"""
|
成交量管理
|
"""
|
|
# 设置历史量
|
# max60 60天最大量
|
# yesterday 昨天的量
|
import json
|
|
from code_attribute import gpcode_manager, code_nature_analyse
|
from db.redis_manager_delegate import RedisUtils
|
from log_module import async_log_util
|
from utils import global_util, tool
|
from db import redis_manager_delegate as redis_manager
|
from log_module.log import logger_day_volumn
|
|
|
class CodeVolumeManager:
|
__db = 0
|
__redis_manager = redis_manager.RedisManager(0)
|
__instance = None
|
__today_volumn_cache = {}
|
__reference_volume_as_money_y_dict = {}
|
__max_volume_in_5days = {}
|
|
def __new__(cls, *args, **kwargs):
|
if not cls.__instance:
|
cls.__instance = super(CodeVolumeManager, cls).__new__(cls, *args, **kwargs)
|
cls.__load_data()
|
return cls.__instance
|
|
# 将量从数据库加入内存
|
@classmethod
|
def __load_data(cls):
|
redis = cls.__redis_manager.getRedis()
|
try:
|
keys = RedisUtils.keys(redis, "volumn_max60-*", auto_free=False)
|
if keys is not None:
|
for k in keys:
|
code = k.split("-")[1]
|
max60_volumn = RedisUtils.get(redis, k, auto_free=False)
|
if max60_volumn:
|
max60_volumn = json.loads(max60_volumn)
|
global_util.max60_volumn[code] = max60_volumn
|
keys = RedisUtils.keys(redis, "volumn_yes-*", auto_free=False)
|
if keys is not None:
|
for k in keys:
|
code = k.split("-")[1]
|
global_util.yesterday_volumn[code] = RedisUtils.get(redis, k, auto_free=False)
|
keys = RedisUtils.keys(redis, "volumn_max_5days-*", auto_free=False)
|
if keys is not None:
|
for k in keys:
|
code = k.split("-")[1]
|
val = RedisUtils.get(redis, k, auto_free=False)
|
cls.__max_volume_in_5days[code] = int(val)
|
finally:
|
RedisUtils.realse(redis)
|
|
# 设置历史量
|
def set_histry_volumn(self, code, max60, yesterday, max60_day, max60_day_count, max5_volume):
|
redis = self.__redis_manager.getRedis()
|
global_util.max60_volumn[code] = (max60, max60_day, max60_day_count)
|
global_util.yesterday_volumn[code] = yesterday
|
self.__save_max_volume_in_5days(code, max5_volume)
|
try:
|
RedisUtils.setex_async(self.__db, "volumn_max60-{}".format(code), tool.get_expire(),
|
json.dumps((max60, max60_day, max60_day_count)),
|
auto_free=False)
|
RedisUtils.setex_async(self.__db, "volumn_yes-{}".format(code), tool.get_expire(), yesterday,
|
auto_free=False)
|
finally:
|
RedisUtils.realse(redis)
|
|
def __save_max_volume_in_5days(self, code, volume):
|
self.__max_volume_in_5days[code] = volume
|
RedisUtils.setex_async(self.__db, "volumn_max_5days-{}".format(code), tool.get_expire(), volume,
|
auto_free=False)
|
|
def get_max_volume_in_5days(self, code):
|
"""
|
5日最大量
|
@param code:
|
@return:
|
"""
|
return self.__max_volume_in_5days.get(code)
|
|
def get_radical_buy_refer_volume(self, code, limit_up_price):
|
"""
|
获取扫入的参考量:
|
参考额小于3.14亿就取90天参考量
|
否则就取最近5天的参考量
|
@param code:
|
@param limit_up_price:
|
@return:
|
"""
|
# 60个交易日未涨停取
|
k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
|
has_limit_up_in_60 = True
|
if k_format and not k_format[13]:
|
has_limit_up_in_60 = False
|
volume = self.get_max_volume_in_5days(code)
|
if volume * limit_up_price >= 3.14e8 and has_limit_up_in_60:
|
return volume
|
return int(self.get_reference_volume_as_money_y(code) * 1e8 / limit_up_price)
|
|
def get_volume_rate_refer_in_5days(self, code, total_sell_volume=0):
|
"""
|
获取今日量与5日最大量的参考值
|
@param total_sell_volume: 当前总卖量
|
@param code:
|
@return: 5日量比
|
"""
|
max_volume = self.get_max_volume_in_5days(code)
|
if not max_volume:
|
return 0
|
today_volume = self.get_today_volumn(code)
|
return round((today_volume + total_sell_volume) / max_volume, 2)
|
|
# 获取历史量
|
def get_histry_volumn(self, code):
|
max60 = global_util.max60_volumn.get(code)
|
yesterday = global_util.yesterday_volumn.get(code)
|
redis = self.__redis_manager.getRedis()
|
try:
|
if max60 is None:
|
max60 = RedisUtils.get(redis, "volumn_max60-{}".format(code), auto_free=False)
|
if max60:
|
max60 = json.loads(max60)
|
if yesterday is None:
|
yesterday = RedisUtils.get(redis, "volumn_yes-{}".format(code), auto_free=False)
|
return max60, yesterday
|
finally:
|
RedisUtils.realse(redis)
|
|
# 量的变化大保存
|
|
# 设置今日量
|
def set_today_volumn(self, code, volumn):
|
async_log_util.info(logger_day_volumn, "code:{} volumn:{}".format(code, volumn))
|
global_util.today_volumn[code] = volumn
|
# 有1000手的变化才保存
|
if code in self.__today_volumn_cache and volumn - self.__today_volumn_cache[code] < 100000:
|
return
|
self.__today_volumn_cache[code] = volumn
|
RedisUtils.setex(self.__redis_manager.getRedis(), "volumn_today-{}".format(code), tool.get_expire(), volumn)
|
|
# datas:[(code, volumn)]
|
def set_today_volumns(self, datas):
|
for d in datas:
|
code, volumn = d
|
async_log_util.info(logger_day_volumn, "code:{} volumn:{}".format(code, volumn))
|
global_util.today_volumn[code] = volumn
|
# 有1000手的变化才保存
|
if code in self.__today_volumn_cache and volumn - self.__today_volumn_cache[code] < 100000:
|
continue
|
self.__today_volumn_cache[code] = volumn
|
RedisUtils.setex_async(self.__db, "volumn_today-{}".format(code), tool.get_expire(), volumn)
|
|
# 获取今日量
|
def get_today_volumn(self, code):
|
_volumn = global_util.today_volumn.get(code)
|
if _volumn is None:
|
_volumn = RedisUtils.get(self.__redis_manager.getRedis(), "volumn_today-{}".format(code))
|
return _volumn
|
|
# 获取今日量
|
def get_today_volumn_cache(self, code):
|
return global_util.today_volumn.get(code)
|
|
# 获取量比（今日量/max(60天最大量,昨日量)）
|
# 将总卖量计算在内
|
def get_volume_rate(self, code, total_sell_volume=0, with_info=False):
|
today = self.get_today_volumn(code)
|
max60, yesterday = self.get_histry_volumn(code)
|
if today is None:
|
today = 0
|
if max60 is None or yesterday is None:
|
max60 = [today, '']
|
yesterday = today
|
if max60[0] < 1:
|
max60[0] = 1
|
rate = round((int(today) + total_sell_volume) / max(int(max60[0]), int(yesterday)), 2)
|
if not with_info:
|
return rate
|
return rate, (today, max(int(max60[0]), int(yesterday)))
|
|
# 获取量参考日期
|
# 返回(参考量日期,距今的交易日个数)
|
def get_volume_refer_date(self, code):
|
max60, yesterday = self.get_histry_volumn(code)
|
if max60 is None or yesterday is None:
|
raise Exception("获取失败")
|
if int(max60[0]) >= int(yesterday):
|
return max60[1], max60[2]
|
else:
|
return "上个交易日", 0
|
|
# 获取量比索引
|
def get_volume_rate_index(self, volume_rate):
|
rates = [0.2, 0.4, 0.6, 0.8, 1, 1.2, 1.4, 1.6]
|
for index in range(0, len(rates)):
|
if volume_rate <= rates[index]:
|
return index
|
return len(rates) - 1
|
|
# 保存今日量
|
def save_today_volumn(self, code, volumn, volumnUnit):
|
_volumn = None
|
if volumnUnit == 0:
|
_volumn = round(float(volumn) * 100000000)
|
elif volumnUnit == 1:
|
_volumn = round(float(volumn) * 10000)
|
elif volumnUnit == 2:
|
_volumn = int(volumn)
|
if _volumn is not None:
|
self.set_today_volumn(code, _volumn * 100)
|
|
def get_reference_volume_as_money_y(self, code):
|
"""
|
返回参考量今日对应的金额（单位为亿）
|
@param code:
|
@return:
|
"""
|
if code in self.__reference_volume_as_money_y_dict:
|
return self.__reference_volume_as_money_y_dict.get(code)
|
max60, yesterday = self.get_histry_volumn(code)
|
if max60:
|
num = max60[0]
|
limit_up_price = gpcode_manager.get_limit_up_price(code)
|
if limit_up_price:
|
money_y = round((num * float(limit_up_price)) / 1e8, 1)
|
self.__reference_volume_as_money_y_dict[code] = money_y
|
return money_y
|
# 默认为5亿
|
return 5
|
|
|
if __name__ == "__main__":
|
print(CodeVolumeManager().get_volume_rate("000059"))
|
