策略优化

Administrator

2024-12-06 0a82a3db5496751b3c39915b6c159e5a8ecd7a67

策略优化

 api/outside_api_command_callback.py

@@ -36,7 +36,7 @@
    logger_real_place_order_position, logger_device
from output import l2_output_util
from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager
@@ -1278,7 +1278,9 @@
                data = {
                    "blocks": {},
                    "origin_blocks": {},
                    "match_blocks": [list(filter_blocks), list(match_blocks)]
                    "match_blocks": [list(filter_blocks), list(match_blocks)],
                    # 板块净流入情况
                    "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks]
                }
                for s in source_origin_dict:
                    data["origin_blocks"][s] = list(source_origin_dict[s])
@@ -1335,7 +1337,10 @@
                # 获取买入下单设置
                data = {
                    "radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
                                    "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES}}
                                    "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES,
                                    "top_block_count_by_market_strong":constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG,
                                    "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL
                                    }}
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
@@ -1346,6 +1351,12 @@
                    constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
                    constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
                    constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"]
                    if radical_buy.get("top_block_count_by_market_strong"):
                        constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get("top_block_count_by_market_strong")
                    if radical_buy.get("special_codes_max_block_in_rank"):
                        constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get(
                            "special_codes_max_block_in_rank")

                self.send_response({"code": 0, "data": {}, "msg": f""},
                                   client_id,
                                   request_id)

 constant.py

@@ -218,3 +218,9 @@

# 常规买是否买入
CAN_COMMON_BUY = False

# 根据市场强度确定买净流入身位前几:[(最低分,最高分,买前几)]
RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = [(0, 60, 20), (60, 70, 25), (70, 80, 30), (80, 90, 35), (90, 101, 40)]
# 辨识度的票板块最低流入前几
RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = 20


 l2/l2_data_manager_new.py

@@ -709,7 +709,11 @@
                b_need_cancel, b_cancel_data, extra_msg = RDCancelBigNumComputer().need_cancel(code, start_index,
                                                                                               end_index)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, f"RD撤({extra_msg})", trade_constant.CANCEL_TYPE_RD
                    big_order_info =  radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                           gpcode_manager.get_limit_up_price_as_num(
                                                                               code))
                    if big_order_info[0]>0:
                        return b_cancel_data, f"RD撤({extra_msg})", trade_constant.CANCEL_TYPE_RD
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"RD撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")

 servers/data_server.py

@@ -819,7 +819,12 @@
                            temp.append(1)
                        else:
                            temp.append(0)
                        if in_blocks and d[1] == in_blocks[-1]:
                            temp.append(RealTimeKplMarketData.get_market_strong())
                        else:
                            temp.append(0)
                        temp_datas.append(temp)

                    fdatas = temp_datas
                elif type_ == 1:
                    out_blocks = RealTimeKplMarketData().get_top_market_jingxuan_out_blocks()

 third_data/code_plate_key_manager.py

@@ -364,12 +364,10 @@
        score = 60
        if cls.__market_strong is not None:
            score = int(cls.__market_strong)
        score = score // 10
        if score >= 10:
            score = 9
        if score < 6:
            score = 5
        return score * 2 - 2
        for info in constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG:
            if info[0]<=score<info[1]:
                return info[2]
        return 10

    @classmethod
    def set_market_jingxuan_blocks(cls, datas):
@@ -379,10 +377,11 @@
        @return:
        """
        # 流入阈值
        THRESHOLD_MONEY = 100 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
        THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
        THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
        THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
        # THRESHOLD_MONEY = 100 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
        # THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
        # THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
        # THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
        THRESHOLD_MONEY = 0
        # 最大数量
        MAX_COUNT = cls.get_jingxuan_in_block_threshold_count()

@@ -417,7 +416,7 @@
            if count >= MAX_COUNT:
                break
        # 记录精选流出日志
        async_log_util.info(logger_kpl_jx_in, f"原数据：{datas[:20]} 板块：{blocks}")
        async_log_util.info(logger_kpl_jx_in, f"原数据：{datas[:50]} 板块：{blocks}")
        blocks = list(blocks)
        blocks.sort(key=lambda x: fblock_money.get(x), reverse=True)
        cls.__top_jx_blocks = blocks
@@ -473,6 +472,20 @@
        return cls.__top_jx_out_blocks

    @classmethod
    def get_block_info_at_block_in(cls, b):
        """
        获取板块的净流入情况
        @param b:
        @return: (板块名称,身位,流入金额)
        """
        for i in range(0, len(cls.top_in_list_cache)):
            if cls.top_in_list_cache[i][1] == b:
                return b, i, cls.top_in_list_cache[i][3]
        return b, -1, 0



    @classmethod
    def set_top_5_industry(cls, datas):
        for d in datas:
            cls.total_industry_dict[d[1]] = d

 trade/buy_radical/radical_buy_data_manager.py

@@ -866,6 +866,12 @@
                                                                           ignore_open_limit_up=False)
        if history_index > 5:
            return False, f"处于首板老{history_index + 1}"

        # 判断是净流入前排
        in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
        if block not in in_blocks or in_blocks.index(block) >= constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL:
            return False, f"没有在精选净流入前{constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL}"

        # if history_index >= 4:
        #     # 判断量是否换够
        #     volume_rate = CodeVolumeManager().get_volume_rate_refer_in_5days(code)
@@ -1339,4 +1345,4 @@


if __name__ == '__main__':
    pass
    pass