下单策略修改

Administrator

2024-04-10 9a8a924d75fd4e29c4c14c86c041c00ba89f615a

 code_attribute/first_target_code_data_processor.py

@@ -9,12 +9,14 @@
    code_volumn_manager
from code_attribute.code_data_util import ZYLTGBUtil
from code_attribute.code_nature_analyse import HighIncreaseCodeManager
from code_attribute.gpcode_manager import WantBuyCodesManager
from log_module.log import logger_first_code_record, logger_l2_codes_subscript
from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
from third_data.history_k_data_util import HistoryKDatasUtils
from ths import l2_code_operate
from trade import trade_data_manager, l2_trade_util
from utils import global_util, tool, init_data_util
from trade.trade_manager import MarketSituationManager
from utils import global_util, tool, init_data_util, buy_condition_util

__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()

@@ -103,7 +105,8 @@
    # 获取60天最大记录
    for code in codes:
        need_get_volumn = False
        if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None:
        if code not in global_util.max60_volumn or global_util.max60_volumn.get(
                code) is None or code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) is None:
            need_get_volumn = True
        # if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache(
        #         code) is None:
@@ -121,15 +124,40 @@
                                                              limit_up_price,
                                                              volumes_data[:90]))
                logger_first_code_record.info("{} 获取到首板60天最大量：{}", code, volumes)
                code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2])
                code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2], volumes[3])

                # 保存K线形态
                k_format = code_nature_analyse.get_k_format(limit_up_price, volumes_data)
                code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)

                # 是否具有辨识度
                is_special = True if k_format and k_format[8][0] else False
                if not WantBuyCodesManager().is_in_cache(code):
                    if not is_special:
                        situation = MarketSituationManager().get_situation_cache()
                        zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
                        if global_util.zyltgb_map.get(code) and global_util.zyltgb_map.get(code) > zylt_threshold_as_yi[
                            1] * 100000000:
                            l2_trade_util.forbidden_trade(code,
                                                          f"无辨识度，自由流通市值({global_util.zyltgb_map.get(code) // 100000000})>{zylt_threshold_as_yi[1]}亿")
                            continue
                        elif limit_up_price and float(limit_up_price) >= 50:
                            l2_trade_util.forbidden_trade(code,
                                                          f"无辨识度，涨停价({limit_up_price})>50")
                            continue
                    if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price)[0]:
                        # 判断是否太高
                        l2_trade_util.forbidden_trade(code, "6天内股价长得太高")
                        continue
                        pass

                    if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(volumes_data):
                        # 判断是否太高
                        l2_trade_util.forbidden_trade(code, "回踩不够")
                        continue

                if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data):
                    # 判断是否太高
                    # l2_trade_util.forbidden_trade(code, "股价长得太高（5天内有3个涨停）")
                    HighIncreaseCodeManager().add_code(code)

                if code_nature_analyse.is_up_too_high_in_120d(volumes_data):
@@ -137,11 +165,6 @@
                    # l2_trade_util.forbidden_trade(code, "120天内股价长得太高")
                    # HighIncreaseCodeManager().add_code(code)
                    pass

                if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price):
                    # 判断是否太高
                    l2_trade_util.forbidden_trade(code, "6天内股价长得太高")
                    # HighIncreaseCodeManager().add_code(code)

                if code_nature_analyse.is_have_latest_max_volume(volumes_data, 2):
                    # 最近2天是否是最高量
@@ -162,6 +185,7 @@
                #                                      volumes_data)
            except Exception as e:
                logger_first_code_record.error(f"{code}:{str(e)}")
                logger_first_code_record.exception(e)
    gpcode_manager.FirstCodeManager().add_record(codes)
    # 初始化板块信息，暂时删除
    # for code in codes:
@@ -182,6 +206,9 @@
                    l2_code_operate.L2CodeOperate.get_instance().add_operate(0, lc, "代码被移除")
    # 保存现价
    if dataList:
        situation = MarketSituationManager().get_situation_cache()
        zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation)
        want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
        for data in dataList:
            code = data["code"]
            codes.append(code)
@@ -190,6 +217,24 @@
                limit_up_price_dict[code] = limit_up_price
            else:
                temp_codes.append(code)
            # 自由流通市值不符合标准
            if not want_codes or code not in want_codes:
                # 没在想买单
                zyltgb = global_util.zyltgb_map.get(code)
                if zyltgb:
                    zyltgb_as_yi = round(zyltgb / 100000000, 2)
                    if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[6]:
                        # 想买单中的不能排除
                        continue
                    elif zyltgb_as_yi > zyltgb_thresholds[1]:
                        # 比最大可买大的，如果没有短期辨识度就不买
                        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
                        if k_format and k_format[8][0] and k_format[8][1].find("短期") >= 0:
                            pass
                        else:
                            # 无短期辨识度
                            continue

            tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"],
                               "volumeUnit": data["volumeUnit"]})
    # 获取涨停价
@@ -231,4 +276,3 @@
    gpcode_first_screen_manager.process_ticks(prices)
    logger_l2_codes_subscript.info(f"({request_id})l2代码相关数据加载完成")
    return tick_datas