From b51b2ae184fad5aaf37a78903987e064f192d430 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 26 五月 2025 11:35:20 +0800
Subject: [PATCH] 大单解析修改
---
third_data/code_plate_key_manager.py | 251 ++++++++++++++++++++++++++++++++++++++++++++++---
1 files changed, 233 insertions(+), 18 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 5f8a15d..ebacd5c 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -5,20 +5,25 @@
# 娑ㄥ仠浠ｇ爜鍏抽敭璇嶆澘鍧楃鐞�
import copy
import datetime
+import itertools
import json
import time
import constant
+from code_attribute import gpcode_manager
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
from settings.trade_setting import MarketSituationManager
+from third_data.history_k_data_manager import HistoryKDataManager
+from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, ContainsLimitupCodesBlocksManager
from third_data.third_blocks_manager import BlockMapManager
from utils import global_util, tool, buy_condition_util
from log_module import async_log_util
-from db import redis_manager_delegate as redis_manager
+from db import redis_manager_delegate as redis_manager, mysql_data_delegate as mysql_data
-from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug
+from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug, \
+ logger_kpl_latest_gaobiao
from third_data.kpl_util import KPLPlatManager
from trade import l2_trade_util, trade_constant
@@ -222,8 +227,18 @@
# 寮�鐩樺暒绂佹浜ゆ槗鏉垮潡绠＄悊
class KPLPlateForbiddenManager:
- __redisManager = redis_manager.RedisManager(3)
+ """
+ 涓嶈兘涔扮殑鏉垮潡绠＄悊
+ """
+ __redis_manager = redis_manager.RedisManager(3)
__kpl_forbidden_plates_cache = set()
+ # 宸茬粡鍒犻櫎浜嗙殑鏉垮潡
+ __deleted_kpl_forbidden_plates_cache = set()
+
+ # 鐩戞帶鐨勯珮鏍囨澘鍧椾唬鐮佸瓧鍏革細{"鏉垮潡":{"浠ｇ爜1","浠ｇ爜2"}}
+ __watch_block_high_codes = {}
+ # 楂樻爣浠ｇ爜
+ __watch_high_codes = set()
__instance = None
@@ -237,24 +252,164 @@
def __load_datas(cls):
__redis = cls.__get_redis()
try:
- __kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates")
+ cls.__kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "kpl_forbidden_plates")
+ cls.__deleted_kpl_forbidden_plates_cache = RedisUtils.smembers(__redis, "deleted_kpl_forbidden_plates")
finally:
RedisUtils.realse(__redis)
+ cls.__load_latest_gb()
@classmethod
def __get_redis(cls):
- return cls.__redisManager.getRedis()
+ return cls.__redis_manager.getRedis()
def save_plate(self, plate):
self.__kpl_forbidden_plates_cache.add(plate)
RedisUtils.sadd(self.__get_redis(), "kpl_forbidden_plates", plate)
RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire())
+ self.__deleted_kpl_forbidden_plates_cache.discard(plate)
+ RedisUtils.srem(self.__get_redis(), "deleted_kpl_forbidden_plates", plate)
+ RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire())
+
+ def delete_plate(self, plate):
+ self.__kpl_forbidden_plates_cache.discard(plate)
+ RedisUtils.srem(self.__get_redis(), "kpl_forbidden_plates", plate)
+ RedisUtils.expire(self.__get_redis(), "kpl_forbidden_plates", tool.get_expire())
+ self.__deleted_kpl_forbidden_plates_cache.add(plate)
+ RedisUtils.sadd(self.__get_redis(), "deleted_kpl_forbidden_plates", plate)
+ RedisUtils.expire(self.__get_redis(), "deleted_kpl_forbidden_plates", tool.get_expire())
+
def list_all(self):
return RedisUtils.smembers(self.__get_redis(), "kpl_forbidden_plates")
def list_all_cache(self):
return self.__kpl_forbidden_plates_cache
+
+ def list_all_deleted_cache(self):
+ return self.__deleted_kpl_forbidden_plates_cache
+
+ def is_in_cache(self, plate):
+ if self.__kpl_forbidden_plates_cache and plate in self.__kpl_forbidden_plates_cache:
+ return True
+ return False
+
+ @classmethod
+ def __load_latest_gb(cls):
+ """
+ 鍔犺浇鏈�杩戠殑甯傚満楂樻爣
+ @return:
+ """
+ # 鑾峰彇鏈�杩�10涓氦鏄撴棩娑ㄥ仠鐨勬定鍋滄暟鎹�
+ dates = HistoryKDatasUtils.get_latest_trading_date_cache(10)
+ if not dates:
+ return
+ min_date = dates[-1]
+ sql = f"SELECT r.`_code`, r.`_hot_block_name`, r.`_day`, r.`_open` FROM `kpl_limit_up_record` r WHERE r.`_day`>='{min_date}'"
+ mysqldb = mysql_data.Mysqldb()
+ results = mysqldb.select_all(sql)
+ code_days_map = {}
+ # 姣忕偢鏉�
+ f_code_days_map = {}
+ for r in results:
+ if r[0] not in code_days_map:
+ code_days_map[r[0]] = set()
+ code_days_map[r[0]].add(r[2])
+ if not r[3]:
+ if r[0] not in f_code_days_map:
+ f_code_days_map[r[0]] = set()
+ f_code_days_map[r[0]].add(r[2])
+
+ # 杩囨护娑ㄥ仠娆℃暟>=3娆＄殑鏁版嵁
+ target_codes = set()
+ for code in code_days_map:
+ if f_code_days_map.get(code) and (len(f_code_days_map.get(code)) >= 4 or (
+ tool.is_ge_code(code) and len(f_code_days_map.get(code)) >= 2)):
+ # 涓旀湁3澶╁睘浜庤繛缁定鍋�
+ day_list = list(code_days_map[code])
+ day_list.sort(reverse=True)
+ step = 3
+ has_continue = False
+ for i in range(0, len(day_list) - step + 1):
+ item_list = day_list[i:i + step]
+ # 鏄惁灞炰簬杩炵画娑ㄥ仠
+ is_sub = False
+ for j in range(0, len(dates) - step):
+ if f"{dates[j:j + step]}" == f"{item_list}":
+ is_sub = True
+ break
+ if is_sub:
+ has_continue = True
+ break
+ if not has_continue:
+ continue
+
+ has_big_deal = False
+ # 鏈�杩�10涓氦鏄撴棩鐨勬垚浜ら瑕佸ぇ浜�10浜�
+ volumes_data = HistoryKDataManager().get_history_bars(code, dates[0])
+ if volumes_data:
+ for d in volumes_data[:10]:
+ if d["amount"] > 10e8:
+ has_big_deal = True
+ break
+ if not has_big_deal:
+ continue
+ target_codes.add(code)
+ # 浠ｇ爜瀵瑰簲鐨勬澘鍧�
+ code_blocks = {}
+ for r in results:
+ if r[0] not in target_codes:
+ continue
+ if r[0] not in code_blocks:
+ code_blocks[r[0]] = set()
+ code_blocks[r[0]].add(kpl_util.filter_block(r[1]))
+ # 鎵�鏈夋澘鍧楀搴旂殑浠ｇ爜闆嗗悎
+ block_codes = {}
+ for code in code_blocks:
+ for b in code_blocks[code]:
+ if b in constant.KPL_INVALID_BLOCKS:
+ continue
+ if b not in block_codes:
+ block_codes[b] = set()
+ block_codes[b].add(code)
+ print(block_codes)
+ cls.__watch_block_high_codes = block_codes
+ logger_kpl_latest_gaobiao.info(f"{block_codes}")
+ cls.__watch_high_codes.clear()
+ for b in block_codes:
+ cls.__watch_high_codes |= block_codes[b]
+
+ for k in block_codes:
+ print(k, [(x, gpcode_manager.get_code_name(x)) for x in block_codes[k]])
+
+ def get_watch_high_codes(self):
+ return self.__watch_high_codes
+
+ def get_watch_high_codes_by_block(self, b):
+ return self.__watch_block_high_codes.get(b)
+
+ def compute(self, code_rate_dict: dict):
+ """
+ 鏍规嵁姣斾緥璁＄畻闇�瑕佹媺榛戠殑浠ｇ爜
+ @param code_rate_dict: 娑ㄥ箙鐧惧垎鏁�
+ @return:
+ """
+ try:
+ if self.__watch_block_high_codes:
+ forbidden_blocks = set()
+ for b in self.__watch_block_high_codes:
+ total_rate = 0
+ for code in self.__watch_block_high_codes[b]:
+ if code in code_rate_dict:
+ total_rate += code_rate_dict.get(code)
+ average_rate = total_rate / len(self.__watch_block_high_codes[b])
+ if average_rate < 1:
+ forbidden_blocks.add(b)
+ # async_log_util.info(logger_debug, f"鏉垮潡骞冲潎娑ㄥ箙 {b}-{average_rate}")
+
+ self.__kpl_forbidden_plates_cache = forbidden_blocks
+ async_log_util.info(logger_debug, f"鎷夐粦鏉垮潡锛歿forbidden_blocks}")
+ except Exception as e:
+ logger_debug.exception(e)
class LimitUpCodesPlateKeyManager:
@@ -352,19 +507,38 @@
__top_jx_out_blocks = []
# 绮鹃�夋澘鍧楁祦鍏ラ噾棰�
__jx_blocks_in_money_dict = {}
+ # 甯傚満琛屾儏鐑害锛岄粯璁や负60
+ __market_strong = 60
+
+ @classmethod
+ def get_jingxuan_in_block_threshold_count(cls):
+ """
+ 鑾峰彇涔扮簿閫夋祦鍏ュ墠鍑�
+ @return:
+ """
+ score = 60
+ if cls.__market_strong is not None:
+ score = int(cls.__market_strong)
+ for info in constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG:
+ if info[0] <= score < info[1]:
+ return info[2]
+ return 10
@classmethod
def set_market_jingxuan_blocks(cls, datas):
"""
璁剧疆绮鹃�夋祦鍏ユ暟鎹�
- @param datas:
+ @param datas:[(鏉垮潡缂栧彿,鏉垮潡鍚嶇О,娑ㄥ箙, 鏉垮潡娴佸叆閲戦)]
@return:
"""
# 娴佸叆闃堝��
- THRESHOLD_MONEY = 100 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
- THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
- THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
- THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
+ # THRESHOLD_MONEY = 50 * (tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") // 60) + 1000
+ # THRESHOLD_MONEY = min(THRESHOLD_MONEY, 10000)
+ # THRESHOLD_MONEY = max(THRESHOLD_MONEY, 1000)
+ # THRESHOLD_MONEY = THRESHOLD_MONEY * 10000
+ THRESHOLD_MONEY = 0
+ # 鏈�澶ф暟閲�
+ # MAX_COUNT = cls.get_jingxuan_in_block_threshold_count()
cls.top_in_list_cache = datas
blocks = set()
@@ -381,7 +555,6 @@
if blocks & fb:
continue
-
for b in fb:
fblock_money[b] = data[3]
blocks |= fb
@@ -394,11 +567,19 @@
break
if has_code:
count += 1
-
- if count >= 10:
- break
+ if count == 10:
+ strong = cls.get_market_strong()
+ if strong is None:
+ strong = 60
+ if data[3] > 3e7:
+ # 澶т簬3鍗冧竾
+ THRESHOLD_MONEY = int((1 - strong / 200) * data[3])
+ else:
+ THRESHOLD_MONEY = data[3]
+ # if count >= MAX_COUNT:
+ # break
# 璁板綍绮鹃�夋祦鍑烘棩蹇�
- async_log_util.info(logger_kpl_jx_in, f"鍘熸暟鎹細{datas[:20]} 鏉垮潡锛歿blocks}")
+ async_log_util.info(logger_kpl_jx_in, f"鍘熸暟鎹細{datas[:50]} 鏉垮潡锛歿blocks}")
blocks = list(blocks)
blocks.sort(key=lambda x: fblock_money.get(x), reverse=True)
cls.__top_jx_blocks = blocks
@@ -433,12 +614,43 @@
cls.__top_jx_out_blocks = list(blocks)
@classmethod
+ def set_market_strong(cls, strong):
+ """
+ 璁剧疆甯傚満琛屾儏寮哄害
+ @param strong:
+ @return:
+ """
+ cls.__market_strong = strong
+
+ @classmethod
+ def is_ignore_block_in_money(cls):
+ if cls.__market_strong and cls.__market_strong >= constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG:
+ return True
+ return False
+
+ @classmethod
+ def get_market_strong(cls):
+ return cls.__market_strong
+
+ @classmethod
def get_top_market_jingxuan_blocks(cls):
return cls.__top_jx_blocks
@classmethod
def get_top_market_jingxuan_out_blocks(cls):
return cls.__top_jx_out_blocks
+
+ @classmethod
+ def get_block_info_at_block_in(cls, b):
+ """
+ 鑾峰彇鏉垮潡鐨勫噣娴佸叆鎯呭喌
+ @param b:
+ @return: (鏉垮潡鍚嶇О,韬綅,娴佸叆閲戦)
+ """
+ for i in range(0, len(cls.top_in_list_cache)):
+ if cls.top_in_list_cache[i][1] == b:
+ return b, i, cls.top_in_list_cache[i][3]
+ return b, -1, 0
@classmethod
def set_top_5_industry(cls, datas):
@@ -1008,7 +1220,8 @@
@classmethod
def __compute_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
yesterday_current_limit_up_codes, before_blocks_dict,
- current_limit_up_block_codes_dict, high_level_general_code_blocks, codes_delegate, codes_success):
+ current_limit_up_block_codes_dict, high_level_general_code_blocks, codes_delegate,
+ codes_success):
# 鏍规嵁浠ｇ爜娉涘寲鏉垮潡鑾峰彇娉涘寲鏉垮潡鐨勪唬鐮侀泦鍚�
high_level_general_block_codes = {}
for c in high_level_general_code_blocks:
@@ -1137,11 +1350,13 @@
yesterday_current_limit_up_codes,
before_blocks_dict,
current_limit_up_block_codes_dict,
- high_level_general_code_blocks, delegate_codes, deal_codes)
+ high_level_general_code_blocks,
+ delegate_codes,
+ deal_codes)
# 淇濆瓨鏉垮潡璁＄畻缁撴灉
cls.__can_buy_compute_result_dict[code] = (
can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks)
if __name__ == "__main__":
- pass
+ KPLPlateForbiddenManager().compute()
--
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