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
---
third_data/code_plate_key_manager.py | 555 ++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 424 insertions(+), 131 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 57179bf..d92d255 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -8,15 +8,17 @@
import time
import constant
+from code_attribute import code_nature_analyse
from db.redis_manager_delegate import RedisUtils
-from third_data import kpl_block_util, kpl_api
-from utils import global_util, tool
+from third_data import kpl_block_util, kpl_api, kpl_util
+from settings.trade_setting import MarketSituationManager
+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.log import logger_kpl_limit_up, logger_kpl_block_can_buy
+from log_module.log import logger_kpl_block_can_buy
from third_data.kpl_util import KPLPlatManager
-from trade import trade_manager, l2_trade_util
+from trade import trade_manager, l2_trade_util, trade_constant
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
@@ -37,21 +39,17 @@
def __get_redis(self):
return self.__redisManager.getRedis()
- def save_jx_blocks(self, code, blocks: list, by=False):
+ def save_jx_blocks(self, code, blocks: list, current_limit_up_blocks: set, by=False):
if not blocks:
return
final_blocks = copy.deepcopy(blocks)
if len(blocks) > 2:
final_blocks.clear()
- # 鏍规嵁娑ㄥ箙鎺掑簭
- blocks.sort(key=lambda x: x[2])
- blocks.reverse()
for b in blocks:
- if b[2] > 0 and b[1] not in constant.KPL_INVALID_BLOCKS:
+ if b not in constant.KPL_INVALID_BLOCKS:
final_blocks.append(b)
if len(final_blocks) < 2:
final_blocks = blocks
-
# 淇濆瓨鍓�2鏉℃暟鎹�
if by:
RedisUtils.setex_async(self.__db, f"kpl_jx_blocks_by-{code}", tool.get_expire(), json.dumps(final_blocks))
@@ -89,23 +87,26 @@
else:
return self.__code_blocks.get(code)
- # 浠庣綉缁滀笂鍔犺浇绮鹃�夋澘鍧�
- def load_jx_blocks(self, code, buy_1_price, limit_up_price):
+ # 浠庣綉缁滀笂鍔犺浇绮鹃�夋澘鍧�, 褰撳墠娑ㄥ仠鐨勬澘鍧�
+ def load_jx_blocks(self, code, buy_1_price, limit_up_price, current_limit_up_blocks):
try:
+ # 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:
jx_blocks_info = self.get_jx_blocks_cache(code)
if not jx_blocks_info:
- blocks = kpl_api.getCodeJingXuanBlocks(code)
- self.save_jx_blocks(code, blocks)
- async_log_util.info(logger_kpl_block_can_buy, f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�-{blocks}")
+ start_time = time.time()
+ blocks = kpl_api.getCodeBlocks(code)
+ 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)
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 or True:
+ if abs(float(buy_1_price) - float(limit_up_price)) >= 0.001:
# 闈炴定鍋滅姸鎬�
UPDATE_TIME_SPACE = 5 * 60
time_diff = tool.trade_time_sub(tool.get_now_time_str(), "09:30:00")
@@ -117,20 +118,67 @@
UPDATE_TIME_SPACE = 5 * 60
if time.time() - jx_blocks_info[1] > UPDATE_TIME_SPACE:
+ start_time = time.time()
# 璺濈涓婃鏇存柊鏃堕棿杩囧幓浜�5鍒嗛挓
- blocks = kpl_api.getCodeJingXuanBlocks(code)
- self.save_jx_blocks(code, blocks)
- 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}")
+ blocks = kpl_api.getCodeBlocks(code)
+ 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)
+
elif price_rate > 0.03:
# 娣诲姞澶囩敤鏉垮潡
if not self.get_jx_blocks_cache(code, by=True):
- blocks = kpl_api.getCodeJingXuanBlocks(code)
- self.save_jx_blocks(code, 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}")
+ start_time = time.time()
+ blocks = kpl_api.getCodeBlocks(code)
+ 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")
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)
+
+
+# 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
@@ -173,7 +221,7 @@
class LimitUpCodesPlateKeyManager:
# 浠婃棩娑ㄥ仠鍘熷洜
today_limit_up_reason_dict = {}
- today_total_limit_up_reason_dict = {}
+ __today_total_limit_up_reason_dict = {}
total_code_keys_dict = {}
total_key_codes_dict = {}
__redisManager = redis_manager.RedisManager(1)
@@ -181,7 +229,7 @@
def __get_redis(self):
return self.__redisManager.getRedis()
- # 鑾峰彇浠婃棩娑ㄥ仠鏁版嵁锛屾牸寮忥細[(浠ｇ爜,娑ㄥ仠鍘熷洜)]
+ # 鑾峰彇浠婃棩娑ㄥ仠鏁版嵁锛屾牸寮忥細[(浠ｇ爜,娑ㄥ仠鍘熷洜,绮鹃�夋澘鍧楀垪琛�)]
def set_today_limit_up(self, datas):
temp_dict = {}
if datas:
@@ -194,10 +242,17 @@
self.set_today_total_limit_up(datas)
# 璁剧疆浠婃棩鍘嗗彶娑ㄥ仠鏁版嵁
- def set_today_total_limit_up(self, datas):
+ # 鏍煎紡锛�(浠ｇ爜,娑ㄥ仠鍘熷洜,绮鹃�夋澘鍧楀垪琛�)
+ @classmethod
+ def set_today_total_limit_up(cls, datas):
for item in datas:
code = item[0]
- self.today_total_limit_up_reason_dict[code] = item[1]
+ # 璁剧疆娑ㄥ仠浠ｇ爜鐨勬澘鍧楀強鍘熷洜
+ cls.__today_total_limit_up_reason_dict[code] = (item[1], item[2])
+
+ @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):
@@ -219,7 +274,7 @@
self.total_key_codes_dict[k] = set()
self.total_key_codes_dict[k].add(code)
- logger_kpl_limit_up.info("{}鏉垮潡鍏抽敭璇�:{}", code, keys)
+ # logger_kpl_limit_up.info("{}鏉垮潡鍏抽敭璇�:{}", code, keys)
# 鏍规嵁浼犲叆鐨勫叧閿瘝涓庢定鍋滀唬鐮佷俊鎭尮閰嶈韩浣�
@@ -430,10 +485,17 @@
# 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):
+ """
+ 鑾峰彇浠ｇ爜鐨勬澘鍧�
+ @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
+ """
keys = set()
k1 = set()
- if code in LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict:
- k1 = {LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict[code]}
+
+ limit_up_reason_info = LimitUpCodesPlateKeyManager.get_today_limit_up_reason(code)
+ if limit_up_reason_info:
+ k1 = {limit_up_reason_info[0]} | set(limit_up_reason_info[1])
# 鍔犺浇浠婃棩鍘嗗彶鍘熷洜,鏆傛椂涓嶉渶瑕佸巻鍙插師鍥犱簡
k11 = set() # RedisUtils.smembers(self.__get_redis(), f"kpl_limit_up_reason_his-{code}")
k2 = self.__CodesPlateKeysManager.get_history_limit_up_reason_cache(code)
@@ -450,13 +512,15 @@
jingxuan_block_info = self.__KPLCodeJXBlockManager.get_jx_blocks_cache(code, by=True)
if jingxuan_block_info:
jingxuan_blocks = jingxuan_block_info[0]
- k4 |= set([x[1] for x in jingxuan_blocks])
- for k in [k1, k11, k2, k3, k4]:
- keys |= k
-
- # 鎺掗櫎鏃犳晥鐨勬定鍋滃師鍥�
- keys = keys - set(constant.KPL_INVALID_BLOCKS)
-
+ k4 |= set(jingxuan_blocks) # set([x[1] for x in jingxuan_blocks])
+ if k1:
+ # 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
+ keys |= k4
+ keys = keys - set(constant.KPL_INVALID_BLOCKS)
return keys, k1, k11, k2, k3, k4
@@ -483,47 +547,95 @@
# 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:
+ 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)
- # 杩斿洖鍐呭(鏄惁鍙拱, 鏄惁涓虹嫭鑻�, 鎻忚堪淇℃伅)
+ # 鏄惁闇�瑕佹縺杩涗拱
@classmethod
- def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict,
- yesterday_current_limit_up_codes, limit_up_record_datas, current_limit_up_block_codes_dict):
+ 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�
+ @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�
+ @param open_limit_up_count: 寮�1鐨勬暟閲�
+ @return:
+ """
+ real_current_rank = max(current_rank - open_limit_up_count, 0)
+
+ TIME_STR_RANGES = ["10:00:00", "10:30:00", "11:00:00", "13:00:00", "13:30:00", "14:00:00", "14:30:00",
+ "15:00:00"]
+ TIME_INT_RANGES = [int(x.replace(':', '')) for x in TIME_STR_RANGES]
+ MAX_RANKS = [3, 3, 2, 2, 1, 0, 0, 0]
+ now_time_str = tool.get_now_time_str().replace(':', '')
+ for i in range(len(TIME_INT_RANGES)):
+ if int(now_time_str) <= TIME_INT_RANGES[i]:
+ if MAX_RANKS[i] > real_current_rank:
+ return True
+ 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)
+ @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,
+ high_level_code_blocks=None, high_level_block_codes=None):
# 鐙嫍鍒ゆ柇
+ if high_level_code_blocks is None:
+ high_level_code_blocks = {}
+ if high_level_block_codes is None:
+ high_level_block_codes = {}
block_codes = current_limit_up_block_codes_dict.get(block)
+ if block_codes is None:
+ block_codes = set()
+
if not block_codes:
- return False, True, ""
+ # 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
elif len(block_codes) == 1 and code in block_codes:
- return False, True, ""
+ 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
# 鍙互涔扮殑鏈�澶ф帓鍚�
- open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
- code_limit_up_reason_dict)
+ # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
+ # code_limit_up_reason_dict)
current_open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes_current(code, block,
current_limit_up_datas)
- max_rank = 2
- # 濡傛灉鏄己鍔挎澘鍧楋紙鏈�1涓紑1/鏈夐潪涓绘澘娑ㄥ仠/鏈夐珮浣嶆澘锛夊彲浠ヤ拱鍒拌�佷笁
- msg_list = []
- for bc in block_codes:
- if bc in current_open_limit_up_codes:
- max_rank = 3
- msg_list.append(f"{bc}寮�1")
- break
- elif bc in yesterday_current_limit_up_codes:
- max_rank = 3
- msg_list.append(f"{bc}楂樹綅鏉�")
- break
- elif bc.find("00") != 0 and bc.find("60") != 0:
- max_rank = 3
- msg_list.append(f"{bc}鍒涗笟鏉�/绉戝垱鏉�")
- break
+ # ---------------------------鍒ゆ柇寮哄娍涓荤嚎-------------------------
+ is_strong_block = False
+ for d in current_limit_up_datas:
+ bs = kpl_util.get_current_limit_up_reasons(d)
+ if block not in bs:
+ general_blocks = high_level_code_blocks.get(d[0])
+ if not general_blocks or block not in general_blocks:
+ # 娌″湪娉涘寲鏉垮潡涓�
+ continue
+ count = kpl_util.get_high_level_count(d[4])
+ if count >= 3:
+ if d[4].find("杩炴澘") > 0:
+ is_strong_block = True
+ break
+ elif d[0] in yesterday_current_limit_up_codes and len(block_codes) >= 2:
+ # 鍑犲ぉ鍑犳澘锛屼笖鏈�杩�2杩炴澘
+ # 鐪嬫槸鍚︽湁棣栨澘鍚庢帓
+ is_strong_block = True
+ break
- # 鍒ゆ柇韬綅
+ if not is_strong_block:
+ temp_block_codes = set(copy.deepcopy(block_codes))
+ temp_block_codes.discard(code)
+ if len(temp_block_codes) >= 3:
+ is_strong_block = True
+ max_rank = 2
+ # 寮哄娍鏉垮潡涔拌�佸洓
+ if is_strong_block:
+ max_rank = 3
# 闇�瑕佹帓闄ょ殑鑰佸ぇ鐨勪唬鐮�
exclude_first_codes = set() # HighIncreaseCodeManager().list_all()
@@ -531,28 +643,54 @@
# 鑾峰彇涓绘澘寮�1鐨勪唬鐮�
# 鍓旈櫎楂樹綅鏉�
- if open_limit_up_codes and yesterday_current_limit_up_codes:
- open_limit_up_codes -= yesterday_current_limit_up_codes
+ if current_open_limit_up_codes and yesterday_current_limit_up_codes:
+ current_open_limit_up_codes -= yesterday_current_limit_up_codes
+
+ # 鑾峰彇浠ｇ爜鐨勫垵娆℃定鍋滄椂闂�
+ first_limit_up_time = time.time()
+ # if limit_up_record_datas:
+ for r in limit_up_record_datas:
+ if r[3] == code:
+ first_limit_up_time = int(r[5])
# 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
- # current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block,
- # current_limit_up_datas,
- # code_limit_up_reason_dict,
- # yesterday_current_limit_up_codes,
- # exclude_first_codes,
- # len(
- # open_limit_up_codes),
- # shsz=True)
- record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block,
- limit_up_record_datas,
- code_limit_up_reason_dict,
- yesterday_current_limit_up_codes,
- shsz=True)
+ current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block,
+ current_limit_up_datas,
+ code_limit_up_reasons_dict,
+ yesterday_current_limit_up_codes,
+ exclude_first_codes,
+ len(
+ 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�
+ is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))
- if record_shsz_rank < len(open_limit_up_codes) + max_rank:
- return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{record_shsz_rank_codes}"
+ # record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block,
+ # limit_up_record_datas,
+ # code_limit_up_reason_dict,
+ # yesterday_current_limit_up_codes,
+ # shsz=True)
+ if int(tool.get_now_time_str().replace(":", "")) <= int("094000") and is_strong_block:
+ # 寮哄娍涓荤嚎鍔犲己鍔�10鍒嗛挓
+ return True, False, f"銆恵block}銆戯細寮哄娍涓荤嚎+寮哄娍10鍒嗛挓", is_strong_block, is_active_buy
+
+ 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
else:
- return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{record_shsz_rank_codes} 瓒呰繃{len(open_limit_up_codes) + max_rank}涓�"
+ # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+ # if k_format and k_format[8][0]:
+ # # 鍏锋湁杈ㄨ瘑搴�
+ # return True, False, f"銆恵block}銆戝叿鏈夎鲸璇嗗害", is_strong_block
+ # 鐪嬭嚜鐢辨祦閫氬競鍊兼槸鍚﹀皬浜�20浜�
+ if is_strong_block and current_shsz_rank < len(current_open_limit_up_codes) + max_rank + 1:
+ zyltgb_as_yi = round(global_util.zyltgb_map.get(code) / 100000000,
+ 2) if code in global_util.zyltgb_map else None
+ situation = MarketSituationManager().get_situation_cache()
+ zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
+ if zyltgb_as_yi and zylt_threshold_as_yi[2] <= zyltgb_as_yi <= zylt_threshold_as_yi[3]:
+ return True, False, f"銆恵block}銆戝己鍔挎澘鍧� 鑷敱娴侀�氬競鍊�({zyltgb_as_yi})澶т簬{zylt_threshold_as_yi[2]}浜� 灏忎簬{zylt_threshold_as_yi[3]}浜�", is_strong_block, is_active_buy
+ 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
# 杩囨椂鐨勪唬鐮�
# if open_limit_up_codes:
@@ -573,6 +711,101 @@
#
# return False, f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank}:{front_current_shsz_rank_codes},鍘嗗彶韬綅-{record_shsz_rank}锛�"
+ @classmethod
+ def __is_block_can_buy_new(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,
+ high_level_code_blocks=None, high_level_block_codes=None):
+ """
+ 璇ョエ鐨勬澘鍧楁槸鍚﹀彲浠ヤ拱
+ @param code:
+ @param block:
+ @param current_limit_up_datas:
+ @param code_limit_up_reasons_dict:
+ @param yesterday_current_limit_up_codes:
+ @param limit_up_record_datas:
+ @param current_limit_up_block_codes_dict:
+ @param high_level_code_blocks:
+ @param high_level_block_codes:
+ @return:
+ """
+ # 鐙嫍鍒ゆ柇
+ if high_level_code_blocks is None:
+ high_level_code_blocks = {}
+ if high_level_block_codes is None:
+ high_level_block_codes = {}
+ block_codes = current_limit_up_block_codes_dict.get(block)
+ if block_codes is None:
+ block_codes = set()
+ # 鍘嗗彶娑ㄥ仠浠ｇ爜
+ block_codes_records = set()
+ if limit_up_record_datas:
+ for k in limit_up_record_datas:
+ if block in code_limit_up_reasons_dict.get(k[3]):
+ block_codes_records.add(k[3])
+
+ 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
+ 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
+ # 鍙互涔扮殑鏈�澶ф帓鍚�
+ # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
+ # code_limit_up_reason_dict)
+ current_open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes_current(code, block,
+ current_limit_up_datas)
+
+ is_strong_block = False
+
+ # 鏈�澶氫拱鑰佸嚑
+ RANKS = [5, 4, 3, 3, 3, 2, 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
+ for i in range(len(RANK_TIMES)):
+ if tool.trade_time_sub(now_time_str, RANK_TIMES[i]) <= 0:
+ max_rank = RANKS[i]
+ break
+
+ # 闇�瑕佹帓闄ょ殑鑰佸ぇ鐨勪唬鐮�
+ exclude_first_codes = set()
+
+ # 鑾峰彇涓绘澘寮�1鐨勪唬鐮�
+
+ # 鍓旈櫎楂樹綅鏉�
+ if current_open_limit_up_codes and yesterday_current_limit_up_codes:
+ current_open_limit_up_codes -= yesterday_current_limit_up_codes
+
+ # 鑾峰彇浠ｇ爜鐨勫垵娆℃定鍋滄椂闂�
+ first_limit_up_time = time.time()
+ # if limit_up_record_datas:
+ for r in limit_up_record_datas:
+ if r[3] == code:
+ first_limit_up_time = int(r[5])
+
+ # 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
+ current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block,
+ current_limit_up_datas,
+ code_limit_up_reasons_dict,
+ yesterday_current_limit_up_codes,
+ exclude_first_codes,
+ len(
+ 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�
+ 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(
+ 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(
+ block_codes), len(block_codes_records)
+
# 鑾峰彇鍙互涔扮殑鏉垮潡
# current_limit_up_datas: 浠婃棩瀹炴椂娑ㄥ仠
# latest_2_day_limit_up_datas锛氭渶杩�2澶╃殑瀹炴椂娑ㄥ仠锛堜笉鍚粖鏃ワ級
@@ -583,34 +816,26 @@
@classmethod
def get_can_buy_block(cls, code, current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes,
- before_blocks_dict, current_limit_up_block_codes_dict):
+ before_blocks_dict, current_limit_up_block_codes_dict, high_level_general_code_blocks,
+ high_level_general_block_codes):
# 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:
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_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0]
+ code_limit_up_reasons_dict[d[3]] = {list(before_blocks_dict.get(d[3]))[0]}
else:
- code_limit_up_reason_dict[d[3]] = d[2]
- return code_limit_up_reason_dict
+ 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�"))
+ 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)
- # log.logger_kpl_debug.info("{}鍏抽敭璇嶏細浠婃棩-{},浠婃棩鍘嗗彶-{},鍘嗗彶-{},浜岀骇琛屼笟-{},浠ｇ爜鏉垮潡-{}", code, k1, k11, k2, k3, k4)
- keys = set()
- if k1:
- for k in k1:
- if k not in constant.KPL_INVALID_BLOCKS:
- keys.add(k)
- # 濮嬬粓鑾峰彇绮鹃�夋澘鍧�
- if True:
- # 鑾峰彇
- if k4:
- keys |= k4
- keys = keys - constant.KPL_INVALID_BLOCKS
# log.logger_kpl_debug.info("{}鏈�缁堝叧閿瘝锛歿}", code, keys)
@@ -618,42 +843,59 @@
fresults = []
if not keys:
- return fresults
- code_limit_up_reason_dict = {}
+ return fresults, set()
+ code_limit_up_reasons_dict = {}
load_code_block()
for block in keys:
- can_buy, unique, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas,
- code_limit_up_reason_dict,
- yesterday_current_limit_up_codes, limit_up_record_datas,
- current_limit_up_block_codes_dict)
- fresults.append((block, can_buy, unique, msg))
- return fresults
+ can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count, block_limit_up_record_count = cls.__is_block_can_buy_new(
+ 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,
+ high_level_code_blocks=high_level_general_code_blocks,
+ high_level_block_codes=high_level_general_block_codes)
+ fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count,
+ block_limit_up_record_count))
+ return fresults, keys
# 鏄惁鍙互涓嬪崟
- # 杩斿洖锛氭槸鍚﹀彲浠ヤ笅鍗�,娑堟伅,鏉垮潡绫诲瀷
+ # 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�
@classmethod
def can_buy(cls, code):
if constant.TEST:
- return ["娴嬭瘯"], True, cls.BLOCK_TYPE_NONE
+ return [("娴嬭瘯", 0, 1, 1)], True, cls.BLOCK_TYPE_NONE, [], set(), ["鍖栧伐"]
# if True:
# # 娴嬭瘯
# 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�)
+ # 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�)
@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):
- blocks_compute_results = cls.get_can_buy_block(code, current_limit_up_datas,
- limit_up_record_datas, yesterday_current_limit_up_codes,
- before_blocks_dict, current_limit_up_block_codes_dict)
+ current_limit_up_block_codes_dict, high_level_general_code_blocks):
+ # 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:
+ blocks = high_level_general_code_blocks[c]
+ for b in blocks:
+ if b not in high_level_general_block_codes:
+ high_level_general_block_codes[b] = set()
+ high_level_general_block_codes[b].add(c)
+ blocks_compute_results, keys = cls.get_can_buy_block(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,
+ high_level_general_block_codes)
if not blocks_compute_results:
- return False, True, "娌℃湁鎵惧埌鏉垮潡"
+ 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}))
+ {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_manager.TRADE_STATE_BUY_SUCCESS}))
+ {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 = {}
@@ -688,37 +930,88 @@
#
can_buy_blocks = []
+ can_buy_strong_blocks = []
unique_count = 0
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)
+ # 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�)
if r[2]:
+ # 鐙嫍
unique_count += 1
if r[1]:
- if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) > 0:
- msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠ｇ爜锛歿trade_success_blocks_count[r[0]]}")
- continue
- if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= 2:
- msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}")
- continue
- can_buy_blocks.append(r[0])
- msg_list.append(r[3])
+ # 寮哄娍涓荤嚎鏈�澶氬悓鏃舵寕3鍙エ锛屾渶澶氭垚浜�2鍙エ
+ MAX_DELEGATE_COUNT = 3 if r[4] else 2
+ MAX_DEAL_COUNT = 2 if r[4] else 1
+ # if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT:
+ # msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠ｇ爜锛歿trade_success_blocks_count[r[0]]}")
+ # continue
+ # if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT:
+ # msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}")
+ # continue
+ if len(r) > 8:
+ can_buy_blocks.append((r[0], r[6], r[7], r[8]))
+ else:
+ # 锛堟澘鍧楀悕绉�,韬綅,鏉垮潡娑ㄥ仠鏁伴噺锛�
+ can_buy_blocks.append((r[0], 0, 1, 1))
+ if r[4]:
+ can_buy_strong_blocks.append(r[0])
+ if r[3]:
+ 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]})")
+ else:
+ if r[3]:
+ msg_list.append(r[3])
# 鎵�鏈夋澘鍧楅兘鏄嫭鑻�
if unique_count == len(blocks_compute_results):
- return can_buy_blocks, True, ",".join(msg_list)
- return can_buy_blocks, False, ",".join(msg_list)
+ return can_buy_blocks, True, ",".join(msg_list), can_buy_strong_blocks, keys, active_buy_blocks
+ return can_buy_blocks, False, ",".join(msg_list), can_buy_strong_blocks, keys, active_buy_blocks
# 鏇存柊浠ｇ爜鏉垮潡鍒ゆ柇鏄惁鍙互涔扮殑缁撴灉
+ # high_level_general_code_blocks 楂樹綅娉涘寲鏉垮潡
@classmethod
def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
- yesterday_current_limit_up_codes,
+ latest_current_limit_up_records,
before_blocks_dict, current_limit_up_block_codes_dict):
- can_buy_blocks, unique, msg = cls.__compute_can_buy_blocks(code, current_limit_up_datas, limit_up_record_datas,
- yesterday_current_limit_up_codes,
- before_blocks_dict,
- current_limit_up_block_codes_dict)
+ yesterday_current_limit_up_codes = set()
+ yesterday_current_limit_up_records_dict = {}
+ yesterday_current_limit_up_records = latest_current_limit_up_records[0][1]
+ if yesterday_current_limit_up_records:
+ for r in yesterday_current_limit_up_records:
+ yesterday_current_limit_up_codes.add(r[0])
+ yesterday_current_limit_up_records_dict[r[0]] = r
+ high_level_general_code_blocks = {}
+ # 鏄惁鏄�3鏉垮強浠ヤ笂鐨勯珮浣嶆澘
+ for r in current_limit_up_datas:
+ count = kpl_util.get_high_level_count(r[4])
+ if count >= 3 and r[0] in yesterday_current_limit_up_codes:
+ latest_datas = latest_current_limit_up_records[:count - 1]
+ # 鏄珮浣嶆澘
+ # 褰撴棩绮鹃��
+ blocks = set(r[6].split("銆�"))
+ for d in latest_datas:
+ for dd in d[1]:
+ if dd[0] == r[0]:
+ blocks.add(dd[5])
+ break
+ f_blocks = []
+ for b in blocks:
+ if b:
+ f_blocks.append(b)
+ high_level_general_code_blocks[r[0]] = f_blocks
+
+ can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks = cls.__compute_can_buy_blocks(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)
# 淇濆瓨鏉垮潡璁＄畻缁撴灉
- cls.__can_buy_compute_result_dict[code] = (can_buy_blocks, unique, msg)
+ cls.__can_buy_compute_result_dict[code] = (
+ can_buy_blocks, unique, msg, can_buy_strong_blocks, keys, active_buy_blocks)
if __name__ == "__main__":
--
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