bug修复

Administrator

2023-11-29 a933eb7fc507efd0632926a59af9700aba80d69c

bug修复

 code_attribute/first_target_code_data_processor.py

@@ -125,7 +125,7 @@

                if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data):
                    # 判断是否太高
                    l2_trade_util.forbidden_trade(code, "股价长得太高")
                    l2_trade_util.forbidden_trade(code, "股价长得太高（5天内有3个涨停）")
                    HighIncreaseCodeManager().add_code(code)

                if code_nature_analyse.is_up_too_high_in_120d(volumes_data):

 l2/cancel_buy_strategy.py

@@ -510,12 +510,15 @@
                    break

        # ------------------计算H下-----------------------
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if not limit_up_price:
            return
        # 计算结束位置
        total_num = 0
        # 获取m值数据
        thresh_hold_money = Buy1PriceManager().get_latest_buy1_money(code)
        thresh_hold_money = thresh_hold_money
        thresh_hold_num = thresh_hold_money // (float(gpcode_manager.get_limit_up_price(code)) * 100)
        thresh_hold_num = thresh_hold_money // (float(limit_up_price) * 100)
        end_index = real_place_order_index + 1
        watch_indexes = set()
        for i in range(real_place_order_index + 1, total_datas[-1]["index"]):

 log_module/log_export.py

@@ -345,7 +345,7 @@
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
        data_index = line.find(f"{code}")
        data_index = line.find(f"{code}#")
        if data_index > 0:
            line = line.split(" - ")[1]
            time_str = line[line.find("[") + 1:line.find("[") + 9]

 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_price_too_high_in_days(datas, limit_up_price)
    is_new_high = code_nature_analyse.is_up_too_high_in_10d_with_limit_up(datas)
    return is_new_high


if __name__ == "__main__":
    code_str = "000536,000625,000628,000670,000766,000829,001311,001331,002189,002275,002331,002341,002363,002406,002416,002655,002691,002848,002861,002885,002906,002917,002962,300217,300462,300552,301111,301215,301372,600107,600178,600222,600288,600513,600698,600960,601777,603029,603286,603297,603569,605020,688314,688789"
    code_str = "600148"
    codes = code_str.split(",")
    for code in codes:
        if code.find("00") != 0 and code.find("60") != 0:
            continue
        try:
            datas = init_data_util.get_volumns_by_code(code, 120)
            datas = datas[3:]
            datas = datas[0:]
            result = is_too_high(datas)
            if result:
                print(code, result)

 utils/data_export_util.py

@@ -19,18 +19,7 @@

def export_l2_excel(code, date=None):
    # 获取L2的数据
    local_today_datas = log_export.load_l2_from_log(date)
    datas = local_today_datas[code]
    datas = datas[-2000:]
    # 获取L2处理位置信息
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
    real_position_indexes = log_export.get_real_place_order_positions(code, date)
    deal_list = log_export.load_huaxin_deal_record(code)
    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[d[0]] = d
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
    fdatas = get_l2_datas(code)
    __save_l2_datas(code, fdatas)


@@ -44,8 +33,7 @@
    deal_list = log_export.load_huaxin_deal_record(code)
    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[d[0]] = d

        deal_list_dict[str(d[0])] = d
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
    return fdatas

@@ -164,8 +152,9 @@
                except Exception as e:
                    logging.exception(e)
            else:
                if int(data["val"].get("orderNo")) in deal_list_dict:
                    cancel_info = l2_huaxin_util.convert_time(deal_list_dict[int(data["val"].get("orderNo"))][3],
                deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
                if deal_info:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[3],
                                                              with_ms=True)
        format_data.append(cancel_info)
        cancel_order_info = None
@@ -285,6 +274,6 @@

if __name__ == "__main__":
    try:
        export_l2_excel("000536")
        export_l2_excel("002036")
    except Exception as e:
        logging.exception(e)