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| | | """ |
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| | | 开盘啦涨停数据管理 |
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| | | """ |
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| | | import copy |
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| | | |
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| | | from third_data import kpl_util, kpl_data_manager |
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| | | from third_data.history_k_data_manager import HistoryKDataManager |
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| | | from third_data.history_k_data_util import HistoryKDatasUtils |
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| | | from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager |
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| | | from utils import tool, init_data_util |
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| | | |
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| | | |
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| | | def get_current_limit_up_datas(day): |
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| | |
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| | | @return: |
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| | | """ |
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| | | return kpl_data_manager.KPLLimitUpDataRecordManager.total_datas |
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| | | |
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| | | |
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| | | class CodeLimitUpSequenceManager: |
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| | | """ |
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| | | 代码身位管理 |
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| | | """ |
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| | | # 首板身位 |
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| | | __first_block_sequence_dict = {} |
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| | | |
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| | | @classmethod |
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| | | def __get_code_blocks(cls, code): |
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| | | blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code) |
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| | | if not blocks: |
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| | | blocks = set() |
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| | | return blocks |
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| | | |
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| | | @classmethod |
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| | | def set_current_limit_up_datas(cls, current_limit_up_datas): |
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| | | """ |
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| | | 设置目前的涨停代码 |
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| | | @param current_limit_up_datas: |
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| | | @return: |
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| | | """ |
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| | | records = get_today_history_limit_up_datas_cache() |
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| | | # 按代码排序 |
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| | | # {"代码":（代码，涨停原因, 涨停时间, 几版）} |
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| | | current_code_block_dict = {x[0]: (x[0], x[5], x[2], x[4]) for x in current_limit_up_datas} |
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| | | record_code_block_dict = {x[3]: (x[3], x[2], x[5], x[12]) for x in records} |
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| | | # 根据涨停原因统计 |
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| | | # {"板块":{代码}} |
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| | | block_codes = {} |
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| | | limit_up_codes = set() |
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| | | for code in current_code_block_dict: |
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| | | bs = cls.__get_code_blocks(code) |
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| | | for b in bs: |
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| | | if b not in block_codes: |
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| | | block_codes[b] = set() |
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| | | block_codes[b].add(code) |
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| | | limit_up_codes.add(code) |
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| | | for code in record_code_block_dict: |
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| | | bs = cls.__get_code_blocks(code) |
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| | | for b in bs: |
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| | | if b not in block_codes: |
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| | | block_codes[b] = set() |
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| | | block_codes[b].add(code) |
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| | | # 获取上个交易日涨停的代码 |
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| | | yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() |
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| | | if yesterday_codes is None: |
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| | | yesterday_codes = set() |
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| | | temp_block_sequence_dict = {} |
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| | | for code in limit_up_codes: |
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| | | bs = cls.__get_code_blocks(code) |
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| | | for b in bs: |
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| | | # 计算身位 |
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| | | codes = block_codes[b] |
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| | | total_count = len(codes) |
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| | | # 统计真正涨停数 |
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| | | limit_up_count = 0 |
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| | | limit_up_codes_list = [] |
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| | | for c in codes: |
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| | | if c in limit_up_codes: |
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| | | limit_up_count += 1 |
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| | | if c not in yesterday_codes: |
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| | | limit_up_codes_list.append((c, current_code_block_dict[c][2])) |
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| | | # 获取首板代码的排位 |
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| | | limit_up_codes_list.sort(key=lambda x: x[1]) |
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| | | index = 1 |
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| | | for i in range(0, len(limit_up_codes_list)): |
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| | | if limit_up_codes_list[i][0] == code: |
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| | | index = i + 1 |
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| | | break |
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| | | if code not in temp_block_sequence_dict: |
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| | | temp_block_sequence_dict[code] = [] |
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| | | temp_block_sequence_dict[code].append((b, index, total_count, limit_up_count)) |
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| | | cls.__first_block_sequence_dict = temp_block_sequence_dict |
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| | | |
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| | | @classmethod |
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| | | def get_current_limit_up_sequence(cls, code): |
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| | | """ |
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| | | 获取代码当前的板块身位 |
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| | | @param code: |
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| | | @return:[（板块名称,身位,总涨停数量，目前涨停数量）] |
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| | | """ |
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| | | return cls.__first_block_sequence_dict.get(code) |
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| | | |
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| | | |
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| | | class LatestLimitUpBlockManager: |
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| | | """ |
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| | | 最近涨停的板块管理 |
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| | | """ |
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| | | # 看最近2天，不包含今天 |
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| | | __LATEST_DAY_COUNT = 2 |
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| | | |
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| | | __days = [] |
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| | | # 目前涨停 |
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| | | __current_limit_up_day_datas = {} |
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| | | # 曾涨停 |
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| | | __history_limit_up_day_datas = {} |
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| | | |
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| | | # K线数据 |
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| | | __k_datas = {} |
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| | | |
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| | | # 代码的最高涨幅 |
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| | | __k_max_rate = {} |
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| | | |
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| | | __code_name_dict = {} |
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| | | |
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| | | # 统计板块数据:{"day":{"板块":[(涨停数,破板数, 代码集合)]}} |
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| | | __block_day_datas = {} |
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| | | |
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| | | __instance = None |
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| | | |
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| | | def __new__(cls, *args, **kwargs): |
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| | | if not cls.__instance: |
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| | | cls.__instance = super(LatestLimitUpBlockManager, cls).__new__(cls, *args, **kwargs) |
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| | | cls.__load_datas() |
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| | | return cls.__instance |
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| | | |
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| | | @classmethod |
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| | | def __load_datas(cls): |
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| | | # 加载最近几天的数据 |
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| | | __days = HistoryKDatasUtils.get_latest_trading_date_cache(cls.__LATEST_DAY_COUNT) |
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| | | __days = copy.deepcopy(__days) |
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| | | # 不能包含今天 |
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| | | if __days[0] == tool.get_now_date_str(): |
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| | | __days.pop(0) |
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| | | cls.__days = __days |
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| | | # 加载之前6天的涨停，曾涨停，曾涨停代码的最近6天的K线 |
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| | | for day in __days: |
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| | | limit_up_records = get_history_limit_up_datas(day) |
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| | | cls.__history_limit_up_day_datas[day] = limit_up_records |
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| | | current_limit_up_datas = get_current_limit_up_datas(day) |
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| | | cls.__current_limit_up_day_datas[day] = current_limit_up_datas |
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| | | # 获取代码的k线 |
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| | | __total_codes = set() |
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| | | for d in cls.__current_limit_up_day_datas: |
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| | | __total_codes |= set([dd[3] for dd in cls.__history_limit_up_day_datas[d]]) |
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| | | # 获取最近7天的k线情况 |
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| | | for code in __total_codes: |
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| | | cls.__get_bars(code) |
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| | | # 统计前6天的板块信息 |
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| | | for day in __days: |
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| | | cls.__block_day_datas[day] = cls.__statistics_limit_up_block_infos_by_day(day) |
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| | | |
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| | | def set_current_limit_up_data(self, day, datas): |
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| | | self.__current_limit_up_day_datas[day] = datas |
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| | | self.__history_limit_up_day_datas[day] = get_today_history_limit_up_datas_cache() |
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| | | # 加载代码K线数据 |
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| | | __total_codes = set([d[0] for d in datas]) |
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| | | __total_codes |= set([d[3] for d in self.__history_limit_up_day_datas[day]]) |
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| | | for code in __total_codes: |
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| | | self.__get_bars(code) |
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| | | |
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| | | @classmethod |
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| | | def __statistics_limit_up_block_infos_by_day(cls, day): |
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| | | """ |
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| | | 统计涨停代码信息 |
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| | | @return:{"板块":(涨停数, 炸板数, {包含的代码})} |
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| | | """ |
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| | | # 统计板块的 |
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| | | current_code_dict = {d[0]: d for d in cls.__current_limit_up_day_datas[day]} |
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| | | block_codes_dict = {} |
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| | | for h in cls.__history_limit_up_day_datas[day]: |
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| | | # 将板块所包含的代码归类 |
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| | | code = h[3] |
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| | | cls.__code_name_dict[code] = h[4] |
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| | | blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code) |
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| | | if blocks: |
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| | | for b in blocks: |
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| | | if b not in block_codes_dict: |
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| | | block_codes_dict[b] = set() |
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| | | block_codes_dict[b].add(code) |
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| | | fdata = {} |
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| | | for b in block_codes_dict: |
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| | | limit_up_count = 0 |
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| | | open_limit_up_count = 0 |
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| | | for code in block_codes_dict[b]: |
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| | | if code in current_code_dict: |
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| | | limit_up_count += 1 |
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| | | else: |
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| | | open_limit_up_count += 1 |
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| | | |
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| | | fdata[b] = (limit_up_count, open_limit_up_count, block_codes_dict[b]) |
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| | | return fdata |
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| | | |
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| | | def statistics_limit_up_block_infos(self): |
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| | | """ |
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| | | 统计涨停板块数据 |
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| | | @return: |
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| | | """ |
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| | | # 板块出现的天数 |
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| | | block_count_dict = {} |
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| | | # 板块出现的代码 |
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| | | block_codes_dict = {} |
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| | | for day in self.__block_day_datas: |
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| | | for b in self.__block_day_datas[day]: |
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| | | finally_limit_up_count = self.__block_day_datas[day][b][0] |
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| | | if finally_limit_up_count < 3: |
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| | | continue |
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| | | # 板块涨停个数 |
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| | | if b not in block_count_dict: |
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| | | block_count_dict[b] = set() |
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| | | if b not in block_codes_dict: |
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| | | block_codes_dict[b] = set() |
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| | | block_count_dict[b].add(day) |
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| | | block_codes_dict[b] |= self.__block_day_datas[day][b][2] |
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| | | # [(板块,涨停日期集合)] |
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| | | block_count_list = [(k, block_count_dict[k]) for k in block_count_dict] |
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| | | block_count_list.sort(key=lambda x: len(x[1]), reverse=True) |
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| | | block_count_list = block_count_list[:50] |
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| | | # [(涨停原因,累计涨停次数,连续次数)] |
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| | | fdatas = [] |
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| | | for d in block_count_list: |
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| | | b = d[0] |
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| | | fdata = [b, len(d[1])] |
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| | | temp = [] |
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| | | max_continue_count = 0 |
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| | | for day in self.__days: |
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| | | if day not in self.__block_day_datas: |
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| | | continue |
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| | | if b in self.__block_day_datas[day]: |
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| | | finally_limit_up_count = self.__block_day_datas[day][b][0] |
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| | | else: |
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| | | finally_limit_up_count = 0 |
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| | | if b in self.__block_day_datas[day] and finally_limit_up_count >= 3: |
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| | | # 板块代码数量>=3个 |
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| | | temp.append(day) |
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| | | else: |
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| | | c = len(temp) |
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| | | if c > max_continue_count: |
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| | | max_continue_count = c |
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| | | temp.clear() |
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| | | c = len(temp) |
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| | | if c > max_continue_count: |
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| | | max_continue_count = c |
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| | | temp.clear() |
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| | | # 最大连续次数 |
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| | | fdata.append(max_continue_count) |
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| | | # 最高板 |
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| | | max_rate_info = None |
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| | | for code in block_codes_dict[d[0]]: |
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| | | if max_rate_info is None: |
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| | | max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code)) |
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| | | if max_rate_info[1] < self.__k_max_rate.get(code): |
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| | | max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code)) |
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| | | fdata.append(max_rate_info) |
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| | | |
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| | | # 统计今天这个板块中大于二板的代码数量 |
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| | | limit_up_counts = 0 |
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| | | fdata.append(limit_up_counts) |
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| | | # 获取每天的数量 |
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| | | days_datas = [] |
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| | | for day in self.__days: |
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| | | if day not in self.__block_day_datas: |
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| | | continue |
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| | | binfo = self.__block_day_datas[day].get(b) |
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| | | if not binfo: |
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| | | days_datas.append((0, 0)) |
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| | | else: |
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| | | days_datas.append((binfo[0], binfo[1])) |
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| | | fdata.append(days_datas) |
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| | | fdatas.append(fdata) |
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| | | return fdatas |
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| | | |
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| | | @classmethod |
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| | | def __get_bars(cls, code): |
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| | | """ |
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| | | 获取K线 |
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| | | @param code: |
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| | | @return: |
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| | | """ |
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| | | if code in cls.__k_datas: |
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| | | return cls.__k_datas[code] |
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| | | volumes_data = None |
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| | | if cls.__days: |
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| | | volumes_data = HistoryKDataManager().get_history_bars(code, cls.__days[1]) |
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| | | if volumes_data: |
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| | | volumes_data = volumes_data[:cls.__LATEST_DAY_COUNT] |
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| | | cls.__k_datas[code] = volumes_data |
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| | | if not volumes_data: |
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| | | volumes_data = init_data_util.get_volumns_by_code(code, cls.__LATEST_DAY_COUNT) |
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| | | if volumes_data: |
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| | | cls.__k_datas[code] = volumes_data |
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| | | # 获取最大涨幅 |
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| | | min_price = volumes_data[-1]["low"] |
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| | | for d in volumes_data: |
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| | | if min_price > d["low"]: |
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| | | min_price = d["low"] |
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| | | rate = int((volumes_data[0]["close"] - min_price) * 100 / min_price) |
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| | | cls.__k_max_rate[code] = rate |
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| | | return cls.__k_datas.get(code) |
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| | | |
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| | | |
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| | | if __name__ == "__main__": |
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| | | # datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos() |
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| | | # print(datas) |
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| | | code = "600126" |
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| | | blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code) |
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| | | print(blocks) |
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