6天长得过高/L2不过滤1手的数据/处理L2数据时间与本地时间相差过大的问题

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2024-02-21 90c2a0a0f5690381e3b286d6ca1fd0c6f63acab1

6天长得过高/L2不过滤1手的数据/处理L2数据时间与本地时间相差过大的问题

 code_attribute/code_nature_analyse.py

@@ -385,24 +385,24 @@
    datas = copy.deepcopy(record_datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[0 - day_count:]
    min_price = None
    max_price = None
    min_price_info = None
    max_price_info = None
    for d in datas:
        if min_price is None:
            min_price = d["low"]
        if max_price is None:
            max_price = d["high"]
        if min_price > d["low"]:
            min_price = d["low"]
        if max_price < d["high"]:
            max_price = d["high"]
        if min_price_info is None:
            min_price_info = d["low"], d
        if max_price_info is None:
            max_price_info = d["high"], d
        if min_price_info[0] > d["low"]:
            min_price_info = d["low"], d
        if max_price_info[0] < d["high"]:
            max_price_info = d["high"], d
    # if max_price > float(limit_up_price):
    #     return False
    rate = (float(limit_up_price) - min_price) / min_price
    # print(rate)
    if rate >= 0.319:
        return True
    return False
    rate = (float(limit_up_price) - min_price_info[1]["close"]) / min_price_info[1]["close"]
    print(rate)
    if rate >= 0.28:
        return True, rate
    return False, rate


# 连续涨停后是否回调不足够
@@ -429,7 +429,7 @@
    for x in max_limit_up_continue_count_info_list:
        if max_limit_up_info is None:
            max_limit_up_info = x
        if max_limit_up_info[0] <=  x[0]:
        if max_limit_up_info[0] <= x[0]:
            max_limit_up_info = x

    if not max_limit_up_info or max_limit_up_info[0] < 3:
@@ -442,7 +442,7 @@
        if item["high"] > max_price_info[0]:
            max_price_info = [item["high"], i]
    # 计算回踩价格
    lowest_price_threhhold = round((1-0.28) * max_price_info[0], 2)
    lowest_price_threhhold = round((1 - 0.28) * max_price_info[0], 2)
    for i in range(max_price_info[1] + 1, len(datas)):
        item = datas[i]
        if item["low"] < lowest_price_threhhold:

 code_attribute/first_target_code_data_processor.py

@@ -144,10 +144,10 @@
                            l2_trade_util.forbidden_trade(code,
                                                          f"无辨识度，涨停价({limit_up_price})>50")
                            continue
                    if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price):
                    if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price)[0]:
                        # 判断是否太高
                        # l2_trade_util.forbidden_trade(code, "6天内股价长得太高")
                        # continue
                        l2_trade_util.forbidden_trade(code, "6天内股价长得太高")
                        continue
                        pass

                    if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(volumes_data):

 huaxin_client/l2_data_manager.py

@@ -59,6 +59,8 @@

    # 过滤订单
    def __filter_order(self, item):
        if item[2] == 100:
            return item
        filter_condition = self.filter_order_condition_dict.get(item[0])
        if filter_condition:
            # item[2]为量

 l2/l2_data_manager_new.py

@@ -1464,7 +1464,7 @@
        last_index = None
        count = 0
        start = None
        now_time_s = tool.get_time_as_second(tool.get_now_time_str())
        # now_time_s = tool.get_time_as_second(tool.get_now_time_str())
        for i in range(start_index, end_index + 1):
            _val = datas[i]["val"]
            time_s = L2DataUtil.get_time_as_second(_val["time"])
@@ -1472,10 +1472,10 @@
            if time_s < second_930:
                continue

            if not constant.TEST:
                if abs(now_time_s - time_s) > 2:
                    # 正式环境下不处理2s外的数据
                    continue
            # if not constant.TEST:
            #     if abs(now_time_s - time_s) > 2:
            #         # 正式环境下不处理2s外的数据
            #         continue

            if L2DataUtil.is_limit_up_price_buy(_val):
                # 金额要大于50万

 test/test_code_attribute.py

@@ -2,11 +2,24 @@
from utils import init_data_util, tool


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_from_latest_limit_up(datas)
    return is_new_high
def is_too_high():
    codes_str = "000001,000099,000151,000514,000565,000572,000608,000622,000626,000678,000679,000691,000702,000757,000820,000836,000838,000929,000957,000982,001300,001317,001387,002072,002098,002141,002161,002173,002192,002207,002211,002217,002298,002308,002312,002494,002496,002513,002529,002530,002571,002575,002591,002620,002622,002633,002652,002661,002691,002775,002789,002798,002811,002813,002822,002842,002853,002856,002862,002952,002997,003011,003015,300032,300117,300152,300157,300380,300530,300635,300780,300921,300935,301068,301072,301107,301508,600083,600099,600107,600132,600148,600149,600165,600172,600178,600192,600199,600241,600266,600281,600302,600321,600421,600444,600449,600561,600565,600678,600696,600702,600847,601068,601236,601689,603011,603021,603023,603040,603048,603090,603109,603111,603121,603135,603178,603269,603272,603286,603316,603326,603335,603345,603360,603377,603378,603388,603389,603655,603709,603755,603776,603801,603828,603838,603843,603879,603898,603917,603978,605001,605069,605100,605117,605378"
    codes = codes_str.split(",")
    codes.reverse()
    fresults = []
    for code in codes:
        try:
            volumes_data = init_data_util.get_volumns_by_code(code, 150)
            limit_up_price = round(volumes_data[0]["close"] * 1.1, 2)
            print(code)
            is_too_high, rate = code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price)
            # print(code, is_too_high)
            fresults.append((code, rate))
        except:
            pass
    fresults.sort(key=lambda x: x[1], reverse=True)
    for f in fresults:
        print(f)


def __get_refer_volume_info():
@@ -24,7 +37,7 @@


if __name__ == "__main__":
    __get_refer_volume_info()
    is_too_high()
    # code = "601022"
    # volumes_data = init_data_util.get_volumns_by_code(code, 150)
    # volumes_data = volumes_data[0:]

 trade/huaxin/huaxin_trade_server.py

@@ -1317,7 +1317,10 @@
                    self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
            elif ctype == "get_delegated_buy_code_infos":
                # 获取委托中的代码
                current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                # current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
                    tool.get_now_date_str("%Y%m%d"), None,
                    [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded])
                fdatas = []
                if current_delegates:
                    for c in current_delegates: