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/first_target_code_data_processor.py | 185 ++++++++++++++++++++++++++-------------------
1 files changed, 107 insertions(+), 78 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index ec08354..b7db9e6 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -3,27 +3,27 @@
"""
# 澶勭悊棣栨澘浠ｇ爜淇℃伅
-import logging
import constant
-import inited_data
-from code_attribute import gpcode_manager, gpcode_first_screen_manager, global_data_loader, code_nature_analyse, \
+from code_attribute import gpcode_manager, gpcode_first_screen_manager, code_nature_analyse, \
code_volumn_manager
from code_attribute.code_data_util import ZYLTGBUtil
-from log_module.log import logger_first_code_record
-from third_data import kpl_api, block_info
+from code_attribute.code_nature_analyse import HighIncreaseCodeManager
+from log_module.log import logger_first_code_record, logger_l2_codes_subscript
from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
from third_data.history_k_data_util import HistoryKDatasUtils
-from third_data.kpl_data_manager import KPLLimitUpDataRecordManager
from ths import l2_code_operate
-from trade import trade_data_manager
-from utils import global_util, tool
+from trade import trade_data_manager, l2_trade_util
+from utils import global_util, tool, init_data_util
__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()
-def process_first_codes_datas(dataList):
+def process_first_codes_datas(dataList, request_id=None):
+ logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜鐩稿叧鏁版嵁")
print("棣栨澘浠ｇ爜鏁伴噺锛�", len(dataList))
+ # 鑾峰彇鏈�杩�5澶╃殑浜ゆ槗鏃ユ湡锛屼负鍚庨潰鐨勬暟鎹绠楀仛鍑嗗
+ HistoryKDatasUtils.get_latest_trading_date_cache(5)
limit_up_price_dict = {}
temp_codes = []
codes = []
@@ -34,7 +34,7 @@
codes.append(code)
# ---鏌ヨ鎯充拱鍗曪紝濡傛灉娌℃湁鍦ㄥ垪琛ㄤ腑灏遍渶瑕佸己琛屽姞鍏ュ垪琛�
- want_codes = gpcode_manager.WantBuyCodesManager.list_code()
+ want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
if want_codes:
# 娌℃湁鍦ㄧ幇浠烽噰闆嗕腑鐨勬兂涔颁唬鐮�
diff_codes = set(want_codes) - set(codes)
@@ -45,7 +45,7 @@
# 鑾峰彇娑ㄥ仠浠�
_limit_up_price = gpcode_manager.get_limit_up_price(code)
if not _limit_up_price:
- inited_data.re_set_price_pres([code], True)
+ init_data_util.re_set_price_pres([code], True)
# 鍐嶆鑾峰彇娑ㄥ仠浠�
_limit_up_price = gpcode_manager.get_limit_up_price(code)
if _limit_up_price:
@@ -65,77 +65,111 @@
# ---淇濆瓨鏈瓫閫夌殑棣栨澘浠ｇ爜
new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes)
- # 淇濆瓨鑷敱娴侀�氳偂鏈�
- if dataList:
- zyltgb_list = []
- for data in dataList:
- code = data["code"]
- if code in global_util.zyltgb_map:
- continue
- zyltgb_list.append(
- {"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]})
- if zyltgb_list:
- ZYLTGBUtil.save_list(zyltgb_list)
- global_data_loader.load_zyltgb()
+ # 淇濆瓨鑷敱娴侀�氳偂鏈紝鏆傛椂涓嶄繚瀛�
+ # if dataList:
+ # zyltgb_list = []
+ # for data in dataList:
+ # code = data["code"]
+ # if code in global_util.zyltgb_map:
+ # continue
+ # zyltgb_list.append(
+ # {"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]})
+ # if zyltgb_list:
+ # ZYLTGBUtil.save_list(zyltgb_list)
+ # global_data_loader.load_zyltgb()
# 鑾峰彇鏄ㄦ棩鏀剁洏浠�
for code in codes:
# 濡傛灉娑ㄥ仠浠锋槸绌哄�煎氨闇�瑕佽缃槰鏃ユ敹鐩樹环鏍�
if gpcode_manager.get_limit_up_price(code) is None:
- inited_data.re_set_price_pres([code], True)
+ init_data_util.re_set_price_pres([code], True)
- # 鏉垮潡鍏抽敭瀛楀噯澶�
- for code in codes:
- if __CodesPlateKeysManager.get_history_limit_up_reason(code) is None:
- # 浠庢暟鎹簱鍔犺浇鍘嗗彶娑ㄥ仠鍘熷洜
- __CodesPlateKeysManager.set_history_limit_up_reason(code,
- KPLLimitUpDataRecordManager.get_latest_blocks_set(
- code))
- if __CodesPlateKeysManager.get_blocks(code) is None:
- try:
- results = kpl_api.getStockIDPlate(code)
- bs = [r[1] for r in results]
- __CodesPlateKeysManager.set_blocks(code, bs)
- except Exception as e:
- logging.exception(e)
- pass
+ # 鏉垮潡鍏抽敭瀛楀噯澶� 鏆傛椂鍒犻櫎
+ # for code in codes:
+ # if __CodesPlateKeysManager.get_history_limit_up_reason(code) is None:
+ # # 浠庢暟鎹簱鍔犺浇鍘嗗彶娑ㄥ仠鍘熷洜
+ # __CodesPlateKeysManager.set_history_limit_up_reason(code,
+ # KPLLimitUpDataRecordManager.get_latest_blocks_set(
+ # code))
+ # if __CodesPlateKeysManager.get_blocks(code) is None:
+ # try:
+ # results = kpl_api.getStockIDPlate(code)
+ # bs = [r[1] for r in results]
+ # __CodesPlateKeysManager.set_blocks(code, bs)
+ # except Exception as e:
+ # logging.exception(e)
+ # pass
# 鑾峰彇60澶╂渶澶ц褰�
for code in codes:
need_get_volumn = False
if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None:
need_get_volumn = True
- if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature(
- code) is None:
- need_get_volumn = True
+ # if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache(
+ # code) is None:
+ # need_get_volumn = True
if need_get_volumn:
- volumes_data = inited_data.get_volumns_by_code(code, 150)
- volumes = inited_data.parse_max_volume(volumes_data[:90],
- code_nature_analyse.is_new_top(
- gpcode_manager.get_limit_up_price(code),
- volumes_data[:90]))
- logger_first_code_record.info("{} 鑾峰彇鍒伴鏉�60澶╂渶澶ч噺锛歿}", code, volumes)
- code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2])
- # 鍒ゆ柇K绾垮舰鎬�
- # is_has_k_format, msg = code_nature_analyse.is_has_k_format(
- # gpcode_manager.get_limit_up_price(code), volumes_data)
- # if not is_has_k_format:
- # logger_first_code_record.info("{}棣栨澘K绾垮舰鎬佷笉濂�,{}", code, msg)
- # # 鑲℃�т笉濂斤紝灏变笉瑕佸姞鍏�
- # bad_codes.add(code)
- # # 鍔犲叆绂佹浜ゆ槗浠ｇ爜
- # l2_trade_util.forbidden_trade(code)
- code_nature_analyse.set_record_datas(code,
- gpcode_manager.get_limit_up_price(code),
- volumes_data)
- gpcode_manager.FirstCodeManager.add_record(codes)
- # 鍒濆鍖栨澘鍧椾俊鎭�
- for code in codes:
- block_info.init_code(code)
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price is None:
+ continue
+ try:
+ volumes_data = init_data_util.get_volumns_by_code(code, 150)
+ volumes = init_data_util.parse_max_volume(volumes_data[:90],
+ code_nature_analyse.is_new_top(
+ limit_up_price,
+ volumes_data[:90]) or code_nature_analyse.is_near_top(
+ limit_up_price,
+ volumes_data[:90]))
+ logger_first_code_record.info("{} 鑾峰彇鍒伴鏉�60澶╂渶澶ч噺锛歿}", code, volumes)
+ code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2])
+
+ # 淇濆瓨K绾垮舰鎬�
+ k_format = code_nature_analyse.get_k_format(limit_up_price, volumes_data)
+ code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)
+
+ if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data):
+ # 鍒ゆ柇鏄惁澶珮
+ # l2_trade_util.forbidden_trade(code, "鑲′环闀垮緱澶珮锛�5澶╁唴鏈�3涓定鍋滐級")
+ HighIncreaseCodeManager().add_code(code)
+
+ if code_nature_analyse.is_up_too_high_in_120d(volumes_data):
+ # 鍒ゆ柇鏄惁澶珮
+ # l2_trade_util.forbidden_trade(code, "120澶╁唴鑲′环闀垮緱澶珮")
+ # HighIncreaseCodeManager().add_code(code)
+ pass
+
+ if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price):
+ # 鍒ゆ柇鏄惁澶珮
+ l2_trade_util.forbidden_trade(code, "6澶╁唴鑲′环闀垮緱澶珮")
+ # HighIncreaseCodeManager().add_code(code)
+
+ if code_nature_analyse.is_have_latest_max_volume(volumes_data, 2):
+ # 鏈�杩�2澶╂槸鍚︽槸鏈�楂橀噺
+ code_nature_analyse.LatestMaxVolumeManager().set_has_latest_max_volume(code)
+
+ # 鍒ゆ柇K绾垮舰鎬�
+ # is_has_k_format, msg = code_nature_analyse.is_has_k_format(
+ # gpcode_manager.get_limit_up_price(code), volumes_data)
+ # if not is_has_k_format:
+ # logger_first_code_record.info("{}棣栨澘K绾垮舰鎬佷笉濂�,{}", code, msg)
+ # # 鑲℃�т笉濂斤紝灏变笉瑕佸姞鍏�
+ # bad_codes.add(code)
+ # # 鍔犲叆绂佹浜ゆ槗浠ｇ爜
+ # l2_trade_util.forbidden_trade(code)
+ # 鏆傛椂涓嶄繚瀛楰绾垮舰鎬�
+ # code_nature_analyse.set_record_datas(code,
+ # gpcode_manager.get_limit_up_price(code),
+ # volumes_data)
+ except Exception as e:
+ logger_first_code_record.error(f"{code}:{str(e)}")
+ gpcode_manager.FirstCodeManager().add_record(codes)
+ # 鍒濆鍖栨澘鍧椾俊鎭紝鏆傛椂鍒犻櫎
+ # for code in codes:
+ # block_info.init_code(code)
if new_add_codes:
- gpcode_manager.set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes,
- fields="symbol,sec_name,sec_type,sec_level"))
+ gpcode_manager.FirstGPCodesManager().set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes,
+ fields="symbol,sec_name,sec_type,sec_level"))
# 鍔犲叆棣栨澘鍘嗗彶璁板綍
logger_first_code_record.info("鏂板棣栨澘锛歿}", new_add_codes)
@@ -161,7 +195,7 @@
# 鑾峰彇娑ㄥ仠浠�
if temp_codes:
# 鑾峰彇娑ㄥ仠浠�
- inited_data.re_set_price_pres(temp_codes)
+ init_data_util.re_set_price_pres(temp_codes)
# 閲嶆柊鑾峰彇娑ㄥ仠浠�
for code in temp_codes:
limit_up_price = gpcode_manager.get_limit_up_price(code)
@@ -184,22 +218,17 @@
limit_up_time = tool.get_now_time_str()
if is_limit_up:
# 鍔犲叆棣栨澘娑ㄥ仠
- gpcode_manager.FirstCodeManager.add_limited_up_record([code])
- pricePre = gpcode_manager.get_price_pre(code)
+ gpcode_manager.FirstCodeManager().add_limited_up_record([code])
+ pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
if pricePre is None:
- inited_data.re_set_price_pres([code])
+ init_data_util.re_set_price_pres([code])
rate = round((float(price) - pricePre) * 100 / pricePre, 1)
prices.append(
{"code": code, "time": limit_up_time, "rate": rate,
"limit_up": is_limit_up})
- if code in new_add_codes:
- if is_limit_up:
- place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(
- code)
- if place_order_count == 0:
- trade_data_manager.placeordercountmanager.place_order(code)
gpcode_first_screen_manager.process_ticks(prices)
-
+ logger_l2_codes_subscript.info(f"({request_id})l2浠ｇ爜鐩稿叧鏁版嵁鍔犺浇瀹屾垚")
return tick_datas
+
--
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