| | |
| | | # yesterday 昨天的量 |
| | | import json |
| | | |
| | | from code_attribute import gpcode_manager, code_nature_analyse |
| | | from db.redis_manager_delegate import RedisUtils |
| | | from log_module import async_log_util |
| | | from utils import global_util, tool |
| | | from db import redis_manager |
| | | from db import redis_manager_delegate as redis_manager |
| | | from log_module.log import logger_day_volumn |
| | | |
| | | __redis_manager = redis_manager.RedisManager(0) |
| | | |
| | | class CodeVolumeManager: |
| | | __db = 0 |
| | | __redis_manager = redis_manager.RedisManager(0) |
| | | __instance = None |
| | | __today_volumn_cache = {} |
| | | __reference_volume_as_money_y_dict = {} |
| | | __max_volume_in_5days = {} |
| | | |
| | | # 设置历史量 |
| | | def set_histry_volumn(code, max60, yesterday, max60_day=''): |
| | | redis = __redis_manager.getRedis() |
| | | global_util.max60_volumn[code] = (max60, max60_day) |
| | | global_util.yesterday_volumn[code] = yesterday |
| | | redis.setex("volumn_max60-{}".format(code), tool.get_expire(), json.dumps((max60, max60_day))) |
| | | redis.setex("volumn_yes-{}".format(code), tool.get_expire(), yesterday) |
| | | def __new__(cls, *args, **kwargs): |
| | | if not cls.__instance: |
| | | cls.__instance = super(CodeVolumeManager, cls).__new__(cls, *args, **kwargs) |
| | | cls.__load_data() |
| | | return cls.__instance |
| | | |
| | | # 将量从数据库加入内存 |
| | | @classmethod |
| | | def __load_data(cls): |
| | | redis = cls.__redis_manager.getRedis() |
| | | try: |
| | | keys = RedisUtils.keys(redis, "volumn_max60-*", auto_free=False) |
| | | if keys is not None: |
| | | for k in keys: |
| | | code = k.split("-")[1] |
| | | max60_volumn = RedisUtils.get(redis, k, auto_free=False) |
| | | if max60_volumn: |
| | | max60_volumn = json.loads(max60_volumn) |
| | | global_util.max60_volumn[code] = max60_volumn |
| | | keys = RedisUtils.keys(redis, "volumn_yes-*", auto_free=False) |
| | | if keys is not None: |
| | | for k in keys: |
| | | code = k.split("-")[1] |
| | | global_util.yesterday_volumn[code] = RedisUtils.get(redis, k, auto_free=False) |
| | | keys = RedisUtils.keys(redis, "volumn_max_5days-*", auto_free=False) |
| | | if keys is not None: |
| | | for k in keys: |
| | | code = k.split("-")[1] |
| | | val = RedisUtils.get(redis, k, auto_free=False) |
| | | cls.__max_volume_in_5days[code] = int(val) |
| | | finally: |
| | | RedisUtils.realse(redis) |
| | | |
| | | # 获取历史量 |
| | | def get_histry_volumn(code): |
| | | max60 = global_util.max60_volumn.get(code) |
| | | yesterday = global_util.yesterday_volumn.get(code) |
| | | redis = __redis_manager.getRedis() |
| | | if max60 is None: |
| | | max60 = redis.get("volumn_max60-{}".format(code)) |
| | | # 设置历史量 |
| | | def set_histry_volumn(self, code, max60, yesterday, max60_day, max60_day_count, max5_volume): |
| | | redis = self.__redis_manager.getRedis() |
| | | global_util.max60_volumn[code] = (max60, max60_day, max60_day_count) |
| | | global_util.yesterday_volumn[code] = yesterday |
| | | self.__save_max_volume_in_5days(code, max5_volume) |
| | | try: |
| | | RedisUtils.setex_async(self.__db, "volumn_max60-{}".format(code), tool.get_expire(), |
| | | json.dumps((max60, max60_day, max60_day_count)), |
| | | auto_free=False) |
| | | RedisUtils.setex_async(self.__db, "volumn_yes-{}".format(code), tool.get_expire(), yesterday, |
| | | auto_free=False) |
| | | finally: |
| | | RedisUtils.realse(redis) |
| | | |
| | | def __save_max_volume_in_5days(self, code, volume): |
| | | self.__max_volume_in_5days[code] = volume |
| | | RedisUtils.setex_async(self.__db, "volumn_max_5days-{}".format(code), tool.get_expire(), volume, |
| | | auto_free=False) |
| | | |
| | | def get_max_volume_in_5days(self, code): |
| | | """ |
| | | 5日最大量 |
| | | @param code: |
| | | @return: |
| | | """ |
| | | return self.__max_volume_in_5days.get(code) |
| | | |
| | | def get_radical_buy_refer_volume(self, code, limit_up_price): |
| | | """ |
| | | 获取扫入的参考量: |
| | | 参考额小于3.14亿就取90天参考量 |
| | | 否则就取最近5天的参考量 |
| | | @param code: |
| | | @param limit_up_price: |
| | | @return: |
| | | """ |
| | | # 60个交易日未涨停取 |
| | | k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) |
| | | has_limit_up_in_60 = True |
| | | if k_format and not k_format[13]: |
| | | has_limit_up_in_60 = False |
| | | volume = self.get_max_volume_in_5days(code) |
| | | if volume * limit_up_price >= 3.14e8 and has_limit_up_in_60: |
| | | return volume |
| | | return int(self.get_reference_volume_as_money_y(code) * 1e8 / limit_up_price) |
| | | |
| | | def get_volume_rate_refer_in_5days(self, code, total_sell_volume=0): |
| | | """ |
| | | 获取今日量与5日最大量的参考值 |
| | | @param total_sell_volume: 当前总卖量 |
| | | @param code: |
| | | @return: 5日量比 |
| | | """ |
| | | max_volume = self.get_max_volume_in_5days(code) |
| | | if not max_volume: |
| | | return 0 |
| | | today_volume = self.get_today_volumn(code) |
| | | return round((today_volume + total_sell_volume) / max_volume, 2) |
| | | |
| | | # 获取历史量 |
| | | def get_histry_volumn(self, code): |
| | | max60 = global_util.max60_volumn.get(code) |
| | | yesterday = global_util.yesterday_volumn.get(code) |
| | | redis = self.__redis_manager.getRedis() |
| | | try: |
| | | if max60 is None: |
| | | max60 = RedisUtils.get(redis, "volumn_max60-{}".format(code), auto_free=False) |
| | | if max60: |
| | | max60 = json.loads(max60) |
| | | if yesterday is None: |
| | | yesterday = RedisUtils.get(redis, "volumn_yes-{}".format(code), auto_free=False) |
| | | return max60, yesterday |
| | | finally: |
| | | RedisUtils.realse(redis) |
| | | |
| | | # 量的变化大保存 |
| | | |
| | | # 设置今日量 |
| | | def set_today_volumn(self, code, volumn): |
| | | async_log_util.info(logger_day_volumn, "code:{} volumn:{}".format(code, volumn)) |
| | | global_util.today_volumn[code] = volumn |
| | | # 有1000手的变化才保存 |
| | | if code in self.__today_volumn_cache and volumn - self.__today_volumn_cache[code] < 100000: |
| | | return |
| | | self.__today_volumn_cache[code] = volumn |
| | | RedisUtils.setex(self.__redis_manager.getRedis(), "volumn_today-{}".format(code), tool.get_expire(), volumn) |
| | | |
| | | # datas:[(code, volumn)] |
| | | def set_today_volumns(self, datas): |
| | | for d in datas: |
| | | code, volumn = d |
| | | async_log_util.info(logger_day_volumn, "code:{} volumn:{}".format(code, volumn)) |
| | | global_util.today_volumn[code] = volumn |
| | | # 有1000手的变化才保存 |
| | | if code in self.__today_volumn_cache and volumn - self.__today_volumn_cache[code] < 100000: |
| | | continue |
| | | self.__today_volumn_cache[code] = volumn |
| | | RedisUtils.setex_async(self.__db, "volumn_today-{}".format(code), tool.get_expire(), volumn) |
| | | |
| | | # 获取今日量 |
| | | def get_today_volumn(self, code): |
| | | _volumn = global_util.today_volumn.get(code) |
| | | if _volumn is None: |
| | | _volumn = RedisUtils.get(self.__redis_manager.getRedis(), "volumn_today-{}".format(code)) |
| | | return _volumn |
| | | |
| | | # 获取今日量 |
| | | def get_today_volumn_cache(self, code): |
| | | return global_util.today_volumn.get(code) |
| | | |
| | | # 获取量比(今日量/max(60天最大量,昨日量)) |
| | | # 将总卖量计算在内 |
| | | def get_volume_rate(self, code, total_sell_volume=0, with_info=False): |
| | | today = self.get_today_volumn(code) |
| | | max60, yesterday = self.get_histry_volumn(code) |
| | | if today is None: |
| | | today = 0 |
| | | if max60 is None or yesterday is None: |
| | | max60 = [today, ''] |
| | | yesterday = today |
| | | if max60[0] < 1: |
| | | max60[0] = 1 |
| | | rate = round((int(today) + total_sell_volume) / max(int(max60[0]), int(yesterday)), 2) |
| | | if not with_info: |
| | | return rate |
| | | return rate, (today, max(int(max60[0]), int(yesterday))) |
| | | |
| | | # 获取量参考日期 |
| | | # 返回(参考量日期,距今的交易日个数) |
| | | def get_volume_refer_date(self, code): |
| | | max60, yesterday = self.get_histry_volumn(code) |
| | | if max60 is None or yesterday is None: |
| | | raise Exception("获取失败") |
| | | if int(max60[0]) >= int(yesterday): |
| | | return max60[1], max60[2] |
| | | else: |
| | | return "上个交易日", 0 |
| | | |
| | | # 获取量比索引 |
| | | def get_volume_rate_index(self, volume_rate): |
| | | rates = [0.2, 0.4, 0.6, 0.8, 1, 1.2, 1.4, 1.6] |
| | | for index in range(0, len(rates)): |
| | | if volume_rate <= rates[index]: |
| | | return index |
| | | return len(rates) - 1 |
| | | |
| | | # 保存今日量 |
| | | def save_today_volumn(self, code, volumn, volumnUnit): |
| | | _volumn = None |
| | | if volumnUnit == 0: |
| | | _volumn = round(float(volumn) * 100000000) |
| | | elif volumnUnit == 1: |
| | | _volumn = round(float(volumn) * 10000) |
| | | elif volumnUnit == 2: |
| | | _volumn = int(volumn) |
| | | if _volumn is not None: |
| | | self.set_today_volumn(code, _volumn * 100) |
| | | |
| | | def get_reference_volume_as_money_y(self, code): |
| | | """ |
| | | 返回参考量今日对应的金额(单位为亿) |
| | | @param code: |
| | | @return: |
| | | """ |
| | | if code in self.__reference_volume_as_money_y_dict: |
| | | return self.__reference_volume_as_money_y_dict.get(code) |
| | | max60, yesterday = self.get_histry_volumn(code) |
| | | if max60: |
| | | max60 = json.loads(max60) |
| | | if yesterday is None: |
| | | yesterday = redis.get("volumn_yes-{}".format(code)) |
| | | return max60, yesterday |
| | | |
| | | |
| | | # 设置今日量 |
| | | def set_today_volumn(code, volumn): |
| | | logger_day_volumn.info("code:{} volumn:{}".format(code, volumn)) |
| | | redis = __redis_manager.getRedis() |
| | | global_util.today_volumn[code] = volumn |
| | | redis.setex("volumn_today-{}".format(code), tool.get_expire(), volumn) |
| | | |
| | | |
| | | # 获取今日量 |
| | | def get_today_volumn(code): |
| | | _volumn = global_util.today_volumn.get(code) |
| | | redis = __redis_manager.getRedis() |
| | | if _volumn is None: |
| | | _volumn = redis.get("volumn_today-{}".format(code)) |
| | | return _volumn |
| | | |
| | | |
| | | # 获取量比(今日量/max(60天最大量,昨日量)) |
| | | def get_volume_rate(code, with_info=False): |
| | | today = get_today_volumn(code) |
| | | max60, yesterday = get_histry_volumn(code) |
| | | if today is None or max60 is None or yesterday is None: |
| | | raise Exception("获取量失败") |
| | | rate = round(int(today) / max(int(max60[0]), int(yesterday)), 2) |
| | | if not with_info: |
| | | return rate |
| | | return rate, (today, max(int(max60[0]), int(yesterday))) |
| | | |
| | | |
| | | # 获取量比索引 |
| | | def get_volume_rate_index(volume_rate): |
| | | rates = [0.2, 0.4, 0.6, 0.8, 1, 1.2, 1.4, 1.6] |
| | | for index in range(0, len(rates)): |
| | | if volume_rate <= rates[index]: |
| | | return index |
| | | return len(rates) - 1 |
| | | |
| | | |
| | | # 保存今日量 |
| | | def save_today_volumn(code, volumn, volumnUnit): |
| | | _volumn = None |
| | | if volumnUnit == 0: |
| | | _volumn = round(float(volumn) * 100000000) |
| | | elif volumnUnit == 1: |
| | | _volumn = round(float(volumn) * 10000) |
| | | elif volumnUnit == 2: |
| | | _volumn = int(volumn) |
| | | if _volumn is not None: |
| | | set_today_volumn(code, _volumn * 100) |
| | | |
| | | |
| | | # 将量从数据库加入内存 |
| | | def load(): |
| | | redis = __redis_manager.getRedis() |
| | | keys = redis.keys("volumn_max60-*") |
| | | if keys is not None: |
| | | for k in keys: |
| | | code = k.split("-")[1] |
| | | max60_volumn = redis.get(k) |
| | | if max60_volumn: |
| | | max60_volumn = json.loads(max60_volumn) |
| | | global_util.max60_volumn[code] = max60_volumn |
| | | keys = redis.keys("volumn_yes-*") |
| | | if keys is not None: |
| | | for k in keys: |
| | | code = k.split("-")[1] |
| | | global_util.yesterday_volumn[code] = redis.get(k) |
| | | num = max60[0] |
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
| | | if limit_up_price: |
| | | money_y = round((num * float(limit_up_price)) / 1e8, 1) |
| | | self.__reference_volume_as_money_y_dict[code] = money_y |
| | | return money_y |
| | | # 默认为5亿 |
| | | return 5 |
| | | |
| | | |
| | | if __name__ == "__main__": |
| | | print(get_volume_rate("000059")) |
| | | print(CodeVolumeManager().get_volume_rate("000059")) |