"""
|
该模块下进行卖出策略的编写
|
"""
|
# import decimal
|
import datetime
|
# import time
|
# 引入掘金API
|
# from gm.api import *
|
from strategy import basic_methods
|
from strategy import data_cache
|
|
# import account_management
|
from strategy import order_methods
|
from strategy.logging_config import get_logger
|
|
# 获取logger实例
|
logger = get_logger()
|
|
|
# 构建获取个股记录下来的实时当日开盘价函数
|
def get_symbol_current_open(symbol):
|
if data_cache.all_stocks_current_open.get(symbol) is not None:
|
return data_cache.all_stocks_current_open[symbol]['current_open']
|
else:
|
return None
|
|
|
# 构建获取个股记录下来的实时当日最高价函数
|
def get_symbol_current_high(symbol):
|
if data_cache.all_stocks_current_high_and_low.get(symbol) is not None:
|
return data_cache.all_stocks_current_high_and_low[symbol]['current_high']
|
else:
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return None
|
|
|
# 构建获取个股记录下来的实时当日最低价函数
|
def get_symbol_current_low(symbol):
|
if data_cache.all_stocks_current_high_and_low.get(symbol) is not None:
|
return data_cache.all_stocks_current_high_and_low[symbol]['current_low']
|
else:
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return None
|
|
|
# 构建一个更新当前最新总成交量的对象
|
class VolumeTracker:
|
# 初始化 前一个当前总成交量
|
def __init__(self):
|
self.__previous_current_volume = 0
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self.__last_deal_volume = 0
|
|
# 更新 当前总成交量的函数
|
def update_current_volume(self, new_current_volume):
|
"""
|
设置最新量
|
:param new_current_volume:
|
:return:
|
"""
|
# 更新previous_current_volume为新的current_volume
|
self.__last_deal_volume = new_current_volume - self.__previous_current_volume
|
self.__previous_current_volume = new_current_volume
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return self.__last_deal_volume
|
|
def get_last_deal_volume(self):
|
"""
|
获取瞬时成交量
|
:return:
|
"""
|
return self.__last_deal_volume
|
|
def get_previous_current_volume(self):
|
return self.__previous_current_volume
|
|
|
# 创建一个字典来存储每只股票的VolumeTracker实例
|
symbol_volume_trackers = {}
|
|
|
# 更新个股成交量函数
|
def update_symbol_volume(symbol, new_volume):
|
# 确保股票代码在字典中有对应的VolumeTracker实例
|
if symbol not in symbol_volume_trackers:
|
symbol_volume_trackers[symbol] = VolumeTracker()
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# 检索对应的VolumeTracker实例并更新成交量
|
tracker: VolumeTracker = symbol_volume_trackers[symbol]
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# 获取上一个交易量
|
previous_current_volume = tracker.get_previous_current_volume()
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# 计算顺势交易量
|
last_volume = tracker.update_current_volume(new_volume)
|
# if last_volume:
|
# print(
|
# f"瞬时量变 {symbol}: 上一个：{previous_current_volume} -> 最新：{new_volume} 瞬时成交量 {last_volume}")
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return last_volume
|
|
|
# 分时变化策略
|
def instantaneous_change_strategy(context, current_info):
|
# 设定当前时间点
|
now_time = datetime.datetime.now().strftime("%H:%M:%S")
|
symbol_code = current_info[0] # 券商接口为纯数字编号
|
symbol = basic_methods.format_stock_symbol(symbol_code) # 掘金数据来源的股票代码
|
# symbol_code = symbol.split('.')[1] # 将掘金格式的股票代码转化为纯数字类型
|
# print(f"symbol==={symbol}")
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pre_close = current_info[1] # 昨日收盘价
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current_price = current_info[2] # 获取当前最新价
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current_open = get_symbol_current_open(symbol) # 当日开盘价
|
current_high = get_symbol_current_high(symbol) # 当日当时最高价
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current_low = get_symbol_current_low(symbol) # 当日当时最低价
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current_volume = current_info[3] # 当日当时的总成交量
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current_last_volume = update_symbol_volume(symbol, current_volume) # 获取瞬时交易量
|
# current_last_volume = result[0] # 获取上一个当日当时的总成交量
|
current_amount = current_info[4] # 当日当时的总成交额
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current_quotes_buy = current_info[5] # 买5档数据
|
current_quotes_sell = current_info[6] # 卖5档数据
|
current_created_at = current_info[7] # 当前信息创建时间
|
# print(
|
# f"买一价：{current_quotes_buy[0][0]},买二价：{current_quotes_buy[1][0]},买三价：{current_quotes_buy[2][0]},买四价：{current_quotes_buy[3][0]},买五价：{current_quotes_buy[4][0]}")
|
# print(
|
# f"卖一价：{current_quotes_sell[0][0]},卖二价：{current_quotes_sell[1][0]},卖三价：{current_quotes_sell[2][0]},卖四价：{current_quotes_sell[3][0]},卖五价：{current_quotes_sell[4][0]}")
|
# print(
|
# f"买一量：{current_quotes_buy[0][1]},卖二量：{current_quotes_buy[1][1]},卖三量：{current_quotes_buy[2][1]},卖四量：{current_quotes_buy[3][1]},卖五量：{current_quotes_buy[4][1]}")
|
# print(
|
# f"卖一量：{current_quotes_sell[0][1]},买二量：{current_quotes_sell[1][1]},买三量：{current_quotes_sell[2][1]},买四量：{current_quotes_sell[3][1]},买五量：{current_quotes_sell[4][1]}")
|
# 如果在持仓可用里面有 当前current_data循环到的个股tick 就开始做具体的逻辑判断
|
# print(f"data_cache.account_positions=={data_cache.account_positions}")
|
# import test
|
# test_data = test.test_data
|
for index, element in enumerate(data_cache.account_positions):
|
if element['symbol'] == symbol: # 当循环到的持仓代码正好是current_data的代码时，即取得了持仓个股的行情快照数据
|
# logger.info(f"index = {index}")
|
# logger.info(f"element = {element}")
|
account_positions_symbol = element['symbol'] # 当前循环到的持仓个股代码
|
# print(f"account_positions_symbol==={account_positions_symbol}")
|
# available_now = element['available_now'] # 当前个股可用金额
|
# price = d['price'] #当前行情价，，，非最新价，没有实际意义不要用！！！
|
vwap = element['vwap'] # 当前个股持仓均价/成本价
|
position_volume = element['volume'] # 当前个股持仓量
|
position_volume_today = element['volume_today'] # 今日持仓量
|
position_volume_yesterday = position_volume - position_volume_today # 昨日持仓量（可用持仓量）
|
# print(symbol,available_now, price, vwap)
|
# print(f"current_open=={current_open}")
|
# print(f"current_price=={current_price}")
|
# print(f"current_high=={current_high}")
|
# print(f"current_low=={current_low}")
|
# print(f"current_amount 总成交额 ==={round(current_amount / 10000, 2)} 万")
|
# print(f"current_volume 总成交量 ==={round(current_volume / 10000, 2)} 万")
|
# # print(f"current_last_volume 上一刻 总成交量 === {round(current_last_volume/10000, 2)} 万")
|
# print(f"last_volume 瞬时成交量==={round(current_last_volume, 2)}")
|
# print(f"current_quotes_buy=={current_quotes_buy}")
|
# print(f"current_quotes_sell=={current_quotes_sell}")
|
|
# 在字典K线下的查询当前个股的K线并赋值以便使用
|
k_line_data = data_cache.all_stocks_all_K_line_property_dict.get(account_positions_symbol, None)
|
|
# 处理行情订阅中持仓金额>0的个股（或者直接把先把指数的数据过滤掉放进来）
|
if position_volume_yesterday > 0: # 如果可用资金不等于0 且 持仓数量大于0 （不知名原因导致有些票会获取到零值导致后续公式报错，阻止intraday_growth函数正常运行）
|
# 进入集合竞价前和收盘前作持仓可用交易，在此时间为不生效
|
if data_cache.before_open_bidding_time < now_time < data_cache.after_closing_time:
|
# logger.info(f"account_positions_element = 【{k_line_data[0]['sec_name']}】 代码:{element['symbol']} 股持仓均价:{element['vwap']} 持仓量:{element['volume']} ")
|
# print(f"available_now_index===={index}")
|
# 调用涨幅公式计算对应的股票tick瞬时涨幅
|
tick_growth = basic_methods.tick_growth(symbol, current_price)
|
# 计算当日当时涨幅
|
today_growth = basic_methods.intraday_growth(current_price, k_line_data[0]['close'])
|
# 计算当日开盘涨幅（如果计算时获取到的最新价为0，进入容错模式，只有当开盘价不为0时才正常计算，如果为0，那么将开盘涨幅设置为0.01【因为如果设置为0，昨日未涨停的票大概率会默认抛掉】）
|
if current_open != 0:
|
today_open_growth = basic_methods.intraday_growth(current_open, k_line_data[0]['close'])
|
else:
|
today_open_growth = 0.01
|
# 计算当时浮动盈亏
|
floating_profit_and_loss = basic_methods.intraday_growth(current_price, vwap)
|
# 计算昨日涨停价 目前函数中的pre_close应该传入前天的收盘价，而非昨天的
|
# yesterday_limit_up_price = basic_methods.limit_up_price(k_line_data[1]['close'])
|
# 计算今日涨停价
|
today_limit_up_price = basic_methods.limit_up_price(k_line_data[0]['close'])
|
# 计算今日跌停价
|
today_limit_down_price = basic_methods.limit_down_price(k_line_data[0]['close'])
|
# print(
|
# f"今日可用持仓股票数量=================================================================【{len(data_cache.available_symbols_set)}】")
|
# print(f"持仓可用股{symbol}")
|
# print(
|
# f"【{k_line_data[0]['sec_name']}】上个交易日 最高{history_data[1]['high']}，收盘{history_data[1]['close']}")
|
|
# 由于会存在分时L1数据中最新价为0导致current_low==0的情况，所以当出现这一情况时，将它直接赋值为昨收价（目前没有办法根本解决）
|
if current_low == 0:
|
current_low = k_line_data[0]['close']
|
|
'''
|
集合竞价阶段决断（只判断一次）
|
'''
|
if data_cache.after_open_bidding_time < now_time < data_cache.opening_time and data_cache.execution_times < len(
|
data_cache.available_symbols_set):
|
# 每进入该条件分支一次就把进入次数自加1
|
data_cache.execution_times += 1
|
logger.info(f"这个分支逻辑已经执行次数：{data_cache.execution_times}")
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】,开盘涨幅:{today_open_growth}%，当日当时涨幅：{today_growth}，瞬时涨幅{tick_growth}，当日当时浮动盈亏{floating_profit_and_loss}。当日开盘价：{current_open}，昨日收盘价：{k_line_data[0]['close']}")
|
# 昨日起飞失败
|
if k_line_data[0]['attribute'] not in (
|
data_cache.limit_up_type + data_cache.frying_plate_type + data_cache.limit_down_type):
|
if floating_profit_and_loss > 0:
|
if today_open_growth < -1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮盈】【低开】,低开:{today_open_growth}%，设定委卖数量【十分之一仓】")
|
order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
if floating_profit_and_loss <= 0:
|
# 中高开/大高开视界
|
if today_open_growth >= 4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 小高开视界
|
if 4 > today_open_growth >= 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之三仓】")
|
order_methods.sell_order_by_part_volume(0.3, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
# 平开视界 +- 1
|
if -1 < today_open_growth < 1:
|
logger.info(
|
f"【集合竞价】【平开】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
# 低开视界
|
if today_open_growth <= -1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 昨日涨停视界
|
if k_line_data[0]['attribute'] in data_cache.limit_up_type:
|
if floating_profit_and_loss > 0:
|
pass
|
if floating_profit_and_loss <= 0:
|
# 平开视界 < ±1%
|
if -1 < today_open_growth < 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【无，集合竞价阶段不决策】")
|
# 低开视界
|
if today_open_growth <= -1:
|
# 小低开视界
|
if -4 < today_open_growth <= -1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 中低开/大低开视界
|
if today_open_growth <= -4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 如果昨日集合竞价最后时刻炸板的股票【开盘啦昨日炸板但通过K线数据计算涨停的股票代码列表】
|
if symbol in data_cache.yesterday_frying_plate_last_minute_list:
|
# 开盘涨幅小于9.6%
|
if today_open_growth < 9.6:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日K线涨停，开盘啦炸板】【非触摸板状态】,开盘涨幅:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 昨日炸板视界
|
if k_line_data[0]['attribute'] in data_cache.frying_plate_type:
|
if floating_profit_and_loss > 0:
|
# 中高开/大高开视界
|
if today_open_growth >= 4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【二十分之一仓】")
|
order_methods.sell_order_by_part_volume(0.05, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 小高开视界
|
if 4 > today_open_growth >= 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之一仓】")
|
order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 平开视界 < ±1%
|
if -1 < today_open_growth < 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【平开】,平开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 小低开视界
|
if -4 < today_open_growth <= -1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之七仓】")
|
order_methods.sell_order_by_part_volume(0.7, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 中低开/大低开视界
|
if today_open_growth <= -4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
|
if floating_profit_and_loss <= 0:
|
# 中高开/大高开视界
|
if today_open_growth >= 4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【十分之二仓】")
|
order_methods.sell_order_by_part_volume(0.2, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 小高开视界
|
if 4 > today_open_growth >= 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 平开视界 < ±1%
|
if -1 < today_open_growth < 1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【十分之五仓】")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 小低开视界
|
if -4 < today_open_growth <= -1:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之七仓】")
|
order_methods.sell_order_by_part_volume(0.7, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 中低开/大低开视界
|
if today_open_growth <= -4:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 昨日跌停视界
|
if k_line_data[0]['attribute'] in data_cache.limit_down_type:
|
logger.info(
|
f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日跌停】【无论开盘涨幅多少！！！】,开盘涨幅:{today_open_growth}%，设定委卖数量【全仓】")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
|
'''
|
开盘阶段临机决策
|
'''
|
if data_cache.opening_time < now_time < data_cache.after_closing_time:
|
# 当日未涨停视界
|
if today_limit_up_price != current_high:
|
# 昨日起飞失败视界
|
if k_line_data[0]['attribute'] not in (
|
data_cache.limit_up_type + data_cache.frying_plate_type + data_cache.limit_down_type):
|
# 浮动盈亏【亏】
|
if floating_profit_and_loss < 0:
|
if tick_growth < -0.1 and current_price <= current_low:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-0.1%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
if tick_growth < -0.1 and today_growth < 0 and current_price <= current_low:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅 <0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 昨日涨停视界
|
if k_line_data[0]['attribute'] in data_cache.limit_up_type:
|
# 浮动盈亏【亏】
|
if floating_profit_and_loss < 0:
|
if tick_growth < -0.1 and today_growth < -4:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅 <-4%】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(0.1, symbol,
|
position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
if tick_growth < -0.1 and today_growth < 0 and current_price <= current_low:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅小于0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(1, symbol,
|
position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
# 昨日炸板视界
|
if k_line_data[0]['attribute'] in data_cache.limit_up_type:
|
# 浮动盈亏【盈】
|
if floating_profit_and_loss < 0:
|
if tick_growth < -1 and today_growth < 0 and current_price <= current_low:
|
order_methods.sell_order_by_part_volume(1, symbol,
|
position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
# 浮动盈亏【亏】
|
if floating_profit_and_loss < 0:
|
if tick_growth < -0.1 and current_price <= current_low:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-0.1%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(0.1, symbol,
|
position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
if tick_growth < -0.1 and today_growth < 0 and current_price <= current_low:
|
logger.info(
|
f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅小于0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(1, symbol,
|
position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'],
|
index)
|
# 昨日跌停视界
|
if k_line_data[0]['attribute'] in data_cache.limit_up_type:
|
# 执行与集合竞价一致，全仓出，不再复写
|
pass
|
|
# 当日涨停视界（板上盯 有时间限制 9:30:00 --- 14:36:00）
|
if data_cache.opening_time < now_time < data_cache.watch_disk_end_time:
|
if today_limit_up_price == current_high:
|
logger.info(
|
f"【开盘临机】【{k_line_data[0]['sec_name']}】 触及涨停！ 买一总金额：{round(current_quotes_buy[0][1] * current_quotes_buy[0][0] / 10000, 2)} 万，当日当时量：{current_volume}")
|
# 如果 买一总金额 < 200000 买一总金额 在L1情况下估计的炸板前最后一刻的最低买一额无法缩小到更小，其本身跨度也因股票因时间因往下砸的力度而异，不然无法观察到结果。
|
if current_quotes_buy[0][1] * current_quotes_buy[0][0] < 1000000:
|
logger.info(
|
f"【开盘临机】【炸板风险！！】【{k_line_data[0]['sec_name']}】 买盘金额小于100万！ 买一额：【{current_quotes_buy[0][1]}】，当日当时量：{current_volume}")
|
if current_volume < k_line_data[0]['volume'] * 0.6:
|
logger.info(
|
f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 买盘小于1万 且 今日量小于昨日量的 0.6，设定委卖数量【十分之一仓】，当日当时量：{current_volume}")
|
# # 设定委卖数量【十分之一仓】
|
# order_methods.sell_order_by_part_volume(0.1, symbol,
|
# position_volume_yesterday,
|
# today_limit_down_price,
|
# k_line_data[0]['sec_name'],
|
# index)
|
else:
|
logger.info(f"【开盘临机】【{k_line_data[0]['sec_name']}】 涨停封板！！")
|
# 如果 卖一 量 为零
|
if current_quotes_sell[0][1] * current_quotes_sell[0][0] == 0:
|
logger.info(
|
f"【开盘临机】【强势封板！！！】【{k_line_data[0]['sec_name']}】 买一总金额：{round(current_quotes_buy[0][1] * current_quotes_buy[0][0] / 10000, 2)} 万，当日当时量：{current_volume}")
|
else:
|
if current_volume < k_line_data[0]['volume'] * 0.6:
|
logger.info(
|
f"【开盘临机】【 炸板中！！且当日量不足】【{k_line_data[0]['sec_name']}】 卖一数量不等于0，设定委卖数量【十分之一仓】，当日当时量：{current_volume}")
|
# order_methods.sell_order_by_part_volume(0.1, symbol,
|
# position_volume_yesterday,
|
# today_limit_down_price,
|
# k_line_data[0]['sec_name'],
|
# index)
|
# 如果 卖二 量炸出来了，那么就是彻底炸开了。
|
if current_quotes_sell[1][1] != 0:
|
logger.info(
|
f"【开盘临机】【 炸板炸开了！！】【{k_line_data[0]['sec_name']}】 卖二数量不等于0，设定委卖数量【十分之二仓】，当日当时量：{current_volume}")
|
# order_methods.sell_order_by_part_volume(0.2, symbol,
|
# position_volume_yesterday,
|
# today_limit_down_price,
|
# k_line_data[0]['sec_name'],
|
# index)
|
if current_volume < k_line_data[0]['volume'] * 0.8:
|
logger.info(
|
f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 买盘小于1万 且 今日量小于昨日量的 0.8，设定委卖数量【全仓】，当日当时量：{current_volume}")
|
# order_methods.sell_order_by_part_volume(1, symbol,
|
# position_volume_yesterday,
|
# today_limit_down_price,
|
# k_line_data[0]['sec_name'],
|
# index)
|
|
# 当前时间超过午盘时间【午盘决策】
|
if now_time > data_cache.noon_market_time:
|
# 进入当前最新价低于当日最低价 且 瞬时下跌
|
if current_price <= current_low and tick_growth < -0.2:
|
# 进入昨日首板涨停视界（昨日涨停但前日未涨停）且 当日当前量未超昨日量
|
if k_line_data[0]['attribute'] in data_cache.limit_up_type and k_line_data[1]['attribute'] not in data_cache.limit_up_type and current_volume <= k_line_data[0]['volume']:
|
if today_limit_up_price != current_high or today_growth < 7:
|
logger.info(
|
f"【午盘决策】【昨日涨停】【当日未涨停 或 当日当时涨幅小于7%】【{k_line_data[0]['sec_name']}】 设定委卖数量【十分之五仓】，当日当时涨幅为{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
# 当前时间超过平仓时间【尾盘决断】
|
if now_time > data_cache.close_position_time:
|
if today_limit_up_price != current_high or today_growth < 7:
|
logger.info(
|
f"【尾盘决断】【当日未涨停 或 当日当时涨幅小于7%】【{k_line_data[0]['sec_name']}】 设定委卖数量【全仓】，当日当时涨幅为{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}")
|
order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday,
|
today_limit_down_price,
|
k_line_data[0]['sec_name'], index)
|
