From 8165b72761b0729e5cc3ca00c9f2f52215055229 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期六, 09 九月 2023 11:51:33 +0800
Subject: [PATCH] 涨停后板块不是老大撤单
---
third_data/code_plate_key_manager.py | 141 +++++++++++++++++++++++++++-------------------
1 files changed, 82 insertions(+), 59 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 5d4a496..b47fb4d 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -428,6 +428,47 @@
l2_trade_util.forbidden_trade(code)
logger_kpl_block_can_buy.info(msg)
+ @classmethod
+ def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas):
+ log.logger_kpl_debug.info(f"鍒ゆ柇鏉垮潡鏄惁鍙拱锛歿block}")
+ # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
+ # yesterday_current_limit_up_codes, 50)
+ # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
+ # yesterday_current_limit_up_codes, 50)
+ # is_top_4 = is_top_8_record and is_top_4_current
+ # msg_list.append(f"\n瀹炴椂top10(娑ㄥ仠鏁伴噺锛歿len(current_limit_up_datas)})")
+ # msg_list.append(f"鍘嗗彶top20(娑ㄥ仠鏁伴噺锛歿len(top_8_record)})")
+
+ # 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
+ current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
+ code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, shsz=True)
+ record_shsz_rank = 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)
+ # 鑾峰彇涓绘澘鍘嗗彶韬綅
+
+ pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
+ code_limit_up_reason_dict)
+ if pen_limit_up_codes:
+ # 涓绘澘寮�1
+ if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len(pen_limit_up_codes) + 1:
+ # 灞炰簬榫�1,榫�2
+ return True, f"{tool.get_now_time_str()} {block}锛歵op10娑ㄥ仠鏉垮潡锛屼富鏉垮紑1({pen_limit_up_codes}),灞炰簬涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}(瀹炴椂韬綅-{current_shsz_rank}/{len(current_limit_up_datas)})"
+ else:
+ if record_shsz_rank >= len(pen_limit_up_codes) + 1:
+ cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
+ return False, f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛屼富鏉垮紑1锛坽pen_limit_up_codes}锛�,涓嶄负涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�"
+ else:
+ if current_shsz_rank == 0 and record_shsz_rank < 2:
+ return True, f"{tool.get_now_time_str()} {block}锛歵op4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1锛屽睘浜庨緳1锛屽疄鏃舵定鍋滃垪琛ㄦ暟閲�({len(current_limit_up_datas)})"
+ else:
+ if record_shsz_rank >= 2:
+ cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
+
+ return False, f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�"
+
# 鑾峰彇鍙互涔扮殑鏉垮潡
# current_limit_up_datas: 浠婃棩瀹炴椂娑ㄥ仠
# latest_2_day_limit_up_datas锛氭渶杩�2澶╃殑瀹炴椂娑ㄥ仠锛堜笉鍚粖鏃ワ級
@@ -445,6 +486,7 @@
else:
code_limit_up_reason_dict[d[3]] = d[2]
return code_limit_up_reason_dict
+
if current_limit_up_datas is None:
current_limit_up_datas = []
@@ -474,67 +516,13 @@
can_buy_blocks = []
for block in keys:
- log.logger_kpl_debug.info(f"鍒ゆ柇鏉垮潡鏄惁鍙拱锛歿block}")
- # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
- # yesterday_current_limit_up_codes, 50)
- # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
- # yesterday_current_limit_up_codes, 50)
- # is_top_4 = is_top_8_record and is_top_4_current
- # msg_list.append(f"\n瀹炴椂top10(娑ㄥ仠鏁伴噺锛歿len(current_limit_up_datas)})")
- # msg_list.append(f"鍘嗗彶top20(娑ㄥ仠鏁伴噺锛歿len(top_8_record)})")
- # 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
- current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
- code_limit_up_reason_dict,
- yesterday_current_limit_up_codes, shsz=True)
- record_shsz_rank = 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)
- # 鑾峰彇涓绘澘鍘嗗彶韬綅
- if True:
- pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
- code_limit_up_reason_dict)
- if pen_limit_up_codes:
- # 涓绘澘寮�1
- if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len(pen_limit_up_codes) + 1:
- # 灞炰簬榫�1,榫�2
- can_buy_blocks.append((block,
- f"{tool.get_now_time_str()} {block}锛歵op10娑ㄥ仠鏉垮潡锛屼富鏉垮紑1({pen_limit_up_codes}),灞炰簬涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}(瀹炴椂韬綅-{current_shsz_rank}/{len(current_limit_up_datas)})"))
- continue
- else:
- if record_shsz_rank >= len(pen_limit_up_codes) + 1:
- cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
- msg_list.append(
- f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛屼富鏉垮紑1锛坽pen_limit_up_codes}锛�,涓嶄负涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- continue
- else:
- if current_shsz_rank == 0 and record_shsz_rank < 2:
- can_buy_blocks.append((block, f"{tool.get_now_time_str()} {block}锛歵op4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1锛屽睘浜庨緳1锛屽疄鏃舵定鍋滃垪琛ㄦ暟閲�({len(current_limit_up_datas)})"))
- continue
- else:
- if record_shsz_rank >= 2:
- cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
-
- msg_list.append(
- f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- continue
+ can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas)
+ if can_buy:
+ can_buy_blocks.append((block, msg))
else:
- pass
- # # 鏄惁婊¤冻琛屼笟绮鹃�夋祦鍏ヨ姹�
- # is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0]
- # if not is_in_top_input:
- # msg_list.append(
- # f"鏉垮潡-{block}: 闈瀟op4娑ㄥ仠鏉垮潡锛屼笉婊¤冻绮鹃��/琛屼笟娴佸叆瑕佹眰")
- # continue
- # else:
- # # 鏄惁涓轰富鏉块緳1锛堝疄鏃堕緳1锛屽巻鍙查緳2浠ュ唴锛�
- # if current_shsz_rank == 0 and record_shsz_rank < 2:
- # can_buy_blocks.append((block, f"{block}锛氫笉鏄痶op4娑ㄥ仠鏉垮潡锛屾弧瓒崇簿閫�/琛屼笟娴佸叆瑕佹眰锛屾弧瓒充富鏉块緳1"))
- # continue
- # else:
- # msg_list.append(
- # f"鏉垮潡-{block}: 涓嶆槸top4娑ㄥ仠鏉垮潡锛屾弧瓒崇簿閫�/琛屼笟娴佸叆瑕佹眰,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- # continue
+ msg_list.append(msg)
if len(can_buy_blocks) == len(keys):
blocks = [x[0] for x in can_buy_blocks]
blocks_msg = "\n".join([x[1] for x in can_buy_blocks])
@@ -604,6 +592,7 @@
return False, ",".join(msg_list)
+ # 鏇存柊浠ｇ爜鏉垮潡鍒ゆ柇鏄惁鍙互涔扮殑缁撴灉
@classmethod
def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
yesterday_current_limit_up_codes,
@@ -614,6 +603,40 @@
# 淇濆瓨鏉垮潡璁＄畻缁撴灉
cls.__can_buy_compute_result_dict[code] = (can_buy, msg)
+ # 鍒ゆ柇鏄惁涓虹湡鑰佸ぇ
+ @classmethod
+ def __is_real_first_limit_up(cls, code, block, current_limit_up_datas, limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict):
+ # 鍔犺浇娑ㄥ仠浠ｇ爜鐨勭洰鏍囨澘鍧�
+ def load_code_block():
+ for d in limit_up_record_datas:
+ if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
+ code_limit_up_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0]
+ else:
+ code_limit_up_reason_dict[d[3]] = d[2]
+ return code_limit_up_reason_dict
+
+ if current_limit_up_datas is None:
+ current_limit_up_datas = []
+ code_limit_up_reason_dict = {}
+ load_code_block()
+ can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas)
+ return can_buy, msg
+
+ @classmethod
+ def is_need_cancel(cls, code, limit_up_reason, current_limit_up_datas, limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict):
+ can_buy, msg = cls.__is_real_first_limit_up(code, limit_up_reason, current_limit_up_datas,
+ limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict)
+ if not can_buy:
+ logger_kpl_block_can_buy.warning(f"{code} 鏍规嵁娑ㄥ仠鍘熷洜锛坽limit_up_reason}锛夊尮閰嶄笉鑳戒拱")
+ return not can_buy
+
if __name__ == "__main__":
pass
--
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