From c80d49a41aefac79c2f4dc8a471e5bc584b4698d Mon Sep 17 00:00:00 2001
From: admin <admin@example.com>
Date: 星期四, 17 四月 2025 11:14:49 +0800
Subject: [PATCH] 涨跌统计生成信号
---
strategy/market_sentiment_analysis.py | 32 ++++++++++++++++++++++----------
1 files changed, 22 insertions(+), 10 deletions(-)
diff --git a/strategy/market_sentiment_analysis.py b/strategy/market_sentiment_analysis.py
index bdcefa8..b4cc04b 100644
--- a/strategy/market_sentiment_analysis.py
+++ b/strategy/market_sentiment_analysis.py
@@ -411,12 +411,10 @@
# 璁＄畻甯傚満鍒嗗竷褰㈡�佸洜瀛� 鍑芥暟
# ====================== 杈撳叆鏁版嵁 ======================
-data = {'-1': '284', '-10': '2', '-2': '80', '-3': '32', '-4': '11', '-5': '6', '-6': '6', '-7': '2', '-8': '0',
- '-9': '1', '0': '101', '1': '1376', '10': '8', '2': '1760', '3': '964', '4': '285', '5': '108', '6': '49',
- '7': '17', '8': '9', '9': '2', 'DT': 3, 'SJDT': '2', 'SJZT': '15', 'STDT': '1', 'STZT': '7', 'SZJS': 4600,
- 'XDJS': 427, 'ZSZDFB': '1939,238,57,446,45,8,271,19,2,42,7,1,26,19,5,217,71,12,', 'ZT': 22,
- 'sign': '甯傚満浜烘皵杈冨ソ', 'szln': 1113353, 'qscln': 3725698, 's_zrcs': 2185592, 'q_zrcs': 5573160,
- 's_zrtj': 58079140, 'q_zrtj': 134866542}
+data = {'-1': '2704', '-10': '2', '-2': '487', '-3': '81', '-4': '38', '-5': '15', '-6': '5', '-7': '4', '-8': '4', '-9': '2', '0': '743', '1': '773', '10': '6',
+ '2': '144', '3': '35', '4': '29', '5': '11', '6': '10', '7': '10', '8': '3', '9': '1', 'DT': 7, 'SJDT': '3', 'SJZT': '10', 'STDT': '4', 'STZT': '6',
+ 'SZJS': 1038, 'XDJS': 3349, 'ZSZDFB': '475,1353,405,62,395,43,34,222,37,22,23,5,17,22,11,71,183,46,', 'ZT': 16, 'sign': '甯傚満浜烘皵涓�鑸�', 'szln': 473159,
+ 'qscln': 1099671, 's_zrcs': 1607250, 'q_zrcs': 4298869, 's_zrtj': 45633261, 'q_zrtj': 107719382}
# ====================== 鏁版嵁棰勫鐞� ======================
@@ -653,6 +651,20 @@
f"涓婃定瀹舵暟锛歿rise_numbers}锛屼笅璺屽鏁帮細{fall_numbers}锛屽疄闄呮定鍋滃鏁帮細{actual_limit_up_numbers}锛屽疄闄呰穼鍋滃鏁帮細{actual_limit_down_numbers}")
logger.info(f"娑ㄨ穼缁熻瀛楀吀{data_cache.rise_and_fall_statistics_dirt}")
logger.info(f"娑ㄨ穼缁熻鍥犲瓙鐨勮绠�={factors}")
+ logger.info(f"娑ㄨ穼缁熻鐢熸垚淇″彿={signals}")
+ logger.info("\n========== 鍏抽敭鎸囨爣 ==========")
+ logger.info(f"鎬昏偂绁ㄦ暟: {factors['total_stocks']}\n"
+ f"娑ㄨ穼姣�(BDR): {factors['rise_vs_fall']['rise_vs_fall_ratio']:.2f}"
+ f"鏋佺娉㈠姩姣斾緥: {factors['sentiment']['extreme_ratio']:.2%}"
+ f"璧勯噾鍑�娴佸叆(鍏�): {round(factors['capital_flow']['net'] / 10000, 2)}涓�"
+ f"娑ㄥ仠鑲″崰姣�: {factors['sentiment']['zt_ratio']:.2%}"
+ f"甯傚満鎯呯华閲忓寲: {'绉瀬' if factors['sentiment']['sign'] else '璋ㄦ厧'}"
+ f"鑱氶泦鍖哄煙锛歿factors['rise_vs_fall']['rise_gather_area']}锛岃仛闆嗗尯鍩熺殑姣斾緥鍊硷細{factors['rise_vs_fall']['percentages'].get(factors['rise_vs_fall']['rise_gather_area'])}%"
+ f"闆舵暎鍖哄煙锛歿factors['rise_vs_fall']['rise_scattered_area']}锛岃仛闆嗗尯鍩熺殑姣斾緥鍊硷細{factors['rise_vs_fall']['percentages'].get(factors['rise_vs_fall']['rise_scattered_area'])}%"
+ f"娑ㄨ穼鍥犲瓙瀛楀吀={factors['rise_vs_fall']}")
+ logger.info("\n========== 绛栫暐淇″彿 ==========")
+ for i, signal in enumerate(signals, 1):
+ logger.info(f"淇″彿{i}: {signal}")
# 鐞嗘兂浜ゆ槗琛屾儏鍒嗘暟銆愯瘎浼板綋鍓嶈鎯呮槸鍚︽湁鍒╀簬浣庡惛绛栫暐鍙栧緱鏇撮珮鎶撴澘鐜囩殑鍒嗘暟锛堟槸鍚︽槸鐞嗘兂鐨勪氦鏄撹鎯咃級銆�
ideal_trading_market_score = 1
@@ -679,7 +691,7 @@
# 寮�浠撶瓥鐣ヨ绠楃粨鏋�
# 鏍规嵁璐︽埛鍙敤閲戦 璁＄畻浠婃棩璁″垝涓嬪崟閲戦
# 璐︽埛鍙敤閲戦 榛樿涔樹互0.95锛屾案杩滅暀涓�鐐归挶锛屼竴鏂归潰涔熷啑浣欎竴浜涜绠楄宸�
- # ((澶х洏缁煎悎寮哄害鍒嗘暟 + 澶х洏鎸囨暟鎯呯华棰勬湡鍒嗘暟) * 0.01) * (璐︽埛鍙敤閲戦 * 0.9 * 鏋佺浣庤糠鎯呯华姣斾緥 / 浠婃棩鏈�澶ф柊澧炴寔浠撶エ鏁�)
+ # ((澶х洏缁煎悎寮哄害鍒嗘暟 + 澶х洏鎸囨暟鎯呯华棰勬湡鍒嗘暟) * 0.01) * (璐︽埛鍙敤閲戦 * 0.9 * 鏋佺浣庤糠鎯呯华姣斾緥 / 浠婃棩鏈�澶ф柊澧炴寔浠撶エ鏁�(甯搁噺锛�3))
# data_cache.today_planned_order_amount = ((data_cache.real_time_market_strong + data_cache.index_trend_expectation_score) * 0.01) * (
# usefulMoney * 0.9 * low_emotion_mood_ratio / Unfinished_opening_plan_number)
# 闄や互3搴旇鏄竴涓父閲忥紝濡傛灉浠nfinished_opening_plan_number锛屼細鍑虹幇float division by zero 閿欒
@@ -734,11 +746,11 @@
print(f"鎬昏偂绁ㄦ暟: {factors['total_stocks']}")
print(f"娑ㄨ穼姣�(BDR): {factors['rise_vs_fall']['rise_vs_fall_ratio']:.2f}")
print(f"鏋佺娉㈠姩姣斾緥: {factors['sentiment']['extreme_ratio']:.2%}")
- print(f"璧勯噾鍑�娴佸叆(鍏�): {factors['capital_flow']['net']:,}")
+ print(f"璧勯噾鍑�娴佸叆(鍏�): {round(factors['capital_flow']['net']/10000, 2)}涓�")
print(f"娑ㄥ仠鑲″崰姣�: {factors['sentiment']['zt_ratio']:.2%}")
+ print(f"鑱氶泦鍖哄煙锛歿factors['rise_vs_fall']['rise_gather_area']}锛岃仛闆嗗尯鍩熺殑姣斾緥鍊硷細{factors['rise_vs_fall']['percentages'].get(factors['rise_vs_fall']['rise_gather_area'])}%")
+ print(f"闆舵暎鍖哄煙锛歿factors['rise_vs_fall']['rise_scattered_area']}锛岃仛闆嗗尯鍩熺殑姣斾緥鍊硷細{factors['rise_vs_fall']['percentages'].get(factors['rise_vs_fall']['rise_scattered_area'])}%")
print(f"甯傚満鎯呯华閲忓寲: {'绉瀬' if factors['sentiment']['sign'] else '璋ㄦ厧'}")
- print(f"鑱氶泦鍖哄煙锛歿factors['rise_vs_fall']['rise_gather_area']}")
- print(f"闆舵暎鍖哄煙锛歿factors['rise_vs_fall']['rise_scattered_area']}")
print(f"娑ㄨ穼鍥犲瓙瀛楀吀={factors['rise_vs_fall']}")
print("\n========== 绛栫暐淇″彿 ==========")
--
Gitblit v1.8.0