| | |
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| | | # 涨停代码关键词板块管理 |
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| | | import copy |
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| | | import datetime |
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| | | import itertools |
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| | | import json |
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| | | import time |
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| | | |
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| | | import constant |
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| | | from code_attribute import gpcode_manager |
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| | | from db.redis_manager_delegate import RedisUtils |
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| | | from third_data import kpl_block_util, kpl_api, kpl_util |
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| | | from settings.trade_setting import MarketSituationManager |
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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, ContainsLimitupCodesBlocksManager |
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| | | from third_data.third_blocks_manager import BlockMapManager |
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| | | from utils import global_util, tool, buy_condition_util |
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| | | from log_module import async_log_util |
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| | | from db import redis_manager_delegate as redis_manager |
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| | | from db import redis_manager_delegate as redis_manager, mysql_data_delegate as mysql_data |
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| | | |
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| | | from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug |
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| | | from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug, \ |
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| | | logger_kpl_latest_gaobiao |
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| | | from third_data.kpl_util import KPLPlatManager |
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| | | from trade import trade_manager, l2_trade_util, trade_constant |
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| | | from trade import l2_trade_util, trade_constant |
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| | | |
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| | | # 代码精选板块管理 |
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| | | from utils.kpl_data_db_util import KPLLimitUpDataUtil |
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| | |
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| | | |
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| | | # 开盘啦禁止交易板块管理 |
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| | | class KPLPlateForbiddenManager: |
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| | | __redisManager = redis_manager.RedisManager(3) |
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| | | """ |
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| | | 不能买的板块管理 |
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| | | """ |
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| | | __redis_manager = redis_manager.RedisManager(3) |
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| | | __kpl_forbidden_plates_cache = set() |
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| | | # 已经删除了的板块 |
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| | | __deleted_kpl_forbidden_plates_cache = set() |
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| | | |
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| | | # 监控的高标板块代码字典：{"板块":{"代码1","代码2"}} |
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| | | __watch_block_high_codes = {} |
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| | | # 高标代码 |
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| | | __watch_high_codes = set() |
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| | | |
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| | | __instance = None |
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| | | |
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| | |
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| | | def __load_datas(cls): |
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| | | __redis = cls.__get_redis() |
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| | | try: |
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| | | __kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates") |
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| | | cls.__kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates") |
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| | | cls.__deleted_kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "deleted_kpl_forbidden_plates") |
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| | | finally: |
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| | | RedisUtils.realse(__redis) |
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| | | cls.__load_latest_gb() |
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| | | |
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| | | @classmethod |
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| | | def __get_redis(cls): |
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| | | return cls.__redisManager.getRedis() |
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| | | return cls.__redis_manager.getRedis() |
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| | | |
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| | | def save_plate(self, plate): |
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| | | self.__kpl_forbidden_plates_cache.add(plate) |
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| | | RedisUtils.sadd(self.__get_redis(), "kpl_forbidden_plates", plate) |
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| | | RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire()) |
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| | | |
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| | | self.__deleted_kpl_forbidden_plates_cache.discard(plate) |
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| | | RedisUtils.srem(self.__get_redis(), "deleted_kpl_forbidden_plates", plate) |
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| | | RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire()) |
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| | | |
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| | | def delete_plate(self, plate): |
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| | | self.__kpl_forbidden_plates_cache.discard(plate) |
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| | | RedisUtils.srem(self.__get_redis(), "kpl_forbidden_plates", plate) |
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| | | RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire()) |
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| | | self.__deleted_kpl_forbidden_plates_cache.add(plate) |
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| | | RedisUtils.sadd(self.__get_redis(), "deleted_kpl_forbidden_plates", plate) |
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| | | RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire()) |
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| | | |
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| | | def list_all(self): |
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| | | return RedisUtils.smembers(self.__get_redis(), "kpl_forbidden_plates") |
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| | | |
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| | | def list_all_cache(self): |
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| | | return self.__kpl_forbidden_plates_cache |
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| | | |
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| | | def list_all_deleted_cache(self): |
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| | | return self.__deleted_kpl_forbidden_plates_cache |
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| | | |
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| | | def is_in_cache(self, plate): |
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| | | if self.__kpl_forbidden_plates_cache and plate in self.__kpl_forbidden_plates_cache: |
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| | | return True |
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| | | return False |
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| | | |
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| | | @classmethod |
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| | | def __load_latest_gb(cls): |
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| | | """ |
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| | | 加载最近的市场高标 |
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| | | @return: |
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| | | """ |
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| | | # 获取最近10个交易日涨停的涨停数据 |
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| | | dates = HistoryKDatasUtils.get_latest_trading_date_cache(10) |
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| | | if not dates: |
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| | | return |
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| | | min_date = dates[-1] |
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| | | sql = f"SELECT r.`_code`, r.`_hot_block_name`, r.`_day`, r.`_open` FROM `kpl_limit_up_record` r WHERE r.`_day`>='{min_date}'" |
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| | | mysqldb = mysql_data.Mysqldb() |
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| | | results = mysqldb.select_all(sql) |
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| | | code_days_map = {} |
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| | | # 每炸板 |
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| | | f_code_days_map = {} |
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| | | for r in results: |
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| | | if r[0] not in code_days_map: |
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| | | code_days_map[r[0]] = set() |
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| | | code_days_map[r[0]].add(r[2]) |
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| | | if not r[3]: |
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| | | if r[0] not in f_code_days_map: |
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| | | f_code_days_map[r[0]] = set() |
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| | | f_code_days_map[r[0]].add(r[2]) |
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| | | |
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| | | # 过滤涨停次数>=3次的数据 |
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| | | target_codes = set() |
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| | | for code in code_days_map: |
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| | | if f_code_days_map.get(code) and (len(f_code_days_map.get(code)) >= 4 or ( |
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| | | tool.is_ge_code(code) and len(f_code_days_map.get(code)) >= 2)): |
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| | | # 且有3天属于连续涨停 |
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| | | day_list = list(code_days_map[code]) |
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| | | day_list.sort(reverse=True) |
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| | | step = 3 |
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| | | has_continue = False |
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| | | for i in range(0, len(day_list) - step + 1): |
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| | | item_list = day_list[i:i + step] |
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| | | # 是否属于连续涨停 |
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| | | is_sub = False |
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| | | for j in range(0, len(dates) - step): |
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| | | if f"{dates[j:j + step]}" == f"{item_list}": |
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| | | is_sub = True |
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| | | break |
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| | | if is_sub: |
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| | | has_continue = True |
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| | | break |
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| | | if not has_continue: |
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| | | continue |
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| | | |
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| | | has_big_deal = False |
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| | | # 最近10个交易日的成交额要大于10亿 |
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| | | volumes_data = HistoryKDataManager().get_history_bars(code, dates[0]) |
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| | | if volumes_data: |
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| | | for d in volumes_data[:10]: |
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| | | if d["amount"] > 10e8: |
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| | | has_big_deal = True |
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| | | break |
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| | | if not has_big_deal: |
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| | | continue |
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| | | target_codes.add(code) |
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| | | # 代码对应的板块 |
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| | | code_blocks = {} |
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| | | for r in results: |
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| | | if r[0] not in target_codes: |
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| | | continue |
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| | | if r[0] not in code_blocks: |
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| | | code_blocks[r[0]] = set() |
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| | | code_blocks[r[0]].add(kpl_util.filter_block(r[1])) |
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| | | # 所有板块对应的代码集合 |
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| | | block_codes = {} |
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| | | for code in code_blocks: |
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| | | for b in code_blocks[code]: |
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| | | if b in constant.KPL_INVALID_BLOCKS: |
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| | | continue |
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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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| | | print(block_codes) |
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| | | cls.__watch_block_high_codes = block_codes |
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| | | logger_kpl_latest_gaobiao.info(f"{block_codes}") |
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| | | cls.__watch_high_codes.clear() |
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| | | for b in block_codes: |
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| | | cls.__watch_high_codes |= block_codes[b] |
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| | | |
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| | | for k in block_codes: |
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| | | print(k, [(x, gpcode_manager.get_code_name(x)) for x in block_codes[k]]) |
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| | | |
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| | | def get_watch_high_codes(self): |
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| | | return self.__watch_high_codes |
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| | | |
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| | | def get_watch_high_codes_by_block(self, b): |
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| | | return self.__watch_block_high_codes.get(b) |
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| | | |
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| | | def compute(self, code_rate_dict: dict): |
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| | | """ |
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| | | 根据比例计算需要拉黑的代码 |
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| | | @param code_rate_dict: 涨幅百分数 |
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| | | @return: |
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| | | """ |
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| | | try: |
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| | | if self.__watch_block_high_codes: |
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| | | forbidden_blocks = set() |
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| | | for b in self.__watch_block_high_codes: |
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| | | total_rate = 0 |
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| | | for code in self.__watch_block_high_codes[b]: |
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| | | if code in code_rate_dict: |
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| | | total_rate += code_rate_dict.get(code) |
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| | | average_rate = total_rate / len(self.__watch_block_high_codes[b]) |
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| | | if average_rate < 1: |
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| | | forbidden_blocks.add(b) |
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| | | # async_log_util.info(logger_debug, f"板块平均涨幅 {b}-{average_rate}") |
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| | | |
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| | | self.__kpl_forbidden_plates_cache = forbidden_blocks |
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| | | async_log_util.info(logger_debug, f"拉黑板块：{forbidden_blocks}") |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | |
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| | | |
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| | | class LimitUpCodesPlateKeyManager: |
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| | |
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| | | __top_jx_out_blocks = [] |
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| | | # 精选板块流入金额 |
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| | | __jx_blocks_in_money_dict = {} |
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| | | # 市场行情热度，默认为60 |
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| | | __market_strong = 60 |
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| | | |
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| | | @classmethod |
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| | | def get_jingxuan_in_block_threshold_count(cls): |
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| | | """ |
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| | | 获取买精选流入前几 |
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| | | @return: |
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| | | """ |
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| | | score = 60 |
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| | | if cls.__market_strong is not None: |
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| | | score = int(cls.__market_strong) |
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| | | for info in constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG: |
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| | | if info[0] <= score < info[1]: |
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| | | return info[2] |
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| | | return 10 |
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| | | |
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| | | @classmethod |
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| | | def set_market_jingxuan_blocks(cls, datas): |
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| | | """ |
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| | | 设置精选流入数据 |
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| | | @param datas: |
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| | | @param datas:[(板块编号,板块名称,涨幅, 板块流入金额)] |
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| | | @return: |
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| | | """ |
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| | | # 流入阈值 |
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| | | THRESHOLD_MONEY = 100 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000 |
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| | | THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000) |
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| | | THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000) |
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| | | THRESHOLD_MONEY = THRESHOLD_MONEY * 10000 |
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| | | # THRESHOLD_MONEY = 50 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000 |
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| | | # THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000) |
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| | | # THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000) |
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| | | # THRESHOLD_MONEY = THRESHOLD_MONEY * 10000 |
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| | | THRESHOLD_MONEY = 0 |
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| | | # 最大数量 |
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| | | # MAX_COUNT = cls.get_jingxuan_in_block_threshold_count() |
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| | | |
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| | | cls.top_in_list_cache = datas |
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| | | blocks = set() |
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| | |
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| | | if blocks & fb: |
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| | | continue |
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| | | |
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| | | |
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| | | for b in fb: |
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| | | fblock_money[b] = data[3] |
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| | | blocks |= fb |
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| | |
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| | | break |
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| | | if has_code: |
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| | | count += 1 |
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| | | |
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| | | if count >= 10: |
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| | | break |
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| | | if count == 10: |
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| | | strong = cls.get_market_strong() |
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| | | if strong is None: |
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| | | strong = 60 |
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| | | if data[3] > 3e7: |
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| | | # 大于3千万 |
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| | | THRESHOLD_MONEY = int((1 - strong / 200) * data[3]) |
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| | | else: |
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| | | THRESHOLD_MONEY = data[3] |
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| | | # if count >= MAX_COUNT: |
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| | | # break |
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| | | # 记录精选流出日志 |
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| | | async_log_util.info(logger_kpl_jx_in, f"原数据：{datas[:20]} 板块：{blocks}") |
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| | | async_log_util.info(logger_kpl_jx_in, f"原数据：{datas[:50]} 板块：{blocks}") |
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| | | blocks = list(blocks) |
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| | | blocks.sort(key=lambda x: fblock_money.get(x), reverse=True) |
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| | | cls.__top_jx_blocks = blocks |
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| | |
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| | | cls.__top_jx_out_blocks = list(blocks) |
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| | | |
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| | | @classmethod |
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| | | def set_market_strong(cls, strong): |
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| | | """ |
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| | | 设置市场行情强度 |
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| | | @param strong: |
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| | | @return: |
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| | | """ |
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| | | cls.__market_strong = strong |
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| | | |
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| | | @classmethod |
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| | | def is_ignore_block_in_money(cls): |
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| | | if cls.__market_strong and cls.__market_strong >= constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG: |
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| | | return True |
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| | | return False |
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| | | |
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| | | @classmethod |
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| | | def get_market_strong(cls): |
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| | | return cls.__market_strong |
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| | | |
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| | | @classmethod |
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| | | def get_top_market_jingxuan_blocks(cls): |
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| | | return cls.__top_jx_blocks |
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| | | |
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| | | @classmethod |
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| | | def get_top_market_jingxuan_out_blocks(cls): |
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| | | return cls.__top_jx_out_blocks |
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| | | |
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| | | @classmethod |
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| | | def get_block_info_at_block_in(cls, b): |
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| | | """ |
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| | | 获取板块的净流入情况 |
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| | | @param b: |
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| | | @return: (板块名称,身位,流入金额) |
|---|
| | | """ |
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| | | for i in range(0, len(cls.top_in_list_cache)): |
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| | | if cls.top_in_list_cache[i][1] == b: |
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| | | return b, i, cls.top_in_list_cache[i][3] |
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| | | return b, -1, 0 |
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| | | |
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| | | @classmethod |
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| | | def set_top_5_industry(cls, datas): |
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| | |
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| | | __TargetCodePlateKeyManager = TargetCodePlateKeyManager() |
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| | | __LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager() |
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| | | __CodesHisReasonAndBlocksManager = CodesHisReasonAndBlocksManager() |
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| | | __CodesTradeStateManager = trade_manager.CodesTradeStateManager() |
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| | | __can_buy_compute_result_dict = {} |
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| | | |
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| | | @classmethod |
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| | | def __remove_from_l2(cls, code, msg): |
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| | | # 根据身位移除代码 |
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| | | # return |
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| | | # 下过单的代码不移除 |
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| | | if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_constant.TRADE_STATE_NOT_TRADE: |
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| | | # 只要下过单的就不移除 |
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| | | return |
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| | | l2_trade_util.forbidden_trade(code, msg=msg) |
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| | | logger_kpl_block_can_buy.info(msg) |
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| | | |
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| | | # 是否需要积极买 |
|---|
| | | @classmethod |
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| | |
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| | | @classmethod |
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| | | def __compute_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas, |
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| | | yesterday_current_limit_up_codes, before_blocks_dict, |
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| | | current_limit_up_block_codes_dict, high_level_general_code_blocks): |
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| | | current_limit_up_block_codes_dict, high_level_general_code_blocks, codes_delegate, |
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| | | codes_success): |
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| | | # 根据代码泛化板块获取泛化板块的代码集合 |
|---|
| | | high_level_general_block_codes = {} |
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| | | for c in high_level_general_code_blocks: |
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| | |
|---|
| | | high_level_general_block_codes) |
|---|
| | | if not blocks_compute_results: |
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| | | return False, True, f"没有找到板块", [], keys, [] |
|---|
| | | codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
|---|
| | | {trade_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER})) |
|---|
| | | codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
|---|
| | | {trade_constant.TRADE_STATE_BUY_SUCCESS})) |
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| | | |
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| | | codes = codes_delegate | codes_success |
|---|
| | | # 统计成交代码的板块 |
|---|
| | | trade_codes_blocks_dict = {} |
|---|
| | |
|---|
| | | @classmethod |
|---|
| | | def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas, |
|---|
| | | latest_current_limit_up_records, |
|---|
| | | before_blocks_dict, current_limit_up_block_codes_dict): |
|---|
| | | before_blocks_dict, current_limit_up_block_codes_dict, delegate_codes, deal_codes): |
|---|
| | | yesterday_current_limit_up_codes = set() |
|---|
| | | yesterday_current_limit_up_records_dict = {} |
|---|
| | | yesterday_current_limit_up_records = latest_current_limit_up_records[0][1] |
|---|
| | |
|---|
| | | yesterday_current_limit_up_codes, |
|---|
| | | before_blocks_dict, |
|---|
| | | current_limit_up_block_codes_dict, |
|---|
| | | high_level_general_code_blocks) |
|---|
| | | high_level_general_code_blocks, |
|---|
| | | delegate_codes, |
|---|
| | | deal_codes) |
|---|
| | | # 保存板块计算结果 |
|---|
| | | cls.__can_buy_compute_result_dict[code] = ( |
|---|
| | | can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks) |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == "__main__": |
|---|
| | | pass |
|---|
| | | KPLPlateForbiddenManager().compute() |
|---|
