bug修复

Administrator

2023-10-09 6da589c084f8fa15555aa365d5f79e6e85e6dc5c

 trade/sell_data_processor.py

@@ -5,72 +5,32 @@


class TickDataProcess:
    # 初始化原始价格,取9点25的价格
    __last_price_infos = {}

    __last_15s_price_infos = {}

    __reference_price_info = {}
    # 最高价
    __highest_price_infos = {}

    @classmethod
    def init_origin_price(cls, code, price, rate_percent):
        cls.__last_price_infos[code] = [("09:25:00", price, rate_percent)]
        cls.__last_15s_price_infos[code] = [("09:25:00", price, rate_percent)]
        cls.__reference_price_info[code] = ("09:25:00", price, rate_percent)

    # 获取15s最终的价格
    @classmethod
    def get_15_seconds_price_info(cls, price_infos, max_amplitude_rate_percent):
        final_price_info = price_infos[-1]
        max_rate_info = None
        for price_info in price_infos:
            if price_info - price_infos[0][2] > max_amplitude_rate_percent:
                if not max_rate_info:
                    max_rate_info = price_info
                if max_rate_info[2] < price_info[2]:
                    max_rate_info = price_info
        if max_rate_info:
            final_price_info = max_rate_info
        return final_price_info
        cls.__highest_price_infos[code] = [("09:25:00", price, rate_percent)]

    # 价格信息(时间,现价,涨幅)
    # return 是否减仓
    @classmethod
    def process_tick_data(cls, code, time_str, price, rate_percent, max_amplitude_rate_percent=0.6):
        # 非交易时间
        if tool.trade_time_sub(time_str, "09:30:00") < 0:
            return False
        now_price_info = (time_str, price, rate_percent)
        latest_price_info = cls.__last_price_infos.get(code)[-1]
        # 填充中间缺失的数据
        latest_time = latest_price_info[0]
        if tool.trade_time_sub(latest_time, "09:29:57") < 0:
            latest_time = "09:29:57"

        sub_time = tool.trade_time_sub(time_str, latest_time)
        fill_middle_count = sub_time // 3 - 1
        if fill_middle_count > 0:
            for i in range(0, fill_middle_count):
                cls.__last_price_infos.get(code).append(
                    (tool.trade_time_add_second(latest_price_info[0], 3), latest_price_info[1], latest_price_info[2]))
        cls.__last_price_infos.get(code).append(now_price_info)
        latest_15s_price_info = cls.__last_15s_price_infos[code][-1]
        if now_price_info[2] - latest_15s_price_info[2] > max_amplitude_rate_percent:
            # 涨幅超过振幅且比参考点的振幅大
            if now_price_info[2] > cls.__reference_price_info[code][2]:
                cls.__reference_price_info[code] = now_price_info
        elif latest_15s_price_info[2] - now_price_info[2] > max_amplitude_rate_percent:
            # 跌幅超过振幅
            cls.__reference_price_info[code] = now_price_info
        # 当前点是否比参考点下降振幅就触发卖
        if cls.__reference_price_info[code][2] - now_price_info[2] > max_amplitude_rate_percent:
            # 触发卖
            cls.__reference_price_info[code] = now_price_info
            return True
        # 如果比最高价高就取最高价
        if cls.__highest_price_infos.get(code)[2] < now_price_info[2]:
            cls.__highest_price_infos[code] = now_price_info
        else:
            # 尚未触发卖
            if len(cls.__last_price_infos.get(code)) >= 5:
                # 满足15s数据
                reference_price_info = cls.get_15_seconds_price_info(cls.__last_price_infos.get(code), max_amplitude_rate_percent)
                cls.__last_price_infos.get(code).clear()
                cls.__reference_price_info[code] = reference_price_info
            # 低于最高点阈值
            if cls.__highest_price_infos.get(code)[2] - now_price_info[2] > max_amplitude_rate_percent:
                # 触发卖
                cls.__highest_price_infos[code] = now_price_info
                return True
        return False




if __name__ == "__main__":
    pass