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| | | import json |
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| | | from code_attribute import gpcode_manager, code_nature_analyse |
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| | | from code_attribute.gpcode_manager import BlackListCodeManager |
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| | | from db import redis_manager_delegate as redis_manager |
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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, 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.data.data_analyzer import KPLLimitUpDataAnalyzer |
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| | | from strategy.data.data_manager import LowSuctionOriginDataExportManager |
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| | | from strategy.place_order_queue_manager import PlaceOrderRecordManager |
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| | | from strategy.strategy_params_settings import StrategyParamsSettingsManager |
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| | | from strategy.strategy_variable import StockVariables |
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| | | from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory |
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| | | import constant |
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| | | from third_data import kpl_util |
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| | | from trade.trade_manager import DealCodesManager |
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| | | from trade import trade_record_log_util |
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| | | from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager, TradeStateManager |
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| | | from utils import huaxin_util, tool |
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| | | |
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| | | BIG_ORDER_MAX_SPACE_TIME = 3 |
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| | | |
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| | | |
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| | | @tool.singleton |
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| | |
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| | | """ |
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| | | self.low_price_dict[code] = price |
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| | | RedisUtils.setex_async(self.__db, f"tick_low_price-{code}", tool.get_expire(), price) |
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| | | |
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| | | |
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| | | @tool.singleton |
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| | | class PlateWhiteListManager: |
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| | | """ |
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| | | 板块白名单管理 |
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| | | """ |
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| | | |
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| | | def __init__(self): |
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| | | self.__plate_white_list = set() |
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| | | self.__db = 13 |
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| | | self.__redis_manager = redis_manager.RedisManager(self.__db) |
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| | | self.__load_data() |
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| | | |
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| | | def __get_redis(self): |
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| | | return self.__redis_manager.getRedis() |
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| | | |
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| | | def __load_data(self): |
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| | | val = RedisUtils.smembers(self.__get_redis(), "plate_white_list") |
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| | | if val: |
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| | | self.__plate_white_list = set(val) |
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| | | |
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| | | def get_plates(self): |
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| | | return self.__plate_white_list |
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| | | |
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| | | def add_plate(self, plate): |
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| | | self.__plate_white_list.add(plate) |
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| | | RedisUtils.sadd_async(self.__db, "plate_white_list", plate) |
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| | | RedisUtils.expire_async(self.__db, "plate_white_list", tool.get_expire()) |
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| | | |
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| | | def remove_plate(self, plate): |
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| | | self.__plate_white_list.discard(plate) |
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| | | RedisUtils.srem_async(self.__db, "plate_white_list", plate) |
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| | | |
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| | | |
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| | | class LowSuctionStrategy: |
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| | |
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| | | """ |
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| | | IS_BY_BIG_ORDER = False |
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| | | BIG_ORDER_MONEY_THRESHOLD = 200e4 |
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| | | big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD) |
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| | | big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD, |
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| | | max_deal_space=BIG_ORDER_MAX_SPACE_TIME) |
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| | | if not big_order_deals or IS_BY_BIG_ORDER: |
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| | | big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal_by( |
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| | | BIG_ORDER_MONEY_THRESHOLD) |
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| | |
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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_list, self.data_loader.trade_days[:2]) |
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| | | stock_variables.连续老题材.clear() |
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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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| | | 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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| | | try: |
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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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| | | if tool.trade_time_sub(huaxin_util.convert_time(d[2][3]), |
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| | | huaxin_util.convert_time(d[2][5])) > BIG_ORDER_MAX_SPACE_TIME: |
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| | | # 成交超过指定时间 |
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| | | continue |
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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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| | | if code not in codes: |
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| | | codes.append(code) |
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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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| | | finally: |
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| | | # 设置现价 |
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| | | if code in self.stock_variables_dict: |
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| | | self.stock_variables_dict[code].当前价 = d[2][4] |
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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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| | | try: |
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| | | self.__run(code, self.stock_variables_dict.get(code)) |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | |
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| | | def add_ticks(self, ticks): |
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| | | """ |
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| | |
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| | | # 注入板块流入信息 |
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| | | if self.current_block_in_datas: |
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| | | sv.资金流入板块 = self.current_block_in_datas |
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| | | # 注入已成交代码 |
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| | | place_order_plate_codes = DealCodesManager().get_place_order_plate_codes() |
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| | | # 注入已成交代码,成交代码以委托数据来计算 |
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| | | place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes() |
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| | | sv.板块成交代码 = place_order_plate_codes |
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| | | sv.成交代码 = DealCodesManager().get_deal_codes() |
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| | | |
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| | | code_sets = [set(lst) for lst in place_order_plate_codes.values()] |
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| | | # 2. 使用 set.union() 求并集 |
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| | | union_code_sets = set().union(*code_sets) |
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| | | sv.成交代码 = union_code_sets |
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| | | sv.板块白名单 = PlateWhiteListManager().get_plates() |
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| | | global_dict = { |
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| | | "sv": sv, |
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| | | "target_code": code, |
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| | |
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| | | } |
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| | | exec(self.scripts, global_dict) |
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| | | compute_result = global_dict["compute_result"] |
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| | | |
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| | | async_log_util.info(logger_trade, f"{code}:{compute_result}") |
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| | | if compute_result[0]: |
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| | | if code in sv.成交代码: |
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| | | return |
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| | | # 可以下单 |
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| | | # 判断是否可以买 |
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| | | for b in compute_result[3]: |
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| | | DealCodesManager().place_order(b, code) |
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| | | async_log_util.info(logger_trade, f"{code}下单，板块：{compute_result[3]}") |
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| | | if not TradeStateManager().is_can_buy_cache(): |
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| | | async_log_util.info(logger_trade, f"交易已关闭") |
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| | | return |
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| | | if BlackListCodeManager().is_in_cache(code): |
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| | | return |
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| | | try: |
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| | | # 添加记录，等待确认买入 |
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| | | PlaceOrderRecordManager(self.now_day).add_record(code, tool.get_now_time_str(), compute_result[3], |
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| | | compute_result[4], sv.当前价, |
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| | | round((sv.当前价 - sv.昨日收盘价) * 100 / sv.昨日收盘价, 2)) |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | |
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| | | |
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| | | # 当前的低吸策略对象 |
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| | | low_suction_strtegy = None |
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| | | low_suction_strtegy: LowSuctionStrategy = None |
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