From 0ed2c53acd278d57a39390fd4db78c5aaf088e0a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 21 四月 2023 18:03:54 +0800
Subject: [PATCH] 开盘啦数据解析
---
trade/first_code_score_manager.py | 168 ++++++++++++++++++++++++++++++++++++-------------------
1 files changed, 109 insertions(+), 59 deletions(-)
diff --git a/trade/first_code_score_manager.py b/trade/first_code_score_manager.py
index 1b25f63..8e1c2bc 100644
--- a/trade/first_code_score_manager.py
+++ b/trade/first_code_score_manager.py
@@ -5,7 +5,7 @@
# bidding 鏄惁婊¤冻绔炰环
# deal_big_money 鎴愪氦澶ч噾棰濇槸鍚︽弧瓒�
# code_nature = (鏄惁鏈夋定鍋滐紝鏄惁鏈夋孩浠�)
-# hot_block(鏉垮潡涓定鍋滅エ涓暟锛堝寘鍚嚜宸憋級锛屾澘鍧楃偢鏉跨エ涓暟, 鏂版澘鍧楀悕绉� , 楂樹綅鏉夸俊鎭�)
+# hot_block(鏉垮潡涓定鍋滅エ涓暟锛堝寘鍚嚜宸憋級锛屾澘鍧楃偢鏉跨エ涓暟,鏉垮潡鐐告澘鍥炲皝涓暟, (鏉垮潡鍚嶇О,鍑虹幇娆℃暟), 楂樹綅鏉夸俊鎭�)
# zyltgb鑷敱娴侀�氬競鍊兼槸鍚﹀ぇ浜�250浜�
# limit_price 娑ㄥ仠浠锋槸鍚﹀ぇ浜�100鍧�
# limit_up_time 鏄惁10鐐逛箣鍓嶆定鍋�
@@ -24,18 +24,15 @@
deal_big_money_rate):
score_list = []
if zyltgb:
- zyltgbs = [0, 10, 31, 51, 101, 150, 250, 1000000]
- zyltgb_score = [15, 25, 15, 5, -5, -55, -1000]
- for i in range(1, len(zyltgbs)):
- if zyltgbs[i - 1] <= zyltgb / 100000000 < zyltgbs[i]:
- score_list.append(zyltgb_score[i - 1])
+ zyltgb_y = round(zyltgb / 100000000, 0)
+ if zyltgb_y <= 80:
+ score_list.append(max(int(round(0.5 * zyltgb_y - 10, 0)), -10))
+ else:
+ score_list.append(max(int(round(30 - 5 * ((zyltgb_y-80)//20), 0)), -10))
else:
score_list.append(0)
- if limit_price:
- score_list.append(-1000)
- else:
- score_list.append(0)
+ score_list.append(max(int(round(-1 * limit_price + 31, 0)), -69))
# 寮�鐩樺墠绔炰环
if bidding:
@@ -81,7 +78,7 @@
if k_form[6]:
k_score.append(0)
else:
- k_score.append(0)
+ k_score.append(20)
# 鏄惁澶╅噺澶ч槼
if k_form[7] and not k_form[1]:
@@ -94,64 +91,93 @@
nature_score = []
+ # 棣栨澘娑ㄥ仠娆℃暟,棣栨澘婧环鐜�,棣栨澘寮�鏉挎孩浠风巼
if code_nature is None:
- code_nature = [True, False]
-
- if not code_nature[0]:
- nature_score.append(5)
+ code_nature = [0, 0, 0]
+ if code_nature[0] <= 0:
+ nature_score.append(20)
+ else:
+ nature_score.append(min(10 + code_nature[0], 20))
+ if code_nature[1]:
+ nature_score.append(min(int(round(code_nature[1] * 20 - 10)), 10))
else:
nature_score.append(0)
- if code_nature[1]:
- nature_score.append(20)
+ if code_nature[2]:
+ nature_score.append(min(int(round(code_nature[2] * 20 - 10)), 10))
else:
nature_score.append(0)
score_list.append(nature_score)
hot_block_score = []
- # 鏉垮潡涓彧鏈夎嚜宸辨定鍋滐紝涓旀棤鐐告澘
- if hot_block[1] >= 2 and hot_block[2] == 0:
- hot_block_score.append(30)
- elif hot_block[3] and not k_form[6]:
- # 鏈夋柊棰樻潗锛屼笖娌℃湁K绾垮舰鎬�
- hot_block_score.append(30)
- elif hot_block[1] == 1 and hot_block[2] == 0:
- hot_block_score.append(20)
- elif hot_block[4] is not None and not k_form[6]:
- # 鏈夐珮浣嶆澘涓旀棤K绾垮舰鎬�
- hot_block_score.append(20)
+ # --------------- 鏉垮潡------------------
+ # 鏉垮潡 - 浠ｇ爜骞冲潎娑ㄥ箙
+ __average_rate = round(hot_block["block_codes_rates_info"][0] / hot_block["block_codes_rates_info"][1], 2)
+ if hot_block["target_block_info"][0] == "鏃犳澘鍧�":
+ hot_block_score.append(5)
else:
- hot_block_score.append(0)
+ hot_block_score.append(min(int(round(__average_rate * 2 - 10)), 10))
+ # 鏉垮潡 - 娑ㄥ仠鍙暟
+ if hot_block["limit_up_codes_count"] <= 1:
+ hot_block_score.append(1)
+ else:
+ hot_block_score.append(max(12 - hot_block["limit_up_codes_count"], 2))
+ # 鏉垮潡 - 鏉垮潡娑ㄥ箙
+ hot_block_score.append(min(int(round(hot_block["target_block_info"][1] * 2)), 10))
+ # 鏉垮潡 - 绗嚑鍙定鍋�
+ if hot_block["limit_up_index"] <= 0:
+ hot_block_score.append(25)
+ else:
+ hot_block_score.append(max(60 - hot_block["limit_up_index"] * 5, 10))
+ # 鏉垮潡 - 楂樹綅鏉�
+ high_score = 0
+ for high_info in hot_block["high_block_infos"]:
+ c_count = int(high_info[1][-2:-1])
+ high_score += min(2 * c_count - 2, 10)
+ hot_block_score.append(high_score)
+ # 鏉垮潡 - 鏉垮潡鍘嗗彶鍑虹幇娆℃暟
+ if hot_block["target_block_info"][2] <= 1:
+ hot_block_score.append(10)
+ else:
+ hot_block_score.append(max(-3 * hot_block["target_block_info"][2] + 20, -10))
+
score_list.append(hot_block_score)
+ # --------------- 鏉垮潡缁撴潫-----------------
# 閲�
- volume_score = [0, 40, 50, 60, 50, 40, 20, 0, -25]
- volume_rates = [0, 0.349, 0.499, 0.649, 0.799, 0.949, 1.099, 1.249, 1.399]
- volume_add = False
- for i in range(1, len(volume_rates)):
- if volume_rates[i - 1] <= volume_rate < volume_rates[i]:
- score_list.append(volume_score[i - 1])
- volume_add = True
- break
- if not volume_add:
- score_list.append(volume_score[-1])
+ if volume_rate <= 0.5:
+ score_list.append(int(round(100 * volume_rate)))
+ elif volume_rate < 0.6:
+ score_list.append(50)
+ elif volume_rate < 0.7:
+ score_list.append(55)
+ elif volume_rate <= 1.0:
+ score_list.append(60)
+ else:
+ score_list.append(max(int(round(-100 * volume_rate + 160, 0)), -20))
+
+ # 鍒濆鍖栦负褰撳墠鏃堕棿
+ limit_up_time_m = tool.trade_time_sub(tool.get_now_time_str(), "09:00:00") // 60
if limit_up_time:
- times = ["10:00:00", "11:30:00", "14:00:00", "15:00:00"]
- time_scores = [5, 4, 3, 2]
- for i in range(0, len(times)):
- if int(times[i].replace(":", "")) >= int(limit_up_time.replace(":", "")):
- score_list.append(time_scores[i])
- break
+ limit_up_time_m = tool.trade_time_sub(limit_up_time, "09:00:00") // 60
+
+ if limit_up_time_m < 240:
+ # 14:30涔嬪墠閫傜敤
+ score_list.append(min(int(0 - round(limit_up_time_m / 15) + 12), 10))
+ elif limit_up_time_m <= 270:
+ # 15:00涔嬪墠鍔�
+ score_list.append(100)
else:
score_list.append(0)
# 澶у崟鎴愪氦
- deal_big_money_rates = [0, 0.00001, 0.5, 1, 1.2, 1.5, 10000]
- deal_big_money_scores = [0, -20, -10, 20, 30, 40]
- for i in range(1, len(deal_big_money_rates)):
- if deal_big_money_rate < deal_big_money_rates[i]:
- score_list.append(deal_big_money_scores[i - 1])
+ if deal_big_money_rate < 1:
+ score_list.append(0)
+ else:
+ d_score = int(round(10 * deal_big_money_rate, 0))
+ d_score = min(d_score, 60)
+ score_list.append(d_score)
score = 0
for s in score_list:
@@ -163,7 +189,7 @@
return score, score_list
-def get_score(code, volume_rate, limit_up_time, with_source_data=False):
+def get_score(code, volume_rate, limit_up_time, with_source_data=False, estimate_deal_big_money_num=0):
source_datas = []
# 鑾峰彇鑷敱娴侀�氳偂鏈�
@@ -208,10 +234,28 @@
hot_block = hot_block_data_process.get_info(code)
if hot_block is None:
- hot_block = ('鏃犳澘鍧�', 1, 0, None, None)
- else:
- # 鍔犱笂鑷繁
- hot_block = (hot_block[0], hot_block[1] + 1, hot_block[2], hot_block[3], hot_block[4])
+ hot_block = {
+ # 鐩爣鏉垮潡淇℃伅锛堟澘鍧楀悕绉�,鏉垮潡娑ㄥ箙,鍘嗗彶鏉垮潡鍑虹幇娆℃暟锛�
+ "target_block_info": ("鏃犳澘鍧�", 0, 0),
+ # 娑ㄥ仠椤哄簭
+ "limit_up_index": 0,
+ # 娑ㄥ仠浠ｇ爜鏁伴噺
+ "limit_up_codes_count": 0,
+ # 鏉垮潡浠ｇ爜娑ㄥ箙淇℃伅
+ "block_codes_rates_info": (0, 0),
+ # 鐐告澘浠ｇ爜鏁伴噺
+ "break_size": 0,
+ # 鐐告澘鍥炲皝鏁伴噺
+ "re_limit_up_size": 0,
+ # 楂樹綅鐗堜俊鎭�
+ "high_block_infos": [],
+ }
+ # 灏嗕唬鐮佹湰韬殑淇℃伅鍖呭惈杩涘幓
+ hot_block["limit_up_codes_count"] = hot_block["limit_up_codes_count"] + 1
+ pre_close_price = gpcode_manager.get_price_pre(code)
+ hot_block["block_codes_rates_info"] = (
+ hot_block["block_codes_rates_info"][0] + round((limit_price - pre_close_price) * 100 / pre_close_price, 2),
+ hot_block["block_codes_rates_info"][1] + 1)
source_datas.append(hot_block)
@@ -221,6 +265,8 @@
# 鑾峰彇鎴愪氦澶у崟
deal_big_num = deal_big_money_manager.get_deal_big_money_num(code)
+ if estimate_deal_big_money_num > 0:
+ deal_big_num = estimate_deal_big_money_num
m = l2_trade_factor.L2TradeFactorUtil.get_base_safe_val(zyltgb)
source_datas.append((deal_big_num * limit_price * 100, m))
deal_big_num_rate = (deal_big_num * limit_price * 100) / m
@@ -228,7 +274,7 @@
for i in range(0, len(k_form)):
k_form_1.append(k_form[i][0])
- result = __get_score(zyltgb, limit_price > 100, bidding, k_form_1, code_nature, hot_block,
+ result = __get_score(zyltgb, limit_price, bidding, k_form_1, code_nature, hot_block,
volume_rate, limit_up_time, deal_big_num_rate)
if with_source_data:
return result, source_datas
@@ -236,6 +282,10 @@
if __name__ == "__main__":
- global_data_loader.load_zyltgb()
- score = get_score("603829", 1.2, "15:00:01", True)
- print(score)
+ limit_price = 35
+ prices = [0, 5, 10, 20, 30, 40, 50, 10000]
+ price_scores = [20, 15, 10, 0, -10, -20, -1000]
+ for i in range(1, len(prices)):
+ if prices[i] > limit_price:
+ print(price_scores[i - 1])
+ break
--
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