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