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 | 89 +++++++++++++++++++++++++++++++++++++-------
1 files changed, 75 insertions(+), 14 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index c305e0d..a1117dc 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -10,13 +10,13 @@
# 浠ｇ爜鑲℃�ц褰曠鐞�
from utils import tool
-from db.redis_manager import RedisManager
+from db.redis_manager_delegate import RedisManager, RedisUtils
class CodeNatureRecordManager:
__redisManager = RedisManager(0)
- __k_format_cache={}
- __nature_cache={}
+ __k_format_cache = {}
+ __nature_cache = {}
@classmethod
def __get_redis(cls):
@@ -25,32 +25,35 @@
# 淇濆瓨K绾垮舰鎬�
@classmethod
def save_k_format(cls, code, k_format):
- cls.__get_redis().setex(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):
- val = cls.__get_redis().get(f"k_format-{code}")
+ val = RedisUtils.get(cls.__get_redis(), f"k_format-{code}")
if val:
return json.loads(val)
return None
@classmethod
def get_k_format_cache(cls, code):
+ val = None
if code in cls.__k_format_cache:
- return cls.__k_format_cache[code]
- val = cls.get_k_format(code)
- if val:
- cls.__k_format_cache[code] = val
- return val
+ val = cls.__k_format_cache[code]
+ if not val:
+ val = cls.get_k_format(code)
+ if val:
+ cls.__k_format_cache[code] = val
+ # 澶嶅埗
+ return copy.deepcopy(val) if val else None
# 淇濆瓨鑲℃��
@classmethod
def save_nature(cls, code, natures):
- cls.__get_redis().setex(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):
- val = cls.__get_redis().get(f"code_nature-{code}")
+ val = RedisUtils.get(cls.__get_redis(), f"code_nature-{code}")
if val:
return json.loads(val)
return None
@@ -63,7 +66,6 @@
if val:
cls.__nature_cache[code] = val
return val
-
# 璁剧疆鍘嗗彶K绾�
@@ -100,7 +102,8 @@
# 鏄惁鍏锋湁K绾垮舰鎬�
def is_has_k_format(limit_up_price, record_datas):
- is_too_high, is_new_top, is_lowest, is_near_new_top, is_n, is_v, has_format, volume_info,is_special = get_k_format(float(limit_up_price),record_datas)
+ is_too_high, is_new_top, is_lowest, is_near_new_top, is_n, is_v, has_format, volume_info, is_special = get_k_format(
+ float(limit_up_price), record_datas)
if not has_format:
return False, "涓嶆弧瓒矺绾垮舰鎬�"
return True, "鏈夊舰鎬�"
@@ -129,6 +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)
--
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