From 4212f32e8df7a955605096328e3d3a6e95cd0081 Mon Sep 17 00:00:00 2001
From: admin <admin@example.com>
Date: 星期五, 01 八月 2025 14:28:10 +0800
Subject: [PATCH] 修复昨日涨停股票代码BUG
---
strategy/basic_methods.py | 31 +++++++++++++++++++++++--------
1 files changed, 23 insertions(+), 8 deletions(-)
diff --git a/strategy/basic_methods.py b/strategy/basic_methods.py
index f3b50d3..6f1e685 100644
--- a/strategy/basic_methods.py
+++ b/strategy/basic_methods.py
@@ -88,6 +88,7 @@
if last_price != 0:
growth = (price - last_price) / last_price * 100 # 璁＄畻娑ㄥ箙鐧惧垎姣�
return growth
+
finally:
history_price[symbol] = price
# print(f"price======={price}")
@@ -96,20 +97,22 @@
# 璁＄畻褰撴棩娑ㄥ仠浠峰嚱鏁� 褰㈠弬pre_close 瀹炲弬搴斾紶鍏� pre_close 銆恟eturn鐨勭粨鏋滈渶瑕佸皬鏁扮偣鍚庝袱浣�,鍦ㄧ涓変綅杩涜鍥涜垗浜斿叆銆�
-def limit_up_price(pre_close):
+def limit_up_price(pre_close, fixed=2):
limit_up_price_data = decimal.Decimal(str(pre_close)) * decimal.Decimal("1.1")
- limit_up_price_value = limit_up_price_data.quantize(decimal.Decimal("0.00"), decimal.ROUND_HALF_UP)
+ limit_up_price_value = limit_up_price_data.quantize(decimal.Decimal("0." + '0' * fixed), decimal.ROUND_HALF_UP)
return float(limit_up_price_value)
+
# 娴嬭瘯璁＄畻鐢�
# limit_up = limit_up_price(15)
# print(f"limit_up=={limit_up}")
# 璁＄畻褰撴棩璺屽仠浠峰嚱鏁� 褰㈠弬pre_close 瀹炲弬搴斾紶鍏� pre_close 銆恟eturn鐨勭粨鏋滈渶瑕佸皬鏁扮偣鍚庝袱浣峳ound鍙栨暣銆�
-def limit_down_price(pre_close):
+def limit_down_price(pre_close, fixed=2):
limit_down_price_data = decimal.Decimal(str(pre_close)) * decimal.Decimal("0.9")
- limit_down_price_value = limit_down_price_data.quantize(decimal.Decimal("0.00"), decimal.ROUND_HALF_UP)
+ limit_down_price_value = limit_down_price_data.quantize(decimal.Decimal("0." + '0' * fixed), decimal.ROUND_HALF_UP)
return float(limit_down_price_value)
+
# 娴嬭瘯璁＄畻鐢�
# limit_down = limit_down_price(20)
# print(f"limit_up=={limit_down}")
@@ -148,6 +151,7 @@
frying_plate_day_min_index = next((i for i, d in enumerate(k_line_data[0:7]) if 'attribute' in d and d['attribute'] in data_cache.frying_plate_type), None) # 濡傛灉娌℃湁鎵惧埌锛岃繑鍥濶one
# 鎵惧埌鏈�杩�7鏃ュ唴鐨勬湁璺屽仠鐨勫簭鍙�
limit_down_day_min_index = next((i for i, d in enumerate(k_line_data[0:7]) if 'attribute' in d and d['attribute'] in data_cache.limit_down_type), None) # 濡傛灉娌℃湁鎵惧埌锛岃繑鍥濶one
+
# 鏈�杩戠殑娑ㄥ仠搴忓彿瀛樺湪 涓� 闈炴槰鏃�
if limit_up_day_min_index is not None and limit_up_day_min_index > 0:
# 寮�鐩樹环 < 娑ㄥ仠褰撴棩鏈�楂樹环 <= 浠婃棩娑ㄥ仠浠�
@@ -183,7 +187,7 @@
def secure_volume(now_date_time):
# 瀹氫箟鏃堕棿娈电殑寮�濮嬪拰缁撴潫鏃堕棿锛堜娇鐢ㄥ瓧绗︿覆鏍煎紡锛�
time_slots = [
- (("09:30:00", "09:30:30"), 0.05),
+ (("09:30:00", "09:30:30"), 0.04),
(("09:30:30", "09:31:00"), 0.08),
(("09:31:00", "09:31:30"), 0.1),
(("09:31:30", "09:32:00"), 0.15),
@@ -206,9 +210,14 @@
return 0
-# 绀轰緥浣跨敤
-# now = datetime.now()
-# print(f"secure_volume(now)=={secure_volume(now)}")
+# 鍏呭垎浜ゆ槗閲忓叕寮� 鐢ㄤ簬璁＄畻鏃ュ唴娑ㄥ箙娈电悊璁虹殑瀹夊叏浜ゆ槗閲忓��
+def sufficient_volume(current_volume, yesterday_volume, today_growth):
+ if today_growth > 0 and round(current_volume / yesterday_volume, 2) >= 0.01:
+ if current_volume > yesterday_volume * (today_growth/10) * 0.3:
+ return True
+ else:
+ return False
+
# 璁＄畻 濮斾拱鍜屽鍗栫殑姣斾緥鍑芥暟(鑾峰彇涔扮洏寮哄害鏁版嵁)銆愭帢閲戞暟鎹粨鏋勩��
def buying_and_selling_ratio(current_quotes):
@@ -252,3 +261,9 @@
else:
buying_ratio = 0.01
return buying_ratio
+
+
+# 缁熻鏈夋剰涔拌偂绁ㄥ嚭鐜版鏁板嚱鏁�
+def count_willing_buy_times(sec_name):
+ willing_buy_times = data_cache.willing_buy_list.count(sec_name)
+ return willing_buy_times
\ No newline at end of file
--
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