| l2/l2_data_manager_new.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| l2_test.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| third_data/custom_block_in_money_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| trade/buy_radical/radical_buy_data_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
l2/l2_data_manager_new.py
@@ -2181,7 +2181,7 @@ # 如果板上放量不可买入就需要删除信号 if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict: RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code) return True, result[1], radical_data[2], radical_data[3], result[3] return True, result[1], radical_data[2], radical_data[4], result[3] return result @classmethod l2_test.py
@@ -1,15 +1,60 @@ import http import json import logging import multiprocessing import socketserver import threading import time from http.server import BaseHTTPRequestHandler import psutil import requests from huaxin_client import l2_client_test, l1_subscript_codes_manager from log_module.log import logger_local_huaxin_l2_transaction_big_order from log_module.log import logger_local_huaxin_l2_transaction_big_order, logger_system from third_data.custom_block_in_money_manager import CodeInMoneyManager, BlockInMoneyRankManager from utils import tool import urllib.parse as urlparse from urllib.parse import parse_qs class DataServer(BaseHTTPRequestHandler): # 禁用日志输出 def log_message(self, format, *args): pass def do_GET(self): path = self.path url = urlparse.urlparse(path) response_data = "" if url.path == "/get_block_codes_money": ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()]) block = ps_dict['block'] try: fdatas = BlockInMoneyRankManager().get_block_codes_money(block) response_data = json.dumps({"code": 0, "data": fdatas}) except Exception as e: response_data = json.dumps({"code": 1, "msg": str(e)}) self.send_response(200) # 发给请求客户端的响应数据 self.send_header('Content-type', 'application/json') self.end_headers() self.wfile.write(response_data.encode()) class ThreadedHTTPServer(socketserver.ThreadingMixIn, http.server.HTTPServer): pass def __run_server(addr, port): handler = DataServer try: httpd = ThreadedHTTPServer((addr, port), handler) print("L2_IN_MONEY HTTP server is at: http://%s:%d/" % (addr, port)) httpd.serve_forever() except Exception as e: logger_system.exception(e) logger_system.error(f"端口服务器：{port} 启动失败") def run(): @@ -67,9 +112,9 @@ BlockInMoneyRankManager().compute() in_list = BlockInMoneyRankManager().get_in_list() out_list = BlockInMoneyRankManager().get_out_list() # (代码,名称,强度,主力净额) fins = [(0, x[0], 0, x[1]) for x in in_list[:50]] fouts = [(0, x[0], 0, x[1]) for x in out_list[:50]] # (代码,名称,强度,主力净额) # 上传 __upload_data("jingxuan_rank", json.dumps(fins)) __upload_data("jingxuan_rank_out", json.dumps(fouts)) @@ -80,8 +125,22 @@ time.sleep(3) def __update_today_limit_up_records(): while True: try: BlockInMoneyRankManager().load_today_limit_up_codes() except: pass finally: time.sleep(3) if __name__ == "__main__": threading.Thread(target=__compute_and_upload, daemon=True).start() # 启动内部接口服务 threading.Thread(target=__run_server, args=("0.0.0.0", 9005,), daemon=True).start() # 启用定时更新当日涨停 threading.Thread(target=__update_today_limit_up_records, daemon=True).start() run() while True: time.sleep(2) third_data/custom_block_in_money_manager.py
@@ -2,9 +2,11 @@ 自定义板块流入金额 """ import copy import itertools import os import constant from db import mysql_data_delegate as mysql_data from huaxin_client import l1_subscript_codes_manager from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager from third_data.third_blocks_manager import BlockMapManager @@ -53,11 +55,15 @@ """ 板块流入流出管理 """ __mysql_db = mysql_data.Mysqldb() __code_blocks = {} __in_list = [] __out_list = [] # 最近这段时间的代码涨停次数 __history_code_limit_up_count = {} # 被排除的代码 __exclude_codes = set() def __load_codes(self): codes = [] @@ -79,9 +85,59 @@ fblocks -= constant.KPL_INVALID_BLOCKS self.__code_blocks[code] = fblocks def __load_exclude_codes(self): """ 获取之前4个交易日的数据 @return: """ max_day = tool.get_now_date_str() min_day = tool.date_sub(max_day, 30) sql = f"select * from (select distinct(r.`_day`) as 'day' from `kpl_limit_up_record` r where r.`_day`<'{max_day}' and r.`_day`>'{min_day}') a order by a.day desc limit 4" results = self.__mysql_db.select_all(sql) dates = [r[0] for r in results] # 获取之前4天涨停次数>=2次的代码 day_codes = {} for day in dates: sql = f"select distinct(r._code) from kpl_limit_up_record r where r.`_day`='{day}'" results = self.__mysql_db.select_all(sql) day_codes[day] = set([x[0] for x in results]) codes_list = [day_codes[k] for k in day_codes] # 统计代码的涨停天数 code_limit_up_count_dict = {} for codes in codes_list: for c in codes: if c not in code_limit_up_count_dict: code_limit_up_count_dict[c] = 0 code_limit_up_count_dict[c] += 1 self.__history_code_limit_up_count = code_limit_up_count_dict self.load_today_limit_up_codes() def load_today_limit_up_codes(self): # 加载今日涨停代码 day = tool.get_now_date_str() sql = f"select distinct(r._code) from kpl_limit_up_record r where r.`_day`='{day}'" results = self.__mysql_db.select_all(sql) codes = set([x[0] for x in results]) # 计算需要排除的代码 temp_limit_up_count = {} # 统计总共涨停天数 for c in self.__history_code_limit_up_count: if c in codes: temp_limit_up_count[c] = self.__history_code_limit_up_count[c] + 1 else: temp_limit_up_count[c] = self.__history_code_limit_up_count[c] exclude_codes = set() for c in temp_limit_up_count: if temp_limit_up_count[c] < 3: continue exclude_codes.add(c) self.__exclude_codes = exclude_codes def __init__(self): self.codes = self.__load_codes() self.__load_blocks() self.__load_exclude_codes() print("排除的代码", self.__exclude_codes) def get_codes(self): return self.codes @@ -90,6 +146,8 @@ codes = self.codes block_money = {} for code in codes: if code in self.__exclude_codes: continue money = CodeInMoneyManager().get_money(code) if money is None: continue @@ -110,6 +168,29 @@ temp_list.sort(key=lambda x: x[1]) self.__out_list = temp_list def get_block_codes_money(self, block): """ 获取板块中代码的流入流出 @param block: @return:(代码, 金额, 是否被排除) """ codes = self.codes fdatas = [] for code in codes: if code in self.__exclude_codes: continue money = CodeInMoneyManager().get_money(code) if money is None: continue before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code) if not before_fblocks: before_fblocks = set() fblocks = BlockMapManager().filter_blocks(before_fblocks) if block not in fblocks: continue fdatas.append((code, money, code in self.__exclude_codes)) return fdatas def get_in_list(self): return self.__in_list @@ -118,7 +199,8 @@ if __name__ == '__main__': print(CodeInMoneyManager().get_money("300264")) BlockInMoneyRankManager() # print(CodeInMoneyManager().get_money("300264")) # BlockInMoneyRankManager().compute() # print(BlockInMoneyRankManager().get_in_list()[:20]) # print(BlockInMoneyRankManager().get_out_list()[:20]) trade/buy_radical/radical_buy_data_manager.py
@@ -650,7 +650,7 @@ @return: """ block_codes = BlockSpecialCodesManager().get_block_codes(block) if code not in block_codes: if not block_codes or code not in block_codes: return False, "无辨识度" history_index, history_before_codes_info = cls.__get_history_index(code, block, yesterday_limit_up_codes) if history_index > 5: @@ -737,7 +737,6 @@ @param code: @return: {激进买的板块}, 原因 """ # 计算 # 获取开1的板块 open_limit_up_code_dict = kpl_data_constant.open_limit_up_code_dict_for_radical_buy
