"""
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代码行业关键词管理
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"""
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# 涨停代码关键词板块管理
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import json
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import constant
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from utils import global_util, tool
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from log_module import log
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from db import redis_manager
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from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy
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from third_data.kpl_util import KPLPlatManager
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from trade import trade_manager
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# 开盘啦禁止交易板块管理
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class KPLPlateForbiddenManager:
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__redisManager = redis_manager.RedisManager(3)
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def __get_redis(self):
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return self.__redisManager.getRedis()
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def save_plate(self, plate):
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self.__get_redis().sadd("kpl_forbidden_plates", plate)
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self.__get_redis().expire("kpl_forbidden_plates", tool.get_expire())
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def list_all(self):
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return self.__get_redis().smembers("kpl_forbidden_plates")
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class LimitUpCodesPlateKeyManager:
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# 今日涨停原因
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today_limit_up_reason_dict = {}
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today_total_limit_up_reason_dict = {}
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total_code_keys_dict = {}
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total_key_codes_dict = {}
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__redisManager = redis_manager.RedisManager(1)
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def __get_redis(self):
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return self.__redisManager.getRedis()
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# 获取今日涨停数据，格式：[(代码,涨停原因)]
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def set_today_limit_up(self, datas):
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temp_dict = {}
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if datas:
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for item in datas:
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temp_dict[item[0]] = item[1]
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self.today_limit_up_reason_dict = temp_dict
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if datas:
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for item in datas:
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self.__set_total_keys(item[0])
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self.set_today_total_limit_up(datas)
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# 设置今日历史涨停数据
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def set_today_total_limit_up(self, datas):
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for item in datas:
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code = item[0]
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self.today_total_limit_up_reason_dict[code] = item[1]
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# 今日涨停原因变化
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def set_today_limit_up_reason_change(self, code, from_reason, to_reason):
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self.__get_redis().sadd(f"kpl_limit_up_reason_his-{code}", from_reason)
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self.__get_redis().expire(f"kpl_limit_up_reason_his-{code}", tool.get_expire())
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self.__set_total_keys(code)
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def __set_total_keys(self, code):
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keys = set()
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keys_his = self.__get_redis().smembers(f"kpl_limit_up_reason_his-{code}")
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keys |= keys_his
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if code in self.today_limit_up_reason_dict:
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keys.add(self.today_limit_up_reason_dict.get(code))
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self.total_code_keys_dict[code] = keys
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for k in keys:
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if k not in self.total_key_codes_dict:
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self.total_key_codes_dict[k] = set()
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self.total_key_codes_dict[k].add(code)
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logger_kpl_limit_up.info("{}板块关键词:{}", code, keys)
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def get_codes_by_key_without_mine(self, key, code):
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# 只比较今日涨停原因
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codes_set = set()
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if key in self.total_key_codes_dict:
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codes_set |= self.total_key_codes_dict[key]
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codes_set.discard(code)
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return codes_set
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# 涨停原因匹配关键字(和涨停列表中的涨停原因做对比),返回:{关键词:代码集合}
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def match_limit_up_reason_keys(self, code, keys):
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fresult = {}
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for k in keys:
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if k in self.total_key_codes_dict:
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codes = set(self.total_key_codes_dict[k])
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codes.discard(code)
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if codes:
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fresult[k] = codes
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return fresult
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# 实时开盘啦市场数据
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class RealTimeKplMarketData:
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# 精选前5
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top_5_reason_list = []
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# 行业前5
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top_5_industry_list = []
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#
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top_5_key_dict = {}
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total_reason_dict = {}
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total_industry_dict = {}
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__KPLPlateForbiddenManager = KPLPlateForbiddenManager()
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__LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager()
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__KPLPlatManager = KPLPlatManager()
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@classmethod
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def set_top_5_reasons(cls, datas):
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temp_list = []
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for d in datas:
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cls.total_reason_dict[d[1]] = d
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# 排序
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for i in range(0, len(datas)):
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if datas[i][1] not in constant.KPL_INVALID_BLOCKS:
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# （名称,净流入金额,排名）
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temp_list.append((datas[i][1], datas[i][3], len(temp_list)))
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# 只获取前10个
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if len(temp_list) > 5:
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break
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if datas[i][3] < 1 * 10000 * 10000:
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break
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for temp in temp_list:
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names = cls.__KPLPlatManager.get_same_plat_names_by_id(temp[0])
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for name in names:
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if name == temp[1]:
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continue
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temp_list.append((name, temp[1], temp[2]))
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cls.top_5_reason_list = temp_list
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cls.__reset_top_5_dict()
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@classmethod
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def set_top_5_industry(cls, datas):
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for d in datas:
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cls.total_industry_dict[d[1]] = d
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temp_list = []
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for i in range(0, len(datas)):
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if datas[i][1] in constant.KPL_INVALID_BLOCKS:
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continue
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temp_list.append((datas[i][1], datas[i][2], len(temp_list)))
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if len(temp_list) > 5:
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break
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if datas[i][2] < 1 * 10000 * 10000:
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break
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cls.top_5_industry_list = temp_list
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cls.__reset_top_5_dict()
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@classmethod
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def __reset_top_5_dict(cls):
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temp_dict = {}
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for t in cls.top_5_industry_list:
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temp_dict[t[0]] = t
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for t in cls.top_5_reason_list:
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temp_dict[t[0]] = t
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cls.top_5_key_dict = temp_dict
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# 获取能够买的行业关键字set
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@classmethod
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def get_can_buy_key_set(cls):
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temp_set = cls.top_5_key_dict.keys()
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return temp_set
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# 通过关键字判断能买的代码数量
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@classmethod
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def get_can_buy_codes_count(cls, code, key):
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# 判断行业涨停票数量，除开自己必须大于1个
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temp_codes = LimitUpCodesPlateKeyManager.total_key_codes_dict.get(key)
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if temp_codes is None:
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temp_codes = set()
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else:
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temp_codes = set(temp_codes)
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temp_codes.discard(code)
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if len(temp_codes) < 1:
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# 后排才能挂单
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return 0, "身位不为后排"
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forbidden_plates = cls.__KPLPlateForbiddenManager.list_all()
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if key in forbidden_plates:
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return 0, "不买该板块"
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# 10:30以前可以挂2个单
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if int(tool.get_now_time_str().replace(':', '')) < int("100000"):
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return 2, "10:00以前可以挂2个单"
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# 10:30以后
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if key not in cls.top_5_key_dict:
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return 0, "净流入没在前5"
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if cls.top_5_key_dict[key][1] > 3 * 10000 * 10000:
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return 2, "净流入在前5且大于3亿"
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else:
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return 1, "净流入在前5"
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@classmethod
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def is_in_top(cls, keys):
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reasons = cls.get_can_buy_key_set()
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log.logger_kpl_debug.debug("市场流入前5:{}", reasons)
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forbidden_plates = cls.__KPLPlateForbiddenManager.list_all()
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reasons = reasons - forbidden_plates
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temp_set = keys & reasons
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log.logger_kpl_debug.debug("市场流入前5匹配结果:{}", temp_set)
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if temp_set:
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return True, temp_set
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else:
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return False, None
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#
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class CodesHisReasonAndBlocksManager:
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__redisManager = redis_manager.RedisManager(1)
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# 历史涨停原因
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__history_limit_up_reason_dict = {}
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# 板块
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__blocks_dict = {}
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def __get_redis(self):
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return self.__redisManager.getRedis()
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def set_history_limit_up_reason(self, code, reasons):
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self.__history_limit_up_reason_dict[code] = set(reasons)
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self.__get_redis().setex(f"kpl_his_limit_up_reason-{code}", tool.get_expire(), json.dumps(list(reasons)))
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# 如果返回值不为None表示已经加载过历史原因了
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def get_history_limit_up_reason(self, code):
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reasons = self.__history_limit_up_reason_dict.get(code)
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if reasons is None:
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# 从内存中加载
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val = self.__get_redis().get(f"kpl_his_limit_up_reason-{code}")
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if val is not None:
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val = set(json.loads(val))
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self.__history_limit_up_reason_dict[code] = val
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if code in self.__history_limit_up_reason_dict:
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return self.__history_limit_up_reason_dict.get(code)
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else:
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return None
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else:
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return reasons
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def set_blocks(self, code, blocks):
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self.__blocks_dict[code] = set(blocks)
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self.__get_redis().setex(f"kpl_blocks-{code}", tool.get_expire(), json.dumps(list(blocks)))
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def get_blocks(self, code):
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reasons = self.__blocks_dict.get(code)
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if reasons is None:
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# 从内存中加载
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val = self.__get_redis().get(f"kpl_blocks-{code}")
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if val is not None:
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val = set(json.loads(val))
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self.__blocks_dict[code] = val
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if code in self.__blocks_dict:
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return self.__blocks_dict.get(code)
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else:
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return None
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else:
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return reasons
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def get_total_keys(self, code):
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reasons = self.get_history_limit_up_reason(code)
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if reasons is None:
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reasons = set()
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blocks = self.get_blocks(code)
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if blocks is None:
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blocks = set()
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return reasons | blocks
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# 目标代码关键词管理
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class TargetCodePlateKeyManager:
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__redisManager = redis_manager.RedisManager(1)
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__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()
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def __get_redis(self):
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return self.__redisManager.getRedis()
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# 返回key集合(排除无效板块),今日涨停原因,今日历史涨停原因,历史涨停原因,二级,板块
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def get_plate_keys(self, code):
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keys = set()
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k1 = set()
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if code in LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict:
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k1 = {LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict[code]}
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# 加载历史原因
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k11 = self.__get_redis().smembers(f"kpl_limit_up_reason_his-{code}")
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k2 = self.__CodesPlateKeysManager.get_history_limit_up_reason(code)
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if k2 is None:
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k2 = set()
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k3 = set()
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industry = global_util.code_industry_map.get(code)
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if industry:
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k3 = {industry}
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k4 = self.__CodesPlateKeysManager.get_blocks(code)
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if k4 is None:
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k4 = set()
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for k in [k1, k11, k2, k3, k4]:
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keys |= k
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# 排除无效的涨停原因
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keys = keys - set(constant.KPL_INVALID_BLOCKS)
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return keys, k1, k11, k2, k3, k4
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class CodePlateKeyBuyManager:
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__TargetCodePlateKeyManager = TargetCodePlateKeyManager()
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__LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager()
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__CodesHisReasonAndBlocksManager = CodesHisReasonAndBlocksManager()
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# 是否可以下单
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@classmethod
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def can_buy(cls, code):
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if constant.TEST:
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return True, ""
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keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
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log.logger_kpl_debug.info("{}关键词：{},{},{},{},{},{}", code, keys, k1, k11, k2, k3, k4)
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# 涨停列表中匹配关键词
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match_limit_up_result = cls.__LimitUpCodesPlateKeyManager.match_limit_up_reason_keys(code, keys)
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log.logger_kpl_debug.info("{}关键词身位匹配结果：{}", code, match_limit_up_result)
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if not match_limit_up_result:
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return False, "未在涨停列表中未匹配到涨停原因"
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# ---------------------------------判断目标代码的板块-------------------start------------
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# 判断匹配出的涨停原因，判断是否有已经下单的票
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# reason_need_buy_dict = {}
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# for k in match_limit_up_result:
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# codes = match_limit_up_result[k]
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# final_codes_keys = [keys]
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# for code_ in codes:
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# temp_key_set = set()
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# temp_key_set |= cls.__CodesHisReasonAndBlocksManager.get_total_keys(code_)
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# temp = cls.__LimitUpCodesPlateKeyManager.total_code_keys_dict.get(code_)
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# if temp:
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# temp_key_set |= temp
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# # 二级
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# industry = global_util.code_industry_map.get(code_)
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# if industry:
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# temp_key_set.add(industry)
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#
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# final_codes_keys.append(temp_key_set)
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# # 求共同的关键词
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# intersection = set(final_codes_keys[0])
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# for s in final_codes_keys:
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# intersection &= s
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# log.logger_kpl_debug.info("{}的板块求交集：{}-{}", code, k, intersection)
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#
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# # 求公共的板块是否在流入前5中
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# is_in, valid_keys = RealTimeKplMarketData.is_in_top(intersection)
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# if is_in:
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# reason_need_buy_dict[k] = (is_in, valid_keys)
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# ---------------------------------判断目标代码的板块-------------------end------------
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# 获取板块可以下单的个数
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can_buy_codes_count_dict = {}
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for key__ in match_limit_up_result:
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can_buy_count, msg = RealTimeKplMarketData.get_can_buy_codes_count(code, key__)
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can_buy_codes_count_dict[key__] = can_buy_count
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has_available_key = False
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for key in can_buy_codes_count_dict:
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if can_buy_codes_count_dict[key] > 0:
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has_available_key = True
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break
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if not has_available_key:
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return False, f"匹配到的【{','.join(match_limit_up_result.keys())}】没在精选/行业可以买入的板块中"
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# ---------------------------------加载已经下单/成交的代码信息------------start-------------
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match_reasons = match_limit_up_result.keys()
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# 判断匹配到的原因是否已经有下单/买入成功的代码
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codes_delegate = set(trade_manager.get_codes_by_trade_states(
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{trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
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codes_success = set(trade_manager.get_codes_by_trade_states(
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{trade_manager.TRADE_STATE_BUY_SUCCESS}))
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codes = codes_delegate | codes_success
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# 统计成交代码的板块
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trade_codes_blocks_dict = {}
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# 已经成交的板块
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trade_success_blocks = set()
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for c in codes:
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keys_, k1_, k11_, k2_, k3_, k4_ = cls.__TargetCodePlateKeyManager.get_plate_keys(c)
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# 实时涨停原因
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trade_codes_blocks_dict[c] = k1_
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# 统计板块中的代码
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trade_block_codes_dict = {}
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for c in trade_codes_blocks_dict:
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for b in trade_codes_blocks_dict[c]:
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if c in codes_success:
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trade_success_blocks.add(b)
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if b not in trade_block_codes_dict:
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trade_block_codes_dict[b] = set()
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trade_block_codes_dict[b].add(c)
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# ---------------------------------加载已经下单/成交的代码信息------------end-------------
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msg_list = []
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for key in can_buy_codes_count_dict:
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log.logger_kpl_debug.debug(f"{code}：板块可以下单的数量【{key}】-{can_buy_codes_count_dict[key]}")
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if can_buy_codes_count_dict[key] < 1:
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continue
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# 板块中已经有成交的就不下单了
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if key in trade_success_blocks:
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msg_list.append(f"【{key}】中已经有成交代码")
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log.logger_kpl_debug.debug(f"{code}：板块已经有成交【{key}】")
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continue
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# 板块可以下单数量
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if trade_block_codes_dict.get(key) is None or len(trade_block_codes_dict.get(key)) < \
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can_buy_codes_count_dict[key]:
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order_count = len(trade_block_codes_dict.get(key)) if key in trade_block_codes_dict else 0
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logger_kpl_block_can_buy.info(
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f"code={code}：【{key}】可以下单，现有数量：{order_count} 最大数量：{can_buy_codes_count_dict[key]}")
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return True, f"可以下单，板块:【{key}】,板块中已经下单的数量：{order_count}"
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else:
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order_count = len(trade_block_codes_dict.get(key))
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msg_list.append(f"【{key}】中下单代码数量{order_count}/允许下单数量{can_buy_codes_count_dict[key]}")
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return False, ",".join(msg_list)
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if __name__ == "__main__":
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pass
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