"""
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开盘啦涨停数据管理
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"""
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import copy
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from third_data import kpl_util, kpl_data_manager
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from third_data.history_k_data_manager import HistoryKDataManager
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from third_data.history_k_data_util import HistoryKDatasUtils
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from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager
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from utils import tool, init_data_util
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def get_current_limit_up_datas(day):
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"""
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获取当时涨停的数据
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@param day:
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@return:
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"""
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datas = kpl_data_manager.KPLDataManager.get_from_file_cache(kpl_util.KPLDataType.LIMIT_UP, day)
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return datas
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def get_history_limit_up_datas(day):
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"""
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获取曾涨停的代码数据
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@param day:
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@return:
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"""
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limit_up_records = kpl_data_manager.KPLLimitUpDataRecordManager.list_all(day)
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return limit_up_records
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def get_today_history_limit_up_datas_cache():
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"""
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获取今天的历史涨停数据
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@return:
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"""
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return kpl_data_manager.KPLLimitUpDataRecordManager.total_datas
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class CodeLimitUpSequenceManager:
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"""
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代码身位管理
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"""
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# 首板身位
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__first_block_sequence_dict = {}
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@classmethod
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def __get_code_blocks(cls, code):
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blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
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if not blocks:
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blocks = set()
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return blocks
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@classmethod
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def set_current_limit_up_datas(cls, current_limit_up_datas):
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"""
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设置目前的涨停代码
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@param current_limit_up_datas:
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@return:
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"""
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records = get_today_history_limit_up_datas_cache()
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# 按代码排序
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# {"代码":（代码，涨停原因, 涨停时间, 几版）}
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current_code_block_dict = {x[0]: (x[0], x[5], x[2], x[4]) for x in current_limit_up_datas}
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record_code_block_dict = {x[3]: (x[3], x[2], x[5], x[12]) for x in records}
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# 根据涨停原因统计
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# {"板块":{代码}}
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block_codes = {}
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limit_up_codes = set()
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for code in current_code_block_dict:
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bs = cls.__get_code_blocks(code)
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for b in bs:
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if b not in block_codes:
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block_codes[b] = set()
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block_codes[b].add(code)
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limit_up_codes.add(code)
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for code in record_code_block_dict:
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bs = cls.__get_code_blocks(code)
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for b in bs:
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if b not in block_codes:
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block_codes[b] = set()
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block_codes[b].add(code)
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# 获取上个交易日涨停的代码
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yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
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if yesterday_codes is None:
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yesterday_codes = set()
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temp_block_sequence_dict = {}
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for code in limit_up_codes:
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bs = cls.__get_code_blocks(code)
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for b in bs:
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# 计算身位
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codes = block_codes[b]
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total_count = len(codes)
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# 统计真正涨停数
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limit_up_count = 0
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limit_up_codes_list = []
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for c in codes:
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if c in limit_up_codes:
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limit_up_count += 1
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if c not in yesterday_codes:
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limit_up_codes_list.append((c, current_code_block_dict[c][2]))
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# 获取首板代码的排位
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limit_up_codes_list.sort(key=lambda x: x[1])
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index = 1
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for i in range(0, len(limit_up_codes_list)):
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if limit_up_codes_list[i][0] == code:
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index = i + 1
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break
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if code not in temp_block_sequence_dict:
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temp_block_sequence_dict[code] = []
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temp_block_sequence_dict[code].append((b, index, total_count, limit_up_count))
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cls.__first_block_sequence_dict = temp_block_sequence_dict
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@classmethod
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def get_current_limit_up_sequence(cls, code):
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"""
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获取代码当前的板块身位
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@param code:
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@return:[（板块名称,身位,总涨停数量，目前涨停数量）]
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"""
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return cls.__first_block_sequence_dict.get(code)
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class LatestLimitUpBlockManager:
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"""
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最近涨停的板块管理
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"""
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# 看最近2天，不包含今天
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__LATEST_DAY_COUNT = 2
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__days = []
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# 目前涨停
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__current_limit_up_day_datas = {}
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# 曾涨停
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__history_limit_up_day_datas = {}
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# K线数据
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__k_datas = {}
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# 代码的最高涨幅
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__k_max_rate = {}
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__code_name_dict = {}
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# 统计板块数据:{"day":{"板块":[(涨停数,破板数, 代码集合)]}}
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__block_day_datas = {}
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__instance = None
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(LatestLimitUpBlockManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_datas()
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return cls.__instance
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@classmethod
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def __load_datas(cls):
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# 加载最近几天的数据
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__days = HistoryKDatasUtils.get_latest_trading_date_cache(cls.__LATEST_DAY_COUNT)
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__days = copy.deepcopy(__days)
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# 不能包含今天
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if __days[0] == tool.get_now_date_str():
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__days.pop(0)
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cls.__days = __days
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# 加载之前6天的涨停，曾涨停，曾涨停代码的最近6天的K线
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for day in __days:
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limit_up_records = get_history_limit_up_datas(day)
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cls.__history_limit_up_day_datas[day] = limit_up_records
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current_limit_up_datas = get_current_limit_up_datas(day)
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cls.__current_limit_up_day_datas[day] = current_limit_up_datas
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# 获取代码的k线
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__total_codes = set()
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for d in cls.__current_limit_up_day_datas:
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__total_codes |= set([dd[3] for dd in cls.__history_limit_up_day_datas[d]])
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# 获取最近7天的k线情况
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for code in __total_codes:
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cls.__get_bars(code)
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# 统计前6天的板块信息
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for day in __days:
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cls.__block_day_datas[day] = cls.__statistics_limit_up_block_infos_by_day(day)
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def set_current_limit_up_data(self, day, datas):
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self.__current_limit_up_day_datas[day] = datas
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self.__history_limit_up_day_datas[day] = get_today_history_limit_up_datas_cache()
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# 加载代码K线数据
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__total_codes = set([d[0] for d in datas])
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__total_codes |= set([d[3] for d in self.__history_limit_up_day_datas[day]])
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for code in __total_codes:
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self.__get_bars(code)
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@classmethod
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def __statistics_limit_up_block_infos_by_day(cls, day):
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"""
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统计涨停代码信息
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@return:{"板块":(涨停数, 炸板数, {包含的代码})}
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"""
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# 统计板块的
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current_code_dict = {d[0]: d for d in cls.__current_limit_up_day_datas[day]}
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block_codes_dict = {}
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for h in cls.__history_limit_up_day_datas[day]:
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# 将板块所包含的代码归类
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code = h[3]
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cls.__code_name_dict[code] = h[4]
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blocks = {h[2]} #LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
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if blocks:
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for b in blocks:
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if b not in block_codes_dict:
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block_codes_dict[b] = set()
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block_codes_dict[b].add(code)
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fdata = {}
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for b in block_codes_dict:
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limit_up_count = 0
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open_limit_up_count = 0
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for code in block_codes_dict[b]:
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if code in current_code_dict:
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limit_up_count += 1
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else:
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open_limit_up_count += 1
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fdata[b] = (limit_up_count, open_limit_up_count, block_codes_dict[b])
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return fdata
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def statistics_limit_up_block_infos(self):
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"""
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统计涨停板块数据
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@return:
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"""
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# 板块出现的天数
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block_count_dict = {}
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# 板块出现的代码
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block_codes_dict = {}
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for day in self.__block_day_datas:
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for b in self.__block_day_datas[day]:
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finally_limit_up_count = self.__block_day_datas[day][b][0]
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if finally_limit_up_count < 3:
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continue
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# 板块涨停个数
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if b not in block_count_dict:
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block_count_dict[b] = set()
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if b not in block_codes_dict:
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block_codes_dict[b] = set()
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block_count_dict[b].add(day)
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block_codes_dict[b] |= self.__block_day_datas[day][b][2]
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# [(板块,涨停日期集合)]
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block_count_list = [(k, block_count_dict[k]) for k in block_count_dict]
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block_count_list.sort(key=lambda x: len(x[1]), reverse=True)
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block_count_list = block_count_list[:50]
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# [(涨停原因,累计涨停次数,连续次数)]
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fdatas = []
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for d in block_count_list:
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b = d[0]
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fdata = [b, len(d[1])]
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temp = []
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max_continue_count = 0
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for day in self.__days:
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if day not in self.__block_day_datas:
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continue
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if b in self.__block_day_datas[day]:
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finally_limit_up_count = self.__block_day_datas[day][b][0]
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else:
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finally_limit_up_count = 0
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if b in self.__block_day_datas[day] and finally_limit_up_count >= 3:
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# 板块代码数量>=3个
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temp.append(day)
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else:
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c = len(temp)
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if c > max_continue_count:
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max_continue_count = c
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temp.clear()
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c = len(temp)
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if c > max_continue_count:
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max_continue_count = c
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temp.clear()
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# 最大连续次数
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fdata.append(max_continue_count)
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# 最高板
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max_rate_info = None
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for code in block_codes_dict[d[0]]:
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if max_rate_info is None:
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max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code))
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if max_rate_info[1] < self.__k_max_rate.get(code):
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max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code))
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fdata.append(max_rate_info)
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# 统计今天这个板块中大于二板的代码数量
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limit_up_counts = 0
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fdata.append(limit_up_counts)
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# 获取每天的数量
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days_datas = []
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for day in self.__days:
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if day not in self.__block_day_datas:
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continue
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binfo = self.__block_day_datas[day].get(b)
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if not binfo:
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days_datas.append((0, 0))
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else:
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days_datas.append((binfo[0], binfo[1]))
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fdata.append(days_datas)
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fdatas.append(fdata)
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return fdatas
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@classmethod
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def __get_bars(cls, code):
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"""
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获取K线
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@param code:
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@return:
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"""
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if code in cls.__k_datas:
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return cls.__k_datas[code]
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volumes_data = None
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if cls.__days:
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volumes_data = HistoryKDataManager().get_history_bars(code, cls.__days[1])
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if volumes_data:
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volumes_data = volumes_data[:cls.__LATEST_DAY_COUNT]
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cls.__k_datas[code] = volumes_data
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if not volumes_data:
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volumes_data = init_data_util.get_volumns_by_code(code, cls.__LATEST_DAY_COUNT)
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if volumes_data:
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cls.__k_datas[code] = volumes_data
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# 获取最大涨幅
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min_price = volumes_data[-1]["low"]
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for d in volumes_data:
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if min_price > d["low"]:
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min_price = d["low"]
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rate = int((volumes_data[0]["close"] - min_price) * 100 / min_price)
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cls.__k_max_rate[code] = rate
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return cls.__k_datas.get(code)
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if __name__ == "__main__":
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# datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
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# print(datas)
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code = "600126"
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blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
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print(blocks)
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