独苗不下单/高位板看泛化板块

Administrator

2023-12-08 57d3daa6d8edeba3b7b01ff9b1bfce8286b39583

独苗不下单/高位板看泛化板块

 l2/l2_data_manager_new.py

@@ -951,11 +951,11 @@
        can_buy_result = CodePlateKeyBuyManager.can_buy(code)
        if can_buy_result is None:
            async_log_util.warning(logger_debug, "没有获取到板块缓存，将获取板块")
            yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
            yesterday_current_limit_up_records = kpl_data_manager.get_yesterday_current_limit_up_records()
            CodePlateKeyBuyManager.update_can_buy_blocks(code,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
                                                         yesterday_codes,
                                                         yesterday_current_limit_up_records,
                                                         block_info.get_before_blocks_dict(),
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
            can_buy_result = CodePlateKeyBuyManager.can_buy(code)
@@ -967,6 +967,10 @@
        can_buy_result = cls.__get_can_buy_block(code)
        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]:
            # 独苗
            return False, True, "独苗不下单"

        l2_log.debug(code, "获取到的板块信息：{}", can_buy_result)

        # -------量的约束--------
@@ -1005,29 +1009,30 @@
                        # HighIncreaseCodeManager().add_code(code)
                        return False, True, f"近日出现最大量，当日量比({cls.volume_rate_info[code][0]})小于0.6"

            if can_buy_result[1]:
                # 独苗
                # ------自由流通市值约束------
                zyltgb = global_util.zyltgb_map.get(code)
                if zyltgb:
                    if zyltgb < 10 * 100000000:
                        return False, True, f"独苗，自由流通小于10亿（{zyltgb}）"
                if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                    return False, True, f"独苗：量比（{cls.volume_rate_info[code][0]}）未达到60%"

                # 判断是否近2天是否为10天内最大量
                if k_format and len(k_format) >= 10 and k_format[9]:
                    # 是独苗
                    if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.3:
                        return False, True, f"近2天有10日内最高量，量比（{cls.volume_rate_info[code][0]}）未达到30%"
                if now_timestamp < int("100000") or int("130000") <= now_timestamp < int("133000"):
                    # 独苗必须9:30-10:00和13:00-13:30时间段内买
                    return True, False, f"独苗：{can_buy_result[2]}"
                else:
                    return False, True, f"独苗：当前时间不能买"
            else:
                if can_buy_result[0]:
                    return True, False, can_buy_result[2]
            # 独苗不再下单
            # if can_buy_result[1]:
            #     # 独苗
            #     # ------自由流通市值约束------
            #     zyltgb = global_util.zyltgb_map.get(code)
            #     if zyltgb:
            #         if zyltgb < 10 * 100000000:
            #             return False, True, f"独苗，自由流通小于10亿（{zyltgb}）"
            #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
            #         return False, True, f"独苗：量比（{cls.volume_rate_info[code][0]}）未达到60%"
            #
            #     # 判断是否近2天是否为10天内最大量
            #     if k_format and len(k_format) >= 10 and k_format[9]:
            #         # 是独苗
            #         if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.3:
            #             return False, True, f"近2天有10日内最高量，量比（{cls.volume_rate_info[code][0]}）未达到30%"
            #     if now_timestamp < int("100000") or int("130000") <= now_timestamp < int("133000"):
            #         # 独苗必须9:30-10:00和13:00-13:30时间段内买
            #         return True, False, f"独苗：{can_buy_result[2]}"
            #     else:
            #         return False, True, f"独苗：当前时间不能买"
            # else:
            if can_buy_result[0]:
                return True, False, can_buy_result[2]
        return False, True, can_buy_result[2]

    @classmethod

 test/l2_trade_test.py

@@ -222,13 +222,13 @@

    # @unittest.skip("跳过此单元测试")
    def test_block(self):
        code = "002315"
        KPLCodeJXBlockManager().load_jx_blocks(code, 37.24, 38,
        code = "603918"
        KPLCodeJXBlockManager().load_jx_blocks(code, 23.52,23.62,
                                               kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())

        block_info.init_code(code)
        kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
        yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
        yesterday_current_limit_up_records = kpl_data_manager.get_yesterday_current_limit_up_records()
        kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(),
                                                                 kpl_data_manager.KPLDataManager.get_data(
                                                                     kpl_util.KPLDataType.LIMIT_UP))
@@ -236,7 +236,7 @@
        CodePlateKeyBuyManager.update_can_buy_blocks(code,
                                                     kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                     kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
                                                     yesterday_codes,
                                                     yesterday_current_limit_up_records,
                                                     block_info.get_before_blocks_dict(),
                                                     kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
        l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, None)

 third_data/code_plate_key_manager.py

@@ -492,13 +492,21 @@
    # 返回内容(是否可买, 是否为独苗, 描述信息)
    @classmethod
    def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict,
                           yesterday_current_limit_up_codes, limit_up_record_datas, current_limit_up_block_codes_dict):
                           yesterday_current_limit_up_codes, limit_up_record_datas, current_limit_up_block_codes_dict,
                           high_level_code_blocks=None, high_level_block_codes=None):
        # 独苗判断
        if high_level_code_blocks is None:
            high_level_code_blocks = {}
        if high_level_block_codes is None:
            high_level_block_codes = {}
        block_codes = current_limit_up_block_codes_dict.get(block)
        if not block_codes:
            return False, True, f"{block}:板块无涨停", False
            # 高位板泛化板块中无板块
            if not high_level_block_codes.get(block):
                return False, True, f"{block}:板块无涨停", False
        elif len(block_codes) == 1 and code in block_codes:
            return False, True, f"{block}:板块只有当前代码涨停", False
            if not high_level_block_codes.get(block):
                return False, True, f"{block}:板块只有当前代码涨停", False
        # 可以买的最大排名
        # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
        #                                                                   code_limit_up_reason_dict)
@@ -509,7 +517,10 @@
        is_strong_block = False
        for d in current_limit_up_datas:
            if d[5] != block:
                continue
                general_blocks = high_level_code_blocks.get(d[0])
                if not general_blocks or block not in general_blocks:
                    # 没在泛化板块中
                    continue
            if d[4].find("连板") > 0:
                if d[4].replace("连板", "").isdigit():
                    count = int(d[4].replace("连板", ""))
@@ -583,7 +594,8 @@

    @classmethod
    def get_can_buy_block(cls, code, current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes,
                          before_blocks_dict, current_limit_up_block_codes_dict):
                          before_blocks_dict, current_limit_up_block_codes_dict, high_level_general_code_blocks,
                          high_level_general_block_codes):
        # 加载涨停代码的目标板块
        def load_code_block():
            if limit_up_record_datas:
@@ -627,7 +639,9 @@
                                                                     code_limit_up_reason_dict,
                                                                     yesterday_current_limit_up_codes,
                                                                     limit_up_record_datas,
                                                                     current_limit_up_block_codes_dict)
                                                                     current_limit_up_block_codes_dict,
                                                                     high_level_code_blocks=high_level_general_code_blocks,
                                                                     high_level_block_codes=high_level_general_block_codes)
            fresults.append((block, can_buy, unique, msg, is_strong))
        return fresults, keys

@@ -646,10 +660,20 @@
    @classmethod
    def __compute_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
                                 yesterday_current_limit_up_codes, before_blocks_dict,
                                 current_limit_up_block_codes_dict):
                                 current_limit_up_block_codes_dict, high_level_general_code_blocks):
        # 根据代码泛化板块获取泛化板块的代码集合
        high_level_general_block_codes = {}
        for c in high_level_general_code_blocks:
            blocks = high_level_general_code_blocks[c]
            for b in blocks:
                if b not in high_level_general_block_codes:
                    high_level_general_block_codes[b] = set()
                high_level_general_block_codes[b].add(c)
        blocks_compute_results, keys = cls.get_can_buy_block(code, current_limit_up_datas,
                                                             limit_up_record_datas, yesterday_current_limit_up_codes,
                                                             before_blocks_dict, current_limit_up_block_codes_dict)
                                                             before_blocks_dict, current_limit_up_block_codes_dict,
                                                             high_level_general_code_blocks,
                                                             high_level_general_block_codes)
        if not blocks_compute_results:
            return False, True, f"没有找到板块", [], keys
        codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
@@ -723,16 +747,43 @@
        return can_buy_blocks, False, ",".join(msg_list), can_buy_strong_blocks, keys

    # 更新代码板块判断是否可以买的结果
    # high_level_general_code_blocks 高位泛化板块
    @classmethod
    def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
                              yesterday_current_limit_up_codes,
                              yesterday_current_limit_up_records,
                              before_blocks_dict, current_limit_up_block_codes_dict):
        yesterday_current_limit_up_codes = set()
        yesterday_current_limit_up_records_dict = {}
        if yesterday_current_limit_up_records:
            for r in yesterday_current_limit_up_records:
                yesterday_current_limit_up_codes.add(r[0])
                yesterday_current_limit_up_records_dict[r[0]] = r
        high_level_general_code_blocks = {}
        # 是否是3板及以上的高位板
        for r in current_limit_up_datas:
            if r[4].find("连板") > 0:
                if r[4].replace("连板", "").isdigit():
                    count = int(r[4].replace("连板", ""))
                    if count >= 3:
                        # 是高位板
                        # 当日精选
                        blocks = set(r[6].split("、"))
                        if r[0] in yesterday_current_limit_up_records_dict:
                            # 昨日涨停原因
                            blocks.add(yesterday_current_limit_up_records_dict.get(r[0])[5])
                        f_blocks = []
                        for b in blocks:
                            if b:
                                f_blocks.append(b)
                        high_level_general_code_blocks[r[0]] = f_blocks

        can_buy_blocks, unique, msg, can_buy_strong_blocks, keys = cls.__compute_can_buy_blocks(code,
                                                                                                current_limit_up_datas,
                                                                                                limit_up_record_datas,
                                                                                                yesterday_current_limit_up_codes,
                                                                                                before_blocks_dict,
                                                                                                current_limit_up_block_codes_dict)
                                                                                                current_limit_up_block_codes_dict,
                                                                                                high_level_general_code_blocks)
        # 保存板块计算结果
        cls.__can_buy_compute_result_dict[code] = (can_buy_blocks, unique, msg, can_buy_strong_blocks, keys)


 third_data/kpl_data_manager.py

@@ -342,11 +342,16 @@


def get_yesterday_limit_up_codes():
    yesterday_limit_up_data_records = get_current_limit_up_data_records(1)[0][1]
    yesterday_limit_up_data_records = get_yesterday_current_limit_up_records()
    yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
    return yesterday_codes


def get_yesterday_current_limit_up_records():
    yesterday_limit_up_data_records = get_current_limit_up_data_records(1)[0][1]
    return yesterday_limit_up_data_records


# 运行拉取任务
def run_pull_task():
    def __upload_data(type, datas):

 trade/huaxin/huaxin_trade_server.py

@@ -436,11 +436,11 @@
            cls.__KPLCodeJXBlockManager.load_jx_blocks(code, buy_1_price, limit_up_price,
                                                       kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
            # 更新板块信息
            yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
            yesterday_current_limit_up_records = kpl_data_manager.get_yesterday_current_limit_up_records()
            CodePlateKeyBuyManager.update_can_buy_blocks(code,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
                                                         yesterday_codes,
                                                         yesterday_current_limit_up_records,
                                                         block_info.get_before_blocks_dict(),
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())