强势时间段调整

Administrator

2023-12-06 52c4cb753226d69e9ca04ff73ffa6e8ba79dd917

 l2/l2_data_manager_new.py

@@ -228,8 +228,8 @@
    __AccountAvailableMoneyManager = AccountAvailableMoneyManager()
    __TradeBuyDataManager = trade_data_manager.TradeBuyDataManager()
    __LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
    __BlackListCodeManager = l2_trade_util.BlackListCodeManager()
    __WhiteListCodeManager = l2_trade_util.WhiteListCodeManager()
    __BlackListCodeManager = gpcode_manager.BlackListCodeManager()
    __WhiteListCodeManager = gpcode_manager.WhiteListCodeManager()
    __WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
    __TradeTargetCodeModeManager = TradeTargetCodeModeManager()
    __TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
@@ -844,39 +844,15 @@
            HighIncreaseCodeManager().add_code(code)
            return False, True, f"股价大于{constant.MAX_CODE_PRICE}块"

        place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
        if place_order_count and place_order_count >= 10:
            l2_trade_util.forbidden_trade(code, msg="当日下单次数已达10次")
            return False, True, f"当日下单次数已达10次"
        # place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
        # if place_order_count and place_order_count >= 10:
        #     l2_trade_util.forbidden_trade(code, msg="当日下单次数已达10次")
        #     return False, True, f"当日下单次数已达10次"

        # ---------均价约束-------------
        average_rate = cls.__Buy1PriceManager.get_average_rate(code)
        if average_rate and average_rate <= 0.01:
            return False, True, f"均价涨幅({average_rate})小于1%"

        # -------量的约束--------
        if float(limit_up_price) < 3.0 and cls.volume_rate_info[code][0] < 0.6:
            return False, True, f"涨停价小于3块，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        if HighIncreaseCodeManager().is_in(code) and cls.volume_rate_info[code][0] < 0.6:
            return False, True, f"股价涨得过高，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        if int(tool.get_now_time_str().replace(":", "")) <= int("100000"):
            if cls.volume_rate_info[code][0] < 0.1:
                return False, True, f"当日量比({cls.volume_rate_info[code][0]})小于0.1"
        else:
            if cls.volume_rate_info[code][0] < 0.2:
                return False, True, f"当日量比({cls.volume_rate_info[code][0]})小于0.2"
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        if k_format and (k_format[1][0] or k_format[3][0]):
            # 股价创新高或者逼近前高
            if cls.volume_rate_info[code][0] < 0.3:
                return False, True, f"股价创新高或者逼近前高,当日量比({cls.volume_rate_info[code][0]})小于0.3"
        if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
            # 最近几天有最大量，判断量比是否大于60%
            if cls.volume_rate_info[code][0] < 0.6:
                # HighIncreaseCodeManager().add_code(code)
                return False, True, f"近日出现最大量，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        total_data = local_today_datas.get(code)
        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
@@ -960,56 +936,17 @@
                        codes.discard(code)
                    if not codes:
                        return False, True, f"13:15以后炸板之后下单，（{limit_up_reason}） 为独苗"

        # limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
        # if limit_up_info[0] is None and False:
        #     total_data = local_today_datas.get(code)
        #     buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
        #         code)
        #     # 之前没有涨停过
        #     # 统计买入信号位到当前位置没有撤的大单金额
        #     min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
        #     left_big_num = cls.__SecondCancelBigNumComputer.compute_left_big_num(code,
        #                                                                          buy_single_index,
        #                                                                          buy_exec_index,
        #                                                                          total_data[-1][
        #                                                                              "index"],
        #                                                                          total_data,
        #                                                                          0, min_money_w)
        #     if left_big_num > 0:
        #         # 重新获取分数与分数索引
        #         limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
        #         if limit_up_time is None:
        #             limit_up_time = tool.get_now_time_str()

        # logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
        #                               cls.__l2PlaceOrderParamsManagerDict[code].score_index,
        #                               cls.__l2PlaceOrderParamsManagerDict[code].score_info)

        if not cls.__WantBuyCodesManager.is_in_cache(code):
            if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
                return False, True, f"只买想买单中的代码"
            score_index = None  # cls.__l2PlaceOrderParamsManagerDict[code].score_index
            score = None  # cls.__l2PlaceOrderParamsManagerDict[code].score
            score_info = None  # cls.__l2PlaceOrderParamsManagerDict[code].score_info

            # lp = LineProfiler()
            # lp.enable()
            # lp_wrap = lp(cls.can_buy_first)
            # results = lp_wrap(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
            # output = io.StringIO()
            # lp.print_stats(stream=output)
            # lp.disable()
            # with open(f"{constant.get_path_prefix()}/logs/profile/{code}_can_buy_first.txt", 'w') as f:
            #     f.write(output.getvalue())
            # return results
        # 暂时注释想买单功能
        # if not cls.__WantBuyCodesManager.is_in_cache(code):
        # if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
        #     return False, True, f"只买想买单中的代码"
            return cls.can_buy_first(code, limit_up_price)
        else:
            return True, False, "在想买名单中"
        # else:
        #     return True, False, "在想买名单中"

    # 获取可以买的板块
    @classmethod
    def can_buy_first(cls, code, limit_up_price):
        # 判断板块
    def __get_can_buy_block(cls, code):
        can_buy_result = CodePlateKeyBuyManager.can_buy(code)
        if can_buy_result is None:
            async_log_util.warning(logger_debug, "没有获取到板块缓存，将获取板块")
@@ -1021,11 +958,49 @@
                                                         block_info.get_before_blocks_dict(),
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
            can_buy_result = CodePlateKeyBuyManager.can_buy(code)
        return can_buy_result

    @classmethod
    def can_buy_first(cls, code, limit_up_price):
        # 判断板块
        can_buy_result = cls.__get_can_buy_block(code)
        if can_buy_result is None:
            return False, True, "尚未获取到板块信息"

        # -------量的约束--------
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        if k_format and (k_format[1][0] or k_format[3][0]):
            # 股价创新高或者逼近前高
            if cls.volume_rate_info[code][0] < 0.3:
                return False, True, f"股价创新高或者逼近前高,当日量比({cls.volume_rate_info[code][0]})小于0.3"

        # 如果是早上的强势后排就不需要判断量
        now_timestamp = int(tool.get_now_time_str().replace(":", ""))
        if can_buy_result[0] and not can_buy_result[1] and now_timestamp <= int("094000"):
            return True, False, f"9:40:00之前非独苗：{can_buy_result[0]}"
        else:
            if code in cls.volume_rate_info:
                if float(limit_up_price) < 3.0 and cls.volume_rate_info[code][0] < 0.6:
                    return False, True, f"涨停价小于3块，当日量比({cls.volume_rate_info[code][0]})小于0.6"

                if HighIncreaseCodeManager().is_in(code) and cls.volume_rate_info[code][0] < 0.6:
                    return False, True, f"股价涨得过高，当日量比({cls.volume_rate_info[code][0]})小于0.6"

                if now_timestamp <= int("100000"):
                    if cls.volume_rate_info[code][0] < 0.1:
                        return False, True, f"当日量比({cls.volume_rate_info[code][0]})小于0.1"
                else:
                    if cls.volume_rate_info[code][0] < 0.2:
                        return False, True, f"当日量比({cls.volume_rate_info[code][0]})小于0.2"

                if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
                    # 最近几天有最大量，判断量比是否大于60%
                    if cls.volume_rate_info[code][0] < 0.6:
                        # HighIncreaseCodeManager().add_code(code)
                        return False, True, f"近日出现最大量，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        if can_buy_result[1]:
                # 独苗
            # ------自由流通市值约束------
            zyltgb = global_util.zyltgb_map.get(code)
            if zyltgb:
@@ -1034,16 +1009,15 @@
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                return False, True, f"独苗：量比（{cls.volume_rate_info[code][0]}）未达到60%"

        # 获取K线形态，判断是否近2天是否为10天内最大量
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
                # 判断是否近2天是否为10天内最大量
        if k_format and len(k_format) >= 10 and k_format[9]:
            # 是独苗
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.3:
                return False, True, f"近2天有10日内最高量，量比（{cls.volume_rate_info[code][0]}）未达到30%"

        # 是独苗
        if can_buy_result[1]:
            now_time_int = int(tool.get_now_time_str().replace(":", ""))
            if now_time_int < int("100000") or int("130000") <= now_time_int < int("133000"):
                    if now_timestamp < int("100000") or int("130000") <= now_timestamp < int("133000"):
                # 独苗必须9:30-10:00和13:00-13:30时间段内买
                return True, False, f"独苗：{can_buy_result[2]}"
            else: