gp_trade_low_suction.git

			@@ -1,22 +1,48 @@
			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
			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=StrategyParamsSettings()):
			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 +54,7 @@
			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 +64,53 @@
			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 +119,18 @@
			: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 +144,10 @@
			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 +165,25 @@
			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 +194,12 @@
			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 +209,18 @@
			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 +242,21 @@
			"""
			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 +285,9 @@

			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 +297,244 @@
			"""
			if code_ in self.stock_variables_dict:
			return

			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 +553,74 @@
			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)

			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 +628,167 @@
			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"]

			stock_variables.开盘啦最正板块涨停 = most_real_kpl_plate_limit_up_codes_info

			# 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)
			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

			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
			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"
			# 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)

			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)
			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 = ['002365', '000953', '002907', '002688', '003020', '002900', '002082', '000566', '300204', '002317']
			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 = ["2025-05-06", "2025-05-07", "2025-05-08", "2025-05-09", "2025-05-12", "2025-05-13", "2025-05-14",
			# "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20"]
			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", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09"]
			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, "低吸脚本_辨识度_v6.py")
			print("=========================", day)
			# back_test_dict[day].run_volume()
			back_test_dict[day].run()