激进买入

Administrator

2024-08-28 bda4216d608a12db7132c97083c19ecdad48d78f

激进买入

 api/outside_api_command_callback.py

@@ -33,7 +33,7 @@
    logger_trade, logger_trade_position_api_request, logger_request_api, \
    logger_real_place_order_position, logger_device
from output import l2_output_util
from third_data import kpl_data_manager, kpl_util, history_k_data_manager
from third_data import kpl_data_manager, kpl_util, history_k_data_manager, huaxin_l1_data_manager
from third_data.code_plate_key_manager import CodePlateKeyBuyManager
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
@@ -136,7 +136,7 @@
                                raise Exception("尚未获取到现价")
                            # 获取买1金额
                            price = round(float(current_price), 2)
                            buy1_info = L1DataManager.current_buy1_dict.get(code)
                            buy1_info = huaxin_l1_data_manager.get_buy1_info(code)
                            if buy1_info and buy1_info[0] * buy1_info[1] > 50 * 10000:
                                # 如果买1在50w以上就加一档
                                price += 0.01

 code_attribute/code_volumn_manager.py

@@ -86,6 +86,11 @@
    return _volumn


# 获取今日量
def get_today_volumn_cache(code):
    return global_util.today_volumn.get(code)


# 获取量比（今日量/max(60天最大量,昨日量)）
# 将总卖量计算在内
def get_volume_rate(code, total_sell_volume=0, with_info=False):

 servers/data_server.py

@@ -18,7 +18,7 @@
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager
from output.limit_up_data_filter import IgnoreCodeManager
from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager
from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager, \
    KPLCodeLimitUpReasonManager
@@ -826,6 +826,7 @@
                        pass
                    try:
                        OpenLimitUpGoodBlocksBuyStrategy.set_current_limit_up_data(result_list_)
                        CodePlateKeyBuyManager.compute_open_limit_up_code_dict_for_radical_buy(result_list_)
                    except:
                        pass


 servers/huaxin_trade_server.py

@@ -37,7 +37,7 @@
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript
from third_data import block_info, kpl_data_manager, history_k_data_manager
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager
from third_data.history_k_data_util import JueJinApi
from trade import trade_manager, l2_trade_util, \
@@ -277,7 +277,6 @@
    __GCancelBigNumComputer = GCancelBigNumComputer()
    __sell_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
    __process_l1_data_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
    current_buy1_dict = {}
    __updating_jx_blocks_codes = set()

    @classmethod
@@ -341,7 +340,7 @@
            # 格式 (代码,现价,涨幅,量,更新时间,买1价格,买1量)
            price = d[1]
            L1DataManager.set_l1_current_price(code, price)
            cls.current_buy1_dict[code] = (d[5], d[6])
            huaxin_l1_data_manager.set_buy1_data(code,d[5], d[6])

    # 获取L1现价
    @classmethod

 third_data/code_plate_key_manager.py

@@ -4,12 +4,13 @@

# 涨停代码关键词板块管理
import copy
import datetime
import json
import time

import constant
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
from third_data import kpl_block_util, kpl_api, kpl_util, kpl_data_constant, huaxin_l1_data_manager
from settings.trade_setting import MarketSituationManager
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import HistoryKDatasUtils
@@ -511,7 +512,7 @@
        return self.__redisManager.getRedis()

    # 返回key集合(排除无效板块),今日涨停原因,今日历史涨停原因,历史涨停原因,二级,精选板块
    def get_plate_keys(self, code):
    def get_plate_keys(self, code, contains_today = True):
        """
        获取代码的板块: （180天的涨停原因+推荐原因）+今日涨停原因+今日涨停推荐原因+今日推荐原因
        @param code:
@@ -543,12 +544,13 @@
        if jingxuan_block_info:
            jingxuan_blocks = jingxuan_block_info[0]
            k4 |= set(jingxuan_blocks)  # set([x[1] for x in jingxuan_blocks])
        if k1:
        if k1 and contains_today:
            # 涨停过
            keys |= k1

        # 获取不到涨停原因
        keys |= k4
        if contains_today:
            keys |= k4
        keys = keys - set(constant.KPL_INVALID_BLOCKS)
        return keys, k1, k11, k2, k3, k4

@@ -852,14 +854,18 @@
        # 加载涨停代码的目标板块
        def load_code_block():
            if limit_up_record_datas:
                # 获取今日9:30以前的时间
                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 d in limit_up_record_datas:
                    if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
                        code_limit_up_reasons_dict[d[3]] = {list(before_blocks_dict.get(d[3]))[0]}
                    else:
                        code_limit_up_reasons_dict[d[3]] = {d[2]}
                        # 不包含推荐原因
                        # if d[6]:
                        #     code_limit_up_reasons_dict[d[3]] |= set(d[6].split("、"))
                        # 开1才能包含推荐原因
                        if d[6] and int(d[5]) < timestamp:
                            code_limit_up_reasons_dict[d[3]] |= set(d[6].split("、"))
            return code_limit_up_reasons_dict

        if current_limit_up_datas is None:
@@ -1045,5 +1051,58 @@
            can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks)



    @classmethod
    def compute_open_limit_up_code_dict_for_radical_buy(cls, current_limit_up_datas):
        """
        计算开1的代码信息，不包含5板以上的
        @param current_limit_up_datas:
        @return:
        """
        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'))
        temp_dict = {}
        for d in current_limit_up_datas:
            code = d[0]
            # d: (代码, 名称, 首次涨停时间, 最近涨停时间, 几板, 涨停原因, 板块, 实际流通, 主力净额,涨停原因代码,涨停原因代码数量)
            # 计算是否开1
            if int(d[2]) >= timestamp:
                continue
            # 剔除5板以上的
            if d[4].find("连板") > 0 and int(d[4].replace("连板","")) >=5:
                continue
            buy1_money = huaxin_l1_data_manager.get_buy1_money(code)
            if not buy1_money or buy1_money < 1e8:
                continue
            if not tool.is_can_buy_code(code):
                continue
            # 买1是否大于1亿
            blocks =  {d[5]}
            if d[6]:
                blocks |= set(d[6].split("、"))
            blocks-=constant.KPL_INVALID_BLOCKS
            temp_dict[code] = (kpl_util.get_high_level_count(d[4]), d[6])
        kpl_data_constant.open_limit_up_code_dict_for_radical_buy = temp_dict


    @classmethod
    def is_radical_buy(cls, code):
        """
        是否是激进买
        @param code:
        @return:
        """
        # 获取今日开一的代码,剔除5板以上的
        current_limit_up_datas = kpl_data_constant.current_limit_up_datas
        # 计算

        # 获取代码的板块
        keys_, k1_, k11_, k2_, k3_, k4_ = cls.__TargetCodePlateKeyManager.get_plate_keys(code, contains_today=False)
        # 获取





if __name__ == "__main__":
    pass

 third_data/huaxin_l1_data_manager.py

New file
@@ -0,0 +1,36 @@
"""
华鑫L1数据管理器
"""
__current_buy1_data_dict = {}


def set_buy1_data(code, buy1_price, buy1_volume):
    """
    设置买1的数据
    @param code:
    @param buy1_price:
    @param buy1_volume:
    @return:
    """
    __current_buy1_data_dict[code] = (buy1_price, buy1_volume)


def get_buy1_info(code):
    """
    获取买1信息
    @param code:
    @return:
    """
    return __current_buy1_data_dict.get(code)


def get_buy1_money(code):
    """
    获取买1金额
    @param code:
    @return:
    """
    info = get_buy1_info(code)
    if not info:
        return None
    return info[0] * info[1]

 third_data/kpl_data_constant.py

New file
@@ -0,0 +1,5 @@
# 当前涨停数据
current_limit_up_datas = []

# 用于计算激进买开1的板数：{"代码":(几版,板块)}
open_limit_up_code_dict_for_radical_buy = None

 third_data/kpl_data_manager.py

@@ -16,7 +16,7 @@
from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
from log_module.log import logger_kpl_limit_up_reason_change, logger_debug, logger_kpl_limit_up, \
    logger_kpl_open_limit_up
from third_data import kpl_util, kpl_api
from third_data import kpl_util, kpl_api, kpl_data_constant
from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodesHisReasonAndBlocksManager

# 代码对应的涨停原因保存
@@ -97,11 +97,11 @@
                    code_block_dict[code] = set()
                code_block_dict[code].add(b)
                # 设置涨停数据

        if records:
            cls.latest_origin_datas = records
            cls.__LimitUpCodesPlateKeyManager.set_today_limit_up(
                [(r[0], r[5], r[6].split('、') if r[6] else []) for r in records])
            kpl_data_constant.current_limit_up_datas = records

        code_reasons_dict = {}
        reason_codes_dict = {}

 utils/buy_strategy_util.py

@@ -3,10 +3,12 @@
"""
import time

from code_attribute import gpcode_manager
from code_attribute import gpcode_manager, code_volumn_manager
from l2 import l2_data_util, l2_data_source_util, transaction_progress
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from log_module import async_log_util
from log_module.log import logger_l2_error
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from trade import trade_data_manager
from utils import tool, buy_condition_util, global_util
@@ -141,33 +143,52 @@
    @param trade_index:
    @return:
    """
    total_data = l2_data_util.local_today_datas.get(code)
    total_count = 0
    total_big_count = 0
    for i in range(trade_index + 1, total_data[-1]["index"] + 1):
        data = total_data[i]
        val = data["val"]
        if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
            continue
        money = val["num"] * float(val["price"])
        if money < 5000:
            continue
    # 获取今日成交量与参考量
    # today = get_today_volumn(code)
    # max60, yesterday = get_histry_volumn(code)
    try:
        today_volume = code_volumn_manager.get_today_volumn_cache(code)
        histry_volumn = code_volumn_manager.get_histry_volumn(code)
        if not today_volume or not histry_volumn:
            return False, "尚未获取到量"
        threshhold_volume = (histry_volumn[0][0] - today_volume) // 3
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        threshhold_volumes = threshhold_volume // 100, int(50000 / limit_up_price), int(200000 / limit_up_price)

        left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
            code,
            i,
            total_data,
            l2_data_util.local_today_canceled_buyno_map.get(
                code))
        if left_count > 0:
            total_count += 1
            if money > 29900:
                total_big_count += 1
            if total_count > 10:
                break
    if total_count > 10 or total_big_count < 1:
        return False, f"未成交数量-{total_count}，大单数量-{total_big_count}"
    return True, ""
        total_data = l2_data_util.local_today_datas.get(code)
        total_count = 0
        total_big_count = 0
        total_num = 0
        for i in range(trade_index + 1, total_data[-1]["index"] + 1):
            data = total_data[i]
            val = data["val"]
            if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
                continue
            money = val["num"] * float(val["price"])
            if money < 5000:
                continue

            left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                code,
                i,
                total_data,
                l2_data_util.local_today_canceled_buyno_map.get(
                    code))
            if left_count > 0:
                total_num += val["num"]
                total_count += 1
                if money > 29900:
                    total_big_count += 1
                if threshhold_volumes[2] < total_num:
                    break
        if threshhold_volumes[1] <= total_num <= threshhold_volumes[2] and total_num < threshhold_volumes[
            0] and total_big_count > 0:
            # 剩余的值在500w-2000w之间才会参与计算
            return True, ""
        return False, f"未成交手数-{total_num}，阈值-{threshhold_volumes[0]}，大单数量-{total_big_count}"
    except Exception as e:
        async_log_util.error(logger_l2_error, f"计算是否距离成交进度位置近：{str(e)}")
        return False, "计算异常"


def is_quantization(code, start_index, end_index):