| | |
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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(), need_load_data = False): |
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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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| | | # 历史日K数据 |
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| | | self.kline_data = {} |
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| | | # 历史涨停数据 |
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| | | self.limit_up_record_data = {} |
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| | | self.limit_up_record_data_dict = {} |
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| | | self.limit_up_record_data_list = {} |
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| | | # 历史数据 |
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| | | self.timeline_data = {} |
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| | | # 今日数据 |
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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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| | | self.limit_up_record_data_list = self.data_loader.load_limit_up_data() |
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| | | for d in self.limit_up_record_data_list: |
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| | | if d[0] not in self.limit_up_record_data_dict: |
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| | | self.limit_up_record_data_dict[d[0]] = [] |
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| | | self.limit_up_record_data_dict[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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| | | if not self.kline_data: |
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| | | raise Exception("历史日K获取失败") |
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| | | if not self.limit_up_record_data: |
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| | | if not self.limit_up_record_data_list: |
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| | | raise Exception("历史涨停获取失败") |
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| | | |
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| | | def __load_current_date_data_by_timeline(self): |
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| | |
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| | | return |
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| | | stock_variables = StrategyVariableFactory.create_from_history_data( |
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| | | self.kline_data.get(code_), None, |
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| | | self.limit_up_record_data.get(code_), self.data_loader.trade_days) |
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| | | self.limit_up_record_data_dict.get(code_), self.data_loader.trade_days) |
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| | | |
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| | | # 加载今日涨停价 |
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| | | pre_close = self.kline_data.get(code_)[0]["close"] |
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| | |
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| | | days = self.data_loader.trade_days[:day] |
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| | | stock_variables.__setattr__(f"日出现的板块_{day}", |
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| | | KPLLimitUpDataAnalyzer.get_limit_up_reasons( |
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| | | self.limit_up_record_data, min_day=days[-1], |
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| | | self.limit_up_record_data_list, min_day=days[-1], |
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| | | max_day=days[0])) |
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| | | stock_variables.连续老题材 = KPLLimitUpDataAnalyzer.get_continuous_limit_up_reasons( |
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| | | self.limit_up_record_data, self.data_loader.trade_days[:2]) |
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| | | self.limit_up_record_data_list, self.data_loader.trade_days[:2]) |
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| | | |
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| | | # 加载Tick信息 |
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| | | open_price_info = TickSummaryDataManager().open_price_info_dict.get(code_) |
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| | |
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| | | @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])] |
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| | | @return: |
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| | | """ |
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| | | big_orders = [x for x in big_orders if x[0] in self.fcodes] |
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| | | codes = [] |
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| | | for d in big_orders: |
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| | | try: |
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