admin
2025-04-08 70b51a2636858fb8cfbf39d3764d88d07286d8ad
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
B
yS‡g­;ã@sÐddlZddlZddlZddlmZddlmZddlmZddlmZddlmZddl    m
Z
e
ƒZ dd    „Z d
d „Z d d „Zdd„Zdd„ZGdd„dƒZdd„ZiZiZdd„Zdd„Zdd„Zdd„ZdS)éN)Ú l1_data_api)Ú
data_cache)Ú basic_methods)Úbuying_strategy)Úselling_strategy)Ú
get_loggercCs$t||ƒtdƒtd|›ƒdS)Nu 启动on_tickz    tick-====)Ú    __processÚprint)ÚcontextZtick©r õ>D:\量化低吸\low_suction_hx\strategy\instant_time_market.pyÚon_ticks
r cCsdS)Nr )r
Ú current_datar r r rsrc Csìt d¡xÜzÊy˜t ¡}ttjjdd}t ¡}||}xT|D]L}yttj|ƒWq>t    k
rˆ}zt 
|¡t d|ƒWdd}~XYq>Xq>Wt dt |dƒ›dƒWn,t    k
rÒ}zt 
|¡Wdd}~XYnXWdt  d¡Xq WdS)    Nuget_current_data进入zNopen,high,low,symbol,price,created_at,cum_volume,cum_amount,last_volume,quotes)ÚsymbolsÚfieldsu    å¼‚常:u 运行中==éu秒é)ÚloggingÚinfoÚtimeÚcurrentrÚ    DataCacheÚ
min_stocksrr
Ú    ExceptionÚ    exceptionr    ÚroundÚsleep)Ú    now_startÚ current_datasÚnow_endZnow_start_to_endrÚerrorr r r Úget_current_data(s$
 
 
  r!cCs$|dk    r t ||¡t ||¡dS)N)rZgrowth_view_strategyrZinstantaneous_change_strategy)r
Ú current_infor r r Ústrategic_thread_managerMs r#cCs¾tj ¡ d¡}tj|krº|tjkrntjdkrnt d¡dt_xz|D]$}t     
|d¡}d|ditj |<qDWnLtjdkrºt dƒdt_t tjjd    d
}x"|D]}d|d itj |d <qœWdS) Nz%H:%M:%SFu=在开盘前启动,采用【华鑫数据】记录 å¼€ç›˜ä»·TrÚ current_openruL【没有】在开盘前内启动,采用【掘金数据】记录 å¼€ç›˜ä»·z symbol,open)rrÚopenÚsymbol)ÚdatetimeÚnowÚstrftimerÚlater_open_bidding_timeÚ opening_timeÚrecord_current_open_executionÚloggerrrÚformat_stock_symbolÚall_stocks_current_openr    rrÚfiltered_stocks)Ú current_infosÚnow_timer"r&rrr r r Úget_all_stocks_current_openVs
 
 
 
 
 
r3c@s4eZdZdd„Zdd„Zdd„Zdd„Zd    d
„Zd S) Ú PriceTrackercCs||_||_dS)N)Ú current_highÚ current_low)ÚselfZ initial_pricer r r Ú__init__…szPriceTracker.__init__cCs||_||_dS)N)r5r6)r7ÚhighÚlowr r r Úset_high_and_low_price‰sz#PriceTracker.set_high_and_low_pricecCs| |¡| |¡dS)N)Úupdate_and_get_highÚupdate_and_get_low)r7Ú    new_pricer r r Úset_current_priceŽs
zPriceTracker.set_current_pricecCs||jkr||_|jS)N)r5)r7r>r r r r<“s
z PriceTracker.update_and_get_highcCs||jkr||_|jS)N)r6)r7r>r r r r=šs
zPriceTracker.update_and_get_lowN)Ú__name__Ú
__module__Ú __qualname__r8r;r?r<r=r r r r r4ƒs
r4cCs&tj |¡dk    rtj|dSdSdS)Nr$)rr/Úget)r&r r r Úget_symbol_current_open¢srDc    Cs|tj ¡ d¡}tj|krxtjtjkrNt d¡x@|D]}t     
|d¡}|d}|d}|ddd}t   |¡}|sŽt |ƒ}|t |<|}|dk    r<|dksª|dkrÊ| |¡|j|jdœtj|<q<|dksÚ|dkrú| |¡|j|jdœtj|<q<|dks |dkr<t d    |›d
|›d |›¡| |¡|j|jdœtj|<q<Wn*t d ¡t s¶ttjjd d}    xF|    D]>}
|
d|
d|
d}} } t dƒt |<t | | | ¡qtWxÀ|D]¸}t     
|d¡}|tjjkràq¼|d}t   |¡} | sJt|gd d}    |    d}
|
d|
d|
d}} } t dƒ} | t |<t | | | ¡|dk    r¼|  |¡| j| jdœtj|<q¼WdS)Nz%H:%M:%SuI【在】开盘前启动,采用【华鑫数据】记录 æœ€é«˜æœ€ä½Žä»·rrrég)r5r6uQ最新价和买一价获取失败或有误,获取到的当日当时最新价:u,买一价:u<》,临时性采用昨收价作为最新价,昨收价:uƒã€æ²¡æœ‰ã€‘开盘前启动,采用【掘金数据】初始化 æœ€é«˜ä»·æœ€ä½Žä»·ï¼Œé‡‡ç”¨ã€åŽé‘«æ•°æ®ã€‘æ›´æ–° æœ€é«˜æœ€ä½Žä»·zsymbol,high,low)rrr&r9r:)r'r(r)rr*ÚLocal_startup_timer+r-rrr.Ú__current_high_or_low_dictrCr4r?r5r6Úall_stocks_current_high_and_lowrrr0r;)r1r2r"r&Ú    pre_closeZ current_priceZcurrent_quotes_buy_1_priceZ price_trackerZget_current_high_or_lowrrr9r:Zprice_track_manager r r Ú#get_all_stocks_current_high_and_low°sj 
 
 
 
 
 
 
 
 
 
 
rJcCs&tj |¡dk    rtj|dSdSdS)Nr5)rrHrC)r&r r r Úget_symbol_current_high    srKcCs&tj |¡dk    rtj|dSdSdS)Nr6)rrHrC)r&r r r Úget_symbol_current_lowsrLc Csžt ¡}t|ƒt|ƒxZ|D]R}y|dk    r6td|ƒWqtk
rn}zt |¡td|ƒWdd}~XYqXqWt ¡}||}tdt|dƒ›dƒdS)u=
    å¤„理现价
    :param current_infos:
    :return:
    Nu    å¼‚常:u 运行中==ru ç§’)    rr3rJr#rrrr    r)r1rr"r rZ start_to_endr r r Úprocess_current_infoss
 
 rM)rrr'ÚstrategyrrrrrÚstrategy.logging_configrr-r rr!r#r3r4rDrGZ__current_high_and_low_dictrJrKrLrMr r r r Ú<module>s,          %    -Y