From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
code_attribute/first_target_code_data_processor.py | 120 ++++++++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 92 insertions(+), 28 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index 90e88ee..e926dbd 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -9,19 +9,41 @@
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 third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi
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 settings.trade_setting import MarketSituationManager
+from utils import global_util, tool, init_data_util, buy_condition_util
__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()
+
+
+def __is_normal_in_5d(code):
+ """
+ 鏈�杩�5澶╂槸鍚﹀浜庢甯哥姸鎬�
+ @param code:
+ @return:
+ """
+ now_day = tool.get_now_date_str()
+ results = JueJinApi.get_history_instruments(JueJinApi.get_juejin_code_list_with_prefix([code]),
+ tool.date_sub(now_day, 30), tool.date_sub(now_day, 1))
+ results = results[-5:]
+ normal = True
+ for r in results:
+ if r["sec_level"] != 1:
+ normal = False
+ break
+ return normal
def process_first_codes_datas(dataList, request_id=None):
logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜鐩稿叧鏁版嵁")
print("棣栨澘浠ｇ爜鏁伴噺锛�", len(dataList))
+ # 鑾峰彇鏈�杩�5澶╃殑浜ゆ槗鏃ユ湡锛屼负鍚庨潰鐨勬暟鎹绠楀仛鍑嗗
+ HistoryKDatasUtils.get_latest_trading_date_cache(5)
limit_up_price_dict = {}
temp_codes = []
codes = []
@@ -38,7 +60,6 @@
diff_codes = set(want_codes) - set(codes)
if diff_codes:
# 鎯充拱鍗曠殑浠ｇ爜杩樻病鏈夊湪鐩爣浠ｇ爜涓�
- zyltgb_list = []
for code in diff_codes:
# 鑾峰彇娑ㄥ仠浠�
_limit_up_price = gpcode_manager.get_limit_up_price(code)
@@ -52,14 +73,6 @@
dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0",
"volumeUnit": 0, "time": "00:00:00", "zyltgb": "100",
"zyltgbUnit": 0})
- # 寮哄埗鏇存柊鑷敱娴侀�氳偂鏈�
- if zyltgb_list:
- ZYLTGBUtil.save_list(zyltgb_list)
- # 灏嗕繚瀛樼殑鏁版嵁鏇存柊鍒板唴瀛樹腑
- for z in zyltgb_list:
- val = ZYLTGBUtil.get(z["code"])
- if val:
- global_util.zyltgb_map[z["code"]] = val
# ---淇濆瓨鏈瓫閫夌殑棣栨澘浠ｇ爜
new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes)
@@ -101,7 +114,8 @@
# 鑾峰彇60澶╂渶澶ц褰�
for code in codes:
need_get_volumn = False
- if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None:
+ if code not in global_util.max60_volumn or global_util.max60_volumn.get(
+ code) is None or code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) is None:
need_get_volumn = True
# if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache(
# code) is None:
@@ -112,33 +126,62 @@
continue
try:
volumes_data = init_data_util.get_volumns_by_code(code, 150)
- volumes = init_data_util.parse_max_volume(volumes_data[:90],
- code_nature_analyse.is_new_top(
+ volumes = init_data_util.parse_max_volume(code, volumes_data[:90],
+ code_nature_analyse.is_new_top(code,
+ limit_up_price,
+ volumes_data[
+ :90]) or code_nature_analyse.is_near_top(
+ code,
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)
+ k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data)
code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)
- if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data):
+ # 鏄惁鍏锋湁杈ㄨ瘑搴�
+ is_special = True if k_format and k_format[8][0] else False
+ 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(code, 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
+ pass
+
+ if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data):
+ # 鍒ゆ柇鏄惁澶珮
+ l2_trade_util.forbidden_trade(code, "鍥炶俯涓嶅")
+ continue
+
+ if not __is_normal_in_5d(code):
+ l2_trade_util.forbidden_trade(code, "鏈�杩�5澶╂湁ST/闈炴甯哥姸鎬�")
+ continue
+
+ if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(code, 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):
+ if code_nature_analyse.is_up_too_high_in_120d(code, volumes_data):
# 鍒ゆ柇鏄惁澶珮
- l2_trade_util.forbidden_trade(code, "120澶╁唴鑲′环闀垮緱澶珮")
- HighIncreaseCodeManager().add_code(code)
+ # 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")
- HighIncreaseCodeManager().add_code(code)
-
- if code_nature_analyse.is_have_latest_max_volume(volumes_data, 2):
+ if code_nature_analyse.is_have_latest_max_volume(code, volumes_data, 2):
# 鏈�杩�2澶╂槸鍚︽槸鏈�楂橀噺
code_nature_analyse.LatestMaxVolumeManager().set_has_latest_max_volume(code)
@@ -157,6 +200,7 @@
# volumes_data)
except Exception as e:
logger_first_code_record.error(f"{code}:{str(e)}")
+ logger_first_code_record.exception(e)
gpcode_manager.FirstCodeManager().add_record(codes)
# 鍒濆鍖栨澘鍧椾俊鎭紝鏆傛椂鍒犻櫎
# for code in codes:
@@ -177,6 +221,9 @@
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)
@@ -185,6 +232,24 @@
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�
@@ -226,4 +291,3 @@
gpcode_first_screen_manager.process_ticks(prices)
logger_l2_codes_subscript.info(f"({request_id})l2浠ｇ爜鐩稿叧鏁版嵁鍔犺浇瀹屾垚")
return tick_datas
-
--
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