买入规则修改

Administrator

2023-12-18 4f768a335ab9f61e8b63d1e7bba88ea00a6c4315

买入规则修改

 code_attribute/code_nature_analyse.py

@@ -350,7 +350,7 @@


# 在最近几天内股价是否长得太高
def is_price_too_high_in_days(record_datas, limit_up_price, day_count=6):
def is_price_too_high_in_days(record_datas, limit_up_price, day_count=5):
    datas = copy.deepcopy(record_datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[0 - day_count:]

 l2/code_price_manager.py

@@ -190,11 +190,11 @@
            limit_up_time, open_limit_up_time = self.__get_buy1_price_limit_up_info_cache(code)
            if limit_up_time and open_limit_up_time:
                # 获取计算当前的涨幅
                pre_close_price = round(float(limit_up_price) / 1.1, 2)
                if (float(buy_1_price) - pre_close_price) / pre_close_price < 0.05:
                    # 炸开且涨幅小于5%
                    l2_trade_util.forbidden_trade(code, "涨停炸开后现价涨幅小于5%之后不买")
                    async_log_util.info(logger_trade_queue_price_info, f"涨停炸开后现价涨幅小于5%之后不买：code-{code}")
                # pre_close_price = round(float(limit_up_price) / 1.1, 2)
                # if (float(buy_1_price) - pre_close_price) / pre_close_price < 0.05:
                #     # 炸开且涨幅小于5%
                #     l2_trade_util.forbidden_trade(code, "涨停炸开后现价涨幅小于5%之后不买")
                #     async_log_util.info(logger_trade_queue_price_info, f"涨停炸开后现价涨幅小于5%之后不买：code-{code}")
                # 之前涨停过且现在尚未涨停
                self.set_open_limit_up_lowest_price(code, buy_1_price)


 l2/huaxin/huaxin_target_codes_manager.py

@@ -8,14 +8,14 @@
from line_profiler import LineProfiler

import constant
from code_attribute import global_data_loader, code_volumn_manager, first_target_code_data_processor
from code_attribute import global_data_loader, code_volumn_manager, first_target_code_data_processor, gpcode_manager
from code_attribute.code_data_util import ZYLTGBUtil
from db import redis_manager_delegate as redis_manager
from log_module import async_log_util
from log_module.log import logger_l2_codes_subscript
from third_data import kpl_data_manager, kpl_api
from trade import current_price_process_manager
from utils import tool, global_util, socket_util
from utils import tool, global_util, socket_util, init_data_util

redisManager = redis_manager.RedisManager(4)
l2_codes_queue = queue.Queue()
@@ -61,7 +61,6 @@

# 根据华鑫L2选出目标代码
class HuaXinL1TargetCodesManager:

    __current_price_dict = {}

    @classmethod
@@ -88,11 +87,17 @@
            # 获取自由流通市值
            if code not in global_util.zyltgb_map:
                try:
                    limit_up_price = gpcode_manager.get_limit_up_price(code)
                    if not limit_up_price:
                        init_data_util.re_set_price_pre(code, True)
                        limit_up_price = gpcode_manager.get_limit_up_price(code)
                    __start_time = time.time()
                    zylt = kpl_api.getZYLTAmount(code)
                    async_log_util.info(logger_l2_codes_subscript,
                                        f"{request_id} {code}获取自由流通市值耗时-{round((time.time() - __start_time) * 1000)}ms")
                    if zylt:
                        if limit_up_price:
                            zylt = int(zylt / d[1] * float(limit_up_price))
                        # 保存自由流通股本
                        ZYLTGBUtil.save_async(code, zylt // 10000, 1)
                        global_util.zyltgb_map[code] = int(zylt)

 l2/l2_data_manager_new.py

@@ -919,10 +919,10 @@
                    return False, True, f"自由流通200亿以上，买1剩余档数大于10档，买一（{buy1_price}）涨停（{limit_up_price}）"

        open_limit_up_lowest_price = cls.__Buy1PriceManager.get_open_limit_up_lowest_price(code)
        price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
        if open_limit_up_lowest_price and (
                float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
            return False, True, f"炸板后最低价跌至5%以下"
        # price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
        # if open_limit_up_lowest_price and (
        #         float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
        #     return False, True, f"炸板后最低价跌至5%以下"

        # 回封的票，下13:15买入需要判断板块是否为独苗
        if open_limit_up_lowest_price and int(total_data[-1]["val"]["time"].replace(":", "")) > 131500:
@@ -963,19 +963,22 @@

    @classmethod
    def can_buy_first(cls, code, limit_up_price):
        now_timestamp = int(tool.get_now_time_str().replace(":", ""))
        # 判断板块
        can_buy_result = cls.__get_can_buy_block(code)
        l2_log.debug(code, "获取到的板块信息：{}", can_buy_result)
        if can_buy_result is None:
            return False, True, "尚未获取到板块信息"
        if not can_buy_result[0] and can_buy_result[1]:
            zyltgb = global_util.zyltgb_map.get(code)
            # 独苗
            return False, True, f"独苗不下单（{can_buy_result[4]}）"
            if now_timestamp > int("100000"):
                return False, True, f"独苗不下单（{can_buy_result[4]}） 10点后不下单"
            elif zyltgb < 10 * 100000000 or zyltgb > 20 * 100000000:
                return False, True, f"独苗不下单（{can_buy_result[4]}）自由流通市值（{zyltgb}）不满足条件"

        # -------量的约束--------
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)

        now_timestamp = int(tool.get_now_time_str().replace(":", ""))

        # 前一天炸板之后，今日10:00之前才能下单
        if k_format and len(k_format) >= 11 and k_format[10]:
@@ -1038,6 +1041,10 @@
            # else:
            if can_buy_result[0]:
                return True, False, can_buy_result[2]

            if can_buy_result[1]:
                return True, False, "买独苗"

        return False, True, can_buy_result[2]

    @classmethod

 output/code_info_output.py

@@ -312,6 +312,52 @@
    return params


# 获取开盘啦板块信息
def get_kpl_block_info(code):
    def format_plate_output(_plat):
        return _plat, ''

    ##############################开盘啦相关信息##################################
    industry = global_util.code_industry_map.get(code)
    kpl_code_info = {
        "industry": format_plate_output(industry)}
    # 获取开盘啦板块
    plate_info = None
    jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code)
    if not jingxuan_block_info:
        jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
    if jingxuan_block_info:
        jingxuan_blocks = jingxuan_block_info[0]
        plate_info = [(0, x, 0) for x in jingxuan_blocks]  # set([x[1] for x in jingxuan_blocks])
    if not plate_info:
        if code not in kpl_block_info_dict:
            plate_info = kpl_api.getStockIDPlate(code)
        else:
            plate_info = kpl_block_info_dict.get(code)
    if plate_info:
        kpl_block_info_dict[code] = plate_info
        plate_info.sort(key=lambda x: x[2])
        plate_info.reverse()
        kpl_code_info["plate"] = [(k[0], k[1], k[2], format_plate_output(k[1])[1]) for k in plate_info]

    code_records = KPLLimitUpDataRecordManager.get_latest_infos(code, 4, False)[:2]
    if code_records:
        code_records = [(format_plate_output(k[0]), k[1], [format_plate_output(k1) for k1 in k[2].split("、")]) for k in
                        code_records]
    kpl_code_info["code_records"] = code_records

    if not KPLLimitUpDataRecordManager.total_datas:
        KPLLimitUpDataRecordManager.load_total_datas()
    for d in KPLLimitUpDataRecordManager.total_datas:
        if d[3] == code:
            # 获取今日
            plates = d[6].split("、")
            plates = [format_plate_output(p) for p in plates]
            kpl_code_info["today"] = (format_plate_output(d[2]), d[1], plates)
            break
    return kpl_code_info


def __load_trade_record(code, total_datas):
    def format_l2_data(item):
        return f"{item['val']['time']}#{item['val']['num']}手#{round(item['val']['num'] * float(item['val']['price']) * 100 / 10000, 1)}万"

 test/test_code_attribute.py

@@ -5,19 +5,19 @@
def is_too_high(datas):
    limit_up_price = round(datas[0]["close"] * 1.1, 2)
    datas.reverse()
    is_new_high = code_nature_analyse.is_up_too_high_in_10d_with_limit_up(datas)
    is_new_high = code_nature_analyse.is_price_too_high_in_days(datas,limit_up_price)
    return is_new_high


if __name__ == "__main__":
    code_str = "600748"
    code_str = "603178"
    codes = code_str.split(",")
    for code in codes:
        if not tool.is_shsz_code(code):
            continue
        try:
            datas = init_data_util.get_volumns_by_code(code, 120)
            result = code_nature_analyse.__is_yesterday_open_limit_up(datas)
            result = is_too_high(datas)
            if result:
                print(code, result)
        except:

 third_data/data_server.py

@@ -319,6 +319,18 @@

            # 获取评分信息
            pass
        elif url.path == "/get_kpl_block_info":
            start_time = time.time()
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
            code = ps_dict['code']
            try:
                data = code_info_output.get_kpl_block_info(code)
                response_data = json.dumps({"code": 0, "data": data})
                print("get_kpl_block_info 耗时：", time.time() - start_time)
            except Exception as e:
                logger_debug.exception(e)
                logging.exception(e)

        elif url.path == "/get_l2_datas":
            # 获取L2的数据
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])