From f08cb61eb22a7c006c84fe57a2e857e2b23b061c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 27 六月 2024 14:35:48 +0800
Subject: [PATCH] 相同价格判断机制bug修复
---
code_attribute/first_target_code_data_processor.py | 62 ++++++++++++++++++++-----------
1 files changed, 40 insertions(+), 22 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index a624b54..d3d265f 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -12,13 +12,31 @@
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 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):
@@ -42,7 +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)
@@ -56,14 +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 +110,7 @@
# except Exception as e:
# logging.exception(e)
# pass
-
+ 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
@@ -117,17 +126,19 @@
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(
- limit_up_price,
- volumes_data[:90]) or code_nature_analyse.is_near_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], 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)
# 鏄惁鍏锋湁杈ㄨ瘑搴�
@@ -145,28 +156,32 @@
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(volumes_data, limit_up_price)[0]:
+ if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[0] and code.find("30")!=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(volumes_data):
+ 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 code_nature_analyse.is_up_too_high_in_10d_with_limit_up(volumes_data):
+ 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
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)
pass
- 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)
@@ -186,6 +201,9 @@
except Exception as e:
logger_first_code_record.error(f"{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�")
+
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:
@@ -257,7 +275,7 @@
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()
--
Gitblit v1.8.0