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 | 678 ++++++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 532 insertions(+), 146 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 173a91a..ebacd5c 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -4,40 +4,77 @@
# 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 code_nature_analyse
+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 trade.trade_manager import MarketSituationManager
+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 log, async_log_util
-from db import redis_manager_delegate as redis_manager
+from log_module import async_log_util
+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
+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 trade_manager, l2_trade_util
-
+from trade import l2_trade_util, trade_constant
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
+from utils.kpl_data_db_util import KPLLimitUpDataUtil
+
+
class KPLCodeJXBlockManager:
__db = 3
__redisManager = redis_manager.RedisManager(3)
__code_blocks = {}
# 澶囩敤
__code_by_blocks = {}
+ # 婵�杩涗拱鐨勪唬鐮佹澘鍧�
+ __code_blocks_for_radical_buy = {}
__instance = None
def __new__(cls, *args, **kwargs):
if not cls.__instance:
cls.__instance = super(KPLCodeJXBlockManager, cls).__new__(cls, *args, **kwargs)
+ try:
+ cls.__load_data()
+ except Exception as e:
+ logger_debug.exception(e)
return cls.__instance
- def __get_redis(self):
- return self.__redisManager.getRedis()
+ @classmethod
+ def __load_data(cls):
+ keys = RedisUtils.keys(cls.__get_redis(), "kpl_jx_blocks_by-*")
+ if keys:
+ for k in keys:
+ val = RedisUtils.get(cls.__get_redis(), k)
+ val = json.loads(val)
+ cls.__code_by_blocks[k.split("-")[1]] = (val, time.time())
+ keys = RedisUtils.keys(cls.__get_redis(), "kpl_jx_blocks-*")
+ if keys:
+ for k in keys:
+ val = RedisUtils.get(cls.__get_redis(), k)
+ val = json.loads(val)
+ cls.__code_blocks[k.split("-")[1]] = (val, time.time())
+ keys = RedisUtils.keys(cls.__get_redis(), "kpl_jx_blocks_radical-*")
+ if keys:
+ for k in keys:
+ val = RedisUtils.get(cls.__get_redis(), k)
+ val = json.loads(val)
+ cls.__code_blocks_for_radical_buy[k.split("-")[1]] = (val, time.time())
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redisManager.getRedis()
def save_jx_blocks(self, code, blocks: list, current_limit_up_blocks: set, by=False):
if not blocks:
@@ -58,28 +95,18 @@
RedisUtils.setex_async(self.__db, f"kpl_jx_blocks-{code}", tool.get_expire(), json.dumps(final_blocks))
self.__code_blocks[code] = (final_blocks, time.time())
- # 鑾峰彇绮鹃�夋澘鍧�
- def get_jx_blocks(self, code, by=False):
- if by:
- if code in self.__code_by_blocks:
- return self.__code_by_blocks[code]
- val = RedisUtils.get(self.__get_redis(), f"kpl_jx_blocks_by-{code}")
- if val is None:
- return None
- else:
- val = json.loads(val)
- self.__code_by_blocks[code] = val
- return self.__code_by_blocks[code]
- else:
- if code in self.__code_blocks:
- return self.__code_blocks[code]
- val = RedisUtils.get(self.__get_redis(), f"kpl_jx_blocks-{code}")
- if val is None:
- return None
- else:
- val = json.loads(val)
- self.__code_blocks[code] = val
- return self.__code_blocks[code]
+ def save_jx_blocks_for_radical_buy(self, code, blocks: list):
+ if not blocks:
+ return
+ RedisUtils.setex_async(self.__db, f"kpl_jx_blocks_radical-{code}", tool.get_expire(), json.dumps(blocks))
+ self.__code_blocks_for_radical_buy[code] = (blocks, time.time())
+
+ # 鑾峰彇绮鹃�夋澘鍧楋紙婵�杩涗拱锛�
+ def get_jx_blocks_radical(self, code):
+ blocks_info = self.__code_blocks_for_radical_buy.get(code)
+ if blocks_info:
+ return set(blocks_info[0])
+ return None
def get_jx_blocks_cache(self, code, by=False):
if by:
@@ -93,7 +120,7 @@
# logger_kpl_block_can_buy.info(f"鍑嗗鏇存柊绮鹃�夋澘鍧楋細{code}-{buy_1_price}-{limit_up_price}")
if limit_up_price and buy_1_price:
# 澶勭悊涔�1,鍗�1淇℃伅
- pre_close_price = round(float(limit_up_price) / 1.1, 2)
+ pre_close_price = round(float(limit_up_price) / tool.get_limit_up_rate(code), 2)
# 濡傛灉娑ㄥ箙澶т簬7%灏辫鍙栨澘鍧�
price_rate = (buy_1_price - pre_close_price) / pre_close_price
if price_rate > 0.07:
@@ -104,6 +131,8 @@
async_log_util.info(logger_kpl_block_can_buy,
f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�-{blocks} 鑰楁椂:{int(time.time() - start_time)}s")
self.save_jx_blocks(code, blocks, current_limit_up_blocks)
+ # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂�
+ self.load_jx_blocks_radical(code)
else:
# 杩樻病娑ㄥ仠鐨勯渶瑕佹洿鏂扮簿閫夋澘鍧� 鏇存柊绮鹃�夋澘鍧�
if abs(float(buy_1_price) - float(limit_up_price)) >= 0.001:
@@ -124,8 +153,8 @@
async_log_util.info(logger_kpl_block_can_buy,
f"{code}:鑾峰彇鍒扮簿閫夋澘鍧楋紙鏇存柊锛�-{blocks} 鑰楁椂:{int(time.time() - start_time)}s")
self.save_jx_blocks(code, blocks, current_limit_up_blocks)
-
-
+ # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂�
+ self.load_jx_blocks_radical(code)
elif price_rate > 0.03:
# 娣诲姞澶囩敤鏉垮潡
if not self.get_jx_blocks_cache(code, by=True):
@@ -134,15 +163,82 @@
self.save_jx_blocks(code, blocks, current_limit_up_blocks, by=True)
async_log_util.info(logger_kpl_block_can_buy,
f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�(澶囩敤)-{blocks} 鑰楁椂:{int(time.time() - start_time)}s")
+ # 璺熼殢绮鹃�夋澘鍧椾竴璧锋洿鏂�
+ self.load_jx_blocks_radical(code)
+
+ if price_rate > 0.03:
+ if not self.__code_blocks_for_radical_buy.get(code):
+ self.load_jx_blocks_radical(code)
except Exception as e:
logger_kpl_block_can_buy.error(f"{code} 鑾峰彇鏉垮潡鍑洪敊")
logger_kpl_block_can_buy.exception(e)
+ def load_jx_blocks_radical(self, code):
+ start_time = time.time()
+ blocks = kpl_api.getCodeJingXuanBlocks(code, jx=False)
+ blocks = set([b[1] for b in blocks])
+ # fblocks = BlockMapManager().filter_blocks(blocks)
+ async_log_util.info(logger_kpl_block_can_buy,
+ f"{code}:鑾峰彇鍒版澘鍧�(婵�杩涗拱) 杩囨护鍓�-{blocks} 鑰楁椂:{int(time.time() - start_time)}s")
+ self.save_jx_blocks_for_radical_buy(code, list(blocks))
+
+
+# 绂佹涓嬪崟鐨勬澘鍧�
+class ForbiddenBlockManager:
+ __db = 3
+ __redisManager = redis_manager.RedisManager(3)
+ __instance = None
+ __forbidden_blocks = set()
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(ForbiddenBlockManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_data()
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redisManager.getRedis()
+
+ # 鍔犺浇鏁版嵁
+ @classmethod
+ def __load_data(cls):
+ blocks = cls.__get_redis().smembers("forbidden_blocks")
+ if blocks:
+ for b in blocks:
+ cls.__forbidden_blocks.add(b)
+
+ def add(self, block):
+ self.__forbidden_blocks.add(block)
+ RedisUtils.sadd_async(self.__db, "forbidden_blocks", block)
+ RedisUtils.expire_async(self.__db, "forbidden_blocks", tool.get_expire())
+
+ def remove(self, block):
+ if block in self.__forbidden_blocks:
+ self.__forbidden_blocks.remove(block)
+ RedisUtils.srem_async(self.__db, "forbidden_blocks", block)
+
+ def get_blocks(self):
+ return copy.deepcopy(self.__forbidden_blocks)
+
+ def is_in(self, block):
+ return block in self.__forbidden_blocks
+
# 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
@@ -156,24 +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:
@@ -211,12 +447,6 @@
@classmethod
def get_today_limit_up_reason(cls, code):
return cls.__today_total_limit_up_reason_dict.get(code)
-
- # 浠婃棩娑ㄥ仠鍘熷洜鍙樺寲
- def set_today_limit_up_reason_change(self, code, from_reason, to_reason):
- RedisUtils.sadd(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", from_reason)
- RedisUtils.expire(self.__get_redis(), f"kpl_limit_up_reason_his-{code}", tool.get_expire())
- self.__set_total_keys(code)
# 璁剧疆浠ｇ爜鐨勪粖鏃ユ定鍋滃師鍥�
def __set_total_keys(self, code):
@@ -258,8 +488,10 @@
# 瀹炴椂寮�鐩樺暒甯傚満鏁版嵁
class RealTimeKplMarketData:
- # 绮鹃�夊墠5
- top_5_reason_list = []
+ # 娴佸叆缂撳瓨 [ID, 鏉垮潡鍚嶇О, 鏉垮潡娑ㄥ箙, 娴佸叆閲戦]
+ top_in_list_cache = []
+ # 娴佸嚭缂撳瓨
+ top_out_list_cache = []
# 琛屼笟鍓�5
top_5_industry_list = []
#
@@ -269,31 +501,156 @@
__KPLPlateForbiddenManager = KPLPlateForbiddenManager()
__LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager()
__KPLPlatManager = KPLPlatManager()
+ # 绮鹃�夋祦鍏ュ墠鍑�
+ __top_jx_blocks = []
+ # 绮鹃�夋祦鍑哄墠鍑�
+ __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 set_top_5_reasons(cls, datas):
- temp_list = []
- for d in datas:
- cls.total_reason_dict[d[1]] = d
- # 鎺掑簭
- for i in range(0, len(datas)):
- if datas[i][1] not in constant.KPL_INVALID_BLOCKS:
- # 锛堝悕绉�,鍑�娴佸叆閲戦,鎺掑悕锛�
- temp_list.append((datas[i][1], datas[i][3], len(temp_list)))
- # 鍙幏鍙栧墠10涓�
- if len(temp_list) > 10:
- break
- if datas[i][3] < 3 * 10000 * 10000:
- break
+ 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
- for temp in temp_list:
- names = cls.__KPLPlatManager.get_same_plat_names_by_id(temp[0])
- for name in names:
- if name == temp[1]:
- continue
- temp_list.append((name, temp[1], temp[2]))
- cls.top_5_reason_list = temp_list
- cls.__reset_top_5_dict()
+ @classmethod
+ def set_market_jingxuan_blocks(cls, datas):
+ """
+ 璁剧疆绮鹃�夋祦鍏ユ暟鎹�
+ @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 = 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()
+ count = 0
+ fblock_money = {}
+ for data in datas:
+ cls.__jx_blocks_in_money_dict[data[1]] = data[3]
+ if data[1] in constant.KPL_INVALID_BLOCKS:
+ continue
+ if data[3] < THRESHOLD_MONEY:
+ continue
+ # 杩囨护鍑烘潵涓哄悓涓�涓澘鍧楀氨鍙畻1涓暟閲�
+ fb = BlockMapManager().filter_blocks({data[1]})
+ if blocks & fb:
+ continue
+
+ for b in fb:
+ fblock_money[b] = data[3]
+ blocks |= fb
+
+ # 濡傛灉璇ュ師鍥犳病鏈夋定鍋滅エ瑕佸線鍚庣Щ涓�浣�
+ has_code = False
+ for b in fb:
+ if ContainsLimitupCodesBlocksManager().get_block_codes(b):
+ has_code = True
+ break
+ if has_code:
+ count += 1
+ 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[: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
+
+ @classmethod
+ def set_market_jingxuan_out_blocks(cls, datas):
+ """
+ 璁剧疆绮鹃�夋祦鍑烘暟鎹�
+ @param datas:
+ @return:
+ """
+ cls.top_out_list_cache = datas
+ count = 0
+ blocks = set()
+ for data in datas:
+ cls.__jx_blocks_in_money_dict[data[1]] = data[3]
+ if data[1] in constant.KPL_INVALID_BLOCKS:
+ continue
+ if data[3] > -5e7:
+ # 杩囨护5鍗冧竾浠ヤ笂鐨�
+ break
+ # 杩囨护鍑烘潵涓哄悓涓�涓澘鍧楀氨鍙畻1涓暟閲�
+ fb = BlockMapManager().filter_blocks({data[1]})
+ if blocks & fb:
+ continue
+ blocks |= fb
+ count += 1
+ if count >= 10:
+ break
+ # 璁板綍绮鹃�夋祦鍑烘棩蹇�
+ async_log_util.info(logger_kpl_jx_out, f"鍘熸暟鎹細{datas[:10]} 鏉垮潡锛歿blocks}")
+ 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):
@@ -326,35 +683,6 @@
temp_set = cls.top_5_key_dict.keys()
return temp_set
- # 閫氳繃鍏抽敭瀛楀垽鏂兘涔扮殑浠ｇ爜鏁伴噺
- @classmethod
- def get_can_buy_codes_count(cls, code, key):
- # 鍒ゆ柇琛屼笟娑ㄥ仠绁ㄦ暟閲忥紝闄ゅ紑鑷繁蹇呴』澶т簬1涓�
- temp_codes = LimitUpCodesPlateKeyManager.total_key_codes_dict.get(key)
- if temp_codes is None:
- temp_codes = set()
- else:
- temp_codes = set(temp_codes)
- temp_codes.discard(code)
- if len(temp_codes) < 1:
- # 鍚庢帓鎵嶈兘鎸傚崟
- return 0, "韬綅涓嶄负鍚庢帓"
-
- forbidden_plates = cls.__KPLPlateForbiddenManager.list_all_cache()
- if key in forbidden_plates:
- return 0, "涓嶄拱璇ユ澘鍧�"
-
- # 10:30浠ュ墠鍙互鎸�2涓崟
- if int(tool.get_now_time_str().replace(':', '')) < int("100000"):
- return 2, "10:00浠ュ墠鍙互鎸�2涓崟"
- # 10:30浠ュ悗
- if key not in cls.top_5_key_dict:
- return 0, "鍑�娴佸叆娌″湪鍓�5"
- if cls.top_5_key_dict[key][1] > 3 * 10000 * 10000:
- return 2, "鍑�娴佸叆鍦ㄥ墠5涓斿ぇ浜�3浜�"
- else:
- return 1, "鍑�娴佸叆鍦ㄥ墠5"
-
@classmethod
def is_in_top(cls, keys):
reasons = cls.get_can_buy_key_set()
@@ -366,6 +694,10 @@
else:
return False, None
+ @classmethod
+ def get_jx_block_in_money(cls, block):
+ return cls.__jx_blocks_in_money_dict.get(block)
+
# 浠ｇ爜鍘嗗彶娑ㄥ仠鍘熷洜涓庢澘鍧楃鐞�
class CodesHisReasonAndBlocksManager:
@@ -374,6 +706,14 @@
__history_limit_up_reason_dict = {}
# 鏉垮潡
__blocks_dict = {}
+
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(CodesHisReasonAndBlocksManager, cls).__new__(cls, *args, **kwargs)
+
+ return cls.__instance
def __get_redis(self):
return self.__redisManager.getRedis()
@@ -431,6 +771,41 @@
blocks = set()
return reasons | blocks
+ __history_blocks_dict_cache = {}
+
+ def get_history_blocks(self, code):
+ """
+ 鑾峰彇180澶╃殑鍘嗗彶娑ㄥ仠鍘熷洜
+ @param code:
+ @return:
+ """
+ if code in self.__history_blocks_dict_cache:
+ return self.__history_blocks_dict_cache.get(code)
+ try:
+ kpl_results = KPLLimitUpDataUtil.get_latest_block_infos(code=code)
+ # 鍙栨渶杩�2鏉℃暟鎹�
+ if kpl_results and len(kpl_results) > 2:
+ kpl_results = kpl_results[-2:]
+ keys = set()
+ if kpl_results:
+ keys |= set([x[2] for x in kpl_results])
+ for r in kpl_results:
+ if r[3]:
+ keys |= set(r[3].split("銆�"))
+ self.__history_blocks_dict_cache[code] = keys
+ return keys
+ except:
+ pass
+ return set()
+
+ def get_history_blocks_cache(self, code):
+ """
+ 鑾峰彇180澶╃殑鍘嗗彶娑ㄥ仠鍘熷洜缂撳瓨
+ @param code:
+ @return:
+ """
+ return self.__history_blocks_dict_cache.get(code)
+
# 鐩爣浠ｇ爜鏉垮潡鍏抽敭璇嶇鐞�
class TargetCodePlateKeyManager:
@@ -442,9 +817,9 @@
return self.__redisManager.getRedis()
# 杩斿洖key闆嗗悎(鎺掗櫎鏃犳晥鏉垮潡),浠婃棩娑ㄥ仠鍘熷洜,浠婃棩鍘嗗彶娑ㄥ仠鍘熷洜,鍘嗗彶娑ㄥ仠鍘熷洜,浜岀骇,绮鹃�夋澘鍧�
- def get_plate_keys(self, code):
+ def get_plate_keys(self, code, contains_today=True):
"""
- 鑾峰彇浠ｇ爜鐨勬澘鍧�
+ 鑾峰彇浠ｇ爜鐨勬澘鍧�: 锛�180澶╃殑娑ㄥ仠鍘熷洜+鎺ㄨ崘鍘熷洜锛�+浠婃棩娑ㄥ仠鍘熷洜+浠婃棩娑ㄥ仠鎺ㄨ崘鍘熷洜+浠婃棩鎺ㄨ崘鍘熷洜
@param code:
@return: 锛堟澘鍧楀叧閿瘝闆嗗悎,浠婃棩娑ㄥ仠鍘熷洜+娑ㄥ仠鎺ㄨ崘鍘熷洜,浠婃棩鍘嗗彶娑ㄥ仠鍘熷洜,鍘嗗彶娑ㄥ仠鍘熷洜,绮鹃�夋澘鍧楋級
"""
@@ -459,10 +834,13 @@
k2 = self.__CodesPlateKeysManager.get_history_limit_up_reason_cache(code)
if k2 is None:
k2 = set()
- k3 = set()
- industry = global_util.code_industry_map.get(code)
- if industry:
- k3 = {industry}
+
+ k3 = self.__CodesPlateKeysManager.get_history_blocks(code)
+ if k3:
+ keys |= k3
+ # industry = global_util.code_industry_map.get(code)
+ # if industry:
+ # k3 = {industry}
k4 = set()
jingxuan_block_info = self.__KPLCodeJXBlockManager.get_jx_blocks_cache(code)
@@ -471,15 +849,22 @@
if jingxuan_block_info:
jingxuan_blocks = jingxuan_block_info[0]
k4 |= set(jingxuan_blocks) # set([x[1] for x in jingxuan_blocks])
- if k1:
+ if k1 and contains_today:
# 娑ㄥ仠杩�
keys |= k1
- keys = keys - set(constant.KPL_INVALID_BLOCKS)
- if not keys:
- # 鑾峰彇涓嶅埌娑ㄥ仠鍘熷洜
+
+ # 鑾峰彇涓嶅埌娑ㄥ仠鍘熷洜
+ if contains_today:
keys |= k4
- keys = keys - set(constant.KPL_INVALID_BLOCKS)
+ keys = keys - set(constant.KPL_INVALID_BLOCKS)
return keys, k1, k11, k2, k3, k4
+
+ def get_plate_keys_for_radical_buy(self, code):
+ """
+ 婵�杩涗拱鍏ョ殑鏉垮潡
+ @param code:
+ @return:
+ """
class CodePlateKeyBuyManager:
@@ -497,26 +882,14 @@
__TargetCodePlateKeyManager = TargetCodePlateKeyManager()
__LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager()
__CodesHisReasonAndBlocksManager = CodesHisReasonAndBlocksManager()
- __CodesTradeStateManager = trade_manager.CodesTradeStateManager()
__can_buy_compute_result_dict = {}
- @classmethod
- def __remove_from_l2(cls, code, msg):
- # 鏍规嵁韬綅绉婚櫎浠ｇ爜
- # return
- # 涓嬭繃鍗曠殑浠ｇ爜涓嶇Щ闄�
- if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
- # 鍙涓嬭繃鍗曠殑灏变笉绉婚櫎
- return
- l2_trade_util.forbidden_trade(code, msg=msg)
- logger_kpl_block_can_buy.info(msg)
-
- # 鏄惁闇�瑕佹縺杩涗拱
+ # 鏄惁闇�瑕佺Н鏋佷拱
@classmethod
def __is_need_active_buy(cls, code, block, current_rank, open_limit_up_count):
"""
- 鏉垮潡鏄惁闇�瑕佹縺杩涗拱鍏�
- 瑙勫垯锛氭牴鎹韩浣嶅垽鏂槸鍚﹂渶瑕佹縺杩涗拱锛屾牴鎹椂闂村垝鍒�
+ 鏉垮潡鏄惁闇�瑕佺Н鏋佷拱鍏�
+ 瑙勫垯锛氭牴鎹韩浣嶅垽鏂槸鍚﹂渶瑕佺Н鏋佷拱锛屾牴鎹椂闂村垝鍒�
@param code: 浠ｇ爜
@param block: 鏉垮潡鍚嶇О
@param current_rank: 鐩墠鍦ㄦ澘鍧椾腑鐨勮韩浣嶏紝浠�0寮�濮�
@@ -538,7 +911,7 @@
break
return False
- # 杩斿洖鍐呭(鏄惁鍙拱, 鏄惁涓虹嫭鑻�, 鎻忚堪淇℃伅, 鏄惁涓哄己鍔夸富绾�, 鏄惁闇�瑕佹縺杩涗拱)
+ # 杩斿洖鍐呭(鏄惁鍙拱, 鏄惁涓虹嫭鑻�, 鎻忚堪淇℃伅, 鏄惁涓哄己鍔夸富绾�, 鏄惁闇�瑕佺Н鏋佷拱)
@classmethod
def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reasons_dict,
yesterday_current_limit_up_codes, limit_up_record_datas, current_limit_up_block_codes_dict,
@@ -555,7 +928,7 @@
if not block_codes:
# 楂樹綅鏉挎硾鍖栨澘鍧椾腑鏃犳澘鍧�
if not high_level_block_codes.get(block):
- return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False
+ return False, True, f"銆恵block}銆�:鏉垮潡鏃犳定鍋�", False, False
elif len(block_codes) == 1 and code in block_codes:
if not high_level_block_codes.get(block):
return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠ｇ爜娑ㄥ仠", False, False
@@ -621,7 +994,7 @@
current_open_limit_up_codes),
shsz=True,
limit_up_time=first_limit_up_time)
- # 璁＄畻鏄惁闇�瑕佹縺杩涗拱鍏�
+ # 璁＄畻鏄惁闇�瑕佺Н鏋佷拱鍏�
is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))
# record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block,
@@ -705,7 +1078,7 @@
if not block_codes:
# 楂樹綅鏉挎硾鍖栨澘鍧椾腑鏃犳澘鍧�
if not high_level_block_codes.get(block):
- return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False, 0, 0, 0
+ return False, True, f"銆恵block}銆�:鏉垮潡鏃犳定鍋�", False, False, 0, 0, 0
elif len(block_codes) == 1 and code in block_codes:
if not high_level_block_codes.get(block):
return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠ｇ爜娑ㄥ仠", False, False, 0, 0, 0
@@ -718,7 +1091,7 @@
is_strong_block = False
# 鏈�澶氫拱鑰佸嚑
- RANKS = [5, 4, 3, 3, 3, 2, 2]
+ RANKS = [6, 5, 4, 4, 3, 3, 2]
RANK_TIMES = ["10:00:00", "10:30:00", "11:00:00", "11:30:00", "13:30:00", "14:00:00", "15:00:00"]
now_time_str = tool.get_now_time_str()
max_rank = 2
@@ -754,14 +1127,16 @@
shsz=True,
limit_up_time=first_limit_up_time)
- # 璁＄畻鏄惁闇�瑕佹縺杩涗拱鍏�
+ # 璁＄畻鏄惁闇�瑕佺Н鏋佷拱鍏�
is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))
if current_shsz_rank < len(current_open_limit_up_codes) + max_rank:
- return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
+ return True, len(block_codes | {
+ code}) <= 1, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
block_codes), len(block_codes_records)
else:
- return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy, current_shsz_rank, len(
+ return False, len(block_codes | {
+ code}) <= 1, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy, current_shsz_rank, len(
block_codes), len(block_codes_records)
# 鑾峰彇鍙互涔扮殑鏉垮潡
@@ -779,21 +1154,31 @@
# 鍔犺浇娑ㄥ仠浠ｇ爜鐨勭洰鏍囨澘鍧�
def load_code_block():
if limit_up_record_datas:
+ # 鑾峰彇浠婃棩9:30浠ュ墠鐨勬椂闂�
+ time_str = datetime.datetime.now().strftime("%Y-%m-%d") + " 09:30:00"
+ timestamp = time.mktime(time.strptime(time_str, '%Y-%m-%d %H:%M:%S'))
+
for d in limit_up_record_datas:
if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
code_limit_up_reasons_dict[d[3]] = {list(before_blocks_dict.get(d[3]))[0]}
else:
code_limit_up_reasons_dict[d[3]] = {d[2]}
- # 涓嶅寘鍚帹鑽愬師鍥�
- # if d[6]:
- # code_limit_up_reasons_dict[d[3]] |= set(d[6].split("銆�"))
+ # 寮�1鎵嶈兘鍖呭惈鎺ㄨ崘鍘熷洜
+ if d[6] and int(d[5]) < timestamp:
+ code_limit_up_reasons_dict[d[3]] |= set(d[6].split("銆�"))
return code_limit_up_reasons_dict
if current_limit_up_datas is None:
current_limit_up_datas = []
# 鑾峰彇鐩爣浠ｇ爜鏉垮潡
- keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
+ # keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
+ keys = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ if not keys:
+ keys = set()
+ keys = BlockMapManager().filter_blocks(keys)
+ if keys:
+ keys -= constant.KPL_INVALID_BLOCKS
# log.logger_kpl_debug.info("{}鏈�缁堝叧閿瘝锛歿}", code, keys)
@@ -802,6 +1187,7 @@
fresults = []
if not keys:
return fresults, set()
+
code_limit_up_reasons_dict = {}
load_code_block()
for block in keys:
@@ -820,7 +1206,7 @@
# 鏄惁鍙互涓嬪崟
# 杩斿洖锛氬彲浠ヤ拱鐨勬澘鍧�,鏄惁鐙嫍,娑堟伅
- # 鍙拱鐨勬澘鍧�, 鏄惁鐙嫍, 娑堟伅, 鍙拱鐨勫己鍔挎澘鍧�, 鍏抽敭璇�, 婵�杩涗拱鐨勬澘鍧�
+ # 鍙拱鐨勬澘鍧�, 鏄惁鐙嫍, 娑堟伅, 鍙拱鐨勫己鍔挎澘鍧�, 鍏抽敭璇�, 绉瀬涔扮殑鏉垮潡
@classmethod
def can_buy(cls, code):
if constant.TEST:
@@ -830,11 +1216,12 @@
# return True, "涓嶅垽鏂澘鍧楄韩浣�"
return cls.__can_buy_compute_result_dict.get(code)
- # 杩斿洖:(鍙互涔扮殑鏉垮潡鍒楄〃, 鏄惁鏄嫭鑻�, 娑堟伅绠�浠�,鍙拱鐨勫己鍔夸富绾�, 婵�杩涗拱鍏ユ澘鍧楀垪琛�)
+ # 杩斿洖:(鍙互涔扮殑鏉垮潡鍒楄〃, 鏄惁鏄嫭鑻�, 娑堟伅绠�浠�,鍙拱鐨勫己鍔夸富绾�, 绉瀬涔板叆鏉垮潡鍒楄〃)
@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):
+ 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:
@@ -850,10 +1237,7 @@
high_level_general_block_codes)
if not blocks_compute_results:
return False, True, f"娌℃湁鎵惧埌鏉垮潡", [], keys, []
- codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
- codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_SUCCESS}))
+
codes = codes_delegate | codes_success
# 缁熻鎴愪氦浠ｇ爜鐨勬澘鍧�
trade_codes_blocks_dict = {}
@@ -893,7 +1277,7 @@
msg_list = []
active_buy_blocks = []
for r in blocks_compute_results:
- # r鐨勬暟鎹粨鏋�(鏉垮潡,鏄惁鍙互涔�,鏄惁鐙嫍,娑堟伅,鏄惁鏄己鍔挎澘鍧�, 婵�杩涗拱鍏ヤ俊鎭�)
+ # r鐨勬暟鎹粨鏋�(鏉垮潡,鏄惁鍙互涔�,鏄惁鐙嫍,娑堟伅,鏄惁鏄己鍔挎澘鍧�, 绉瀬涔板叆淇℃伅)
if r[2]:
# 鐙嫍
unique_count += 1
@@ -918,7 +1302,7 @@
msg_list.append(r[3])
if r[5]:
active_buy_blocks.append(r[0])
- msg_list.append(f"銆恵r[0]}銆戞縺杩涗拱鍏�({r[5]})")
+ msg_list.append(f"銆恵r[0]}銆戠Н鏋佷拱鍏�({r[5]})")
else:
if r[3]:
msg_list.append(r[3])
@@ -932,7 +1316,7 @@
@classmethod
def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
latest_current_limit_up_records,
- before_blocks_dict, current_limit_up_block_codes_dict):
+ before_blocks_dict, current_limit_up_block_codes_dict, delegate_codes, deal_codes):
yesterday_current_limit_up_codes = set()
yesterday_current_limit_up_records_dict = {}
yesterday_current_limit_up_records = latest_current_limit_up_records[0][1]
@@ -966,11 +1350,13 @@
yesterday_current_limit_up_codes,
before_blocks_dict,
current_limit_up_block_codes_dict,
- high_level_general_code_blocks)
+ 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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