bug修复

Administrator

2023-09-11 2b01412bb139aefe3b4e6be1ca02115d24dbeabb

 third_data/code_plate_key_manager.py

@@ -14,7 +14,7 @@

from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy, logger_kpl_debug
from third_data.kpl_util import KPLPlatManager
from trade import trade_manager,l2_trade_util
from trade import trade_manager, l2_trade_util


# 代码精选板块管理
@@ -419,6 +419,56 @@
    __CodesTradeStateManager = trade_manager.CodesTradeStateManager()
    __can_buy_compute_result_dict = {}

    @classmethod
    def __remove_from_l2(cls, code, msg):
        # 下过单的代码不移除
        if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
            # 只要下过单的就不移除
            return
        l2_trade_util.forbidden_trade(code)
        logger_kpl_block_can_buy.info(msg)

    @classmethod
    def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict,
                           yesterday_current_limit_up_codes, limit_up_record_datas):
        log.logger_kpl_debug.info(f"判断板块是否可买：{block}")
        # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
        #                                                                    yesterday_current_limit_up_codes, 50)
        # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
        #                                                                       yesterday_current_limit_up_codes, 50)
        # is_top_4 = is_top_8_record and is_top_4_current
        # msg_list.append(f"\n实时top10(涨停数量：{len(current_limit_up_datas)})")
        # msg_list.append(f"历史top20(涨停数量：{len(top_8_record)})")

        # 获取主板实时身位,剔除高位板
        current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
                                                                 code_limit_up_reason_dict,
                                                                 yesterday_current_limit_up_codes, shsz=True)
        record_shsz_rank = kpl_block_util.get_code_record_rank(code, block, limit_up_record_datas,
                                                               code_limit_up_reason_dict,
                                                               yesterday_current_limit_up_codes, shsz=True)
        # 获取主板历史身位

        pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
                                                                         code_limit_up_reason_dict)
        if pen_limit_up_codes:
            # 主板开1
            if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len(pen_limit_up_codes) + 1:
                # 属于龙1,龙2
                return True, f"{tool.get_now_time_str()} {block}：top10涨停板块，主板开1({pen_limit_up_codes}),属于主板前龙{len(pen_limit_up_codes) + 1}(实时身位-{current_shsz_rank}/{len(current_limit_up_datas)})"
            else:
                if record_shsz_rank >= len(pen_limit_up_codes) + 1:
                    cls.__remove_from_l2(code, f"{code}根据身位禁止买入：【{block}】历史身位{record_shsz_rank}")
                return False, f"板块-{block}: top4涨停板块，主板开1（{pen_limit_up_codes}）,不为主板前龙{len(pen_limit_up_codes) + 1}（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）"
        else:
            if current_shsz_rank == 0 and record_shsz_rank < 2:
                return True, f"{tool.get_now_time_str()} {block}：top4涨停板块，非主板开1，属于龙1，实时涨停列表数量({len(current_limit_up_datas)})"
            else:
                if record_shsz_rank >= 2:
                    cls.__remove_from_l2(code, f"{code}根据身位禁止买入：【{block}】历史身位{record_shsz_rank}")

                return False, f"板块-{block}: top4涨停板块，非主板开1,不为主板龙1（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）"

    # 获取可以买的板块
    # current_limit_up_datas: 今日实时涨停
    # latest_2_day_limit_up_datas：最近2天的实时涨停（不含今日）
@@ -436,6 +486,9 @@
                else:
                    code_limit_up_reason_dict[d[3]] = d[2]
            return code_limit_up_reason_dict

        if current_limit_up_datas is None:
            current_limit_up_datas = []

        # 获取目标代码板块
        keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
@@ -463,67 +516,13 @@

        can_buy_blocks = []
        for block in keys:
            log.logger_kpl_debug.info(f"判断板块是否可买：{block}")
            # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
            #                                                                    yesterday_current_limit_up_codes, 50)
            # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
            #                                                                       yesterday_current_limit_up_codes, 50)
            # is_top_4 = is_top_8_record and is_top_4_current
            # msg_list.append(f"\n实时top10(涨停数量：{len(current_limit_up_datas)})")
            # msg_list.append(f"历史top20(涨停数量：{len(top_8_record)})")

            # 获取主板实时身位,剔除高位板
            current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
                                                                     code_limit_up_reason_dict,
                                                                     yesterday_current_limit_up_codes, shsz=True)
            record_shsz_rank = kpl_block_util.get_code_record_rank(code, block, limit_up_record_datas,
                                                                   code_limit_up_reason_dict,
                                                                   yesterday_current_limit_up_codes, shsz=True)
            # 获取主板历史身位
            if True:
                pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
                                                                                 code_limit_up_reason_dict)
                if pen_limit_up_codes:
                    # 主板开1
                    if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len(
                            pen_limit_up_codes) + 1:
                        # 属于龙1,龙2
                        can_buy_blocks.append((block,
                                               f"{block}：top10涨停板块，主板开1({pen_limit_up_codes}),属于主板前龙{len(pen_limit_up_codes) + 1}(实时身位-{current_shsz_rank})"))
                        continue
                    else:
                        if record_shsz_rank >= len(pen_limit_up_codes) + 1:
                            logger_kpl_block_can_buy.info(f"{code}根据身位禁止买入：【{block}】历史身位{record_shsz_rank}")
                            # 今日已经不可能买的票，直接加入黑名单
                            l2_trade_util.forbidden_trade(code)
                        msg_list.append(
                            f"板块-{block}: top4涨停板块，主板开1（{pen_limit_up_codes}）,不为主板前龙{len(pen_limit_up_codes) + 1}（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue
                else:
                    if current_shsz_rank == 0 and record_shsz_rank < 2:
                        can_buy_blocks.append((block, f"{block}：top4涨停板块，非主板开1，属于龙1"))
                        continue
                    else:
                        msg_list.append(
                            f"板块-{block}: top4涨停板块，非主板开1,不为主板龙1（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue
            can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
                                                  yesterday_current_limit_up_codes, limit_up_record_datas)
            if can_buy:
                can_buy_blocks.append((block, msg))
            else:
                pass
                # # 是否满足行业精选流入要求
                # is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0]
                # if not is_in_top_input:
                #     msg_list.append(
                #         f"板块-{block}: 非top4涨停板块，不满足精选/行业流入要求")
                #     continue
                # else:
                #     # 是否为主板龙1（实时龙1，历史龙2以内）
                #     if current_shsz_rank == 0 and record_shsz_rank < 2:
                #         can_buy_blocks.append((block, f"{block}：不是top4涨停板块，满足精选/行业流入要求，满足主板龙1"))
                #         continue
                #     else:
                #         msg_list.append(
                #             f"板块-{block}: 不是top4涨停板块，满足精选/行业流入要求,不为主板龙1（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                #         continue
                msg_list.append(msg)
        if len(can_buy_blocks) == len(keys):
            blocks = [x[0] for x in can_buy_blocks]
            blocks_msg = "\n".join([x[1] for x in can_buy_blocks])
@@ -593,6 +592,7 @@

        return False, ",".join(msg_list)

    # 更新代码板块判断是否可以买的结果
    @classmethod
    def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
                              yesterday_current_limit_up_codes,
@@ -603,6 +603,43 @@
        # 保存板块计算结果
        cls.__can_buy_compute_result_dict[code] = (can_buy, msg)

    # 判断是否为真老大
    @classmethod
    def __is_real_first_limit_up(cls, code, block, current_limit_up_datas, limit_up_record_datas,
                                 yesterday_current_limit_up_codes,
                                 before_blocks_dict):
        # 加载涨停代码的目标板块
        def load_code_block():
            if limit_up_record_datas:
                for d in limit_up_record_datas:
                    if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
                        code_limit_up_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0]
                    else:
                        code_limit_up_reason_dict[d[3]] = d[2]
            return code_limit_up_reason_dict

        if current_limit_up_datas is None:
            current_limit_up_datas = []
        if limit_up_record_datas is None:
            limit_up_record_datas = []
        code_limit_up_reason_dict = {}
        load_code_block()
        can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
                                              yesterday_current_limit_up_codes, limit_up_record_datas)
        return can_buy, msg

    @classmethod
    def is_need_cancel(cls, code, limit_up_reason, current_limit_up_datas, limit_up_record_datas,
                       yesterday_current_limit_up_codes,
                       before_blocks_dict):
        can_buy, msg = cls.__is_real_first_limit_up(code, limit_up_reason, current_limit_up_datas,
                                                    limit_up_record_datas,
                                                    yesterday_current_limit_up_codes,
                                                    before_blocks_dict)
        if not can_buy:
            logger_kpl_block_can_buy.warning(f"{code} 根据涨停原因（{limit_up_reason}）匹配不能买")
        return not can_buy


if __name__ == "__main__":
    pass