From 0ce5457b060bddc2ab65e4ff094159781cd15deb Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 17 六月 2025 17:18:58 +0800
Subject: [PATCH] ‘功能完善
---
strategy/test.py | 4 ++--
strategy/time_series_backtest.py | 13 ++++++++-----
strategy/strategy_manager.py | 5 +++--
strategy/strategy_variable_factory.py | 8 ++++----
main.py | 4 ++--
strategy/strategy_script_v6.py | 4 ++--
log_module/log.py | 10 +++++++---
7 files changed, 28 insertions(+), 20 deletions(-)
diff --git a/log_module/log.py b/log_module/log.py
index 586851b..b6ec8e7 100644
--- a/log_module/log.py
+++ b/log_module/log.py
@@ -63,6 +63,9 @@
logger.add(self.get_path("system", "system"), filter=lambda record: record["extra"].get("name") == "system",
rotation="00:00", compression="zip", enqueue=True)
+ # 鏄剧ず鍦ㄦ帶鍒跺彴
+ logger.add(sys.stdout,
+ filter=lambda record: record["extra"].get("name") == "system", enqueue=True)
logger.add(self.get_path("ths", "buy_1_volumn"),
filter=lambda record: record["extra"].get("name") == "buy_1_volumn",
@@ -186,19 +189,20 @@
rotation="00:00", compression="zip", enqueue=True)
def get_path(self, dir_name, log_name):
- path_str = "{}/ls_logs/gp/{}/{}".format(constant.get_path_prefix(), dir_name, log_name) + ".{time:YYYY-MM-DD}.log"
+ path_str = "{}/ls_logs/gp/{}/{}".format(constant.get_path_prefix(), dir_name,
+ log_name) + ".{time:YYYY-MM-DD}.log"
# print(path_str)
return path_str
def get_hx_path(self, dir_name, log_name):
path_str = "{}/ls_logs/huaxin/{}/{}".format(constant.get_path_prefix(), dir_name,
- log_name) + ".{time:YYYY-MM-DD}.log"
+ log_name) + ".{time:YYYY-MM-DD}.log"
# print(path_str)
return path_str
def get_local_huaxin_path(self, dir_name, log_name):
path_str = "{}/ls_logs/huaxin_local/{}/{}".format(constant.get_path_prefix(), dir_name,
- log_name) + ".{time:YYYY-MM-DD}.log"
+ log_name) + ".{time:YYYY-MM-DD}.log"
# print(path_str)
return path_str
diff --git a/main.py b/main.py
index 01b205e..894d869 100644
--- a/main.py
+++ b/main.py
@@ -110,8 +110,8 @@
# 鍒濆鍖栨暟鎹�
strategy_manager.low_suction_strtegy = strategy_manager.LowSuctionStrategy(tool.get_now_date_str())
logger_system.info("鍒濆鍖栫瓥鐣ュ璞℃垚鍔�")
-
-
+ strategy_manager.low_suction_strtegy.load_data()
+ logger_system.info("鍔犺浇绛栫暐鏁版嵁鎴愬姛")
# -------鍚姩L2 market璁㈤槄------
__run_l2_market_subscript()
diff --git a/strategy/strategy_manager.py b/strategy/strategy_manager.py
index 4299cd5..9195236 100644
--- a/strategy/strategy_manager.py
+++ b/strategy/strategy_manager.py
@@ -105,7 +105,7 @@
"""
def __init__(self, day, script_name="strategy_script_v6.py",
- settings=StrategyParamsSettingsManager().get_settings()):
+ settings=StrategyParamsSettingsManager().get_settings(), need_load_data = False):
self.now_day = day
# 涔板ぇ鍗曪細{浠ｇ爜:[澶у崟鏁版嵁]}
self.big_order_buy = {}
@@ -153,7 +153,8 @@
self.data_loader = DataLoader(self.now_day, cache_path=f"{constant.get_path_prefix()}/datas")
self.__LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(self.now_day)
- self.load_data()
+ if need_load_data:
+ self.load_data()
def load_data(self):
# 鍔犺浇鍘嗗彶鏁版嵁
diff --git a/strategy/strategy_script_v6.py b/strategy/strategy_script_v6.py
index 53cf2d5..144d469 100644
--- a/strategy/strategy_script_v6.py
+++ b/strategy/strategy_script_v6.py
@@ -149,11 +149,11 @@
continue
orderids.add(o[0])
big_order_money += o[1]
- threshold_money = max(sv.鑷敱娴侀�氬競鍊� // 1000, 200e4)
+ threshold_money = max(1.5 * sv.鑷敱娴侀�氬競鍊� // 1000, 200e4)
limit_up_codes_count = max([(p, len(sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(p, []))) for p in can_buy_plates], key=lambda x: x[1])[1]
- threshold_money *= max(10 - limit_up_codes_count + 3, 5) / 10
+ # threshold_money *= max(10 - limit_up_codes_count + 3, 5) / 10
if big_order_money < threshold_money:
return False, f"({big_order_money}/{threshold_money})澶у崟閲戦涓嶈冻"
diff --git a/strategy/strategy_variable_factory.py b/strategy/strategy_variable_factory.py
index c79673b..650a949 100644
--- a/strategy/strategy_variable_factory.py
+++ b/strategy/strategy_variable_factory.py
@@ -236,7 +236,7 @@
(tool.is_can_buy_code(x[0]) and x[0] in valid_codes and x[0] not in exclude_codes)]
# 鍙栧墠1/3涓旀定鍋滄暟鏄墠10
max_count = len(results) // 3 if len(results) % 3 == 0 else len(results) // 3 + 1
- results = results[:max_count]
+ # results = results[:max_count]
# 鍙栧墠10
results = results[:10]
codes = [x[0] for x in results]
@@ -669,9 +669,9 @@
if __name__ == "__main__":
- __load_target_codes_v1()
+ # __load_target_codes_v1()
- __DataLoader = DataLoader("2025-06-12")
+ __DataLoader = DataLoader("2025-06-17")
# __test_jx_blocks(__DataLoader)
# instance = StockVariables()
@@ -689,7 +689,7 @@
results = __DataLoader.load_target_plate_and_codes()
# for k in results:
# print(k, results[k])
- plates = ["姹借溅闆堕儴浠�", "鏂囧寲浼犲獟", "璋峰瓙缁忔祹"]
+ plates = ["鑴戞満鎺ュ彛"]
print("==========鏂伴鏉�=======")
for p in plates:
print(p, results.get(p))
diff --git a/strategy/test.py b/strategy/test.py
index da567f2..872dfb9 100644
--- a/strategy/test.py
+++ b/strategy/test.py
@@ -22,8 +22,8 @@
if __name__ == "__main__":
- # print("======3涓エ娑ㄥ仠涔嬪悗涔�+寮�鐩樹环>=-3")
- # statistic_average(r"C:\Users\Administrator\Desktop\3涓エ娑ㄥ仠涔嬪悗涔�.txt")
+ print("======3涓エ娑ㄥ仠涔嬪悗涔�")
+ statistic_average(r"C:\Users\Administrator\Desktop\3涓エ娑ㄥ仠涔嬪悗涔�.txt")
# print("======3涓エ娑ㄥ仠涔嬪悗涔�+涓嶉檺寮�鐩樻定骞�+3涓定鍋滀箣鍚庡ぇ鍗曟墦鎶�")
# statistic_average(r"C:\Users\Administrator\Desktop\3涓エ娑ㄥ仠涔嬪悗涔癬涓嶉檺寮�鐩樻定骞�.txt")
codes = set()
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index 6234c92..05540ab 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -585,6 +585,8 @@
if p not in most_real_kpl_plate_limit_up_codes_info:
most_real_kpl_plate_limit_up_codes_info[p] = []
most_real_kpl_plate_limit_up_codes_info[p].append(code)
+ # print(time_str, "娑ㄥ仠鏁板ぇ浜�3涓�", [p for p in most_real_kpl_plate_limit_up_codes_info if
+ # len(most_real_kpl_plate_limit_up_codes_info[p]) >= 3])
# ---------娴嬭瘯--------
# test_plate = "鍖栧伐"
@@ -785,7 +787,7 @@
stock_variables.鏉垮潡鎴愪氦浠ｇ爜 = self.deal_block_codes
-# DEBUG_CODES = ['600727']
+# DEBUG_CODES = ['603579', '300884']
DEBUG_CODES = []
VOLUME_LOG_ENABLE = False
@@ -798,12 +800,13 @@
if __name__ == "__main__":
back_test_dict = {}
- # days = ["2025-05-06", "2025-05-07", "2025-05-08", "2025-05-09", "2025-05-12", "2025-05-13", "2025-05-14",
- # "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", "2025-05-21", "2025-05-22"]
days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",
"2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29",
- "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
- "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17"]
+ "2025-05-30", "2025-06-03"]
+ # days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20",
+ # "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29",
+ # "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
+ # "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17"]
# days = ["2025-06-13"]
--
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