From 245979e3907d34bcd88ac0c4547f399bf33a44de Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 18 六月 2025 18:13:30 +0800
Subject: [PATCH] bug修复/策略完善
---
strategy/strategy_manager.py | 74 ++++++++++++++++++++++++-------------
1 files changed, 48 insertions(+), 26 deletions(-)
diff --git a/strategy/strategy_manager.py b/strategy/strategy_manager.py
index 0f2d336..a9c585c 100644
--- a/strategy/strategy_manager.py
+++ b/strategy/strategy_manager.py
@@ -8,7 +8,7 @@
from db.mysql_data_delegate import Mysqldb
from db.redis_manager_delegate import RedisUtils
from log_module import async_log_util
-from log_module.log import logger_trade
+from log_module.log import logger_trade, logger_debug
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
from strategy.strategy_params_settings import StrategyParamsSettingsManager
@@ -16,7 +16,7 @@
from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory
import constant
from third_data import kpl_util
-from trade.trade_manager import DealCodesManager
+from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager
from utils import huaxin_util, tool
@@ -105,7 +105,7 @@
"""
def __init__(self, day, script_name="strategy_script_v6.py",
- settings=StrategyParamsSettingsManager().get_settings(), need_load_data = False):
+ 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 = {}
@@ -116,7 +116,8 @@
# 鍘嗗彶鏃鏁版嵁
self.kline_data = {}
# 鍘嗗彶娑ㄥ仠鏁版嵁
- self.limit_up_record_data = {}
+ self.limit_up_record_data_dict = {}
+ self.limit_up_record_data_list = {}
# 鍘嗗彶鏁版嵁
self.timeline_data = {}
# 浠婃棩鏁版嵁
@@ -170,13 +171,17 @@
trade_days = self.data_loader.trade_days
# 鍔犺浇鍘嗗彶鏁版嵁
self.kline_data = self.data_loader.load_kline_data()
- self.limit_up_record_data = self.data_loader.load_limit_up_data()
+ self.limit_up_record_data_list = self.data_loader.load_limit_up_data()
+ for d in self.limit_up_record_data_list:
+ if d[0] not in self.limit_up_record_data_dict:
+ self.limit_up_record_data_dict[d[0]] = []
+ self.limit_up_record_data_dict[d[0]].append(d)
self.next_trade_day = self.data_loader.load_next_trade_day()
if not trade_days:
raise Exception("浜ゆ槗鏃ュ巻鑾峰彇澶辫触")
if not self.kline_data:
raise Exception("鍘嗗彶鏃鑾峰彇澶辫触")
- if not self.limit_up_record_data:
+ if not self.limit_up_record_data_list:
raise Exception("鍘嗗彶娑ㄥ仠鑾峰彇澶辫触")
def __load_current_date_data_by_timeline(self):
@@ -233,7 +238,7 @@
return
stock_variables = StrategyVariableFactory.create_from_history_data(
self.kline_data.get(code_), None,
- self.limit_up_record_data.get(code_), self.data_loader.trade_days)
+ self.limit_up_record_data_dict.get(code_), self.data_loader.trade_days)
# 鍔犺浇浠婃棩娑ㄥ仠浠�
pre_close = self.kline_data.get(code_)[0]["close"]
@@ -249,10 +254,10 @@
days = self.data_loader.trade_days[:day]
stock_variables.__setattr__(f"鏃ュ嚭鐜扮殑鏉垮潡_{day}",
KPLLimitUpDataAnalyzer.get_limit_up_reasons(
- self.limit_up_record_data, min_day=days[-1],
+ self.limit_up_record_data_list, min_day=days[-1],
max_day=days[0]))
stock_variables.杩炵画鑰侀鏉� = KPLLimitUpDataAnalyzer.get_continuous_limit_up_reasons(
- self.limit_up_record_data, self.data_loader.trade_days[:2])
+ self.limit_up_record_data_list, self.data_loader.trade_days[:2])
# 鍔犺浇Tick淇℃伅
open_price_info = TickSummaryDataManager().open_price_info_dict.get(code_)
@@ -274,21 +279,31 @@
@param big_orders: [(浠ｇ爜, 涔�/鍗�, [璁㈠崟鍙�,閲�,閲戦,鏈�鍚庢椂闂存埑,鏈�鍚庝环鏍�, 鍒濆鏃堕棿鎴�, 鍒濆浠锋牸])] 濡傦細[ ('002741', 0, [475820, 91600, 1610328, 92500000, 17.58, 92500000, 17.58])]
@return:
"""
+ big_orders = [x for x in big_orders if x[0] in self.fcodes]
codes = []
for d in big_orders:
- code = d[0]
- if d[1] == 0:
- # 涔板崟
- if code not in self.big_order_buy:
- self.big_order_buy[code] = []
- self.big_order_buy[code].append(d[2])
- else:
- # 鍗栧崟
- if code not in self.big_order_sell:
- self.big_order_sell[code] = []
- self.big_order_sell[code].append(d[2])
- if code not in codes:
- codes.append(code)
+ try:
+ code = d[0]
+ # 鍙绠�200w浠ヤ笂鐨勪拱鍗�
+ if d[2][2] < 200e4:
+ continue
+ if d[1] == 0:
+ # 涔板崟
+ if code not in self.big_order_buy:
+ self.big_order_buy[code] = []
+ self.big_order_buy[code].append(d[2])
+ else:
+ # 鍗栧崟
+ if code not in self.big_order_sell:
+ self.big_order_sell[code] = []
+ self.big_order_sell[code].append(d[2])
+ if code not in codes:
+ codes.append(code)
+ # 璁剧疆鐜颁环
+ if code in self.stock_variables_dict:
+ self.stock_variables_dict[code].褰撳墠浠� = d[2][4]
+ except Exception as e:
+ logger_debug.error(f"{d}")
# 椹卞姩涓嬪崟
for code in codes:
self.__run(code, self.stock_variables_dict.get(code))
@@ -376,10 +391,14 @@
# 娉ㄥ叆鏉垮潡娴佸叆淇℃伅
if self.current_block_in_datas:
sv.璧勯噾娴佸叆鏉垮潡 = self.current_block_in_datas
- # 娉ㄥ叆宸叉垚浜や唬鐮�
- place_order_plate_codes = DealCodesManager().get_place_order_plate_codes()
+ # 娉ㄥ叆宸叉垚浜や唬鐮�,鎴愪氦浠ｇ爜浠ュ鎵樻暟鎹潵璁＄畻
+ place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes()
sv.鏉垮潡鎴愪氦浠ｇ爜 = place_order_plate_codes
- sv.鎴愪氦浠ｇ爜 = DealCodesManager().get_deal_codes()
+
+ code_sets = [set(lst) for lst in place_order_plate_codes.values()]
+ # 2. 浣跨敤 set.union() 姹傚苟闆�
+ union_code_sets = set().union(*code_sets)
+ sv.鎴愪氦浠ｇ爜 = union_code_sets
global_dict = {
"sv": sv,
"target_code": code,
@@ -392,8 +411,11 @@
return
# 鍙互涓嬪崟
# 鍒ゆ柇鏄惁鍙互涔�
+ order_ref = huaxin_util.create_order_ref()
+ price = tool.get_buy_max_price(sv.褰撳墠浠�)
+ volume = 100
+ DealCodesManager().place_order(set(compute_result[3]), code, order_ref, price, volume)
for b in compute_result[3]:
- DealCodesManager().place_order(b, code)
async_log_util.info(logger_trade, f"{code}涓嬪崟锛屾澘鍧楋細{compute_result[3]}")
--
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