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 | 882 ++++++++++++++++++++-------------------------------------- 1 files changed, 308 insertions(+), 574 deletions(-) diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py index a7e5c25..ebacd5c 100644 --- a/third_data/code_plate_key_manager.py +++ b/third_data/code_plate_key_manager.py @@ -5,25 +5,27 @@ # 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, kpl_data_constant, huaxin_l1_data_manager +from third_data import kpl_block_util, kpl_api, kpl_util from settings.trade_setting import MarketSituationManager -from third_data.kpl_data_constant import LimitUpDataConstant, LimitUpCodesBlockRecordManager -from third_data.third_blocks_manager import BlockMapManager, CodeThirdBlocksManager -from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager -from trade.order_statistic import DealAndDelegateWithBuyModeDataManager -from trade.radical_buy_data_manager import RedicalBuyDataManager +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, logger_debug, logger_kpl_jx_out +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, trade_constant +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 @@ -43,7 +45,10 @@ def __new__(cls, *args, **kwargs): if not cls.__instance: cls.__instance = super(KPLCodeJXBlockManager, cls).__new__(cls, *args, **kwargs) - cls.__load_data() + try: + cls.__load_data() + except Exception as e: + logger_debug.exception(e) return cls.__instance @classmethod @@ -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: @@ -333,8 +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 = [] # @@ -345,22 +502,86 @@ __LimitUpCodesPlateKeyManager = LimitUpCodesPlateKeyManager() __KPLPlatManager = KPLPlatManager() # 绮鹃�夋祦鍏ュ墠鍑� - __top_jx_blocks = set() + __top_jx_blocks = [] # 绮鹃�夋祦鍑哄墠鍑� - __top_jx_out_blocks = set() + __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 = 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: - if data[3] <= 0: - break - blocks.add(data[1]) + 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 @@ -370,20 +591,46 @@ @param datas: @return: """ + cls.top_out_list_cache = datas + count = 0 blocks = set() - for i in range(0, len(datas)): - if i >= 10 and int(tool.get_now_time_str().replace(":", "")) < int("100000"): - # 10鐐瑰墠鐪嬪墠10锛屽崄鐐瑰悗涓嶇湅鍓�10 - break - data = datas[i] - if data[3] > 0 - 5e7: + 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 - blocks.add(kpl_util.filter_block(data[1])) - + # 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 = 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): @@ -392,6 +639,18 @@ @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): @@ -434,6 +693,10 @@ return True, temp_set 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� @@ -619,19 +882,7 @@ __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_constant.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�瑕佺Н鏋佷拱 @classmethod @@ -922,7 +1173,12 @@ # 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 = RadicalBuyBlockManager.get_code_blocks(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) @@ -964,7 +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): + 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: @@ -980,10 +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_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER})) - codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( - {trade_constant.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 = {} @@ -1062,7 +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] @@ -1096,533 +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$畻缁撴灉 cls.__can_buy_compute_result_dict[code] = ( can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks) -class RadicalBuyBlockManager: - """ - 鎵叆涔版澘鍧楃鐞� - """ - __TargetCodePlateKeyManager = TargetCodePlateKeyManager() - # 涓婃鐨勬定鍋滀唬鐮� - __last_limit_up_codes = set() - # 璁板綍浠g爜鐨勬定鍋滄椂闂� - __limit_up_time_dict = {} - # 鐐告澘浠g爜鐨勬�绘定鍋滄椂闂� - __total_limit_up_space_dict = {} - - # 褰撳墠娑ㄥ仠鐨勪唬鐮� - __current_limit_up_codes = set() - - @classmethod - def set_current_limit_up_datas(cls, current_limit_up_datas): - # 鏌ヨ褰撳墠鐨勬定鍋滀唬鐮侀泦鍚� - codes = set([d[0] for d in current_limit_up_datas]) - cls.__current_limit_up_codes = codes - try: - # 鐐告澘浠g爜 - break_limit_up_codes = cls.__last_limit_up_codes - codes - # 鏂版定鍋滅殑浠g爜 - new_limit_up_codes = codes - cls.__last_limit_up_codes - if new_limit_up_codes: - for code in new_limit_up_codes: - if code not in cls.__limit_up_time_dict: - cls.__limit_up_time_dict[code] = time.time() - if break_limit_up_codes: - # 璁板綍鎬绘定鍋滄椂闂� - for bc in break_limit_up_codes: - if bc in cls.__limit_up_time_dict: - space = tool.trade_time_sub(tool.get_now_time_str(), - tool.to_time_str(cls.__limit_up_time_dict[bc])) - if bc not in cls.__total_limit_up_space_dict: - cls.__total_limit_up_space_dict[bc] = 0 - cls.__total_limit_up_space_dict[bc] = cls.__total_limit_up_space_dict[bc] + space - logger_debug.info(f"鐐告澘浠g爜娑ㄥ仠鏃堕棿锛歿bc}-{cls.__total_limit_up_space_dict[bc]}") - cls.__limit_up_time_dict.pop(bc) - except Exception as e: - logger_debug.exception(e) - finally: - cls.__last_limit_up_codes = codes - cls.compute_open_limit_up_code_dict_for_radical_buy(current_limit_up_datas) - - @classmethod - def compute_open_limit_up_code_dict_for_radical_buy(cls, current_limit_up_datas): - """ - 璁$畻寮�1鐨勪唬鐮佷俊鎭紝涓嶅寘鍚�5鏉夸互涓婄殑 - @param current_limit_up_datas: - @return: - """ - timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range - temp_dict = {} - for d in current_limit_up_datas: - code = d[0] - # d: (浠g爜, 鍚嶇О, 棣栨娑ㄥ仠鏃堕棿, 鏈�杩戞定鍋滄椂闂�, 鍑犳澘, 娑ㄥ仠鍘熷洜, 鏉垮潡, 瀹為檯娴侀��, 涓诲姏鍑�棰�,娑ㄥ仠鍘熷洜浠g爜,娑ㄥ仠鍘熷洜浠g爜鏁伴噺) - # 璁$畻鏄惁寮�1 - if int(d[2]) >= timestamp_end or int(d[2]) < timestamp_start: - continue - buy1_money = huaxin_l1_data_manager.get_buy1_money(code) - # 涔�1鏄惁澶т簬5000w - if not constant.TEST: - if not buy1_money or buy1_money < 5e7: - continue - if not tool.is_can_buy_code(code): - continue - blocks = {d[5]} - if d[6]: - blocks |= set(d[6].split("銆�")) - blocks -= constant.KPL_INVALID_BLOCKS - # 杩囨护 - blocks = BlockMapManager().filter_blocks(blocks) - temp_dict[code] = (kpl_util.get_high_level_count(d[4]), blocks) - kpl_data_constant.open_limit_up_code_dict_for_radical_buy = temp_dict - - @classmethod - def __get_current_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None, limit_up_time=None): - """ - 鑾峰彇褰撳墠娑ㄥ仠韬綅 - @param code: - @param block: - @param yesterday_limit_up_codes: - @return: 绱㈠紩,鍓嶆帓浠g爜淇℃伅锛圼(浠g爜, 娑ㄥ仠鏃堕棿)]锛� - """ - if exclude_codes is None: - exclude_codes = set() - current_index = 0 - block_codes_infos = [] - timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range - if limit_up_time is None: - limit_up_time = time.time() - for k in LimitUpDataConstant.current_limit_up_datas: - _code = k[0] - # 鍓旈櫎4鏉夸互涓婄殑鏉� - if kpl_util.get_high_level_count(k[4]) >= 4: - continue - - if _code in exclude_codes: - continue - blocks = LimitUpDataConstant.get_blocks_with_history(_code) - if not blocks: - blocks = set() - blocks = BlockMapManager().filter_blocks(blocks) - if _code == code: - # 鑾峰彇褰撳墠浠g爜娑ㄥ仠鏃堕棿 - limit_up_time = int(k[2]) - continue - # 涓嶆槸杩欎釜鏉垮潡 - if block not in blocks: - continue - if not tool.is_can_buy_code(_code): - continue - # 鍓旈櫎寮�1鐨勬暟鎹� - if timestamp_start <= int(k[2]) < timestamp_end: - continue - # 鍓旈櫎楂樹綅鏉� - if _code in yesterday_limit_up_codes: - continue - # 浠g爜.娑ㄥ仠鏃堕棿 - block_codes_infos.append((_code, int(k[2]))) - block_codes_infos.append((code, limit_up_time)) - block_codes_infos.sort(key=lambda x: x[1]) - before_codes_info = [] - for i in range(0, len(block_codes_infos)): - if block_codes_infos[i][0] == code: - current_index = i - break - else: - before_codes_info.append(block_codes_infos[i]) - - return current_index, before_codes_info - - @classmethod - def __get_history_index(cls, code, block, yesterday_limit_up_codes, exclude_codes=None): - """ - 鑾峰彇鍘嗗彶娑ㄥ仠韬綅 - @param code: - @param block: - @param current_limit_up_datas: 鏄ㄦ棩娑ㄥ仠浠g爜 - @param current_limit_up_codes: 鐩墠鐨勬定鍋滀唬鐮� - @return: - """ - if exclude_codes is None: - exclude_codes = set() - history_index = 0 - block_codes_infos = [] - # 寮�1鏃堕棿鑼冨洿 - timestamp_start, timestamp_end = kpl_block_util.open_limit_up_time_range - limit_up_time = time.time() - limit_up_space_ge_60s_codes = set() - for k in LimitUpDataConstant.history_limit_up_datas: - _code = k[3] - - # 鍓旈櫎4鏉夸互涓婄殑鏉� - if kpl_util.get_high_level_count(k[12]) >= 4: - continue - - if _code in exclude_codes: - continue - blocks = LimitUpDataConstant.get_blocks_with_history(_code) - blocks = BlockMapManager().filter_blocks(blocks) - if _code == code: - # 鑾峰彇褰撳墠浠g爜娑ㄥ仠鏃堕棿 - limit_up_time = int(k[5]) - continue - # 涓嶆槸杩欎釜鏉垮潡 - if block not in blocks: - continue - if not tool.is_can_buy_code(_code): - continue - # 鍓旈櫎寮�1鐨勬暟鎹� - if timestamp_start <= int(k[5]) < timestamp_end: - continue - # 鍓旈櫎楂樹綅鏉� - if _code in yesterday_limit_up_codes: - continue - # 鍓旈櫎鐐告澘浠g爜鎸佺画娑ㄥ仠鏃堕棿灏忎簬1鍒嗛挓鐨勪唬鐮� 涓� 鍙兘鐢ㄤ簬涓嶆帓闄ゅ墠2鏉℃暟鎹� - if _code not in cls.__current_limit_up_codes and _code in cls.__total_limit_up_space_dict and \ - cls.__total_limit_up_space_dict[_code] < 60 and not exclude_codes and len( - limit_up_space_ge_60s_codes) < 3: - limit_up_space_ge_60s_codes.add(_code) - continue - # 浠g爜,娑ㄥ仠鏃堕棿 - block_codes_infos.append((_code, int(k[5]))) - block_codes_infos.append((code, limit_up_time)) - block_codes_infos.sort(key=lambda x: x[1]) - before_codes_info = [] - for i in range(0, len(block_codes_infos)): - if block_codes_infos[i][0] == code: - history_index = i - break - else: - before_codes_info.append(block_codes_infos[i]) - return history_index, before_codes_info - - @classmethod - def __is_radical_buy_with_open_limitup(cls, code, block, yesterday_limit_up_codes): - """ - 鏄惁闇�瑕佹縺杩涗拱(鏌愪釜鏉垮潡寮�1) - 1.鏈�>=2涓紑1涔拌��2 - 2.鏈�1涓紑1鐨勪拱鑰�3 - @param code: - @param block: - @param yesterday_limit_up_codes 鏄ㄦ棩娑ㄥ仠浠g爜 - @return: - """ - # 9:45鐐逛箣鍓嶆定鍋滅殑鎵嶈兘涔板叆 - # 鑾峰彇褰撳墠浠g爜鐨勬定鍋滄椂闂� - limit_up_timestamp = cls.__get_limit_up_timestamp(code) - if int(tool.timestamp_format(limit_up_timestamp, "%H%M%S")) > 94500: - return False, "瓒呰繃鐢熸晥鏃堕棿" - # 鏍规嵁鏉垮潡鑱氬悎鏁版嵁 - open_limit_up_block_codes_dict = {} - for c in kpl_data_constant.open_limit_up_code_dict_for_radical_buy: - blocks = kpl_data_constant.open_limit_up_code_dict_for_radical_buy[c][1] - for b in blocks: - if b not in open_limit_up_block_codes_dict: - open_limit_up_block_codes_dict[b] = set() - open_limit_up_block_codes_dict[b].add(c) - if block not in open_limit_up_block_codes_dict: - return False, "鏉垮潡鏈紑1" - open_limit_up_block_codes = list(open_limit_up_block_codes_dict.get(block)) - count = len(open_limit_up_block_codes) - # ----鑾峰彇鍘嗗彶韬綅---- - history_index, history_before_codes_info = cls.__get_history_index(code, block, yesterday_limit_up_codes) - # ----鑾峰彇瀹炴椂韬綅---- - current_index, current_before_codes_info = cls.__get_current_index(code, block, yesterday_limit_up_codes, - limit_up_time=limit_up_timestamp) - exclude_codes = set() - if count >= 2 or ( - count == 1 and kpl_data_constant.open_limit_up_code_dict_for_radical_buy[open_limit_up_block_codes[0]][ - 0] == 2): - # 寮�濮嬫暟閲忓ぇ浜�2涓垨鑰呭彧鏈変竴涓�2鏉垮紑1 - exclude_codes.clear() - else: - # 鑾峰彇鍖呭惈楂樹綅鏉跨殑韬綅 - # ----鑾峰彇鍘嗗彶韬綅---- - history_index, history_before_codes_info = cls.__get_history_index(code, block, set()) - # ----鑾峰彇瀹炴椂韬綅---- - current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), - limit_up_time=limit_up_timestamp) - if history_before_codes_info and current_before_codes_info and history_before_codes_info[0][0] == \ - current_before_codes_info[0][0]: - # 鍓嶆帓绗竴涓厓绱犳棤鐐告澘 - exclude_codes = {history_before_codes_info[0][0]} - else: - return False, f"寮�1鏁伴噺锛歿count}锛屽巻鍙�-{history_index + 1} 瀹炴椂-{current_index + 1}" - - # 鑾峰彇涓绘澘鐨勮韩浣� - history_index, history_before_codes_info = cls.__get_history_index(code, block, - yesterday_limit_up_codes, - exclude_codes=exclude_codes) - # 涔伴鏉胯�佸ぇ/鑰佷簩 - # 棣栨澘鑰佸ぇ涓嶈兘涔版椂鍙拱鑰佷簩 - if history_index > 1: - return False, f"寮�1鏁伴噺锛歿count}锛岄潪寮�1棣栨澘韬綅涓嶅尮閰嶏細鍘嗗彶-{history_index + 1} 瀹炴椂-{current_index + 1}" - if history_index == 1: - # 褰撳墠浠g爜涓鸿��2锛岃鍒ゆ柇鑰佸ぇ鏄惁鍙拱 - if RedicalBuyDataManager.can_buy(history_before_codes_info[0][0], - DealAndDelegateWithBuyModeDataManager().get_deal_codes())[0]: - return False, f"寮�1鏁伴噺锛歿count}锛屽墠鎺掍唬鐮佸彲涔帮細{history_before_codes_info[0]}" - return True, f"寮�1鏁伴噺锛歿count}锛屽墠鎺掍唬鐮佷笉鍙拱锛歿history_before_codes_info[0]}锛屽巻鍙插墠鎺�-{history_before_codes_info}锛屽紑1浠g爜-{open_limit_up_block_codes}" - return True, f"寮�1鏁伴噺锛歿count}锛屽巻鍙�-{history_index + 1} 瀹炴椂-{current_index + 1}锛� 鍓嶆帓浠g爜-{current_before_codes_info}, 寮�1浠g爜-{open_limit_up_block_codes}" - - @classmethod - def __is_radical_buy_with_block_up(cls, code, block, yesterday_limit_up_codes): - """ - 鏄惁婵�杩涗拱锛堟澘鍧楃獊鐒舵定璧锋潵锛� - 1.鑰佷簩鍜岃�佷笁鐨勬定鍋滄椂闂寸浉宸�5鍒嗛挓鍐� - 2.鑰佷笁涓嶈兘涔伴『浣嶅埌鑰佸洓锛堣�佸洓涓庤�佷笁鐩稿樊10鍒嗛挓鍐咃級 - 3.鍓�2涓エ涓嶈兘鐐告澘锛堝巻鍙茶韩浣嶄笌鐜板湪韬綅涓�鑷达級 - 4.闄ゅ紑鍓嶄袱涓唬鐮佸彲涔拌��1涓庤��2 - 5.涔拌��2鐨勬儏鍐碉細鑰�1涓嶆弧瓒充拱鍏ユ潯浠� - - @param code: - @param block: - @param yesterday_limit_up_codes: - @return: - """ - - # 鑾峰彇褰撳墠浠g爜鐨勬定鍋滄椂闂� - limit_up_timestamp = cls.__get_limit_up_timestamp(code) - - # 鑾峰彇褰撳墠鐨勬澘鍧� - current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), - limit_up_time=limit_up_timestamp) - current_before_codes = [x[0] for x in current_before_codes_info] - - if len(current_before_codes_info) < 2: - return False, f"鍓嶆帓浠g爜灏忎簬2涓細{current_before_codes_info}" - - # 褰撳墠浠g爜寮�1涓嶈兘涔� - if limit_up_timestamp < kpl_block_util.open_limit_up_time_range[1]: - return False, f"褰撳墠浠g爜寮�1" - - if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'), - tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60: - return False, f"璺濈涓婁釜浠g爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[0]}锛�" - - history_index, history_before_codes_info = cls.__get_history_index(code, block, set()) - history_before_codes = [x[0] for x in history_before_codes_info] - # 鍓嶄袱涓唬鐮佹槸鍚︽湁鐐告澘 - dif_codes = set(history_before_codes[:2]) - set(current_before_codes[:2]) - if dif_codes: - return False, f"鍓�2浠g爜鏈夌偢鏉匡細{dif_codes}" - # 涓嶈绠楀墠2鐨勪唬鐮� - - exclude_codes = set() - for x in current_before_codes_info: - if x[1] < kpl_block_util.open_limit_up_time_range[1]: - exclude_codes.add(x[0]) - # 闄ゅ幓鍓嶄簩浠g爜涓庡紑1浠g爜涔嬪悗鏄惁涓洪鏉胯�佸ぇ锛氭墍鏈夊紑1鐨勮涓�1涓� - open_count = len(exclude_codes) - if open_count > 0 and open_count + 1 <= len(current_before_codes): - # 鍓嶆帓鏈夊紑1 - exclude_codes |= set(current_before_codes[open_count:open_count + 1]) - else: - exclude_codes |= set(current_before_codes[:2]) - - open_limit_up_code_dict = kpl_data_constant.open_limit_up_code_dict_for_radical_buy - if open_limit_up_code_dict: - exclude_codes |= set(open_limit_up_code_dict.keys()) - history_index, history_before_codes_info = cls.__get_history_index(code, block, yesterday_limit_up_codes, - exclude_codes) - # 鑾峰彇鏈澘鍧椾拱鍏ヤ唬鐮佺殑鏈�澶ф暟閲� - max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(block) - if history_index > max_count: - return False, f"鎺掗櫎鍓�2锛岀洰鏍囦唬鐮佷綅浜庡巻鍙茶韩浣�-{history_index + 1}锛屽墠鎺掍唬鐮侊細{history_before_codes_info}, 鏉垮潡鏈�澶氬彲涔皗max_count}" - - if max_count == 1: - if history_index == 1: - # 棣栨澘鑰�2锛屽垽鏂墠闈㈢殑鑰佸ぇ鏄惁鏄睘浜庝笉鑳戒拱鐨勮寖鐣� - pre_code = history_before_codes_info[0][0] - # pre_code涓嶈兘涔帮紝鎵嶈兘涔� - if RedicalBuyDataManager.can_buy(pre_code, DealAndDelegateWithBuyModeDataManager().get_deal_codes())[0]: - return False, f"鍓嶆帓浠g爜鍙拱锛歿pre_code}" - # 璺濈鍓嶄竴涓槸鍚﹀湪10鍒嗛挓鍐� - if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'), - tool.timestamp_format(history_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60: - return False, f"璺濈涓婁釜涓嶈兘涔扮殑浠g爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽history_before_codes_info[0]}锛�" - else: - # 璺濈涓婁釜浠g爜娑ㄥ仠5鍒嗛挓浠ュ唴 - if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'), - tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60: - return False, f"璺濈涓婁釜浠g爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[-1]}锛�" - else: - if tool.trade_time_sub(tool.timestamp_format(limit_up_timestamp, '%H:%M:%S'), - tool.timestamp_format(current_before_codes_info[-1][1], '%H:%M:%S')) >= 10 * 60: - return False, f"璺濈涓婁釜浠g爜娑ㄥ仠宸茶繃鍘�10鍒嗛挓锛坽current_before_codes_info[-1]}锛�" - - return True, f"婊¤冻涔板叆闇�姹�: 鍓嶆帓浠g爜-{current_before_codes_info}" - - @classmethod - def __is_re_limit_up(cls, code, block): - """ - 鏄惁鏄偢鏉垮洖灏佸彲涔� - @param code: - @param block: - @return: - """ - # 鑾峰彇韬綅 - current_index, current_before_codes_info = cls.__get_current_index(code, block, set(), - limit_up_time=cls.__get_limit_up_timestamp( - code)) - history_index, history_before_codes_info = cls.__get_history_index(code, block, set()) - if current_index != history_index: - return False, f"鏈夊叾浠栫偢鏉�" - if current_index > 1: - return False, f"涓嶆槸鍓�2鐨勬澘鍧�" - history_codes = set() - # 鑾峰彇鏉垮潡鐐告澘鎯呭喌 - for k in LimitUpDataConstant.history_limit_up_datas: - _code = k[3] - blocks = LimitUpDataConstant.get_blocks_with_history(_code) - blocks = BlockMapManager().filter_blocks(blocks) - # 涓嶆槸杩欎釜鏉垮潡 - if block in blocks: - history_codes.add(_code) - if len(history_codes) <= 4: - return False, f"鏉垮潡鍘嗗彶娑ㄥ仠灏忎簬4涓細{history_codes}" - # 鑾峰彇褰撳墠娑ㄥ仠鏁伴噺 - current_codes = set() - for k in LimitUpDataConstant.current_limit_up_datas: - _code = k[0] - blocks = LimitUpDataConstant.get_blocks_with_history(_code) - if not blocks: - blocks = set() - blocks = BlockMapManager().filter_blocks(blocks) - # 涓嶆槸杩欎釜鏉垮潡 - if block in blocks: - current_codes.add(_code) - current_codes.add(code) - diff = history_codes - current_codes - if diff: - return False, f"鏉垮潡鐐告澘涓嶆褰撳墠绁細{diff}" - return True, "" - - @classmethod - def __get_limit_up_timestamp(cls, code): - """ - 鑾峰彇浠g爜鐨勬定鍋滄椂闂达紝榛樿褰撳墠鏃堕棿 - @param code: - @return: - """ - limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code) - if not limit_up_timestamp: - limit_up_timestamp = time.time() - return limit_up_timestamp - - @classmethod - def get_code_kpl_blocks(cls, code): - blocks = KPLCodeJXBlockManager().get_jx_blocks_radical(code) - if blocks is None: - blocks = set() - # 灏嗚幏鍙栨定鍋滃師鍥犱笌娑ㄥ仠鎺ㄨ崘 - keys = TargetCodePlateKeyManager().get_plate_keys(code, contains_today=True) - if keys and keys[0]: - blocks |= set(keys[0]) - return blocks - - @classmethod - def get_code_blocks(cls, code): - """ - 鑾峰彇鐩爣浠g爜鐨勬澘鍧� - @param code: - @return: 杩囨护鍚庣殑鏉垮潡,杩囨护鍓嶇殑鏉垮潡 - """ - # blocks = cls.get_code_kpl_blocks(code) - # match_blocks, info = CodeThirdBlocksManager().get_intersection_blocks_info(code, blocks) - # match_blocks -= constant.KPL_INVALID_BLOCKS - # fblocks = match_blocks & RealTimeKplMarketData.get_top_market_jingxuan_blocks() - # if not fblocks: - # fblocks = set() - # match_blocks_3, info = CodeThirdBlocksManager().get_intersection_blocks_info(code, blocks, same_count=3) - # if match_blocks_3: - # match_blocks_3 -= constant.KPL_INVALID_BLOCKS - # fblocks |= match_blocks_3 - # # 鑾峰彇寮�鐩樺暒鍘嗗彶娑ㄥ仠鍘熷洜 - # kpl_history_blocks = CodesHisReasonAndBlocksManager().get_history_blocks_cache(code) - # if kpl_history_blocks: - # fblocks |= BlockMapManager().filter_blocks(kpl_history_blocks) - # jx_out_blocks = RealTimeKplMarketData.get_top_market_jingxuan_out_blocks() - # if jx_out_blocks: - # fblocks -= jx_out_blocks - # - # return fblocks, match_blocks - - # 鏂扮増鏈� - before_fblocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code) - if before_fblocks: - before_fblocks = set() - fblocks = BlockMapManager().filter_blocks(before_fblocks) - if fblocks: - fblocks -= constant.KPL_INVALID_BLOCKS - return fblocks, before_fblocks - - @classmethod - def is_radical_buy(cls, code, yesterday_limit_up_codes): - """ - 鏄惁鏄縺杩涗拱 - @param code: - @return: {婵�杩涗拱鐨勬澘鍧梷, 鍘熷洜 - """ - # 璁$畻 - # 鑾峰彇寮�1鐨勬澘鍧� - open_limit_up_code_dict = kpl_data_constant.open_limit_up_code_dict_for_radical_buy - open_limit_up_blocks = set() - if open_limit_up_code_dict: - for c in open_limit_up_code_dict: - open_limit_up_blocks |= open_limit_up_code_dict[c][1] - # 鑾峰彇浠g爜鐨勬澘鍧� - keys_, info = cls.get_code_blocks(code) - if not keys_: - return set(), "娌¤幏鍙栧埌鏉垮潡浜ら泦" - - match_blocks = open_limit_up_blocks & keys_ - can_buy_blocks = set() - fmsges = [] - msges = [] - for b in match_blocks: - # 鍒ゆ柇鏉垮潡鏄惁璇ユ縺杩涗拱 - result = cls.__is_radical_buy_with_open_limitup(code, b, yesterday_limit_up_codes) - if result[0]: - can_buy_blocks.add(b) - msges.append(f"銆恵b}銆�:{result[1]}") - fmsges.append("寮�1鍒ゆ柇##" + ",".join(msges)) - if not can_buy_blocks: - msges.clear() - for b in keys_: - # 鏉垮潡蹇�熷惎鍔� - result = cls.__is_radical_buy_with_block_up(code, b, yesterday_limit_up_codes) - if result[0]: - can_buy_blocks.add(b) - - msges.append(f"銆恵b}銆�:{result[1]}") - fmsges.append("鏉垮潡蹇�熷惎鍔ㄥ垽鏂�##" + ",".join(msges)) - - if not can_buy_blocks: - msges.clear() - for b in keys_: - result = cls.__is_re_limit_up(code, b) - if result[0]: - can_buy_blocks.add(b) - msges.append(f"銆恵b}銆�:{result[1]}") - fmsges.append("鏉垮潡鍥炲皝鍒ゆ柇##" + ",".join(msges)) - - # 濡傛灉鑳芥壂鍏ュ氨闇�瑕佽幏鍙栦唬鐮佸湪鏉垮潡涓殑韬綅 - # if can_buy_blocks: - # excude_codes = set() - # if kpl_data_constant.open_limit_up_code_dict_for_radical_buy: - # excude_codes |= kpl_data_constant.open_limit_up_code_dict_for_radical_buy.keys() - # # 鍓旈櫎寮�1鐨勪唬鐮� - # for b in keys_: - # history_index, history_before_codes_info = cls.__get_history_index(code, b, yesterday_limit_up_codes, - # excude_codes) - # if history_index >= 4: - # return set(), f"鍦ㄣ�恵b}銆戜腑韬綅({history_index + 1})闈犲悗" - return can_buy_blocks, " **** ".join(fmsges) - - if __name__ == "__main__": - pass + KPLPlateForbiddenManager().compute() -- Gitblit v1.8.0