From 3cfa1332c0807a74b4ac5a2150500841f5299147 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 三月 2023 22:54:09 +0800
Subject: [PATCH] 首板加入，安全笔数与H撤笔数优化
---
juejin.py | 116 ++++++++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 92 insertions(+), 24 deletions(-)
diff --git a/juejin.py b/juejin.py
index 8388cec..b082ce0 100644
--- a/juejin.py
+++ b/juejin.py
@@ -72,6 +72,12 @@
# 杞藉叆閲�
global_data_loader.load_volumn()
+ # 9鐐�25涔嬪墠鍒犻櫎鎵�鏈変唬鐮�
+ if tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") <= 0:
+ gpcode_manager.clear_listen_codes()
+
+ # TODO 鍒犻櫎鎵�鏈夐鏉夸唬鐮�
+
# 姣忔棩鍒濆鍖�
def everyday_init():
@@ -152,8 +158,8 @@
for c in clients:
for i in range(0, 8):
gpcode_manager.init_listen_code_by_pos(int(c), i)
- codes = gpcode_manager.get_gp_list();
- result = JueJinManager.get_gp_latest_info(codes);
+ codes = gpcode_manager.get_gp_list()
+ result = JueJinManager.get_gp_latest_info(codes)
for item in result:
sec_level = item['sec_level']
symbol = item['symbol']
@@ -255,7 +261,11 @@
# 鑾峰彇鍒扮幇浠�
def accept_prices(prices):
+ # 鑾峰彇棣栨澘浠ｇ爜
+ first_codes = gpcode_manager.get_first_gp_codes()
+
print("浠锋牸浠ｇ爜鏁伴噺锛�", len(prices))
+
__actualPriceProcessor.save_current_price_codes_count(len(prices))
# 閲囬泦鐨勪唬鐮佹暟閲忎笉瀵�
if len(gpcode_manager.get_gp_list()) - len(prices) > 2:
@@ -278,6 +288,8 @@
pricePre = gpcode_manager.get_price_pre(code)
if pricePre is not None:
rate = round((price - pricePre) * 100 / pricePre, 2)
+ if first_codes and code in first_codes:
+ rate = rate / 2
if rate >= 0:
# 鏆傚瓨娑ㄥ箙涓烘鐨勪唬鐮�
_code_list.append((rate, code))
@@ -297,8 +309,9 @@
except Exception as e:
logging.exception(e)
+ # -------------------------------澶勭悊浜ゆ槗浣嶇疆鍒嗛厤---------------------------------
# 鎺掑簭
- new_code_list = sorted(_code_list, key=lambda e: e.__getitem__(0), reverse=True)
+ new_code_list = sorted(_code_list, key=lambda e: (e.__getitem__(0), e.__getitem__(1)), reverse=True)
# 棰勫～鍏呬笅鍗曚唬鐮�
_buy_win_codes = []
for d in new_code_list:
@@ -311,40 +324,46 @@
logging.exception(e)
pass
+ # -------------------------------澶勭悊L2鐩戝惉---------------------------------
+
client_ids = client_manager.getValidL2Clients()
# 鏈�澶氬～鍏呯殑浠ｇ爜鏁伴噺
- max_count = len(client_ids) * 8
+ max_count = len(client_ids) * constant.L2_CODE_COUNT_PER_DEVICE
if max_count == 0:
- max_count = 8
+ max_count = constant.L2_CODE_COUNT_PER_DEVICE
+
+ _delete_list = []
+ for item in new_code_list:
+ if l2_trade_util.is_in_forbidden_trade_codes(item[1]) or item[0] < 0:
+ _delete_list.append(item)
+
+ for item in _delete_list:
+ new_code_list.remove(item)
# 鎴彇鍓嶅嚑涓唬鐮佸～鍏�
add_list = new_code_list[:max_count]
# 鍚庨潰鐨勪唬鐮佸叏閮ㄥ垹闄�
_delete_list.extend(new_code_list[max_count:])
add_code_list = []
- del_list = []
+ del_code_list = []
for d in add_list:
add_code_list.append(d[1])
for d in _delete_list:
- del_list.append(d[1])
+ del_code_list.append(d[1])
# 鍚庨潰鐨勪唬鐮佹暟閲�
# 鍏堝垹闄ゅ簲璇ュ垹闄ょ殑浠ｇ爜
- for code in del_list:
+ for code in del_code_list:
if gpcode_manager.is_listen_old(code):
# 鍒ゆ柇鏄惁鍦ㄧ洃鍚噷闈�
L2CodeOperate.get_instance().add_operate(0, code, "鐜颁环鍙樺寲")
# 澧炲姞搴旇澧炲姞鐨勪唬鐮�
for code in add_code_list:
if not gpcode_manager.is_listen_old(code):
- if not l2_trade_util.is_in_forbidden_trade_codes(code):
- L2CodeOperate.get_instance().add_operate(1, code, "鐜颁环鍙樺寲")
- else:
- if l2_trade_util.is_in_forbidden_trade_codes(code):
- L2CodeOperate.get_instance().add_operate(0, code, "鐜颁环鍙樺寲")
+ L2CodeOperate.get_instance().add_operate(1, code, "鐜颁环鍙樺寲")
- print(add_code_list, del_list)
+ print(add_code_list, del_code_list)
def on_bar(context, bars):
@@ -393,8 +412,8 @@
t1.setDaemon(True)
t1.start()
- @staticmethod
- def get_gp_latest_info(codes):
+ @classmethod
+ def get_gp_latest_info(cls, codes):
account_id, s_id, token = getAccountInfo()
symbols = gpcode_manager.get_gp_list_with_prefix(codes)
gmapi.set_token(token)
@@ -402,8 +421,8 @@
print(data)
return data
- @staticmethod
- def get_now_price(codes):
+ @classmethod
+ def get_now_price(cls, codes):
data = JueJinManager.get_gp_current_info(codes)
prices = []
for item in data:
@@ -413,8 +432,8 @@
return prices
# 鑾峰彇浠ｇ爜鐨勬定骞�
- @staticmethod
- def get_codes_limit_rate(codes):
+ @classmethod
+ def get_codes_limit_rate(cls, codes):
datas = JueJinManager.get_gp_latest_info(codes)
pre_price_dict = {}
for data in datas:
@@ -434,14 +453,41 @@
f_results.reverse()
return f_results
- @staticmethod
- def get_gp_current_info(codes):
+ @classmethod
+ def get_history_tick_n(cls, code, count):
+ account_id, s_id, token = getAccountInfo()
+ symbols = gpcode_manager.get_gp_list_with_prefix([code])
+ gmapi.set_token(token)
+ results = gmapi.history_n(symbol=symbols[0], frequency="1d", count=count)
+ return results
+
+ @classmethod
+ def get_lowest_price_rate(cls, code, count):
+ datas = cls.get_history_tick_n(code, count)
+ low_price = datas[0]["close"]
+ for data in datas:
+ if low_price > data["close"]:
+ low_price = data["close"]
+ return (datas[-1]["close"] - low_price) / low_price
+
+ @classmethod
+ def get_gp_current_info(cls, codes):
account_id, s_id, token = getAccountInfo()
symbols = gpcode_manager.get_gp_list_with_prefix(codes)
gmapi.set_token(token)
data = gmapi.current(symbols=",".join(symbols))
print(data)
return data
+
+ @classmethod
+ def get_gp_codes_names(cls, codes):
+ datas = cls.get_gp_latest_info(codes)
+ results = {}
+ for data in datas:
+ code = data["symbol"].split(".")[1]
+ code_name = data['sec_name']
+ results[code] = code_name
+ return results
def start(self):
account_id, s_id, token = getAccountInfo()
@@ -507,9 +553,30 @@
return _fresult
+# 鑾峰彇杩�90澶╃殑鏈�澶ч噺涓庢渶杩戠殑閲�
+def get_volumn(code) -> object:
+ end = datetime.datetime.now()
+ account_id, s_id, token = getAccountInfo()
+ gmapi.set_token(token)
+ gmapi.set_account_id(account_id)
+ results = gmapi.history_n(symbol=gpcode_manager.get_gp_list_with_prefix([code])[0], frequency="1d",
+ count=60,
+ fields="volume",
+ end_time=end)
+ if not results:
+ return None
+ yes_volume = results[-1]["volume"]
+ max_volume = results[0]["volume"]
+ for result in results:
+ volumn = int(result["volume"])
+ if volumn > max_volume:
+ max_volume = volumn
+ return (max_volume, yes_volume)
+
+
# 鏍规嵁娑ㄥ箙楂樹綆鍒嗛厤浜ゆ槗绐楀彛
def distribute_buy_win():
- if tool.trade_time_sub(tool.get_now_time_str(),"09:30:00") > 0:
+ if tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") > 0:
raise Exception("鍙兘9:30涔嬪墠閲嶆柊鍒嗛厤绐楀彛")
datas = JueJinManager.get_codes_limit_rate(gpcode_manager.get_gp_list())
@@ -519,4 +586,5 @@
if __name__ == '__main__':
- distribute_buy_win()
+ print(get_volumn("002115"))
+ print(JueJinManager.get_lowest_price_rate("002713", 15))
--
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