From dad46b192e8fc3dcc657877b7189a8d0fe5f4aa7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 30 十二月 2024 12:36:05 +0800
Subject: [PATCH] 大于200亿的流出不算作净流出
---
third_data/code_plate_key_manager.py | 118 +++++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 82 insertions(+), 36 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 7a08121..6d41e73 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -12,7 +12,7 @@
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
from settings.trade_setting import MarketSituationManager
-from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager
+from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, ContainsLimitupCodesBlocksManager
from third_data.third_blocks_manager import BlockMapManager
from utils import global_util, tool, buy_condition_util
from log_module import async_log_util
@@ -20,7 +20,7 @@
from log_module.log import logger_kpl_block_can_buy, logger_kpl_jx_out, logger_kpl_jx_in, logger_debug
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
@@ -333,7 +333,7 @@
# 瀹炴椂寮�鐩樺暒甯傚満鏁版嵁
class RealTimeKplMarketData:
- # 娴佸叆缂撳瓨
+ # 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 = []
@@ -352,21 +352,39 @@
__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:
"""
- # blocks = set()
- # 鑰佺増鏈疄鐜版柟寮�
- # for data in datas:
- # if data[3] <= 0:
- # break
- # blocks.add(data[1])
- # cls.__top_jx_blocks = blocks
+ # 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
@@ -375,20 +393,34 @@
cls.__jx_blocks_in_money_dict[data[1]] = data[3]
if data[1] in constant.KPL_INVALID_BLOCKS:
continue
- if data[3] < 5e7:
+ 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
- count += 1
- if count >= 10:
- break
+
+ # 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
+ THRESHOLD_MONEY = int((1 - strong/200) * data[3])
+ # if count >= MAX_COUNT:
+ # break
# 璁板綍绮鹃�夋祦鍑烘棩蹇�
- async_log_util.info(logger_kpl_jx_in, f"鍘熸暟鎹細{datas[:20]} 鏉垮潡锛歿blocks}")
+ async_log_util.info(logger_kpl_jx_in, f"鍘熸暟鎹細{datas[:50]} 鏉垮潡锛歿blocks}")
blocks = list(blocks)
blocks.sort(key=lambda x: fblock_money.get(x), reverse=True)
cls.__top_jx_blocks = blocks
@@ -423,12 +455,37 @@
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 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):
@@ -660,19 +717,7 @@
__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
@@ -1010,7 +1055,8 @@
@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:
@@ -1026,10 +1072,7 @@
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 = {}
@@ -1108,7 +1151,7 @@
@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]
@@ -1142,11 +1185,14 @@
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
+ RealTimeKplMarketData.set_market_strong(120)
+ print(RealTimeKplMarketData.get_jingxuan_in_block_threshold_count())
--
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