From 36367e32a8c00cbbacb2cc7f7a09adde3e0cfaa9 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 11 十一月 2024 18:37:32 +0800
Subject: [PATCH] 扫过的单可继续扫/扫了未成交遵循顺位机制/唯一涨停原因的高位板要计算其身位
---
third_data/code_plate_key_manager.py | 155 ++++++++++++++++++++++++++++++++++-----------------
1 files changed, 102 insertions(+), 53 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 85db82c..64503c2 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -16,14 +16,15 @@
from third_data.third_blocks_manager import BlockMapManager, CodeThirdBlocksManager
from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
-from trade.radical_buy_data_manager import RedicalBuyDataManager
+from trade.radical_buy_data_manager import RadicalBuyDataManager, BlockPlaceOrderRecordManager
+from trade.trade_data_manager import RadicalBuyDealCodesManager
from utils import global_util, tool, buy_condition_util
from log_module import log, async_log_util
from db import redis_manager_delegate as redis_manager
from log_module.log import logger_kpl_block_can_buy, logger_debug, logger_kpl_jx_out
from third_data.kpl_util import KPLPlatManager
-from trade import trade_manager, l2_trade_util, trade_constant
+from trade import trade_manager, l2_trade_util, trade_constant, radical_buy_data_manager
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
from utils.kpl_data_db_util import KPLLimitUpDataUtil
@@ -1176,16 +1177,25 @@
blocks -= constant.KPL_INVALID_BLOCKS
# 杩囨护
blocks = BlockMapManager().filter_blocks(blocks)
- temp_dict[code] = (kpl_util.get_high_level_count(d[4]), blocks)
+ # 寮�1鍓旈櫎4鏉夸互涓婄殑
+ high_level = kpl_util.get_high_level_count(d[4])
+ if high_level >= 4:
+ continue
+ temp_dict[code] = (high_level, blocks)
+
kpl_data_constant.open_limit_up_code_dict_for_radical_buy = temp_dict
@classmethod
- def __get_current_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, limit_up_time=None):
+ def __get_current_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, limit_up_time=None,
+ ignore_open_limit_up=True):
"""
- 鑾峰彇褰撳墠娑ㄥ仠韬綅
+ 鑾峰彇褰撳墠娑ㄥ仠韬綅
@param code:
@param block:
@param yesterday_limit_up_codes:
+ @param exclude_codes:
+ @param limit_up_time:
+ @param ignore_open_limit_up: 鏄惁蹇界暐寮�1鐨勪唬鐮�
@return: 绱㈠紩,鍓嶆帓浠ｇ爜淇℃伅锛圼(浠ｇ爜, 娑ㄥ仠鏃堕棿)]锛�
"""
if exclude_codes is None:
@@ -1197,16 +1207,11 @@
limit_up_time = time.time()
for k in LimitUpDataConstant.current_limit_up_datas:
_code = k[0]
- # 鍓旈櫎4鏉夸互涓婄殑鏉�
- if kpl_util.get_high_level_count(k[4]) >= 4:
- continue
-
if _code in exclude_codes:
continue
blocks = LimitUpDataConstant.get_blocks_with_history(_code)
if not blocks:
blocks = set()
- blocks = BlockMapManager().filter_blocks(blocks)
if _code == code:
# 鑾峰彇褰撳墠浠ｇ爜娑ㄥ仠鏃堕棿
limit_up_time = int(k[2])
@@ -1214,10 +1219,15 @@
# 涓嶆槸杩欎釜鏉垮潡
if block not in blocks:
continue
+
+ # 鍓旈櫎4鏉夸互涓婄殑鏉�
+ if kpl_util.get_high_level_count(k[4]) >= 4 and len(blocks) > 1:
+ continue
+
if not tool.is_can_buy_code(_code):
continue
# 鍓旈櫎寮�1鐨勬暟鎹�
- if timestamp_start <= int(k[2]) < timestamp_end:
+ if ignore_open_limit_up and timestamp_start <= int(k[2]) < timestamp_end:
continue
# 鍓旈櫎楂樹綅鏉�
if _code in yesterday_limit_up_codes:
@@ -1237,13 +1247,14 @@
return current_index, before_codes_info
@classmethod
- def __get_history_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None):
+ def __get_history_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, ignore_open_limit_up=True):
"""
鑾峰彇鍘嗗彶娑ㄥ仠韬綅
@param code:
@param block:
- @param current_limit_up_datas: 鏄ㄦ棩娑ㄥ仠浠ｇ爜
- @param current_limit_up_codes: 鐩墠鐨勬定鍋滀唬鐮�
+ @param yesterday_limit_up_codes:
+ @param exclude_codes:
+ @param ignore_open_limit_up: 鏄惁蹇界暐寮�1浠ｇ爜
@return:
"""
if exclude_codes is None:
@@ -1256,26 +1267,25 @@
limit_up_space_ge_60s_codes = set()
for k in LimitUpDataConstant.history_limit_up_datas:
_code = k[3]
-
- # 鍓旈櫎4鏉夸互涓婄殑鏉�
- if kpl_util.get_high_level_count(k[12]) >= 4:
- continue
-
if _code in exclude_codes:
continue
- blocks = LimitUpDataConstant.get_blocks_with_history(_code)
- blocks = BlockMapManager().filter_blocks(blocks)
if _code == code:
# 鑾峰彇褰撳墠浠ｇ爜娑ㄥ仠鏃堕棿
limit_up_time = int(k[5])
continue
+
+ blocks = LimitUpDataConstant.get_blocks_with_history(_code)
# 涓嶆槸杩欎釜鏉垮潡
if block not in blocks:
continue
+ # 鍓旈櫎4鏉夸互涓婁笖鏉垮潡鏁伴噺澶т簬1涓�
+ if kpl_util.get_high_level_count(k[12]) >= 4 and len(blocks) > 1:
+ continue
+
if not tool.is_can_buy_code(_code):
continue
# 鍓旈櫎寮�1鐨勬暟鎹�
- if timestamp_start <= int(k[5]) < timestamp_end:
+ if ignore_open_limit_up and timestamp_start <= int(k[5]) < timestamp_end:
continue
# 鍓旈櫎楂樹綅鏉�
if _code in yesterday_limit_up_codes:
@@ -1313,7 +1323,7 @@
# 9:45鐐逛箣鍓嶆定鍋滅殑鎵嶈兘涔板叆
# 鑾峰彇褰撳墠浠ｇ爜鐨勬定鍋滄椂闂�
limit_up_timestamp = cls.__get_limit_up_timestamp(code)
- if int(tool.timestamp_format(limit_up_timestamp, "%H%M%S")) > 94500:
+ if tool.get_now_time_as_int() > 100000:
return False, "瓒呰繃鐢熸晥鏃堕棿"
# 鏍规嵁鏉垮潡鑱氬悎鏁版嵁
open_limit_up_block_codes_dict = {}
@@ -1333,12 +1343,26 @@
current_index, current_before_codes_info = cls.__get_current_index(code, block, yesterday_limit_up_codes,
limit_up_time=limit_up_timestamp)
exclude_codes = set()
- if count >= 2 or (
- count == 1 and kpl_data_constant.open_limit_up_code_dict_for_radical_buy[open_limit_up_block_codes[0]][
- 0] == 2):
+ # 鏄惁涓哄己鍔夸簩鏉垮紑1锛氳浠ｇ爜鎵�鏈夌殑鎱ㄥ康蹇呴』閮戒负浜屾澘寮�1涓斿紑1鐨勫彧鑳芥湁浠栬嚜宸�
+ is_strong_2_level = count == 1 and \
+ kpl_data_constant.open_limit_up_code_dict_for_radical_buy[open_limit_up_block_codes[0]][
+ 0] == 2
+ if is_strong_2_level:
+ _code = open_limit_up_block_codes[0]
+ blocks = LimitUpDataConstant.get_blocks_with_history(_code)
+ if blocks:
+ # 鎵�鏈夌殑鎱ㄥ康鐨勫紑1浠ｇ爜蹇呴』鍙湁浠栬嚜宸�
+ for b in blocks:
+ temp_codes = open_limit_up_block_codes_dict.get(b)
+ if temp_codes and len(temp_codes) > 1:
+ is_strong_2_level = False
+ break
+
+ if count >= 2 or is_strong_2_level:
# 寮�濮嬫暟閲忓ぇ浜�2涓垨鑰呭彧鏈変竴涓�2鏉垮紑1
exclude_codes.clear()
else:
+ # 鍙湁涓�涓紑1
# 鑾峰彇鍖呭惈楂樹綅鏉跨殑韬綅
# ----鑾峰彇鍘嗗彶韬綅----
history_index, history_before_codes_info = cls.__get_history_index(code, block, set())
@@ -1347,17 +1371,19 @@
limit_up_time=limit_up_timestamp)
if history_before_codes_info and current_before_codes_info and history_before_codes_info[0][0] == \
current_before_codes_info[0][0]:
- # 鍓嶆帓绗竴涓厓绱犳棤鐐告澘
+ # 鎺掗櫎绗竴涓潪寮�1鏁版嵁
exclude_codes = {history_before_codes_info[0][0]}
else:
return False, f"寮�1鏁伴噺锛歿count}锛屽巻鍙�-{history_index + 1} 瀹炴椂-{current_index + 1}"
- # 鑾峰彇涓绘澘鐨勮韩浣�
+ # 鑾峰彇涓绘澘鐨勮韩浣嶏紙宸茬粡鎺掗櫎浜嗗紑1鐨勪唬鐮侊級
history_index, history_before_codes_info = cls.__get_history_index(code, block,
yesterday_limit_up_codes,
exclude_codes=exclude_codes)
# 杩囨护涓嶆鐨勫師鍥�
- history_index, history_before_codes_info = cls.__filter_before_codes(block, history_index, history_before_codes_info, yesterday_limit_up_codes)
+ history_index, history_before_codes_info = cls.__filter_before_codes(block, history_index,
+ history_before_codes_info,
+ yesterday_limit_up_codes)
# 涔伴鏉胯�佸ぇ/鑰佷簩
# 棣栨澘鑰佸ぇ涓嶈兘涔版椂鍙拱鑰佷簩
@@ -1365,8 +1391,9 @@
return False, f"寮�1鏁伴噺锛歿count}锛岄潪寮�1棣栨澘韬綅涓嶅尮閰嶏細鍘嗗彶-{history_index + 1} 瀹炴椂-{current_index + 1}"
if history_index == 1:
# 褰撳墠浠ｇ爜涓鸿��2锛岃鍒ゆ柇鑰佸ぇ鏄惁鍙拱
- if RedicalBuyDataManager.can_buy(history_before_codes_info[0][0],
- DealAndDelegateWithBuyModeDataManager().get_deal_codes())[0]:
+ if RadicalBuyDataManager.is_code_can_buy(history_before_codes_info[0][0],
+ DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
+ is_refered=True)[0]:
return False, f"寮�1鏁伴噺锛歿count}锛屽墠鎺掍唬鐮佸彲涔帮細{history_before_codes_info[0]}"
return True, f"寮�1鏁伴噺锛歿count}锛屽墠鎺掍唬鐮佷笉鍙拱锛歿history_before_codes_info[0]}锛屽巻鍙插墠鎺�-{history_before_codes_info}锛屽紑1浠ｇ爜-{open_limit_up_block_codes}"
return True, f"寮�1鏁伴噺锛歿count}锛屽巻鍙�-{history_index + 1} 瀹炴椂-{current_index + 1}锛� 鍓嶆帓浠ｇ爜-{current_before_codes_info}, 寮�1浠ｇ爜-{open_limit_up_block_codes}"
@@ -1374,7 +1401,7 @@
@classmethod
def __filter_before_codes(cls, block, index, before_codes_info, yesterday_codes):
"""
- 杩囨护鍓嶆帓娑ㄥ仠鍘熷洜涓嶆鐨勪唬鐮�
+ 杩囨护鍓嶆帓娑ㄥ仠鍘熷洜涓嶆/涓嶇畻韬綅鐨勪唬鐮�
@param code:
@param block:鏉垮潡
@param index: 鐩爣浠ｇ爜浣嶇疆
@@ -1386,16 +1413,30 @@
return index, before_codes_info
temp_index = index
temp_before_codes_info = []
+ deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
for b in before_codes_info:
# 褰撲綔鐩爣绁ㄨ幏鍙栨壂鍏ユ澘鍧�
- blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(b[0])
+ code_ = b[0]
+ blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code_)
blocks = BlockMapManager().filter_blocks(blocks)
+ need_delete = False
+ # 鍒ゆ柇鍘熷洜涓嶆
if block not in blocks and b[0] not in yesterday_codes:
# 棣栨澘娑ㄥ仠鍘熷洜涓嶆
+ need_delete = True
+ # 鍒ゆ柇鏄惁鏄笉璁＄畻韬綅
+ if not need_delete:
+ if radical_buy_data_manager.ExcludeIndexComputeCodesManager.is_in_cache(code_):
+ need_delete = True
+ # 鍒ゆ柇鏄笉鏄壂浜嗘病鏈夋壂杩涘叆
+ if not need_delete:
+ if code_ in BlockPlaceOrderRecordManager().get_codes() and code_ not in deal_codes:
+ need_delete = True
+
+ if need_delete:
temp_index -= 1
else:
temp_before_codes_info.append(b)
-
return temp_index, temp_before_codes_info
except Exception as e:
async_log_util.error(logger_debug, f"鎵叆鏉垮潡杩囨护鍑洪敊锛歿str(e)}")
@@ -1434,15 +1475,19 @@
if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'),
tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60:
- return False, f"璺濈涓婁釜浠ｇ爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[0]}锛�"
+ return False, f"璺濈涓婁釜浠ｇ爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[-1]}锛�"
- history_index, history_before_codes_info = cls.__get_history_index(code, block, set())
- history_before_codes = [x[0] for x in history_before_codes_info]
+ # 鍖呭惈楂樹綅鏉跨殑鏁翠綋鎺掑簭
+ all_history_index, all_history_before_codes_info = cls.__get_history_index(code, block, set())
+ all_history_before_codes = [x[0] for x in all_history_before_codes_info]
# 鍓嶄袱涓唬鐮佹槸鍚︽湁鐐告澘
- dif_codes = set(history_before_codes[:2]) - set(current_before_codes[:2])
+ dif_codes = set(all_history_before_codes[:2]) - set(current_before_codes[:2])
if dif_codes:
- return False, f"鍓�2浠ｇ爜鏈夌偢鏉匡細{dif_codes}"
- # 涓嶈绠楀墠2鐨勪唬鐮�
+ return False, f"鍓�2浠ｇ爜鏈夌偢鏉匡細{dif_codes}, 鍓嶆帓浠ｇ爜锛歿all_history_before_codes}"
+ # 鍓嶆帓浠ｇ爜鐐告澘涓嶈兘>=2涓�
+ dif_codes = set(all_history_before_codes) - set(current_before_codes)
+ if len(dif_codes) >= 2:
+ return False, f"鏉垮潡鍓嶆帓鏈墈len(dif_codes)}涓偢鏉�"
exclude_codes = set()
for x in current_before_codes_info:
@@ -1477,22 +1522,26 @@
# 棣栨澘鑰�2锛屽垽鏂墠闈㈢殑鑰佸ぇ鏄惁鏄睘浜庝笉鑳戒拱鐨勮寖鐣�
pre_code = history_before_codes_info[0][0]
# pre_code涓嶈兘涔帮紝鎵嶈兘涔�
- if RedicalBuyDataManager.can_buy(pre_code, DealAndDelegateWithBuyModeDataManager().get_deal_codes())[0]:
+ if RadicalBuyDataManager.is_code_can_buy(pre_code,
+ DealAndDelegateWithBuyModeDataManager().get_deal_codes(),
+ is_refered=True)[0]:
return False, f"鍓嶆帓浠ｇ爜鍙拱锛歿pre_code}"
- # 璺濈鍓嶄竴涓槸鍚﹀湪10鍒嗛挓鍐�
- if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'),
- tool.timestamp_format(history_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60:
- return False, f"璺濈涓婁釜涓嶈兘涔扮殑浠ｇ爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽history_before_codes_info[0]}锛�"
+ # 鍓嶉潰涓�涓唬鐮佷笉鑳戒拱锛屽墠涓�涓唬鐮佸繀椤讳笌鍓嶅墠涓唬鐮佹定鍋滄椂闂寸浉宸�15鍒嗛挓鍐�
+ for i in range(len(all_history_before_codes_info) - 1, -1, -1):
+ if all_history_before_codes_info[i][0] == pre_code:
+ if tool.trade_time_sub(tool.timestamp_format(all_history_before_codes_info[i][1], '%H:%M:%S'),
+ tool.timestamp_format(all_history_before_codes_info[i - 1][1],
+ '%H:%M:%S')) >= 15 * 60:
+ return False, f"琚『浣嶄唬鐮�({pre_code}) 涓庝笂涓唬鐮佹定鍋滄椂闂�>=15鍒嗛挓 锛坽all_history_before_codes_info[i]}##{all_history_before_codes_info[i - 1]}锛�"
+ else:
+ return True, f"琚『浣嶄唬鐮�({pre_code}) 涓庝笂涓唬鐮佹定鍋滄椂闂�<15鍒嗛挓 锛坽all_history_before_codes_info[i]}##{all_history_before_codes_info[i - 1]}锛�"
+ return False, f"娌℃壘鍒伴『浣嶄唬鐮侊紙{pre_code}锛夌殑鍓嶆帓浠ｇ爜"
else:
- # 璺濈涓婁釜浠ｇ爜娑ㄥ仠5鍒嗛挓浠ュ唴
- if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'),
- tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60:
- return False, f"璺濈涓婁釜浠ｇ爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[-1]}锛�"
+ # 浠ｇ爜涓虹洰鏍囦唬鐮�
+ pass
else:
- if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'),
- tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60:
- return False, f"璺濈涓婁釜浠ｇ爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[-1]}锛�"
-
+ # 浠ｇ爜涓虹洰鏍囦唬鐮�
+ pass
return True, f"婊¤冻涔板叆闇�姹�: 鍓嶆帓浠ｇ爜-{current_before_codes_info}"
@classmethod
--
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