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 | 92 ++++++++++++++++++++++++++++-----------------
1 files changed, 57 insertions(+), 35 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index 921a5b1..07a773a 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -10,11 +10,13 @@
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 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_manager import HistoryKDataManager
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 trade import l2_trade_util
from settings.trade_setting import MarketSituationManager
from utils import global_util, tool, init_data_util, buy_condition_util
@@ -42,7 +44,11 @@
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")
# 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)
+ 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 = []
@@ -63,7 +69,7 @@
# 鑾峰彇娑ㄥ仠浠�
_limit_up_price = gpcode_manager.get_limit_up_price(code)
if not _limit_up_price:
- init_data_util.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:
@@ -79,7 +85,7 @@
if gpcode_manager.get_limit_up_price(code) is None:
need_get_limit_up_codes.add(code)
if need_get_limit_up_codes:
- init_data_util.re_set_price_pres(list(need_get_limit_up_codes), True)
+ 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:
@@ -95,7 +101,15 @@
if limit_up_price is None:
continue
try:
- volumes_data = init_data_util.get_volumns_by_code(code, 150)
+ # 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,
@@ -104,8 +118,11 @@
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], volumes[3])
+ max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)
+
+ 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)
@@ -113,33 +130,41 @@
# 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] and code.find("30")!=0:
+ 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
- pass
+
+ 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
-
- 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
+ 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
@@ -172,7 +197,7 @@
logger_first_code_record.error(f"{request_id}-{code}:{str(e)}")
logger_first_code_record.exception(e)
- logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜K绾跨粨鏉�")
+ 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
@@ -214,7 +239,7 @@
# 鑾峰彇娑ㄥ仠浠�
if temp_codes:
# 鑾峰彇娑ㄥ仠浠�
- init_data_util.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)
@@ -235,12 +260,9 @@
# 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:
- init_data_util.re_set_price_pres([code])
+ history_k_data_manager.re_set_price_pres([code])
rate = round((float(price) - pricePre) * 100 / pricePre, 1)
prices.append(
@@ -248,5 +270,5 @@
"limit_up": is_limit_up})
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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