 没有下过单
|
return
|
if order_begin_pos and order_begin_pos.min_order_no is not None:
|
# 在 min_order_no 之后成交的大单金额
|
total_buy_data_list = BigOrderDealManager().get_total_buy_data_list(code)
|
min_order_no = order_begin_pos.min_order_no
|
if min_order_no is None:
|
async_log_util.warning(logger_debug, "处理成交大单足够加白: 最小订单号为空")
|
return
|
bigger_money = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
|
tool.is_ge_code(code))
|
deal_money = sum(
|
[x[2] for x in total_buy_data_list if x[0] >= min_order_no and x[2] >= bigger_money])
|
# 获取均大单
|
THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(
|
code)
|
if deal_money >= 2 * THRESHOLD_MONEY:
|
gpcode_manager.WhiteListCodeManager().add_code(code)
|
trade_record_log_util.add_common_msg(code, "加白",
|
f"{code}大单成交足够加白， 本批次成交金额-{deal_money}/{THRESHOLD_MONEY * 2} 累计大单金额：{total_deal_big_order_result[1]}/{total_deal_big_order_result[2]}")
|
else:
|
async_log_util.info(logger_debug,
|
f"{code}-成交大单少({deal_money}/{2 * THRESHOLD_MONEY}，最小订单号-{order_begin_pos.min_order_no})，不能加白")
|
|
except Exception as e:
|
logger_debug.exception(e)
|
async_log_util.info(logger_debug, f"处理成交大单足够加白的问题:{str(e)}")
|
|
@classmethod
|
def market_info_change(cls, code):
|
"""
|
行情变化：当量达到69%就加红
|
@param code:
|
@return:
|
"""
|
if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
|
return
|
# 不根据量的比例加红
|
# volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(code)
|
# if volume_rate and volume_rate >= 0.39:
|
# gpcode_manager.MustBuyCodesManager().add_code(code)
|
|
@classmethod
|
def big_order_deal_enough(cls, code):
|
"""
|
大单成交足够
|
@param code:
|
@return:
|
"""
|
if 1 > 0:
|
# 大单足够暂时不做处理
|
return
|
# 如果加绿了就直接拉白
|
if gpcode_manager.GreenListCodeManager().is_in_cache(code):
|
if gpcode_manager.WhiteListCodeManager().is_in_cache(code):
|
return
|
gpcode_manager.WhiteListCodeManager().add_code(code)
|
trade_record_log_util.add_white_buy(code, "已加绿且大单足够")
|
else:
|
if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
|
return
|
gpcode_manager.MustBuyCodesManager().add_code(code)
|
trade_record_log_util.add_must_buy(code, "大单足够")
|
|
|
class RadicalBuyBlockManager:
|
"""
|
扫入买板块管理
|
"""
|
# 上次的涨停代码
|
__last_limit_up_codes = set()
|
# 记录代码的涨停时间
|
__limit_up_time_dict = {}
|
# 炸板代码的总涨停时间
|
__total_limit_up_space_dict = {}
|
|
# 当前涨停的代码
|
__current_limit_up_codes = set()
|
|
@classmethod
|
def set_current_limit_up_datas(cls, current_limit_up_datas):
|
# 查询当前的涨停代码集合
|
codes = set([d[0] for d in current_limit_up_datas])
|
cls.__current_limit_up_codes = codes
|
try:
|
# 炸板代码
|
break_limit_up_codes = cls.__last_limit_up_codes - codes
|
# 新涨停的代码
|
new_limit_up_codes = codes - cls.__last_limit_up_codes
|
if new_limit_up_codes:
|
for code in new_limit_up_codes:
|
if code not in cls.__limit_up_time_dict:
|
cls.__limit_up_time_dict[code] = time.time()
|
if break_limit_up_codes:
|
# 记录总涨停时间
|
for bc in break_limit_up_codes:
|
if bc in cls.__limit_up_time_dict:
|
space = tool.trade_time_sub(tool.get_now_time_str(),
|
tool.to_time_str(cls.__limit_up_time_dict[bc]))
|
if bc not in cls.__total_limit_up_space_dict:
|
cls.__total_limit_up_space_dict[bc] = 0
|
cls.__total_limit_up_space_dict[bc] = cls.__total_limit_up_space_dict[bc] + space
|
logger_debug.info(f"炸板代码涨停时间：{bc}-{cls.__total_limit_up_space_dict[bc]}")
|
cls.__limit_up_time_dict.pop(bc)
|
except Exception as e:
|
logger_debug.exception(e)
|
finally:
|
cls.__last_limit_up_codes = codes
|
cls.compute_open_limit_up_code_dict_for_radical_buy(current_limit_up_datas)
|
|
@classmethod
|
def compute_open_limit_up_code_dict_for_radical_buy(cls, current_limit_up_datas):
|
"""
|
计算开1的代码信息，不包含5板以上的
|
@param current_limit_up_datas:
|
@return:
|
"""
|
timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range
|
temp_dict = {}
|
for d in current_limit_up_datas:
|
code = d[0]
|
# d: (代码, 名称, 首次涨停时间, 最近涨停时间, 几板, 涨停原因, 板块, 实际流通, 主力净额,涨停原因代码,涨停原因代码数量)
|
# 计算是否开1
|
if int(d[2]) >= timestamp_end or int(d[2]) < timestamp_start:
|
continue
|
buy1_money = huaxin_l1_data_manager.get_buy1_money(code)
|
# 买1是否大于5000w
|
if not constant.TEST:
|
if not buy1_money or buy1_money < 5e7:
|
continue
|
if not tool.is_can_buy_code(code):
|
continue
|
blocks = {d[5]}
|
if d[6]:
|
blocks |= set(d[6].split("、"))
|
blocks -= constant.KPL_INVALID_BLOCKS
|
# 过滤
|
blocks = BlockMapManager().filter_blocks(blocks)
|
# 开1剔除4板以上的
|
high_level = CodeHighLevel().get_high_level(code)
|
if high_level >= 4:
|
continue
|
temp_dict[code] = (high_level, blocks)
|
|
kpl_data_constant.open_limit_up_code_dict_for_radical_buy = temp_dict
|
|
@classmethod
|
def __get_current_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, limit_up_time=None,
|
ignore_open_limit_up=True):
|
"""
|
获取当前涨停身位
|
@param code:
|
@param block:
|
@param yesterday_limit_up_codes:
|
@param exclude_codes:
|
@param limit_up_time:
|
@param ignore_open_limit_up: 是否忽略开1的代码
|
@return: 索引,前排代码信息（[(代码, 涨停时间)]）
|
"""
|
if exclude_codes is None:
|
exclude_codes = set()
|
current_index = 0
|
block_codes_infos = []
|
timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range
|
if limit_up_time is None:
|
limit_up_time = time.time()
|
for k in LimitUpDataConstant.current_limit_up_datas:
|
_code = k[0]
|
if _code in exclude_codes:
|
continue
|
blocks = LimitUpDataConstant.get_blocks_with_history(_code)
|
if not blocks:
|
blocks = set()
|
if _code == code:
|
# 获取当前代码涨停时间
|
limit_up_time = int(k[2])
|
continue
|
# 不是这个板块
|
if block not in blocks:
|
continue
|
|
# 剔除4板以上的板
|
if CodeHighLevel().get_high_level(_code) >= 4 and len(blocks) > 1:
|
continue
|
|
if not tool.is_can_buy_code(_code):
|
continue
|
# 剔除开1的数据
|
if ignore_open_limit_up and timestamp_start <= int(k[2]) < timestamp_end:
|
continue
|
# 剔除高位板
|
if _code in yesterday_limit_up_codes:
|
continue
|
# 代码.涨停时间
|
block_codes_infos.append((_code, int(k[2])))
|
block_codes_infos.append((code, limit_up_time))
|
block_codes_infos.sort(key=lambda x: x[1])
|
before_codes_info = []
|
for i in range(0, len(block_codes_infos)):
|
if block_codes_infos[i][0] == code:
|
current_index = i
|
break
|
else:
|
before_codes_info.append(block_codes_infos[i])
|
|
return current_index, before_codes_info
|
|
@classmethod
|
def get_history_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, ignore_open_limit_up=True):
|
datas = cls.__get_history_index(code, block, yesterday_limit_up_codes, exclude_codes, ignore_open_limit_up)
|
return datas[0], datas[1]
|
|
@classmethod
|
def filter_before_codes(cls, code, block, history_index,
|
history_before_codes_info,
|
yesterday_limit_up_codes):
|
return cls.__filter_before_codes(code, block, history_index,
|
history_before_codes_info,
|
yesterday_limit_up_codes)
|
|
@classmethod
|
def __get_history_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, ignore_open_limit_up=True):
|
"""
|
获取历史涨停身位
|
@param code:
|
@param block:
|
@param yesterday_limit_up_codes:
|
@param exclude_codes:
|
@param ignore_open_limit_up: 是否忽略开1代码
|
@return:
|
"""
|
if exclude_codes is None:
|
exclude_codes = set()
|
history_index = 0
|
block_codes_infos = []
|
# 开1时间范围
|
timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range
|
limit_up_time = time.time()
|
limit_up_space_ge_60s_codes = set()
|
for k in LimitUpDataConstant.history_limit_up_datas:
|
_code = k[3]
|
if _code in exclude_codes:
|
continue
|
if _code == code:
|
# 获取当前代码涨停时间
|
limit_up_time = int(k[5])
|
continue
|
|
blocks = LimitUpDataConstant.get_blocks_with_history(_code)
|
# 不是这个板块
|
if block not in blocks:
|
continue
|
# 剔除4板以上且板块数量大于1个
|
if CodeHighLevel().get_high_level(_code) >= 4 and len(blocks) > 1:
|
continue
|
|
if not tool.is_can_buy_code(_code):
|
continue
|
# 剔除开1的数据
|
if ignore_open_limit_up and timestamp_start <= int(k[5]) < timestamp_end:
|
continue
|
# 剔除高位板
|
if _code in yesterday_limit_up_codes:
|
continue
|
# 剔除炸板代码持续涨停时间小于1分钟的代码 且 只能用于不排除前2条数据
|
if _code not in cls.__current_limit_up_codes and _code in cls.__total_limit_up_space_dict and \
|
cls.__total_limit_up_space_dict[_code] < 60 and not exclude_codes and len(
|
limit_up_space_ge_60s_codes) < 3:
|
limit_up_space_ge_60s_codes.add(_code)
|
continue
|
# 代码,涨停时间
|
block_codes_infos.append((_code, int(k[5])))
|
block_codes_infos.append((code, limit_up_time))
|
block_codes_infos.sort(key=lambda x: x[1])
|
before_codes_info = []
|
for i in range(0, len(block_codes_infos)):
|
if block_codes_infos[i][0] == code:
|
history_index = i
|
break
|
else:
|
before_codes_info.append(block_codes_infos[i])
|
return history_index, before_codes_info, limit_up_space_ge_60s_codes
|
|
@classmethod
|
def __is_radical_buy_with_open_limitup(cls, code, block, yesterday_limit_up_codes):
|
"""
|
是否需要激进买(某个板块开1)
|
1.有>=2个开1买老2
|
2.有1个开1的买老3
|
@param code:
|
@param block:
|
@param yesterday_limit_up_codes 昨日涨停代码
|
@return:
|
"""
|
|
if not kpl_data_constant.is_new_block(block):
|
return False, "非新题材"
|
|
# 9:45点之前涨停的才能买入
|
# 获取当前代码的涨停时间
|
limit_up_timestamp = cls.__get_limit_up_timestamp(code)
|
if tool.get_now_time_as_int() > 100000:
|
return False, "超过生效时间"
|
|
# 开始买的身位 2：从老三开始买 1: 从老二开始买
|
START_BUY_RANK = 2
|
|
# 根据板块聚合数据
|
open_limit_up_block_codes_dict = {}
|
for c in kpl_data_constant.open_limit_up_code_dict_for_radical_buy:
|
blocks = kpl_data_constant.open_limit_up_code_dict_for_radical_buy[c][1]
|
for b in blocks:
|
if b not in open_limit_up_block_codes_dict:
|
open_limit_up_block_codes_dict[b] = set()
|
open_limit_up_block_codes_dict[b].add(c)
|
if block not in open_limit_up_block_codes_dict:
|
return False, "板块未开1"
|
open_limit_up_block_codes = list(open_limit_up_block_codes_dict.get(block))
|
count = len(open_limit_up_block_codes)
|
# ----获取历史身位----
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
yesterday_limit_up_codes)
|
# ----获取实时身位----
|
current_index, current_before_codes_info = cls.__get_current_index(code, block, yesterday_limit_up_codes,
|
limit_up_time=limit_up_timestamp)
|
exclude_codes = set()
|
# 是否为强势二板开1：该代码所有的慨念必须都为二板开1且开1的只能有他自己
|
is_strong_2_level = count == 1 and \
|
kpl_data_constant.open_limit_up_code_dict_for_radical_buy[open_limit_up_block_codes[0]][
|
0] == 2
|
if is_strong_2_level:
|
_code = open_limit_up_block_codes[0]
|
blocks = LimitUpDataConstant.get_blocks_with_history(_code)
|
if blocks:
|
# 所有的慨念的开1代码必须只有他自己
|
for b in blocks:
|
temp_codes = open_limit_up_block_codes_dict.get(b)
|
if temp_codes and len(temp_codes) > 1:
|
is_strong_2_level = False
|
break
|
|
if count >= 2 or is_strong_2_level:
|
# 开始数量大于2个或者只有一个2板开1
|
exclude_codes.clear()
|
else:
|
# 只有一个开1
|
# 获取包含高位板的身位
|
# ----获取历史身位----
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
set())
|
# ----获取实时身位----
|
current_index, current_before_codes_info = cls.__get_current_index(code, block, set(),
|
limit_up_time=limit_up_timestamp)
|
if history_before_codes_info and current_before_codes_info and history_before_codes_info[0][0] == \
|
current_before_codes_info[0][0]:
|
# 排除第一个非开1数据
|
exclude_codes = {history_before_codes_info[0][0]}
|
else:
|
return False, f"开1数量：{count}，历史-{history_index + 1} 实时-{current_index + 1}"
|
|
# 获取主板的身位（已经排除了开1的代码）
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
yesterday_limit_up_codes,
|
exclude_codes=exclude_codes)
|
# 过滤不正的原因
|
history_index, history_before_codes_info = cls.__filter_before_codes(code, block, history_index,
|
history_before_codes_info,
|
yesterday_limit_up_codes)
|
|
# 买首板老大/老二
|
# 首板老大不能买时可买老二
|
if history_index > 1:
|
return False, f"开1数量：{count}，非开1首板身位不匹配：历史-{history_index + 1} 实时-{current_index + 1}"
|
if history_index == 1:
|
# 当前代码为老2，要判断老大是否可买
|
pre_code = history_before_codes_info[0][0]
|
deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
|
if pre_code in deal_codes:
|
return False, f"开1数量：{count}，前排代码已成交：{history_before_codes_info[0]}"
|
|
# if RadicalBuyDataManager.is_code_can_buy(pre_code,
|
# DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
|
# is_refered=True)[0]:
|
# deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
|
# if pre_code in deal_codes:
|
# return False, f"开1数量：{count}，前排代码已成交：{history_before_codes_info[0]}"
|
# else:
|
# if not cls.__is_not_buy_success(pre_code):
|
# return False, f"开1数量：{count}，前排代码未下过单：{pre_code}"
|
# return True, f"开1数量：{count}，前排代码尚未成交：{history_before_codes_info[0]}"
|
# return True, f"开1数量：{count}，前排代码不可买：{history_before_codes_info[0]}，历史前排-{history_before_codes_info}，开1代码-{open_limit_up_block_codes}"
|
# 曾涨停有后排才能买
|
return True, f"开1数量：{count}，历史-{history_index + 1} 实时-{current_index + 1}， 前排代码-{current_before_codes_info},开1代码-{open_limit_up_block_codes}"
|
|
@classmethod
|
def __filter_before_codes(cls, code, block, index, before_codes_info, yesterday_codes):
|
"""
|
过滤前排涨停原因不正/不算身位的代码
|
@param code:
|
@param block:板块
|
@param index: 目标代码位置
|
@param before_codes_info: [(代码, 涨停时间戳)]
|
@return: 过滤之后的 (index, before_codes_info)
|
"""
|
try:
|
if index == 0 or not before_codes_info:
|
return index, before_codes_info
|
temp_index = index
|
temp_before_codes_info = []
|
|
# 已经下单过的代码
|
for b in before_codes_info:
|
# 当作目标票获取扫入板块
|
code_ = b[0]
|
need_delete = False
|
# 判断是否是不计算身位
|
if not need_delete:
|
if ExcludeIndexComputeCodesManager.is_in_cache(code_):
|
need_delete = True
|
if need_delete:
|
temp_index -= 1
|
else:
|
temp_before_codes_info.append(b)
|
if temp_index != index:
|
async_log_util.info(logger_l2_radical_buy_data,
|
f"【板块前排代码过滤】#{code}#{block}#{(index, before_codes_info)}#{(temp_index, temp_before_codes_info)}")
|
|
return temp_index, temp_before_codes_info
|
except Exception as e:
|
logging.exception(e)
|
async_log_util.error(logger_debug, f"扫入板块过滤出错：{str(e)}")
|
return index, before_codes_info
|
|
@classmethod
|
def __is_not_buy_success(cls, code_):
|
"""
|
是否下单了还没买入成功
|
@param code:
|
@return:
|
"""
|
deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
|
if code_ in BlockPlaceOrderRecordManager().get_codes() and code_ not in deal_codes:
|
return True
|
return False
|
|
@classmethod
|
def __is_have_back_codes(cls, code, block):
|
"""
|
板块是否有后排代码
|
@param code:
|
@param block:
|
@return:
|
"""
|
codes = LimitUpDataConstant.get_history_limit_up_block_codes(block)
|
has_back = False
|
limit_up_timestamp = cls.__get_limit_up_timestamp(code)
|
if codes:
|
for c in codes:
|
if c == code:
|
continue
|
if cls.__get_limit_up_timestamp(c) > limit_up_timestamp:
|
has_back = True
|
break
|
return has_back
|
|
@classmethod
|
def __is_radical_buy_with_block_up(cls, code, block, yesterday_limit_up_codes):
|
"""
|
是否激进买（板块突然涨起来）
|
1.老二和老三的涨停时间相差5分钟内
|
2.老三不能买顺位到老四（老四与老三相差10分钟内）
|
3.前2个票不能炸板（历史身位与现在身位一致）
|
4.除开前两个代码可买老1与老2
|
5.买老2的情况：老1不满足买入条件
|
|
@param code:
|
@param block:
|
@param yesterday_limit_up_codes:
|
@return:
|
"""
|
|
if not kpl_data_constant.is_new_block(block):
|
return False, "非新题材"
|
|
# 开始买的身位 2：从老三开始买 1: 从老二开始买
|
START_BUY_RANK = 1
|
|
# 获取当前代码的涨停时间
|
limit_up_timestamp = cls.__get_limit_up_timestamp(code)
|
|
# 获取当前的板块， 不要忽略开1的数据
|
current_index, current_before_codes_info = cls.__get_current_index(code, block, set(),
|
limit_up_time=limit_up_timestamp,
|
ignore_open_limit_up=False)
|
current_before_codes = [x[0] for x in current_before_codes_info]
|
|
if len(current_before_codes_info) < START_BUY_RANK:
|
return False, f"前排代码小于{START_BUY_RANK}个：{current_before_codes_info}"
|
|
# 当前代码开1不能买
|
if limit_up_timestamp < kpl_block_util.open_limit_up_time_range[1]:
|
return False, f"当前代码开1"
|
|
# 扩大到5小时
|
THRESHOLD_MINUTES = 60 * 5
|
if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'),
|
tool.timestamp_format(current_before_codes_info[-1][1],
|
'%H:%M:%S')) >= THRESHOLD_MINUTES * 60:
|
return False, f"距离上个代码涨停已过去{THRESHOLD_MINUTES}分钟（{current_before_codes_info[-1]}）"
|
|
# 包含高位板的整体排序
|
all_history_index, all_history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code,
|
block,
|
set(),
|
ignore_open_limit_up=False)
|
|
history_index_first, history_before_codes_info_first, limit_up_space_ge_60s_codes = cls.__get_history_index(
|
code, block,
|
yesterday_limit_up_codes,
|
ignore_open_limit_up=False)
|
all_first_history_before_codes = [x[0] for x in history_before_codes_info_first]
|
if not constant.TEST:
|
# 前两个代码是否有炸板
|
# dif_codes = set(all_history_before_codes[:2]) - set(current_before_codes[:2])
|
# if dif_codes:
|
# return False, f"前2代码有炸板：{dif_codes}, 前排代码：{all_history_before_codes}"
|
# 前排代码炸板不能>=2个
|
# 前排首板代码炸板数量在2个及以上不能买
|
dif_codes = set(all_first_history_before_codes) - set(current_before_codes)
|
if len(dif_codes) >= 2:
|
return False, f"板块前排首板有{len(dif_codes)}个炸板"
|
|
# 剔除所有开1的票
|
exclude_codes = set()
|
for x in all_history_before_codes_info:
|
if x[1] < kpl_block_util.open_limit_up_time_range[1]:
|
exclude_codes.add(x[0])
|
# 除去前二代码与开1代码之后是否为首板老大：所有开1的视为1个
|
open_count = len(exclude_codes)
|
if open_count > 0 and open_count + 1 <= len(current_before_codes):
|
# 前排有开1且除开开1之后是首板老大
|
exclude_codes |= set(all_first_history_before_codes[open_count:open_count + START_BUY_RANK])
|
else:
|
# 排除首板老大
|
exclude_codes |= set(all_first_history_before_codes[:START_BUY_RANK])
|
# 开1排除
|
open_limit_up_code_dict = kpl_data_constant.open_limit_up_code_dict_for_radical_buy
|
if open_limit_up_code_dict:
|
exclude_codes |= set(open_limit_up_code_dict.keys())
|
origin_history_index, origin_history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(
|
code, block,
|
yesterday_limit_up_codes,
|
exclude_codes)
|
# 过滤不正的原因
|
history_index, history_before_codes_info = cls.__filter_before_codes(code, block, origin_history_index,
|
origin_history_before_codes_info,
|
yesterday_limit_up_codes)
|
|
# 获取本板块买入代码的最大数量
|
max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(block)
|
if history_index > max_count:
|
return False, f"排除前{START_BUY_RANK}-{exclude_codes}，目标代码位于历史身位-{history_index + 1}，前排代码：{history_before_codes_info}, 板块最多可买{max_count}"
|
|
if max_count == 1:
|
if history_index == 1:
|
# 首板老2，判断前面的老大是否是属于不能买的范畴
|
pre_code = history_before_codes_info[0][0]
|
deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
|
if pre_code in deal_codes:
|
return False, f"前排代码已成交：{pre_code}"
|
return True, f"被顺位代码({pre_code}) 尚未成交"
|
|
# pre_code不能买，才能买
|
# if RadicalBuyDataManager.is_code_can_buy(pre_code,
|
# DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
|
# is_refered=True)[0]:
|
# # 前排代码可买而没有买成功的可继续下单
|
# deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
|
# if pre_code in deal_codes:
|
# return False, f"前排代码已成交：{pre_code}"
|
# pre_code不是因为买不进
|
# if not cls.__is_not_buy_success(pre_code):
|
# return False, f"前排代码没下过单：{pre_code}"
|
|
# 前面一个代码不能买，前一个代码必须与前前个代码涨停时间相差15分钟内
|
# for i in range(len(all_history_before_codes_info) - 1, -1, -1):
|
# if all_history_before_codes_info[i][0] == pre_code:
|
# if i > 0 and tool.trade_time_sub(
|
# tool.timestamp_format(all_history_before_codes_info[i][1], '%H:%M:%S'),
|
# tool.timestamp_format(all_history_before_codes_info[i - 1][1],
|
# '%H:%M:%S')) >= THRESHOLD_MINUTES * 60:
|
# return False, f"被顺位代码({pre_code}) 与上个代码涨停时间>={THRESHOLD_MINUTES}分钟 （{all_history_before_codes_info[i]}##{all_history_before_codes_info[i - 1]}）"
|
# else:
|
# return True, f"被顺位代码({pre_code}) 与上个代码涨停时间<{THRESHOLD_MINUTES}分钟 （{all_history_before_codes_info[i]}）"
|
# return False, f"没找到顺位代码（{pre_code}）的前排代码"
|
else:
|
# 代码为目标代码
|
pass
|
else:
|
# 代码为目标代码
|
pass
|
return True, f"满足买入需求: 实时前排代码-{current_before_codes_info} 历史前排代码-{history_before_codes_info}"
|
|
@classmethod
|
def __is_first_can_buy(cls, code, block):
|
"""
|
老大是否可买：整个板块数量>=2个代码老大可买
|
@param code:
|
@param block:
|
@return:
|
"""
|
|
if not kpl_data_constant.is_new_block(block):
|
return False, "非新题材"
|
|
# 获取身位
|
current_index, current_before_codes_info = cls.__get_current_index(code, block, set(),
|
limit_up_time=cls.__get_limit_up_timestamp(
|
code))
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
set())
|
if current_index != history_index:
|
return False, f"有其他炸板"
|
if current_index >= 1:
|
return False, f"不是板块老大"
|
history_codes = set()
|
# 获取板块炸板情况
|
for k in LimitUpDataConstant.history_limit_up_datas:
|
_code = k[3]
|
if _code not in limit_up_space_ge_60s_codes:
|
continue
|
blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(_code)
|
if not blocks:
|
blocks = set()
|
# 不是这个板块
|
if block in blocks:
|
history_codes.add(_code)
|
if len(history_codes) < 2:
|
return False, f"板块历史涨停小于2个：{history_codes}"
|
# 获取当前涨停数量
|
# current_codes = set()
|
# for k in LimitUpDataConstant.current_limit_up_datas:
|
# _code = k[0]
|
# blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
|
# if not blocks:
|
# blocks = set()
|
# blocks = BlockMapManager().filter_blocks(blocks)
|
# # 不是这个板块
|
# if block in blocks:
|
# current_codes.add(_code)
|
# current_codes.add(code)
|
# diff = history_codes - current_codes
|
# if diff:
|
# return False, f"板块炸板不止当前票：{diff}"
|
return True, f"历史涨停：{history_codes}"
|
|
@classmethod
|
def __block_special_codes(cls, code, block, yesterday_limit_up_codes):
|
"""
|
是否是这个板块有辨识度的票
|
@param code:
|
@param block:
|
@return:
|
"""
|
block_codes = BlockSpecialCodesManager().get_block_codes(block)
|
if not block_codes or code not in block_codes:
|
return False, "无辨识度"
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
yesterday_limit_up_codes,
|
ignore_open_limit_up=False)
|
if history_before_codes_info:
|
before_codes = set([x[0] for x in history_before_codes_info])
|
before_special_codes = before_codes & set(block_codes)
|
if len(before_special_codes) >= 3:
|
return False, f"前排辨识度>=3个({before_special_codes})"
|
|
return True, f"处于首板老{history_index + 1}"
|
|
@classmethod
|
def __today_block_special_codes(cls, code, block, yesterday_limit_up_codes):
|
"""
|
今日板块辨识度:
|
板块是净流入排名前5，且板块有≥2个涨停包含目标票，自由市值≥50亿，买首板前二
|
@param code:
|
@param block:
|
@return:
|
"""
|
zyltgb = global_util.zyltgb_map.get(
|
code)
|
if not zyltgb or zyltgb < 50e8:
|
return False, "自由流通小于50亿"
|
|
# 板块是否在净流入前5
|
jx_in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
|
if not jx_in_blocks or block not in jx_in_blocks or jx_in_blocks.index(block) >= 5:
|
return False, "尚未在净流入前5"
|
|
# 板块包含自己至少2个涨停
|
codes = LimitUpDataConstant.get_current_limit_up_block_codes(block)
|
if not codes:
|
return False, "当前板块尚未涨停"
|
codes = set(codes)
|
codes.add(code)
|
if len(codes) < 2:
|
return False, "板块涨停个数小于2个"
|
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(code, block,
|
yesterday_limit_up_codes,
|
ignore_open_limit_up=False)
|
if history_before_codes_info:
|
before_codes = [x[0] for x in history_before_codes_info]
|
big_zylt_count = 0
|
for c in before_codes:
|
zyltgb = global_util.zyltgb_map.get(
|
c)
|
if zyltgb and zyltgb >= 50e8:
|
big_zylt_count += 1
|
if big_zylt_count >= 2:
|
return False, "前排有2个大市值票"
|
return True, f"处于首板老{history_index + 1}"
|
|
@classmethod
|
def is_today_block_special_codes(cls, code, block, yesterday_limit_up_codes):
|
"""
|
是否有今日辨识度
|
@param code:
|
@param block:
|
@param yesterday_limit_up_codes:
|
@return:
|
"""
|
result = cls.__today_block_special_codes(code, block, yesterday_limit_up_codes)
|
if result[0]:
|
return True
|
return False
|
|
@classmethod
|
def __get_limit_up_timestamp(cls, code):
|
"""
|
获取代码的涨停时间，默认当前时间
|
@param code:
|
@return:
|
"""
|
limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code)
|
if not limit_up_timestamp:
|
limit_up_timestamp = time.time()
|
return limit_up_timestamp
|
|
@classmethod
|
def get_code_blocks(cls, code):
|
"""
|
获取目标代码的板块
|
@param code:
|
@return: 过滤后的板块,过滤前的板块
|
"""
|
|
# 新版本
|
before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
|
if not before_fblocks:
|
before_fblocks = set()
|
fblocks = BlockMapManager().filter_blocks(before_fblocks)
|
if fblocks:
|
fblocks -= constant.KPL_INVALID_BLOCKS
|
return fblocks, before_fblocks
|
|
@classmethod
|
def is_block_can_buy_with_block_in(cls, code, block, yesterday_limit_up_codes, is_for_buy=False):
|
"""
|
根据板块流入判断板块是否可买
|
@param code:
|
@param block:
|
@param is_for_buy: 是否是买入
|
@return:板块是否可买, 是否需要大单够
|
"""
|
if RealTimeKplMarketData.is_ignore_block_in_money():
|
return True, False
|
jx_in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
|
if jx_in_blocks and block in jx_in_blocks:
|
return True, False
|
|
if kpl_data_constant.is_new_block(block):
|
# 今日新板块不考虑净流入
|
return True, False
|
# 10点之前不考虑净流入
|
if tool.get_now_time_as_int() <= 100000:
|
return True, False
|
|
# 辨识度不在流入的票打回封(回封已经在订阅的时候处理了)
|
if is_for_buy:
|
# 有辨识度且不在流出
|
special_codes = BlockSpecialCodesManager().get_block_codes(block)
|
if special_codes and code in special_codes:
|
out_blocks = RealTimeKplMarketData.get_top_market_jingxuan_out_blocks()
|
if not out_blocks or block not in out_blocks:
|
return True, False
|
|
# 获取当前板块涨停数量
|
codes = LimitUpDataConstant.get_current_limit_up_block_codes(block)
|
if codes and len(codes) >= 5:
|
return True, False
|
else:
|
codes = LimitUpDataConstant.get_history_limit_up_block_codes(block)
|
if codes and len(codes) >= 3:
|
# 10点之后净流入是正才能订阅
|
in_money = RealTimeKplMarketData.get_jx_block_in_money(block)
|
if tool.get_now_time_as_int() > 100000 and (not in_money or in_money < 0):
|
# 10点以后且净流入不为正
|
return False, False
|
# 净流入不为负
|
# 获取首板的身位
|
info = RadicalBuyBlockManager().get_history_index(code, block, yesterday_limit_up_codes,
|
ignore_open_limit_up=False)
|
if info[0] < 2:
|
# 只能买板块前2
|
if is_for_buy:
|
# 买入
|
if tool.get_now_time_as_int() < 100000:
|
return True, True
|
else:
|
# 订阅
|
return True, False
|
return False, False
|
|
@classmethod
|
def is_radical_buy(cls, code, yesterday_limit_up_codes):
|
"""
|
是否是激进买
|
@param code:
|
@return: {激进买的板块}, 原因
|
"""
|
# =========计算代码买入的目标板块===========
|
# 获取开1的板块
|
open_limit_up_code_dict = kpl_data_constant.open_limit_up_code_dict_for_radical_buy
|
open_limit_up_blocks = set()
|
if open_limit_up_code_dict:
|
for c in open_limit_up_code_dict:
|
open_limit_up_blocks |= open_limit_up_code_dict[c][1]
|
|
keys_, info = cls.get_code_blocks(code)
|
|
if WantBuyCodesManager().is_in_cache(code):
|
return set(keys_) if keys_ else {"无板块"}, "已加想"
|
# 获取代码的板块
|
if not keys_:
|
return set(), "没获取到板块"
|
|
# 获取精选净流入
|
keys_in_jx = set()
|
msgs = []
|
for k in keys_:
|
block_info = cls.is_block_can_buy_with_block_in(code, k, yesterday_limit_up_codes, is_for_buy=True)
|
if block_info[0]:
|
# if block_info[1] and False:
|
# # 暂时不需要： 要求大单够了才买
|
# big_deal_info = get_total_deal_big_order_info(code, gpcode_manager.get_limit_up_price_as_num(code), is_for_buy=True)
|
# if big_deal_info[0] <= 0:
|
# keys_in_jx.add(k)
|
# else:
|
# msgs.append(f"【{k}】大单不够")
|
# else:
|
keys_in_jx.add(k)
|
if not keys_in_jx:
|
msgs.append(f"【{keys_}】板块未在精选流入中：")
|
# 板块尚未精选流入，且板块涨停代码个数是否<5个
|
return set(), "，".join(msgs)
|
|
keys_ = keys_in_jx
|
|
today_history_limit_up_codes = set([d[3] for d in LimitUpDataConstant.history_limit_up_datas])
|
# 初次上板买入方式
|
fmsges = []
|
msges = []
|
can_buy_blocks = set()
|
if not is_first_limit_up_buy(code):
|
# 回封买入方式
|
match_blocks = open_limit_up_blocks & keys_
|
for b in match_blocks:
|
# 判断板块是否该激进买
|
result = cls.__is_radical_buy_with_open_limitup(code, b, yesterday_limit_up_codes)
|
if result[0]:
|
can_buy_blocks.add(b)
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("开1判断##" + ",".join(msges))
|
if not can_buy_blocks:
|
msges.clear()
|
for b in keys_:
|
# 板块快速启动
|
result = cls.__is_radical_buy_with_block_up(code, b, yesterday_limit_up_codes)
|
if result[0]:
|
can_buy_blocks.add(b)
|
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("板块快速启动判断##" + ",".join(msges))
|
|
if not can_buy_blocks:
|
msges.clear()
|
for b in keys_:
|
result = cls.__is_first_can_buy(code, b)
|
if result[0]:
|
can_buy_blocks.add(b)
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("板块回封判断##" + ",".join(msges))
|
|
if not can_buy_blocks:
|
msges.clear()
|
for b in keys_:
|
result = cls.__block_special_codes(code, b, yesterday_limit_up_codes)
|
if result[0]:
|
can_buy_blocks.add(b)
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("板块辨识度判断##" + ",".join(msges))
|
else:
|
# 首次上板， 只买辨识度
|
if not can_buy_blocks:
|
msges.clear()
|
for b in keys_:
|
result = cls.__block_special_codes(code, b, yesterday_limit_up_codes)
|
if result[0]:
|
can_buy_blocks.add(b)
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("首封板块辨识度判断##" + ",".join(msges))
|
|
# 今日辨识度判断
|
msges = []
|
for b in keys_:
|
result = cls.__today_block_special_codes(code, b, yesterday_limit_up_codes)
|
if result[0]:
|
can_buy_blocks.add(b)
|
msges.append(f"【{b}】:{result[1]}")
|
fmsges.append("今日板块辨识度判断##" + ",".join(msges))
|
|
# 新题材只买前2
|
if can_buy_blocks:
|
msges.clear()
|
# 判断代码是否破前高
|
is_new_high = False
|
k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
|
if k_format and k_format[1][0]:
|
# 突破形态
|
is_new_high = True
|
delete_blocks = set()
|
for b in can_buy_blocks:
|
# 板块
|
if kpl_data_constant.is_new_block(b):
|
if not is_new_high:
|
msges.append(f"【{b}】:新题材没破前高")
|
delete_blocks.add(b)
|
continue
|
# 新题材只买前2
|
history_index, history_before_codes_info, limit_up_space_ge_60s_codes = cls.__get_history_index(
|
code, b,
|
yesterday_limit_up_codes)
|
if history_index > 1:
|
delete_blocks.add(b)
|
msges.append(f"【{b}】:新题材只买前2")
|
continue
|
can_buy_blocks -= delete_blocks
|
if msges:
|
fmsges.append("新题材判断##" + ",".join(msges))
|
|
# 判断板块是否不能买
|
if can_buy_blocks:
|
msges.clear()
|
forbidden_blocks = set()
|
is_first_limit_up = is_first_limit_up_buy(code)
|
for b in can_buy_blocks:
|
result = is_can_buy_for_forbidden_plate(code, b, yesterday_limit_up_codes, is_first_limit_up)
|
if not result[0]:
|
forbidden_blocks.add(b)
|
msges.append(f"【{b}】-{result[1]}")
|
if forbidden_blocks:
|
fmsges.append("禁止买入的板块##" + ",".join(msges))
|
# 排除禁止买入的板块
|
can_buy_blocks -= set(forbidden_blocks)
|
return can_buy_blocks, " **** ".join(fmsges)
|
|
|
class ExcludeIndexComputeCodesManager:
|
"""
|
排除身位计算管理器(始终都要排除)
|
"""
|
__codes_cache = set()
|
|
@classmethod
|
def add_code(cls, code):
|
cls.__codes_cache.add(code)
|
|
@classmethod
|
def remove_code(cls, code):
|
cls.__codes_cache.discard(code)
|
|
@classmethod
|
def get_all_codes(cls):
|
return cls.__codes_cache
|
|
@classmethod
|
def is_in_cache(cls, code):
|
return code in cls.__codes_cache
|
|
|
class BlockPlaceOrderRecordManager:
|
"""
|
板块下单记录
|
"""
|
__db = 2
|
__redis_manager = redis_manager.RedisManager(2)
|
__instance = None
|
# 下单板块的代码记录
|
__block_record_codes_dict = {}
|
__codes = set()
|
|
def __new__(cls, *args, **kwargs):
|
if not cls.__instance:
|
cls.__instance = super(BlockPlaceOrderRecordManager, cls).__new__(cls, *args, **kwargs)
|
cls.__load_data()
|
return cls.__instance
|
|
@classmethod
|
def __get_redis(cls):
|
return cls.__redis_manager.getRedis()
|
|
@classmethod
|
def __load_data(cls):
|
val = RedisUtils.get(cls.__get_redis(), "radical_place_order_block_records")
|
if val:
|
try:
|
val = json.loads(val)
|
for v in val:
|
cls.__block_record_codes_dict[v[0]] = set(v[1])
|
cls.__codes |= set(v[1])
|
except:
|
pass
|
|
def add_record(self, code, blocks):
|
"""
|
添加下单记录
|
@param code:
|
@param blocks:
|
@return:
|
"""
|
if blocks:
|
for b in blocks:
|
if b not in self.__block_record_codes_dict:
|
self.__block_record_codes_dict[b] = set()
|
self.__block_record_codes_dict[b].add(code)
|
datas = [(b, list(self.__block_record_codes_dict[b])) for b in self.__block_record_codes_dict]
|
RedisUtils.set_async(self.__db, "radical_place_order_block_records", tool.get_expire(), json.dumps(datas))
|
self.__codes.add(code)
|
|
def get_block_codes(self, block):
|
"""
|
获取板块下过单的代码
|
@param block:
|
@return:
|
"""
|
if block in self.__block_record_codes_dict:
|
return self.__block_record_codes_dict[block]
|
return set()
|
|
def get_codes(self):
|
return self.__codes
|
|
|
class TotalDealBigOrderInfoManager:
|
"""
|
总成交大单信息管理
|
"""
|
# {代码:(数据,更新时间)}
|
__l2_big_order_deal_info_dict = {}
|
# 大单成交比例
|
__l2_big_order_deal_rate_dict = {}
|
|
@classmethod
|
def update_big_order_info(cls, code, total_trade_value):
|
"""
|
更新大单信息
|
@param code: 代码
|
@param total_trade_value: 总成交额
|
@return:
|
"""
|
# (净流入金额, (大单买金额, 大单买数量), (大单卖金额, 大单卖数量))
|
deal_big_order_detail_info = get_l2_big_order_deal_info(code)
|
if deal_big_order_detail_info:
|
cls.__l2_big_order_deal_info_dict[code] = (deal_big_order_detail_info, tool.get_now_time_str())
|
if total_trade_value == 0:
|
total_trade_value = 1
|
cls.__l2_big_order_deal_rate_dict[code] = round(deal_big_order_detail_info[1][0] / total_trade_value, 2)
|
|
@classmethod
|
def get_big_order_info(cls, code):
|
"""
|
@param code:
|
@return:((净流入金额, (大单买金额, 大单买数量), (大单卖金额, 大单卖数量)), 更新时间)
|
"""
|
return cls.__l2_big_order_deal_info_dict.get(code)
|
|
@classmethod
|
def get_big_order_rate(cls, code):
|
"""
|
获取大单占整个成交额的比例
|
@param code:
|
@return:
|
"""
|
return cls.__l2_big_order_deal_rate_dict.get(code)
|
|
|
def get_total_detal_big_order_details(code):
|
"""
|
获取成交大单详情
|
@param code:
|
@return: 买大单, 上板前买大单, 卖大单, 上板前卖大单
|
"""
|
threshold_sell_money = BeforeSubDealBigOrderManager().get_big_sell_order_threshold(code)
|
buy_money = BigOrderDealManager().get_total_buy_money(code)
|
sell_money = BigOrderDealManager().get_total_sell_money(code, threshold_money=threshold_sell_money)
|
before_buy_money = BeforeSubDealBigOrderManager().get_deal_big_order_money(code)
|
before_sell_money = BeforeSubDealBigOrderManager().get_sell_deal_big_order_money(code, threshold_sell_money)
|
return buy_money, before_buy_money, sell_money, before_sell_money
|
|
|
def compute_total_deal_big_order_threshold_money(code, limit_up_price, threshold_money_per_order):
|
"""
|
计算累计大单足够的阈值
|
@param code:
|
@param limit_up_price:
|
@param threshold_money_per_order: 均大单阈值
|
@return:
|
"""
|
|
TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT = round(
|
code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code,
|
limit_up_price) * limit_up_price / 1e8,
|
2) * 3
|
if tool.is_ge_code(code):
|
TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT *= 1.5
|
return TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT * threshold_money_per_order
|
|
|
def get_total_deal_big_order_info(code, limit_up_price, is_for_buy=False):
|
"""
|
总成交大单啊是否足够
|
@param code:
|
@return:(缺少的资金, 总成交金额, 要求的大单金额, 计算得到的大单阈值金额)
|
"""
|
|
THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
|
TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE = compute_total_deal_big_order_threshold_money(code,
|
limit_up_price,
|
THRESHOLD_MONEY)
|
|
human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
|
if human_setting_money is not None:
|
TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY = int(human_setting_money)
|
else:
|
TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY = TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE
|
|
# if is_for_buy and is_temp_threshold_money:
|
# # 首次上板买入，大单阈值打3折
|
# TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY //= 3
|
|
# 买大单, 上板前买大单, 卖大单, 上板前卖大单
|
big_order_detail_info = get_total_detal_big_order_details(code)
|
deal_big_order_money = big_order_detail_info[0] + big_order_detail_info[1] - big_order_detail_info[2] - \
|
big_order_detail_info[3]
|
try:
|
# 获取正在成交的订单
|
dealing_order_info = HuaXinBuyOrderManager().get_dealing_order_info(code)
|
threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
|
if dealing_order_info and dealing_order_info[2] >= threshold_big_money:
|
# 正在成交的订单是大单
|
deal_big_order_money += dealing_order_info[2]
|
except Exception as e:
|
async_log_util.info(logger_l2_radical_buy, f"计算正在成交大单出错：{str(e)}")
|
total_lack_money = max(0, int(TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY - deal_big_order_money))
|
return total_lack_money, deal_big_order_money, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE
|
|
|
def is_big_order_deal_enough(code, volume_rate, refer_total_sell_money, for_buy=False, is_almost_open_limit_up=False):
|
"""
|
大单成交是否足够
|
@param is_almost_open_limit_up: 是否是板上放量买入
|
@param refer_total_sell_money: 引用的总卖额
|
@param code:
|
@param volume_rate:
|
@param for_buy: 是否是下单
|
@return: 大单是否足够, 原因, 是否是短时生效, 还差的金额, 累计大单是否足够, 当前批次缺少的大单, 累计缺少的大单
|
"""
|
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
|
refer_volume = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code, limit_up_price)
|
if refer_volume is None:
|
refer_volume = 0
|
|
money_y = int(refer_volume * limit_up_price / 1e8)
|
money_y = min(money_y, 50)
|
money_y = max(money_y, 5)
|
before_time = tool.get_now_time_as_int() < 93100
|
# 计算大单参考数量
|
current_threshold_count = 1 # int(round(0.4 * money_y))
|
if refer_total_sell_money >= 1e7:
|
current_threshold_count = 2
|
else:
|
current_threshold_count = 1
|
if before_time:
|
current_threshold_count = int(round(0.4 * money_y * 1.5))
|
|
# 是不是板上放量
|
if is_almost_open_limit_up:
|
# 自由流通市值50亿以上的不处理
|
zyltgb = global_util.zyltgb_map.get(
|
code)
|
if zyltgb and zyltgb > 50e8:
|
# 需要4倍均大单
|
current_threshold_count = 4
|
is_first = is_first_limit_up_buy(code)
|
if not is_first:
|
# 如果是回封下单阈值就采用均大单
|
THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
|
if THRESHOLD_MONEY < 600e4 and current_threshold_count < 3:
|
# 均大单金额≤600万，则就需要加倍大单数
|
current_threshold_count *= 2
|
current_threshold_money = current_threshold_count * THRESHOLD_MONEY
|
else:
|
THRESHOLD_MONEY = 2990000
|
if is_almost_open_limit_up:
|
THRESHOLD_MONEY, is_default = BeforeSubDealBigOrderManager().get_big_order_threshold(code)
|
if is_default:
|
# 如果回封均大单是默认值就取首封均大单
|
temp_info = BeforeSubDealBigOrderManager().get_temp_deal_big_order_threshold_info(code)
|
if temp_info:
|
THRESHOLD_MONEY = temp_info[0]
|
if THRESHOLD_MONEY < 600e4 and current_threshold_count < 3:
|
# 均大单金额≤600万，则就需要加倍大单数
|
current_threshold_count *= 2
|
current_threshold_money = current_threshold_count * THRESHOLD_MONEY
|
|
# ==========判断总大单成交================
|
total_lack_money_info = get_total_deal_big_order_info(code, limit_up_price, is_for_buy=for_buy)
|
total_lack_money, total_deal_money, total_threshold_money = total_lack_money_info[0], total_lack_money_info[1], \
|
total_lack_money_info[2]
|
if gpcode_manager.GreenListCodeManager().is_in_cache(code):
|
# 加绿之后不考虑总大单
|
total_lack_money = 0
|
|
# ===========判断单次大单成交==============
|
current_big_order_deal_money = 0
|
current_big_order_deal_money_info = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money_info(code)
|
if current_big_order_deal_money_info:
|
if tool.trade_time_sub(tool.get_now_time_str(), current_big_order_deal_money_info[1]) > 60:
|
# 60s以上的大单不看
|
current_big_order_deal_money = 0
|
else:
|
current_big_order_deal_money = current_big_order_deal_money_info[0]
|
current_lack_money = max(0, int(current_threshold_money - current_big_order_deal_money))
|
if for_buy and not tool.is_ge_code(code):
|
# 要下单的且不是创业版的目标代码大单数量打8折
|
if is_first_limit_up_buy(code):
|
# 首封不打折
|
total_lack_money = int(total_threshold_money * 0.8 - total_deal_money)
|
else:
|
total_lack_money = int(total_threshold_money - total_deal_money)
|
if total_lack_money < 0:
|
total_lack_money = 0
|
if current_lack_money == 0 and total_lack_money == 0:
|
return True, f"量比-{volume_rate}, 瞬时大单成交-({current_big_order_deal_money}/{current_threshold_money})，总大单成交-({total_lack_money_info[1]}/{total_lack_money_info[2]})", before_time, 0, total_lack_money <= 0, current_lack_money, total_lack_money
|
return False, f"量比-{volume_rate}, 瞬时大单成交-({current_big_order_deal_money}/{current_threshold_money})，总大单成交-({total_lack_money_info[1]}/{total_lack_money_info[2]})", before_time, max(
|
current_lack_money, total_lack_money), total_lack_money <= 0, current_lack_money, total_lack_money
|
|
|
class EveryLimitupBigDealOrderManager:
|
"""
|
每次上板的成交大单管理
|
"""
|
# 成交大单的订单号：{"code":{"order_no",...}}
|
__deal_big_order_infos_dict = {}
|
# 成交大单号
|
__deal_big_order_no_dict = {}
|
|
@classmethod
|
def open_limit_up(cls, code, msg=""):
|
if code in cls.__deal_big_order_infos_dict:
|
cls.__deal_big_order_infos_dict[code].clear()
|
l2_log.info(code, logger_l2_radical_buy_data, f"清除每次涨停大单数据({msg})：{code}")
|
|
@classmethod
|
def clear(cls, code, msg=""):
|
cls.open_limit_up(code, msg)
|
|
@classmethod
|
def add_big_buy_order_deal(cls, code, order_infos: list):
|
"""
|
加入大单成交
|
@param code:
|
@param order_infos:[(订单号,金额, 最后成交时间)]
|
@return:
|
"""
|
if code not in cls.__deal_big_order_infos_dict:
|
cls.__deal_big_order_infos_dict[code] = []
|
|
if code not in cls.__deal_big_order_no_dict:
|
cls.__deal_big_order_no_dict[code] = set()
|
|
for order_info in order_infos:
|
if order_info[0] not in cls.__deal_big_order_no_dict[code]:
|
cls.__deal_big_order_infos_dict[code].append(order_info)
|
cls.__deal_big_order_no_dict[code].add(order_info[0])
|
l2_log.info(code, logger_l2_radical_buy_data, f"添加每次上板的大单成交：{code}-{order_info}")
|
|
@classmethod
|
def get_big_buy_deal_order_count(cls, code):
|
if code in cls.__deal_big_order_infos_dict:
|
return len(cls.__deal_big_order_infos_dict[code])
|
return 0
|
|
@classmethod
|
def get_big_buy_deal_order_money(cls, code):
|
if code in cls.__deal_big_order_infos_dict:
|
return sum([x[1] for x in cls.__deal_big_order_infos_dict[code]])
|
return 0
|
|
@classmethod
|
def get_big_buy_deal_order_money_info(cls, code):
|
"""
|
获取成交大单的信息
|
@param code:
|
@return: (总共大单成交金额, 最近成交大单的最后成交时间)
|
"""
|
if cls.__deal_big_order_infos_dict.get(code):
|
return sum([x[1] for x in cls.__deal_big_order_infos_dict[code]]), l2_huaxin_util.convert_time(
|
cls.__deal_big_order_infos_dict[code][-1][2])
|
return None
|
|
@classmethod
|
def list_big_buy_deal_orders(cls, code):
|
"""
|
|
@param code:
|
@return:[(订单号,金额, 最后成交时间)]
|
"""
|
return cls.__deal_big_order_infos_dict.get(code, [])
|
|
|
class EveryLimitupBigDelegateOrderManager:
|
"""
|
每次上板的委托大单管理
|
"""
|
# 成交大单的订单号：{"code":{"order_no",...}}
|
__delegate_big_order_infos_dict = {}
|
# 成交大单号
|
__delegate_big_order_no_dict = {}
|
|
@classmethod
|
def clear(cls, code, msg=""):
|
if code in cls.__delegate_big_order_infos_dict:
|
cls.__delegate_big_order_infos_dict.pop(code)
|
if code in cls.__delegate_big_order_no_dict:
|
cls.__delegate_big_order_no_dict.pop(code)
|
|
@classmethod
|
def add_big_buy_order_delegate(cls, code, order_infos: list):
|
"""
|
加入大单成交
|
@param code:
|
@param order_infos:[(订单号,金额, 最后成交时间)]
|
@return:
|
"""
|
if code not in cls.__delegate_big_order_infos_dict:
|
cls.__delegate_big_order_infos_dict[code] = []
|
|
if code not in cls.__delegate_big_order_no_dict:
|
cls.__delegate_big_order_no_dict[code] = set()
|
|
for order_info in order_infos:
|
if order_info[0] not in cls.__delegate_big_order_no_dict[code]:
|
cls.__delegate_big_order_infos_dict[code].append(order_info)
|
cls.__delegate_big_order_no_dict[code].add(order_info[0])
|
async_log_util.info(logger_l2_radical_buy_data, f"添加每次上板的大单委托：{code}-{order_info}")
|
|
@classmethod
|
def get_big_buy_delegate_order_count(cls, code):
|
if code in cls.__delegate_big_order_infos_dict:
|
return len(cls.__delegate_big_order_infos_dict[code])
|
return 0
|
|
@classmethod
|
def get_big_buy_delegate_order_money(cls, code):
|
if code in cls.__delegate_big_order_infos_dict:
|
return sum([x[1] for x in cls.__delegate_big_order_infos_dict[code]])
|
return 0
|
|
@classmethod
|
def get_big_buy_delegate_order_money_info(cls, code):
|
return cls.__delegate_big_order_infos_dict.get(code)
|
|
|
def __get_deal_reasons(code):
|
"""
|
获取成交的原因
|
@param code:
|
@return:
|
"""
|
reasons = set()
|
limit_up_reason = None
|
# 当前的涨停原因
|
# limit_up_reason = kpl_data_manager.LimitUpDataConstant.get_limit_up_reason_with_history(code)
|
# if limit_up_reason and limit_up_reason in constant.KPL_INVALID_BLOCKS:
|
# limit_up_reason = None
|
# 如果涨停原因为空就需要获取上次激进买的原因
|
if limit_up_reason:
|
reasons.add(limit_up_reason)
|
if not limit_up_reason:
|
radical_buy_deal_blocks = RadicalBuyDealCodesManager().get_code_blocks(code)
|
if radical_buy_deal_blocks:
|
reasons |= radical_buy_deal_blocks
|
return reasons
|
|
|
def is_block_can_radical_buy(code, radical_buy_blocks, deal_codes):
|
"""
|
板块是否还能买入：如果有身位更加靠前的买入一个了可以下单
|
@param code:
|
@param radical_buy_blocks: 板块
|
@param deal_codes: 成交的代码
|
@return:
|
"""
|
# 原因下面的代码个数
|
deal_reason_codes = {}
|
# 加想不管板块是否成交
|
if gpcode_manager.WantBuyCodesManager().is_in_cache(code):
|
return radical_buy_blocks
|
for dc in deal_codes:
|
# 获取涨停原因
|
reasons = __get_deal_reasons(dc)
|
for r in reasons:
|
if r not in deal_reason_codes:
|
deal_reason_codes[r] = set()
|
deal_reason_codes[r].add(dc)
|
# async_log_util.info(logger_l2_radical_buy, f"已经成交的板块：{code}-{deal_reason_codes.keys()}")
|
|
f_buy_blocks = set()
|
for b in radical_buy_blocks:
|
# 获取板块的最大买入个数
|
max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(b)
|
if b in deal_reason_codes and len(deal_reason_codes[b]) >= max_count:
|
if len(deal_reason_codes[b]) >= max_count + 1:
|
continue
|
else:
|
# 当前代码身位比成交代码身位靠前的可以多成交一个代码
|
is_front = False
|
# 暂时注释
|
# limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code)
|
# if not limit_up_timestamp:
|
# limit_up_timestamp = time.time()
|
# for c in deal_reason_codes[b]:
|
# # 获取涨停时间
|
# timestamp = LimitUpDataConstant.get_first_limit_up_time(c)
|
# if timestamp and timestamp > limit_up_timestamp:
|
# # 比目标代码后涨停
|
# is_front = True
|
# async_log_util.info(logger_l2_radical_buy, f"前排代码还可买入：{b}-{code},后排成交代码-{c}")
|
# break
|
if not is_front:
|
continue
|
f_buy_blocks.add(b)
|
# async_log_util.info(logger_l2_radical_buy, f"还可以买入的板块：{code}-{f_buy_blocks}")
|
return f_buy_blocks
|
|
|
def get_deal_codes_by_block(block, deal_codes):
|
"""
|
获取板块成交的代码
|
@param block:
|
@param deal_codes:
|
@return:
|
"""
|
codes = set()
|
for dc in deal_codes:
|
# 获取涨停原因
|
reasons = __get_deal_reasons(dc)
|
if block in reasons:
|
codes.add(block)
|
return codes
|
|
|
def get_volume_rate_threshold(code, volume_rate):
|
"""
|
获取吃卖1的比例
|
@param code: 代码
|
@param volume_rate:量比
|
@return:
|
"""
|
fvolume_rate = volume_rate
|
if volume_rate <= 0.05:
|
fvolume_rate = 0.05
|
elif volume_rate > 1:
|
fvolume_rate = 1
|
|
if tool.is_sh_code(code):
|
return round(0 - 0.44 * fvolume_rate + 0.822, 3)
|
else:
|
return round(0 - 0.44 * fvolume_rate + 0.722, 3)
|
|
|
def request_deal_big_orders(code_):
|
"""
|
请求大单成交
|
@param code_:
|
@return:
|
"""
|
response_data = requests.get(
|
"http://127.0.0.1:9005/get_big_order_list?code=" + code_)
|
r_str = response_data.text
|
response_data = json.loads(r_str)
|
if response_data["code"] == 0:
|
datas = response_data["data"]
|
async_log_util.info(logger_debug, f"拉取订阅之前的数据：{code_}-{datas}")
|
if datas:
|
# [(金额,价格,订单号)]
|
buy_datas = datas["buy"]
|
# [(金额,价格,订单号)]
|
sell_datas = datas["sell"]
|
return buy_datas, sell_datas
|
return None
|
|
|
def pull_pre_deal_big_orders(code_):
|
"""
|
拉取订阅之前成交的大单
|
@param code_:
|
@return:
|
"""
|
# 只有涨停过的代码才需要拉大单
|
if code_ not in LimitUpDataConstant.get_history_limit_up_codes():
|
return
|
|
result = request_deal_big_orders(code_)
|
if result:
|
try:
|
buy_datas, sell_datas = result[0], result[1]
|
BeforeSubDealBigOrderManager().set_big_deal_order_list(code_, buy_datas, sell_datas,
|
gpcode_manager.get_limit_up_price_as_num(code_))
|
except Exception as e:
|
logger_debug.exception(e)
|
|
|
def pull_pre_deal_big_orders_by_codes(codes):
|
for code in codes:
|
try:
|
pull_pre_deal_big_orders(code)
|
except Exception as e:
|
logger_debug.exception(e)
|
|
|
def get_l2_big_order_deal_info(code_):
|
"""
|
获取成交大单信息
|
@param code_:
|
@return:(净流入金额, (大单买金额, 大单买数量), (大单卖金额, 大单卖数量))
|
"""
|
response_data = requests.get(
|
"http://127.0.0.1:9005/get_code_money_info?code=" + code_)
|
r_str = response_data.text
|
response_data = json.loads(r_str)
|
if response_data["code"] == 0:
|
datas = response_data["data"]
|
return datas
|
return None
|
|
|
def list_l2_big_order_deal_info(codes):
|
"""
|
获取成交大单信息
|
@param code_:
|
@return:{"code": (净流入金额, (大单买金额, 大单买数量), (大单卖金额, 大单卖数量))}
|
"""
|
response_data = requests.get(
|
"http://127.0.0.1:9005/get_codes_money_info?codes=" + urllib.parse.quote(json.dumps(list(codes))))
|
r_str = response_data.text
|
response_data = json.loads(r_str)
|
if response_data["code"] == 0:
|
datas = response_data["data"]
|
return datas
|
return None
|
|
|
def is_first_limit_up_buy(code):
|
"""
|
是否是首封下单: （下单次数为0+没在涨停代码中） 或者 （处于下单状态 + 下单次数为1，且下单为首次下单）
|
@param code:
|
@return:
|
"""
|
is_limit_up = code in LimitUpDataConstant.get_history_limit_up_codes()
|
place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
|
if place_order_count is None:
|
place_order_count = 0
|
|
if not is_limit_up and place_order_count == 0:
|
return True
|
|
# 如果当前代码处于下单状态，就判断下单参数中是否为首封下单
|
trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
|
if place_order_count == 1:
|
if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
|
# 处于下单状态， 需要计算是否为首封下单
|
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
|
if order_begin_pos and order_begin_pos.first_limit_up_buy:
|
return True
|
return False
|
|
|
def is_can_buy_for_forbidden_plate(code, block, yesterday_limit_up_codes, is_first_limit_up):
|
"""
|
被禁止的板块是否可买
|
@param code:
|
@param block:
|
@return:
|
"""
|
if not KPLPlateForbiddenManager().is_in_cache(block):
|
# 板块没有被禁止
|
return True, ""
|
if is_first_limit_up:
|
# 禁止买入的板块只能买汇丰
|
return False, "禁止买入的板块-只能买回封"
|
|
special_codes = BlockSpecialCodesManager().get_block_codes(block)
|
if not special_codes:
|
# 无辨识度
|
return False, "禁止买入的板块-不具辨识度"
|
if code not in special_codes:
|
# 当前票无辨识度
|
return False, "禁止买入的板块-不具辨识度"
|
# 买辨识度老大+流入前5的辨识度老2
|
data = RadicalBuyBlockManager().get_history_index(code, block, yesterday_limit_up_codes)
|
if data[1]:
|
before_codes = set([x[0] for x in data[1]])
|
before_codes &= set(special_codes)
|
if len(before_codes) > 1:
|
# 辨识度老三及以后不能买
|
return False, "禁止买入的板块-不能买辨识度老三"
|
if len(before_codes) == 1:
|
# 辨识度老2需要在流入前5
|
in_blocks: list = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
|
if not in_blocks or block not in in_blocks or in_blocks.index(block) >= 5:
|
return False, "禁止买入的板块辨-识度老2需要在流入前5"
|
return True, ""
|
|
|
if __name__ == '__main__':
|
pass
|
