| | |
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| | | |
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| | | def __process_kpl_data(self, data_origin): |
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| | | def do_limit_up(result_list_): |
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| | | if result_list_: |
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| | | # 保存涨停时间 |
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| | | codes_set = set() |
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| | | limit_up_reasons = {} |
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| | | for d in result_list_: |
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| | | code = d[0] |
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| | | limit_up_reasons[code] = d[5] |
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| | | codes_set.add(code) |
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| | | if tool.is_shsz_code(code): |
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| | | limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2])) |
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| | | code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time) |
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| | | add_codes = codes_set - self.__latest_limit_up_codes_set |
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| | | self.__latest_limit_up_codes_set = codes_set |
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| | | |
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| | | if limit_up_reasons: |
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| | | # 统计涨停原因的票的个数 |
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| | | limit_up_reason_code_dict = {} |
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| | | for code in limit_up_reasons: |
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| | | b = limit_up_reasons[code] |
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| | | if b not in limit_up_reason_code_dict: |
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| | | limit_up_reason_code_dict[b] = set() |
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| | | limit_up_reason_code_dict[b].add(code) |
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| | | cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict) |
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| | | |
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| | | if add_codes: |
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| | | for code in add_codes: |
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| | | # 根据涨停原因判断是否可以买 |
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| | | try: |
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| | | if result_list_: |
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| | | # 保存涨停时间 |
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| | | codes_set = set() |
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| | | limit_up_reasons = {} |
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| | | for d in result_list_: |
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| | | code = d[0] |
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| | | limit_up_reasons[code] = d[5] |
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| | | codes_set.add(code) |
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| | | if tool.is_shsz_code(code): |
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| | | try: |
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| | | # 判断是否下单 |
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| | | trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code) |
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| | | if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED: |
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| | | # 委托中的订单，判断是否需要撤单 |
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| | | if not gpcode_manager.WantBuyCodesManager().is_in_cache(code): |
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| | | yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() |
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| | | current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict() |
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| | | if not current_limit_up_datas: |
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| | | current_limit_up_datas = [] |
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| | | if not limit_up_record_datas: |
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| | | limit_up_record_datas = [] |
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| | | # 买绝对老大 |
|---|
| | | # 中途不能撤单 |
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| | | # if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code), |
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| | | # current_limit_up_datas, |
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| | | # limit_up_record_datas, |
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| | | # yesterday_current_limit_up_codes, |
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| | | # before_blocks_dict): |
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| | | # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, |
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| | | # f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单", |
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| | | # "板块撤") |
|---|
| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_) |
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| | | self.__kplDataManager.save_data(type_, result_list_) |
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| | | limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2])) |
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| | | code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time) |
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| | | add_codes = codes_set - self.__latest_limit_up_codes_set |
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| | | self.__latest_limit_up_codes_set = codes_set |
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| | | |
|---|
| | | if limit_up_reasons: |
|---|
| | | # 统计涨停原因的票的个数 |
|---|
| | | limit_up_reason_code_dict = {} |
|---|
| | | for code in limit_up_reasons: |
|---|
| | | b = limit_up_reasons[code] |
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| | | if b not in limit_up_reason_code_dict: |
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| | | limit_up_reason_code_dict[b] = set() |
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| | | limit_up_reason_code_dict[b].add(code) |
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| | | cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict) |
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| | | |
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| | | if add_codes: |
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| | | for code in add_codes: |
|---|
| | | # 根据涨停原因判断是否可以买 |
|---|
| | | if tool.is_shsz_code(code): |
|---|
| | | try: |
|---|
| | | # 判断是否下单 |
|---|
| | | trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code) |
|---|
| | | if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED: |
|---|
| | | # 委托中的订单，判断是否需要撤单 |
|---|
| | | if not gpcode_manager.WantBuyCodesManager().is_in_cache(code): |
|---|
| | | yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() |
|---|
| | | current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict() |
|---|
| | | if not current_limit_up_datas: |
|---|
| | | current_limit_up_datas = [] |
|---|
| | | if not limit_up_record_datas: |
|---|
| | | limit_up_record_datas = [] |
|---|
| | | # 买绝对老大 |
|---|
| | | # 中途不能撤单 |
|---|
| | | # if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code), |
|---|
| | | # current_limit_up_datas, |
|---|
| | | # limit_up_record_datas, |
|---|
| | | # yesterday_current_limit_up_codes, |
|---|
| | | # before_blocks_dict): |
|---|
| | | # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, |
|---|
| | | # f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单", |
|---|
| | | # "板块撤") |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_) |
|---|
| | | self.__kplDataManager.save_data(type_, result_list_) |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | # 将"概念"二字替换掉 |
|---|
| | | data = data_origin |
|---|
| | | type_ = data["type"] |
|---|
