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
---
utils/init_data_util.py | 174 ++++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 133 insertions(+), 41 deletions(-)
diff --git a/utils/init_data_util.py b/utils/init_data_util.py
index 53977c9..70a3f5b 100644
--- a/utils/init_data_util.py
+++ b/utils/init_data_util.py
@@ -2,6 +2,7 @@
import decimal
from code_attribute import gpcode_manager
+from log_module.log import logger_debug
from third_data.history_k_data_util import HistoryKDatasUtils
from utils import tool
@@ -12,27 +13,124 @@
def re_set_price_pres(codes, force=False):
- result = HistoryKDatasUtils.get_gp_latest_info(codes)
- for item in result:
- symbol = item['symbol']
- symbol = symbol.split(".")[1]
- pre_close = tool.to_price(decimal.Decimal(str(item['pre_close'])))
- gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
+ # 閫氳繃鍘嗗彶鏁版嵁缂撳瓨鑾峰彇
+ for code in codes:
+ result = HistoryKDatasUtils.get_history_tick_n(code, 1)
+ for item in result:
+ symbol = item['symbol']
+ symbol = symbol.split(".")[1]
+ pre_close = tool.to_price(decimal.Decimal(str(item['close'])))
+ gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
# 鑾峰彇杩�90澶╃殑鏈�澶ч噺涓庢渶杩戠殑閲�
# 鑾峰彇鏈�杩戜竴娆℃定鍋�/娑ㄥ仠涓嬩竴涓氦鏄撴棩鐨勬渶澶у��
-def get_volumns_by_code(code, count=60) -> object:
+def get_volumns_by_code(code, count=60):
datas = HistoryKDatasUtils.get_history_tick_n(code, count, "open,high,low,close,volume,pre_close,bob,amount")
+ if not datas:
+ return None
# 璁＄畻
datas.sort(key=lambda x: x["bob"], reverse=True)
return datas
-# 瑙ｆ瀽鏈�澶ч噺
-def parse_max_volume(datas, is_new_or_near_top=False):
+def parse_max_volume(code, datas, is_new_or_near_top=False):
+ result = __parse_max_volume(code, datas, is_new_or_near_top)
+ refer_index = result[3]
+ # 璁＄畻鏈�浣庝环
+ refer_price = datas[refer_index]["high"]
+ min_price = float(refer_price)
+ for i in range(0, refer_index + 1):
+ if min_price > datas[i]["low"]:
+ min_price = datas[i]["low"]
+ if (refer_price - min_price) / refer_price < 0.4:
+ return result
+ # 瓒呰穼
+ new_datas = []
+ for i in range(0, refer_index):
+ # 鑾峰彇娑ㄥ箙
+ item = datas[i]
+ rate = (item["low"] - item["pre_close"]) / item["pre_close"]
+ new_datas.append((i, rate))
+ new_datas.sort(key=lambda x: x[1])
+ refer_index = new_datas[0][0]
+ # 鑾峰彇褰撳墠澶╁拰鍚庝竴澶╄緝澶ч噺
+ if refer_index > 0:
+ if datas[refer_index - 1]["volume"] > datas[refer_index]["volume"]:
+ refer_index -= 1
+
+ return datas[refer_index]["volume"], datas[refer_index]["volume"], datas[refer_index]['bob'].strftime(
+ "%Y-%m-%d"), refer_index
+
+
+def parse_max_volume_new(code, datas):
+ """
+ 璁＄畻杩滈珮閲�
+ @param code:
+ @param datas:
+ @return: [楂橀噺,楂橀噺,楂橀噺鏃ユ湡,楂橀噺绱㈠紩]
+ """
+
+ def __is_limited_up(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:
+ return True
+ return False
+
+ # 鍙栨渶杩�60涓氦鏄撴棩
+ datas = datas[:60]
+
+ # 鍒ゆ柇鏄惁娑ㄥ仠杩�
+ target_index = None
+ for i in range(len(datas)):
+ data = datas[i]
+ if __is_limited_up(data):
+ next_data = None
+ if i > 0:
+ next_data = datas[i - 1]
+ # max锛堟定鍋滆繖涓�澶�, 鍚庝竴澶╋級鐨勯噺
+ if next_data and next_data['volume'] > data['volume']:
+ target_index = i - 1
+ else:
+ target_index = i
+ break
+ if target_index is None:
+ # 60澶╂湭娑ㄥ仠,鑾峰彇60澶╁唴鐨勬渶楂橀噺
+ for i in range(len(datas)):
+ data = datas[i]
+ if target_index is None:
+ target_index = i
+ if data['volume'] > datas[target_index]['volume']:
+ target_index = i
+ return datas[target_index]['volume'], datas[target_index]['volume'], datas[target_index]['bob'].strftime(
+ "%Y-%m-%d"), target_index
+
+
+def parse_max_volume_in_days(datas, max_day):
+ """
+ 瑙ｆ瀽鏈�杩戝嚑澶╂渶澶х殑閲�
+ @param datas:
+ @param max_day:
+ @return:
+ """
+ # 瑙ｆ瀽鏈�杩戝嚑澶╃殑鏈�澶ч噺
+ datas = datas[:max_day]
+ max_volume_info = None
+ for d in datas:
+ if max_volume_info is None:
+ max_volume_info = (d["volume"], d)
+ if d["volume"] > max_volume_info[0]:
+ max_volume_info = (d["volume"], d)
+ if max_volume_info:
+ return max_volume_info[0]
+ return None
+
+
+# 杩斿洖锛�(60澶╂渶澶ч噺,鏄ㄦ棩閲�,閲忓弬鑰冩棩鏈�,鍙傝�冮噺鎹粖浜ゆ槗鏃ユ暟)
+def __parse_max_volume(code, datas, is_new_or_near_top=False):
max_volume = 0
max_volume_date = None
+ max_volume_index = None
# 鍒ゆ柇30澶╁唴鏄惁鏈夋定鍋�
if is_new_or_near_top:
# 30澶╁唴鏄惁鏈夋定鍋�
@@ -41,26 +139,29 @@
if i >= len(datas):
break
item = datas[i]
- limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
+ 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:
latest_limit_up_index = i
break
if latest_limit_up_index is not None:
# 绐佺牬鍓嶉珮鎴栬�呮帴杩戝墠楂橈紝30涓氦鏄撴棩鍐呮湁娑ㄥ仠
- if latest_limit_up_index > 0 and datas[latest_limit_up_index - 1]["volume"] > datas[latest_limit_up_index]["volume"]:
+ if latest_limit_up_index > 0 and datas[latest_limit_up_index - 1]["volume"] > datas[latest_limit_up_index][
+ "volume"]:
return datas[latest_limit_up_index - 1]["volume"], datas[latest_limit_up_index - 1]["volume"], \
- datas[latest_limit_up_index - 1]['bob'].strftime("%Y-%m-%d")
+ datas[latest_limit_up_index - 1]['bob'].strftime("%Y-%m-%d"), latest_limit_up_index - 1
else:
return datas[latest_limit_up_index]["volume"], datas[latest_limit_up_index]["volume"], \
- datas[latest_limit_up_index]['bob'].strftime("%Y-%m-%d")
+ datas[latest_limit_up_index]['bob'].strftime("%Y-%m-%d"), latest_limit_up_index
if is_new_or_near_top:
# 濡傛灉鏄獊鐮村墠楂樺氨鍙栨渶澶ч噺
- for item in datas:
+ for i in range(len(datas)):
+ item = datas[i]
if max_volume < item["volume"]:
max_volume = item["volume"]
max_volume_date = item["bob"]
- return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d")
+ max_volume_index = i
+ return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d"), max_volume_index
else:
date = None
target_volume = None
@@ -72,8 +173,9 @@
max_volume = volume
max_volume_date = item['bob']
# 鏄惁鏈夋定鍋�
- limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
- if abs(limit_up_price - item["high"]) < 0.01:
+ limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"]))
+ # 涓嶇湅瓒呰繃60澶╃殑娑ㄥ仠
+ if abs(limit_up_price - item["high"]) < 0.001 and i <= 59:
# 娑ㄥ仠
next_volume = 0
if i > 0:
@@ -82,29 +184,19 @@
if volume < next_volume:
volume = next_volume
date = datas[i - 1]["bob"]
- target_volume = (volume, date)
+ target_volume = (volume, date, i)
break
+
+ # 90涓氦鏄撴棩鏃犳定鍋滐紝鍙栨渶杩�30澶╁唴鐨勬渶楂橀噺浣滀负鍙傝�冮噺
if not target_volume:
- target_volume = (max_volume, max_volume_date)
-
- # --鍒ゆ柇杩�60澶╂棤娑ㄥ仠鐨勬渶澶ч噺
- max_60_volume_info = [0, None]
- # 60澶╁唴鏄惁鏈夋定鍋�
- has_60_limit_up = False
- for i in range(60):
- if i >= len(datas):
- break
- item = datas[i]
- volume = item["volume"]
- if max_60_volume_info[0] < volume:
- max_60_volume_info = [volume, item["bob"]]
- limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
- if abs(limit_up_price - item["high"]) < 0.01:
- has_60_limit_up = True
- break
-
- if not has_60_limit_up and target_volume[0] > max_60_volume_info[0] * 3:
- # 60澶╁唴鏃犳定鍋�,涓�60澶╁唴鏈�澶ч噺灏忎簬鏈�澶ч噺鐨�1/3,鍒ゆ柇涓哄湴閲�,杩斿洖杩�60涓氦鏄撴棩鐨勬渶澶ч噺
- return max_60_volume_info[0], max_60_volume_info[0], max_60_volume_info[1].strftime("%Y-%m-%d")
- else:
- return target_volume[0], target_volume[0], target_volume[1].strftime("%Y-%m-%d")
+ # --鍒ゆ柇杩�30澶╂棤娑ㄥ仠鐨勬渶澶ч噺
+ max_30_volume_info = [0, None]
+ for i in range(30):
+ if i >= len(datas):
+ break
+ item = datas[i]
+ volume = item["volume"]
+ if max_30_volume_info[0] < volume:
+ max_30_volume_info = [volume, item["bob"], i]
+ target_volume = max_30_volume_info
+ return target_volume[0], target_volume[0], target_volume[1].strftime("%Y-%m-%d"), target_volume[2]
--
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