import juejin_core
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from utils import tool
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class TickDataProcess:
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# 最高价
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__highest_price_infos = {}
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@classmethod
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def init_origin_price(cls, code, price, rate_percent):
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cls.__highest_price_infos[code] = ("09:25:00", price, rate_percent)
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# 价格信息(时间,现价,涨幅)
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# return 是否减仓
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@classmethod
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def process_tick_data(cls, code, time_str, price, rate_percent, max_amplitude_rate_percent=1):
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# 非交易时间
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if tool.trade_time_sub(time_str, "09:30:00") < 0:
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return False
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now_price_info = (time_str, price, rate_percent)
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# 如果比最高价高就取最高价
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if code not in cls.__highest_price_infos:
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cls.__highest_price_infos[code] = now_price_info
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if cls.__highest_price_infos.get(code)[2] < now_price_info[2]:
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cls.__highest_price_infos[code] = now_price_info
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else:
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# 低于最高点阈值
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if cls.__highest_price_infos.get(code)[2] - now_price_info[2] > max_amplitude_rate_percent:
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# 触发卖
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cls.__highest_price_infos[code] = now_price_info
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return True
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return False
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@classmethod
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def clear(cls, code):
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if code in cls.__highest_price_infos:
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cls.__highest_price_infos.pop(code)
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if __name__ == '__main__':
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day = tool.get_now_date_str()
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code = "603189"
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time_range = ["09:25:00", "15:00:00"]
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results = juejin_core.GPCodeManager().get_history_tick(code, day + " " + time_range[0],
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day + " " + time_range[1])
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pre_price = 14.74
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TickDataProcess.init_origin_price(code, results[0]['price'],
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round((results[0]['price'] - pre_price) * 100 / pre_price, 2))
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for result in results:
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rate = round((result['price'] - pre_price) * 100 / pre_price, 2)
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r = TickDataProcess.process_tick_data(code, result['created_at'].strftime("%H:%M:%S"), result['price'],
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rate, max_amplitude_rate_percent=0.6)
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if r:
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print("减仓", result['created_at'].strftime("%H:%M:%S"), rate, result['price'])
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