From a99df93c160cd4feb4fb9ee076a49672c5ee0d02 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 14 五月 2024 00:40:55 +0800 Subject: [PATCH] 成交队列输出 --- code_attribute/first_target_code_data_processor.py | 66 +++++++++++++++++++++++---------- 1 files changed, 46 insertions(+), 20 deletions(-) diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py index 56a9107..93e2531 100644 --- a/code_attribute/first_target_code_data_processor.py +++ b/code_attribute/first_target_code_data_processor.py @@ -9,12 +9,14 @@ code_volumn_manager from code_attribute.code_data_util import ZYLTGBUtil from code_attribute.code_nature_analyse import HighIncreaseCodeManager +from code_attribute.gpcode_manager import WantBuyCodesManager 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 ths import l2_code_operate from trade import trade_data_manager, l2_trade_util -from utils import global_util, tool, init_data_util +from trade.trade_manager import MarketSituationManager +from utils import global_util, tool, init_data_util, buy_condition_util __CodesPlateKeysManager = CodesHisReasonAndBlocksManager() @@ -122,7 +124,7 @@ 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]) + code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2], volumes[3]) # 淇濆瓨K绾垮舰鎬� k_format = code_nature_analyse.get_k_format(limit_up_price, volumes_data) @@ -130,19 +132,32 @@ # 鏄惁鍏锋湁杈ㄨ瘑搴� is_special = True if k_format and k_format[8][0] else False - if not is_special: - if global_util.zyltgb_map.get(code) and global_util.zyltgb_map.get(code) > 31 * 100000000: - l2_trade_util.forbidden_trade(code, - f"鏃犺鲸璇嗗害锛岃嚜鐢辨祦閫氬競鍊�({global_util.zyltgb_map.get(code) // 100000000})>31浜�") + if not WantBuyCodesManager().is_in_cache(code): + if not is_special: + situation = MarketSituationManager().get_situation_cache() + zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation) + if global_util.zyltgb_map.get(code) and global_util.zyltgb_map.get(code) > zylt_threshold_as_yi[ + 1] * 100000000: + l2_trade_util.forbidden_trade(code, + f"鏃犺鲸璇嗗害锛岃嚜鐢辨祦閫氬競鍊�({global_util.zyltgb_map.get(code) // 100000000})>{zylt_threshold_as_yi[1]}浜�") + continue + elif limit_up_price and float(limit_up_price) >= 50: + l2_trade_util.forbidden_trade(code, + f"鏃犺鲸璇嗗害锛屾定鍋滀环({limit_up_price})>50") + continue + if code_nature_analyse.is_price_too_high_in_days(volumes_data, limit_up_price)[0]: + # 鍒ゆ柇鏄惁澶珮 + l2_trade_util.forbidden_trade(code, "6澶╁唴鑲′环闀垮緱澶珮") continue - elif limit_up_price and float(limit_up_price) >= 50: - l2_trade_util.forbidden_trade(code, - f"鏃犺鲸璇嗗害锛屾定鍋滀环({limit_up_price})>50") + pass + + if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(volumes_data): + # 鍒ゆ柇鏄惁澶珮 + l2_trade_util.forbidden_trade(code, "鍥炶俯涓嶅") continue 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): @@ -150,16 +165,6 @@ # 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") - continue - - if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(volumes_data): - # 鍒ゆ柇鏄惁澶珮 - l2_trade_util.forbidden_trade(code, "鍥炶俯涓嶅") - continue if code_nature_analyse.is_have_latest_max_volume(volumes_data, 2): # 鏈�杩�2澶╂槸鍚︽槸鏈�楂橀噺 @@ -201,6 +206,9 @@ l2_code_operate.L2CodeOperate.get_instance().add_operate(0, lc, "浠g爜琚Щ闄�") # 淇濆瓨鐜颁环 if dataList: + situation = MarketSituationManager().get_situation_cache() + zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation) + want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache() for data in dataList: code = data["code"] codes.append(code) @@ -209,6 +217,24 @@ limit_up_price_dict[code] = limit_up_price else: temp_codes.append(code) + # 鑷敱娴侀�氬競鍊间笉绗﹀悎鏍囧噯 + if not want_codes or code not in want_codes: + # 娌″湪鎯充拱鍗� + zyltgb = global_util.zyltgb_map.get(code) + if zyltgb: + zyltgb_as_yi = round(zyltgb / 100000000, 2) + if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[6]: + # 鎯充拱鍗曚腑鐨勪笉鑳芥帓闄� + continue + elif zyltgb_as_yi > zyltgb_thresholds[1]: + # 姣旀渶澶у彲涔板ぇ鐨勶紝濡傛灉娌℃湁鐭湡杈ㄨ瘑搴﹀氨涓嶄拱 + k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) + if k_format and k_format[8][0] and k_format[8][1].find("鐭湡") >= 0: + pass + else: + # 鏃犵煭鏈熻鲸璇嗗害 + continue + tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"], "volumeUnit": data["volumeUnit"]}) # 鑾峰彇娑ㄥ仠浠� -- Gitblit v1.8.0