买入策略调整

Administrator

2023-11-29 f62bb70f7ec94d513fad29572deec78a33a2d9bc

买入策略调整

 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（5天内有3个涨停）")
                    # 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/l2_data_manager_new.py

@@ -852,6 +852,12 @@
            return False, True, f"均价涨幅({average_rate})小于1%"

        # -------量的约束--------
        if float(limit_up_price) < 3.0 and cls.volume_rate_info[code][0] < 0.6:
            return False, True, f"涨停价小于3块，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        if HighIncreaseCodeManager().is_in(code) and cls.volume_rate_info[code][0] < 0.6:
            return False, True, f"股价涨得过高，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        if cls.volume_rate_info[code][0] < 0.2:
            return False, True, f"当日量比({cls.volume_rate_info[code][0]})小于0.2"
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
@@ -862,14 +868,9 @@
        if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
            # 最近几天有最大量，判断量比是否大于60%
            if cls.volume_rate_info[code][0] < 0.6:
                HighIncreaseCodeManager().add_code(code)
                # HighIncreaseCodeManager().add_code(code)
                return False, True, f"近日出现最大量，当日量比({cls.volume_rate_info[code][0]})小于0.6"

        # ------自由流通市值约束------
        zyltgb = global_util.zyltgb_map.get(code)
        if zyltgb:
            if zyltgb < 10 * 100000000:
                return False, True, f"自由流通小于10亿（{zyltgb}）"

        total_data = local_today_datas.get(code)
        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
@@ -1019,6 +1020,11 @@
            return False, True, "尚未获取到板块信息"

        if can_buy_result[1]:
            # ------自由流通市值约束------
            zyltgb = global_util.zyltgb_map.get(code)
            if zyltgb:
                if zyltgb < 10 * 100000000:
                    return False, True, f"独苗，自由流通小于10亿（{zyltgb}）"
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                return False, True, f"独苗：量比（{cls.volume_rate_info[code][0]}）未达到60%"


 test/l2_trade_test.py

@@ -216,15 +216,17 @@

    # @unittest.skip("跳过此单元测试")
    def test_block(self):
        code = "002962"
        KPLCodeJXBlockManager().load_jx_blocks(code, 14.99, 14.99)
        KPLCodeJXBlockManager().load_jx_blocks(code, 14.99, 14.99)
        code = "002036"
        KPLCodeJXBlockManager().load_jx_blocks(code, 11.83, 11.83, kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())

        block_info.init_code(code)
        kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
        yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
        kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(),
                                                                 kpl_data_manager.KPLDataManager.get_data(
                                                                     kpl_util.KPLDataType.LIMIT_UP))
        KPLCodeJXBlockManager().load_jx_blocks(code, 11.83, 11.83,
                                               kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())

        CodePlateKeyBuyManager.update_can_buy_blocks(code,
                                                     kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,

 third_data/code_plate_key_manager.py

@@ -37,7 +37,7 @@
    def __get_redis(self):
        return self.__redisManager.getRedis()

    def save_jx_blocks(self, code, blocks: list, by=False):
    def save_jx_blocks(self, code, blocks: list, current_limit_up_blocks: set, by=False):
        if not blocks:
            return
        final_blocks = copy.deepcopy(blocks)
@@ -47,11 +47,10 @@
            blocks.sort(key=lambda x: x[2])
            blocks.reverse()
            for b in blocks:
                if b[2] > 0 and b[1] not in constant.KPL_INVALID_BLOCKS:
                if (b[2] > -1 or b[1] in current_limit_up_blocks) and b[1] not in constant.KPL_INVALID_BLOCKS:
                    final_blocks.append(b)
            if len(final_blocks) < 2:
                final_blocks = blocks

        # 保存前2条数据
        if by:
            RedisUtils.setex_async(self.__db, f"kpl_jx_blocks_by-{code}", tool.get_expire(), json.dumps(final_blocks))
@@ -89,8 +88,8 @@
        else:
            return self.__code_blocks.get(code)

    # 从网络上加载精选板块
    def load_jx_blocks(self, code, buy_1_price, limit_up_price):
    # 从网络上加载精选板块, 当前涨停的板块
    def load_jx_blocks(self, code, buy_1_price, limit_up_price, current_limit_up_blocks):
        try:
            # logger_kpl_block_can_buy.info(f"准备更新精选板块：{code}-{buy_1_price}-{limit_up_price}")
            if limit_up_price and buy_1_price:
@@ -102,7 +101,7 @@
                    jx_blocks_info = self.get_jx_blocks_cache(code)
                    if not jx_blocks_info:
                        blocks = kpl_api.getCodeJingXuanBlocks(code)
                        self.save_jx_blocks(code, blocks)
                        self.save_jx_blocks(code, blocks, current_limit_up_blocks)
                        async_log_util.info(logger_kpl_block_can_buy, f"{code}:获取到精选板块-{blocks}")
                    else:
                        # 还没涨停的需要更新精选板块 更新精选板块
@@ -120,14 +119,14 @@
                            if time.time() - jx_blocks_info[1] > UPDATE_TIME_SPACE:
                                # 距离上次更新时间过去了5分钟
                                blocks = kpl_api.getCodeJingXuanBlocks(code)
                                self.save_jx_blocks(code, blocks)
                                self.save_jx_blocks(code, blocks, current_limit_up_blocks)
                                async_log_util.info(logger_kpl_block_can_buy, f"{code}:获取到精选板块（更新）-{blocks}")

                elif price_rate > 0.03:
                    # 添加备用板块
                    if not self.get_jx_blocks_cache(code, by=True):
                        blocks = kpl_api.getCodeJingXuanBlocks(code)
                        self.save_jx_blocks(code, blocks, by=True)
                        self.save_jx_blocks(code, blocks,current_limit_up_blocks, by=True)
                        async_log_util.info(logger_kpl_block_can_buy, f"{code}:获取到精选板块(备用)-{blocks}")
        except Exception as e:
            logger_kpl_block_can_buy.error(f"{code} 获取板块出错")

 third_data/kpl_data_manager.py

@@ -213,6 +213,12 @@
    def get_current_reason_codes_dict(cls):
        return copy.deepcopy(cls.__current_reason_codes_dict)

    @classmethod
    def get_current_reasons(cls):
        if cls.__current_reason_codes_dict:
            return cls.__current_reason_codes_dict.keys()
        return set()


class KPLDataManager:
    __latest_datas = {}

 trade/huaxin/huaxin_trade_api_server.py

@@ -19,7 +19,7 @@
from third_data import block_info, kpl_api
from third_data.code_plate_key_manager import KPLCodeJXBlockManager
from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi
from third_data.kpl_data_manager import KPLDataManager
from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager
from third_data.kpl_util import KPLDataType
from trade import trade_manager, trade_huaxin, l2_trade_util

@@ -478,7 +478,7 @@
                    # 如果在9:24-9:30 需要加载板块
                    if int("092400") < int(tool.get_now_time_str().replace(":", "")) < int("093000"):
                        for d in datas:
                            KPLCodeJXBlockManager().load_jx_blocks(d[0], gpcode_manager.get_price(d[0]), float(d[2]))
                            KPLCodeJXBlockManager().load_jx_blocks(d[0], gpcode_manager.get_price(d[0]), float(d[2]),  KPLLimitUpDataRecordManager.get_current_reasons())
                            time.sleep(1)
                    logger_l2_codes_subscript.info("({})发送到华鑫L2代码处理队列：数量-{}", request_id, len(datas))
        except Exception as e:

 trade/huaxin/huaxin_trade_server.py

@@ -419,7 +419,7 @@
                logger_debug.exception(e)

            # ----------------------------------板块相关------------------------------
            cls.__KPLCodeJXBlockManager.load_jx_blocks(code, buy_1_price, limit_up_price)
            cls.__KPLCodeJXBlockManager.load_jx_blocks(code, buy_1_price, limit_up_price, kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
            # 更新板块信息
            yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
            CodePlateKeyBuyManager.update_can_buy_blocks(code,