添加推送消息/有辨识度的选票逻辑更改/自由市值条件修改

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2024-01-10 fa585f59d291097b1cefb2f58cead999f042d169

添加推送消息/有辨识度的选票逻辑更改/自由市值条件修改

 l2/l2_data_manager_new.py

@@ -1021,54 +1021,53 @@
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
                return False, True, f"上5个交易日跌停,量未达到{0.29}({cls.volume_rate_info[code][0]})"


        is_special = True if k_format and k_format[8][0] else False
        # 获取市场行情
        situation = cls.__MarketSituationManager.get_situation_cache()
        zylt_threshold = buy_condition_util.get_zyltgb_threshold(situation)
        zyltgb = global_util.zyltgb_map.get(code)
        if k_format and k_format[8][0]:
        if is_special:
            # 具有辨识度
            zyltgb = zylt_threshold[1] + 1
            zyltgb = zylt_threshold[2] + 1

        if zyltgb >= zylt_threshold[0]:
            return False, True, f"{zylt_threshold[0] // 100000000}亿以上的都不买（{zyltgb}）"
        if zyltgb >= zylt_threshold[1]:
            return False, True, f"{zylt_threshold[1] // 100000000}亿以上的都不买（{zyltgb}）"

        if zyltgb < zylt_threshold[0]:
            return False, True, f"{zylt_threshold[0] // 100000000}亿以下的都不买（{zyltgb}）"

        if HighIncreaseCodeManager().is_in(code):
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
                return False, True, f"5天内3次涨停，量未达到80%（{cls.volume_rate_info[code][0]}）"

        msg_list = []
        if now_timestamp <= int("094000"):
            msg_list.append("强势10分钟")
            # 独苗
            if not can_buy_result[0] and can_buy_result[1]:
                msg_list.append("独苗")
                if zyltgb < zylt_threshold[1] or zyltgb > zylt_threshold[2]:
                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
                    # 如果没有辨识度才不买
                    if k_format and k_format[8][0]:
                        # 有辨识度
                        pass
                    else:
                        return False, True, f"强势10分钟，独苗（{can_buy_result[4]}）不下单（{can_buy_result[4]}）自由流通市值（{zyltgb}）不满足条件"
                    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}）不满足条件"
                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]:
                        return False, True, f"强势10分钟，独苗（{can_buy_result[4]}）,当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                    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]}"
            else:
                msg_list.append("非独苗")
                if zyltgb < zylt_threshold[1] or zyltgb > zylt_threshold[2]:
                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
                    msg_list.append("不满足自由流通")
                    if k_format and (k_format[1][0] or k_format[3][0]):
                        # 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，后排，不满足自由市值，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]:
                            return False, True, f"强势10分钟，后排,不满足自由市值，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                        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，后排,无辨识度，不满足自由市值，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                else:
                    msg_list.append("满足自由流通")
                    # 后排，满足自由流通市值需要下单
@@ -1079,39 +1078,40 @@
            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] < volume_rate_thresholds[1]:
                        return False, True, f"参考量在最近5天,量未达到{volume_rate_thresholds[1]}({cls.volume_rate_info[code][0]})"
                    if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1] and not is_special:
                        return False, True, f"参考量在最近5天，无辨识度，量未达到{volume_rate_thresholds[1]}({cls.volume_rate_info[code][0]})"

            # 非强势10分钟只买主线
            if not can_buy_result[0] and can_buy_result[1]:
                return False, True, f"非强势10分钟，独苗（{can_buy_result[4]}）不下单"
                if not is_special:
                    return False, True, f"非强势10分钟，无辨识度，独苗（{can_buy_result[4]}）不下单"
            if can_buy_result[3]:
                # 强势主线
                if zyltgb < zylt_threshold[1] or zyltgb > zylt_threshold[2]:
                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
                    if k_format and (k_format[1][0] or k_format[3][0]):
                        # 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"非强势10分钟，强势主线后排，不满足自由市值，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]:
                            return False, True, f"非强势10分钟，强势主线后排,不满足自由市值，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                        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"非强势10分钟，强势主线后排,不满足自由市值，无辨识度，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                else:
                    if k_format and (k_format[1][0] or k_format[3][0]):
                        if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[0]:
                            return False, True, f"非强势10分钟，强势主线后排,满足自由市值，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[0]}"
            else:
                # 非强势主线
                if zyltgb < zylt_threshold[1] or zyltgb > zylt_threshold[2]:
                    if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
                        return False, True, f"非强势10分钟，非强势主线后排【主线后排】，不满足自由市值, 当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[1]}"
                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
                    if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1] and not is_special:
                        return False, True, f"非强势10分钟，非强势主线后排【主线后排】，不满足自由市值,无辨识度， 当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[1]}"
                else:
                    if k_format and (k_format[1][0] or k_format[3][0]):
                        # 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"非强势10分钟，非强势主线后排【主线后排】，满足自由市值，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]:
                            return False, True, f"非强势10分钟，非强势主线后排【主线后排】, 满足自由市值，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
                        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"非强势10分钟，非强势主线后排【主线后排】, 满足自由市值，无辨识度，当日量比({cls.volume_rate_info[code][0]})小于{volume_rate_thresholds[0]}"
            return True, False, can_buy_result[2]

    @classmethod
@@ -1247,7 +1247,7 @@
                    trade_index, is_default = TradeBuyQueue().get_traded_index(code)
                    if trade_index and not is_default:
                        m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                        thresh_hold_num = m_base_val * 3 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
                        thresh_hold_num = m_base_val * 4 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
                        # 真实下单位到成交位置的纯买额 * 3
                        total_num = 0
                        for i in range(trade_index + 1, buy_single_index):
@@ -1264,7 +1264,7 @@
                            total_num += left_count * val["num"]
                            if total_num > thresh_hold_num:
                                break
                        if total_num > thresh_hold_num and False:
                        if total_num > thresh_hold_num:
                            # 距离成交进度位置过远
                            l2_log.debug(code,
                                         f"获取的信号位无效（板上买，范围：{trade_index + 1}-{order_begin_pos.buy_single_index} 未成交总手{total_num}/阈值{thresh_hold_num}）")

 l2/l2_transaction_data_manager.py

@@ -8,14 +8,15 @@
from code_attribute import gpcode_manager
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from log_module import async_log_util
from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
    hx_logger_l2_transaction_desc, logger_debug
from msg import push_msg_manager
from third_data import kpl_data_manager
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
@@ -135,12 +136,14 @@
                LCancelRateManager.compute_big_num_deal_rate(code)

            buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)

            if buy_progress_index is not None:
                self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas)
                buy_progress_index_changed = self.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
                                                                                   total_datas)

                async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
                                    buy_progress_index)

            if buy_progress_index is not None:
                LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
                                                           total_datas)
                FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
@@ -165,6 +168,28 @@
                        #     L2TradeDataProcessor.cancel_buy(code, msg)
                    except Exception as e:
                        logger_debug.exception(e)
                    if buy_progress_index_changed:
                        # 交易进度变化，判断到真实下单位置的距离
                        real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
                        if real_order_index and real_order_index >= buy_progress_index:
                            left_count = 0
                            for i in range(buy_progress_index + 1, real_order_index):
                                val = total_datas[i]["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                if val["num"] * float(val["price"]) < 5000:
                                    continue
                                left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                                    code, i,
                                    total_datas,
                                    local_today_canceled_buyno_map.get(
                                        code))
                                if left_count > 0:
                                    left_count += 1
                            if left_count <= 3:
                                # 当成交进度距离真实下单位置不足3笔时推送即将成交的消息
                                push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))

            else:
                pass
            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:

 l2/transaction_progress.py

@@ -188,6 +188,8 @@
    # 设置交易进度
    def set_traded_index(self, code, index, total_datas = None):
        last_info = self.latest_buy_progress_index_cache.get(code)
        # 交易进度是否改变
        traded_index_changed = False
        if not last_info or last_info[0] != index:
            if last_info and total_datas:
                val = total_datas[last_info[0]]['val']
@@ -196,7 +198,9 @@
                    # 成交速率
                    self.trade_speed_cache[code] = rate
            self.latest_buy_progress_index_cache[code] = (index, time.time())
            traded_index_changed = True
        self.__save_buy_progress_index(code, index, False)
        return traded_index_changed

    # 获取成交速率
    def get_trade_speed(self, code):

 third_data/code_plate_key_manager.py

@@ -590,8 +590,8 @@
                zyltgb = global_util.zyltgb_map.get(code)
                situation = MarketSituationManager().get_situation_cache()
                zylt_threshold = buy_condition_util.get_zyltgb_threshold(situation)
                if zyltgb and zylt_threshold[1] <= zyltgb <= zylt_threshold[2]:
                    return True, False, f"【{block}】强势板块 自由流通市值({zyltgb})大于{zylt_threshold[1]//100000000}亿 小于{zylt_threshold[2]//100000000}亿", is_strong_block
                if zyltgb and zylt_threshold[2] <= zyltgb <= zylt_threshold[3]:
                    return True, False, f"【{block}】强势板块 自由流通市值({zyltgb})大于{zylt_threshold[2]//100000000}亿 小于{zylt_threshold[3]//100000000}亿", is_strong_block
            return False, False, f"【{block}】前排代码：{front_current_shsz_rank_codes} 超过{len(current_open_limit_up_codes) + max_rank}个", is_strong_block

        # 过时的代码

 third_data/data_server.py

@@ -528,6 +528,7 @@
                response_data = json.dumps({"code": 1, "msg": "请上传code"})

        elif url.path == "/get_last_trade_day_reasons":

            # 计算平均涨幅
            def get_limit_rate_list(codes):
                if not codes:
@@ -549,6 +550,7 @@
                return [(c_, self.__code_limit_rate_dict[c_][0]) for c_ in codes]

            try:
                raise Exception("接口暂停使用")
                # 获取上个交易日的相同涨停原因的代码信息
                ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
                code = ps_dict["code"]

 trade/huaxin/huaxin_trade_api.py

@@ -16,6 +16,7 @@
from log_module import async_log_util
from log_module.log import hx_logger_trade_debug, hx_logger_trade_loop, hx_logger_trade_callback, logger_trade, \
    logger_system
from msg import push_msg_manager
from trade.huaxin import huaxin_trade_data_update, huaxin_trade_record_manager
from trade.huaxin.huaxin_trade_record_manager import TradeOrderIdManager
from trade.huaxin.huaxin_trade_order_processor import CancelOrderManager, HuaxinOrderEntity, TradeResultProcessor
@@ -39,6 +40,8 @@
def __run_recv_queue_trade(queue: multiprocessing.Queue):

    def __process_order(data):
        # 更新委托队列
        push_msg_manager.push_delegate_queue_update()
        code = data["securityID"]
        accountID = data["accountID"]
        orderStatus = data["orderStatus"]

 trade/huaxin/huaxin_trade_server.py

@@ -1149,7 +1149,6 @@
                except Exception as e:
                    self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
            elif ctype == "get_delegated_buy_code_infos":
                raise Exception("接口暂停使用")
                # 获取委托中的代码
                current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                fdatas = []

 utils/buy_condition_util.py

@@ -9,8 +9,8 @@
# 获取自由流通市值的阈值范围
def get_zyltgb_threshold(market_sitation: int):
    if market_sitation == MarketSituationManager.SITUATION_GOOD:
        return 100 * 100000000, 10 * 100000000, 50 * 100000000
    return 50 * 100000000, 10 * 100000000, 25 * 100000000
        return 8.9 * 100000000, 100 * 100000000, 10 * 100000000, 50 * 100000000
    return 8.9 * 100000000, 31 * 100000000, 10 * 100000000, 25 * 100000000


# 获取量比的等级获取量

 utils/middle_api_protocol.py

@@ -34,6 +34,7 @@
    fdata = {"type": "redis", "data": {"ctype": "cmd", "data": data}}
    return fdata


def load_redis_cmds(datas):
    fdata = {"type": "redis", "data": {"ctype": "cmds", "data": datas}}
    return fdata
@@ -68,3 +69,9 @@
def load_l2_subscript_codes(datas):
    fdata = {"type": "l2_subscript_codes", "data": {"ctype": "l2_subscript_codes", "data": datas}}
    return fdata


# ------------------------------消息推送------------------------------------
def load_push_msg(data):
    fdata = {"type": "push_msg", "data": {"ctype": "push_msg", "data": data}}
    return fdata