From 9d39b293bde97f31f522010373aad1dd3f654c07 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 25 七月 2024 17:23:07 +0800
Subject: [PATCH] 策略修改
---
trade/trade_manager.py | 3 +++
trade/buy_strategy.py | 38 ++++++++++++++++++++++----------------
2 files changed, 25 insertions(+), 16 deletions(-)
diff --git a/trade/buy_strategy.py b/trade/buy_strategy.py
index 6013f9d..94fc4c8 100644
--- a/trade/buy_strategy.py
+++ b/trade/buy_strategy.py
@@ -88,21 +88,25 @@
"""
def can_buy_for_stategy_1():
- # 鑾峰彇2绉掑唴鍚冪殑妗ｆ暟
- rised_price, msg = self.__get_rised_price(code, info)
- limit_up_price = self.__limit_up_price_dict.get(code)
- threshold_rate_money = round(0.8*float(limit_up_price)/100, 2)
- if rised_price < threshold_rate_money:
- return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S鍐呮定骞呭皬浜巤int(threshold_rate_money*100)}妗�"
- pre_close_price = self.__pre_close_price_dict.get(code)
- if pre_close_price is None:
- return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, "娌℃湁鑾峰彇鍒版敹鐩樹环"
- rate = (info["TradePrice"] - pre_close_price) / pre_close_price
- if code.find("30") == 0 and rate >= 0.19:
- return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S鍐呬笂鍗噞int(rised_price * 100)}妗�({msg}) 娑ㄥ箙({rate})>19% "
- if code.find("30") != 0 and rate >= 0.09:
- return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S鍐呬笂鍗噞int(rised_price * 100)}妗�({msg}) 娑ㄥ箙({rate})>9%"
- return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"涓嶆弧瓒充拱鍏ユ潯浠�"
+ try:
+ limit_up_price = self.__limit_up_price_dict.get(code)
+ threshold_rate_money = round(0.8 * float(limit_up_price) / 100, 2)
+
+ min_price = None
+ pre_close_price = self.__pre_close_price_dict.get(code)
+ if pre_close_price:
+ min_price = round( (1 + (0.07 if tool.is_shsz_code(code) else 0.17))*pre_close_price, 2)
+ # 鑾峰彇2绉掑唴鍚冪殑妗ｆ暟
+ rised_price, msg = self.__get_rised_price(code, info, min_price=min_price)
+ if rised_price < threshold_rate_money:
+ return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S鍐呮定骞呭皬浜巤int(threshold_rate_money*100)}妗�"
+ pre_close_price = self.__pre_close_price_dict.get(code)
+ if pre_close_price is None:
+ return False, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, "娌℃湁鑾峰彇鍒版敹鐩樹环"
+ rate = (info["TradePrice"] - pre_close_price) / pre_close_price
+ return True, STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS, f"2S鍐呬笂鍗噞int(rised_price * 100)}妗�({msg})"
+ except Exception as e:
+ logger_trade.error(f"涔板叆绛栫暐1鍑洪敊锛歿code} - {str(e)}")
def can_buy_for_stategy_2():
if code.find("30") == 0 and False:
@@ -143,7 +147,7 @@
return [can_buy_for_stategy_1(), can_buy_for_stategy_2(), can_buy_for_stategy_3()]
- def __get_rised_price(self, code, transaction_info, time_space=2000):
+ def __get_rised_price(self, code, transaction_info, time_space=2000, min_price = None):
"""
鑾峰彇鎸囧畾鏃堕棿鍐呰偂浠蜂笂鍗囩殑浠锋牸
:param code:
@@ -169,6 +173,8 @@
if self.__latest_transaction_price_dict[code]:
# 鍒犻櫎绗竴涓厓绱�
self.__latest_transaction_price_dict[code].pop(0)
+ if min_price and self.__latest_transaction_price_dict[code][0][0]< min_price:
+ return 0, f"{self.__latest_transaction_price_dict[code]}"
return self.__latest_transaction_price_dict[code][-1][0] - self.__latest_transaction_price_dict[code][0][0], f"{self.__latest_transaction_price_dict[code]}"
diff --git a/trade/trade_manager.py b/trade/trade_manager.py
index 43c1ee4..81bc85c 100644
--- a/trade/trade_manager.py
+++ b/trade/trade_manager.py
@@ -2,6 +2,8 @@
浜ゆ槗绠＄悊
"""
from db.redis_manager_delegate import RedisManager, RedisUtils
+from log_module import async_log_util
+from log_module.log import logger_trade
from utils import constant, tool
@@ -38,6 +40,7 @@
# 璁剧疆浜ゆ槗鐘舵��
def set_trade_state(self, code, strategy_type, state):
+ async_log_util.info(logger_trade, f"set_trade_state: {code}-{strategy_type}-{state}")
k = f"{code}-{strategy_type}"
self.__trade_state_cache[k] = state
RedisUtils.setex_async(constant.REDIS_DB, f"trade_state-{k}", tool.get_expire(), state)
--
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