From 5ed30c03ddfedd4cf79cd8fea9fc45b05821d898 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期一, 16 十月 2023 12:44:07 +0800 Subject: [PATCH] 真实下单位置计算方法修改 --- code_attribute/code_nature_analyse.py | 64 ++++++++++++++++++++++++++++++- 1 files changed, 61 insertions(+), 3 deletions(-) diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py index 9782afd..a1117dc 100644 --- a/code_attribute/code_nature_analyse.py +++ b/code_attribute/code_nature_analyse.py @@ -10,7 +10,7 @@ # 浠g爜鑲℃�ц褰曠鐞� from utils import tool -from db.redis_manager import RedisManager, RedisUtils +from db.redis_manager_delegate import RedisManager, RedisUtils class CodeNatureRecordManager: @@ -25,7 +25,7 @@ # 淇濆瓨K绾垮舰鎬� @classmethod def save_k_format(cls, code, k_format): - RedisUtils.setex(cls.__get_redis(),f"k_format-{code}", tool.get_expire(), json.dumps(k_format)) + RedisUtils.setex(cls.__get_redis(), f"k_format-{code}", tool.get_expire(), json.dumps(k_format)) @classmethod def get_k_format(cls, code): @@ -49,7 +49,7 @@ # 淇濆瓨鑲℃�� @classmethod def save_nature(cls, code, natures): - RedisUtils.setex(cls.__get_redis(),f"code_nature-{code}", tool.get_expire(), json.dumps(natures)) + RedisUtils.setex(cls.__get_redis(), f"code_nature-{code}", tool.get_expire(), json.dumps(natures)) @classmethod def get_nature(cls, code): @@ -132,6 +132,64 @@ return 0, '' +# 鏄惁娑ㄥ緱澶珮 +def is_up_too_high_in_10d(record_datas): + datas = copy.deepcopy(record_datas) + datas.sort(key=lambda x: x["bob"]) + datas = datas[-10:] + limit_ups = [] + limit_up_count = 0 + for data in datas: + limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(data["pre_close"])) + date = data['bob'].strftime("%Y-%m-%d") + if abs(limit_up_price - data["high"]) < 0.01: + limit_ups.append((date, True)) + limit_up_count += 1 + else: + limit_ups.append((date, False)) + + if limit_up_count < 3: + return False + # 杩炵画5澶╂湁3澶╂定鍋� + for i in range(len(limit_ups)): + if i + 5 > len(limit_ups): + break + temp_datas = limit_ups[i:i + 5] + t_count = 0 + for t in temp_datas: + if t[1]: + t_count += 1 + if t_count >= 3: + return True + return False + + +# 120 澶╁唴鏄惁闀垮緱澶珮 +def is_up_too_high_in_120d(record_datas): + datas = copy.deepcopy(record_datas) + datas.sort(key=lambda x: x["bob"]) + datas = datas[-120:] + today_limit_up_price = round(float(gpcode_manager.get_limit_up_price_by_preprice(datas[-1]["close"])), 2) + max_price = 0 + for data in datas: + if data["high"] > max_price: + max_price = data["high"] + if today_limit_up_price <= max_price: + return False + + # 璁$畻120澶╃殑鍧囦环 + total_amount = 0 + total_volume = 0 + for data in datas: + total_amount += data["amount"] + total_volume += data["volume"] + average_price = round(total_amount / total_volume, 2) + if (today_limit_up_price - average_price) / average_price > 0.3: + return True + else: + return False + + # 鏄惁鏈夋定鍋� def get_first_limit_up_count(datas): datas = copy.deepcopy(datas) -- Gitblit v1.8.0