bug修复/策略完善

Administrator

4 天以前 245979e3907d34bcd88ac0c4547f399bf33a44de

 strategy/time_series_backtest.py

@@ -1,22 +1,50 @@
import logging

import constant
from code_attribute import gpcode_manager, code_nature_analyse
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
from strategy.data_downloader import DataDownloader
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
from strategy.strategy_params_settings import StrategyParamsSettings, StrategyParamsSettingsManager
from strategy.strategy_variable import StockVariables
from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory
from third_data import kpl_util
from third_data.third_blocks_manager import BlockMapManager
from utils import tool, huaxin_util


class BackTest:

    def __init__(self, day):
    def __init__(self, day, script_name="低吸脚本_辨识度_v3.py", settings=StrategyParamsSettingsManager().get_settings()):
        self.day = day
        scripts = ""
        with open("低吸脚本_辨识度.py", mode='r', encoding='utf-8') as f:
        with open(script_name, mode='r', encoding='utf-8') as f:
            lines = f.readlines()
            scripts = "\n".join(lines)
        # 注释掉里面的import与变量
        scripts = scripts.replace("from ", "#from ").replace("sv = ", "#sv =  ")
        scripts = scripts.replace("from ", "#from ").replace("sv = ", "#sv =  ").replace("settings = ",
                                                                                         "#settings =  ").replace(
            "target_code = ", "#target_code =  ")
        self.settings = settings
        self.scripts = scripts
        self.RANGE_TIMES = ("09:25:00", "11:30:00")
        self.current_time = '09:25:00'

        self.stock_variables_dict = {}
        self.data_loader: DataLoader = None
        self.timeline_data = None
        self.current_data = None
        self.current_tick_data = None
        self.fcodes = None
        # 领涨代码的板块,{代码:{"板块":(代码, 领涨次数, 板块最大领涨次数)}}
        self.head_rise_code_blocks = {}
        # 已经成交的代码
        self.deal_codes = set()
        # 板块已经成交的代码
        self.deal_block_codes = {}

    def set_script(self, script):
        self.scripts = script

    def load_before_date_data_by_timeline(self, data_loader: DataLoader):
        """
@@ -28,6 +56,7 @@
        timeline_data = []
        # 加载历史数据
        kline_data = data_loader.load_kline_data()
        valid_codes = set(kline_data.keys())
        minute_data = {}  # data_loader.load_minute_data()
        limit_up_record_data = data_loader.load_limit_up_data()
        next_trade_day = data_loader.load_next_trade_day()
@@ -37,14 +66,53 @@
            raise Exception("历史日K获取失败")
        if not kline_data:
            raise Exception("历史涨停获取失败")
        # 统计120个交易日内代码涨停原因对应的涨停次数排名前3的板块
        min_day = data_loader.trade_days[120 - 1]
        block_code_dates = {}
        for d in limit_up_record_data:
            # 只统计封板
            if d[3] != 0:
                continue
            if d[1] < min_day:
                continue
            code, date, block = d[0], d[1], d[2]
            if block not in block_code_dates:
                block_code_dates[block] = {}
            if code not in block_code_dates[block]:
                block_code_dates[block][code] = set()
            block_code_dates[block][code].add(date)
        # 统计的代码的涨停原因
        code_blocks = {}
        for b in block_code_dates:
            if b in constant.KPL_INVALID_BLOCKS:
                continue
            # if b == '跨境电商':
            #     print("")
            code_limit_up_count_list = [(x, len(block_code_dates[b][x])) for x in block_code_dates[b]]
            code_limit_up_count_list.sort(key=lambda e: e[1], reverse=True)
            end_index = 3
            # code_limit_up_count_list = code_limit_up_count_list[:3]
            for i in range(end_index, len(code_limit_up_count_list)):
                if code_limit_up_count_list[end_index - 1][1] == code_limit_up_count_list[i][1]:
                    end_index = i + 1
            code_limit_up_count_list = code_limit_up_count_list[:end_index]

            for x in code_limit_up_count_list:
                if x[1] < 3:
                    continue
                if x[0] not in code_blocks:
                    code_blocks[x[0]] = set()
                code_blocks[x[0]].add(b)
        return {
            'date': day,
            'kline_data': kline_data,
            'valid_codes': valid_codes,
            'minute_data': minute_data,
            'limit_up_record_data': limit_up_record_data,
            'limit_up_record_data_list': limit_up_record_data,
            "trade_days": trade_days,
            "next_trade_day": next_trade_day
            "next_trade_day": next_trade_day,
            "code_blocks": code_blocks
        }

    def load_current_date_data_by_timeline(self):
@@ -53,14 +121,18 @@
        :param day: 日期，格式为"YYYY-MM-DD
        :return: 按时间排序的数据列表
        """
        if self.day >= '2025-05-26':
            IS_BY_BIG_ORDER = True
        else:
            IS_BY_BIG_ORDER = False
        day = self.day
        fdata = {}
        __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(day)
        all_limit_up_list = __LowSuctionOriginDataExportManager.export_limit_up_list()
        fdata["limit_up_list"] = {d[0][:8]: d[1] for d in all_limit_up_list}
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal()
        if not big_order_deals:
            big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal_by()
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD)
        if not big_order_deals or IS_BY_BIG_ORDER:
            big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal_by(BIG_ORDER_MONEY_THRESHOLD)
        # 转换格式为：{时间: [("代码", (买单号, 量, 金额, 时间, 最终成交价))]
        big_order_deals_dict = {}
        for code in big_order_deals:
@@ -74,9 +146,10 @@
            datas = big_order_deals_dict[k]
            datas.sort(key=lambda x: huaxin_util.convert_time(x[1][3], True))
        fdata["big_order"] = big_order_deals_dict
        big_sell_order_deals = __LowSuctionOriginDataExportManager.export_big_sell_order_deal()
        if not big_sell_order_deals:
            big_sell_order_deals = __LowSuctionOriginDataExportManager.export_big_sell_order_deal_by()
        big_sell_order_deals = __LowSuctionOriginDataExportManager.export_big_sell_order_deal(BIG_ORDER_MONEY_THRESHOLD)
        if not big_sell_order_deals or IS_BY_BIG_ORDER:
            big_sell_order_deals = __LowSuctionOriginDataExportManager.export_big_sell_order_deal_by(
                BIG_ORDER_MONEY_THRESHOLD)
        big_sell_order_deals_dict = {}
        for code in big_sell_order_deals:
            for order in big_sell_order_deals[code]:
@@ -94,8 +167,25 @@
        zylt_volume_dict = __LowSuctionOriginDataExportManager.export_zylt_volume()
        fdata["zylt_volume"] = zylt_volume_dict

        # 加载板块代码
        code_plates_dict = __LowSuctionOriginDataExportManager.export_code_plates()

        code_plates_dict_for_refer = self.data_loader.load_code_plates_for_refer()

        plate_codes = self.data_loader.load_target_plate_and_codes()
        code_plates_dict_for_buy = {}
        for p in plate_codes:
            for code in plate_codes.get(p):
                if code not in code_plates_dict_for_buy:
                    code_plates_dict_for_buy[code] = set()
                code_plates_dict_for_buy[code].add(p)
        fdata["code_plates_for_buy"] = code_plates_dict_for_buy
        fdata["code_plates_for_refer"] = code_plates_dict_for_refer

        fdata["code_plates"] = code_plates_dict
        # 加载板块流入(流入为正)
        block_in_datas = __LowSuctionOriginDataExportManager.export_block_in_datas()
        fdata["block_in"] = {d[0][:8]: d[1] for d in block_in_datas}

        special_codes = __LowSuctionOriginDataExportManager.export_special_codes()
        temp_code_plates = {}
@@ -106,6 +196,12 @@
                temp_code_plates[code].add(plate)
        for code in temp_code_plates:
            code_plates_dict[code] = temp_code_plates[code]
        # 获取所有涨停原因下面的领涨个股信息,得到的信息格式：{"代码":{板块名称}}
        refer_plates_of_codes = self.data_loader.load_all_refer_plates_of_codes()
        fdata["limit_up_plate_names_of_refer_code"] = refer_plates_of_codes

        fdata["all_buy_plates_of_codes"] = self.data_loader.load_all_buy_plates_of_codes()
        # print("*****", plate_names_of_code.get("600774"))

        if not fdata["zylt_volume"]:
            raise Exception("无自由流通数据")
@@ -115,16 +211,18 @@
            raise Exception("无大单数据")
        if not fdata["limit_up_list"]:
            raise Exception("无涨停数据")
        if not fdata["limit_up_plate_names_of_refer_code"]:
            raise Exception("无涨停领涨原因数据")

        return fdata

    def load_current_tick_datas(self, data_loader: DataLoader):
        """
        加载Tick数据
        :param day: 日期，格式为"YYYY-MM-DD
        :return: Tick数据
        @param data_loader:
        @return: Tick数据
        """
        code_tick_datas = data_loader.load_tick_data()
        code_tick_datas = data_loader.load_tick_data(target_codes=self.fcodes)
        # 根据时间集成
        fdata = {}
        for code in code_tick_datas:
@@ -146,19 +244,21 @@
        """
        global_dict = {
            "sv": stock_variables,
            "target_code": code
            "target_code": code,
            "settings": self.settings
        }
        exec(self.scripts, global_dict)
        return global_dict["compute_result"]

    def __filter_codes(self, current_data, timeline_data):
        code_plates = current_data["code_plates"]
        start_time, end_time = "09:25:00", "11:30:00"
        start_time, end_time = self.RANGE_TIMES[0], self.RANGE_TIMES[1]
        fplates = set()
        for i in range(60 * 60 * 5):
            time_str = tool.trade_time_add_second(start_time, i)
            if time_str > end_time:
                break
            self.current_time = time_str
            # 统计当前涨停数据
            current_limit_up_list = current_data["limit_up_list"].get(time_str)
            if current_limit_up_list:
@@ -187,12 +287,9 @@

        return fcodes

    def __get_target_codes(self):
        special_codes = LowSuctionOriginDataExportManager(self.day).export_special_codes()
        fcodes = set()
        for codes in [special_codes[p] for p in special_codes]:
            fcodes |= codes
        return fcodes
    def __get_target_codes_v4(self):
        valid_codes = self.timeline_data["valid_codes"]
        return set(self.current_data["code_plates_for_buy"].keys()) & valid_codes

    def init_stock_variables(self, code_, timeline_data, current_data):
        """
@@ -202,73 +299,247 @@
        """
        if code_ in self.stock_variables_dict:
            return

        if code_ == '002907':
            print("")

        stock_variables = StrategyVariableFactory.create_from_history_data(
            timeline_data["kline_data"].get(code_), timeline_data["minute_data"].get(code_),
            timeline_data["limit_up_record_data"].get(code_), timeline_data["trade_days"])

        # 加载今日涨停价
        pre_close = timeline_data["kline_data"].get(code_)[0]["close"]
        stock_variables.今日涨停价 = round(float(gpcode_manager.get_limit_up_price_by_preprice(code_, pre_close)), 2)
        stock_variables.自由流通市值 = current_data["zylt_volume"].get(code_) * pre_close
        # 获取代码板块
        stock_variables.代码板块 = current_data["code_plates"].get(code_)
        stock_variables.代码板块 = current_data["code_plates_for_buy"].get(code_)
        is_price_too_high = code_nature_analyse.is_price_too_high_in_days(code_, timeline_data["kline_data"].get(code_),
                                                                          stock_variables.今日涨停价)
        # if is_price_too_high[0]:
        #     print("六个交易日涨幅过高", code_)
        stock_variables.六个交易日涨幅过高 = is_price_too_high[0]
        stock_variables.新代码板块 = timeline_data["code_blocks"].get(code_)
        stock_variables.辨识度代码 = self.fcodes
        stock_variables.领涨板块信息 = self.head_rise_code_blocks.get(code_)
        if code_ in DEBUG_CODES:
            print(code_, stock_variables.领涨板块信息)

        for day in [2, 5, 10, 30, 60, 120]:
            days = timeline_data["trade_days"][:day]
            stock_variables.__setattr__(f"日出现的板块_{day}",
                                        KPLLimitUpDataAnalyzer.get_limit_up_reasons(
                                            timeline_data["limit_up_record_data_list"], min_day=days[-1],
                                            max_day=days[0]))
        stock_variables.连续老题材 = KPLLimitUpDataAnalyzer.get_continuous_limit_up_reasons(
            timeline_data["limit_up_record_data_list"], self.data_loader.trade_days[:2])

        self.stock_variables_dict[code_] = stock_variables

    def run(self):
        data_loader = DataLoader(self.day)
        current_data = self.load_current_date_data_by_timeline()
    def load_data(self):
        """
        加载数据
        @return:历史数据, 今日数据, tick数据
        """
        # 提前下载数据
        __DataLoader = DataLoader(self.day)
        plates = __DataLoader.get_limit_up_reasons_with_plate_code()
        for p in plates:
            __DataLoader.load_plate_codes(p[0], p[1])

        if not self.data_loader:
            self.data_loader = DataLoader(self.day)
        if not self.current_data:
            self.current_data = self.load_current_date_data_by_timeline()
        # 按时间轴加载数据
        timeline_data = self.load_before_date_data_by_timeline(data_loader)
        if not self.timeline_data:
            self.timeline_data = self.load_before_date_data_by_timeline(self.data_loader)
        # TODO 输出目标代码
        fcodes = self.__get_target_codes()  # __filter_codes(current_data, timeline_data)
        # print(len(fcodes), fcodes)
        current_tick_data = self.load_current_tick_datas(data_loader)
        if not self.fcodes:
            # self.fcodes, self.head_rise_code_blocks = self.__get_target_codes_v3()  # __filter_codes(current_data, timeline_data)
            self.fcodes, self.head_rise_code_blocks = self.__get_target_codes_v4(), {}

        print(len(self.fcodes), self.fcodes)
        if not self.current_tick_data:
            try:
                self.current_tick_data = self.load_current_tick_datas(self.data_loader)
            except:
                pass

        __DataDownloader = DataDownloader(self.day, self.data_loader.trade_days)
        __DataDownloader.download_tick_data(self.fcodes)

    def __statistic_big_order_info(self, stock_variables: StockVariables):
        """
        统计大单信息
        @param stock_variables:
        @return:
        """
        infos = []
        thresholds = [50, 100, 200, 300, 400, 500, 600, 700, 800, 900, 1000, 10000]
        for i in range(len(thresholds)):
            if i >= len(thresholds) - 1:
                break
            start, end = thresholds[i], thresholds[i + 1]
            info = [f"{start}w-{end}w", 0, None, None]
            # 统计买单
            total_buy_count = 0
            total_buy_volume = 0
            total_buy_money = 0
            if stock_variables.今日大单数据:
                order_ids = set()
                for d in reversed(stock_variables.今日大单数据):
                    if d[0] in order_ids:
                        continue
                    order_ids.add(d[0])
                    if start * 10000 <= d[2] < end * 10000:
                        total_buy_count += 1
                        total_buy_money += d[2]
                        total_buy_volume += d[1]
            total_sell_count = 0
            total_sell_money = 0
            total_sell_volume = 0
            if stock_variables.今日卖大单数据:
                order_ids = set()
                for d in reversed(stock_variables.今日卖大单数据):
                    if d[0] in order_ids:
                        continue
                    order_ids.add(d[0])
                    if start * 10000 <= d[2] < end * 10000:
                        total_sell_count += 1
                        total_sell_money += d[2]
                        total_sell_volume += d[1]
            info[1] = f"{round((total_buy_volume - total_sell_volume) * 100 / stock_variables.今日成交量, 2)}%"
            info[2] = (total_buy_count, total_buy_money, total_buy_volume)
            info[3] = (total_sell_count, total_sell_money, total_sell_volume)
            if info[2][0] > 0 or info[3][0] > 0:
                infos.append(info)
        return ";".join([f"{x[0]}==净额:{x[1]},买单：{x[2]},卖单：{x[3]}" for x in infos])

    def run(self):
        self.load_data()
        # print(self.fcodes)
        limit_up_record_data_dict = {}
        for limit_up_item in timeline_data["limit_up_record_data"]:
        for limit_up_item in self.timeline_data["limit_up_record_data"]:
            if limit_up_item[0] not in limit_up_record_data_dict:
                limit_up_record_data_dict[limit_up_item[0]] = []
            limit_up_record_data_dict[limit_up_item[0]].append(limit_up_item)
        timeline_data["limit_up_record_data"] = limit_up_record_data_dict
        next_trade_day = timeline_data["next_trade_day"]
        self.timeline_data["limit_up_record_data"] = limit_up_record_data_dict
        next_trade_day = self.timeline_data["next_trade_day"]
        start_time, end_time = "09:25:00", "12:00:00"
        # 分钟K线
        minute_bars_dict = {}
        code_plates = current_data["code_plates"]
        # 板块以及买了的代码：{"板块":{"000333"}}
        deal_block_codes = {}
        deal_codes = set()
        print("======", self.day)
        # 制造回测时间
        code_plates = self.current_data["code_plates"]
        code_plates_for_refer = self.current_data["code_plates_for_refer"]

        # 板块涨停代码信息
        kpl_plate_limit_up_codes_info = None
        plate_limit_up_codes_info = None
        kpl_head_plate_limit_up_codes_info = None

        latest_current_limit_up_list = None

        latest_block_in_datas = None

        # 根据板块获取目标票
        target_plate_codes_infos = {}
        for code in self.head_rise_code_blocks:
            for p in self.head_rise_code_blocks[code]:
                if p not in target_plate_codes_infos:
                    target_plate_codes_infos[p] = []
                target_plate_codes_infos[p].append(self.head_rise_code_blocks[code][p])
        for p in target_plate_codes_infos:
            target_plate_codes_infos[p].sort(key=lambda x: x[1], reverse=True)

        all_new_plates = set()

        for i in range(60 * 60 * 5):
            time_str = tool.trade_time_add_second(start_time, i)
            # print(f"[{tool.get_now_time_str()}]", time_str)
            if time_str > end_time:
                break
            ticks = current_tick_data.get(time_str)
            # 统计当前涨停数据
            current_limit_up_list = current_data["limit_up_list"].get(time_str)
            ticks = self.current_tick_data.get(time_str) if self.current_tick_data else None
            # ===============统计当前涨停数据
            origin_current_limit_up_list = self.current_data["limit_up_list"].get(time_str, [])
            current_limit_up_list = [x for x in origin_current_limit_up_list if kpl_util.get_high_level_count(x[4]) < 3]

            if current_limit_up_list:
                # 统计板块涨停
                latest_current_limit_up_list = current_limit_up_list

            if current_limit_up_list:
                plate_codes_info = {}
                # 统计板块涨停
                for x in current_limit_up_list:
                    # 按代码的板块统计涨停板块中的代码数量
                    # 涨停过1分钟才算有效涨停
                    if tool.trade_time_sub(time_str, tool.timestamp_format(x[2], "%H:%M:%S")) < 60:
                        continue
                    plates = code_plates.get(x[0])
                    if plates:
                        for p in plates:
                            if p not in plate_codes_info:
                                plate_codes_info[p] = []
                            plate_codes_info[p].append((x[0], x[2]))
            else:
                plate_codes_info = None
                plate_limit_up_codes_info = plate_codes_info

            # 当前时刻大单
            current_big_orders = current_data["big_order"].get(time_str)
                plate_codes_info = {}
                for x in current_limit_up_list:
                    # 按开盘啦涨停原因统计
                    p = x[5]
                    if p in constant.KPL_INVALID_BLOCKS:
                        continue
                    if p not in plate_codes_info:
                        plate_codes_info[p] = []
                    # 如果领涨代码里面没有当前票就不算这个板块的涨停原因
                    # 获取领涨数据
                    # head_plate_codes_info = self.data_loader.load_plate_codes(x[9], p)
                    # if head_plate_codes_info:
                    #     plate_codes = set([x[0] for x in head_plate_codes_info])
                    # else:
                    #     plate_codes = set()
                    # if x[0] not in plate_codes:
                    #     continue
                    plate_codes_info[p].append((x[0], x[2], x[4]))
                kpl_plate_limit_up_codes_info = plate_codes_info

                # {"代码":[(板块代码, 板块名称)]}
                limit_up_plate_names_of_refer_code = self.current_data["limit_up_plate_names_of_refer_code"]
                plate_codes_info = {}
                for x in current_limit_up_list:
                    # 按开盘啦涨停原因统计
                    code = x[0]
                    # if code not in limit_up_plate_names_of_refer_code:
                    #     continue
                    # 如果记录涨停时间过去20分钟就采用涨停队列的涨停原因
                    if tool.trade_time_sub(time_str, tool.timestamp_format(x[2], "%H:%M:%S")) < 60 * 20 or True:
                        plates_infos = limit_up_plate_names_of_refer_code.get(code)
                        plates = set([d[1] for d in plates_infos if d[1] == x[5]]) if plates_infos else set()
                    else:
                        plates = {x[5]}

                    new_plates = set()
                    for p in plates:
                        if p in constant.KPL_INVALID_BLOCKS:
                            continue
                        new_plates.add(p)
                    for p in new_plates:
                        if p not in plate_codes_info:
                            plate_codes_info[p] = []
                        plate_codes_info[p].append((x[0], x[2]))
                kpl_head_plate_limit_up_codes_info = plate_codes_info

            # ==================注入板块流入
            block_in_datas = self.current_data["block_in"].get(time_str)
            if block_in_datas:
                blocks = [x[0] for x in block_in_datas if x[1] > 0]
                block_in_datas = blocks[:20]
                latest_block_in_datas = block_in_datas

            # ================当前时刻大单
            current_big_orders = self.current_data["big_order"].get(time_str)
            if current_big_orders:
                for big_order in current_big_orders:
                    # 格式 ("代码", (买单号, 量, 金额, 时间, 最终成交价))
                    self.init_stock_variables(big_order[0], timeline_data, current_data)
                    self.init_stock_variables(big_order[0], self.timeline_data, self.current_data)
                    stock_variables: StockVariables = self.stock_variables_dict.get(big_order[0])
                    if stock_variables.今日大单数据 is None:
                        stock_variables.今日大单数据 = []
@@ -287,40 +558,89 @@
                        stock_variables.今日大单均价 = round(total_money / total_volume, 2)
                    else:
                        stock_variables.今日大单均价 = 0

            current_big_sell_orders = current_data["big_sell_order"].get(time_str)
            current_big_sell_orders = self.current_data["big_sell_order"].get(time_str)
            if current_big_sell_orders:
                for big_order in current_big_sell_orders:
                    # 格式 ("代码", (买单号, 量, 金额, 时间, 最终成交价))
                    self.init_stock_variables(big_order[0], timeline_data, current_data)
                    self.init_stock_variables(big_order[0], self.timeline_data, self.current_data)
                    stock_variables: StockVariables = self.stock_variables_dict.get(big_order[0])
                    if stock_variables.今日卖大单数据 is None:
                        stock_variables.今日卖大单数据 = []
                    stock_variables.今日卖大单数据.append(big_order[1])

            # 开盘啦最正涨停原因
            most_real_kpl_plate_limit_up_codes_info = {}
            # 获取这个板块的目标票
            if kpl_plate_limit_up_codes_info:
                current_limit_up_dict = {x[0]: x for x in latest_current_limit_up_list}
                codes = set()
                for plate in kpl_plate_limit_up_codes_info:
                    kpl_plate_codes = kpl_plate_limit_up_codes_info.get(plate)
                    codes |= set([x[0] for x in kpl_plate_codes])
                for code in codes:
                    plates = code_plates.get(code)
                    if not plates:
                        plates = {current_limit_up_dict.get(code)[5]}
                    plates -= constant.KPL_INVALID_BLOCKS
                    if plates:
                        for p in plates:
                            if p not in most_real_kpl_plate_limit_up_codes_info:
                                most_real_kpl_plate_limit_up_codes_info[p] = []
                            most_real_kpl_plate_limit_up_codes_info[p].append(code)
                # print(time_str, "涨停数大于3个", [p for p in most_real_kpl_plate_limit_up_codes_info if
                #                             len(most_real_kpl_plate_limit_up_codes_info[p]) >= 3])

                # ---------测试--------
                # test_plate = "化工"
                # if len(most_real_kpl_plate_limit_up_codes_info.get(test_plate, [])) >= 3:
                #     print("测试开始=========")
                #     code_plates_for_buy = self.current_data["code_plates_for_buy"]
                #     plate_codes = [c for c in code_plates_for_buy if test_plate in code_plates_for_buy[c]]
                #     print(f"{test_plate}满足", time_str, plate_codes)
                #     for c in plate_codes:
                #         sv: StockVariables = self.stock_variables_dict.get(c)
                #         if sv and sv.当前价 > sv.昨日收盘价:
                #             print(c)
                #     print("测试完毕=========")

            if ticks:
                for tick in ticks:
                    code = tick["symbol"][-6:]
                    if code not in fcodes:
                    if code not in self.fcodes:
                        continue
                    if DEBUG_CODES and code not in DEBUG_CODES:
                        continue

                    if code not in self.stock_variables_dict:
                        # 加载基础数据
                        self.init_stock_variables(code, timeline_data, current_data)
                        self.init_stock_variables(code, self.timeline_data, self.current_data)
                    stock_variables: StockVariables = self.stock_variables_dict.get(code)
                    stock_variables.板块成交代码 = deal_block_codes
                    # 设置涨停数据
                    if plate_codes_info is not None:
                        stock_variables.板块涨停 = plate_codes_info
                    if code not in minute_bars_dict:
                        minute_bars_dict[code] = [tick]
                    if minute_bars_dict[code][-1]["created_at"][:-2] == tick["created_at"][:-2]:
                        # 统计分钟K线
                        minute_bars_dict[code][-1] = tick
                    else:
                        # 保存分钟K线最高价
                        if not stock_variables.今日最高价:
                            stock_variables.今日最高价 = minute_bars_dict[code][-1]["price"]
                        if minute_bars_dict[code][-1]["price"] > stock_variables.今日最高价:
                            stock_variables.今日最高价 = minute_bars_dict[code][-1]["price"]
                    if plate_limit_up_codes_info is not None:
                        stock_variables.板块涨停 = plate_limit_up_codes_info

                    if kpl_plate_limit_up_codes_info is not None:
                        stock_variables.开盘啦板块涨停 = kpl_plate_limit_up_codes_info

                    if kpl_head_plate_limit_up_codes_info is not None:
                        stock_variables.开盘啦领涨板块涨停 = kpl_head_plate_limit_up_codes_info

                    stock_variables.板块成交代码 = self.deal_block_codes
                    # 板块流入数据
                    if latest_block_in_datas:
                        stock_variables.资金流入板块 = latest_block_in_datas
                    # 暂时不用分钟K线
                    # if code not in minute_bars_dict:
                    #     minute_bars_dict[code] = [tick]
                    # if minute_bars_dict[code][-1]["created_at"][:-2] == tick["created_at"][:-2]:
                    #     # 统计分钟K线
                    #     minute_bars_dict[code][-1] = tick
                    # else:
                    #     # 保存分钟K线最高价
                    #     if not stock_variables.今日最高价:
                    #         stock_variables.今日最高价 = minute_bars_dict[code][-1]["price"]
                    #     if minute_bars_dict[code][-1]["price"] > stock_variables.今日最高价:
                    #         stock_variables.今日最高价 = minute_bars_dict[code][-1]["price"]

                    # 保存开盘价
                    if tick["created_at"][-8:] < '09:30:00':
                        stock_variables.今日开盘价 = tick["price"]
@@ -328,54 +648,178 @@
                        stock_variables.今日开盘涨幅 = round((tick["price"] - stock_variables.昨日收盘价) / stock_variables.昨日收盘价,
                                                       4)
                    stock_variables.今日成交量 = tick["cum_volume"]
                    stock_variables.今日成交额 = tick["cum_amount"]
                    stock_variables.当前价 = tick["price"]
                    # 根据表达式计算是否可买
                    # compute_result = __run_backtest(code, stock_variables)
                    # # print("回测结果：",code, compute_result)
                    # if compute_result[0] and code not in deal_codes:
                    #     # TODO 下单
                    #     deal_codes.add(code)
                    #     print("======回测结果：", code, tick["created_at"], tick["price"], compute_result[2])
                    #     for b in compute_result[1]:
                    #         if b not in deal_block_codes:
                    #             deal_block_codes[b] = set()
                    #         deal_block_codes[b].add(code)
                    if not stock_variables.今日量够信息:
                        if stock_variables.今日成交量 > stock_variables.昨日成交量 * 0.8:
                            stock_variables.今日量够信息 = (time_str, stock_variables.当前价, round(
                                (stock_variables.当前价 - stock_variables.昨日收盘价) * 100 / stock_variables.昨日收盘价, 2),
                                                      self.__statistic_big_order_info(stock_variables))
                            if VOLUME_LOG_ENABLE:
                                # 统计大单净额，(50w以上,净额,买单个数/买单总金额,卖单个数/卖单总金额)
                                print("****量够", code, stock_variables.今日量够信息)

                    # 统计今日最高价
                    # if stock_variables.今日最高价 and tick["price"] > stock_variables.今日最高价:
                    #     print(code, "====突破分时最高价：", tick["created_at"], tick["price"])

                    if not stock_variables.今日最高价信息 or tick["price"] > stock_variables.今日最高价信息[0]:
                        stock_variables.今日最高价信息 = (tick["price"], time_str)

                    if not stock_variables.今日最低价 or tick["price"] < stock_variables.今日最低价:
                        stock_variables.今日最低价 = tick["price"]
                    if most_real_kpl_plate_limit_up_codes_info:
                        stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info

                    # if time_str >= '09:30:00':
                    #     if stock_variables.今日大单数据 and stock_variables.开盘啦最正板块涨停 and max(
                    #             [len(stock_variables.开盘啦最正板块涨停.get(x, [])) for x in stock_variables.代码板块]) >= 3:
                    #         compute_result = self.__run_backtest(code, stock_variables)
                    #         self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.当前价,
                    #                                    time_str, compute_result)

                    # if len(real_codes) >= 2 and time_str > '09:30:00':
                    #     # print(time_str, plate)
                    #     # 找这个板块领涨次数最多的票
                    #     codes_infos = target_plate_codes_infos.get(plate)
                    #     if codes_infos:
                    #         for code_info in codes_infos:
                    #             code = code_info[0]
                    #             self.init_stock_variables(code, self.timeline_data, self.current_data)
                    #             stock_variables: StockVariables = self.stock_variables_dict.get(code)
                    #             compute_result = self.__run_backtest(code, stock_variables)
                    #             if compute_result[0] and plate not in all_new_plates:
                    #                 all_new_plates.add(plate)
                    #                 print(plate, time_str, code_info, real_codes)
                    #             else:
                    #                 pass

            # 大单驱动
            if current_big_orders:
            if current_big_orders and time_str >= '09:30:00':
                for big_order in current_big_orders:
                    code = big_order[0]
                    self.init_stock_variables(code, timeline_data, current_data)
                    if code not in self.fcodes:
                        continue
                    self.init_stock_variables(code, self.timeline_data, self.current_data)
                    stock_variables: StockVariables = self.stock_variables_dict.get(code)
                    compute_result = self.__run_backtest(code, stock_variables)
                    # print("回测结果：",code, compute_result)
                    # if code == '002640':
                    #     print(code, big_order, compute_result)
                    if compute_result[0] and code not in deal_codes:
                        # TODO 下单
                        deal_codes.add(code)
                        next_k_bars = data_loader.load_kline_data_by_day_and_code(next_trade_day, code)
                        current_k_bars = data_loader.load_kline_data_by_day_and_code(data_loader.now_day, code)
                        if next_k_bars:
                            t_rate = round((next_k_bars[0]["open"] - big_order[1][4]) * 100 / big_order[1][4], 2)
                            t_rate = f"{t_rate}%"
                        else:
                            t_rate = "未知"
                        if current_k_bars:
                            c_rate = round((current_k_bars[0]["close"] - big_order[1][4]) * 100 / big_order[1][4], 2)
                            c_rate = f"{c_rate}%"
                        else:
                            c_rate = "未知"
                    if plate_limit_up_codes_info is not None:
                        stock_variables.板块涨停 = plate_limit_up_codes_info

                        print("======回测结果：", code, f"溢价率：{t_rate},当日盈亏：{c_rate}", compute_result[2])
                        for b in compute_result[1]:
                            if b not in deal_block_codes:
                                deal_block_codes[b] = set()
                            deal_block_codes[b].add(code)
                    if kpl_plate_limit_up_codes_info is not None:
                        stock_variables.开盘啦板块涨停 = kpl_plate_limit_up_codes_info

                    if kpl_head_plate_limit_up_codes_info is not None:
                        stock_variables.开盘啦领涨板块涨停 = kpl_head_plate_limit_up_codes_info

                    if most_real_kpl_plate_limit_up_codes_info is not None:
                        stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info

                    if block_in_datas:
                        stock_variables.资金流入板块 = block_in_datas

                    stock_variables.当前价 = big_order[1][4]
                    try:
                        compute_result = self.__run_backtest(code, stock_variables)
                        # print(compute_result)
                        self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4],
                                                   huaxin_util.convert_time(big_order[1][3]), compute_result)
                    except Exception as e:
                        logging.exception(e)

        print("可买题材：", all_new_plates)

    def __process_test_result(self, code, stock_variables: StockVariables, next_trade_day, buy_price, time_str,
                              compute_result):

        # if code == '000628':
        #     print(time_str, code, compute_result)

        if not compute_result[0]:
            if code in DEBUG_CODES:
                print(time_str, code, compute_result[1])
            # if compute_result[1].find("大单") >= 0 or compute_result[1].find("价格超过昨日最低价") >= 0:
            pass

        # print(code, time_str,stock_variables.代码板块, compute_result)

        if compute_result[0] and code not in self.deal_codes:
            # 最多买5个
            if len(self.deal_codes) >= 100:
                return
            # if huaxin_util.convert_time(big_order[1][3]) >= "10:30:00" and len(deal_codes) > 0:
            #     break
            self.deal_codes.add(code)
            next_k_bars = self.data_loader.load_kline_data_by_day_and_code(next_trade_day, code)
            current_k_bars = self.data_loader.load_kline_data_by_day_and_code(self.data_loader.now_day,
                                                                              code)
            if next_k_bars and buy_price:
                t_rate = round((next_k_bars[0]["open"] - buy_price) * 100 / stock_variables.昨日收盘价, 2)
                t_rate = f"{t_rate}%"
            else:
                # 获取当前的tick线
                if self.data_loader.now_day >= next_trade_day:
                    ticks = self.data_loader.jueJinLocalApi.get_history_tick_n(code, 1, frequency='tick',
                                                                               end_date=f"{next_trade_day} 09:30:03")
                else:
                    ticks = None
                if ticks:
                    t_rate = round((ticks[-1]["price"] - buy_price) * 100 / stock_variables.昨日收盘价, 2)
                    t_rate = f"{t_rate}%"
                else:
                    t_rate = "未知"
            if current_k_bars and buy_price:
                c_rate = round((current_k_bars[0]["close"] - buy_price) * 100 / current_k_bars[0]["pre_close"], 2)
                c_rate = f"{c_rate}%"
            else:
                # 拉取当日K线
                if tool.get_now_date_str() == self.data_loader.now_day and buy_price:
                    tick = self.data_loader.jueJinLocalApi.get_history_tick_n(code, 1, frequency='tick',
                                                                              end_date=f"{self.data_loader.now_day} {tool.get_now_time_str()}")
                    c_rate = round((tick[0]["price"] - buy_price) * 100 / stock_variables.昨日收盘价, 2)
                else:
                    bar = self.data_loader.jueJinLocalApi.get_history_tick_n(code, 1,
                                                                             end_date=f"{self.data_loader.now_day} 15:00:00")
                    if bar:
                        c_rate = round((bar[0]["close"] - buy_price) * 100 / bar[0]["pre_close"], 2)
                    else:
                        c_rate = "未知"
            print(f"{len(self.deal_codes)}==回测结果：", code, gpcode_manager.CodesNameManager().get_code_name(code),
                  f"溢价率：{t_rate},当日盈亏：{c_rate}，下单时间：{time_str}，涨幅：{round((buy_price - stock_variables.昨日收盘价) * 100 / stock_variables.昨日收盘价, 2)}",
                  compute_result[1],
                  compute_result[2])
            for b in compute_result[3]:
                if b not in self.deal_block_codes:
                    self.deal_block_codes[b] = set()
                self.deal_block_codes[b].add(code)
            stock_variables.板块成交代码 = self.deal_block_codes


# DEBUG_CODES = ['603579', '300884']
DEBUG_CODES = []

VOLUME_LOG_ENABLE = False
# 备用大单


DEBUG_BLOCKS = []

BIG_ORDER_MONEY_THRESHOLD = 200e4

if __name__ == "__main__":
    days = ["2025-05-06", "2025-05-07", "2025-05-08", "2025-05-09", "2025-05-12"]
    back_test_dict = {}
    # days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",
    #         "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29",
    #         "2025-05-30", "2025-06-03"]
    days = ["2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
            "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17", "2025-06-18"]

    # days = ["2025-05-23"]

    days.reverse()
    for day in days:
        BackTest(day).run()
        if day not in back_test_dict:
            # back_test_dict[day] = BackTest(day, "今日量是否足够.py")
            back_test_dict[day] = BackTest(day, "strategy_script_v6.py")
        print("=========================", day)
        # back_test_dict[day].run_volume()
        back_test_dict[day].run()