| | |
| | | # 是否有涨停 |
| | | import copy |
| | | import json |
| | | import random |
| | | import time |
| | | |
| | | from code_attribute import gpcode_manager |
| | | |
| | | # 代码股性记录管理 |
| | | from db import redis_manager |
| | | from utils import tool |
| | | from db.redis_manager import RedisManager |
| | | from db.redis_manager_delegate import RedisManager, RedisUtils |
| | | from utils.tool import CodeDataCacheUtil |
| | | |
| | | |
| | | class CodeNatureRecordManager: |
| | | __redisManager = RedisManager(0) |
| | | __k_format_cache = {} |
| | | __nature_cache = {} |
| | | |
| | | @classmethod |
| | | def __get_redis(cls): |
| | |
| | | # 保存K线形态 |
| | | @classmethod |
| | | def save_k_format(cls, code, k_format): |
| | | cls.__get_redis().setex(f"k_format-{code}", tool.get_expire(), json.dumps(k_format)) |
| | | RedisUtils.setex(cls.__get_redis(), f"k_format-{code}", tool.get_expire(), json.dumps(k_format)) |
| | | |
| | | @classmethod |
| | | def get_k_format(cls, code): |
| | | val = cls.__get_redis().get(f"k_format-{code}") |
| | | val = RedisUtils.get(cls.__get_redis(), f"k_format-{code}") |
| | | if val: |
| | | return json.loads(val) |
| | | return None |
| | | |
| | | @classmethod |
| | | def get_k_format_cache(cls, code): |
| | | val = None |
| | | if code in cls.__k_format_cache: |
| | | val = cls.__k_format_cache[code] |
| | | if not val: |
| | | val = cls.get_k_format(code) |
| | | if val: |
| | | cls.__k_format_cache[code] = val |
| | | # 复制 |
| | | return copy.deepcopy(val) if val else None |
| | | |
| | | # 保存股性 |
| | | @classmethod |
| | | def save_nature(cls, code, natures): |
| | | cls.__get_redis().setex(f"code_nature-{code}", tool.get_expire(), json.dumps(natures)) |
| | | RedisUtils.setex(cls.__get_redis(), f"code_nature-{code}", tool.get_expire(), json.dumps(natures)) |
| | | |
| | | @classmethod |
| | | def get_nature(cls, code): |
| | | val = cls.__get_redis().get(f"code_nature-{code}") |
| | | val = RedisUtils.get(cls.__get_redis(), f"code_nature-{code}") |
| | | if val: |
| | | return json.loads(val) |
| | | return None |
| | | |
| | | @classmethod |
| | | def get_nature_cache(cls, code): |
| | | if code in cls.__nature_cache: |
| | | return cls.__nature_cache[code] |
| | | val = cls.get_nature(code) |
| | | if val: |
| | | cls.__nature_cache[code] = val |
| | | return val |
| | | |
| | | |
| | | class LatestMaxVolumeManager: |
| | | __db = 0 |
| | | __instance = None |
| | | __redis_manager = redis_manager.RedisManager(0) |
| | | __max_volume_cache = {} |
| | | |
| | | def __new__(cls, *args, **kwargs): |
| | | if not cls.__instance: |
| | | cls.__instance = super(LatestMaxVolumeManager, cls).__new__(cls, *args, **kwargs) |
| | | cls.__load_datas() |
| | | return cls.__instance |
| | | |
| | | @classmethod |
| | | def __load_datas(cls): |
| | | __redis = cls.__get_redis() |
| | | try: |
| | | keys = RedisUtils.keys(__redis, "is_latest_max_volume-*") |
| | | for k in keys: |
| | | code = k.split("-")[-1] |
| | | val = RedisUtils.get(__redis, k) |
| | | CodeDataCacheUtil.set_cache(cls.__max_volume_cache, code, val) |
| | | finally: |
| | | RedisUtils.realse(__redis) |
| | | |
| | | @classmethod |
| | | def __get_redis(cls): |
| | | return cls.__redis_manager.getRedis() |
| | | |
| | | def __save_has_latest_max_volume(self, code): |
| | | RedisUtils.setex_async(self.__db, f"is_latest_max_volume-{code}", tool.get_expire(), "1") |
| | | |
| | | # 设置最近有最大量 |
| | | def set_has_latest_max_volume(self, code): |
| | | CodeDataCacheUtil.set_cache(self.__max_volume_cache, code, 1) |
| | | self.__save_has_latest_max_volume(code) |
| | | |
| | | # 最近是否有最大量 |
| | | def is_latest_max_volume(self, code): |
| | | return code in self.__max_volume_cache |
| | | |
| | | def clear(self): |
| | | self.__max_volume_cache.clear() |
| | | keys = RedisUtils.keys(self.__get_redis(), "is_latest_max_volume-*") |
| | | for k in keys: |
| | | RedisUtils.delete_async(self.__db, k) |
| | | |
| | | |
| | | # 设置历史K线 |
| | |
| | | |
| | | |
| | | # 获取K线形态 |
| | | # 返回 (15个交易日涨幅是否大于24.9%,是否破前高,是否超跌,是否接近前高,是否N,是否V) |
| | | # 返回 (15个交易日涨幅是否大于24.9%,是否破前高,是否超跌,是否接近前高,是否N,是否V,是否有形态,天量大阳信息,是否具有辨识度) |
| | | def get_k_format(limit_up_price, record_datas): |
| | | p1_data = get_lowest_price_rate(record_datas) |
| | | p1 = p1_data[0] >= 0.249, p1_data[1] |
| | |
| | | |
| | | p7 = (p1[0] or p2[0] or p3[0] or p4[0] or p5[0] or p6[0], '') |
| | | |
| | | return p1, p2, p3, p4, p5, p6, p7, p8 |
| | | # 是否具有辨识度 |
| | | p9 = is_special(record_datas) |
| | | |
| | | return p1, p2, p3, p4, p5, p6, p7, p8, p9 |
| | | |
| | | |
| | | # 是否具有K线形态 |
| | | def is_has_k_format(limit_up_price, record_datas): |
| | | is_too_high, is_new_top, is_lowest, is_near_new_top, is_n, is_v, has_format, volume_info = get_k_format( |
| | | float(limit_up_price), |
| | | record_datas) |
| | | is_too_high, is_new_top, is_lowest, is_near_new_top, is_n, is_v, has_format, volume_info, is_special = get_k_format( |
| | | float(limit_up_price), record_datas) |
| | | if not has_format: |
| | | return False, "不满足K线形态" |
| | | return True, "有形态" |
| | |
| | | return 0, '' |
| | | |
| | | |
| | | # 是否涨得太高 |
| | | def is_up_too_high_in_10d(record_datas): |
| | | datas = copy.deepcopy(record_datas) |
| | | datas.sort(key=lambda x: x["bob"]) |
| | | datas = datas[-10:] |
| | | limit_ups = [] |
| | | limit_up_count = 0 |
| | | max_price = datas[0]["high"] |
| | | for data in datas: |
| | | limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(data["pre_close"])) |
| | | date = data['bob'].strftime("%Y-%m-%d") |
| | | if data["high"] > max_price: |
| | | max_price = data["high"] |
| | | if abs(limit_up_price - data["high"]) < 0.01: |
| | | limit_ups.append((date, True)) |
| | | limit_up_count += 1 |
| | | else: |
| | | limit_ups.append((date, False)) |
| | | # 下降幅度 |
| | | limit_down_rate = round((max_price - datas[-1]["close"]) / max_price, 3) |
| | | |
| | | if limit_up_count < 3: |
| | | return False |
| | | # 连续5天有3天涨停 |
| | | for i in range(len(limit_ups)): |
| | | if i + 5 > len(limit_ups): |
| | | break |
| | | temp_datas = limit_ups[i:i + 5] |
| | | t_count = 0 |
| | | for t in temp_datas: |
| | | if t[1]: |
| | | t_count += 1 |
| | | if t_count >= 3 and limit_down_rate < 0.2: |
| | | # 降幅小于20% |
| | | return True |
| | | |
| | | return False |
| | | |
| | | |
| | | # 120 天内是否长得太高 |
| | | def is_up_too_high_in_120d(record_datas): |
| | | datas = copy.deepcopy(record_datas) |
| | | datas.sort(key=lambda x: x["bob"]) |
| | | datas = datas[-120:] |
| | | today_limit_up_price = round(float(gpcode_manager.get_limit_up_price_by_preprice(datas[-1]["close"])), 2) |
| | | max_price = 0 |
| | | for data in datas: |
| | | if data["high"] > max_price: |
| | | max_price = data["high"] |
| | | if today_limit_up_price <= max_price: |
| | | return False |
| | | |
| | | # 计算120天的均价 |
| | | total_amount = 0 |
| | | total_volume = 0 |
| | | for data in datas: |
| | | total_amount += data["amount"] |
| | | total_volume += data["volume"] |
| | | average_price = round(total_amount / total_volume, 2) |
| | | if (today_limit_up_price - average_price) / average_price > 0.3: |
| | | return True |
| | | else: |
| | | return False |
| | | |
| | | |
| | | # 最近几天是否有最大量 |
| | | def is_have_latest_max_volume(record_datas, day_count): |
| | | datas = copy.deepcopy(record_datas) |
| | | datas.sort(key=lambda x: x["bob"]) |
| | | datas = datas[-120:] |
| | | max_volume = (0, datas[0]["volume"]) |
| | | for i in range(0, len(datas)): |
| | | if max_volume[1] < datas[i]["volume"]: |
| | | max_volume = (i, datas[i]["volume"]) |
| | | if len(datas) - max_volume[0] <= day_count: |
| | | return True |
| | | return False |
| | | |
| | | |
| | | # 是否有涨停 |
| | | def get_first_limit_up_count(datas): |
| | | datas = copy.deepcopy(datas) |
| | |
| | | for i in range(len(datas)): |
| | | item = datas[i] |
| | | # 获取首板涨停次数 |
| | | if __is_limit_up(item) and i>0 and not __is_limit_up(datas[i-1]): |
| | | if __is_limit_up(item) and i > 0 and not __is_limit_up(datas[i - 1]): |
| | | # 首板涨停 |
| | | count+=1 |
| | | count += 1 |
| | | |
| | | return count |
| | | |
| | |
| | | return abs(limit_up_price - data["close"]) < 0.001 |
| | | |
| | | |
| | | # 是否涨停过 |
| | | def __is_limited_up(data): |
| | | limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(data["pre_close"])) |
| | | return abs(limit_up_price - data["high"]) < 0.001 |
| | | |
| | | |
| | | # 首板涨停溢价率 |
| | | def get_limit_up_premium_rate(datas): |
| | | datas = copy.deepcopy(datas) |
| | |
| | | return count / len(first_rate_list) |
| | | |
| | | |
| | | # 是否具有辨识度 |
| | | def is_special(datas): |
| | | # 30个交易日内有≥5天曾涨停且连续涨停数或曾涨停≥2天 |
| | | if len(datas) > 30: |
| | | datas = datas[-30:] |
| | | |
| | | count = 0 |
| | | continue_count = 0 |
| | | last_index = -1 |
| | | for i in range(len(datas)): |
| | | if __is_limited_up(datas[i]): |
| | | if last_index >= 0 and i - last_index == 1: |
| | | continue_count += 1 |
| | | count += 1 |
| | | last_index = i |
| | | if count >= 5 and continue_count > 0: |
| | | return True, '' |
| | | return False, '' |
| | | |
| | | |
| | | if __name__ == "__main__": |
| | | print(CodeNatureRecordManager.get_k_format("603717")) |