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| | | import multiprocessing |
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| | | import json |
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| | | import os |
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| | | import queue |
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| | | import time |
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| | | |
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| | | from l2.cancel_buy_strategy import LCancelRateManager |
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| | | import xlwt |
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| | | |
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| | | __queue = queue.Queue() |
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| | | from code_attribute import gpcode_manager |
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| | | from l2.huaxin import l2_huaxin_util |
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| | | from utils import tool |
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| | | |
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| | | def add_data(msg): |
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| | | time.sleep(1) |
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| | | start_time = time.time() |
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| | | __queue.put({"msg": msg}) |
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| | | end_time = time.time() |
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| | | if end_time - start_time > 0.002: |
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| | | print("加入日志耗时") |
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| | | class Test: |
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| | | def print_log(self, arg): |
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| | | print(time.time(), f"arg:{arg}") |
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| | | time.sleep(2) |
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| | | |
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| | | |
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| | | def test_process_1(pipe): |
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| | | while True: |
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| | | for i in range(10): |
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| | | pipe.send_bytes(f"hello world:{i}".encode("utf-8")) |
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| | | time.sleep(1) |
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| | | def parse_big_buy_order_count(path_, limit_up_price_dict=None, max_time=None): |
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| | | """ |
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| | | 统计某一天的涨停大单数量分布 |
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| | | @param path_: |
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| | | @param limit_up_price_dict: |
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| | | @return: |
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| | | """ |
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| | | with open(path_, mode='r', encoding='utf-8') as f: |
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| | | lines = f.readlines() |
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| | | code_big_order_count_dict = {} |
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| | | for line in lines: |
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| | | data = line[line.find(" - ") + 3:].strip() |
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| | | data = eval(data) |
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| | | if data[1] != 0: |
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| | | continue |
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| | | if data[2][2] < 1000000: |
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| | | continue |
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| | | if max_time and l2_huaxin_util.convert_time(data[2][3]) > max_time: |
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| | | continue |
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| | | # if data[0] not in limit_up_price_dict: |
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| | | # continue |
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| | | # if abs(data[2][4] - limit_up_price_dict[data[0]]) >= 0.001: |
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| | | # continue |
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| | | if data[0] not in code_big_order_count_dict: |
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| | | code_big_order_count_dict[data[0]] = [0, 0] |
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| | | code_big_order_count_dict[data[0]][0] += 1 |
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| | | code_big_order_count_dict[data[0]][1] += data[2][2] |
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| | | return code_big_order_count_dict |
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| | | |
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| | | |
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| | | def test_process_2(pipe): |
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| | | while True: |
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| | | results = pipe.recv_bytes() |
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| | | if results: |
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| | | print("接受到内容：", results) |
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| | | def __load_limit_up_price(): |
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| | | # 日期下代码的涨停价 |
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| | | limit_up_price_date_code_dict = {} |
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| | | dir_path = r"D:\回测数据\K线数据" |
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| | | k_bars_files = os.listdir(dir_path) |
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| | | for k_bars_file in k_bars_files: |
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| | | code = k_bars_file.split("_")[1][:6] |
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| | | with open(f"{dir_path}\\{k_bars_file}", encoding='utf-8', mode='r') as f: |
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| | | lines = f.readlines() |
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| | | data = lines[0] |
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| | | datas = eval(data) |
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| | | # {"日期": 涨停价} |
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| | | date_limit_price = { |
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| | | d["bob"][:10]: gpcode_manager.get_limit_up_price_by_preprice(d["sec_id"], d["pre_close"]) for d in |
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| | | datas} |
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| | | for date in date_limit_price: |
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| | | if date not in limit_up_price_date_code_dict: |
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| | | limit_up_price_date_code_dict[date] = {} |
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| | | limit_up_price_date_code_dict[date][code] = round(float(date_limit_price[date]), 2) |
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| | | return limit_up_price_date_code_dict |
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| | | |
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| | | |
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| | | if __name__ == "__main__": |
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| | | code = "000333" |
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| | | LCancelRateManager.set_block_limit_up_count(code, 100) |
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| | | LCancelRateManager.set_big_num_deal_rate(code, 10) |
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| | | print(LCancelRateManager.get_cancel_rate(code)) |
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| | | def export(fdatas, dates, file_name): |
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| | | wb = xlwt.Workbook(encoding="utf-8") |
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| | | ws = wb.add_sheet('sheet1') |
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| | | for i in range(len(dates)): |
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| | | ws.write(0, i + 1, dates[i]) |
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| | | index = 0 |
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| | | for code in fdatas: |
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| | | date_count_dict = fdatas[code] |
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| | | index += 1 |
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| | | ws.write(index, 0, code) |
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| | | for i in range(len(dates)): |
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| | | d = date_count_dict.get(dates[i]) |
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| | | average_big_money = d[1] // d[0] if d[0] > 0 else 0 |
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| | | if d[0] > 0: |
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| | | ws.write(index, i + 1, f"{d[0]}/{round(average_big_money / 10000, 1)}万") |
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| | | else: |
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| | | ws.write(index, i + 1, f"") |
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| | | wb.save(file_name) |
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| | | |
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| | | |
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| | | if __name__ == '__main__': |
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| | | q = queue.Queue() |
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| | | if not q.empty(): |
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| | | data = q.get(block=False) |
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| | | print(data) |
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| | | |
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| | | if __name__ == '__main__1': |
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| | | # 加载每一天的代码的涨停价 |
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| | | limit_up_price_date_code_dict = __load_limit_up_price() |
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| | | print(limit_up_price_date_code_dict["2025-04-22"]["002719"]) |
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| | | dir_path = r"D:\回测数据\大单数据" |
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| | | files = os.listdir(dir_path) |
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| | | dates = [] |
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| | | big_order_count_date_code_dict = {} |
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| | | for file_name in files: |
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| | | path_ = f"{dir_path}\\{file_name}" |
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| | | date = file_name[-14:-4] |
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| | | dates.append(date) |
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| | | code_big_order_count_dict = parse_big_buy_order_count(path_, limit_up_price_date_code_dict[date]) |
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| | | print(code_big_order_count_dict) |
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| | | big_order_count_date_code_dict[date] = code_big_order_count_dict |
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| | | # 转为：{代码:{"日期":大单数}} |
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| | | fdata = {} |
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| | | for date in big_order_count_date_code_dict: |
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| | | for code in big_order_count_date_code_dict[date]: |
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| | | if code not in fdata: |
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| | | fdata[code] = {} |
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| | | fdata[code][date] = big_order_count_date_code_dict[date][code] |
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| | | |
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| | | for code in fdata: |
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| | | for date in dates: |
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| | | if date not in fdata[code]: |
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| | | # 默认填充0 |
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| | | fdata[code][date] = [0, 0] |
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| | | dates.sort(reverse=True) |
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| | | export(fdata, dates, "D:/test.xls") |
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