From 65afea1ba534b51f947cbe7989d7f4d650bbc9e6 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期一, 04 十一月 2024 18:29:00 +0800 Subject: [PATCH] 代码异常保护 --- third_data/code_plate_key_manager.py | 192 +++++++++++++++++++++++++++++++++++++----------- 1 files changed, 148 insertions(+), 44 deletions(-) diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py index 36fce51..09a40b6 100644 --- a/third_data/code_plate_key_manager.py +++ b/third_data/code_plate_key_manager.py @@ -14,12 +14,14 @@ from settings.trade_setting import MarketSituationManager from third_data.kpl_data_constant import LimitUpDataConstant 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 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 +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 @@ -124,6 +126,8 @@ async_log_util.info(logger_kpl_block_can_buy, f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�-{blocks} 鑰楁椂:{int(time.time() - start_time)}s") self.save_jx_blocks(code, blocks, current_limit_up_blocks) + # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂� + self.load_jx_blocks_radical(code) else: # 杩樻病娑ㄥ仠鐨勯渶瑕佹洿鏂扮簿閫夋澘鍧� 鏇存柊绮鹃�夋澘鍧� if abs(float(buy_1_price) - float(limit_up_price)) >= 0.001: @@ -144,6 +148,8 @@ async_log_util.info(logger_kpl_block_can_buy, f"{code}:鑾峰彇鍒扮簿閫夋澘鍧楋紙鏇存柊锛�-{blocks} 鑰楁椂:{int(time.time() - start_time)}s") self.save_jx_blocks(code, blocks, current_limit_up_blocks) + # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂� + self.load_jx_blocks_radical(code) elif price_rate > 0.03: # 娣诲姞澶囩敤鏉垮潡 if not self.get_jx_blocks_cache(code, by=True): @@ -152,6 +158,8 @@ self.save_jx_blocks(code, blocks, current_limit_up_blocks, by=True) async_log_util.info(logger_kpl_block_can_buy, f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�(澶囩敤)-{blocks} 鑰楁椂:{int(time.time() - start_time)}s") + # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂� + self.load_jx_blocks_radical(code) if price_rate > 0.03: if not self.__code_blocks_for_radical_buy.get(code): @@ -285,12 +293,6 @@ def get_today_limit_up_reason(cls, code): return cls.__today_total_limit_up_reason_dict.get(code) - # 浠婃棩娑ㄥ仠鍘熷洜鍙樺寲 - def set_today_limit_up_reason_change(self, code, from_reason, to_reason): - RedisUtils.sadd(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", from_reason) - RedisUtils.expire(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", tool.get_expire()) - self.__set_total_keys(code) - # 璁剧疆浠g爜鐨勪粖鏃ユ定鍋滃師鍥� def __set_total_keys(self, code): keys = set() @@ -329,6 +331,8 @@ return fresult + + # 瀹炴椂寮�鐩樺暒甯傚満鏁版嵁 class RealTimeKplMarketData: # 绮鹃�夊墠5 @@ -342,11 +346,18 @@ __KPLPlateForbiddenManager = KPLPlateForbiddenManager() __LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager() __KPLPlatManager = KPLPlatManager() - # 绮鹃�夊墠鍑� + # 绮鹃�夋祦鍏ュ墠鍑� __top_jx_blocks = set() + # 绮鹃�夋祦鍑哄墠鍑� + __top_jx_out_blocks = set() @classmethod def set_market_jingxuan_blocks(cls, datas): + """ + 璁剧疆绮鹃�夋祦鍏ユ暟鎹� + @param datas: + @return: + """ blocks = set() for data in datas: if data[3] <= 0: @@ -355,8 +366,34 @@ cls.__top_jx_blocks = blocks @classmethod + def set_market_jingxuan_out_blocks(cls, datas): + """ + 璁剧疆绮鹃�夋祦鍑烘暟鎹� + @param datas: + @return: + """ + blocks = set() + for i in range(0, len(datas)): + if i >= 10 and int(tool.get_now_time_str().replace(":", "")) < int("100000"): + # 10鐐瑰墠鐪嬪墠10锛屽崄鐐瑰悗涓嶇湅鍓�10 + break + data = datas[i] + if data[3] > 0 - 5e7: + # 杩囨护5鍗冧竾浠ヤ笂鐨� + break + blocks.add(kpl_util.filter_block(data[1])) + + # 璁板綍绮鹃�夋祦鍑烘棩蹇� + async_log_util.info(logger_kpl_jx_out, f"鍘熸暟鎹細{datas[:10]} 鏉垮潡锛歿blocks}") + cls.__top_jx_out_blocks = blocks + + @classmethod def get_top_market_jingxuan_blocks(cls): return cls.__top_jx_blocks + + @classmethod + def get_top_market_jingxuan_out_blocks(cls): + return cls.__top_jx_out_blocks @classmethod def set_top_5_industry(cls, datas): @@ -408,6 +445,14 @@ __history_limit_up_reason_dict = {} # 鏉垮潡 __blocks_dict = {} + + __instance = None + + def __new__(cls, *args, **kwargs): + if not cls.__instance: + cls.__instance = super(CodesHisReasonAndBlocksManager, cls).__new__(cls, *args, **kwargs) + + return cls.__instance def __get_redis(self): return self.__redisManager.getRedis() @@ -491,6 +536,14 @@ except: pass return set() + + def get_history_blocks_cache(self, code): + """ + 鑾峰彇180澶╃殑鍘嗗彶娑ㄥ仠鍘熷洜缂撳瓨 + @param code: + @return: + """ + return self.__history_blocks_dict_cache.get(code) # 鐩爣浠g爜鏉垮潡鍏抽敭璇嶇鐞� @@ -870,7 +923,8 @@ current_limit_up_datas = [] # 鑾峰彇鐩爣浠g爜鏉垮潡 - keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code) + # keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code) + keys, k1 = RadicalBuyBlockManager.get_code_blocks(code) # log.logger_kpl_debug.info("{}鏈�缁堝叧閿瘝锛歿}", code, keys) @@ -879,6 +933,7 @@ fresults = [] if not keys: return fresults, set() + code_limit_up_reasons_dict = {} load_code_block() for block in keys: @@ -1051,7 +1106,7 @@ class RadicalBuyBlockManager: """ - 婵�杩涗拱鏉垮潡绠$悊 + 鎵叆涔版澘鍧楃鐞� """ __TargetCodePlateKeyManager = TargetCodePlateKeyManager() # 涓婃鐨勬定鍋滀唬鐮� @@ -1127,7 +1182,7 @@ 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): + def __get_current_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, limit_up_time=None): """ 鑾峰彇褰撳墠娑ㄥ仠韬綅 @param code: @@ -1140,9 +1195,14 @@ current_index = 0 block_codes_infos = [] timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range - limit_up_time = time.time() + if limit_up_time is None: + 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) @@ -1198,6 +1258,11 @@ 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) @@ -1249,9 +1314,7 @@ """ # 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 = LimitUpDataConstant.get_first_limit_up_time(code) - if not limit_up_timestamp: - limit_up_timestamp = time.time() + limit_up_timestamp = cls.__get_limit_up_timestamp(code) if int(tool.timestamp_format(limit_up_timestamp, "%H%M%S")) > 94500: return False, "瓒呰繃鐢熸晥鏃堕棿" # 鏍规嵁鏉垮潡鑱氬悎鏁版嵁 @@ -1269,7 +1332,8 @@ # ----鑾峰彇鍘嗗彶韬綅---- history_index, history_before_codes_info = cls.__get_history_index(code, block, yesterday_limit_up_codes) # ----鑾峰彇瀹炴椂韬綅---- - current_index, current_before_codes_info = cls.__get_current_index(code, block, yesterday_limit_up_codes) + 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]][ @@ -1281,7 +1345,8 @@ # ----鑾峰彇鍘嗗彶韬綅---- history_index, history_before_codes_info = cls.__get_history_index(code, block, set()) # ----鑾峰彇瀹炴椂韬綅---- - current_index, current_before_codes_info = cls.__get_current_index(code, block, set()) + current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), + 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 @@ -1299,10 +1364,11 @@ 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])[0]: + if RedicalBuyDataManager.can_buy(history_before_codes_info[0][0], + DealAndDelegateWithBuyModeDataManager().get_deal_codes())[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]}" - return True, f"寮�1鏁伴噺锛歿count}锛屽巻鍙�-{history_index + 1} 瀹炴椂-{current_index + 1}" + 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}" @classmethod def __is_radical_buy_with_block_up(cls, code, block, yesterday_limit_up_codes): @@ -1319,17 +1385,17 @@ @param yesterday_limit_up_codes: @return: """ + + # 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) + # 鑾峰彇褰撳墠鐨勬澘鍧� - current_index, current_before_codes_info = cls.__get_current_index(code, block, set()) + current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), + limit_up_time=limit_up_timestamp) current_before_codes = [x[0] for x in current_before_codes_info] if len(current_before_codes_info) < 2: return False, f"鍓嶆帓浠g爜灏忎簬2涓細{current_before_codes_info}" - - # 鑾峰彇褰撳墠浠g爜鐨勬定鍋滄椂闂� - limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code) - if not limit_up_timestamp: - limit_up_timestamp = time.time() # 褰撳墠浠g爜寮�1涓嶈兘涔� if limit_up_timestamp < kpl_block_util.open_limit_up_time_range[1]: @@ -1364,30 +1430,46 @@ exclude_codes |= set(open_limit_up_code_dict.keys()) history_index, history_before_codes_info = cls.__get_history_index(code, block, yesterday_limit_up_codes, exclude_codes) - if history_index > 1: - return False, f"鎺掗櫎鍓�2锛岀洰鏍囦唬鐮佷綅浜庡巻鍙茶韩浣�-{history_index + 1}锛屽墠鎺掍唬鐮侊細{history_before_codes_info}" - elif history_index == 1: - # 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)[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�" + # 鑾峰彇鏈澘鍧椾拱鍏ヤ唬鐮佺殑鏈�澶ф暟閲� + max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(block) + if history_index > max_count: + return False, f"鎺掗櫎鍓�2锛岀洰鏍囦唬鐮佷綅浜庡巻鍙茶韩浣�-{history_index + 1}锛屽墠鎺掍唬鐮侊細{history_before_codes_info}, 鏉垮潡鏈�澶氬彲涔皗max_count}" + + if max_count == 1: + if history_index == 1: + # 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]: + 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�" + 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�" 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')) >= 5 * 60: - return False, f"璺濈涓婁釜浠g爜娑ㄥ仠宸茶繃鍘�5鍒嗛挓锛坽current_before_codes_info[-1]}锛�" + 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�" return True, f"婊¤冻涔板叆闇�姹�: 鍓嶆帓浠g爜-{current_before_codes_info}" @classmethod def __is_re_limit_up(cls, code, block): + """ + 鏄惁鏄偢鏉垮洖灏佸彲涔� + @param code: + @param block: + @return: + """ # 鑾峰彇韬綅 - current_index, current_before_codes_info = cls.__get_current_index(code, block, set()) + current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), + limit_up_time=cls.__get_limit_up_timestamp( + code)) history_index, history_before_codes_info = cls.__get_history_index(code, block, set()) if current_index != history_index: return False, f"鏈夊叾浠栫偢鏉�" @@ -1422,12 +1504,24 @@ return True, "" @classmethod + def __get_limit_up_timestamp(cls, code): + """ + 鑾峰彇浠g爜鐨勬定鍋滄椂闂达紝榛樿褰撳墠鏃堕棿 + @param code: + @return: + """ + limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code) + if not limit_up_timestamp: + limit_up_timestamp = time.time() + return limit_up_timestamp + + @classmethod def get_code_kpl_blocks(cls, code): blocks = KPLCodeJXBlockManager().get_jx_blocks_radical(code) if blocks is None: blocks = set() # 灏嗚幏鍙栨定鍋滃師鍥犱笌娑ㄥ仠鎺ㄨ崘 - keys = TargetCodePlateKeyManager().get_plate_keys(code, contains_today=False) + keys = TargetCodePlateKeyManager().get_plate_keys(code, contains_today=True) if keys and keys[0]: blocks |= set(keys[0]) return blocks @@ -1449,6 +1543,13 @@ if match_blocks_3: match_blocks_3 -= constant.KPL_INVALID_BLOCKS fblocks |= match_blocks_3 + # 鑾峰彇寮�鐩樺暒鍘嗗彶娑ㄥ仠鍘熷洜 + kpl_history_blocks = CodesHisReasonAndBlocksManager().get_history_blocks_cache(code) + if kpl_history_blocks: + fblocks |= BlockMapManager().filter_blocks(kpl_history_blocks) + jx_out_blocks = RealTimeKplMarketData.get_top_market_jingxuan_out_blocks() + if jx_out_blocks: + fblocks -= jx_out_blocks return fblocks, match_blocks @@ -1489,15 +1590,18 @@ result = cls.__is_radical_buy_with_block_up(code, b, yesterday_limit_up_codes) if result[0]: can_buy_blocks.add(b) + msges.append(f"銆恵b}銆�:{result[1]}") fmsges.append("鏉垮潡蹇�熷惎鍔ㄥ垽鏂�##" + ",".join(msges)) if not can_buy_blocks: + msges.clear() for b in keys_: result = cls.__is_re_limit_up(code, b) if result[0]: can_buy_blocks.add(b) - + msges.append(f"銆恵b}銆�:{result[1]}") + fmsges.append("鏉垮潡鍥炲皝鍒ゆ柇##" + ",".join(msges)) return can_buy_blocks, " **** ".join(fmsges) -- Gitblit v1.8.0