"""
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买入策略帮助类
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"""
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from code_attribute import gpcode_manager
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from l2 import l2_data_util, l2_data_source_util
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from utils import tool
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def is_has_small_batch_cancel(code, start_index, end_index):
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"""
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是否有小群撤单:有连续10笔涨停撤单且连续10笔涨停撤单中小于2笔涨停买单
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@param code:
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@param total_datas:
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@param start_index:
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@param end_index:
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@return:
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"""
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# 从end_index找到start_index
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limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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min_num = int(round(5000 / limit_up_price))
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total_datas = l2_data_util.local_today_datas.get(code)
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end_time_with_ms = l2_data_util.L2DataUtil.get_time_with_ms(total_datas[end_index]["val"])
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buy_count = 0
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cancel_count = 0
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for i in range(end_index - 1, start_index - 1, -1):
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data = total_datas[i]
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val = data["val"]
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if val["num"] < min_num:
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continue
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if not l2_data_util.L2DataUtil.is_limit_up_price_buy_cancel(val):
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if l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
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if cancel_count > 0:
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# 当统计到一个涨停买撤的时候才能统计买
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buy_count += 1
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if buy_count > 1:
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break
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continue
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# 与当前时间相差3s的结束
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if tool.trade_time_sub_with_ms(end_time_with_ms, l2_data_util.L2DataUtil.get_time_with_ms(val)) > 3000:
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break
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cancel_count += 1
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if cancel_count >= 10:
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break
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if cancel_count >= 10 and buy_count < 2:
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return True
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return False
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def is_cancel_rate_reieved(code, threshhold_rate, start_index, end_index):
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# 统计总共的涨停买
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limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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min_num = int(round(5000 / limit_up_price))
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total_datas = l2_data_util.local_today_datas.get(code)
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buyno_map = l2_data_util.local_today_buyno_map.get(code)
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buy_count = 0
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for i in range(start_index, end_index):
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data = total_datas[i]
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val = data["val"]
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if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
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continue
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if val["num"] < min_num:
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continue
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buy_count += 1
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# 统计总共的涨停买撤
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cancel_count = 0
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for i in range(start_index, end_index):
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data = total_datas[i]
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val = data["val"]
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if not l2_data_util.L2DataUtil.is_limit_up_price_buy_cancel(val):
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continue
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if val["num"] < min_num:
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continue
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buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(val, buyno_map)
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if buy_index and start_index <= buy_index:
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cancel_count += 1
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if buy_count == 0:
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return False
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if round(cancel_count / buy_count, 2) > threshhold_rate:
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return True
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return False
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def is_near_by_trade_index(code, trade_index):
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"""
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是否距离成交位近
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@param code:
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@param trade_index:
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@return:
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"""
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total_data = l2_data_util.local_today_datas.get(code)
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total_count = 0
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total_big_count = 0
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for i in range(trade_index + 1, total_data[-1]["index"] + 1):
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data = total_data[i]
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val = data["val"]
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if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
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continue
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money = val["num"] * float(val["price"])
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if money < 5000:
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continue
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left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
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code,
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i,
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total_data,
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l2_data_util.local_today_canceled_buyno_map.get(
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code))
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if left_count > 0:
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total_count += 1
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if money > 29900:
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total_big_count += 1
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if total_count > 10:
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break
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if total_count > 10 or total_big_count < 1:
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return False, f"未成交数量-{total_count}，大单数量-{total_big_count}"
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return True, ""
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