‘功能完善

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4 天以前 1f69a007aa50b04a55195083970c110954935dfd

‘功能完善

 api/outside_api_callback.py

@@ -144,6 +144,7 @@
            strategy_manager.low_suction_strtegy.load_data()
            return {"code": 0}
        except Exception as e:
            logging.exception(e)
            return {"code": 1, "msg": str(e)}

    def OnCommonRequest(self, client_id, request_id, data):

 strategy/data_analyzer.py

@@ -281,7 +281,7 @@
        @return:
        """
        return abs(close - cls.calculate_upper_limit_price(code,
                                                        pre_close)) < 0.01
                                                           pre_close)) < 0.01

    @classmethod
    def get_third_limit_up_days(cls, k_data, days):
@@ -298,11 +298,18 @@
            if i + 3 >= len(k_data):
                continue
            # 判断连续三日涨停且第四日非涨停
            if cls.__is_limit_up(k_data[i]["sec_id"], k_data[i]['close'], k_data[i]["pre_close"]):
                if cls.__is_limit_up(k_data[i+1]["sec_id"], k_data[i+1]['close'], k_data[i+1]["pre_close"]):
                    if cls.__is_limit_up(k_data[i+2]["sec_id"], k_data[i+2]['close'], k_data[i+2]["pre_close"]):
                        if not cls.__is_limit_up(k_data[i+3]["sec_id"], k_data[i+3]['close'], k_data[i+3]["pre_close"]):
                            count += 1
            day_count = 3
            for n in range(day_count + 1):
                if n < day_count:
                    if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'],
                                             k_data[i + n]["pre_close"]):
                        # 非涨停
                        break
                else:
                    if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'],
                                             k_data[i + n]["pre_close"]):
                        count += 1
                        break
        return count

    @classmethod
@@ -414,6 +421,27 @@
                count += 1
        return count

    @classmethod
    def is_too_high_and_not_relase_volume(cls, code, k_data):
        """
        长得太高且没放量：30个交易日内，出现过最低价（最高价之前的交易日）到最高价之间的涨幅≥35%的票，且今日距离最高价那日无涨停/无炸板
        @param k_data: K线数据列表(近150个交易日，不包含当前交易日，时间倒序)
        @return: 四跌停及以上天数
        """
        k_data = k_data[:30]
        # 获取最高价信息
        max_high_price_data = max(k_data, key=lambda x: x["high"])
        min_close_price_data = min([d for d in k_data if d['bob'] < max_high_price_data['bob']], key=lambda x: x["close"])
        if (max_high_price_data['high'] - min_close_price_data['close'])/min_close_price_data['close'] < 0.35:
            # 涨幅小于35%
            return False
        k_data = [d for d in k_data if d['bob'] > max_high_price_data['bob']]
        # 判断是否涨停过
        if len([d for d in k_data if cls.__is_limit_up(code, d["high"], d["pre_close"])]) >0:
            # 最高价之后有过涨停
            return False
        return True


class K60SLineAnalyzer:
    """

 strategy/time_series_backtest.py

@@ -1,3 +1,5 @@
import logging

import constant
from code_attribute import gpcode_manager, code_nature_analyse
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
@@ -715,11 +717,14 @@
                    if block_in_datas:
                        stock_variables.资金流入板块 = block_in_datas

                    stock_variables.当前价 =  big_order[1][4]
                    compute_result = self.__run_backtest(code, stock_variables)
                    # print(compute_result)
                    self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4],
                                               huaxin_util.convert_time(big_order[1][3]), compute_result)
                    stock_variables.当前价 = big_order[1][4]
                    try:
                        compute_result = self.__run_backtest(code, stock_variables)
                        # print(compute_result)
                        self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4],
                                                   huaxin_util.convert_time(big_order[1][3]), compute_result)
                    except Exception as e:
                        logging.exception(e)

        print("可买题材：", all_new_plates)