blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3 
 code_attribute/first_target_code_data_processor.py


@@ -10,12 +10,16 @@


from code_attribute.code_data_util import ZYLTGBUtil


from code_attribute.code_nature_analyse import HighIncreaseCodeManager


from code_attribute.gpcode_manager import WantBuyCodesManager


from log_module.log import logger_first_code_record, logger_l2_codes_subscript


from log_module import async_log_util


from log_module.log import logger_first_code_record, logger_l2_codes_subscript, logger_debug


from third_data import history_k_data_manager


from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager


from third_data.history_k_data_manager import HistoryKDataManager


from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi


from ths import l2_code_operate


from trade import trade_data_manager, l2_trade_util


from trade import l2_trade_util


from settings.trade_setting import MarketSituationManager


from trade.buy_radical import new_block_processor


from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager


from utils import global_util, tool, init_data_util, buy_condition_util




__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()


@@ -40,10 +44,13 @@






def process_first_codes_datas(dataList, request_id=None):


    logger_l2_codes_subscript.info(f"{request_id}加载l2代码相关数据")


    print("首板代码数量：", len(dataList))


    async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码相关数据")


    # 获取最近5天的交易日期，为后面的数据计算做准备


    HistoryKDatasUtils.get_latest_trading_date_cache(5)


    dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)


    latest_trading_date = None


    if dates:


        latest_trading_date = dates[0]




    limit_up_price_dict = {}


    temp_codes = []


    codes = []


@@ -64,7 +71,7 @@


                # 获取涨停价


                _limit_up_price = gpcode_manager.get_limit_up_price(code)


                if not _limit_up_price:


                    init_data_util.re_set_price_pres([code], True)


                    history_k_data_manager.re_set_price_pres([code], True)


                    # 再次获取涨停价


                    _limit_up_price = gpcode_manager.get_limit_up_price(code)


                if _limit_up_price:


@@ -73,43 +80,14 @@


                    dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0",


                                     "volumeUnit": 0, "time": "00:00:00", "zyltgb": "100",


                                     "zyltgbUnit": 0})




    # ---保存未筛选的首板代码


    new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes)


    # 保存自由流通股本，暂时不保存


    # if dataList:


    #     zyltgb_list = []


    #     for data in dataList:


    #         code = data["code"]


    #         if code in global_util.zyltgb_map:


    #             continue


    #         zyltgb_list.append(


    #             {"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]})


    #     if zyltgb_list:


    #         ZYLTGBUtil.save_list(zyltgb_list)


    #         global_data_loader.load_zyltgb()




    # 获取昨日收盘价


    need_get_limit_up_codes = set()


    for code in codes:


        # 如果涨停价是空值就需要设置昨日收盘价格


        if gpcode_manager.get_limit_up_price(code) is None:


            init_data_util.re_set_price_pres([code], True)




    # 板块关键字准备  暂时删除


    # for code in codes:


    #     if __CodesPlateKeysManager.get_history_limit_up_reason(code) is None:


    #         # 从数据库加载历史涨停原因


    #         __CodesPlateKeysManager.set_history_limit_up_reason(code,


    #                                                             KPLLimitUpDataRecordManager.get_latest_blocks_set(


    #                                                                 code))


    #     if __CodesPlateKeysManager.get_blocks(code) is None:


    #         try:


    #             results = kpl_api.getStockIDPlate(code)


    #             bs = [r[1] for r in results]


    #             __CodesPlateKeysManager.set_blocks(code, bs)


    #         except Exception as e:


    #             logging.exception(e)


    #             pass


            need_get_limit_up_codes.add(code)


    if need_get_limit_up_codes:


        history_k_data_manager.re_set_price_pres(list(need_get_limit_up_codes), True)


    logger_l2_codes_subscript.info(f"{request_id}加载l2代码涨停价结束")


    # 获取60天最大记录


    for code in codes:


@@ -125,51 +103,64 @@


            if limit_up_price is None:


                continue


            try:


                volumes_data = init_data_util.get_volumns_by_code(code, 150)


                volumes = init_data_util.parse_max_volume(code, volumes_data[:90],


                                                          code_nature_analyse.is_new_top(code,


                                                                                         limit_up_price,


                                                                                         volumes_data[


                                                                                         :90]) or code_nature_analyse.is_near_top(


                                                              code,


                                                              limit_up_price,


                                                              volumes_data[:90]))


                logger_first_code_record.info("{} 获取到首板60天最大量：{}", code, volumes)


                code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2], volumes[3])


                # 首先从缓存里面获取


                volumes_data = None


                if latest_trading_date:


                    volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date)


                if not volumes_data:


                    volumes_data = init_data_util.get_volumns_by_code(code, 150)


                    async_log_util.info(logger_l2_codes_subscript, f"{request_id}从网络加载K线数据：{code}")


                if not volumes_data:


                    continue


                volumes = init_data_util.parse_max_volume_new(code, volumes_data[:60])


                max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)




                async_log_util.info(logger_first_code_record, f"{code} 获取到首板60天最大量：{volumes}")


                code_volumn_manager.CodeVolumeManager().set_histry_volumn(code, volumes[0], volumes[1], volumes[2],


                                                                          volumes[3], max_volume_in_5_days)




                # 保存K线形态


                k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data)


                code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)




                # 是否具有辨识度


                is_special = True if k_format and k_format[8][0] else False


                if not WantBuyCodesManager().is_in_cache(code):


                    if not is_special:


                        situation = MarketSituationManager().get_situation_cache()


                        zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)


                        if global_util.zyltgb_map.get(code) and global_util.zyltgb_map.get(code) > zylt_threshold_as_yi[


                            1] * 100000000:


                            l2_trade_util.forbidden_trade(code,


                                                          f"无辨识度，自由流通市值({global_util.zyltgb_map.get(code) // 100000000})>{zylt_threshold_as_yi[1]}亿")


                if not WantBuyCodesManager().is_in_cache(


                        code) and not gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):


                    # 新题材破前高就不需要加黑


                    # 新题材该拉黑还是拉黑


                    need_forbidden = True  #new_block_processor.is_can_forbidden(code)


                    if need_forbidden:


                        if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[0]:


                            # 判断是否太高


                            l2_trade_util.forbidden_trade(code, "6天内股价长得太高")


                            continue


                        elif limit_up_price and float(limit_up_price) >= 50:


                            l2_trade_util.forbidden_trade(code,


                                                          f"无辨识度，涨停价({limit_up_price})>50")




                        if tool.is_ge_code(code) and float(limit_up_price) < 10:


                            l2_trade_util.forbidden_trade(code, "创业板股价10块内")


                            continue


                    if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[0] and code.find("30")!=0:


                        # 判断是否太高


                        l2_trade_util.forbidden_trade(code, "6天内股价长得太高")


                        continue


                        pass




                    if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data):


                        # 判断是否太高


                        l2_trade_util.forbidden_trade(code, "回踩不够")


                        continue


                        if len(k_format) > 14 and k_format[14]:


                            l2_trade_util.forbidden_trade(code, "上个交易日涨停/炸板")


                            continue




                    if not __is_normal_in_5d(code):


                        l2_trade_util.forbidden_trade(code, "最近5天有ST/非正常状态")


                        continue


                        if len(k_format) > 15 and k_format[15]:


                            l2_trade_util.forbidden_trade(code, "上个交易日跌停")


                            continue




                        if len(k_format) > 12 and k_format[12]:


                            l2_trade_util.forbidden_trade(code, "上个交易日振幅过大")


                            continue




                        # if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data):


                        #     # 判断是否太高


                        #     l2_trade_util.forbidden_trade(code, "回踩不够")


                        #     continue


                        try:


                            if not __is_normal_in_5d(code):


                                l2_trade_util.forbidden_trade(code, "最近5天有ST/非正常状态")


                                continue


                        except Exception as e:


                            logger_debug.error(f"{code}出错__is_normal_in_5d")


                            logger_debug.exception(e)




                if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(code, volumes_data):


                    # 判断是否太高


@@ -199,29 +190,15 @@


                #                                      gpcode_manager.get_limit_up_price(code),


                #                                      volumes_data)


            except Exception as e:


                logger_first_code_record.error(f"{code}:{str(e)}")


                logger_first_code_record.error(f"{request_id}-{code}:{str(e)}")


                logger_first_code_record.exception(e)




    logger_l2_codes_subscript.info(f"{request_id}加载l2代码K线结束")


    async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码K线结束")




    gpcode_manager.FirstCodeManager().add_record(codes)


    # 初始化板块信息，暂时删除


    # for code in codes:


    #     block_info.init_code(code)




    if new_add_codes:


        gpcode_manager.FirstGPCodesManager().set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes,


                                                                                                                fields="symbol,sec_name,sec_type,sec_level"))


        # 加入首板历史记录


        logger_first_code_record.info("新增首板：{}", new_add_codes)




        # 移除代码


        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:


            listen_codes = gpcode_manager.get_listen_codes()


            for lc in listen_codes:


                if not gpcode_manager.is_in_gp_pool(lc):


                    # 移除代码


                    l2_code_operate.L2CodeOperate.get_instance().add_operate(0, lc, "代码被移除")


    # 保存现价


    if dataList:


        situation = MarketSituationManager().get_situation_cache()


@@ -258,7 +235,7 @@


    # 获取涨停价


    if temp_codes:


        # 获取涨停价


        init_data_util.re_set_price_pres(temp_codes)


        history_k_data_manager.re_set_price_pres(temp_codes)


        # 重新获取涨停价


        for code in temp_codes:


            limit_up_price = gpcode_manager.get_limit_up_price(code)


@@ -275,16 +252,13 @@


            limit_up_time = None


        if code not in limit_up_price_dict:


            continue


        is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.01


        is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.001


        # 纠正数据


        if is_limit_up and limit_up_time is None:


            limit_up_time = tool.get_now_time_str()


        if is_limit_up:


            # 加入首板涨停


            gpcode_manager.FirstCodeManager().add_limited_up_record([code])


        pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)


        if pricePre is None:


            init_data_util.re_set_price_pres([code])


            history_k_data_manager.re_set_price_pres([code])




        rate = round((float(price) - pricePre) * 100 / pricePre, 1)


        prices.append(


@@ -292,5 +266,5 @@


             "limit_up": is_limit_up})




    gpcode_first_screen_manager.process_ticks(prices)


    logger_l2_codes_subscript.info(f"({request_id})l2代码相关数据加载完成")


    async_log_util.info(logger_l2_codes_subscript, f"({request_id})l2代码相关数据加载完成")


    return tick_datas