"""
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低吸策略
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"""
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import json
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import os
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import constant
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from db.mysql_data_delegate import Mysqldb
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from strategy import strategy_variable
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class BackTest:
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"""
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回退测试
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"""
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class LowSuctionOriginDataExportManager:
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"""
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原始数据导出
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"""
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def __init__(self, day):
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"""
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初始化设置
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@param day: 日期
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"""
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self.day = day
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def __export_logs(self, path_):
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"""
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导出日志
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@param path_:日志路径
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@return:日志列表
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"""
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path_str = f"{constant.get_path_prefix()}/{path_}"
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if os.path.exists(path_str):
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with open(path_str, encoding='utf-8', mode='r') as f:
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return f.readlines()
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return None
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def __get_log_time(self, line, with_ms=True):
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if with_ms:
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time_ = line.split("|")[0].split(" ")[1]
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else:
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time_ = line.split("|")[0].split(" ")[1].split(".")[0]
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return time_
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def __get_async_log_time(self, line, with_ms=True):
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line = line.split(" - ")[1]
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if with_ms:
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time_str = line[line.find("[") + 1:line.find("[") + 9 + 4]
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else:
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time_str = line[line.find("[") + 1:line.find("[") + 9]
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return time_str
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def export_new_block(self):
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"""
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导出新板块
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@return:[(日期,代码,新题材板块)]
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"""
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fdatas = []
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lines = self.__export_logs(f"logs/gp/trade/trade_record.{self.day}.log")
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for line in lines:
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time_str = self.__get_async_log_time(line)
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data = line[line.find("]") + 1:].strip()
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data = json.loads(data)
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if data["type"] == 'action' and data["data"].get("type") == '新题材':
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code = data["code"]
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blocks = eval(data["data"].get("msg").replace("新题材辨识度设置：", ""))
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fdatas.append((time_str, code, blocks))
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fdatas.sort(key=lambda x: x[0])
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return fdatas
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def export_special_codes(self):
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"""
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导出新板块
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@return:{板块：{代码}}
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"""
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lines = self.__export_logs(f"logs/gp/plates/special_codes.{self.day}.log")
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if lines:
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line = lines[0]
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line = line[line.find(" - ") + 3:]
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return eval(line)
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return None
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def export_latest_gaobiao(self):
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"""
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导出最近高标
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@return:{板块：{代码}}
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"""
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lines = self.__export_logs(f"logs/gp/kpl/kpl_latest_gaobiao.{self.day}.log")
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if lines:
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line = lines[0]
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line = line[line.find(" - ") + 3:]
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return eval(line)
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return None
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def export_block_in_datas(self):
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"""
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板块流入
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@return:[(板块,流入金额)]
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"""
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lines = self.__export_logs(f"logs/gp/kpl/kpl_jx_in.{self.day}.log")
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fdatas = []
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for line in lines:
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if line.find("原数据：") < 0:
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continue
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time_str = self.__get_async_log_time(line)
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line = line[line.find("原数据：") + 4:]
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line = line[:line.find("板块：")]
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temp_list = eval(line)
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data = [(x[1], x[3]) for x in temp_list]
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fdatas.append((time_str, data))
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return fdatas
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def export_block_out_datas(self):
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"""
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板块流入
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@return:[(板块,流入金额)]
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"""
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lines = self.__export_logs(f"logs/gp/kpl/kpl_jx_out.{self.day}.log")
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fdatas = []
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for line in lines:
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if line.find("原数据：") < 0:
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continue
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time_str = self.__get_async_log_time(line)
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line = line[line.find("原数据：") + 4:]
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line = line[:line.find("板块：")]
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temp_list = eval(line)
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data = [(x[1], x[3]) for x in temp_list]
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fdatas.append((time_str, data))
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return fdatas
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def export_limit_up_list(self):
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"""
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涨停列表
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@return:
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"""
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lines = self.__export_logs(f"logs/gp/kpl/kpl_limit_up.{self.day}.log")
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fdatas = []
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for line in lines:
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time_str = self.__get_log_time(line)
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line = line[line.find(" - ") + 3:]
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temp_list = eval(line)
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fdatas.append((time_str, temp_list))
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return fdatas
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def export_kpl_market_strong(self):
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"""
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市场强度
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@return:
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"""
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lines = self.__export_logs(f"logs/gp/kpl/kpl_market_strong.{self.day}.log")
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fdatas = []
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for line in lines:
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time_str = self.__get_log_time(line)
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line = line[line.find(" - ") + 3:].strip()
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strong = int(line)
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fdatas.append((time_str, strong))
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return fdatas
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def export_zylt_volume(self):
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"""
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导出自由流通量
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@return:
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"""
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lines = self.__export_logs(f"logs/gp/code_attribute/zylt_gb.{self.day}.log")
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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return eval(line)
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return None
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def export_big_order_deal(self, min_money=299e4):
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"""
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大单成交
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@return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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fdatas = {}
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lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_accurate_big_order.{self.day}.log")
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if lines:
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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if data[1] != 0:
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continue
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if data[2][2] < min_money:
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continue
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if data[0] not in fdatas:
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fdatas[data[0]] = []
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fdatas[data[0]].append(data[2])
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return fdatas
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def export_all_big_order_deal(self, min_money=299e4):
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"""
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所有大单成交，包含买，卖
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@return: {"代码":[代码,卖/买, (买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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fdatas = {}
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lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_accurate_big_order.{self.day}.log")
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if lines:
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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if data[2][2] < min_money:
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continue
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if data[0] not in fdatas:
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fdatas[data[0]] = []
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fdatas[data[0]].append(data)
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return fdatas
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def export_big_sell_order_deal(self, min_money=299e4):
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"""
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大单成交
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@return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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fdatas = {}
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lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_accurate_big_order.{self.day}.log")
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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if data[1] != 1:
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continue
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if data[2][2] < min_money:
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continue
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if data[0] not in fdatas:
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fdatas[data[0]] = []
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fdatas[data[0]].append(data[2])
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return fdatas
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def export_big_order_deal_by(self, min_money=299e4):
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"""
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大单成交
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@return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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buy_order_nos = set()
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fdatas = {}
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lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_big_order.{self.day}.log")
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if lines:
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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if data[1] != 0:
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continue
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if data[2][2] < min_money:
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continue
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if data[2][0] in buy_order_nos:
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continue
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if data[0] not in fdatas:
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fdatas[data[0]] = []
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fdatas[data[0]].append(data[2])
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return fdatas
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def export_big_sell_order_deal_by(self, min_money=299e4):
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"""
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大单成交
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@return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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buy_order_nos = set()
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fdatas = {}
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lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_big_order.{self.day}.log")
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for line in lines:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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if data[1] != 1:
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continue
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if data[2][2] < min_money:
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continue
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if data[2][0] in buy_order_nos:
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continue
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if data[0] not in fdatas:
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fdatas[data[0]] = []
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fdatas[data[0]].append(data[2])
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return fdatas
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def export_code_plates(self):
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"""
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代码板块
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@return: {"代码":[(买单号, 量, 金额, 时间, 最终成交价)]}
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"""
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lines = self.__export_logs(f"logs/gp/plates/code_plates.{self.day}.log")
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for line in lines:
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if line:
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line = line[line.find(" - ") + 3:].strip()
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data = eval(line)
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return data
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def export_current_limit_up_records(self):
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"""
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导出当日历史涨停
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@return: [(代码, 代码名称, 涨停原因, 涨停时间, 高度信息, 自由流通市值，是否炸板)]
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"""
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results = Mysqldb().select_all(
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f"select r.`_code`, r.`_code_name`, r.`_hot_block_name`, r.`_limit_up_time`, r.`_limit_up_high_info`, r.`_zylt_val`, r.`_open` from kpl_limit_up_record r where r._day = '{self.day}'")
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return results
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class LowSuctionDataManager:
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"""
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低吸数据管理
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"""
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def __init__(self):
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pass
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def set_tick_data(self, tick_data):
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"""
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tick数据: (代码, 现价, 涨幅, 量, 当前时间, 买1价, 买1量, 买2价, 买2量, 更新时间)
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根据tick数据驱动是否可以买
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@param tick_data:
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@return:
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"""
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pass
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def set_kpl_limit_up_list(self, limit_up_list):
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"""
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设置涨停列表
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@return:
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"""
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def set_new_block(self, code, blocks):
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"""
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设置新题材
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@param code: 代码
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@param blocks: 板块
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@param is_limit_up:
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@return:
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"""
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def set_kpl_market_strong(self, strong):
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"""
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开盘啦市场强度
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@param strong:
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@return:
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"""
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def set_code_special_blocks_dict(self, data):
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"""
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设置代码的辨识度板块
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@param data:
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@return:
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"""
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def set_code_zylt_gb_dict(self, data):
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"""
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设置代码的自由流通股本
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@param data:
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@return:
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"""
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def set_block_in_info(self, data):
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"""
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设置板块流入信息
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@param data:
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@return:
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"""
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pass
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def set_forbidden_refer_codes(self, data):
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"""
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设置参考禁止的代码
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@return:
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"""
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pass
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def set_k_bars_dict(self, data):
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"""
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设置K线字典
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@param data:
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@return:
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"""
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if __name__ == "__main__":
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fdatas = LowSuctionOriginDataExportManager("2025-06-09").export_big_order_deal_by()
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fdatas = fdatas.get("000795")
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print(sum([x[2] for x in fdatas]))
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result = eval("1>2")
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print(type(result))
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print(eval(strategy_variable.大单表达式))
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