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 | 266 ++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 202 insertions(+), 64 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index bf20ad5..f5c0d23 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -5,6 +5,8 @@
# 鏄惁鏈夋定鍋�
import copy
import json
+import random
+import time
from code_attribute import gpcode_manager
@@ -16,58 +18,83 @@
class CodeNatureRecordManager:
- __redisManager = RedisManager(0)
__k_format_cache = {}
__nature_cache = {}
+ __db = 0
+ __instance = None
+ __redis_manager = redis_manager.RedisManager(0)
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(CodeNatureRecordManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
+
@classmethod
def __get_redis(cls):
- return cls.__redisManager.getRedis()
+ return cls.__redis_manager.getRedis()
+
+ @classmethod
+ def __load_datas(cls):
+ __redis = cls.__get_redis()
+ try:
+ keys = RedisUtils.keys(__redis, "k_format-*")
+ for k in keys:
+ code = k.split("-")[1]
+ val = RedisUtils.get(__redis, k)
+ val = json.loads(val)
+ cls.__k_format_cache[code] = val
+ keys = RedisUtils.keys(__redis, "code_nature-*")
+ for k in keys:
+ code = k.split("-")[1]
+ val = RedisUtils.get(__redis, k)
+ val = json.loads(val)
+ cls.__nature_cache[code] = val
+ except:
+ pass
+ finally:
+ RedisUtils.realse(__redis)
# 淇濆瓨K绾垮舰鎬�
- @classmethod
- def save_k_format(cls, code, k_format):
- RedisUtils.setex(cls.__get_redis(), f"k_format-{code}", tool.get_expire(), json.dumps(k_format))
+ def save_k_format(self, code, k_format):
+ self.__k_format_cache[code] = k_format
+ RedisUtils.setex_async(self.__db, f"k_format-{code}", tool.get_expire(), json.dumps(k_format))
- @classmethod
- def get_k_format(cls, code):
- val = RedisUtils.get(cls.__get_redis(), f"k_format-{code}")
+ def get_k_format(self, code):
+ val = RedisUtils.get(self.__get_redis(), f"k_format-{code}")
if val:
return json.loads(val)
return None
- @classmethod
- def get_k_format_cache(cls, code):
- val = None
- if code in cls.__k_format_cache:
- val = cls.__k_format_cache[code]
- if not val:
- val = cls.get_k_format(code)
- if val:
- cls.__k_format_cache[code] = val
+ def get_k_format_cache(self, code):
+ val = self.__k_format_cache.get(code)
# 澶嶅埗
return copy.deepcopy(val) if val else None
- # 淇濆瓨鑲℃��
- @classmethod
- def save_nature(cls, code, natures):
- RedisUtils.setex(cls.__get_redis(), f"code_nature-{code}", tool.get_expire(), json.dumps(natures))
+ def clear(self):
+ self.__k_format_cache.clear()
+ self.__nature_cache.clear()
+ keys = RedisUtils.keys(self.__get_redis(), "k_format-*")
+ for k in keys:
+ RedisUtils.delete(self.__get_redis(), k)
+ keys = RedisUtils.keys(self.__get_redis(), "code_nature-*")
+ for k in keys:
+ RedisUtils.delete(self.__get_redis(), k)
- @classmethod
- def get_nature(cls, code):
- val = RedisUtils.get(cls.__get_redis(), f"code_nature-{code}")
+ # 淇濆瓨鑲℃��
+
+ def save_nature(self, code, natures):
+ RedisUtils.setex_async(self.__db, f"code_nature-{code}", tool.get_expire(), json.dumps(natures))
+
+ def get_nature(self, code):
+ val = RedisUtils.get(self.__get_redis(), f"code_nature-{code}")
if val:
return json.loads(val)
return None
- @classmethod
- def get_nature_cache(cls, code):
- if code in cls.__nature_cache:
- return cls.__nature_cache[code]
- val = cls.get_nature(code)
- if val:
- cls.__nature_cache[code] = val
- return val
+ def get_nature_cache(self, code):
+ return self.__nature_cache.get(code)
class LatestMaxVolumeManager:
@@ -117,16 +144,61 @@
RedisUtils.delete_async(self.__db, k)
+# 娑ㄥ箙杩囬珮鐨勭エ绠＄悊
+class HighIncreaseCodeManager:
+ __db = 0
+ __instance = None
+ __redis_manager = redis_manager.RedisManager(0)
+ __high_increase_codes = set()
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(HighIncreaseCodeManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
+
+ @classmethod
+ def __load_datas(cls):
+ __redis = cls.__get_redis()
+ try:
+ cls.__high_increase_codes = RedisUtils.smembers(__redis, "high_increase_codes")
+ finally:
+ RedisUtils.realse(__redis)
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redis_manager.getRedis()
+
+ def add_code(self, code):
+ if self.__high_increase_codes is None:
+ self.__high_increase_codes = set()
+ self.__high_increase_codes.add(code)
+ RedisUtils.sadd_async(self.__db, "high_increase_codes", code)
+ RedisUtils.expire_async(self.__db, "high_increase_codes", tool.get_expire())
+
+ def is_in(self, code):
+ return code in self.__high_increase_codes
+
+ # 鍔犺浇鍏ㄩ儴
+ def list_all(self):
+ return self.__high_increase_codes
+
+ def clear(self):
+ if self.__high_increase_codes:
+ self.__high_increase_codes.clear()
+ RedisUtils.delete_async(self.__db, "high_increase_codes")
+
+
# 璁剧疆鍘嗗彶K绾�
def set_record_datas(code, limit_up_price, record_datas):
k_format = get_k_format(float(limit_up_price), record_datas)
- CodeNatureRecordManager.save_k_format(code, k_format)
+ CodeNatureRecordManager().save_k_format(code, k_format)
natures = get_nature(record_datas)
- CodeNatureRecordManager.save_nature(code, natures)
+ CodeNatureRecordManager().save_nature(code, natures)
# 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]
@@ -145,13 +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�"
@@ -182,7 +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:]
@@ -213,11 +290,26 @@
for t in temp_datas:
if t[1]:
t_count += 1
- if t_count >= 3 and limit_down_rate < 0.2:
+ if t_count >= 3 and limit_down_rate < 0.15:
# 闄嶅箙灏忎簬20%
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
@@ -260,6 +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)
@@ -292,38 +409,26 @@
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
def __is_near_new_top(limit_up_price, datas):
datas = copy.deepcopy(datas)
datas.sort(key=lambda x: x["bob"])
datas = datas[-80:]
- max_volume = 0
- max_volume_index = 0
+ max_price = 0
+ max_price_index = 0
for index in range(0, len(datas)):
data = datas[index]
- if max_volume < data["volume"]:
- max_volume = data["volume"]
- max_volume_index = index
-
- price = 0
- price_index = 0
- for index in range(max_volume_index, len(datas)):
- data = datas[index]
- if data["high"] > price:
- price = data["high"]
- price_index = index
-
- index = price_index
- # 鏈�澶ч噺褰撴棩鏈�楂樹环姣斿綋鏃ヤ箣鍚庣殑鏈�楂樹环娑ㄥ箙鍦�15%浠ュ唴
- if (price - datas[max_volume_index]["high"]) / datas[max_volume_index]["high"] < 0.15:
- price = datas[max_volume_index]["high"]
- index = max_volume_index
-
- print(max_volume)
- rate = (price - limit_up_price) / limit_up_price
- if 0 < rate < 0.03:
- return True, datas[index]['bob'].strftime("%Y-%m-%d")
+ if data["high"] > max_price:
+ max_price = data["high"]
+ max_price_index = index
+ rate = (max_price - float(limit_up_price)) / max_price
+ if 0 < rate < 0.02:
+ return True, datas[max_price_index]['bob'].strftime("%Y-%m-%d")
return False, ''
@@ -370,6 +475,24 @@
if max_price > min_price:
return True, ''
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
@@ -421,6 +544,19 @@
def __is_limited_up(data):
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(data["pre_close"]))
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�
@@ -491,4 +627,6 @@
if __name__ == "__main__":
- print(CodeNatureRecordManager.get_k_format("603717"))
+ HighIncreaseCodeManager().add_code("000333")
+ print(HighIncreaseCodeManager().is_in("000333"))
+ print(HighIncreaseCodeManager().is_in("000222"))
--
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