From 2f2516749615da866e96d8d24e499b7ecbb63a3e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 23 六月 2025 12:28:52 +0800
Subject: [PATCH] 默认交易模式变更/真实下单位置计算位置修改
---
code_attribute/code_nature_analyse.py | 125 +++++++++++++++++++++++++++++++----------
1 files changed, 94 insertions(+), 31 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index d85b42b..5c8379b 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -9,7 +9,7 @@
from code_attribute import gpcode_manager
# 浠ｇ爜鑲℃�ц褰曠鐞�
-from db import redis_manager
+from db import redis_manager_delegate as redis_manager
from utils import tool
from db.redis_manager_delegate import RedisUtils
from utils.tool import CodeDataCacheUtil
@@ -196,7 +196,7 @@
# 鑾峰彇K绾垮舰鎬�
-# 杩斿洖 (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�,杩�2澶╂湁10澶╁唴鏈�澶ч噺,涓婁釜浜ゆ槗鏃ユ槸鍚︾偢鏉�)
+# 杩斿洖 (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�,杩�2澶╂湁10澶╁唴鏈�澶ч噺,涓婁釜浜ゆ槗鏃ユ槸鍚︾偢鏉�, 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼鍋�)
def get_k_format(code, limit_up_price, record_datas):
p1_data = get_lowest_price_rate(code, record_datas)
p1 = p1_data[0] >= 0.249, p1_data[1]
@@ -216,14 +216,20 @@
# 鏄惁鍏锋湁杈ㄨ瘑搴�
p9 = is_special(code, record_datas)
p10 = is_latest_10d_max_volume_at_latest_2d(code, record_datas)
- # 鏈�杩�5澶╂槸鍚︾偢鏉�
- p11 = __is_latest_open_limit_up(code, record_datas, 5)
- # 30澶╁唴鏄惁鏈夋定鍋�
- p12 = __has_limit_up(code, record_datas, 30)
- # 鏈�杩�5澶╂槸鍚﹁穼鍋�
- p13 = __is_latest_limit_down(code, record_datas, 5)
+ # 鏈�杩�5澶╂槸鍚︽湁鐐告澘/娑ㄥ仠/璺屽仠
+ p11 = __has_latest_throwing_pressure(code, record_datas, 5)
+ # 90澶╁唴鏄惁鏈夋定鍋�
+ p12 = __has_limit_up(code, record_datas, 90)
+ # 涓婁釜浜ゆ槗鏃ユ槸鍚︽尟骞呰繃澶�
+ p13 = __is_pre_day_limit_rate_too_low(code, record_datas)
+ # 60涓氦鏄撴棩鏄惁鏇炬定鍋�
+ p14 = __has_limited_up(code, record_datas, 60)
+ # 鏄ㄦ棩鏄惁娑ㄥ仠杩�
+ p15 = __has_limited_up(code, record_datas, 1)
+ # 鏄ㄦ棩鏄惁璺屽仠
+ p16 = __is_latest_limit_down(code, record_datas, 1)
- return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12, p13
+ return p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, p11, p12, p13, p14, p15, p16
# 鏄惁鍏锋湁K绾垮舰鎬�
@@ -253,7 +259,7 @@
datas = datas[-10:]
for data in datas:
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, data["pre_close"]))
- if abs(limit_up_price - data["high"]) < 0.01:
+ if abs(limit_up_price - data["high"]) < 0.001:
date = data['bob'].strftime("%Y-%m-%d")
return round((datas[-1]["close"] - data["close"]) / data["close"], 4), date
return 0, ''
@@ -272,7 +278,7 @@
date = data['bob'].strftime("%Y-%m-%d")
if data["high"] > max_price:
max_price = data["high"]
- if abs(limit_up_price - data["high"]) < 0.01:
+ if abs(limit_up_price - data["high"]) < 0.001:
limit_ups.append((date, True))
limit_up_count += 1
else:
@@ -399,9 +405,9 @@
max_price_info = d["high"], d
# if max_price > float(limit_up_price):
# return False
- rate = (float(limit_up_price) - min_price_info[1]["close"]) / min_price_info[1]["close"]
- print(rate)
- if rate >= 0.319:
+ rate = (max_price_info[1]["high"] - min_price_info[1]["low"]) / min_price_info[1]["low"]
+ THRESHOLD_RATE = 0.319 * 2 if tool.is_ge_code(code) else 0.319
+ if rate >= THRESHOLD_RATE:
return True, rate
return False, rate
@@ -434,7 +440,6 @@
max_limit_up_info = x
if not max_limit_up_info or max_limit_up_info[0] < 3:
- print("鏃�3杩炴澘")
return False
start_index = max_limit_up_info[1]
max_price_info = [0, None]
@@ -447,7 +452,6 @@
for i in range(max_price_info[1] + 1, len(datas)):
item = datas[i]
if item["low"] < lowest_price_threhhold:
- print("鍥炶俯瓒冲")
return False
return True
@@ -470,7 +474,7 @@
def __is_new_top(code, limit_up_price, datas):
datas = copy.deepcopy(datas)
datas.sort(key=lambda x: x["bob"])
- datas = datas[-80:]
+ datas = datas[-60:]
max_price = 0
for data in datas:
if max_price < data["high"]:
@@ -538,7 +542,6 @@
min_price = 1000000
for i in range(len(datas) - 5, len(datas)):
item = datas[i]
- print(item)
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
if abs(limit_up_price - item["high"]) < 0.001 and abs(
limit_up_price - datas[i - 1]["high"]) >= 0.001:
@@ -552,17 +555,41 @@
return False, ''
-# 鏈�杩戝嚑澶╂槸鍚︽湁鐐告澘鎴栬穼鍋�
-def __is_latest_open_limit_up(code, datas, day_count):
+def __has_latest_throwing_pressure(code, datas, day_count):
+ """
+ 鏈�杩戦噴鏀炬湁鎶涘帇
+ @param code:
+ @param datas:
+ @param day_count:
+ @return: 鏄惁鏈夋姏鍘�, None/(p楂樹环鏁版嵁, t楂樹环鏁版嵁)
+ """
datas = copy.deepcopy(datas)
datas.sort(key=lambda x: x["bob"])
items = datas[0 - day_count:]
- for item in items:
+ target_item = None
+ for i in range(len(items) - 1, -1, -1):
+ item = items[i]
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
- if abs(limit_up_price - item["high"]) < 0.001 and abs(limit_up_price - item["close"]) > 0.001:
- # 鐐告澘
- return True
- return False
+ limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(code, item["pre_close"]))
+ if abs(limit_up_price - item["high"]) < 0.001 or abs(limit_down_price - item["close"]) < 0.001:
+ # 鐐告澘 # 鎴栨定鍋� # 鎴栬�呰穼鍋�
+ target_item = item
+ break
+ if not target_item:
+ return False, None
+ p_price, p_volume = target_item["high"], target_item["volume"]
+ t_price, t_volume = 0, 0
+ for i in range(len(items) - 1, -1, -1):
+ item = items[i]
+ if item["bob"] == target_item["bob"]:
+ break
+ if item["high"] >= p_price * 1.03:
+ t_price, t_volume = item["high"], item["volume"]
+ break
+ if t_price > 0:
+ return True, ((p_price, p_volume), (t_price, t_volume))
+ else:
+ return True, ((p_price, p_volume), None)
def __is_latest_limit_down(code, datas, day_count):
@@ -574,6 +601,27 @@
limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(code, item["pre_close"]))
if abs(limit_down_price - item["close"]) < 0.001:
# 璺屽仠
+ return True
+ return False
+
+
+def __is_pre_day_limit_rate_too_low(code, datas):
+ """
+ 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼骞呰繃澶�
+ @param code:
+ @param datas:
+ @return:
+ """
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ items = datas[-1:]
+ for item in items:
+ # 鏄惁鏈夎穼鍋�
+ # 鑾峰彇褰撴棩娑ㄥ箙
+ rate_open = (item["open"] - item["pre_close"]) / item["pre_close"]
+ rate_close = (item["close"] - item["pre_close"]) / item["pre_close"]
+ threshold_rate_ = 0.15
+ if abs(rate_open - rate_close) >= threshold_rate_:
return True
return False
@@ -618,24 +666,39 @@
# 鏄惁娑ㄥ仠
def __is_limit_up(code, data):
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, data["pre_close"]))
- return abs(limit_up_price - data["close"]) < 0.001
+ return abs(limit_up_price - data["close"]) < 0.009
# 鏄惁娑ㄥ仠杩�
def __is_limited_up(code, data):
limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, data["pre_close"]))
- return abs(limit_up_price - data["high"]) < 0.001
+ return abs(limit_up_price - data["high"]) < 0.009
# 澶氬皯澶╁唴鏄惁鏈夋定鍋�/鏇炬定鍋�
def __has_limit_up(code, datas, day_count):
datas = copy.deepcopy(datas)
datas.sort(key=lambda x: x["bob"])
- datas = datas[0 - day_count:]
+ if len(datas) > day_count:
+ datas = datas[0 - day_count:]
if len(datas) >= 1:
for i in range(0, len(datas)):
item = datas[i]
if __is_limit_up(code, item):
+ return True
+ return False
+
+
+# 澶氬皯澶╁唴鏄惁鏇炬定鍋�
+def __has_limited_up(code, datas, day_count):
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ if len(datas) > day_count:
+ datas = datas[0 - day_count:]
+ if len(datas) >= 1:
+ for i in range(0, len(datas)):
+ item = datas[i]
+ if __is_limited_up(code, item):
return True
return False
@@ -723,6 +786,6 @@
if __name__ == "__main__":
- HighIncreaseCodeManager().add_code("000333")
- print(HighIncreaseCodeManager().is_in("000333"))
- print(HighIncreaseCodeManager().is_in("000222"))
+ code = "000333"
+ threshold_rate = 0 - ((1 - tool.get_limit_down_rate(code)) * 0.9)
+ print(threshold_rate)
--
Gitblit v1.8.0