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4 天以前 1f69a007aa50b04a55195083970c110954935dfd

 strategy/data_analyzer.py

@@ -272,6 +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
@@ -280,18 +292,24 @@
        @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
            day_count = 3
            for n in range(day_count + 1):
                if n < day_count:
                    if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'],
                                             k_data[i + n]["pre_close"]):
                        # 非涨停
                        break
                else:
                    if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'],
                                             k_data[i + n]["pre_close"]):
                        count += 1
                        break
        return count

    @classmethod
@@ -402,6 +420,27 @@
                                                                               k_data[i + 3]["pre_close"])):
                count += 1
        return count

    @classmethod
    def is_too_high_and_not_relase_volume(cls, code, k_data):
        """
        长得太高且没放量：30个交易日内，出现过最低价（最高价之前的交易日）到最高价之间的涨幅≥35%的票，且今日距离最高价那日无涨停/无炸板
        @param k_data: K线数据列表(近150个交易日，不包含当前交易日，时间倒序)
        @return: 四跌停及以上天数
        """
        k_data = k_data[:30]
        # 获取最高价信息
        max_high_price_data = max(k_data, key=lambda x: x["high"])
        min_close_price_data = min([d for d in k_data if d['bob'] < max_high_price_data['bob']], key=lambda x: x["close"])
        if (max_high_price_data['high'] - min_close_price_data['close'])/min_close_price_data['close'] < 0.35:
            # 涨幅小于35%
            return False
        k_data = [d for d in k_data if d['bob'] > max_high_price_data['bob']]
        # 判断是否涨停过
        if len([d for d in k_data if cls.__is_limit_up(code, d["high"], d["pre_close"])]) >0:
            # 最高价之后有过涨停
            return False
        return True


class K60SLineAnalyzer:
@@ -528,5 +567,5 @@
                        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([b for b in block_days if len(block_days[b]) == len(days_list)])
        return set()