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| | | import logging |
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| | | |
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| | | import constant |
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| | | from code_attribute import gpcode_manager, code_nature_analyse |
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| | | from strategy.data_analyzer import KPLLimitUpDataAnalyzer |
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| | | if code_ in self.stock_variables_dict: |
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| | | return |
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| | | |
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| | | if code_ == '002907': |
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| | | print("") |
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| | | |
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| | | stock_variables = StrategyVariableFactory.create_from_history_data( |
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| | | timeline_data["kline_data"].get(code_), timeline_data["minute_data"].get(code_), |
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| | | timeline_data["limit_up_record_data"].get(code_), timeline_data["trade_days"]) |
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| | |
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| | | if p not in most_real_kpl_plate_limit_up_codes_info: |
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| | | most_real_kpl_plate_limit_up_codes_info[p] = [] |
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| | | most_real_kpl_plate_limit_up_codes_info[p].append(code) |
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| | | # print(time_str, "涨停数大于3个", [p for p in most_real_kpl_plate_limit_up_codes_info if |
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| | | # len(most_real_kpl_plate_limit_up_codes_info[p]) >= 3]) |
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| | | |
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| | | # ---------测试-------- |
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| | | # test_plate = "化工" |
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| | | # if len(most_real_kpl_plate_limit_up_codes_info.get(test_plate, [])) >= 3: |
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| | | # print("测试开始=========") |
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| | | # code_plates_for_buy = self.current_data["code_plates_for_buy"] |
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| | | # plate_codes = [c for c in code_plates_for_buy if test_plate in code_plates_for_buy[c]] |
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| | | # print(f"{test_plate}满足", time_str, plate_codes) |
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| | | # for c in plate_codes: |
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| | | # sv: StockVariables = self.stock_variables_dict.get(c) |
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| | | # if sv and sv.当前价 > sv.昨日收盘价: |
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| | | # print(c) |
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| | | # print("测试完毕=========") |
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| | | |
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| | | if ticks: |
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| | | for tick in ticks: |
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| | | code = tick["symbol"][-6:] |
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| | | # if code not in self.fcodes: |
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| | | # continue |
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| | | if code not in self.fcodes: |
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| | | continue |
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| | | if DEBUG_CODES and code not in DEBUG_CODES: |
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| | | continue |
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| | | |
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| | |
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| | | |
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| | | if not stock_variables.今日最低价 or tick["price"] < stock_variables.今日最低价: |
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| | | stock_variables.今日最低价 = tick["price"] |
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| | | if most_real_kpl_plate_limit_up_codes_info: |
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| | | stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info |
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| | | |
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| | | stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info |
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| | | |
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| | | # compute_result = self.__run_backtest(code, stock_variables) |
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| | | # self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.当前价, |
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| | | # time_str, compute_result) |
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| | | # if time_str >= '09:30:00': |
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| | | # if stock_variables.今日大单数据 and stock_variables.开盘啦最正板块涨停 and max( |
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| | | # [len(stock_variables.开盘啦最正板块涨停.get(x, [])) for x in stock_variables.代码板块]) >= 3: |
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| | | # compute_result = self.__run_backtest(code, stock_variables) |
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| | | # self.__process_test_result(code, stock_variables, next_trade_day, stock_variables.当前价, |
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| | | # time_str, compute_result) |
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| | | |
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| | | # if len(real_codes) >= 2 and time_str > '09:30:00': |
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| | | # # print(time_str, plate) |
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| | |
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| | | |
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| | | if block_in_datas: |
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| | | stock_variables.资金流入板块 = block_in_datas |
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| | | compute_result = self.__run_backtest(code, stock_variables) |
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| | | # print(compute_result) |
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| | | self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4], |
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| | | huaxin_util.convert_time(big_order[1][3]), compute_result) |
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| | | |
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| | | stock_variables.当前价 = big_order[1][4] |
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| | | try: |
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| | | compute_result = self.__run_backtest(code, stock_variables) |
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| | | # print(compute_result) |
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| | | self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4], |
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| | | huaxin_util.convert_time(big_order[1][3]), compute_result) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | |
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| | | print("可买题材：", all_new_plates) |
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| | | |
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| | |
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| | | stock_variables.板块成交代码 = self.deal_block_codes |
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| | | |
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| | | |
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| | | # DEBUG_CODES = ['002365', '000953', '002907', '002688', '003020', '002900', '002082', '000566', '300204', '002317'] |
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| | | # DEBUG_CODES = ['603579', '300884'] |
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| | | DEBUG_CODES = [] |
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| | | |
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| | | VOLUME_LOG_ENABLE = False |
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| | |
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| | | |
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| | | if __name__ == "__main__": |
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| | | back_test_dict = {} |
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| | | # days = ["2025-05-06", "2025-05-07", "2025-05-08", "2025-05-09", "2025-05-12", "2025-05-13", "2025-05-14", |
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| | | # "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", "2025-05-21", "2025-05-22"] |
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| | | days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", |
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| | | "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29", |
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| | | "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10"] |
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| | | # days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", |
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| | | # "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29", |
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| | | # "2025-05-30", "2025-06-03"] |
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| | | days = ["2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10", |
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| | | "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17", "2025-06-18"] |
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| | | |
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| | | # days = ["2025-05-23"] |
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| | | |
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| | | days.reverse() |
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| | | for day in days: |
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| | | if day not in back_test_dict: |
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| | | # back_test_dict[day] = BackTest(day, "今日量是否足够.py") |
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| | | back_test_dict[day] = BackTest(day, "低吸脚本_辨识度_v6.py") |
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| | | back_test_dict[day] = BackTest(day, "strategy_script_v6.py") |
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| | | print("=========================", day) |
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| | | # back_test_dict[day].run_volume() |
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| | | back_test_dict[day].run() |
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