策略修改

Administrator

2024-07-08 33a0243b93189a036da0e93a13858ee456c8a0c5

策略修改

 main.py

@@ -203,17 +203,33 @@
                # 获取买点与卖点
                if "buy_list" not in r:
                    buys = huaxin_trade_record_manager.DealRecordManager().list_buy_by_code_cache(cb_code)
                    r["buy_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for
                                     x in
                                     buys]
                    # 根据orderSystemId聚合
                    temp_dict = {}
                    for b in buys:
                        orderSysID = b["orderSysID"]
                        if orderSysID not in temp_dict:
                            temp_dict[orderSysID] = []
                        temp_dict[orderSysID].append(b)
                    r["buy_list"] = []
                    for k in temp_dict:
                        volume = sum([x["volume"] for x in temp_dict[k]])
                        x = temp_dict[k][0]
                        r["buy_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume})
                    r["createTime"] = int(buys[-1]["tradeTime"].replace(":", ""))

                if "sell_list" not in r:
                    sells = huaxin_trade_record_manager.DealRecordManager().list_sell_by_code_cache(cb_code)
                    r["sell_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for
                                      x
                                      in
                                      sells]
                    temp_dict = {}
                    for s in sells:
                        orderSysID = s["orderSysID"]
                        if orderSysID not in temp_dict:
                            temp_dict[orderSysID] = []
                        temp_dict[orderSysID].append(s)
                    r["sell_list"] = []
                    for k in temp_dict:
                        volume = sum([x["volume"] for x in temp_dict[k]])
                        x = temp_dict[k][0]
                        r["sell_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume})
            send_response({"code": 0, "data": results}, client_id, request_id)
        except Exception as e:
            logger_debug.exception(e)
@@ -304,7 +320,7 @@
                            volume = int(__get_buy_money() / float(limit_up_price))
                            volume = (volume // 10) * 10
                            buy_price = round(min(float(market_info.price * 1.02), float(limit_up_price)), 3)
                            async_log_util.info(logger_trade, f"准备下单：{cb_code}-{buy_price}")
                            async_log_util.info(logger_trade, f"准备下单：{cb_code}-{buy_price}-{buy_info}")
                            # 买入20股
                            result = huaxin_trade_api.order(1, cb_code, volume, buy_price, blocking=True)
                            CodeTradeStateManager().set_trade_state(cb_code, strategy_type,

 trade/buy_strategy.py

@@ -95,29 +95,14 @@
            rate = (info["TradePrice"] - pre_close_price) / pre_close_price
            if rate < 0.07:
                return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, "涨幅小于7%"

            if rate >= 0.09:
            if code.find("30") == 0 and rate >= 0.19:
                return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S内上升{int(rised_price * 100)}档  涨幅({rate})>19%"
            if code.find("30") != 0 and rate >= 0.09:
                return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S内上升{int(rised_price * 100)}档  涨幅({rate})>9%"

                # (板块, 前排开1数量, 高位板数量, 创业板数量, 身位)
            block_infos = CodePlateKeyBuyManager.statistic_block_infos(code,
                                                                       KPLLimitUpDataRecordManager.latest_origin_datas)

            if rate >= 0.08:
                for b in block_infos:
                    codes = b[1] | b[2] | b[3]
                    if len(codes) >= 1:
                        return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S内上升{int(rised_price * 100)}档，板块信息：{b}"

            if rate >= 0.07:
                for b in block_infos:
                    codes = b[1] | b[2] | b[3]
                    if len(codes) >= 2:
                        return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S内上升{int(rised_price * 100)}档，板块信息：{b}"
            return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"不满足买入条件"

        def can_buy_for_stategy_2():
            if code.find("30") == 0:
            if code.find("30") == 0 and False:
                # 30开始的9.8以上的算涨停
                markekt = self.__latest_market_info_dict.get(info["SecurityID"])
                if markekt and markekt[2] >= 0.098 and self.__latest_trade_price_dict.get(code):
@@ -151,8 +136,8 @@
                    # 加入涨停代码列表
                    self.__limit_up_record_codes.add(code)
            return False, STRATEGY_TYPE_LIMIT_UP, "不满足买入条件"
        return [can_buy_for_stategy_1(),can_buy_for_stategy_2(), can_buy_for_stategy_3()]

        return [can_buy_for_stategy_1(), can_buy_for_stategy_2(), can_buy_for_stategy_3()]

    def __get_rised_price(self, code, transaction_info, time_space=2000):
        """