买即将炸板

Administrator

2024-12-25 d4f1e1cb7f08816c93ae9c118715cded49ed74f0

 trade/buy_radical/radical_buy_data_manager.py

@@ -152,6 +152,9 @@
    __db = 3
    __code_limit_up_info_dict = {}
    __redis_manager = redis_manager.RedisManager(3)
    # 记录最近60s的买1数据（炸板要清除）
    # 格式：{"代码":[(时间,(价格,量)),...]}
    __latest_60s_buy1_list_dict = {}

    def __init__(self):
        self.__load_data()
@@ -182,14 +185,32 @@
        @param sell1_info: 卖1信息 (价格,量)
        @return:
        """

        if abs(buy1_info[0] - limit_up_price) < 0.0001:
            # 涨停
            if code not in self.__latest_60s_buy1_list_dict:
                self.__latest_60s_buy1_list_dict[code] = []
            self.__latest_60s_buy1_list_dict[code].append((time_str, buy1_info))
            # 清除60s之前的数据
            max_count = len(self.__latest_60s_buy1_list_dict[code])
            while True:
                max_count -= 1
                if max_count <= 0:
                    break
                if self.__latest_60s_buy1_list_dict[code]:
                    if tool.trade_time_sub(time_str, self.__latest_60s_buy1_list_dict[code][0][0]) > 60:
                        self.__latest_60s_buy1_list_dict[code].pop(0)
                    else:
                        break

            if buy1_info[0] * buy1_info[1] > 1e7:
                # 1000w的封单才算涨停
                if code not in self.__code_limit_up_info_dict:
                    self.__code_limit_up_info_dict[code] = [time_str, '']
                    self.__set_code_limit_up_info(code, self.__code_limit_up_info_dict[code])
        else:
            if code in self.__latest_60s_buy1_list_dict:
                self.__latest_60s_buy1_list_dict.pop(code)
            # 尚未涨停，判断炸板
            if sell1_info and sell1_info[1] > 0:
                # 出现买2
@@ -210,6 +231,28 @@
            return True
        return False

    def is_almost_open_limit_up(self, code):
        """
        是否即将炸板
        @param code:
        @return:
        """
        buy1_list = self.__latest_60s_buy1_list_dict.get(code)
        if not buy1_list:
            return False
        if len(buy1_list) < 2:
            return False
        latest_buy1 = buy1_list[-1][1]
        if latest_buy1[0]*latest_buy1[1] > 500e4:
            # 最近的买1要小于500万
            return False
        latest_volume = latest_buy1[1]
        max_volume = max([x[1][1] for x in buy1_list])
        if max_volume//10 > latest_volume:
            # 当前量小于最大量的1/10
            return True
        return False


class RadicalBuyDataManager:
    @classmethod