下单策略修改

Administrator

2024-08-12 ea1e94b2099f3635508cc00f0723495e2034ee98

下单策略修改

 code_attribute/code_nature_analyse.py

@@ -218,8 +218,8 @@
    p10 = is_latest_10d_max_volume_at_latest_2d(code, record_datas)
    # 最近5天是否炸板
    p11 = __is_latest_open_limit_up(code, record_datas, 5)
    # 30天内是否有涨停
    p12 = __has_limit_up(code, record_datas, 30)
    # 90天内是否有涨停
    p12 = __has_limit_up(code, record_datas, 90)
    # 最近5天是否跌停
    p13 = __is_latest_limit_down(code, record_datas, 5)

@@ -627,7 +627,8 @@
def __has_limit_up(code, datas, day_count):
    datas = copy.deepcopy(datas)
    datas.sort(key=lambda x: x["bob"])
    datas = datas[0 - day_count:]
    if len(datas) > day_count:
        datas = datas[0 - day_count:]
    if len(datas) >= 1:
        for i in range(0, len(datas)):
            item = datas[i]

 l2/l2_data_manager_new.py

@@ -846,6 +846,11 @@
            return False, True, f"14:57后不能交易"
        if 130100 >= now_time_int >= 112900 or now_time_int < 93100:
            if now_time_int < 93100:
                # 判断近120天是否有涨停
                k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
                if k_format and len(k_format) >= 12 and not k_format[11]:
                    return False, True, f"09:31:00之前下单，90个交易日无涨停"

                # 判断成交的大单数量
                data_list = BigOrderDealManager().get_total_buy_money_list(code)
                bigger_money = 2990000
@@ -854,8 +859,8 @@
                    if d < bigger_money:
                        continue
                    fdatas.append(d)
                if len(fdatas) < 3:
                    return False, True, f"09:31:00之前下单，成交大单数量（{len(fdatas)}）不足3个"
                if len(fdatas) < 1:
                    return False, True, f"09:31:00之前下单，成交大单数量（{len(fdatas)}）不足1个"
                else:
                    # 判断数据是否卡
                    total_datas = local_today_datas.get(code)
@@ -938,28 +943,35 @@
                        buy1_money = 1
                    deal_rate = round(total_deal_money / buy1_money, 2)
                    if deal_rate < 0.05:
                        return False, True, f"板上放量成交金额不足，近2s总成交比例({deal_rate})：{total_deal_money}/{buy1_money}小于0.05"
            # 判断成交进度是否距离我们的位置很近
            trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
            if False and not is_default and trade_index:
                not_cancel_num = 0
                num_operate_map = local_today_num_operate_map.get(code)
                for i in range(trade_index + 1, total_data[-1]["index"] + 1):
                    if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
                        left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                                 total_data[
                                                                                                                     i][
                                                                                                                     "index"],
                                                                                                                 total_data,
                                                                                                                 local_today_canceled_buyno_map.get(
                                                                                                                     code))
                        if left_count > 0:
                            not_cancel_num += total_data[i]["val"]["num"]
                m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
                if m_base_val > not_cancel_money:
                    return False, False, f"成交位置距离当前位置纯买额({not_cancel_money})小于m值({m_base_val})"
                        # 判断成交进度到当前数据的笔数，如果少于10笔且还有未成交的大单（>=299）就可以下单
                        trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
                        if trade_index is None:
                            trade_index = 0
                        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 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,
                                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, True, f"板上放量成交金额不足，近2s总成交比例({deal_rate})：{total_deal_money}/{buy1_money}小于0.05，未成交数量-{total_count}，大单数量-{total_big_count}"
            # 上证下单需要有成交大单（包含主动买与被动买）或者挂买的大单
            if tool.is_sh_code(code):
                deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
@@ -1103,36 +1115,10 @@
        if is_in_strong_time_30 and is_best_zylt:
            # 强势30分钟，最优市值, 有可以下单的板块，不看量
            return True, False, can_buy_result[2]
        # 注释量的影响
        # if k_format and (k_format[1][0] or k_format[3][0]) and len(k_format) >= 12 and k_format[11]:
        #     # 破前高/接近前高且30天内有涨停
        #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
        #         return False, True, f"股价创新高或者逼近前高且30天内有涨停,当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[1]}"

        # 注释量的影响
        # if HighIncreaseCodeManager().is_in(code):
        #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.59:
        #         return False, True, f"5天内3次涨停，量未达到59%（{cls.volume_rate_info[code][0]}）"
        msg_list = []
        if is_in_strong_time:
            msg_list.append("强势10分钟")
            # 上5个交易日有炸板之后
            # 注释量的影响
            # if has_open_limit_up_in_5:
            #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
            #         return False, True, f"强势10分钟,上5个交易日炸板,量未达到{0.15}({cls.volume_rate_info[code][0]})"
            #
            # # 上5个交易日有跌停
            # if has_limit_down_in_5:
            #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
            #         return False, True, f"强势10分钟,上5个交易日跌停,量未达到{0.15}({cls.volume_rate_info[code][0]})"
            #
            # # 获取量的参考日期
            # if code in global_util.max60_volumn:
            #     day = global_util.max60_volumn[code][1]
            #     if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
            #         if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15 and not is_special:
            #             return False, True, f"强势10分钟，参考量在最近5天，无辨识度，量未达到0.15({cls.volume_rate_info[code][0]})"

            # 独苗
            if not can_buy_result[0] and can_buy_result[1]:
@@ -1141,16 +1127,6 @@
                    # 如果没有辨识度才不买
                    if not is_special:
                        return False, True, f"强势10分钟，无辨识度， 独苗（{can_buy_result[4]}）不下单（{can_buy_result[4]}）自由流通市值（{zyltgb_as_yi}）不是特优市值"
                # 注释量的影响
                # if k_format and (k_format[1][0] or k_format[3][0]):
                #     msg_list.append("股价创新高或者逼近前高")
                #     # 股价创新高或者逼近前高
                #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
                #         return False, True, f"强势10分钟，独苗（{can_buy_result[4]}），股价创新高或者逼近前高,当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[1]}"
                # else:
                #     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
                #         0] and not is_special:
                #         return False, True, f"强势10分钟，无辨识度，独苗（{can_buy_result[4]}）,当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
            elif not can_buy_result[0]:
                return False, True, f"非独苗不满足身位：{can_buy_result[2]}"
            else: