gp-server.git - Gitblit

			@@ -1,9 +1,15 @@
			"""
			买入策略帮助类
			"""
			import time

			from code_attribute import gpcode_manager
			from l2 import l2_data_util, l2_data_source_util
			from utils import tool
			from l2 import l2_data_util, l2_data_source_util, transaction_progress
			from l2.l2_data_util import L2DataUtil
			from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
			from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
			from trade import trade_data_manager
			from utils import tool, buy_condition_util, global_util


			def is_has_small_batch_cancel(code, start_index, end_index):
			@@ -49,6 +55,14 @@


			def is_cancel_rate_reieved(code, threshhold_rate, start_index, end_index):
			"""
			撤单比例是否达到某一个阈值
			@param code:
			@param threshhold_rate:
			@param start_index:
			@param end_index:
			@return:
			"""
			# 统计总共的涨停买
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
			min_num = int(round(5000 / limit_up_price))
			@@ -80,6 +94,43 @@
			return False
			if round(cancel_count / buy_count, 2) > threshhold_rate:
			return True
			return False


			def is_far_away_from_trade_index(code, trade_index, buy1_money):
			"""
			是否距离成交进度位太远
			@param code:
			@param trade_index:
			@param buy1_money:
			@return:
			"""
			if buy1_money < 1e7:
			# 买1大于1千万才能计算
			return False
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
			min_num = int(round(5000 / limit_up_price))
			threshhold_num = int(round(buy1_money * 0.5 / 100 / limit_up_price))
			total_datas = l2_data_util.local_today_datas.get(code)
			end_index = total_datas[-1]["index"]
			total_num = 0
			canceled_buyno_map = l2_data_util.local_today_canceled_buyno_map.get(
			code)
			for i in range(trade_index, end_index + 1):
			data = total_datas[i]
			val = data["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			if val["num"] < min_num:
			continue
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
			code,
			i,
			total_datas, canceled_buyno_map)
			if left_count > 0:
			total_num += val["num"]
			if total_num > threshhold_num:
			return True
			return False


			@@ -117,3 +168,113 @@
			if total_count > 10 or total_big_count < 1:
			return False, f"未成交数量-{total_count}，大单数量-{total_big_count}"
			return True, ""


			def is_quantization(code, start_index, end_index):
			"""
			是否是量化单
			@param code:
			@param satrt_index:
			@param end_index:
			@return:(是否是量化, 下次可以下单时间)
			"""
			THRESHOLD_BUY_COUNT = 20
			if end_index - start_index + 1 < THRESHOLD_BUY_COUNT:
			# 总数小于阈值
			return False, None
			total_datas = l2_data_util.local_today_datas.get(code)
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)

			buy_count = 0
			min_num = int(5000 / limit_up_price)
			trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
			if trade_index is None:
			trade_index = 0
			# 获取成交进度位
			for i in range(start_index, end_index + 1):
			val = total_datas[i]["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			if val["num"] < min_num:
			continue
			buy_count += 1
			if buy_count > THRESHOLD_BUY_COUNT:
			break
			if buy_count > THRESHOLD_BUY_COUNT:
			# 判断是否为量化
			time_as_ms = tool.trade_time_sub_with_ms(
			L2DataUtil.get_time_with_ms(total_datas[end_index]["val"]),
			L2DataUtil.get_time_with_ms(total_datas[start_index]["val"]))
			if time_as_ms <= 10 if tool.is_sz_code(code) else 100:
			# 深证10ms内，上证100ms内就判定为量化
			HuaXinSellOrderStatisticManager.clear_latest_deal_volume(code)
			next_buy_time = time.time() + buy_condition_util.get_cancel_and_buy_space_time(
			code) / 1000
			# 如果是首次下单，增加一次下单次数
			place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
			if place_order_count == 0:
			trade_data_manager.PlaceOrderCountManager().place_order(code)
			return True, next_buy_time, f"执行位批次数据量({buy_count})大于{THRESHOLD_BUY_COUNT} {start_index}-{end_index}"
			return False, None
			else:
			return False, None


			def is_block_can_buy(code, can_buy_result):
			"""
			板块是否可买
			@param code:
			@param can_buy_result:
			@return:
			"""
			now_timestamp = int(tool.get_now_time_str().replace(":", ""))
			# 判断板块
			# (可以买的板块列表, 是否是独苗, 消息简介,可买的强势主线, 板块关键词)
			if can_buy_result is None:
			return False, True, "尚未获取到板块信息"

			# 是否是强势30分钟
			is_in_strong_time_30 = now_timestamp <= int("100000")

			# 获取市场行情
			situation = MarketSituationManager().get_situation_cache()
			zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
			zyltgb_as_yi = round(global_util.zyltgb_map.get(code) / 100000000, 2)

			if zyltgb_as_yi < zylt_threshold_as_yi[0]:
			return False, True, f"{zylt_threshold_as_yi[0]}亿以下的都不买（{zyltgb_as_yi}）"
			# 测试时可取消注释
			# if 1 > 0:
			# return True, False, "买所有"

			if zyltgb_as_yi >= zylt_threshold_as_yi[1]:
			return False, True, f"{zylt_threshold_as_yi[1]}亿以上的都不买（{zyltgb_as_yi}）"

			msg_list = []
			if is_in_strong_time_30:
			msg_list.append("强势30分钟")
			# 独苗
			if not can_buy_result[0] and can_buy_result[1]:
			msg_list.append("独苗")
			return True, False, "强势30分钟，独苗"
			elif not can_buy_result[0]:
			return False, True, f"强势30分钟，非独苗不满足身位：{can_buy_result[2]}"
			else:
			msg_list.append("非独苗")
			# 后排，满足自由流通市值需要下单
			return True, False, can_buy_result[2]
			else:
			place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
			if place_order_count > 0:
			return True, False, "之前下过单"
			if not can_buy_result[0]:
			# 没有板块
			if can_buy_result[1]:
			# 是独苗
			if not TradeBlockBuyModeManager().can_buy_unique_block():
			# 不能买独苗
			return False, True, f"非强势30分钟，独苗，不满足身位：{can_buy_result[2]}"
			else:
			# 非独苗，没有可以买入的板块
			return False, True, f"非强势30分钟，非独苗，不满足身位：{can_buy_result[2]}"
			return True, False, can_buy_result[2]