| | |
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| | | code_volumn_manager |
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| | | from code_attribute.code_data_util import ZYLTGBUtil |
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| | | from code_attribute.code_nature_analyse import HighIncreaseCodeManager |
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| | | from log_module.log import logger_first_code_record, logger_l2_codes_subscript |
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| | | from code_attribute.gpcode_manager import WantBuyCodesManager |
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| | | from log_module import async_log_util |
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| | | from log_module.log import logger_first_code_record, logger_l2_codes_subscript, logger_debug |
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| | | from third_data import history_k_data_manager |
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| | | from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager |
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| | | from third_data.history_k_data_util import HistoryKDatasUtils |
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| | | from ths import l2_code_operate |
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| | | from trade import trade_data_manager, l2_trade_util |
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| | | from utils import global_util, tool, init_data_util |
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| | | from third_data.history_k_data_manager import HistoryKDataManager |
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| | | from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi |
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| | | from trade import l2_trade_util |
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| | | from settings.trade_setting import MarketSituationManager |
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| | | from trade.buy_radical import new_block_processor |
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| | | from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager |
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| | | from utils import global_util, tool, init_data_util, buy_condition_util |
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| | | |
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| | | __CodesPlateKeysManager = CodesHisReasonAndBlocksManager() |
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| | | |
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| | | |
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| | | def __is_normal_in_5d(code): |
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| | | """ |
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| | | 最近5天是否处于正常状态 |
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| | | @param code: |
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| | | @return: |
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| | | """ |
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| | | now_day = tool.get_now_date_str() |
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| | | results = JueJinApi.get_history_instruments(JueJinApi.get_juejin_code_list_with_prefix([code]), |
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| | | tool.date_sub(now_day, 30), tool.date_sub(now_day, 1)) |
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| | | results = results[-5:] |
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| | | normal = True |
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| | | for r in results: |
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| | | if r["sec_level"] != 1: |
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| | | normal = False |
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| | | break |
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| | | return normal |
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| | | |
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| | | |
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| | | def process_first_codes_datas(dataList, request_id=None): |
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| | | logger_l2_codes_subscript.info(f"{request_id}加载l2代码相关数据") |
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| | | print("首板代码数量：", len(dataList)) |
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| | | async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码相关数据") |
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| | | # 获取最近5天的交易日期，为后面的数据计算做准备 |
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| | | dates = HistoryKDatasUtils.get_latest_trading_date_cache(5) |
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| | | latest_trading_date = None |
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| | | if dates: |
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| | | latest_trading_date = dates[0] |
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| | | |
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| | | limit_up_price_dict = {} |
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| | | temp_codes = [] |
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| | | codes = [] |
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| | |
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| | | diff_codes = set(want_codes) - set(codes) |
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| | | if diff_codes: |
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| | | # 想买单的代码还没有在目标代码中 |
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| | | zyltgb_list = [] |
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| | | for code in diff_codes: |
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| | | # 获取涨停价 |
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| | | _limit_up_price = gpcode_manager.get_limit_up_price(code) |
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| | | if not _limit_up_price: |
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| | | init_data_util.re_set_price_pres([code], True) |
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| | | history_k_data_manager.re_set_price_pres([code], True) |
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| | | # 再次获取涨停价 |
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| | | _limit_up_price = gpcode_manager.get_limit_up_price(code) |
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| | | if _limit_up_price: |
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| | |
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| | | dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0", |
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| | | "volumeUnit": 0, "time": "00:00:00", "zyltgb": "100", |
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| | | "zyltgbUnit": 0}) |
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| | | # 强制更新自由流通股本 |
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| | | if zyltgb_list: |
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| | | ZYLTGBUtil.save_list(zyltgb_list) |
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| | | # 将保存的数据更新到内存中 |
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| | | for z in zyltgb_list: |
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| | | val = ZYLTGBUtil.get(z["code"]) |
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| | | if val: |
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| | | global_util.zyltgb_map[z["code"]] = val |
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| | | |
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| | | # ---保存未筛选的首板代码 |
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| | | new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes) |
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| | | # 保存自由流通股本，暂时不保存 |
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| | | # if dataList: |
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| | | # zyltgb_list = [] |
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| | | # for data in dataList: |
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| | | # code = data["code"] |
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| | | # if code in global_util.zyltgb_map: |
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| | | # continue |
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| | | # zyltgb_list.append( |
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| | | # {"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]}) |
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| | | # if zyltgb_list: |
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| | | # ZYLTGBUtil.save_list(zyltgb_list) |
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| | | # global_data_loader.load_zyltgb() |
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| | | |
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| | | # 获取昨日收盘价 |
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| | | need_get_limit_up_codes = set() |
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| | | for code in codes: |
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| | | # 如果涨停价是空值就需要设置昨日收盘价格 |
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| | | if gpcode_manager.get_limit_up_price(code) is None: |
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| | | init_data_util.re_set_price_pres([code], True) |
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| | | |
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| | | # 板块关键字准备 暂时删除 |
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| | | # for code in codes: |
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| | | # if __CodesPlateKeysManager.get_history_limit_up_reason(code) is None: |
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| | | # # 从数据库加载历史涨停原因 |
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| | | # __CodesPlateKeysManager.set_history_limit_up_reason(code, |
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| | | # KPLLimitUpDataRecordManager.get_latest_blocks_set( |
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| | | # code)) |
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| | | # if __CodesPlateKeysManager.get_blocks(code) is None: |
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| | | # try: |
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| | | # results = kpl_api.getStockIDPlate(code) |
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| | | # bs = [r[1] for r in results] |
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| | | # __CodesPlateKeysManager.set_blocks(code, bs) |
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| | | # except Exception as e: |
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| | | # logging.exception(e) |
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| | | # pass |
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| | | |
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| | | need_get_limit_up_codes.add(code) |
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| | | if need_get_limit_up_codes: |
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| | | history_k_data_manager.re_set_price_pres(list(need_get_limit_up_codes), True) |
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| | | logger_l2_codes_subscript.info(f"{request_id}加载l2代码涨停价结束") |
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| | | # 获取60天最大记录 |
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| | | for code in codes: |
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| | | need_get_volumn = False |
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| | | if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None: |
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| | | if code not in global_util.max60_volumn or global_util.max60_volumn.get( |
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| | | code) is None or code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) is None: |
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| | | need_get_volumn = True |
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| | | # if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache( |
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| | | # code) is None: |
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| | |
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| | | if limit_up_price is None: |
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| | | continue |
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| | | try: |
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| | | volumes_data = init_data_util.get_volumns_by_code(code, 150) |
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| | | volumes = init_data_util.parse_max_volume(volumes_data[:90], |
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| | | code_nature_analyse.is_new_top( |
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| | | limit_up_price, |
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| | | volumes_data[:90])) |
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| | | logger_first_code_record.info("{} 获取到首板60天最大量：{}", code, volumes) |
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| | | code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2]) |
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| | | # 首先从缓存里面获取 |
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| | | volumes_data = None |
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| | | if latest_trading_date: |
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| | | volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date) |
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| | | if not volumes_data: |
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| | | volumes_data = init_data_util.get_volumns_by_code(code, 150) |
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| | | async_log_util.info(logger_l2_codes_subscript, f"{request_id}从网络加载K线数据：{code}") |
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| | | if not volumes_data: |
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| | | continue |
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| | | volumes = init_data_util.parse_max_volume_new(code, volumes_data[:60]) |
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| | | max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5) |
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| | | |
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| | | async_log_util.info(logger_first_code_record, f"{code} 获取到首板60天最大量：{volumes}") |
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| | | code_volumn_manager.CodeVolumeManager().set_histry_volumn(code, volumes[0], volumes[1], volumes[2], |
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| | | volumes[3], max_volume_in_5_days) |
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| | | |
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| | | # 保存K线形态 |
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| | | k_format = code_nature_analyse.get_k_format(limit_up_price, volumes_data) |
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| | | k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data) |
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| | | code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format) |
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| | | |
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| | | if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data): |
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| | | if not WantBuyCodesManager().is_in_cache( |
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| | | code) and not gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code): |
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| | | # 新题材破前高就不需要加黑 |
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| | | # 新题材该拉黑还是拉黑 |
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| | | need_forbidden = True #new_block_processor.is_can_forbidden(code) |
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| | | if need_forbidden: |
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| | | if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[0]: |
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| | | # 判断是否太高 |
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| | | l2_trade_util.forbidden_trade(code, "6天内股价长得太高") |
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| | | continue |
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| | | |
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| | | if tool.is_ge_code(code) and float(limit_up_price) < 10: |
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| | | l2_trade_util.forbidden_trade(code, "创业板股价10块内") |
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| | | continue |
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| | | |
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| | | if len(k_format) > 14 and k_format[14]: |
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| | | l2_trade_util.forbidden_trade(code, "上个交易日涨停/炸板") |
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| | | continue |
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| | | |
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| | | if len(k_format) > 15 and k_format[15]: |
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| | | l2_trade_util.forbidden_trade(code, "上个交易日跌停") |
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| | | continue |
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| | | |
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| | | if len(k_format) > 12 and k_format[12]: |
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| | | l2_trade_util.forbidden_trade(code, "上个交易日振幅过大") |
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| | | continue |
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| | | |
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| | | # if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data): |
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| | | # # 判断是否太高 |
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| | | # l2_trade_util.forbidden_trade(code, "回踩不够") |
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| | | # continue |
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| | | try: |
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| | | if not __is_normal_in_5d(code): |
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| | | l2_trade_util.forbidden_trade(code, "最近5天有ST/非正常状态") |
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| | | continue |
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| | | except Exception as e: |
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| | | logger_debug.error(f"{code}出错__is_normal_in_5d") |
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| | | logger_debug.exception(e) |
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| | | |
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| | | if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(code, volumes_data): |
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| | | # 判断是否太高 |
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| | | l2_trade_util.forbidden_trade(code, "股价长得太高（5天内有3个涨停）") |
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| | | HighIncreaseCodeManager().add_code(code) |
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| | | |
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| | | if code_nature_analyse.is_up_too_high_in_120d(volumes_data): |
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| | | if code_nature_analyse.is_up_too_high_in_120d(code, volumes_data): |
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| | | # 判断是否太高 |
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| | | l2_trade_util.forbidden_trade(code, "120天内股价长得太高") |
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| | | HighIncreaseCodeManager().add_code(code) |
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| | | # l2_trade_util.forbidden_trade(code, "120天内股价长得太高") |
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| | | # HighIncreaseCodeManager().add_code(code) |
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| | | pass |
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| | | |
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| | | if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price): |
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| | | # 判断是否太高 |
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| | | l2_trade_util.forbidden_trade(code, "6天内股价长得太高") |
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| | | HighIncreaseCodeManager().add_code(code) |
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| | | |
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| | | if code_nature_analyse.is_have_latest_max_volume(volumes_data, 2): |
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| | | if code_nature_analyse.is_have_latest_max_volume(code, volumes_data, 2): |
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| | | # 最近2天是否是最高量 |
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| | | code_nature_analyse.LatestMaxVolumeManager().set_has_latest_max_volume(code) |
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| | | |
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| | |
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| | | # gpcode_manager.get_limit_up_price(code), |
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| | | # volumes_data) |
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| | | except Exception as e: |
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| | | logger_first_code_record.error(f"{code}:{str(e)}") |
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| | | logger_first_code_record.error(f"{request_id}-{code}:{str(e)}") |
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| | | logger_first_code_record.exception(e) |
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| | | |
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| | | async_log_util.info(logger_l2_codes_subscript, f"{request_id}加载l2代码K线结束") |
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| | | |
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| | | gpcode_manager.FirstCodeManager().add_record(codes) |
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| | | # 初始化板块信息，暂时删除 |
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| | | # for code in codes: |
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| | | # block_info.init_code(code) |
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| | | |
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| | | if new_add_codes: |
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| | | gpcode_manager.FirstGPCodesManager().set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes, |
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| | | fields="symbol,sec_name,sec_type,sec_level")) |
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| | | # 加入首板历史记录 |
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| | | logger_first_code_record.info("新增首板：{}", new_add_codes) |
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| | | |
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| | | # 移除代码 |
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| | | if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS: |
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| | | listen_codes = gpcode_manager.get_listen_codes() |
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| | | for lc in listen_codes: |
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| | | if not gpcode_manager.is_in_gp_pool(lc): |
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| | | # 移除代码 |
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| | | l2_code_operate.L2CodeOperate.get_instance().add_operate(0, lc, "代码被移除") |
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| | | # 保存现价 |
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| | | if dataList: |
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| | | situation = MarketSituationManager().get_situation_cache() |
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| | | zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation) |
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| | | want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache() |
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| | | for data in dataList: |
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| | | code = data["code"] |
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| | | codes.append(code) |
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| | |
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| | | limit_up_price_dict[code] = limit_up_price |
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| | | else: |
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| | | temp_codes.append(code) |
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| | | # 自由流通市值不符合标准 |
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| | | if not want_codes or code not in want_codes: |
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| | | # 没在想买单 |
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| | | zyltgb = global_util.zyltgb_map.get(code) |
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| | | if zyltgb: |
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| | | zyltgb_as_yi = round(zyltgb / 100000000, 2) |
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| | | if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[6]: |
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| | | # 想买单中的不能排除 |
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| | | continue |
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| | | elif zyltgb_as_yi > zyltgb_thresholds[1]: |
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| | | # 比最大可买大的，如果没有短期辨识度就不买 |
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| | | k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) |
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| | | if k_format and k_format[8][0] and k_format[8][1].find("短期") >= 0: |
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| | | pass |
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| | | else: |
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| | | # 无短期辨识度 |
|---|
| | | continue |
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| | | |
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| | | tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"], |
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| | | "volumeUnit": data["volumeUnit"]}) |
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| | | # 获取涨停价 |
|---|
| | | if temp_codes: |
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| | | # 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: |
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| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | |
|---|
| | | limit_up_time = None |
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| | | 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: |
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| | | init_data_util.re_set_price_pres([code]) |
|---|
| | | history_k_data_manager.re_set_price_pres([code]) |
|---|
| | | |
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| | | rate = round((float(price) - pricePre) * 100 / pricePre, 1) |
|---|
| | | prices.append( |
|---|
| | |
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| | | "limit_up": is_limit_up}) |
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| | | |
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| | | 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 |
|---|
| | | |
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