From ae8d76a456b64c1c6c4ebf11b6ec33b7df217b1a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 18 八月 2025 13:43:46 +0800
Subject: [PATCH] bug修复
---
third_data/custom_block_in_money_manager.py | 197 +++++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 188 insertions(+), 9 deletions(-)
diff --git a/third_data/custom_block_in_money_manager.py b/third_data/custom_block_in_money_manager.py
index 22f0fd6..f0d7a12 100644
--- a/third_data/custom_block_in_money_manager.py
+++ b/third_data/custom_block_in_money_manager.py
@@ -2,36 +2,91 @@
鑷畾涔夋澘鍧楁祦鍏ラ噾棰�
"""
import copy
+import itertools
+import os
import constant
+import l2_data_util
+from db import mysql_data_delegate as mysql_data
from huaxin_client import l1_subscript_codes_manager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager
from third_data.third_blocks_manager import BlockMapManager
-from utils import tool
+from utils import tool, global_util
@tool.singleton
class CodeInMoneyManager:
def __init__(self):
+ # 鎬荤殑鍑�娴佸叆
self.__code_money_dict = {}
+ # 鎬讳拱鍗曚俊鎭細{"code":[閲戦, 鏁伴噺]}
+ self.__code_buy_money_dict = {}
+ # 鎬诲崠鍗曚俊鎭細{"code":[閲戦, 鏁伴噺]}
+ self.__code_sell_money_dict = {}
+
+ # 鍑�娴佸叆澶у崟涔伴噾棰�
+ self.__code_big_buy_money_list_dict = {}
+ # 鍑�娴佸嚭澶у崟鍗栭噾棰�
+ self.__code_big_sell_money_list_dict = {}
+ self.__latest_price = {}
self.__load_data()
def __load_data(self):
- with open(f"{constant.get_path_prefix()}\\logs\\huaxin_local\\l2\\upload.{tool.get_now_date_str()}.log") as f:
- lines = f.readlines()
- for line in lines:
- line = line.split(" - ")[1]
- item = eval(line)
- self.add_data(item)
+ _path = f"{constant.get_path_prefix()}/logs/huaxin_local/l2/transaction_big_order.{tool.get_now_date_str()}.log"
+ if os.path.exists(_path):
+ with open(_path) as f:
+ lines = f.readlines()
+ for line in lines:
+ line = line.split(" - ")[1]
+ item = eval(line)
+ self.add_data(item)
def add_data(self, item):
+ """
+ 娣诲姞鏁版嵁
+ @param item: (浠ｇ爜,绫诲瀷, 璁㈠崟鏁版嵁) 璁㈠崟鏁版嵁锛�(璁㈠崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�鏂版垚浜や环鏍�)
+ @return:
+ """
code = item[0]
if code not in self.__code_money_dict:
self.__code_money_dict[code] = 0
+
+ if code not in self.__code_buy_money_dict:
+ self.__code_buy_money_dict[code] = [0, 0]
+
+ if code not in self.__code_sell_money_dict:
+ self.__code_sell_money_dict[code] = [0, 0]
+
+ if not tool.is_ge_code(code):
+ big_money = l2_data_util.get_big_money_val(item[2][4])
+ if item[2][2] < big_money:
+ # 涓嶆槸甯歌瀹氫箟鐨勫ぇ鍗曞氨杩斿洖
+ return
+ if tool.is_ge_code(code) and item[2][2] < 299e4 and item[2][1] < 290000:
+ return
if item[1] == 0:
+ # item[2]鐨勬暟鎹粨鏋勶細 (涔板崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�鏂版垚浜や环鏍�)
self.__code_money_dict[code] += item[2][2]
+ self.__code_buy_money_dict[code][0] += item[2][2]
+ self.__code_buy_money_dict[code][1] += 1
+
+ if code not in self.__code_big_buy_money_list_dict:
+ self.__code_big_buy_money_list_dict[code] = []
+ # 澶т拱鍗曚俊鎭細(閲戦, 鏈�鏂颁环鏍�, 璁㈠崟鍙�)
+ if len(item[2]) >= 5:
+ self.__code_big_buy_money_list_dict[code].append((item[2][2], item[2][4], item[2][0]))
else:
self.__code_money_dict[code] -= item[2][2]
+ self.__code_sell_money_dict[code][0] += item[2][2]
+ self.__code_sell_money_dict[code][1] += 1
+ # 澶у崠鍗曚俊鎭�
+ if code not in self.__code_big_sell_money_list_dict:
+ self.__code_big_sell_money_list_dict[code] = []
+ if len(item[2]) >= 5:
+ # 澶у崠鍗曚俊鎭細(閲戦, 鏈�鏂颁环鏍�, 璁㈠崟鍙�)
+ self.__code_big_sell_money_list_dict[code].append((item[2][2], item[2][4], item[2][0]))
+
+ self.__latest_price[code] = item[2][4]
def get_code_money_dict(self):
return self.__code_money_dict
@@ -41,8 +96,36 @@
return self.__code_money_dict.get(code)
return 0
+ def get_money_info(self, code):
+ """
+ 鑾峰彇浠ｇ爜娴佸叆淇℃伅
+ @param code: 浠ｇ爜淇℃伅
+ @return: 鍑�娴佸叆閲戦,[澶у崟涔伴噾棰�, 澶у崟涔版暟閲廬,[澶у崟鍗栭噾棰�,澶у崟鍗栨暟閲廬
+ """
+ return self.__code_money_dict.get(code), self.__code_buy_money_dict.get(code), self.__code_sell_money_dict.get(
+ code)
+
def set_money(self, code, money):
self.__code_money_dict[code] = money
+
+ def get_big_buy_money_list(self, code):
+ """
+ 鑾峰彇浠ｇ爜鐨勫ぇ涔板崟鍒楄〃
+ @param code:
+ @return:[(閲戦, 浠锋牸, 璁㈠崟鍙�)]
+ """
+ return self.__code_big_buy_money_list_dict.get(code)
+
+ def get_big_sell_money_list(self, code):
+ """
+ 鑾峰彇浠ｇ爜鐨勫ぇ涔板崟鍒楄〃
+ @param code:
+ @return:[(閲戦, 浠锋牸, 璁㈠崟鍙�)]
+ """
+ return self.__code_big_sell_money_list_dict.get(code)
+
+ def get_latest_price(self, code):
+ return self.__latest_price.get(code)
@tool.singleton
@@ -50,11 +133,15 @@
"""
鏉垮潡娴佸叆娴佸嚭绠＄悊
"""
-
+ __mysql_db = mysql_data.Mysqldb()
__code_blocks = {}
__in_list = []
__out_list = []
+ # 鏈�杩戣繖娈垫椂闂寸殑浠ｇ爜娑ㄥ仠娆℃暟
+ __history_code_limit_up_count = {}
+ # 琚帓闄ょ殑浠ｇ爜
+ __exclude_codes = set()
def __load_codes(self):
codes = []
@@ -76,9 +163,59 @@
fblocks -= constant.KPL_INVALID_BLOCKS
self.__code_blocks[code] = fblocks
+ def __load_exclude_codes(self):
+ """
+ 鑾峰彇涔嬪墠4涓氦鏄撴棩鐨勬暟鎹�
+ @return:
+ """
+ max_day = tool.get_now_date_str()
+ min_day = tool.date_sub(max_day, 30)
+ sql = f"select * from (select distinct(r.`_day`) as 'day' from `kpl_limit_up_record` r where r.`_day`<'{max_day}' and r.`_day`>'{min_day}') a order by a.day desc limit 4"
+ results = self.__mysql_db.select_all(sql)
+ dates = [r[0] for r in results]
+ # 鑾峰彇涔嬪墠4澶╂定鍋滄鏁�>=2娆＄殑浠ｇ爜
+ day_codes = {}
+ for day in dates:
+ sql = f"select distinct(r._code) from kpl_limit_up_record r where r.`_day`='{day}'"
+ results = self.__mysql_db.select_all(sql)
+ day_codes[day] = set([x[0] for x in results])
+ codes_list = [day_codes[k] for k in day_codes]
+ # 缁熻浠ｇ爜鐨勬定鍋滃ぉ鏁�
+ code_limit_up_count_dict = {}
+ for codes in codes_list:
+ for c in codes:
+ if c not in code_limit_up_count_dict:
+ code_limit_up_count_dict[c] = 0
+ code_limit_up_count_dict[c] += 1
+ self.__history_code_limit_up_count = code_limit_up_count_dict
+ self.load_today_limit_up_codes()
+
+ def load_today_limit_up_codes(self):
+ # 鍔犺浇浠婃棩娑ㄥ仠浠ｇ爜
+ day = tool.get_now_date_str()
+ sql = f"select distinct(r._code) from kpl_limit_up_record r where r.`_day`='{day}'"
+ results = self.__mysql_db.select_all(sql)
+ codes = set([x[0] for x in results])
+ # 璁＄畻闇�瑕佹帓闄ょ殑浠ｇ爜
+ temp_limit_up_count = {}
+ # 缁熻鎬诲叡娑ㄥ仠澶╂暟
+ for c in self.__history_code_limit_up_count:
+ if c in codes:
+ temp_limit_up_count[c] = self.__history_code_limit_up_count[c] + 1
+ else:
+ temp_limit_up_count[c] = self.__history_code_limit_up_count[c]
+ exclude_codes = set()
+ for c in temp_limit_up_count:
+ if temp_limit_up_count[c] < 3:
+ continue
+ exclude_codes.add(c)
+ self.__exclude_codes = exclude_codes
+
def __init__(self):
self.codes = self.__load_codes()
self.__load_blocks()
+ self.__load_exclude_codes()
+ print("鎺掗櫎鐨勪唬鐮�", self.__exclude_codes)
def get_codes(self):
return self.codes
@@ -87,9 +224,18 @@
codes = self.codes
block_money = {}
for code in codes:
+ if code in self.__exclude_codes:
+ continue
money = CodeInMoneyManager().get_money(code)
if money is None:
continue
+ # 澶ц嚜鐢辨祦閫氬競鍊肩殑娴佸嚭涓嶇畻
+ if money < 0:
+ price = CodeInMoneyManager().get_latest_price(code)
+ zylt_volume = global_util.zylt_volume_map.get(code)
+ if price and zylt_volume and zylt_volume * price > 200e8:
+ continue
+
before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
if not before_fblocks:
before_fblocks = set()
@@ -107,6 +253,35 @@
temp_list.sort(key=lambda x: x[1])
self.__out_list = temp_list
+ def get_block_codes_money(self, block):
+ """
+ 鑾峰彇鏉垮潡涓唬鐮佺殑娴佸叆娴佸嚭
+ @param block:
+ @return:(浠ｇ爜, 閲戦, 鏄惁琚帓闄�)
+ """
+ codes = self.codes
+ fdatas = []
+ for code in codes:
+ if code in self.__exclude_codes:
+ continue
+ money = CodeInMoneyManager().get_money(code)
+ if money is None:
+ continue
+ # 澶ц嚜鐢辨祦閫氬競鍊肩殑娴佸嚭涓嶇畻
+ if money < 0:
+ price = CodeInMoneyManager().get_latest_price(code)
+ zylt_volume = global_util.zylt_volume_map.get(code)
+ if price and zylt_volume and zylt_volume * price > 200e8:
+ continue
+ before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ if not before_fblocks:
+ before_fblocks = set()
+ fblocks = BlockMapManager().filter_blocks(before_fblocks)
+ if block not in fblocks:
+ continue
+ fdatas.append((code, money, code in self.__exclude_codes))
+ return fdatas
+
def get_in_list(self):
return self.__in_list
@@ -115,7 +290,11 @@
if __name__ == '__main__':
- print(CodeInMoneyManager().get_money("300264"))
+ code = "600839"
+ before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ print(before_fblocks)
+
+ # print(CodeInMoneyManager().get_money("300264"))
# BlockInMoneyRankManager().compute()
# print(BlockInMoneyRankManager().get_in_list()[:20])
# print(BlockInMoneyRankManager().get_out_list()[:20])
--
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