bug修复/策略完善

Administrator

3 天以前 5f034f7a6733b03e0d08d7920ec6de1b1517c421

 strategy/strategy_manager.py

@@ -16,7 +16,7 @@
from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory
import constant
from third_data import kpl_util
from trade.trade_manager import DealCodesManager
from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager
from utils import huaxin_util, tool


@@ -105,7 +105,7 @@
    """

    def __init__(self, day, script_name="strategy_script_v6.py",
                 settings=StrategyParamsSettingsManager().get_settings(), need_load_data = False):
                 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
@@ -170,13 +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):
@@ -233,7 +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"]
@@ -249,10 +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_)
@@ -274,6 +279,7 @@
        @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:
        """
        big_orders = [x for x in big_orders if x[0] in self.fcodes]
        codes = []
        for d in big_orders:
            try:
@@ -293,6 +299,9 @@
                    self.big_order_sell[code].append(d[2])
                    if code not in codes:
                        codes.append(code)
                # 设置现价
                if code in self.stock_variables_dict:
                    self.stock_variables_dict[code].当前价 = d[2][4]
            except Exception as e:
                logger_debug.error(f"{d}")
            # 驱动下单
@@ -382,10 +391,14 @@
        # 注入板块流入信息
        if self.current_block_in_datas:
            sv.资金流入板块 = self.current_block_in_datas
        # 注入已成交代码
        place_order_plate_codes = DealCodesManager().get_place_order_plate_codes()
        # 注入已成交代码,成交代码以委托数据来计算
        place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes()
        sv.板块成交代码 = place_order_plate_codes
        sv.成交代码 = DealCodesManager().get_deal_codes()

        code_sets = [set(lst) for lst in place_order_plate_codes.values()]
        # 2. 使用 set.union() 求并集
        union_code_sets = set().union(*code_sets)
        sv.成交代码 = union_code_sets
        global_dict = {
            "sv": sv,
            "target_code": code,
@@ -398,8 +411,11 @@
                return
            # 可以下单
            # 判断是否可以买
            order_ref = huaxin_util.create_order_ref()
            price = tool.get_buy_max_price(sv.当前价)
            volume = 100
            DealCodesManager().place_order(set(compute_result[3]), code, order_ref, price, volume)
            for b in compute_result[3]:
                DealCodesManager().place_order(b, code)
                async_log_util.info(logger_trade, f"{code}下单，板块：{compute_result[3]}")