From 8c7f84cbd0afde7600b0c67a8032fa19c57d8c41 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 05 二月 2024 11:18:33 +0800
Subject: [PATCH] L撤快速成交触发撤单修改
---
code_attribute/code_nature_analyse.py | 197 +++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 180 insertions(+), 17 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index 5600454..ef5b32a 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]
@@ -218,13 +218,19 @@
# 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︾偢鏉�
+ p11 = __is_latest_open_limit_up(record_datas, 5)
+ # 30澶╁唴鏄惁鏈夋定鍋�
+ p12 = __has_limit_up(record_datas, 30)
+ # 鏈�杩�5澶╂槸鍚﹁穼鍋�
+ p13 = __is_latest_limit_down(record_datas, 5)
- return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10
+ return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12, p13
# 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, is_latest_limit_down = get_k_format(
float(limit_up_price), record_datas)
if not has_format:
return False, "涓嶆弧瓒矺绾垮舰鎬�"
@@ -255,7 +261,7 @@
# 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:]
@@ -334,6 +340,32 @@
return False
+# 鏆傛椂涓嶄娇鐢�
+# 浠庢渶杩戜竴娆℃定鍋滃紑濮嬶紝鏄惁娑ㄥ箙杩囬珮
+def is_up_too_high_from_latest_limit_up(record_datas):
+ datas = copy.deepcopy(record_datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[-20:]
+ datas.reverse()
+ today_limit_up_price = round(float(gpcode_manager.get_limit_up_price_by_preprice(datas[0]["close"])), 2)
+ max_price = 0
+ limit_up_price = None
+ for i in range(0, len(datas)):
+ item = datas[i]
+ if item['high'] > max_price:
+ max_price = item['high']
+ if __is_limited_up(item):
+ limit_up_price = item['high']
+ break
+ if not limit_up_price:
+ return False
+ if today_limit_up_price < max_price:
+ return False
+ if (today_limit_up_price - limit_up_price) / limit_up_price > 0.25:
+ return True
+ return False
+
+
# 鏈�杩戝嚑澶╂槸鍚︽湁鏈�澶ч噺
def is_have_latest_max_volume(record_datas, day_count):
datas = copy.deepcopy(record_datas)
@@ -346,6 +378,77 @@
if len(datas) - max_volume[0] <= day_count:
return True
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 >= 0.319:
+ return True
+ return False
+
+
+# 杩炵画娑ㄥ仠鍚庢槸鍚﹀洖璋冧笉瓒冲
+def is_continue_limit_up_not_enough_fall_dwon(record_datas):
+ # 10 澶╁唴鏄惁鏈夎繛缁�3鏉�
+ datas = copy.deepcopy(record_datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas = datas[0 - 10:]
+ limit_up_continue_count_info = None
+ max_limit_up_continue_count_info_list = [] # [杩炵画娑ㄥ仠娆℃暟,娑ㄥ仠璧风偣]
+
+ for i in range(len(datas)):
+ item = datas[i]
+ if __is_limit_up(item):
+ if not limit_up_continue_count_info:
+ limit_up_continue_count_info = [1, i]
+ else:
+ limit_up_continue_count_info[0] += 1
+ else:
+ if limit_up_continue_count_info:
+ max_limit_up_continue_count_info_list.append(limit_up_continue_count_info)
+ limit_up_continue_count_info = None
+ max_limit_up_info = None
+ for x in max_limit_up_continue_count_info_list:
+ if max_limit_up_info is None:
+ max_limit_up_info = x
+ if max_limit_up_info[0] <= x[0]:
+ max_limit_up_info = x
+
+ if not max_limit_up_info or max_limit_up_info[0] < 3:
+ print("鏃�3杩炴澘")
+ return False
+ start_index = max_limit_up_info[1]
+ max_price_info = [0, None]
+ for i in range(start_index, len(datas)):
+ item = datas[i]
+ if item["high"] > max_price_info[0]:
+ max_price_info = [item["high"], i]
+ # 璁＄畻鍥炶俯浠锋牸
+ lowest_price_threhhold = round((1-0.28) * max_price_info[0], 2)
+ for i in range(max_price_info[1] + 1, len(datas)):
+ item = datas[i]
+ if item["low"] < lowest_price_threhhold:
+ print("鍥炶俯瓒冲")
+ return False
+ return True
# 鏄惁鏈夋定鍋�
@@ -378,6 +481,10 @@
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
@@ -444,6 +551,32 @@
return False, ''
+# 鏈�杩戝嚑澶╂槸鍚︽湁鐐告澘鎴栬穼鍋�
+def __is_latest_open_limit_up(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
+ return False
+
+
+def __is_latest_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:
+ # 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)
@@ -495,6 +628,19 @@
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)
@@ -544,22 +690,39 @@
# 鏄惁鍏锋湁杈ㄨ瘑搴�
def is_special(datas):
- # 30涓氦鏄撴棩鍐呮湁鈮�5澶╂浘娑ㄥ仠涓旇繛缁定鍋滄暟鎴栨浘娑ㄥ仠鈮�2澶�
- if len(datas) > 30:
- datas = datas[-30:]
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ datas_30 = datas[-30:]
+ datas_90 = datas[-90:]
+ count = 0
+ # 30涓氦鏄撴棩鍐呯疮璁℃定鍋滄鏁扳墺4娆�
+ continue_count = 0
+ has_continue = False
+ for item in datas_30:
+ if __is_limit_up(item):
+ continue_count += 1
+ count += 1
+ if continue_count >= 4:
+ has_continue = True
+ else:
+ continue_count = 0
+ if count >= 5 and has_continue:
+ return True, "鐭湡杈ㄨ瘑搴�"
count = 0
- continue_count = 0
- last_index = -1
- for i in range(len(datas)):
- if __is_limited_up(datas[i]):
- if last_index >= 0 and i - last_index == 1:
- continue_count += 1
+ has_continue = False
+ # 90涓氦鏄撴棩鍐呮定鍋滄鏁扳墺6娆�
+ for item in datas_90:
+ if __is_limit_up(item):
+ continue_count += 1
count += 1
- last_index = i
- if count >= 5 and continue_count > 0:
- return True, ''
- return False, ''
+ if continue_count >= 4:
+ has_continue = True
+ else:
+ continue_count = 0
+ if count >= 6 and has_continue:
+ return True, "闀挎湡杈ㄨ瘑搴�"
+ return False, ""
if __name__ == "__main__":
--
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