From 75304450cd47c427ade3ad40a7556fc8328a3f29 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 31 七月 2024 18:39:59 +0800
Subject: [PATCH] 板块轮动统计/G撤比例修改
---
third_data/code_plate_key_manager.py | 269 +++++++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 258 insertions(+), 11 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 173a91a..7ecfb5a 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -10,15 +10,17 @@
import constant
from code_attribute import code_nature_analyse
from db.redis_manager_delegate import RedisUtils
-from third_data import kpl_block_util, kpl_api, kpl_util
-from trade.trade_manager import MarketSituationManager
-from utils import global_util, tool, buy_condition_util
+from third_data import kpl_block_util, kpl_api, kpl_util, kpl_limit_up_data_manager
+from settings.trade_setting import MarketSituationManager
+from third_data.history_k_data_manager import HistoryKDataManager
+from third_data.history_k_data_util import HistoryKDatasUtils
+from utils import global_util, tool, buy_condition_util, init_data_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
from third_data.kpl_util import KPLPlatManager
-from trade import trade_manager, l2_trade_util
+from trade import trade_manager, l2_trade_util, trade_constant
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
@@ -93,7 +95,7 @@
# logger_kpl_block_can_buy.info(f"鍑嗗鏇存柊绮鹃�夋澘鍧楋細{code}-{buy_1_price}-{limit_up_price}")
if limit_up_price and buy_1_price:
# 澶勭悊涔�1,鍗�1淇℃伅
- pre_close_price = round(float(limit_up_price) / 1.1, 2)
+ pre_close_price = round(float(limit_up_price) / tool.get_limit_up_rate(code), 2)
# 濡傛灉娑ㄥ箙澶т簬7%灏辫鍙栨澘鍧�
price_rate = (buy_1_price - pre_close_price) / pre_close_price
if price_rate > 0.07:
@@ -137,6 +139,48 @@
except Exception as e:
logger_kpl_block_can_buy.error(f"{code} 鑾峰彇鏉垮潡鍑洪敊")
logger_kpl_block_can_buy.exception(e)
+
+
+# 绂佹涓嬪崟鐨勬澘鍧�
+class ForbiddenBlockManager:
+ __db = 3
+ __redisManager = redis_manager.RedisManager(3)
+ __instance = None
+ __forbidden_blocks = set()
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(ForbiddenBlockManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_data()
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redisManager.getRedis()
+
+ # 鍔犺浇鏁版嵁
+ @classmethod
+ def __load_data(cls):
+ blocks = cls.__get_redis().smembers("forbidden_blocks")
+ if blocks:
+ for b in blocks:
+ cls.__forbidden_blocks.add(b)
+
+ def add(self, block):
+ self.__forbidden_blocks.add(block)
+ RedisUtils.sadd_async(self.__db, "forbidden_blocks", block)
+ RedisUtils.expire_async(self.__db, "forbidden_blocks", tool.get_expire())
+
+ def remove(self, block):
+ if block in self.__forbidden_blocks:
+ self.__forbidden_blocks.remove(block)
+ RedisUtils.srem_async(self.__db, "forbidden_blocks", block)
+
+ def get_blocks(self):
+ return copy.deepcopy(self.__forbidden_blocks)
+
+ def is_in(self, block):
+ return block in self.__forbidden_blocks
# 寮�鐩樺暒绂佹浜ゆ槗鏉垮潡绠＄悊
@@ -505,7 +549,7 @@
# 鏍规嵁韬綅绉婚櫎浠ｇ爜
# return
# 涓嬭繃鍗曠殑浠ｇ爜涓嶇Щ闄�
- if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_constant.TRADE_STATE_NOT_TRADE:
# 鍙涓嬭繃鍗曠殑灏变笉绉婚櫎
return
l2_trade_util.forbidden_trade(code, msg=msg)
@@ -718,7 +762,7 @@
is_strong_block = False
# 鏈�澶氫拱鑰佸嚑
- RANKS = [5, 4, 3, 3, 3, 2, 2]
+ RANKS = [6, 5, 4, 4, 3, 3, 2]
RANK_TIMES = ["10:00:00", "10:30:00", "11:00:00", "11:30:00", "13:30:00", "14:00:00", "15:00:00"]
now_time_str = tool.get_now_time_str()
max_rank = 2
@@ -758,10 +802,12 @@
is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))
if current_shsz_rank < len(current_open_limit_up_codes) + max_rank:
- return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
+ return True, len(block_codes | {
+ code}) <= 1, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
block_codes), len(block_codes_records)
else:
- return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy, current_shsz_rank, len(
+ return False, len(block_codes | {
+ code}) <= 1, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy, current_shsz_rank, len(
block_codes), len(block_codes_records)
# 鑾峰彇鍙互涔扮殑鏉垮潡
@@ -851,9 +897,9 @@
if not blocks_compute_results:
return False, True, f"娌℃湁鎵惧埌鏉垮潡", [], keys, []
codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
+ {trade_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER}))
codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_SUCCESS}))
+ {trade_constant.TRADE_STATE_BUY_SUCCESS}))
codes = codes_delegate | codes_success
# 缁熻鎴愪氦浠ｇ爜鐨勬澘鍧�
trade_codes_blocks_dict = {}
@@ -972,5 +1018,206 @@
can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks)
+class LatestLimitUpBlockManager:
+ """
+ 鏈�杩戞定鍋滅殑鏉垮潡绠＄悊
+ """
+ # 鐪嬫渶杩�7澶�
+ __LATEST_DAY_COUNT = 7
+
+ __days = []
+ # 鐩墠娑ㄥ仠
+ __current_limit_up_day_datas = {}
+ # 鏇炬定鍋�
+ __history_limit_up_day_datas = {}
+
+ # K绾挎暟鎹�
+ __k_datas = {}
+
+ # 浠ｇ爜鐨勬渶楂樻定骞�
+ __k_max_rate = {}
+
+ __code_name_dict = {}
+
+ # 缁熻鏉垮潡鏁版嵁:{"day":{"鏉垮潡":[(娑ㄥ仠鏁�,鐮存澘鏁�, 浠ｇ爜闆嗗悎)]}}
+ __block_day_datas = {}
+
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(LatestLimitUpBlockManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
+
+ @classmethod
+ def __load_datas(cls):
+ # 鍔犺浇鏈�杩�7澶╃殑鏁版嵁
+ __days = HistoryKDatasUtils.get_latest_trading_date_cache(cls.__LATEST_DAY_COUNT - 1)
+ now_day = tool.get_now_date_str()
+ if __days[0] != now_day:
+ __days.insert(0, now_day)
+ cls.__days = __days
+ # 鍔犺浇涔嬪墠6澶╃殑娑ㄥ仠锛屾浘娑ㄥ仠锛屾浘娑ㄥ仠浠ｇ爜鐨勬渶杩�6澶╃殑K绾�
+ for day in __days:
+ if day == now_day:
+ continue
+ limit_up_records = kpl_limit_up_data_manager.get_history_limit_up_datas(day)
+ cls.__history_limit_up_day_datas[day] = limit_up_records
+ current_limit_up_datas = kpl_limit_up_data_manager.get_current_limit_up_datas(day)
+ cls.__current_limit_up_day_datas[day] = current_limit_up_datas
+ # 鑾峰彇浠ｇ爜鐨刱绾�
+ __total_codes = set()
+ for d in cls.__current_limit_up_day_datas:
+ __total_codes |= set([dd[3] for dd in cls.__history_limit_up_day_datas[d]])
+ # 鑾峰彇鏈�杩�7澶╃殑k绾挎儏鍐�
+ for code in __total_codes:
+ cls.__get_bars(code)
+ # 缁熻鍓�6澶╃殑鏉垮潡淇℃伅
+ for day in __days:
+ if day == now_day:
+ continue
+ cls.__block_day_datas[day] = cls.__statistics_limit_up_block_infos_by_day(day)
+
+ def set_current_limit_up_data(self, day, datas):
+ self.__current_limit_up_day_datas[day] = datas
+ self.__history_limit_up_day_datas[day] = kpl_limit_up_data_manager.get_today_history_limit_up_datas_cache()
+ # 鍔犺浇浠ｇ爜K绾挎暟鎹�
+ __total_codes = set([d[0] for d in datas])
+ __total_codes |= set([d[3] for d in self.__history_limit_up_day_datas[day]])
+ for code in __total_codes:
+ self.__get_bars(code)
+
+ @classmethod
+ def __statistics_limit_up_block_infos_by_day(cls, day):
+ """
+ 缁熻娑ㄥ仠浠ｇ爜淇℃伅
+ @return:
+ """
+ # 缁熻鏉垮潡鐨�
+ current_code_dict = {d[0]: d for d in cls.__current_limit_up_day_datas[day]}
+ # history_code_dict = {d[3]: d for d in self.__history_limit_up_day_datas[day]}
+ block_codes_dict = {}
+ for h in cls.__history_limit_up_day_datas[day]:
+ cls.__code_name_dict[h[3]] = h[4]
+ if h[2] not in block_codes_dict:
+ block_codes_dict[h[2]] = set()
+ block_codes_dict[h[2]].add(h[3])
+ fdata = {}
+ for b in block_codes_dict:
+ limit_up_count = 0
+ open_limit_up_count = 0
+ for code in block_codes_dict[b]:
+ if code in current_code_dict:
+ limit_up_count += 1
+ else:
+ open_limit_up_count += 1
+
+ fdata[b] = (limit_up_count, open_limit_up_count, block_codes_dict[b])
+ return fdata
+
+ def statistics_limit_up_block_infos(self):
+ """
+ 缁熻娑ㄥ仠鏉垮潡鏁版嵁
+ @return:
+ """
+ # 鍙粺璁′粖澶╃殑鏁版嵁
+ now_day = tool.get_now_date_str()
+ block_dict = self.__statistics_limit_up_block_infos_by_day(now_day)
+ self.__block_day_datas[now_day] = block_dict
+ # 鏉垮潡鍑虹幇鐨勫ぉ鏁�
+ block_count_dict = {}
+ # 鏉垮潡鍑虹幇鐨勪唬鐮�
+ block_codes_dict = {}
+ for day in self.__block_day_datas:
+ for b in self.__block_day_datas[day]:
+ if b not in block_count_dict:
+ block_count_dict[b] = set()
+ if b not in block_codes_dict:
+ block_codes_dict[b] = set()
+ block_count_dict[b].add(day)
+ block_codes_dict[b] |= self.__block_day_datas[day][b][2]
+
+ block_count_list = [(k, block_count_dict[k]) for k in block_count_dict]
+ block_count_list.sort(key=lambda x: x[1], reverse=True)
+ block_count_list = block_count_list[:20]
+ # [(娑ㄥ仠鍘熷洜,绱娑ㄥ仠娆℃暟,杩炵画娆℃暟)]
+ fdatas = []
+ today_records_code_dict = {d[3]: d for d in self.__history_limit_up_day_datas.get(now_day)}
+ for d in block_count_list:
+ b = d[0]
+ fdata = [d[0], len(d[1])]
+ temp = []
+ max_continue_count = 0
+ for day in self.__days:
+ if d[0] in self.__block_day_datas[day]:
+ temp.append(day)
+ else:
+ c = len(temp)
+ if c > max_continue_count:
+ max_continue_count = c
+ temp.clear()
+ c = len(temp)
+ if c > max_continue_count:
+ max_continue_count = c
+ temp.clear()
+ # 鏈�澶ц繛缁鏁�
+ fdata.append(max_continue_count)
+ # 鏈�楂樻澘
+ max_rate_info = None
+ for code in block_codes_dict[d[0]]:
+ if max_rate_info is None:
+ max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code))
+ if max_rate_info[1] < self.__k_max_rate.get(code):
+ max_rate_info = (code, self.__k_max_rate.get(code), self.__code_name_dict.get(code))
+ fdata.append(max_rate_info)
+
+ # 缁熻浠婂ぉ杩欎釜鏉垮潡涓ぇ浜庝簩鏉跨殑浠ｇ爜鏁伴噺
+ limit_up_counts = 0
+ for code in block_codes_dict[d[0]]:
+ if code in today_records_code_dict and today_records_code_dict[code][12] != '棣栨澘':
+ limit_up_counts += 1
+ fdata.append(limit_up_counts)
+ # 鑾峰彇姣忓ぉ鐨勬暟閲�
+ days_datas = []
+ for day in self.__days:
+ binfo = self.__block_day_datas[day].get(b)
+ if not binfo:
+ days_datas.append((0, 0))
+ else:
+ days_datas.append((binfo[0], binfo[1]))
+ fdata.append(days_datas)
+ fdatas.append(fdata)
+ return fdatas
+
+ @classmethod
+ def __get_bars(cls, code):
+ """
+ 鑾峰彇K绾�
+ @param code:
+ @return:
+ """
+ if code in cls.__k_datas:
+ return cls.__k_datas[code]
+ volumes_data = None
+ if cls.__days:
+ volumes_data = HistoryKDataManager().get_history_bars(code, cls.__days[1])
+ if volumes_data:
+ volumes_data = volumes_data[:cls.__LATEST_DAY_COUNT - 1]
+ cls.__k_datas[code] = volumes_data
+ if not volumes_data:
+ volumes_data = init_data_util.get_volumns_by_code(code, cls.__LATEST_DAY_COUNT - 1)
+ if volumes_data:
+ cls.__k_datas[code] = volumes_data
+ # 鑾峰彇鏈�澶ф定骞�
+ min_price = volumes_data[-1]["low"]
+ for d in volumes_data:
+ if min_price > d["low"]:
+ min_price = d["low"]
+ rate = int((volumes_data[0]["close"] - min_price) * 100 / min_price)
+ cls.__k_max_rate[code] = rate
+ return cls.__k_datas.get(code)
+
+
if __name__ == "__main__":
pass
--
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