| | |
| | | import json |
| | | |
| | | import constant |
| | | from db.redis_manager import RedisUtils |
| | | from third_data import kpl_block_util |
| | | from db.redis_manager_delegate import RedisUtils |
| | | from third_data import kpl_block_util, kpl_api |
| | | from utils import global_util, tool |
| | | from log_module import log |
| | | from db import redis_manager |
| | | from log_module import log, async_log_util |
| | | from db import redis_manager_delegate as redis_manager |
| | | |
| | | from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy, logger_kpl_debug |
| | | from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy |
| | | from third_data.kpl_util import KPLPlatManager |
| | | from trade import trade_manager |
| | | from trade import trade_manager, l2_trade_util |
| | | |
| | | |
| | | # 代码精选板块管理 |
| | | class KPLCodeJXBlockManager: |
| | | __db = 3 |
| | | __redisManager = redis_manager.RedisManager(3) |
| | | __code_blocks = {} |
| | | # 备用 |
| | | __code_by_blocks = {} |
| | | |
| | | __instance = None |
| | | |
| | | def __new__(cls, *args, **kwargs): |
| | | if not cls.__instance: |
| | | cls.__instance = super(KPLCodeJXBlockManager, cls).__new__(cls, *args, **kwargs) |
| | | return cls.__instance |
| | | |
| | | def __get_redis(self): |
| | | return self.__redisManager.getRedis() |
| | | |
| | | def save_jx_blocks(self, code, blocks): |
| | | def save_jx_blocks(self, code, blocks, by=False): |
| | | if blocks is None: |
| | | return |
| | | if len(blocks) > 2: |
| | | blocks = blocks[:2] |
| | | |
| | | # 保存前2条数据 |
| | | RedisUtils.setex(self.__get_redis(),f"kpl_jx_blocks-{code}", tool.get_expire(), json.dumps(blocks)) |
| | | self.__code_blocks[code] = blocks |
| | | if by: |
| | | RedisUtils.setex_async(self.__db, f"kpl_jx_blocks_by-{code}", tool.get_expire(), json.dumps(blocks)) |
| | | self.__code_by_blocks[code] = blocks |
| | | else: |
| | | RedisUtils.setex_async(self.__db, f"kpl_jx_blocks-{code}", tool.get_expire(), json.dumps(blocks)) |
| | | self.__code_blocks[code] = blocks |
| | | |
| | | # 获取精选板块 |
| | | def get_jx_blocks(self, code): |
| | | if code in self.__code_blocks: |
| | | return self.__code_blocks[code] |
| | | val = RedisUtils.get(self.__get_redis(), f"kpl_jx_blocks-{code}") |
| | | if val is None: |
| | | return None |
| | | def get_jx_blocks(self, code, by=False): |
| | | if by: |
| | | if code in self.__code_by_blocks: |
| | | return self.__code_by_blocks[code] |
| | | val = RedisUtils.get(self.__get_redis(), f"kpl_jx_blocks_by-{code}") |
| | | if val is None: |
| | | return None |
| | | else: |
| | | val = json.loads(val) |
| | | self.__code_by_blocks[code] = val |
| | | return self.__code_by_blocks[code] |
| | | else: |
| | | val = json.loads(val) |
| | | self.__code_blocks[code] = val |
| | | return self.__code_blocks[code] |
| | | if code in self.__code_blocks: |
| | | return self.__code_blocks[code] |
| | | val = RedisUtils.get(self.__get_redis(), f"kpl_jx_blocks-{code}") |
| | | if val is None: |
| | | return None |
| | | else: |
| | | val = json.loads(val) |
| | | self.__code_blocks[code] = val |
| | | return self.__code_blocks[code] |
| | | |
| | | def get_jx_blocks_cache(self, code, by=False): |
| | | if by: |
| | | return self.__code_by_blocks.get(code) |
| | | else: |
| | | return self.__code_blocks.get(code) |
| | | |
| | | # 从网络上加载精选板块 |
| | | def load_jx_blocks(self, code, buy_1_price, limit_up_price): |
| | | if limit_up_price and buy_1_price: |
| | | # 处理买1,卖1信息 |
| | | pre_close_price = round(float(limit_up_price) / 1.1, 2) |
| | | # 如果涨幅大于7%就读取板块 |
| | | price_rate = (buy_1_price - pre_close_price) / pre_close_price |
| | | if price_rate > 0.07: |
| | | if not self.get_jx_blocks_cache(code): |
| | | blocks = kpl_api.getCodeJingXuanBlocks(code) |
| | | self.save_jx_blocks(code, blocks) |
| | | async_log_util.info(logger_kpl_block_can_buy,f"{code}:获取到精选板块-{blocks}") |
| | | elif price_rate > 0.03: |
| | | # 添加备用板块 |
| | | if not self.get_jx_blocks_cache(code, by=True): |
| | | blocks = kpl_api.getCodeJingXuanBlocks(code) |
| | | self.save_jx_blocks(code, blocks, by=True) |
| | | async_log_util.info(logger_kpl_block_can_buy, f"{code}:获取到精选板块(备用)-{blocks}") |
| | | |
| | | |
| | | |
| | | # 开盘啦禁止交易板块管理 |
| | | class KPLPlateForbiddenManager: |
| | | __redisManager = redis_manager.RedisManager(3) |
| | | __kpl_forbidden_plates_cache = set() |
| | | |
| | | def __get_redis(self): |
| | | return self.__redisManager.getRedis() |
| | | __instance = None |
| | | |
| | | def __new__(cls, *args, **kwargs): |
| | | if not cls.__instance: |
| | | cls.__instance = super(KPLPlateForbiddenManager, cls).__new__(cls, *args, **kwargs) |
| | | cls.__load_datas() |
| | | return cls.__instance |
| | | |
| | | @classmethod |
| | | def __load_datas(cls): |
| | | __redis = cls.__get_redis() |
| | | try: |
| | | __kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates") |
| | | finally: |
| | | RedisUtils.realse(__redis) |
| | | |
| | | @classmethod |
| | | def __get_redis(cls): |
| | | return cls.__redisManager.getRedis() |
| | | |
| | | def save_plate(self, plate): |
| | | self.__kpl_forbidden_plates_cache.add(plate) |
| | | RedisUtils.sadd(self.__get_redis(), "kpl_forbidden_plates", plate) |
| | | RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire()) |
| | | |
| | | def list_all(self): |
| | | return RedisUtils.smembers(self.__get_redis(), "kpl_forbidden_plates") |
| | | |
| | | def list_all_cache(self): |
| | | return self.__kpl_forbidden_plates_cache |
| | | |
| | | |
| | | class LimitUpCodesPlateKeyManager: |
| | |
| | | # 今日涨停原因变化 |
| | | def set_today_limit_up_reason_change(self, code, from_reason, to_reason): |
| | | RedisUtils.sadd(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", from_reason) |
| | | self.__get_redis().expire(f"kpl_limit_up_reason_his-{code}", tool.get_expire()) |
| | | RedisUtils.expire(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", tool.get_expire()) |
| | | self.__set_total_keys(code) |
| | | |
| | | # 设置代码的今日涨停原因 |
| | |
| | | # 后排才能挂单 |
| | | return 0, "身位不为后排" |
| | | |
| | | forbidden_plates = cls.__KPLPlateForbiddenManager.list_all() |
| | | forbidden_plates = cls.__KPLPlateForbiddenManager.list_all_cache() |
| | | if key in forbidden_plates: |
| | | return 0, "不买该板块" |
| | | |
| | |
| | | @classmethod |
| | | def is_in_top(cls, keys): |
| | | reasons = cls.get_can_buy_key_set() |
| | | log.logger_kpl_debug.debug("市场流入前5:{}", reasons) |
| | | forbidden_plates = cls.__KPLPlateForbiddenManager.list_all() |
| | | forbidden_plates = cls.__KPLPlateForbiddenManager.list_all_cache() |
| | | reasons = reasons - forbidden_plates |
| | | temp_set = keys & reasons |
| | | log.logger_kpl_debug.debug("市场流入前5匹配结果:{}", temp_set) |
| | | if temp_set: |
| | | return True, temp_set |
| | | else: |
| | |
| | | |
| | | def set_history_limit_up_reason(self, code, reasons): |
| | | self.__history_limit_up_reason_dict[code] = set(reasons) |
| | | RedisUtils.setex(self.__get_redis(),f"kpl_his_limit_up_reason-{code}", tool.get_expire(), json.dumps(list(reasons))) |
| | | logger_kpl_debug.debug(f"设置历史涨停原因:{code}-{reasons}") |
| | | RedisUtils.setex(self.__get_redis(), f"kpl_his_limit_up_reason-{code}", tool.get_expire(), |
| | | json.dumps(list(reasons))) |
| | | |
| | | # 如果返回值不为None表示已经加载过历史原因了 |
| | | def get_history_limit_up_reason(self, code): |
| | | reasons = self.__history_limit_up_reason_dict.get(code) |
| | | if reasons is None: |
| | | # 从内存中加载 |
| | | val = self.__get_redis().get(f"kpl_his_limit_up_reason-{code}") |
| | | val = RedisUtils.get(self.__get_redis(), f"kpl_his_limit_up_reason-{code}") |
| | | if val is not None: |
| | | val = set(json.loads(val)) |
| | | self.__history_limit_up_reason_dict[code] = val |
| | |
| | | else: |
| | | return reasons |
| | | |
| | | def get_history_limit_up_reason_cache(self, code): |
| | | reasons = self.__history_limit_up_reason_dict.get(code) |
| | | return reasons |
| | | |
| | | def set_blocks(self, code, blocks): |
| | | self.__blocks_dict[code] = set(blocks) |
| | | RedisUtils.setex(self.__get_redis(),f"kpl_blocks-{code}", tool.get_expire(), json.dumps(list(blocks))) |
| | | RedisUtils.setex(self.__get_redis(), f"kpl_blocks-{code}", tool.get_expire(), json.dumps(list(blocks))) |
| | | |
| | | def get_blocks(self, code): |
| | | reasons = self.__blocks_dict.get(code) |
| | | if reasons is None: |
| | | # 从内存中加载 |
| | | val = self.__get_redis().get(f"kpl_blocks-{code}") |
| | | val = RedisUtils.get(self.__get_redis(), f"kpl_blocks-{code}") |
| | | if val is not None: |
| | | val = set(json.loads(val)) |
| | | self.__blocks_dict[code] = val |
| | |
| | | class TargetCodePlateKeyManager: |
| | | __redisManager = redis_manager.RedisManager(1) |
| | | __CodesPlateKeysManager = CodesHisReasonAndBlocksManager() |
| | | __KPLCodeJXBlockManager = KPLCodeJXBlockManager() |
| | | |
| | | def __get_redis(self): |
| | | return self.__redisManager.getRedis() |
| | | |
| | | # 返回key集合(排除无效板块),今日涨停原因,今日历史涨停原因,历史涨停原因,二级,板块 |
| | | # 返回key集合(排除无效板块),今日涨停原因,今日历史涨停原因,历史涨停原因,二级,精选板块 |
| | | def get_plate_keys(self, code): |
| | | keys = set() |
| | | k1 = set() |
| | | if code in LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict: |
| | | k1 = {LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict[code]} |
| | | # 加载今日历史原因 |
| | | k11 = RedisUtils.smembers(self.__get_redis(), f"kpl_limit_up_reason_his-{code}") |
| | | k2 = self.__CodesPlateKeysManager.get_history_limit_up_reason(code) |
| | | # 加载今日历史原因,暂时不需要历史原因了 |
| | | k11 = set() # RedisUtils.smembers(self.__get_redis(), f"kpl_limit_up_reason_his-{code}") |
| | | k2 = self.__CodesPlateKeysManager.get_history_limit_up_reason_cache(code) |
| | | if k2 is None: |
| | | k2 = set() |
| | | k3 = set() |
| | |
| | | if industry: |
| | | k3 = {industry} |
| | | |
| | | k4 = self.__CodesPlateKeysManager.get_blocks(code) |
| | | if k4 is None: |
| | | k4 = set() |
| | | k4 = set() |
| | | jingxuan_blocks = self.__KPLCodeJXBlockManager.get_jx_blocks_cache(code) |
| | | if not jingxuan_blocks: |
| | | jingxuan_blocks = self.__KPLCodeJXBlockManager.get_jx_blocks_cache(code, by=True) |
| | | if jingxuan_blocks: |
| | | jingxuan_blocks = jingxuan_blocks[:2] |
| | | k4 |= set([x[1] for x in jingxuan_blocks]) |
| | | for k in [k1, k11, k2, k3, k4]: |
| | | keys |= k |
| | | |
| | |
| | | __TargetCodePlateKeyManager = TargetCodePlateKeyManager() |
| | | __LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager() |
| | | __CodesHisReasonAndBlocksManager = CodesHisReasonAndBlocksManager() |
| | | __KPLCodeJXBlockManager = KPLCodeJXBlockManager() |
| | | __CodesTradeStateManager = trade_manager.CodesTradeStateManager() |
| | | __can_buy_compute_result_dict = {} |
| | | |
| | | @classmethod |
| | | def __remove_from_l2(cls, code, msg): |
| | | # 根据身位移除代码 |
| | | # return |
| | | # 下过单的代码不移除 |
| | | if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE: |
| | | # 只要下过单的就不移除 |
| | | return |
| | | l2_trade_util.forbidden_trade(code, msg=msg) |
| | | logger_kpl_block_can_buy.info(msg) |
| | | |
| | | @classmethod |
| | | def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict, |
| | | yesterday_current_limit_up_codes, limit_up_record_datas): |
| | | # log.logger_kpl_debug.info(f"判断板块是否可买:{block}") |
| | | # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas, |
| | | # yesterday_current_limit_up_codes, 50) |
| | | # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas, |
| | | # yesterday_current_limit_up_codes, 50) |
| | | # is_top_4 = is_top_8_record and is_top_4_current |
| | | # msg_list.append(f"\n实时top10(涨停数量:{len(current_limit_up_datas)})") |
| | | # msg_list.append(f"历史top20(涨停数量:{len(top_8_record)})") |
| | | |
| | | # 获取主板实时身位,剔除高位板 |
| | | current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block, |
| | | current_limit_up_datas, |
| | | code_limit_up_reason_dict, |
| | | yesterday_current_limit_up_codes, |
| | | shsz=True) |
| | | record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block, |
| | | limit_up_record_datas, |
| | | code_limit_up_reason_dict, |
| | | yesterday_current_limit_up_codes, |
| | | shsz=True) |
| | | # 获取主板历史身位 |
| | | |
| | | open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas, |
| | | code_limit_up_reason_dict) |
| | | if open_limit_up_codes: |
| | | # 主板开1 |
| | | if current_shsz_rank < len(open_limit_up_codes) + 1 and record_shsz_rank < len(open_limit_up_codes) + 2: |
| | | # 属于龙1,龙2 |
| | | return True, f"{tool.get_now_time_str()} {block}:top10涨停板块,主板开1({open_limit_up_codes}),属于主板前龙{len(open_limit_up_codes) + 1}(实时身位-{current_shsz_rank}/{len(current_limit_up_datas)})" |
| | | else: |
| | | if record_shsz_rank >= len(open_limit_up_codes) + 1: |
| | | cls.__remove_from_l2(code, f"{code}根据身位禁止买入:【{block}】历史身位{record_shsz_rank}") |
| | | return False, f"板块-{block}: top4涨停板块,主板开1({open_limit_up_codes}),不为主板前龙{len(open_limit_up_codes) + 1}(实时身位-{current_shsz_rank}:{front_current_shsz_rank_codes},历史身位-{record_shsz_rank})" |
| | | else: |
| | | if current_shsz_rank == 0 and record_shsz_rank < 2: |
| | | return True, f"{tool.get_now_time_str()} {block}:top4涨停板块,非主板开1,属于龙1,实时涨停列表数量({len(current_limit_up_datas)})" |
| | | else: |
| | | if record_shsz_rank >= 2: |
| | | cls.__remove_from_l2(code, f"{code}根据身位禁止买入:【{block}】历史身位{record_shsz_rank}") |
| | | |
| | | return False, f"板块-{block}: top4涨停板块,非主板开1,不为主板龙1(实时身位-{current_shsz_rank}:{front_current_shsz_rank_codes},历史身位-{record_shsz_rank})" |
| | | |
| | | # 获取可以买的板块 |
| | | # current_limit_up_datas: 今日实时涨停 |
| | |
| | | code_limit_up_reason_dict[d[3]] = d[2] |
| | | return code_limit_up_reason_dict |
| | | |
| | | now_time = int(tool.get_now_time_str().replace(":", "")) |
| | | times = [100000, 103000, 110000, 133000, 150000] |
| | | time_index = 0 |
| | | for i in range(len(times)): |
| | | if now_time < times[i]: |
| | | time_index = i |
| | | break |
| | | if current_limit_up_datas is None: |
| | | current_limit_up_datas = [] |
| | | |
| | | # 获取目标代码板块 |
| | | keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code) |
| | | log.logger_kpl_debug.info("{}关键词:今日-{},今日历史-{},历史-{},二级行业-{},代码板块-{}", code, k1, k11, k2, k3, k4) |
| | | # log.logger_kpl_debug.info("{}关键词:今日-{},今日历史-{},历史-{},二级行业-{},代码板块-{}", code, k1, k11, k2, k3, k4) |
| | | keys = set() |
| | | if k1: |
| | | for k in k1: |
| | | if k not in constant.KPL_INVALID_BLOCKS: |
| | | keys.add(k) |
| | | if not keys: |
| | | for k in k2: |
| | | if k not in constant.KPL_INVALID_BLOCKS: |
| | | keys.add(k) |
| | | if not keys: |
| | | # 始终获取精选板块 |
| | | if True: |
| | | # 获取 |
| | | jx_blocks = cls.__KPLCodeJXBlockManager.get_jx_blocks(code) |
| | | if jx_blocks: |
| | | keys |= set([k[1] for k in jx_blocks[:2]]) |
| | | log.logger_kpl_debug.info("{}最终关键词:{}", code, keys) |
| | | if k4: |
| | | keys |= k4 |
| | | keys = keys - constant.KPL_INVALID_BLOCKS |
| | | |
| | | # log.logger_kpl_debug.info("{}最终关键词:{}", code, keys) |
| | | |
| | | # 涨停列表中匹配关键词,返回(板块:代码集合),代码集合中已经排除自身 |
| | | if not keys: |
| | | return cls.BLOCK_TYPE_NONE, None, "尚未找到涨停原因" |
| | | return None, "尚未找到涨停原因" |
| | | code_limit_up_reason_dict = {} |
| | | load_code_block() |
| | | msg_list = [] |
| | | |
| | | can_buy_blocks = [] |
| | | for block in keys: |
| | | is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, 20) |
| | | is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas, |
| | | yesterday_current_limit_up_codes, 10) |
| | | is_top_4 = is_top_8_record and is_top_4_current |
| | | msg_list.append(f"\n实时top10: {top_4_current}(涨停数量:{len(current_limit_up_datas)})") |
| | | msg_list.append(f"历史top20: {top_8_record}") |
| | | |
| | | # 获取主板实时身位 |
| | | current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas, |
| | | code_limit_up_reason_dict, shsz=True) |
| | | record_shsz_rank = kpl_block_util.get_code_record_rank(code, block, limit_up_record_datas, |
| | | code_limit_up_reason_dict, shsz=True) |
| | | # 获取主板历史身位 |
| | | if is_top_4: |
| | | pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas, |
| | | code_limit_up_reason_dict) |
| | | if pen_limit_up_codes: |
| | | # 主板开1 |
| | | if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len( |
| | | pen_limit_up_codes) + 1: |
| | | # 属于龙1,龙2 |
| | | can_buy_blocks.append((block, |
| | | f"{block}:top4涨停板块,主板开1({pen_limit_up_codes}),属于主板前龙{len(pen_limit_up_codes) + 1}(实时身位-{current_shsz_rank})")) |
| | | continue |
| | | else: |
| | | msg_list.append( |
| | | f"板块-{block}: top4涨停板块,主板开1({pen_limit_up_codes}),不为主板前龙{len(pen_limit_up_codes) + 1}(实时身位-{current_shsz_rank},历史身位-{record_shsz_rank})") |
| | | continue |
| | | else: |
| | | if current_shsz_rank == 0 and record_shsz_rank < 2: |
| | | can_buy_blocks.append((block, f"{block}:top4涨停板块,非主板开1,属于龙1")) |
| | | continue |
| | | else: |
| | | msg_list.append( |
| | | f"板块-{block}: top4涨停板块,非主板开1,不为主板龙1(实时身位-{current_shsz_rank},历史身位-{record_shsz_rank})") |
| | | continue |
| | | can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict, |
| | | yesterday_current_limit_up_codes, limit_up_record_datas) |
| | | if can_buy: |
| | | can_buy_blocks.append((block, msg)) |
| | | else: |
| | | # 是否满足行业精选流入要求 |
| | | is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0] |
| | | if not is_in_top_input: |
| | | msg_list.append( |
| | | f"板块-{block}: 非top4涨停板块,不满足精选/行业流入要求") |
| | | continue |
| | | else: |
| | | # 是否为主板龙1(实时龙1,历史龙2以内) |
| | | if current_shsz_rank == 0 and record_shsz_rank < 2: |
| | | can_buy_blocks.append((block, f"{block}:不是top4涨停板块,满足精选/行业流入要求,满足主板龙1")) |
| | | continue |
| | | else: |
| | | msg_list.append( |
| | | f"板块-{block}: 不是top4涨停板块,满足精选/行业流入要求,不为主板龙1(实时身位-{current_shsz_rank},历史身位-{record_shsz_rank})") |
| | | continue |
| | | msg_list.append(msg) |
| | | if len(can_buy_blocks) == len(keys): |
| | | blocks = "/".join([x[0] for x in can_buy_blocks]) |
| | | blocks = [x[0] for x in can_buy_blocks] |
| | | blocks_msg = "\n".join([x[1] for x in can_buy_blocks]) |
| | | return blocks, blocks_msg |
| | | |
| | |
| | | # 是否可以下单 |
| | | # 返回:是否可以下单,消息,板块类型 |
| | | @classmethod |
| | | def can_buy(cls, code, current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, |
| | | before_blocks_dict): |
| | | def can_buy(cls, code): |
| | | if constant.TEST: |
| | | return True, "", cls.BLOCK_TYPE_NONE |
| | | return True, cls.BLOCK_TYPE_NONE |
| | | # if True: |
| | | # # 测试 |
| | | # return True, "不判断板块身位" |
| | | return cls.__can_buy_compute_result_dict.get(code) |
| | | |
| | | block, block_msg = cls.get_can_buy_block(code, current_limit_up_datas, |
| | | limit_up_record_datas, yesterday_current_limit_up_codes, |
| | | before_blocks_dict) |
| | | if block is None: |
| | | @classmethod |
| | | def __compute_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, before_blocks_dict): |
| | | |
| | | blocks, block_msg = cls.get_can_buy_block(code, current_limit_up_datas, |
| | | limit_up_record_datas, yesterday_current_limit_up_codes, |
| | | before_blocks_dict) |
| | | if not blocks: |
| | | return False, block_msg |
| | | |
| | | # ---------------------------------判断目标代码的板块-------------------start------------ |
| | | # 判断匹配出的涨停原因,判断是否有已经下单的票 |
| | | # reason_need_buy_dict = {} |
| | | # for k in match_limit_up_result: |
| | | # codes = match_limit_up_result[k] |
| | | # final_codes_keys = [keys] |
| | | # for code_ in codes: |
| | | # temp_key_set = set() |
| | | # temp_key_set |= cls.__CodesHisReasonAndBlocksManager.get_total_keys(code_) |
| | | # temp = cls.__LimitUpCodesPlateKeyManager.total_code_keys_dict.get(code_) |
| | | # if temp: |
| | | # temp_key_set |= temp |
| | | # # 二级 |
| | | # industry = global_util.code_industry_map.get(code_) |
| | | # if industry: |
| | | # temp_key_set.add(industry) |
| | | # |
| | | # final_codes_keys.append(temp_key_set) |
| | | # # 求共同的关键词 |
| | | # intersection = set(final_codes_keys[0]) |
| | | # for s in final_codes_keys: |
| | | # intersection &= s |
| | | # log.logger_kpl_debug.info("{}的板块求交集:{}-{}", code, k, intersection) |
| | | # |
| | | # # 求公共的板块是否在流入前5中 |
| | | # is_in, valid_keys = RealTimeKplMarketData.is_in_top(intersection) |
| | | # if is_in: |
| | | # reason_need_buy_dict[k] = (is_in, valid_keys) |
| | | # ---------------------------------判断目标代码的板块-------------------end------------ |
| | | |
| | | # 获取板块可以下单的个数 |
| | | # can_buy_codes_count_dict = {} |
| | | # |
| | | # for key__ in match_limit_up_result: |
| | | # can_buy_count, msg = RealTimeKplMarketData.get_can_buy_codes_count(code, key__) |
| | | # can_buy_codes_count_dict[key__] = can_buy_count |
| | | |
| | | # has_available_key = False |
| | | # for key in can_buy_codes_count_dict: |
| | | # if can_buy_codes_count_dict[key] > 0: |
| | | # has_available_key = True |
| | | # break |
| | | # if not has_available_key: |
| | | # return False, f"匹配到的【{','.join(match_limit_up_result.keys())}】没在精选/行业可以买入的板块中" |
| | | |
| | | # ---------------------------------加载已经下单/成交的代码信息------------start------------- |
| | | # match_reasons = match_limit_up_result.keys() |
| | | # 判断匹配到的原因是否已经有下单/买入成功的代码 |
| | | codes_delegate = set(trade_manager.get_codes_by_trade_states( |
| | | codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
| | | {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER})) |
| | | codes_success = set(trade_manager.get_codes_by_trade_states( |
| | | codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
| | | {trade_manager.TRADE_STATE_BUY_SUCCESS})) |
| | | |
| | | codes = codes_delegate | codes_success |
| | |
| | | for c in codes: |
| | | keys_, k1_, k11_, k2_, k3_, k4_ = cls.__TargetCodePlateKeyManager.get_plate_keys(c) |
| | | # 实时涨停原因 |
| | | trade_codes_blocks_dict[c] = k1_ |
| | | trade_codes_blocks_dict[c] = k1_ | k4_ |
| | | # 统计板块中的代码 |
| | | trade_block_codes_dict = {} |
| | | for c in trade_codes_blocks_dict: |
| | |
| | | trade_block_codes_dict[b].add(c) |
| | | |
| | | # ---------------------------------加载已经下单/成交的代码信息------------end------------- |
| | | |
| | | msg_list = [] |
| | | for key in [block]: |
| | | for key in blocks: |
| | | # 板块中已经有成交的就不下单了 |
| | | if key in trade_success_blocks_count: |
| | | success_codes_count = len(trade_success_blocks_count[key]) |
| | | if success_codes_count >= 2: |
| | | msg_list.append(f"【{key}】中已经有{success_codes_count}个成交代码") |
| | | log.logger_kpl_debug.debug(f"{code}:板块({key})已经有成交【{trade_success_blocks_count[key]}】") |
| | | continue |
| | | # 10:30以后买1个 |
| | | if int(tool.get_now_time_str().replace(":", "")) > int("103000") and success_codes_count >= 1: |
| | | if success_codes_count >= 1: |
| | | msg_list.append(f"【{key}】中已经有{success_codes_count}个成交代码") |
| | | log.logger_kpl_debug.debug(f"{code}:板块({key})已经有成交【{trade_success_blocks_count[key]}】") |
| | | continue |
| | | return True, block_msg |
| | | # 板块可以下单数量 |
| | | # if trade_block_codes_dict.get(key) is None or len(trade_block_codes_dict.get(key)) < \ |
| | | # can_buy_codes_count_dict[key]: |
| | | # order_count = len(trade_block_codes_dict.get(key)) if key in trade_block_codes_dict else 0 |
| | | # logger_kpl_block_can_buy.info( |
| | | # f"code={code}:【{key}】可以下单,现有数量:{order_count} 最大数量:{can_buy_codes_count_dict[key]}") |
| | | # return True, f"可以下单,板块:【{key}】,板块中已经下单的数量:{order_count}" |
| | | # else: |
| | | # order_count = len(trade_block_codes_dict.get(key)) |
| | | # msg_list.append(f"【{key}】中下单代码数量{order_count}/允许下单数量{can_buy_codes_count_dict[key]}") |
| | | |
| | | return False, ",".join(msg_list) |
| | | |
| | | # 更新代码板块判断是否可以买的结果 |
| | | @classmethod |
| | | def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, |
| | | before_blocks_dict): |
| | | can_buy, msg = cls.__compute_can_buy_blocks(code, current_limit_up_datas, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, |
| | | before_blocks_dict) |
| | | # 保存板块计算结果 |
| | | cls.__can_buy_compute_result_dict[code] = (can_buy, msg) |
| | | |
| | | # 判断是否为真老大 |
| | | @classmethod |
| | | def __is_real_first_limit_up(cls, code, block, current_limit_up_datas, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, |
| | | before_blocks_dict): |
| | | # 加载涨停代码的目标板块 |
| | | def load_code_block(): |
| | | if limit_up_record_datas: |
| | | for d in limit_up_record_datas: |
| | | if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict: |
| | | code_limit_up_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0] |
| | | else: |
| | | code_limit_up_reason_dict[d[3]] = d[2] |
| | | return code_limit_up_reason_dict |
| | | |
| | | if current_limit_up_datas is None: |
| | | current_limit_up_datas = [] |
| | | if limit_up_record_datas is None: |
| | | limit_up_record_datas = [] |
| | | code_limit_up_reason_dict = {} |
| | | load_code_block() |
| | | can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict, |
| | | yesterday_current_limit_up_codes, limit_up_record_datas) |
| | | return can_buy, msg |
| | | |
| | | @classmethod |
| | | def is_need_cancel(cls, code, limit_up_reason, current_limit_up_datas, limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, |
| | | before_blocks_dict): |
| | | can_buy, msg = cls.__is_real_first_limit_up(code, limit_up_reason, current_limit_up_datas, |
| | | limit_up_record_datas, |
| | | yesterday_current_limit_up_codes, |
| | | before_blocks_dict) |
| | | if not can_buy: |
| | | logger_kpl_block_can_buy.warning(f"{code} 根据涨停原因({limit_up_reason})匹配不能买") |
| | | return not can_buy |
| | | |
| | | |
| | | if __name__ == "__main__": |
| | | pass |