L2数据输出接口修改

Administrator

2024-09-05 ff6d60a42364ba8e2d0d5cfb5504454bee8017ad

 third_data/code_plate_key_manager.py

@@ -19,7 +19,7 @@
from log_module import log, async_log_util
from db import redis_manager_delegate as redis_manager

from log_module.log import logger_kpl_block_can_buy
from log_module.log import logger_kpl_block_can_buy, logger_debug
from third_data.kpl_util import KPLPlatManager
from trade import trade_manager, l2_trade_util, trade_constant

@@ -1060,6 +1060,46 @@
    激进买板块管理
    """
    __TargetCodePlateKeyManager = TargetCodePlateKeyManager()
    # 上次的涨停代码
    __last_limit_up_codes = set()
    # 记录代码的涨停时间
    __limit_up_time_dict = {}
    # 炸板代码的总涨停时间
    __total_limit_up_space_dict = {}

    # 当前涨停的代码
    __current_limit_up_codes = set()

    @classmethod
    def set_current_limit_up_datas(cls, current_limit_up_datas):
        # 查询当前的涨停代码集合
        codes = set([d[0] for d in current_limit_up_datas])
        cls.__current_limit_up_codes = codes
        try:
            # 炸板代码
            break_limit_up_codes = cls.__last_limit_up_codes - codes
            # 新涨停的代码
            new_limit_up_codes = codes - cls.__last_limit_up_codes
            if new_limit_up_codes:
                for code in new_limit_up_codes:
                    if code not in cls.__limit_up_time_dict:
                        cls.__limit_up_time_dict[code] = time.time()
            if break_limit_up_codes:
                # 记录总涨停时间
                for bc in break_limit_up_codes:
                    if bc in cls.__limit_up_time_dict:
                        space = tool.trade_time_sub(tool.get_now_time_str(),
                                                    tool.to_time_str(cls.__limit_up_time_dict[bc]))
                        if bc not in cls.__total_limit_up_space_dict:
                            cls.__total_limit_up_space_dict[bc] = 0
                        cls.__total_limit_up_space_dict[bc] = cls.__total_limit_up_space_dict[bc] + space
                        logger_debug.info(f"炸板代码涨停时间：{bc}-{cls.__total_limit_up_space_dict[bc]}")
                        cls.__limit_up_time_dict.pop(bc)
        except Exception as e:
            logger_debug.exception(e)
        finally:
            cls.__last_limit_up_codes = codes
        cls.compute_open_limit_up_code_dict_for_radical_buy(current_limit_up_datas)

    @classmethod
    def compute_open_limit_up_code_dict_for_radical_buy(cls, current_limit_up_datas):
@@ -1143,11 +1183,13 @@
        获取历史涨停身位
        @param code:
        @param block:
        @param current_limit_up_datas:
        @param current_limit_up_datas: 昨日涨停代码
        @param current_limit_up_codes: 目前的涨停代码
        @return:
        """
        history_index = 0
        block_codes_infos = []
        # 开1时间范围
        timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range
        limit_up_time = time.time()
        for k in LimitUpDataConstant.history_limit_up_datas:
@@ -1168,7 +1210,10 @@
            # 剔除高位板
            if _code in yesterday_limit_up_codes:
                continue
            # 代码.涨停时间
            # 剔除炸板代码持续涨停时间小于1分钟的代码
            if _code not in cls.__current_limit_up_codes and _code in cls.__total_limit_up_space_dict and cls.__total_limit_up_space_dict[_code] < 60:
                continue
            # 代码,涨停时间
            block_codes_infos.append((_code, int(k[5])))
        block_codes_infos.append((code, limit_up_time))
        block_codes_infos.sort(key=lambda x: x[1])