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 | 435 ++++++++++++++++++++++++++++++++++++++++------------- 1 files changed, 325 insertions(+), 110 deletions(-) diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py index 69b9d9b..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) @@ -513,74 +557,30 @@ # 鏄惁闇�瑕佹縺杩涗拱 @classmethod - def __is_need_active_buy(cls, code, block, current_limit_up_datas, limit_up_record_datas, - yesterday_current_limit_up_codes): + def __is_need_active_buy(cls, code, block, current_rank, open_limit_up_count): """ - 婵�杩涗拱鍏ヨ鍒欙細涓绘澘鑰佸ぇ涓斿墠闈㈡湁楂樹綅鏉�/20cm - @param code: - @param block: - @param current_limit_up_datas: - @param limit_up_record_datas: - @param yesterday_current_limit_up_codes: + 鏉垮潡鏄惁闇�瑕佹縺杩涗拱鍏� + 瑙勫垯锛氭牴鎹韩浣嶅垽鏂槸鍚﹂渶瑕佹縺杩涗拱锛屾牴鎹椂闂村垝鍒� + @param code: 浠g爜 + @param block: 鏉垮潡鍚嶇О + @param current_rank: 鐩墠鍦ㄦ澘鍧椾腑鐨勮韩浣嶏紝浠�0寮�濮� + @param open_limit_up_count: 寮�1鐨勬暟閲� @return: """ - code_limit_up_reason_dict = {} - for d in limit_up_record_datas: - code_limit_up_reason_dict[d[3]] = d[2] - # 鍓嶉潰鏈夐珮浣嶆澘/闈炰富鏉挎定鍋滀笖鏇炬定鍋滀富鏉挎帓鑰佸ぇ鍒欐縺杩涗拱 - block_codes_info = [] - contains_code = False - for d in current_limit_up_datas: - reason = kpl_util.get_current_limit_up_reason(d) - if reason != block: - continue - if d[0] == code: - contains_code = True - # 鏍煎紡锛歔浠g爜,娑ㄥ仠鏃堕棿,鏄惁楂樹綅鏉�, 鑷敱娴侀�氬競鍊糫 - block_codes_info.append((d[0], d[2], d[0] in yesterday_current_limit_up_codes, d[7])) - if not contains_code: - block_codes_info.append((code, int(time.time()), False, global_util.zyltgb_map.get(code))) - block_codes_info.sort(key=lambda x: x[1]) - # 鏆傚瓨鍦ㄥ綋鍓嶄唬鐮佷箣鍓嶆定鍋滅殑楂樹綅鏉�/闈炰富鏉夸唬鐮� - before_codes = [] - for info in block_codes_info: - if info[0] == code: + real_current_rank = max(current_rank - open_limit_up_count, 0) + + TIME_STR_RANGES = ["10:00:00", "10:30:00", "11:00:00", "13:00:00", "13:30:00", "14:00:00", "14:30:00", + "15:00:00"] + TIME_INT_RANGES = [int(x.replace(':', '')) for x in TIME_STR_RANGES] + MAX_RANKS = [3, 3, 2, 2, 1, 0, 0, 0] + now_time_str = tool.get_now_time_str().replace(':', '') + for i in range(len(TIME_INT_RANGES)): + if int(now_time_str) <= TIME_INT_RANGES[i]: + if MAX_RANKS[i] > real_current_rank: + return True break - if info[2] or not tool.is_shsz_code(info[0]): - before_codes.append(info[0]) - if before_codes: - # 鍒ゆ柇鍘嗗彶娑ㄥ仠涓绘澘韬綅 - record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block, - limit_up_record_datas, - code_limit_up_reason_dict, - yesterday_current_limit_up_codes, - shsz=True) - if record_shsz_rank == 0: - # 鍘嗗彶涓绘澘鑰佸ぇ - return True, f"涓绘澘鑰佸ぇ涓斿墠闈㈡湁闈炰富鏉�/楂樹綅鏉挎定鍋滐紝鍏堜簬娑ㄥ仠浠g爜锛歿before_codes}" - # 鎺掗櫎鑷繁鏈�3涓定鍋滐紝涓旇繖4涓腑鑷敱娴侀�氬競鍊兼渶灏忥紝涓旀定鍋滆繃鐨勪唬鐮佷腑涓绘澘鎺掑悕鍓�4 - if len(block_codes_info) >= 4: - temp_codes = [] - for info in block_codes_info: - # 涓嶆槸楂樹綅鏉夸笖鏄富鏉� - if not info[2] and tool.is_shsz_code(info[0]): - # 鏍煎紡锛�(浠g爜, 鑷敱娴侀�氬競鍊�) - temp_codes.append((info[0], info[3])) - # 鍒ゆ柇鏄惁涓轰富鏉夸腑鑷敱甯傚�兼渶灏� - temp_codes.sort(key=lambda x: x[1]) - if temp_codes[0][0] == code: - # 鑷敱甯傚�兼渶灏� - # 鍒ゆ柇鍘嗗彶韬綅 - record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block, - limit_up_record_datas, - code_limit_up_reason_dict, - yesterday_current_limit_up_codes, - shsz=True) - if record_shsz_rank < 4: - return True, f"鏉垮潡鏈夊ぇ浜�3绁ㄦ定鍋滐紝涓旇嚜鐢辨祦閫氬競鍊兼渶灏忥紝韬綅({record_shsz_rank})鍓�4" - - return False, "涓嶆弧瓒虫縺杩涗拱鍏ユ潯浠�" + return False # 杩斿洖鍐呭(鏄惁鍙拱, 鏄惁涓虹嫭鑻�, 鎻忚堪淇℃伅, 鏄惁涓哄己鍔夸富绾�, 鏄惁闇�瑕佹縺杩涗拱) @classmethod @@ -595,18 +595,14 @@ block_codes = current_limit_up_block_codes_dict.get(block) if block_codes is None: block_codes = set() - # 璁$畻鏄惁闇�瑕佹縺杩涗拱鍏� - active_buy = cls.__is_need_active_buy(code, block, current_limit_up_datas, - limit_up_record_datas, - yesterday_current_limit_up_codes) if not block_codes: # 楂樹綅鏉挎硾鍖栨澘鍧椾腑鏃犳澘鍧� if not high_level_block_codes.get(block): - return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, active_buy + return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False elif len(block_codes) == 1 and code in block_codes: if not high_level_block_codes.get(block): - return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠g爜娑ㄥ仠", False, active_buy + return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠g爜娑ㄥ仠", False, False # 鍙互涔扮殑鏈�澶ф帓鍚� # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas, # code_limit_up_reason_dict) @@ -669,6 +665,9 @@ current_open_limit_up_codes), shsz=True, limit_up_time=first_limit_up_time) + # 璁$畻鏄惁闇�瑕佹縺杩涗拱鍏� + is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes)) + # record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block, # limit_up_record_datas, # code_limit_up_reason_dict, @@ -676,10 +675,10 @@ # shsz=True) if int(tool.get_now_time_str().replace(":", "")) <= int("094000") and is_strong_block: # 寮哄娍涓荤嚎鍔犲己鍔�10鍒嗛挓 - return True, False, f"銆恵block}銆戯細寮哄娍涓荤嚎+寮哄娍10鍒嗛挓", is_strong_block, active_buy + return True, False, f"銆恵block}銆戯細寮哄娍涓荤嚎+寮哄娍10鍒嗛挓", is_strong_block, is_active_buy if current_shsz_rank < len(current_open_limit_up_codes) + max_rank: - return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, active_buy + return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy else: # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) # if k_format and k_format[8][0]: @@ -692,8 +691,8 @@ situation = MarketSituationManager().get_situation_cache() zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation) if zyltgb_as_yi and zylt_threshold_as_yi[2] <= zyltgb_as_yi <= zylt_threshold_as_yi[3]: - return True, False, f"銆恵block}銆戝己鍔挎澘鍧� 鑷敱娴侀�氬競鍊�({zyltgb_as_yi})澶т簬{zylt_threshold_as_yi[2]}浜� 灏忎簬{zylt_threshold_as_yi[3]}浜�", is_strong_block, active_buy - return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, active_buy + return True, False, f"銆恵block}銆戝己鍔挎澘鍧� 鑷敱娴侀�氬競鍊�({zyltgb_as_yi})澶т簬{zylt_threshold_as_yi[2]}浜� 灏忎簬{zylt_threshold_as_yi[3]}浜�", is_strong_block, is_active_buy + return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy # 杩囨椂鐨勪唬鐮� # if open_limit_up_codes: @@ -740,18 +739,20 @@ block_codes = current_limit_up_block_codes_dict.get(block) if block_codes is None: block_codes = set() - # 璁$畻鏄惁闇�瑕佹縺杩涗拱鍏� - active_buy = cls.__is_need_active_buy(code, block, current_limit_up_datas, - limit_up_record_datas, - yesterday_current_limit_up_codes) + # 鍘嗗彶娑ㄥ仠浠g爜 + block_codes_records = set() + if limit_up_record_datas: + for k in limit_up_record_datas: + if block in code_limit_up_reasons_dict.get(k[3]): + block_codes_records.add(k[3]) if not block_codes: # 楂樹綅鏉挎硾鍖栨澘鍧椾腑鏃犳澘鍧� if not high_level_block_codes.get(block): - return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, active_buy + return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False, 0, 0, 0 elif len(block_codes) == 1 and code in block_codes: if not high_level_block_codes.get(block): - return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠g爜娑ㄥ仠", False, active_buy + return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠g爜娑ㄥ仠", False, False, 0, 0, 0 # 鍙互涔扮殑鏈�澶ф帓鍚� # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas, # code_limit_up_reason_dict) @@ -761,7 +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 @@ -796,10 +797,18 @@ current_open_limit_up_codes), shsz=True, limit_up_time=first_limit_up_time) + + # 璁$畻鏄惁闇�瑕佹縺杩涗拱鍏� + 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, active_buy + 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, active_buy + 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 # current_limit_up_datas: 浠婃棩瀹炴椂娑ㄥ仠 @@ -842,15 +851,17 @@ code_limit_up_reasons_dict = {} load_code_block() for block in keys: - can_buy, unique, msg, is_strong, active_buy_info = cls.__is_block_can_buy_new(code, block, - current_limit_up_datas, - code_limit_up_reasons_dict, - yesterday_current_limit_up_codes, - limit_up_record_datas, - current_limit_up_block_codes_dict, - high_level_code_blocks=high_level_general_code_blocks, - high_level_block_codes=high_level_general_block_codes) - fresults.append((block, can_buy, unique, msg, is_strong, active_buy_info)) + can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count, block_limit_up_record_count = cls.__is_block_can_buy_new( + code, block, + current_limit_up_datas, + code_limit_up_reasons_dict, + yesterday_current_limit_up_codes, + limit_up_record_datas, + current_limit_up_block_codes_dict, + high_level_code_blocks=high_level_general_code_blocks, + high_level_block_codes=high_level_general_block_codes) + fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count, + block_limit_up_record_count)) return fresults, keys # 鏄惁鍙互涓嬪崟 @@ -859,7 +870,7 @@ @classmethod def can_buy(cls, code): if constant.TEST: - return ["娴嬭瘯"], True, cls.BLOCK_TYPE_NONE, [], set(), ["鍖栧伐"] + return [("娴嬭瘯", 0, 1, 1)], True, cls.BLOCK_TYPE_NONE, [], set(), ["鍖栧伐"] # if True: # # 娴嬭瘯 # return True, "涓嶅垽鏂澘鍧楄韩浣�" @@ -886,9 +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 = {} @@ -936,21 +947,24 @@ # 寮哄娍涓荤嚎鏈�澶氬悓鏃舵寕3鍙エ锛屾渶澶氭垚浜�2鍙エ MAX_DELEGATE_COUNT = 3 if r[4] else 2 MAX_DEAL_COUNT = 2 if r[4] else 1 - if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT: - msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠g爜锛歿trade_success_blocks_count[r[0]]}") - continue - if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT: - msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}") - continue - can_buy_blocks.append(r[0]) + # if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT: + # msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠g爜锛歿trade_success_blocks_count[r[0]]}") + # continue + # if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT: + # msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}") + # continue + if len(r) > 8: + can_buy_blocks.append((r[0], r[6], r[7], r[8])) + else: + # 锛堟澘鍧楀悕绉�,韬綅,鏉垮潡娑ㄥ仠鏁伴噺锛� + can_buy_blocks.append((r[0], 0, 1, 1)) if r[4]: can_buy_strong_blocks.append(r[0]) if r[3]: msg_list.append(r[3]) - if r[5][0]: + if r[5]: active_buy_blocks.append(r[0]) - msg_list.append(f"銆恵r[0]}銆戞縺杩涗拱鍏�({r[5][1]})") - + msg_list.append(f"銆恵r[0]}銆戞縺杩涗拱鍏�({r[5]})") else: if r[3]: msg_list.append(r[3]) @@ -1004,5 +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 -- Gitblit v1.8.0