From e160c832d31e99b44fe2084310398a3b26891839 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 08 十一月 2024 18:43:20 +0800
Subject: [PATCH] 建立扫入代码不算身位机制/优化代码/提供设置影子单的量
---
code_attribute/first_target_code_data_processor.py | 240 +++++++++++++++++++++++++++++++++++++-----------------------
1 files changed, 148 insertions(+), 92 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index dc3e594..07a773a 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -5,23 +5,50 @@
# 澶勭悊棣栨澘浠ｇ爜淇℃伅
import constant
-import inited_data
from code_attribute import gpcode_manager, gpcode_first_screen_manager, code_nature_analyse, \
code_volumn_manager
from code_attribute.code_data_util import ZYLTGBUtil
-from log_module.log import logger_first_code_record, logger_l2_codes_subscript
+from code_attribute.code_nature_analyse import HighIncreaseCodeManager
+from code_attribute.gpcode_manager import WantBuyCodesManager
+from log_module import async_log_util
+from log_module.log import logger_first_code_record, logger_l2_codes_subscript, logger_debug
+from third_data import history_k_data_manager
from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
-from third_data.history_k_data_util import HistoryKDatasUtils
-from ths import l2_code_operate
-from trade import trade_data_manager, l2_trade_util
-from utils import global_util, tool
+from third_data.history_k_data_manager import HistoryKDataManager
+from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi
+from trade import l2_trade_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
+ dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)
+ latest_trading_date = None
+ if dates:
+ latest_trading_date = dates[0]
+
limit_up_price_dict = {}
temp_codes = []
codes = []
@@ -38,12 +65,11 @@
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)
if not _limit_up_price:
- inited_data.re_set_price_pres([code], True)
+ history_k_data_manager.re_set_price_pres([code], True)
# 鍐嶆鑾峰彇娑ㄥ仠浠�
_limit_up_price = gpcode_manager.get_limit_up_price(code)
if _limit_up_price:
@@ -52,56 +78,20 @@
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)
- # 淇濆瓨鑷敱娴侀�氳偂鏈紝鏆傛椂涓嶄繚瀛�
- # if dataList:
- # zyltgb_list = []
- # for data in dataList:
- # code = data["code"]
- # if code in global_util.zyltgb_map:
- # continue
- # zyltgb_list.append(
- # {"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]})
- # if zyltgb_list:
- # ZYLTGBUtil.save_list(zyltgb_list)
- # global_data_loader.load_zyltgb()
-
# 鑾峰彇鏄ㄦ棩鏀剁洏浠�
+ need_get_limit_up_codes = set()
for code in codes:
# 濡傛灉娑ㄥ仠浠锋槸绌哄�煎氨闇�瑕佽缃槰鏃ユ敹鐩樹环鏍�
if gpcode_manager.get_limit_up_price(code) is None:
- inited_data.re_set_price_pres([code], True)
-
- # 鏉垮潡鍏抽敭瀛楀噯澶� 鏆傛椂鍒犻櫎
- # for code in codes:
- # if __CodesPlateKeysManager.get_history_limit_up_reason(code) is None:
- # # 浠庢暟鎹簱鍔犺浇鍘嗗彶娑ㄥ仠鍘熷洜
- # __CodesPlateKeysManager.set_history_limit_up_reason(code,
- # KPLLimitUpDataRecordManager.get_latest_blocks_set(
- # code))
- # if __CodesPlateKeysManager.get_blocks(code) is None:
- # try:
- # results = kpl_api.getStockIDPlate(code)
- # bs = [r[1] for r in results]
- # __CodesPlateKeysManager.set_blocks(code, bs)
- # except Exception as e:
- # logging.exception(e)
- # pass
-
+ need_get_limit_up_codes.add(code)
+ if need_get_limit_up_codes:
+ history_k_data_manager.re_set_price_pres(list(need_get_limit_up_codes), True)
+ logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜娑ㄥ仠浠风粨鏉�")
# 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:
@@ -111,20 +101,84 @@
if limit_up_price is None:
continue
try:
- volumes_data = inited_data.get_volumns_by_code(code, 150)
- volumes = inited_data.parse_max_volume(volumes_data[:90],
- code_nature_analyse.is_new_top(
- 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])
- if code_nature_analyse.is_up_too_high_in_10d(volumes_data):
- # 鍒ゆ柇鏄惁澶珮
- l2_trade_util.forbidden_trade(code, "鑲′环闀垮緱澶珮")
+ # 棣栧厛浠庣紦瀛橀噷闈㈣幏鍙�
+ volumes_data = None
+ if latest_trading_date:
+ volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date)
+ if not volumes_data:
+ volumes_data = init_data_util.get_volumns_by_code(code, 150)
+ async_log_util.info(logger_l2_codes_subscript, f"{request_id}浠庣綉缁滃姞杞終绾挎暟鎹細{code}")
+ if not volumes_data:
+ continue
+ 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]))
+ max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)
- if code_nature_analyse.is_up_too_high_in_120d(volumes_data):
+ async_log_util.info(logger_first_code_record, f"{code} 鑾峰彇鍒伴鏉�60澶╂渶澶ч噺锛歿volumes}")
+ code_volumn_manager.CodeVolumeManager().set_histry_volumn(code, volumes[0], volumes[1], volumes[2],
+ volumes[3], max_volume_in_5_days)
+
+ # 淇濆瓨K绾垮舰鎬�
+ k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data)
+ code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format)
+
+ # 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) and not gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
+ # 涓嶆槸鎯充拱鍗曪紝涔熶笉鏄帓涓�鐨勪唬鐮�
+ # 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) >= constant.MAX_CODE_PRICE:
+ # l2_trade_util.forbidden_trade(code,
+ # f"鏃犺鲸璇嗗害锛屾定鍋滀环({limit_up_price})>{constant.MAX_CODE_PRICE}")
+ # 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
+
+ if len(k_format) > 14 and k_format[14]:
+ l2_trade_util.forbidden_trade(code, "鏄ㄦ棩鐐告澘")
+ continue
+
+ 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
+ try:
+ 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
+ except Exception as e:
+ logger_debug.error(f"{code}鍑洪敊__is_normal_in_5d")
+ logger_debug.exception(e)
+
+ 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, "120澶╁唴鑲′环闀垮緱澶珮")
+ HighIncreaseCodeManager().add_code(code)
+
+ 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)
+ pass
+
+ 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)
# 鍒ゆ柇K绾垮舰鎬�
# is_has_k_format, msg = code_nature_analyse.is_has_k_format(
@@ -140,27 +194,20 @@
# gpcode_manager.get_limit_up_price(code),
# volumes_data)
except Exception as e:
- logger_first_code_record.error(f"{code}:{str(e)}")
+ logger_first_code_record.error(f"{request_id}-{code}:{str(e)}")
+ logger_first_code_record.exception(e)
+
+ async_log_util.info(logger_l2_codes_subscript, f"{request_id}鍔犺浇l2浠ｇ爜K绾跨粨鏉�")
+
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:
# block_info.init_code(code)
-
- if new_add_codes:
- gpcode_manager.FirstGPCodesManager().set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes,
- fields="symbol,sec_name,sec_type,sec_level"))
- # 鍔犲叆棣栨澘鍘嗗彶璁板綍
- logger_first_code_record.info("鏂板棣栨澘锛歿}", new_add_codes)
-
- # 绉婚櫎浠ｇ爜
- if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
- listen_codes = gpcode_manager.get_listen_codes()
- for lc in listen_codes:
- if not gpcode_manager.is_in_gp_pool(lc):
- # 绉婚櫎浠ｇ爜
- 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)
@@ -169,12 +216,30 @@
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�
if temp_codes:
# 鑾峰彇娑ㄥ仠浠�
- inited_data.re_set_price_pres(temp_codes)
+ history_k_data_manager.re_set_price_pres(temp_codes)
# 閲嶆柊鑾峰彇娑ㄥ仠浠�
for code in temp_codes:
limit_up_price = gpcode_manager.get_limit_up_price(code)
@@ -191,28 +256,19 @@
limit_up_time = None
if code not in limit_up_price_dict:
continue
- is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.01
+ is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.001
# 绾犳鏁版嵁
if is_limit_up and limit_up_time is None:
limit_up_time = tool.get_now_time_str()
- if is_limit_up:
- # 鍔犲叆棣栨澘娑ㄥ仠
- gpcode_manager.FirstCodeManager().add_limited_up_record([code])
pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
if pricePre is None:
- inited_data.re_set_price_pres([code])
+ history_k_data_manager.re_set_price_pres([code])
rate = round((float(price) - pricePre) * 100 / pricePre, 1)
prices.append(
{"code": code, "time": limit_up_time, "rate": rate,
"limit_up": is_limit_up})
- if code in new_add_codes:
- if is_limit_up:
- place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(
- code)
- if place_order_count == 0:
- trade_data_manager.PlaceOrderCountManager().place_order(code)
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")
+ async_log_util.info(logger_l2_codes_subscript, 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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