大单解析修改

Administrator

2025-05-26 b51b2ae184fad5aaf37a78903987e064f192d430

 third_data/code_plate_key_manager.py

@@ -5,20 +5,25 @@
# 涨停代码关键词板块管理
import copy
import datetime
import itertools
import json
import time

import constant
from code_attribute import gpcode_manager
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
from settings.trade_setting import MarketSituationManager
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, ContainsLimitupCodesBlocksManager
from third_data.third_blocks_manager import BlockMapManager
from utils import global_util, tool, buy_condition_util
from log_module import async_log_util
from db import redis_manager_delegate as redis_manager
from db import redis_manager_delegate as redis_manager, mysql_data_delegate as mysql_data

from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug
from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug, \
    logger_kpl_latest_gaobiao
from third_data.kpl_util import KPLPlatManager
from trade import l2_trade_util, trade_constant

@@ -222,8 +227,18 @@

# 开盘啦禁止交易板块管理
class KPLPlateForbiddenManager:
    __redisManager = redis_manager.RedisManager(3)
    """
    不能买的板块管理
    """
    __redis_manager = redis_manager.RedisManager(3)
    __kpl_forbidden_plates_cache = set()
    # 已经删除了的板块
    __deleted_kpl_forbidden_plates_cache = set()

    # 监控的高标板块代码字典：{"板块":{"代码1","代码2"}}
    __watch_block_high_codes = {}
    # 高标代码
    __watch_high_codes = set()

    __instance = None

@@ -237,24 +252,164 @@
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            __kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates")
            cls.__kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates")
            cls.__deleted_kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "deleted_kpl_forbidden_plates")
        finally:
            RedisUtils.realse(__redis)
        cls.__load_latest_gb()

    @classmethod
    def __get_redis(cls):
        return cls.__redisManager.getRedis()
        return cls.__redis_manager.getRedis()

    def save_plate(self, plate):
        self.__kpl_forbidden_plates_cache.add(plate)
        RedisUtils.sadd(self.__get_redis(), "kpl_forbidden_plates", plate)
        RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire())

        self.__deleted_kpl_forbidden_plates_cache.discard(plate)
        RedisUtils.srem(self.__get_redis(), "deleted_kpl_forbidden_plates", plate)
        RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire())

    def delete_plate(self, plate):
        self.__kpl_forbidden_plates_cache.discard(plate)
        RedisUtils.srem(self.__get_redis(), "kpl_forbidden_plates", plate)
        RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire())
        self.__deleted_kpl_forbidden_plates_cache.add(plate)
        RedisUtils.sadd(self.__get_redis(), "deleted_kpl_forbidden_plates", plate)
        RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire())

    def list_all(self):
        return RedisUtils.smembers(self.__get_redis(), "kpl_forbidden_plates")

    def list_all_cache(self):
        return self.__kpl_forbidden_plates_cache

    def list_all_deleted_cache(self):
        return self.__deleted_kpl_forbidden_plates_cache

    def is_in_cache(self, plate):
        if self.__kpl_forbidden_plates_cache and plate in self.__kpl_forbidden_plates_cache:
            return True
        return False

    @classmethod
    def __load_latest_gb(cls):
        """
        加载最近的市场高标
        @return:
        """
        # 获取最近10个交易日涨停的涨停数据
        dates = HistoryKDatasUtils.get_latest_trading_date_cache(10)
        if not dates:
            return
        min_date = dates[-1]
        sql = f"SELECT r.`_code`, r.`_hot_block_name`, r.`_day`, r.`_open` FROM `kpl_limit_up_record` r WHERE r.`_day`>='{min_date}'"
        mysqldb = mysql_data.Mysqldb()
        results = mysqldb.select_all(sql)
        code_days_map = {}
        # 每炸板
        f_code_days_map = {}
        for r in results:
            if r[0] not in code_days_map:
                code_days_map[r[0]] = set()
            code_days_map[r[0]].add(r[2])
            if not r[3]:
                if r[0] not in f_code_days_map:
                    f_code_days_map[r[0]] = set()
                f_code_days_map[r[0]].add(r[2])

        # 过滤涨停次数>=3次的数据
        target_codes = set()
        for code in code_days_map:
            if f_code_days_map.get(code) and (len(f_code_days_map.get(code)) >= 4 or (
                    tool.is_ge_code(code) and len(f_code_days_map.get(code)) >= 2)):
                # 且有3天属于连续涨停
                day_list = list(code_days_map[code])
                day_list.sort(reverse=True)
                step = 3
                has_continue = False
                for i in range(0, len(day_list) - step + 1):
                    item_list = day_list[i:i + step]
                    # 是否属于连续涨停
                    is_sub = False
                    for j in range(0, len(dates) - step):
                        if f"{dates[j:j + step]}" == f"{item_list}":
                            is_sub = True
                            break
                    if is_sub:
                        has_continue = True
                        break
                if not has_continue:
                    continue

                has_big_deal = False
                # 最近10个交易日的成交额要大于10亿
                volumes_data = HistoryKDataManager().get_history_bars(code, dates[0])
                if volumes_data:
                    for d in volumes_data[:10]:
                        if d["amount"] > 10e8:
                            has_big_deal = True
                            break
                if not has_big_deal:
                    continue
                target_codes.add(code)
        # 代码对应的板块
        code_blocks = {}
        for r in results:
            if r[0] not in target_codes:
                continue
            if r[0] not in code_blocks:
                code_blocks[r[0]] = set()
            code_blocks[r[0]].add(kpl_util.filter_block(r[1]))
        # 所有板块对应的代码集合
        block_codes = {}
        for code in code_blocks:
            for b in code_blocks[code]:
                if b in constant.KPL_INVALID_BLOCKS:
                    continue
                if b not in block_codes:
                    block_codes[b] = set()
                block_codes[b].add(code)
        print(block_codes)
        cls.__watch_block_high_codes = block_codes
        logger_kpl_latest_gaobiao.info(f"{block_codes}")
        cls.__watch_high_codes.clear()
        for b in block_codes:
            cls.__watch_high_codes |= block_codes[b]

        for k in block_codes:
            print(k, [(x, gpcode_manager.get_code_name(x)) for x in block_codes[k]])

    def get_watch_high_codes(self):
        return self.__watch_high_codes

    def get_watch_high_codes_by_block(self, b):
        return self.__watch_block_high_codes.get(b)

    def compute(self, code_rate_dict: dict):
        """
        根据比例计算需要拉黑的代码
        @param code_rate_dict: 涨幅百分数
        @return:
        """
        try:
            if self.__watch_block_high_codes:
                forbidden_blocks = set()
                for b in self.__watch_block_high_codes:
                    total_rate = 0
                    for code in self.__watch_block_high_codes[b]:
                        if code in code_rate_dict:
                            total_rate += code_rate_dict.get(code)
                    average_rate = total_rate / len(self.__watch_block_high_codes[b])
                    if average_rate < 1:
                        forbidden_blocks.add(b)
                    # async_log_util.info(logger_debug, f"板块平均涨幅 {b}-{average_rate}")

                self.__kpl_forbidden_plates_cache = forbidden_blocks
                async_log_util.info(logger_debug, f"拉黑板块：{forbidden_blocks}")
        except Exception as e:
            logger_debug.exception(e)


class LimitUpCodesPlateKeyManager:
@@ -365,7 +520,7 @@
        if cls.__market_strong is not None:
            score = int(cls.__market_strong)
        for info in constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG:
            if info[0]<=score<info[1]:
            if info[0] <= score < info[1]:
                return info[2]
        return 10

@@ -377,13 +532,13 @@
        @return:
        """
        # 流入阈值
        THRESHOLD_MONEY = 100 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
        THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
        THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
        THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
        # THRESHOLD_MONEY = 0
        # THRESHOLD_MONEY = 50 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
        # THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
        # THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
        # THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
        THRESHOLD_MONEY = 0
        # 最大数量
        MAX_COUNT = cls.get_jingxuan_in_block_threshold_count()
        # MAX_COUNT = cls.get_jingxuan_in_block_threshold_count()

        cls.top_in_list_cache = datas
        blocks = set()
@@ -398,7 +553,6 @@
            # 过滤出来为同一个板块就只算1个数量
            fb = BlockMapManager().filter_blocks({data[1]})
            if blocks & fb:
                blocks.add(data[1])
                continue

            for b in fb:
@@ -413,9 +567,17 @@
                    break
            if has_code:
                count += 1

            if count >= MAX_COUNT:
                break
                if count == 10:
                    strong = cls.get_market_strong()
                    if strong is None:
                        strong = 60
                    if data[3] > 3e7:
                        # 大于3千万
                        THRESHOLD_MONEY = int((1 - strong / 200) * data[3])
                    else:
                        THRESHOLD_MONEY = data[3]
            # if count >= MAX_COUNT:
            #     break
        # 记录精选流出日志
        async_log_util.info(logger_kpl_jx_in, f"原数据：{datas[:50]} 板块：{blocks}")
        blocks = list(blocks)
@@ -461,6 +623,12 @@
        cls.__market_strong = strong

    @classmethod
    def is_ignore_block_in_money(cls):
        if cls.__market_strong and cls.__market_strong >= constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG:
            return True
        return False

    @classmethod
    def get_market_strong(cls):
        return cls.__market_strong

@@ -483,8 +651,6 @@
            if cls.top_in_list_cache[i][1] == b:
                return b, i, cls.top_in_list_cache[i][3]
        return b, -1, 0



    @classmethod
    def set_top_5_industry(cls, datas):
@@ -1193,5 +1359,4 @@


if __name__ == "__main__":
    RealTimeKplMarketData.set_market_strong(120)
    print(RealTimeKplMarketData.get_jingxuan_in_block_threshold_count())
    KPLPlateForbiddenManager().compute()