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5 天以前 09f84c4ecae2a71e07f6dd64e6066563599a62b6

 strategy/data_analyzer.py

@@ -60,6 +60,24 @@
        return k_data[0]['amount']

    @classmethod
    def get_yesterday_low_price(cls, k_data):
        """
        获取昨日最低价
        @param k_data: K线数据列表
        @return: 昨日最高价
        """
        return k_data[0]['low']

    @classmethod
    def get_yesterday_open_price(cls, k_data):
        """
        获取昨日开盘价
        @param k_data: K线数据列表
        @return: 昨日最高价
        """
        return k_data[0]['open']

    @classmethod
    def get_recent_days_high(cls, k_data, days):
        """
        获取近几个交易日的最高价
@@ -151,6 +169,22 @@
            1 for d in k_data[:days] if d['close'] <= cls.calculate_lower_limit_price(d["sec_id"], d["pre_close"]))

    @classmethod
    def get_recent_days_double_volume_date(cls, k_data, days):
        """
        获取最近几个交易日的倍量日期
        @param k_data: K线数据列表
        @param days: 交易日数量
        @return: 倍量的日期
        """
        k_datas: list = k_data[:days]
        k_datas.reverse()
        for i in range(1, len(k_datas)):
            latest_volume = k_datas[i - 1]["volume"]
            if k_datas[i]["volume"] > 2 * latest_volume:
                return k_datas[i]["bob"]
        return None

    @classmethod
    def get_first_limit_up_avg_premium(cls, k_data, days):
        """
        获取近几个交易日的首板涨停平均溢价率
@@ -238,6 +272,18 @@
        return count

    @classmethod
    def __is_limit_up(cls, code, close, pre_close):
        """
        是否涨停
        @param code:
        @param close:
        @param pre_close:
        @return:
        """
        return abs(close - cls.calculate_upper_limit_price(code,
                                                        pre_close)) < 0.01

    @classmethod
    def get_third_limit_up_days(cls, k_data, days):
        """
        获取近几个交易日的三板天数
@@ -246,18 +292,17 @@
        @return: 三板天数
        """
        count = 0
        k_data = k_data[:days]
        k_data = k_data[::-1]
        for i in range(days):
            if i + 3 >= len(k_data):
                continue
            # 判断连续三日涨停且第四日非涨停
            if (k_data[i]['close'] >= cls.calculate_upper_limit_price(k_data[i]["sec_id"], k_data[i]["pre_close"])) and \
                    (k_data[i + 1]['close'] >= cls.calculate_upper_limit_price(k_data[i + 1]["sec_id"],
                                                                               k_data[i + 1]["pre_close"])) and \
                    (k_data[i + 2]['close'] >= cls.calculate_upper_limit_price(k_data[i + 2]["sec_id"],
                                                                               k_data[i + 2]["pre_close"])) and \
                    (k_data[i + 3]['close'] < cls.calculate_upper_limit_price(k_data[i + 3]["sec_id"],
                                                                              k_data[i + 3]["pre_close"])):
                count += 1
            if cls.__is_limit_up(k_data[i]["sec_id"], k_data[i]['close'], k_data[i]["pre_close"]):
                if cls.__is_limit_up(k_data[i+1]["sec_id"], k_data[i+1]['close'], k_data[i+1]["pre_close"]):
                    if cls.__is_limit_up(k_data[i+2]["sec_id"], k_data[i+2]['close'], k_data[i+2]["pre_close"]):
                        if not cls.__is_limit_up(k_data[i+3]["sec_id"], k_data[i+3]['close'], k_data[i+3]["pre_close"]):
                            count += 1
        return count

    @classmethod
@@ -403,10 +448,96 @@
        reason_counts = {}
        special_reasons = constant.KPL_INVALID_BLOCKS
        if limit_up_data:
            for _, date, reason in limit_up_data:
            for _, date, reason, is_open, _blocks in limit_up_data:
                if is_open:
                    continue
                if min_day <= date <= max_day and reason not in special_reasons:
                    reason_counts[reason] = reason_counts.get(reason, 0) + 1
        if not reason_counts:
            return []
        max_count = max(reason_counts.values())
        return [(reason, count) for reason, count in reason_counts.items() if count == max_count]

    @classmethod
    def get_limit_up_reasons(cls, limit_up_data_list, min_day, max_day, include_recommend_reason=False):
        """
        获取最近一段时间的涨停原因
        @param include_recommend_reason: 是否包含推荐原因
        @param max_day:
        @param limit_up_data_list:
        @param min_day: 
        @return: 
        """
        special_reasons = constant.KPL_INVALID_BLOCKS
        day_block_codes = {}
        if limit_up_data_list:
            for _, date, reason, is_open, _blocks in limit_up_data_list:
                if reason in special_reasons:
                    continue
                if date > max_day or date < min_day:
                    continue
                # 每天的板块涨停数量
                if date not in day_block_codes:
                    day_block_codes[date] = {}
                reasons = {reason}
                if include_recommend_reason and _blocks:
                    reasons |= set(_blocks.split("、"))
                for r in reasons:
                    if r not in day_block_codes[date]:
                        # {日期:{板块：[{真正涨停集合}, {炸板集合}]}}
                        day_block_codes[date][r] = [set(), set()]
                    if not is_open:
                        # 真正涨停
                        day_block_codes[date][r][0].add(_)
                    else:
                        # 炸板
                        day_block_codes[date][r][1].add(_)
            blocks = set()
            for date in day_block_codes:
                for reason in day_block_codes[date]:
                    if len(day_block_codes[date][reason][0]) >= 2 or len(day_block_codes[date][reason][0]) >= 4:
                        # 最后涨停数>=2 炸板数>=4
                        blocks.add(reason)
            return blocks
        return set()

    @classmethod
    def get_continuous_limit_up_reasons(cls, limit_up_data_list, days_list):
        """
        连续老题材：days_list交易日都在走的题材
        @param limit_up_data_list:
        @param days_list: ["2025-01-01"]
        @return:
        """
        special_reasons = constant.KPL_INVALID_BLOCKS
        day_block_codes = {}
        if limit_up_data_list:
            for _, date, reason, is_open, _blocks in limit_up_data_list:
                if reason in special_reasons:
                    continue
                if date not in days_list:
                    continue
                # 每天的板块涨停数量
                if date not in day_block_codes:
                    day_block_codes[date] = {}
                reasons = {reason}
                for r in reasons:
                    if r not in day_block_codes[date]:
                        # {日期:{板块：[{真正涨停集合}, {炸板集合}]}}
                        day_block_codes[date][r] = [set(), set()]
                    if not is_open:
                        # 真正涨停
                        day_block_codes[date][r][0].add(_)
                    else:
                        # 炸板
                        day_block_codes[date][r][1].add(_)
            block_days = {}
            for date in day_block_codes:
                for reason in day_block_codes[date]:
                    if len(day_block_codes[date][reason][0]) >= 2 or len(day_block_codes[date][reason][0]) >= 4:
                        # 最后涨停数>=2 炸板数>=4
                        if reason not in block_days:
                            block_days[reason] = set()
                        block_days[reason].add(date)
            return set([b for b in block_days if len(block_days[b]) == len(days_list)])
        return set()