相同价格判断机制bug修复

Administrator

2024-06-27 f08cb61eb22a7c006c84fe57a2e857e2b23b061c

 utils/init_data_util.py

@@ -29,10 +29,40 @@
    return datas


# 解析最大量
def parse_max_volume(datas, is_new_or_near_top=False):
def parse_max_volume(code,  datas, is_new_or_near_top=False):
    result = __parse_max_volume(code, datas, is_new_or_near_top)
    refer_index = result[3]
    # 计算最低价
    refer_price = datas[refer_index]["high"]
    min_price = float(refer_price)
    for i in range(0, refer_index + 1):
        if min_price > datas[i]["low"]:
            min_price = datas[i]["low"]
    if (refer_price - min_price) / refer_price < 0.4:
        return result
    # 超跌
    new_datas = []
    for i in range(0, refer_index):
        # 获取涨幅
        item = datas[i]
        rate = (item["low"] - item["pre_close"]) / item["pre_close"]
        new_datas.append((i, rate))
    new_datas.sort(key=lambda x: x[1])
    refer_index = new_datas[0][0]
    # 获取当前天和后一天较大量
    if refer_index > 0:
        if datas[refer_index - 1]["volume"] > datas[refer_index]["volume"]:
            refer_index -= 1

    return datas[refer_index]["volume"], datas[refer_index]["volume"], datas[refer_index]['bob'].strftime(
        "%Y-%m-%d"), refer_index


# 返回：(60天最大量,昨日量,量参考日期,参考量据今交易日数)
def __parse_max_volume(code, datas, is_new_or_near_top=False):
    max_volume = 0
    max_volume_date = None
    max_volume_index = None
    # 判断30天内是否有涨停
    if is_new_or_near_top:
        # 30天内是否有涨停
@@ -41,7 +71,7 @@
            if i >= len(datas):
                break
            item = datas[i]
            limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
            limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
            if abs(limit_up_price - item["high"]) < 0.001:
                latest_limit_up_index = i
                break
@@ -50,18 +80,20 @@
            if latest_limit_up_index > 0 and datas[latest_limit_up_index - 1]["volume"] > datas[latest_limit_up_index][
                "volume"]:
                return datas[latest_limit_up_index - 1]["volume"], datas[latest_limit_up_index - 1]["volume"], \
                       datas[latest_limit_up_index - 1]['bob'].strftime("%Y-%m-%d")
                       datas[latest_limit_up_index - 1]['bob'].strftime("%Y-%m-%d"), latest_limit_up_index - 1
            else:
                return datas[latest_limit_up_index]["volume"], datas[latest_limit_up_index]["volume"], \
                       datas[latest_limit_up_index]['bob'].strftime("%Y-%m-%d")
                       datas[latest_limit_up_index]['bob'].strftime("%Y-%m-%d"), latest_limit_up_index

    if is_new_or_near_top:
        # 如果是突破前高就取最大量
        for item in datas:
        for i in range(len(datas)):
            item = datas[i]
            if max_volume < item["volume"]:
                max_volume = item["volume"]
                max_volume_date = item["bob"]
        return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d")
                max_volume_index = i
        return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d"), max_volume_index
    else:
        date = None
        target_volume = None
@@ -73,9 +105,9 @@
                max_volume = volume
                max_volume_date = item['bob']
            # 是否有涨停
            limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
            limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
            # 不看超过60天的涨停
            if abs(limit_up_price - item["high"]) < 0.01 and i <= 59:
            if abs(limit_up_price - item["high"]) < 0.001 and i <= 59:
                # 涨停
                next_volume = 0
                if i > 0:
@@ -84,7 +116,7 @@
                if volume < next_volume:
                    volume = next_volume
                    date = datas[i - 1]["bob"]
                target_volume = (volume, date)
                target_volume = (volume, date, i)
                break

        # 90个交易日无涨停，取最近30天内的最高量作为参考量
@@ -97,6 +129,6 @@
                item = datas[i]
                volume = item["volume"]
                if max_30_volume_info[0] < volume:
                    max_30_volume_info = [volume, item["bob"]]
                    max_30_volume_info = [volume, item["bob"], i]
            target_volume = max_30_volume_info
        return target_volume[0], target_volume[0], target_volume[1].strftime("%Y-%m-%d")
        return target_volume[0], target_volume[0], target_volume[1].strftime("%Y-%m-%d"), target_volume[2]