bug修复

Administrator

4 天以前 e9cf558eed36967f07c52b93a231bc14d937e82a

 strategy/strategy_manager.py

@@ -8,7 +8,7 @@
from db.mysql_data_delegate import Mysqldb
from db.redis_manager_delegate import RedisUtils
from log_module import async_log_util
from log_module.log import logger_trade
from log_module.log import logger_trade, logger_debug
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
from strategy.strategy_params_settings import StrategyParamsSettingsManager
@@ -105,7 +105,7 @@
    """

    def __init__(self, day, script_name="strategy_script_v6.py",
                 settings=StrategyParamsSettingsManager().get_settings()):
                 settings=StrategyParamsSettingsManager().get_settings(), need_load_data=False):
        self.now_day = day
        # 买大单：{代码:[大单数据]}
        self.big_order_buy = {}
@@ -116,7 +116,8 @@
        # 历史日K数据
        self.kline_data = {}
        # 历史涨停数据
        self.limit_up_record_data = {}
        self.limit_up_record_data_dict = {}
        self.limit_up_record_data_list = {}
        # 历史数据
        self.timeline_data = {}
        # 今日数据
@@ -151,9 +152,10 @@
            self.scripts = scripts
        self.settings = settings

        self.data_loader = DataLoader(self.now_day, cache_path=f"{constant.get_path_prefix()}/datas")
        self.data_loader = DataLoader(self.now_day)
        self.__LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(self.now_day)
        self.load_data()
        if need_load_data:
            self.load_data()

    def load_data(self):
        # 加载历史数据
@@ -169,13 +171,17 @@
        trade_days = self.data_loader.trade_days
        # 加载历史数据
        self.kline_data = self.data_loader.load_kline_data()
        self.limit_up_record_data = self.data_loader.load_limit_up_data()
        self.limit_up_record_data_list = self.data_loader.load_limit_up_data()
        for d in self.limit_up_record_data_list:
            if d[0] not in self.limit_up_record_data_dict:
                self.limit_up_record_data_dict[d[0]] = []
            self.limit_up_record_data_dict[d[0]].append(d)
        self.next_trade_day = self.data_loader.load_next_trade_day()
        if not trade_days:
            raise Exception("交易日历获取失败")
        if not self.kline_data:
            raise Exception("历史日K获取失败")
        if not self.limit_up_record_data:
        if not self.limit_up_record_data_list:
            raise Exception("历史涨停获取失败")

    def __load_current_date_data_by_timeline(self):
@@ -232,7 +238,7 @@
            return
        stock_variables = StrategyVariableFactory.create_from_history_data(
            self.kline_data.get(code_), None,
            self.limit_up_record_data.get(code_), self.data_loader.trade_days)
            self.limit_up_record_data_dict.get(code_), self.data_loader.trade_days)

        # 加载今日涨停价
        pre_close = self.kline_data.get(code_)[0]["close"]
@@ -248,10 +254,10 @@
            days = self.data_loader.trade_days[:day]
            stock_variables.__setattr__(f"日出现的板块_{day}",
                                        KPLLimitUpDataAnalyzer.get_limit_up_reasons(
                                            self.limit_up_record_data, min_day=days[-1],
                                            self.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(
            self.limit_up_record_data, self.data_loader.trade_days[:2])
            self.limit_up_record_data_list, self.data_loader.trade_days[:2])

        # 加载Tick信息
        open_price_info = TickSummaryDataManager().open_price_info_dict.get(code_)
@@ -273,19 +279,30 @@
        @param big_orders: [(代码, 买/卖, [订单号,量,金额,最后时间戳,最后价格, 初始时间戳, 初始价格])] 如：[ ('002741', 0, [475820, 91600, 1610328, 92500000, 17.58, 92500000, 17.58])]
        @return:
        """
        codes = []
        for d in big_orders:
            code = d[0]
            if d[1] == 0:
                # 买单
                if code not in self.big_order_buy:
                    self.big_order_buy[code] = []
                self.big_order_buy[code].append(d[2])
            else:
                # 卖单
                if code not in self.big_order_sell:
                    self.big_order_sell[code] = []
                self.big_order_sell[code].append(d[2])
        # 驱动下单
            try:
                code = d[0]
                # 只计算200w以上的买单
                if d[2][2] < 200e4:
                    continue
                if d[1] == 0:
                    # 买单
                    if code not in self.big_order_buy:
                        self.big_order_buy[code] = []
                    self.big_order_buy[code].append(d[2])
                else:
                    # 卖单
                    if code not in self.big_order_sell:
                        self.big_order_sell[code] = []
                    self.big_order_sell[code].append(d[2])
                    if code not in codes:
                        codes.append(code)
            except Exception as e:
                logger_debug.error(f"{d}")
            # 驱动下单
        for code in codes:
            self.__run(code, self.stock_variables_dict.get(code))

    def add_ticks(self, ticks):
        """
@@ -359,6 +376,8 @@
        self.current_block_in_datas = _block_in_datas

    def __run(self, code, sv: StockVariables):
        if not sv:
            return
        # 运行代码
        # 注入大单
        sv.今日大单数据 = self.big_order_buy.get(code)