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| | | from db.mysql_data_delegate import Mysqldb |
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| | | from db.redis_manager_delegate import RedisUtils |
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| | | from log_module import async_log_util |
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| | | from log_module.log import logger_trade |
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| | | from log_module.log import logger_trade, logger_debug |
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| | | from strategy.data_analyzer import KPLLimitUpDataAnalyzer |
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| | | from strategy.low_suction_strategy import LowSuctionOriginDataExportManager |
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| | | from strategy.strategy_params_settings import StrategyParamsSettingsManager |
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| | |
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| | | """ |
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| | | |
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| | | def __init__(self, day, script_name="strategy_script_v6.py", |
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| | | settings=StrategyParamsSettingsManager().get_settings()): |
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| | | settings=StrategyParamsSettingsManager().get_settings(), need_load_data=False): |
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| | | self.now_day = day |
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| | | # 买大单：{代码:[大单数据]} |
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| | | self.big_order_buy = {} |
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| | |
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| | | self.scripts = scripts |
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| | | self.settings = settings |
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| | | |
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| | | self.data_loader = DataLoader(self.now_day, cache_path=f"{constant.get_path_prefix()}/datas") |
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| | | self.data_loader = DataLoader(self.now_day) |
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| | | self.__LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(self.now_day) |
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| | | self.load_data() |
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| | | if need_load_data: |
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| | | self.load_data() |
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| | | |
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| | | def load_data(self): |
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| | | # 加载历史数据 |
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| | |
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| | | trade_days = self.data_loader.trade_days |
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| | | # 加载历史数据 |
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| | | self.kline_data = self.data_loader.load_kline_data() |
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| | | self.limit_up_record_data = self.data_loader.load_limit_up_data() |
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| | | limit_up_record_data_list = self.data_loader.load_limit_up_data() |
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| | | for d in limit_up_record_data_list: |
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| | | if d[0] not in self.limit_up_record_data: |
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| | | self.limit_up_record_data[d[0]] = [] |
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| | | self.limit_up_record_data[d[0]].append(d) |
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| | | self.next_trade_day = self.data_loader.load_next_trade_day() |
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| | | if not trade_days: |
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| | | raise Exception("交易日历获取失败") |
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| | |
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| | | """ |
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| | | codes = [] |
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| | | for d in big_orders: |
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| | | code = d[0] |
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| | | if d[1] == 0: |
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| | | # 买单 |
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| | | if code not in self.big_order_buy: |
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| | | self.big_order_buy[code] = [] |
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| | | self.big_order_buy[code].append(d[2]) |
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| | | else: |
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| | | # 卖单 |
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| | | if code not in self.big_order_sell: |
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| | | self.big_order_sell[code] = [] |
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| | | self.big_order_sell[code].append(d[2]) |
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| | | if code not in codes: |
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| | | codes.append(code) |
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| | | try: |
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| | | code = d[0] |
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| | | # 只计算200w以上的买单 |
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| | | if d[2][2] < 200e4: |
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| | | continue |
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| | | if d[1] == 0: |
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| | | # 买单 |
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| | | if code not in self.big_order_buy: |
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| | | self.big_order_buy[code] = [] |
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| | | self.big_order_buy[code].append(d[2]) |
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| | | else: |
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| | | # 卖单 |
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| | | if code not in self.big_order_sell: |
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| | | self.big_order_sell[code] = [] |
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| | | self.big_order_sell[code].append(d[2]) |
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| | | if code not in codes: |
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| | | codes.append(code) |
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| | | except Exception as e: |
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| | | logger_debug.error(f"{d}") |
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| | | # 驱动下单 |
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| | | for code in codes: |
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| | | self.__run(code, self.stock_variables_dict.get(code)) |
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