选票板块即将更改

Administrator

2023-07-23 ab11008d660832876dce7c6d05a2b5be0da1dd20

选票板块即将更改

 constant.py

@@ -88,8 +88,8 @@
BUY_SCORE_RANK_3 = 260

# 开盘啦
KPL_INVALID_BLOCKS = ["一季报增长", "二季报增长", "三季报增长", "四季报增长", "业绩增长", "中报增长", "年报增长", "年报预增", "无", "次新股", "ST摘帽", "超跌",
                      "股权转让", "并购重组", "再融资", "年报预增", " 专精特新", "壳资源", "行业龙头", "参股金融", "科创板"]
KPL_INVALID_BLOCKS = {"一季报增长", "二季报增长", "三季报增长", "四季报增长", "业绩增长", "中报增长", "年报增长", "年报预增", "无", "次新股", "ST摘帽", "超跌",
                      "股权转让", "并购重组", "再融资", "年报预增", " 专精特新", "壳资源", "行业龙头", "参股金融", "科创板"}
# 是否开启API交易
API_TRADE_ENABLE = True
# 每只票买的金额

 l2/l2_data_manager_new.py

@@ -5,7 +5,7 @@
    limit_up_time_manager, global_data_loader, gpcode_manager
import constant
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
from third_data import kpl_data_manager
from third_data import kpl_data_manager, block_info
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager
@@ -851,31 +851,12 @@
                zyltgb = global_util.zyltgb_map.get(code)
            if zyltgb >= 80 * 100000000:
                return True, False, "{9:30:00-9:35:00}自由市值≥80亿"

        # 获取涨停
        latest_2_day_limit_up_datas_temp = kpl_data_manager.get_current_limit_up_data_records(2)
        latest_2_day_limit_up_datas = []
        for d in latest_2_day_limit_up_datas_temp:
            latest_2_day_limit_up_datas.extend(d[1])
        # 判断板块
        plate_can_buy, msg, block_type = CodePlateKeyBuyManager.can_buy(code,
        plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code,
                                                                        kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                                        latest_2_day_limit_up_datas,
                                                                        kpl_data_manager.KPLLimitUpDataRecordManager.total_datas)
                                                            kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,block_info.get_before_blocks_dict())
        if not plate_can_buy:
            return False, True, msg

        has_k_format = is_has_k_format(score_info)
        # 独苗
        if block_type == CodePlateKeyBuyManager.BLOCK_TYPE_START_UP:
            # 必须满足（分数≥150且上板时量≥40 % 且有K线形态）或（具有辨识度）的才能买
            if has_k_format and score_index >= 0 and volume_rate_info[0] >= 0.4:
                return True, False, "独苗：分数≥150且上板时量≥40% 且有K线形态"
            elif score_info[1][3][8][0]:
                return True, False, "独苗：具有辨识度"
            else:
                return False, True, f"独苗：不满足买入条件"
        else:
            return True, False, msg

        # if volume_rate_info[0] < 0.4:

 third_data/block_info.py

@@ -26,6 +26,16 @@
    return __before_block_dict.get(code)


# 获取之前的板块
def get_before_blocks(code):
    return __before_block_dict.get(code)


# 获取之前的代码-板块字典
def get_before_blocks_dict():
    return __before_block_dict


def __get_code_from_code_info(code_info):
    code = code_info[0][1].split(".")[0]
    return code

 third_data/block_test.py

@@ -1,20 +1,17 @@
from third_data import kpl_data_manager
from third_data import kpl_data_manager, block_info
from third_data.code_plate_key_manager import CodePlateKeyBuyManager, LimitUpCodesPlateKeyManager
from third_data.kpl_util import KPLDataType
from utils import tool

if __name__ == "__main__":
    code = "002559"
    latest_2_day_limit_up_datas_temp = kpl_data_manager.get_current_limit_up_data_records(2)
    latest_2_day_limit_up_datas = []
    for d in latest_2_day_limit_up_datas_temp:
        latest_2_day_limit_up_datas.extend(d[1])

    code = "002655"
    block_info.init()
    current_limit_up_datas = kpl_data_manager.KPLDataManager().get_from_file(KPLDataType.LIMIT_UP,
                                                                             tool.get_now_date_str())
    LimitUpCodesPlateKeyManager().set_today_limit_up([(d[0], d[5]) for d in current_limit_up_datas])

    limit_up_record_datas = kpl_data_manager.KPLLimitUpDataRecordManager.list_all(tool.get_now_date_str())
    results = CodePlateKeyBuyManager.get_can_buy_block(code, current_limit_up_datas, latest_2_day_limit_up_datas,
                                             limit_up_record_datas)
    for d in limit_up_record_datas:
        block_info.init_code(d[3])
    results = CodePlateKeyBuyManager.get_can_buy_block(code, current_limit_up_datas,
                                                       limit_up_record_datas, block_info.get_before_blocks_dict())
    print(results)

 third_data/code_plate_key_manager.py

@@ -66,11 +66,13 @@
        self.__get_redis().expire(f"kpl_limit_up_reason_his-{code}", tool.get_expire())
        self.__set_total_keys(code)

    # 设置代码的今日涨停原因
    def __set_total_keys(self, code):
        keys = set()
        keys_his = self.__get_redis().smembers(f"kpl_limit_up_reason_his-{code}")
        keys |= keys_his
        # keys_his = self.__get_redis().smembers(f"kpl_limit_up_reason_his-{code}")
        # keys |= keys_his
        if code in self.today_limit_up_reason_dict:
            if self.today_limit_up_reason_dict.get(code) not in constant.KPL_INVALID_BLOCKS:
            keys.add(self.today_limit_up_reason_dict.get(code))
        self.total_code_keys_dict[code] = keys
        for k in keys:
@@ -79,6 +81,8 @@
            self.total_key_codes_dict[k].add(code)

        logger_kpl_limit_up.info("{}板块关键词:{}", code, keys)

    # 根据传入的关键词与涨停代码信息匹配身位

    def get_codes_by_key_without_mine(self, key, code):
        # 只比较今日涨停原因
@@ -331,7 +335,17 @@
    # latest_2_day_limit_up_datas：最近2天的实时涨停（不含今日）
    # limit_up_record_datas：今日历史涨停
    @classmethod
    def get_can_buy_block(cls, code, current_limit_up_datas, latest_2_day_limit_up_datas, limit_up_record_datas):
    def get_can_buy_block(cls, code, current_limit_up_datas, limit_up_record_datas,
                          before_blocks_dict):
        # 加载涨停代码的目标板块
        def load_code_block():
            for d in limit_up_record_datas:
                if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
                    code_limit_up_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0]
                else:
                    code_limit_up_reason_dict[d[3]] = d[2]
            return code_limit_up_reason_dict

        now_time = int(tool.get_now_time_str().replace(":", ""))
        times = [100000, 103000, 110000, 133000, 150000]
        time_index = 0
@@ -339,143 +353,83 @@
            if now_time < times[i]:
                time_index = i
                break
        # 获取板块
        # 获取目标代码板块
        keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
        log.logger_kpl_debug.info("{}关键词：今日-{},今日历史-{},历史-{},二级行业-{},代码板块-{}", code, k1, k11, k2, k3, k4)
        keys = set()
        if k3:
            # 匹配二级行业
            keys |= k3
        if k1:
            # 有今日涨停原因
            keys |= k1
            pass
        elif k2:
            # 今日无涨停但有历史涨停
            keys |= k2
        else:
            if k4:
                keys |= k4
            for k in k1:
                if k not in constant.KPL_INVALID_BLOCKS:
                    keys.add(k)
        if not keys:
            for k in k2:
                if k not in constant.KPL_INVALID_BLOCKS:
                    keys.add(k)
        if not keys:
            if k3:
                keys |= k3
        log.logger_kpl_debug.info("{}最终关键词：{}", code, keys)

        # 涨停列表中匹配关键词，返回（板块:代码集合），代码集合中已经排除自身
        match_limit_up_result = cls.__LimitUpCodesPlateKeyManager.match_limit_up_reason_keys(code, keys)
        log.logger_kpl_debug.info("{}关键词身位匹配结果：{}", code, match_limit_up_result)
        if not match_limit_up_result:
            return cls.BLOCK_TYPE_NONE, None, "未在涨停列表中未匹配到涨停原因"
        # 获取板块归类
        for block in match_limit_up_result:
            # 获取强势板块
            strong_result = kpl_block_util.is_strong_block(block, current_limit_up_datas, latest_2_day_limit_up_datas)
            # 获取猛拉板块
            soon_limit_up_result = kpl_block_util.is_soon_limit_up(code, block, limit_up_record_datas)

            # 获取身位
            rank = kpl_block_util.get_code_rank(code, block, limit_up_record_datas)
            # 主板身位
            sh_sz_rank = kpl_block_util.get_sh_sz_code_rank(code, block, limit_up_record_datas)
            # 是否后排
            is_back_row = kpl_block_util.is_back_row(code, block, current_limit_up_datas)

            # 是否满足市场流入前几
            is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0]

            log.logger_kpl_debug.info("{}-{}  板块判断结果：强势板块-{}  猛拉板块-{} 身位-{} 主板身位-{} 是否后排-{} 是否在流入前排-{}", code, block,
                                      strong_result, soon_limit_up_result, rank, sh_sz_rank, is_back_row,
                                      is_in_top_input)

            if time_index == 0:
                # 09:30:00 - 10:00:00
                if strong_result[0]:
                    # 强势板块
                    # 买主板龙1,2,3,4  买后排
                    if is_back_row and sh_sz_rank <= 2:
                        return cls.BLOCK_TYPE_STRONG, block, f"{block} 强势板块:买主板龙1,2,3  买后排"

                if soon_limit_up_result[0]:
                    # 猛拉板块
                    # 只买龙2 买后排
                    if is_back_row and rank == 1:
                        return cls.BLOCK_TYPE_SOON_LIMIT_UP, block, f"{block} 猛拉板块:只买龙2,买后排"
                # 其他板块
                if is_in_top_input and sh_sz_rank <= 1 and is_back_row:
                    # 看精选/行业流入   买龙主板1,2  买后排
                    return cls.BLOCK_TYPE_COMMON, block, f"{block} 其他板块:看精选/行业流入   买龙主板1,2  买后排"

            elif time_index == 1:
                # 10:00:00 - 10:30:00
                if strong_result[0]:
                    # 强势板块
                    # 买主板龙1,2,3  买后排
                    if is_back_row and sh_sz_rank <= 2:
                        return cls.BLOCK_TYPE_STRONG, block, f"{block} 强势板块:买主板龙1,2,3  买后排"

                if soon_limit_up_result[0]:
                    # 猛拉板块
                    # 只买龙2 买后排
                    if is_back_row and rank == 1:
                        return cls.BLOCK_TYPE_SOON_LIMIT_UP, block, f"{block} 猛拉板块:只买龙2,买后排"
                # 其他板块
                if is_in_top_input and sh_sz_rank <= 1 and is_back_row:
                    # 看精选/行业流入   买龙主板1,2  买后排
                    return cls.BLOCK_TYPE_COMMON, block, f"{block} 其他板块:看精选/行业流入   买龙主板1,2  买后排"
            elif time_index == 2:
                # 10:30:00 - 11:00:00
                if strong_result[0]:
                    # 强势板块
                    # 买主板龙1,2  买后排
                    if is_back_row and sh_sz_rank <= 1:
                        return cls.BLOCK_TYPE_STRONG, block, f"{block} 强势板块:买主板龙1,2  买后排"

                if soon_limit_up_result[0]:
                    # 猛拉板块
                    # 只买龙2 买后排
                    if is_back_row and rank == 1:
                        return cls.BLOCK_TYPE_SOON_LIMIT_UP, block, f"{block} 猛拉板块:只买龙2,买后排"
                # 其他板块
                if is_in_top_input and sh_sz_rank <= 1 and is_back_row:
                    # 看精选/行业流入   买龙主板1,2  买后排
                    return cls.BLOCK_TYPE_COMMON, block, f"{block} 其他板块:看精选/行业流入   买龙主板1,2  买后排"
            elif time_index == 3:
                # 11:00:00 - 13:30:00
                if soon_limit_up_result[0]:
                    # 猛拉板块
                    # 只买龙2 买后排
                    if is_back_row and rank == 1:
                        return cls.BLOCK_TYPE_SOON_LIMIT_UP, block, f"{block} 猛拉板块:只买龙2,买后排"
                # 其他板块
                if is_in_top_input and sh_sz_rank <= 1 and is_back_row:
                    # 看精选/行业流入   买龙主板1,2  买后排
                    return cls.BLOCK_TYPE_COMMON, block, f"{block} 其他板块：看精选/行业流入,买龙主板1,2 ,买后排"
            elif time_index == 4:
                # 13:30:00 - 15:00:00
                if soon_limit_up_result[0]:
                    # 猛拉板块
                    # 只买龙2 买后排
                    if is_back_row and rank == 1:
                        return cls.BLOCK_TYPE_SOON_LIMIT_UP, block, f"{block} 猛拉板块：只买龙2,买后排"
                # 其他板块
                if is_in_top_input:
                    # 精选/行业流入符合
                    if sh_sz_rank <= 1 and is_back_row:
                        # 看精选/行业流入   买龙主板1,2  买后排
                        return cls.BLOCK_TYPE_COMMON, block, f"{block} 其他板块：精选/行业流入符合,买龙主板1,2,买后排"
        if not keys:
            return cls.BLOCK_TYPE_NONE, None, "尚未找到涨停原因"
        code_limit_up_reason_dict = {}
        load_code_block()
        msg_list = []
        for block in keys:
            is_top_4 = kpl_block_util.is_top_block(code, block, limit_up_record_datas, 4)
            # 获取主板实时身位
            current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
                                                                     code_limit_up_reason_dict, shsz=True)
            record_shsz_rank = kpl_block_util.get_code_record_rank(code, block, limit_up_record_datas,
                                                                   code_limit_up_reason_dict, shsz=True)
            # 获取主板历史身位
            if is_top_4:
                is_open_limit_up, msg = kpl_block_util.is_shsz_open_limit_up(code, block, limit_up_record_datas,
                                                                             code_limit_up_reason_dict)
                if is_open_limit_up:
                    # 主板开1
                    if current_shsz_rank < 2 and record_shsz_rank < 2:
                        # 属于龙1,龙2
                        return block, f"top4涨停板块，主板开1,属于龙1/龙2(实时身位-{current_shsz_rank})"
                else:
                    if sh_sz_rank == 0 and not is_back_row:
                        return cls.BLOCK_TYPE_START_UP, block, f"{block} 其他板块: 买主板龙1,买主板独苗"

        return cls.BLOCK_TYPE_NONE, None, f"板块({match_limit_up_result.keys()})不符合买入条件"
                        msg_list.append(
                            f"板块-{block}: top4涨停板块，主板开1（{msg}）,不为主板龙1龙2（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue
                else:
                    if current_shsz_rank == 0 and record_shsz_rank < 2:
                        return block, "top4涨停板块，非主板开1，属于龙1"
                    else:
                        msg_list.append(
                            f"板块-{block}: top4涨停板块，非主板开1,不为主板龙1（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue
            else:
                # 是否满足行业精选流入要求
                is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0]
                if not is_in_top_input:
                    msg_list.append(
                        f"板块-{block}: 非top4涨停板块，不满足精选/行业流入要求")
                    continue
                else:
                    # 是否为主板龙1（实时龙1，历史龙2以内）
                    if current_shsz_rank == 0 and record_shsz_rank < 2:
                        return block, "不是top4涨停板块，满足精选/行业流入要求，满足主板龙1"
                    else:
                        msg_list.append(
                            f"板块-{block}: 不是top4涨停板块，满足精选/行业流入要求,不为主板龙1（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue
        return None, "\r\n".join(msg_list)

    # 是否可以下单
    # 返回：是否可以下单,消息,板块类型
    @classmethod
    def can_buy(cls, code, current_limit_up_datas, latest_2_day_limit_up_datas, limit_up_record_datas):
    def can_buy(cls, code, current_limit_up_datas, limit_up_record_datas,before_blocks_dict):
        if constant.TEST:
            return True, "", cls.BLOCK_TYPE_NONE
        block_type, block, block_msg = cls.get_can_buy_block(code, current_limit_up_datas, latest_2_day_limit_up_datas,
                                                             limit_up_record_datas)
        if block_type == cls.BLOCK_TYPE_NONE:
            return False, block_msg, block_type
        block, block_msg = cls.get_can_buy_block(code, current_limit_up_datas,
                                                 limit_up_record_datas, before_blocks_dict)
        if block is None:
            return False, block_msg

        # ---------------------------------判断目标代码的板块-------------------start------------
        # 判断匹配出的涨停原因，判断是否有已经下单的票
@@ -568,7 +522,7 @@
                    msg_list.append(f"【{key}】中已经有{success_codes_count}个成交代码")
                    log.logger_kpl_debug.debug(f"{code}：板块（{key}）已经有成交【{trade_success_blocks_count[key]}】")
                    continue
            return True, block_msg, block_type
            return True, block_msg
            # 板块可以下单数量
            # if trade_block_codes_dict.get(key) is None or len(trade_block_codes_dict.get(key)) < \
            #         can_buy_codes_count_dict[key]:
@@ -580,7 +534,7 @@
            #     order_count = len(trade_block_codes_dict.get(key))
            #     msg_list.append(f"【{key}】中下单代码数量{order_count}/允许下单数量{can_buy_codes_count_dict[key]}")

        return False, ",".join(msg_list), block_type
        return False, ",".join(msg_list)


if __name__ == "__main__":

 third_data/kpl_block_util.py

@@ -7,6 +7,7 @@
import datetime
import time

import constant
from utils import tool


@@ -55,25 +56,16 @@
    return False, ""


# 是否是猛拉板块
# 是否主板开1
# limit_up_record_datas 今日历史涨停
def is_soon_limit_up(code, block, limit_up_record_datas):
    block_codes_infos = []
    limit_up_time = time.time()
def is_shsz_open_limit_up(code, block, limit_up_record_datas, code_block_dict):
    # 获取今日9：30的时间戳
    time_str = datetime.datetime.now().strftime("%Y-%m-%d") + " 09:30:00"
    timestamp = time.mktime(time.strptime(time_str, '%Y-%m-%d %H:%M:%S'))
    for k in limit_up_record_datas:
        if k[2] == block:
            if k[3] != code:
                block_codes_infos.append((k[3], int(k[5])))
            else:
                limit_up_time = int(k[5])
    # 排序
    block_codes_infos.append((code, limit_up_time))
    block_codes_infos.sort(key=lambda x: x[1])
    if len(block_codes_infos) < 2:
        return False, ""
    if block_codes_infos[1][1] - block_codes_infos[0][1] < 30 * 60:
        # 首次涨停时间间隔30分钟内
        return True, f"板块：{block}  龙1：{block_codes_infos[0][0]} 龙2：{block_codes_infos[1][0]}"
        if code_block_dict.get(k[3]) == block:
            if int(k[5]) < timestamp:
                return True, f"{k[3]}开一"
    return False, ""


@@ -90,14 +82,51 @@
        return True


# 获取主板身位
def get_sh_sz_code_rank(code, block, limit_up_record_datas):
# 是否是前几的板块
def is_top_block(code, block, limit_up_record_datas, topn):
    block_codes_infos = []
    limit_up_time = time.time()
    for k in limit_up_record_datas:
        if k[3].find("00") != 0 and k[3].find("60") != 0:
        if k[3] != code:
            block_codes_infos.append((k[3], k[2], int(k[5])))
        else:
            limit_up_time = int(k[5])
    # 排序
    block_codes_infos.append((code, block, limit_up_time))
    block_first_limit_up_dict = {}
    for b in block_codes_infos:
        if b[1] not in block_first_limit_up_dict:
            block_first_limit_up_dict[b[1]] = b
        else:
            if b[2] < block_first_limit_up_dict[b[1]][2]:
                block_first_limit_up_dict[b[1]] = b
    block_codes_infos = [block_first_limit_up_dict[k] for k in block_first_limit_up_dict]
    block_codes_infos.sort(key=lambda x: x[2])
    # 去除通用涨停原因
    index = 0
    for d in block_codes_infos:
        if d[1] in constant.KPL_INVALID_BLOCKS:
            continue
        if k[2] == block:
        if d[1] == block:
            if index + 1 <= topn:
                return True
            else:
                return False
        index += 1
    if index <= topn:
        return True
    return False


# 获取当日历史身位
# shsz:是否主板
def get_code_record_rank(code, block, limit_up_record_datas, code_limit_up_reason_dict, shsz=True):
    block_codes_infos = []
    limit_up_time = time.time()
    for k in limit_up_record_datas:
        if shsz and k[3].find("00") != 0 and k[3].find("60") != 0:
            continue
        if code_limit_up_reason_dict.get(k[3]) == block:
            if k[3] != code:
                block_codes_infos.append((k[3], int(k[5])))
            else:
@@ -110,16 +139,20 @@
    return 0


# 获取身位
def get_code_rank(code, block, limit_up_record_datas):
# 获取当日实时身位
# before_blocks_dict格式位{"代码":set("板块")}
def get_code_current_rank(code, block, current_limit_up_datas, code_limit_up_reason_dict, shsz=False):
    block_codes_infos = []
    limit_up_time = time.time()
    for k in limit_up_record_datas:
        if k[2] == block:
            if k[3] != code:
                block_codes_infos.append((k[3], int(k[5])))
    for k in current_limit_up_datas:
        if shsz and k[0].find("00") != 0 and k[0].find("60") != 0:
            continue
        if code_limit_up_reason_dict.get(k[0]) == block:
            if k[0] != code:
                # 代码.涨停时间
                block_codes_infos.append((k[0], int(k[2])))
            else:
                limit_up_time = int(k[5])
                limit_up_time = int(k[2])
    block_codes_infos.append((code, limit_up_time))
    block_codes_infos.sort(key=lambda x: x[1])
    for i in range(0, len(block_codes_infos)):