bug修复

Administrator

2024-11-12 a99a5ee7ae4514b1abf27f3fa551fad212a5d35a

bug修复

 log_module/log.py

@@ -124,6 +124,10 @@
                   filter=lambda record: record["extra"].get("name") == "l2_radical_buy",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("l2", "l2_radical_buy_data"),
                   filter=lambda record: record["extra"].get("name") == "l2_radical_buy_data",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("juejin", "juejin_tick"),
                   filter=lambda record: record["extra"].get("name") == "juejin_tick",
                   rotation="00:00", compression="zip", enqueue=True)
@@ -448,6 +452,8 @@

logger_l2_radical_buy = __mylogger.get_logger("l2_radical_buy")

logger_l2_radical_buy_data = __mylogger.get_logger("l2_radical_buy_data")

# -------------------------------华鑫日志---------------------------------
hx_logger_l2_orderdetail = __mylogger.get_logger("hx_l2_orderdetail")
hx_logger_l2_transaction = __mylogger.get_logger("hx_l2_transaction")

 third_data/kpl_data_constant.py

@@ -187,14 +187,15 @@
            # 参考原因：当前涨停原因+当日变化之前的原因+扫入参考原因
            code = d[3]
            # 当前涨停原因
            blocks = {d[2]}
            # blocks = {d[2]}
            blocks = set()
            # 扫入参考原因
            history_reasons = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
            if history_reasons:
                blocks |= history_reasons
            today_changed_reasons = TodayLimitUpReasonChangeManager().get_changed_reasons(code)
            if today_changed_reasons:
                blocks |= today_changed_reasons
            # today_changed_reasons = TodayLimitUpReasonChangeManager().get_changed_reasons(code)
            # if today_changed_reasons:
            #     blocks |= today_changed_reasons
            # 开1才能包含推荐原因
            # if d[6] and kpl_block_util.open_limit_up_time_range[0] <= int(d[5]) < \
            #         kpl_block_util.open_limit_up_time_range[1]:

 third_data/kpl_data_manager.py

@@ -178,9 +178,12 @@
            cls.__load_hist_and_blocks(d[3])

    @staticmethod
    def list_all(day):
    def list_all(day, max_limit_up_time=None):
        mysqldb = mysql_data.Mysqldb()
        return mysqldb.select_all(f"select * from kpl_limit_up_record where _day='{day}'")
        sql = f"select * from kpl_limit_up_record where _day='{day}'"
        if max_limit_up_time:
            sql += f" and cast(_limit_up_time as unsigned)<={max_limit_up_time}"
        return mysqldb.select_all(sql)

    @classmethod
    def list_all_cache(cls, day):
@@ -596,6 +599,48 @@
        threading.Thread(target=cls.run_market_jingxuan_out, daemon=True).start()


class CodeHighLevel:
    """
    代码高度管理
    """
    __instance = None
    # 下单板块的代码记录
    __code_level_dict = {}
    __codes = set()

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(CodeHighLevel, cls).__new__(cls, *args, **kwargs)
            cls.__load_data()
        return cls.__instance

    @classmethod
    def __load_data(cls):
        fdatas = get_current_limit_up_data_records(15)
        temp_dict = {d[0]: 2 for d in fdatas[0][1]}
        break_codes = set()
        for i in range(1, len(fdatas)):
            codes = [d[0] for d in fdatas[i][1]]
            for k in temp_dict:
                if k in break_codes:
                    continue
                if k in codes:
                    temp_dict[k] += 1
                else:
                    break_codes.add(k)
        cls.__code_level_dict = temp_dict

    def get_high_level(self, code):
        """
        获取涨停高度，默认1板
        @param code:
        @return:
        """
        if code in self.__code_level_dict:
            return self.__code_level_dict[code]
        return 1


if __name__ == "__main__":
    PullTask.run_pull_task()
    print(CodeHighLevel().get_high_level("000833"))
    input()

 trade/buy_radical/radical_buy_data_manager.py

@@ -2,6 +2,7 @@
激进买数据管理
"""
import json
import logging
import time

import constant
@@ -12,10 +13,11 @@
from db.redis_manager_delegate import RedisUtils
from l2.l2_transaction_data_manager import BigOrderDealManager, HuaXinBuyOrderManager
from log_module import async_log_util
from log_module.log import logger_l2_radical_buy, logger_debug
from log_module.log import logger_l2_radical_buy, logger_debug, logger_l2_radical_buy_data
from third_data import kpl_data_manager, kpl_block_util, huaxin_l1_data_manager, kpl_util, kpl_data_constant
from third_data.code_plate_key_manager import TargetCodePlateKeyManager, KPLCodeJXBlockManager
from third_data.kpl_data_constant import LimitUpDataConstant, LimitUpCodesBlockRecordManager
from third_data.kpl_data_manager import CodeHighLevel
from third_data.third_blocks_manager import BlockMapManager
from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
@@ -34,7 +36,9 @@
        @param total_sell_volume: 总卖量
        @return: 是否可以买, 原因
        """
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        k_format = None
        if not constant.TEST:
            k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        if k_format:
            if not k_format[13]:
                return False, "近60个交易日无涨停"
@@ -61,7 +65,6 @@
            if not zylt_can_buy:
                return False, "自由流通市值不满足扫的范围"
        # 判断昨日是否跌幅过大
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        if k_format and len(k_format) > 12 and k_format[12]:
            return False, "上个交易日跌幅过大"

@@ -74,10 +77,14 @@

        if is_refered:
            # 参考票没有大单
            volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=False)
            volume_rate = None
            if not constant.TEST:
                volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=False)
            if volume_rate is None:
                volume_rate = 0.5
            big_order_deal_enough = is_big_order_deal_enough(code, volume_rate)
            big_order_deal_enough = True, "", True
            if not constant.TEST:
                big_order_deal_enough = is_big_order_deal_enough(code, volume_rate)
            if not big_order_deal_enough[0] and big_order_deal_enough[2]:
                return False, "交易前两分钟大单不足"

@@ -181,7 +188,7 @@
            # 过滤
            blocks = BlockMapManager().filter_blocks(blocks)
            # 开1剔除4板以上的
            high_level = kpl_util.get_high_level_count(d[4])
            high_level = CodeHighLevel().get_high_level(code)
            if high_level >= 4:
                continue
            temp_dict[code] = (high_level, blocks)
@@ -224,7 +231,7 @@
                continue

            # 剔除4板以上的板
            if kpl_util.get_high_level_count(k[4]) >= 4 and len(blocks) > 1:
            if CodeHighLevel().get_high_level(_code) >= 4 and len(blocks) > 1:
                continue

            if not tool.is_can_buy_code(_code):
@@ -282,7 +289,7 @@
            if block not in blocks:
                continue
            # 剔除4板以上且板块数量大于1个
            if kpl_util.get_high_level_count(k[12]) >= 4 and len(blocks) > 1:
            if CodeHighLevel().get_high_level(_code) >= 4 and len(blocks) > 1:
                continue

            if not tool.is_can_buy_code(_code):
@@ -384,7 +391,7 @@
                                                                           yesterday_limit_up_codes,
                                                                           exclude_codes=exclude_codes)
        # 过滤不正的原因
        history_index, history_before_codes_info = cls.__filter_before_codes(block, history_index,
        history_index, history_before_codes_info = cls.__filter_before_codes(code, block, history_index,
                                                                             history_before_codes_info,
                                                                             yesterday_limit_up_codes)

@@ -394,15 +401,20 @@
            return False, f"开1数量：{count}，非开1首板身位不匹配：历史-{history_index + 1} 实时-{current_index + 1}"
        if history_index == 1:
            # 当前代码为老2，要判断老大是否可买
            if RadicalBuyDataManager.is_code_can_buy(history_before_codes_info[0][0],
            pre_code = history_before_codes_info[0][0]
            if RadicalBuyDataManager.is_code_can_buy(pre_code,
                                                     DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
                                                     is_refered=True)[0]:
                return False, f"开1数量：{count}，前排代码可买：{history_before_codes_info[0]}"
                deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
                if pre_code in deal_codes:
                    return False, f"开1数量：{count}，前排代码已成交：{history_before_codes_info[0]}"
                else:
                    return True, f"开1数量：{count}，前排代码尚未成交：{history_before_codes_info[0]}"
            return True, f"开1数量：{count}，前排代码不可买：{history_before_codes_info[0]}，历史前排-{history_before_codes_info}，开1代码-{open_limit_up_block_codes}"
        return True, f"开1数量：{count}，历史-{history_index + 1} 实时-{current_index + 1}， 前排代码-{current_before_codes_info}, 开1代码-{open_limit_up_block_codes}"
        return True, f"开1数量：{count}，历史-{history_index + 1} 实时-{current_index + 1}， 前排代码-{current_before_codes_info},开1代码-{open_limit_up_block_codes}"

    @classmethod
    def __filter_before_codes(cls, block, index, before_codes_info, yesterday_codes):
    def __filter_before_codes(cls, code, block, index, before_codes_info, yesterday_codes):
        """
        过滤前排涨停原因不正/不算身位的代码
        @param code:
@@ -445,8 +457,13 @@
                    temp_index -= 1
                else:
                    temp_before_codes_info.append(b)
            if temp_index != index:
                async_log_util.info(logger_l2_radical_buy_data,
                                    f"【板块前排代码过滤】#{code}#{block}#{(index, before_codes_info)}#{(temp_index, temp_before_codes_info)}")

            return temp_index, temp_before_codes_info
        except Exception as e:
            logging.exception(e)
            async_log_util.error(logger_debug, f"扫入板块过滤出错：{str(e)}")
            return index, before_codes_info

@@ -469,9 +486,10 @@
        # 获取当前代码的涨停时间
        limit_up_timestamp = cls.__get_limit_up_timestamp(code)

        # 获取当前的板块
        # 获取当前的板块， 不要忽略开1的数据
        current_index, current_before_codes_info = cls.__get_current_index(code, block, set(),
                                                                           limit_up_time=limit_up_timestamp)
                                                                           limit_up_time=limit_up_timestamp,
                                                                           ignore_open_limit_up=False)
        current_before_codes = [x[0] for x in current_before_codes_info]

        if len(current_before_codes_info) < 2:
@@ -486,16 +504,18 @@
            return False, f"距离上个代码涨停已过去10分钟（{current_before_codes_info[-1]}）"

        # 包含高位板的整体排序
        all_history_index, all_history_before_codes_info = cls.__get_history_index(code, block, set())
        all_history_index, all_history_before_codes_info = cls.__get_history_index(code, block, set(),
                                                                                   ignore_open_limit_up=False)
        all_history_before_codes = [x[0] for x in all_history_before_codes_info]
        # 前两个代码是否有炸板
        dif_codes = set(all_history_before_codes[:2]) - set(current_before_codes[:2])
        if dif_codes:
            return False, f"前2代码有炸板：{dif_codes}, 前排代码：{all_history_before_codes}"
        # 前排代码炸板不能>=2个
        dif_codes = set(all_history_before_codes) - set(current_before_codes)
        if len(dif_codes) >= 2:
            return False, f"板块前排有{len(dif_codes)}个炸板"
        if not constant.TEST:
            # 前两个代码是否有炸板
            dif_codes = set(all_history_before_codes[:2]) - set(current_before_codes[:2])
            if dif_codes:
                return False, f"前2代码有炸板：{dif_codes}, 前排代码：{all_history_before_codes}"
            # 前排代码炸板不能>=2个
            dif_codes = set(all_history_before_codes) - set(current_before_codes)
            if len(dif_codes) >= 2:
                return False, f"板块前排有{len(dif_codes)}个炸板"

        exclude_codes = set()
        for x in current_before_codes_info:
@@ -517,7 +537,7 @@
                                                                                         exclude_codes)

        # 过滤不正的原因
        history_index, history_before_codes_info = cls.__filter_before_codes(block, origin_history_index,
        history_index, history_before_codes_info = cls.__filter_before_codes(code, block, origin_history_index,
                                                                             origin_history_before_codes_info,
                                                                             yesterday_limit_up_codes)

@@ -534,7 +554,7 @@
                if RadicalBuyDataManager.is_code_can_buy(pre_code,
                                                         DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
                                                         is_refered=True)[0]:
                    # TODO 前排代码可买而没有买成功的可继续下单
                    # 前排代码可买而没有买成功的可继续下单
                    deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
                    if pre_code in deal_codes:
                        return False, f"前排代码已成交：{pre_code}"
@@ -599,7 +619,7 @@
        diff = history_codes - current_codes
        if diff:
            return False, f"板块炸板不止当前票：{diff}"
        return True, ""
        return True, f"历史涨停：{history_codes}"

    @classmethod
    def __get_limit_up_timestamp(cls, code):
@@ -669,6 +689,7 @@
        """
        # 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
        open_limit_up_blocks = set()
        if open_limit_up_code_dict:
@@ -772,10 +793,13 @@
    def __load_data(cls):
        val = RedisUtils.get(cls.__get_redis(), "radical_place_order_block_records")
        if val:
            val = json.loads(val)
            for v in val:
                cls.__block_record_codes_dict[v[0]] = set(v[1])
                cls.__codes |= set(v[1])
            try:
                val = json.loads(val)
                for v in val:
                    cls.__block_record_codes_dict[v[0]] = set(v[1])
                    cls.__codes |= set(v[1])
            except:
                pass

    def add_record(self, code, blocks):
        """
@@ -888,10 +912,11 @@
    @return:
    """
    reasons = set()
    limit_up_reason = None
    # 当前的涨停原因
    limit_up_reason = kpl_data_manager.LimitUpDataConstant.get_limit_up_reason_with_history(code)
    if limit_up_reason and limit_up_reason in constant.KPL_INVALID_BLOCKS:
        limit_up_reason = None
    # limit_up_reason = kpl_data_manager.LimitUpDataConstant.get_limit_up_reason_with_history(code)
    # if limit_up_reason and limit_up_reason in constant.KPL_INVALID_BLOCKS:
    #     limit_up_reason = None
    # 如果涨停原因为空就需要获取上次激进买的原因
    if limit_up_reason:
        reasons.add(limit_up_reason)