From 9a13d44579d71476709a19ffdd727e055f2c3a07 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 20 十月 2023 14:25:11 +0800 Subject: [PATCH] 近日有最高量,量比要大于一定比例才能下单 --- code_attribute/first_target_code_data_processor.py | 99 +++++++++++++++++++++++++++---------------------- 1 files changed, 55 insertions(+), 44 deletions(-) diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py index 73f34c4..636c139 100644 --- a/code_attribute/first_target_code_data_processor.py +++ b/code_attribute/first_target_code_data_processor.py @@ -3,26 +3,24 @@ """ # 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 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 trade import trade_data_manager, l2_trade_util from utils import global_util, tool __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)) limit_up_price_dict = {} temp_codes = [] @@ -65,18 +63,18 @@ # ---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: @@ -84,30 +82,30 @@ if gpcode_manager.get_limit_up_price(code) is None: inited_data.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_cache( - 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: limit_up_price = gpcode_manager.get_limit_up_price(code) if limit_up_price is None: @@ -120,6 +118,18 @@ 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]) + if code_nature_analyse.is_up_too_high_in_10d(volumes_data): + # 鍒ゆ柇鏄惁澶珮 + l2_trade_util.forbidden_trade(code, "鑲′环闀垮緱澶珮") + + 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") + + 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) @@ -129,15 +139,16 @@ # 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) + # 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� - for code in codes: - block_info.init_code(code) + # 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.FirstGPCodesManager().set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes, @@ -207,5 +218,5 @@ 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 -- Gitblit v1.8.0