卖提交之后2s内没有成交的需要撤单

Administrator

2023-11-26 0deaa8930569222d8f4787d97a70a0a89496b44a

 code_attribute/code_nature_analyse.py

@@ -5,75 +5,196 @@
# 是否有涨停
import copy
import json
import random
import time

from code_attribute import gpcode_manager

# 代码股性记录管理
from db import redis_manager
from utils import tool
from db.redis_manager_delegate import RedisManager, RedisUtils
from utils.tool import CodeDataCacheUtil


class CodeNatureRecordManager:
    __redisManager = RedisManager(0)
    __k_format_cache = {}
    __nature_cache = {}

    __db = 0
    __instance = None
    __redis_manager = redis_manager.RedisManager(0)

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(CodeNatureRecordManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

    @classmethod
    def __get_redis(cls):
        return cls.__redisManager.getRedis()
        return cls.__redis_manager.getRedis()

    @classmethod
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            keys = RedisUtils.keys(__redis, "k_format-*")
            for k in keys:
                code = k.split("-")[1]
                val = RedisUtils.get(__redis, k)
                val = json.loads(val)
                cls.__k_format_cache[code] = val
            keys = RedisUtils.keys(__redis, "code_nature-*")
            for k in keys:
                code = k.split("-")[1]
                val = RedisUtils.get(__redis, k)
                val = json.loads(val)
                cls.__nature_cache[code] = val
        except:
            pass
        finally:
            RedisUtils.realse(__redis)

    # 保存K线形态
    @classmethod
    def save_k_format(cls, code, k_format):
        RedisUtils.setex(cls.__get_redis(),f"k_format-{code}", tool.get_expire(), json.dumps(k_format))
    def save_k_format(self, code, k_format):
        self.__k_format_cache[code] = k_format
        RedisUtils.setex_async(self.__db, f"k_format-{code}", tool.get_expire(), json.dumps(k_format))

    @classmethod
    def get_k_format(cls, code):
        val = RedisUtils.get(cls.__get_redis(), f"k_format-{code}")
    def get_k_format(self, code):
        val = RedisUtils.get(self.__get_redis(), f"k_format-{code}")
        if val:
            return json.loads(val)
        return None

    @classmethod
    def get_k_format_cache(cls, code):
        val = None
        if code in cls.__k_format_cache:
            val = cls.__k_format_cache[code]
        if not val:
            val = cls.get_k_format(code)
            if val:
                cls.__k_format_cache[code] = val
    def get_k_format_cache(self, code):
        val = self.__k_format_cache.get(code)
        # 复制
        return copy.deepcopy(val) if val else None

    # 保存股性
    @classmethod
    def save_nature(cls, code, natures):
        RedisUtils.setex(cls.__get_redis(),f"code_nature-{code}", tool.get_expire(), json.dumps(natures))
    def clear(self):
        self.__k_format_cache.clear()
        self.__nature_cache.clear()
        keys = RedisUtils.keys(self.__get_redis(), "k_format-*")
        for k in keys:
            RedisUtils.delete(self.__get_redis(), k)
        keys = RedisUtils.keys(self.__get_redis(), "code_nature-*")
        for k in keys:
            RedisUtils.delete(self.__get_redis(), k)

    @classmethod
    def get_nature(cls, code):
        val = RedisUtils.get(cls.__get_redis(), f"code_nature-{code}")
    # 保存股性

    def save_nature(self, code, natures):
        RedisUtils.setex_async(self.__db, f"code_nature-{code}", tool.get_expire(), json.dumps(natures))

    def get_nature(self, code):
        val = RedisUtils.get(self.__get_redis(), f"code_nature-{code}")
        if val:
            return json.loads(val)
        return None

    def get_nature_cache(self, code):
        return self.__nature_cache.get(code)


class LatestMaxVolumeManager:
    __db = 0
    __instance = None
    __redis_manager = redis_manager.RedisManager(0)
    __max_volume_cache = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(LatestMaxVolumeManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

    @classmethod
    def get_nature_cache(cls, code):
        if code in cls.__nature_cache:
            return cls.__nature_cache[code]
        val = cls.get_nature(code)
        if val:
            cls.__nature_cache[code] = val
        return val
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            keys = RedisUtils.keys(__redis, "is_latest_max_volume-*")
            for k in keys:
                code = k.split("-")[-1]
                val = RedisUtils.get(__redis, k)
                CodeDataCacheUtil.set_cache(cls.__max_volume_cache, code, val)
        finally:
            RedisUtils.realse(__redis)

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    def __save_has_latest_max_volume(self, code):
        RedisUtils.setex_async(self.__db, f"is_latest_max_volume-{code}", tool.get_expire(), "1")

    # 设置最近有最大量
    def set_has_latest_max_volume(self, code):
        CodeDataCacheUtil.set_cache(self.__max_volume_cache, code, 1)
        self.__save_has_latest_max_volume(code)

    # 最近是否有最大量
    def is_latest_max_volume(self, code):
        return code in self.__max_volume_cache

    def clear(self):
        self.__max_volume_cache.clear()
        keys = RedisUtils.keys(self.__get_redis(), "is_latest_max_volume-*")
        for k in keys:
            RedisUtils.delete_async(self.__db, k)


# 涨幅过高的票管理
class HighIncreaseCodeManager:
    __db = 0
    __instance = None
    __redis_manager = redis_manager.RedisManager(0)
    __high_increase_codes = set()

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(HighIncreaseCodeManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

    @classmethod
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            cls.__high_increase_codes = RedisUtils.smembers(__redis, "high_increase_codes")
        finally:
            RedisUtils.realse(__redis)

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    def add_code(self, code):
        if self.__high_increase_codes is None:
            self.__high_increase_codes = set()
        self.__high_increase_codes.add(code)
        RedisUtils.sadd_async(self.__db, "high_increase_codes", code)
        RedisUtils.expire_async(self.__db, "high_increase_codes", tool.get_expire())

    def is_in(self, code):
        return code in self.__high_increase_codes

    # 加载全部
    def list_all(self):
        return self.__high_increase_codes

    def clear(self):
        if self.__high_increase_codes:
            self.__high_increase_codes.clear()
        RedisUtils.delete_async(self.__db, "high_increase_codes")


# 设置历史K线
def set_record_datas(code, limit_up_price, record_datas):
    k_format = get_k_format(float(limit_up_price), record_datas)
    CodeNatureRecordManager.save_k_format(code, k_format)
    CodeNatureRecordManager().save_k_format(code, k_format)
    natures = get_nature(record_datas)
    CodeNatureRecordManager.save_nature(code, natures)
    CodeNatureRecordManager().save_nature(code, natures)


# 获取K线形态
@@ -132,6 +253,85 @@
    return 0, ''


# 是否涨得太高
def is_up_too_high_in_10d(record_datas):
    datas = copy.deepcopy(record_datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[-10:]
    limit_ups = []
    limit_up_count = 0
    max_price = datas[0]["high"]
    for data in datas:
        limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(data["pre_close"]))
        date = data['bob'].strftime("%Y-%m-%d")
        if data["high"] > max_price:
            max_price = data["high"]
        if abs(limit_up_price - data["high"]) < 0.01:
            limit_ups.append((date, True))
            limit_up_count += 1
        else:
            limit_ups.append((date, False))
    # 下降幅度
    limit_down_rate = round((max_price - datas[-1]["close"]) / max_price, 3)

    if limit_up_count < 3:
        return False
    # 连续5天有3天涨停
    for i in range(len(limit_ups)):
        if i + 5 > len(limit_ups):
            break
        temp_datas = limit_ups[i:i + 5]
        t_count = 0
        for t in temp_datas:
            if t[1]:
                t_count += 1
        if t_count >= 3 and limit_down_rate < 0.15:
            # 降幅小于20%
            return True

    return False


# 120 天内是否长得太高
def is_up_too_high_in_120d(record_datas):
    datas = copy.deepcopy(record_datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[-120:]
    today_limit_up_price = round(float(gpcode_manager.get_limit_up_price_by_preprice(datas[-1]["close"])), 2)
    max_price = 0
    for data in datas:
        if data["high"] > max_price:
            max_price = data["high"]
    if today_limit_up_price <= max_price:
        return False

    # 计算120天的均价
    total_amount = 0
    total_volume = 0
    for data in datas:
        total_amount += data["amount"]
        total_volume += data["volume"]
    average_price = round(total_amount / total_volume, 2)
    if (today_limit_up_price - average_price) / average_price > 0.3:
        return True
    else:
        return False


# 最近几天是否有最大量
def is_have_latest_max_volume(record_datas, day_count):
    datas = copy.deepcopy(record_datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[-120:]
    max_volume = (0, datas[0]["volume"])
    for i in range(0, len(datas)):
        if max_volume[1] < datas[i]["volume"]:
            max_volume = (i, datas[i]["volume"])
    if len(datas) - max_volume[0] <= day_count:
        return True
    return False


# 是否有涨停
def get_first_limit_up_count(datas):
    datas = copy.deepcopy(datas)
@@ -169,33 +369,17 @@
    datas = copy.deepcopy(datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[-80:]
    max_volume = 0
    max_volume_index = 0

    max_price = 0
    max_price_index = 0
    for index in range(0, len(datas)):
        data = datas[index]
        if max_volume < data["volume"]:
            max_volume = data["volume"]
            max_volume_index = index

    price = 0
    price_index = 0
    for index in range(max_volume_index, len(datas)):
        data = datas[index]
        if data["high"] > price:
            price = data["high"]
            price_index = index

    index = price_index
    # 最大量当日最高价比当日之后的最高价涨幅在15%以内
    if (price - datas[max_volume_index]["high"]) / datas[max_volume_index]["high"] < 0.15:
        price = datas[max_volume_index]["high"]
        index = max_volume_index

    print(max_volume)
    rate = (price - limit_up_price) / limit_up_price
    if 0 < rate < 0.03:
        return True, datas[index]['bob'].strftime("%Y-%m-%d")
        if data["high"] > max_price:
            max_price = data["high"]
            max_price_index = index
    rate = (max_price - float(limit_up_price)) / max_price
    if 0 < rate < 0.02:
        return True, datas[max_price_index]['bob'].strftime("%Y-%m-%d")
    return False, ''


@@ -363,4 +547,6 @@


if __name__ == "__main__":
    print(CodeNatureRecordManager.get_k_format("603717"))
    HighIncreaseCodeManager().add_code("000333")
    print(HighIncreaseCodeManager().is_in("000333"))
    print(HighIncreaseCodeManager().is_in("000222"))