From a66e9a1e88d0957083114f68f391c0b248684838 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期一, 28 四月 2025 18:29:46 +0800 Subject: [PATCH] 解除40亿以下不买/引入抛压策略 --- code_attribute/code_nature_analyse.py | 52 +++++++++++++++++++++++++++++++++++++++------------- 1 files changed, 39 insertions(+), 13 deletions(-) diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py index bedeea1..9c19280 100644 --- a/code_attribute/code_nature_analyse.py +++ b/code_attribute/code_nature_analyse.py @@ -196,7 +196,7 @@ # 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�2澶╂湁10澶╁唴鏈�澶ч噺,涓婁釜浜ゆ槗鏃ユ槸鍚︾偢鏉�) +# 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�, 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼鍋�) def get_k_format(code, limit_up_price, record_datas): p1_data = get_lowest_price_rate(code, record_datas) p1 = p1_data[0] >= 0.249, p1_data[1] @@ -216,18 +216,20 @@ # 鏄惁鍏锋湁杈ㄨ瘑搴� p9 = is_special(code, record_datas) p10 = is_latest_10d_max_volume_at_latest_2d(code, record_datas) - # 鏈�杩�5澶╂槸鍚︾偢鏉� - p11 = __is_latest_open_limit_up(code, record_datas, 5) + # 鏈�杩�5澶╂槸鍚︽湁鐐告澘/娑ㄥ仠/璺屽仠 + p11 = __has_latest_throwing_pressure(code, record_datas, 5) # 90澶╁唴鏄惁鏈夋定鍋� p12 = __has_limit_up(code, record_datas, 90) - # 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼骞呰繃澶� + # 涓婁釜浜ゆ槗鏃ユ槸鍚︽尟骞呰繃澶� p13 = __is_pre_day_limit_rate_too_low(code, record_datas) # 60涓氦鏄撴棩鏄惁鏇炬定鍋� p14 = __has_limited_up(code, record_datas, 60) # 鏄ㄦ棩鏄惁娑ㄥ仠杩� p15 = __has_limited_up(code, record_datas, 1) + # 鏄ㄦ棩鏄惁璺屽仠 + p16 = __is_latest_limit_down(code, record_datas, 1) - return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12, p13, p14, p15 + return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12, p13, p14, p15, p16 # 鏄惁鍏锋湁K绾垮舰鎬� @@ -553,18 +555,41 @@ return False, '' -# 鏈�杩戝嚑澶╂槸鍚︽湁鐐告澘鎴栬穼鍋� -def __is_latest_open_limit_up(code, datas, day_count): +def __has_latest_throwing_pressure(code, datas, day_count): + """ + 鏈�杩戦噴鏀炬湁鎶涘帇 + @param code: + @param datas: + @param day_count: + @return: 鏄惁鏈夋姏鍘�, None/(p楂樹环鏁版嵁, t楂樹环鏁版嵁) + """ datas = copy.deepcopy(datas) datas.sort(key=lambda x: x["bob"]) items = datas[0 - day_count:] - for item in items: + target_item = None + for i in range(len(items) - 1, -1, -1): + item = items[i] limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"])) limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(code, item["pre_close"])) if abs(limit_up_price - item["high"]) < 0.001 or abs(limit_down_price - item["close"]) < 0.001: # 鐐告澘 # 鎴栨定鍋� # 鎴栬�呰穼鍋� - return True - return False + target_item = item + break + if not target_item: + return False, None + p_price, p_volume = target_item["high"], target_item["volume"] + t_price, t_volume = 0, 0 + for i in range(len(items) - 1, -1, -1): + item = items[i] + if item["bob"] == target_item["bob"]: + break + if item["high"] >= p_price * 1.03: + t_price, t_volume = item["high"], item["volume"] + break + if t_price > 0: + return True, ((p_price, p_volume), (t_price, t_volume)) + else: + return True, ((p_price, p_volume), None) def __is_latest_limit_down(code, datas, day_count): @@ -593,9 +618,10 @@ for item in items: # 鏄惁鏈夎穼鍋� # 鑾峰彇褰撴棩娑ㄥ箙 - rate = (item["close"] - item["pre_close"]) / item["pre_close"] - threshold_rate_ = round(0 - ((1 - tool.get_limit_down_rate(code)) * 0.9), 2) - if rate < threshold_rate_: + rate_open = (item["open"] - item["pre_close"]) / item["pre_close"] + rate_close = (item["close"] - item["pre_close"]) / item["pre_close"] + threshold_rate_ = 0.15 + if abs(rate_open - rate_close) >= threshold_rate_: return True return False -- Gitblit v1.8.0