From 81f328532e366eef171b71810b221a9294dda78f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 十二月 2023 14:31:58 +0800
Subject: [PATCH] 买入条件调整/L撤调整
---
code_attribute/code_nature_analyse.py | 88 ++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 84 insertions(+), 4 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index 60838cf..f5c0d23 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -198,7 +198,7 @@
# 鑾峰彇K绾垮舰鎬�
-# 杩斿洖 (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�)
+# 杩斿洖 (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�,杩�2澶╂湁10澶╁唴鏈�澶ч噺,涓婁釜浜ゆ槗鏃ユ槸鍚︾偢鏉�)
def get_k_format(limit_up_price, record_datas):
p1_data = get_lowest_price_rate(record_datas)
p1 = p1_data[0] >= 0.249, p1_data[1]
@@ -217,13 +217,18 @@
# 鏄惁鍏锋湁杈ㄨ瘑搴�
p9 = is_special(record_datas)
+ p10 = is_latest_10d_max_volume_at_latest_2d(record_datas)
+ # 鏈�杩�5澶╂槸鍚﹁穼鍋�/鐐告澘
+ p11 = __is_latest_open_limit_up_or_limit_down(record_datas, 5)
+ # 30澶╁唴鏄惁鏈夋定鍋�
+ p12 = __has_limit_up(record_datas, 30)
- return p1, p2, p3, p4, p5, p6, p7, p8, p9
+ return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12
# 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(
+ is_too_high, is_new_top, is_lowest, is_near_new_top, is_n, is_v, has_format, volume_info, is_special, has_max_volume, open_limit_up, is_limit_up_in_30days = get_k_format(
float(limit_up_price), record_datas)
if not has_format:
return False, "涓嶆弧瓒矺绾垮舰鎬�"
@@ -254,7 +259,7 @@
# 鏄惁娑ㄥ緱澶珮
-def is_up_too_high_in_10d(record_datas):
+def is_up_too_high_in_10d_with_limit_up(record_datas):
datas = copy.deepcopy(record_datas)
datas.sort(key=lambda x: x["bob"])
datas = datas[-10:]
@@ -290,6 +295,21 @@
return True
return False
+
+
+# 10澶╁唴鐨勬渶楂橀噺鏄惁闆嗕腑鍦ㄦ渶杩戜袱澶�
+def is_latest_10d_max_volume_at_latest_2d(record_datas):
+ datas = copy.deepcopy(record_datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[-10:]
+ max_volume_info = None
+ for i in range(0, len(datas)):
+ if not max_volume_info:
+ max_volume_info = (i, datas[i]["volume"])
+ else:
+ if max_volume_info[1] < datas[i]["volume"]:
+ max_volume_info = (i, datas[i]["volume"])
+ return len(datas) - max_volume_info[0] <= 2
# 120 澶╁唴鏄惁闀垮緱澶珮
@@ -332,6 +352,31 @@
return False
+# 鍦ㄦ渶杩戝嚑澶╁唴鑲′环鏄惁闀垮緱澶珮
+def is_price_too_high_in_days(record_datas, limit_up_price, day_count=5):
+ datas = copy.deepcopy(record_datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[0 - day_count:]
+ min_price = None
+ max_price = None
+ for d in datas:
+ if min_price is None:
+ min_price = d["low"]
+ if max_price is None:
+ max_price = d["high"]
+ if min_price > d["low"]:
+ min_price = d["low"]
+ if max_price < d["high"]:
+ max_price = d["high"]
+ # if max_price > float(limit_up_price):
+ # return False
+ rate = (float(limit_up_price) - min_price) / min_price
+ # print(rate)
+ if rate >= 0.28:
+ return True
+ return False
+
+
# 鏄惁鏈夋定鍋�
def get_first_limit_up_count(datas):
datas = copy.deepcopy(datas)
@@ -362,6 +407,10 @@
def is_new_top(limit_up_price, datas):
return __is_new_top(float(limit_up_price), datas)[0]
+
+
+def is_near_top(limit_up_price, datas):
+ return __is_near_new_top(float(limit_up_price), datas)[0]
# 鎺ヨ繎鏂伴珮
@@ -428,6 +477,24 @@
return False, ''
+# 鏈�杩戝嚑澶╂槸鍚︽湁鐐告澘鎴栬穼鍋�
+def __is_latest_open_limit_up_or_limit_down(datas, day_count):
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ items = datas[0-day_count]
+ for item in items:
+ limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
+ if abs(limit_up_price - item["high"]) < 0.001 and abs(limit_up_price - item["close"]) > 0.001:
+ # 鐐告澘
+ return True
+ # 鏄惁鏈夎穼鍋�
+ limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(item["pre_close"]))
+ if abs(limit_down_price - item["close"]) < 0.001:
+ # 璺屽仠
+ return True
+ return False
+
+
# V瀛楀舰
def __is_v_model(datas):
datas = copy.deepcopy(datas)
@@ -479,6 +546,19 @@
return abs(limit_up_price - data["high"]) < 0.001
+# 澶氬皯澶╁唴鏄惁鏈夋定鍋�/鏇炬定鍋�
+def __has_limit_up(datas, day_count):
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[0 - day_count:]
+ if len(datas) >= 1:
+ for i in range(0, len(datas)):
+ item = datas[i]
+ if __is_limit_up(item):
+ return True
+ return False
+
+
# 棣栨澘娑ㄥ仠婧环鐜�
def get_limit_up_premium_rate(datas):
datas = copy.deepcopy(datas)
--
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