From 8ab72ecd563e4bdcb94eac3f8c9d18d0a0a2d502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 10 六月 2025 16:31:34 +0800
Subject: [PATCH] bug修复
---
strategy/低吸脚本_辨识度_v6.py | 10 ++++-
strategy/time_series_backtest.py | 6 +-
strategy/strategy_variable_factory.py | 11 +++--
strategy/strategy_params_settings.py | 34 ++++++++++++++++-
api/outside_api_callback.py | 22 +++++++++-
strategy/data_downloader.py | 1
6 files changed, 69 insertions(+), 15 deletions(-)
diff --git a/api/outside_api_callback.py b/api/outside_api_callback.py
index 85655a4..647730f 100644
--- a/api/outside_api_callback.py
+++ b/api/outside_api_callback.py
@@ -43,8 +43,20 @@
鑾峰彇浜ゆ槗鍙傛暟
@return:
"""
- result = strategy_params_settings.settings.to_json_str()
- return {"code": 0, "data": result}
+ result = strategy_params_settings.StrategyParamsSettingsManager().get_settings().to_json_str()
+ return {"code": 0, "data": json.loads(result)}
+
+ def __on_set_settings(self, data):
+ """
+ 璁剧疆浜ゆ槗鍙傛暟
+ @return:
+ """
+ settings = strategy_params_settings.StrategyParamsSettingsManager().get_settings()
+ for k in data:
+ settings.__setattr__(k, data[k])
+ strategy_params_settings.StrategyParamsSettingsManager().set_settings(settings)
+ # 鍚屾鍙傛暟璁剧疆
+ return {"code": 0, "data": {}}
def __on_get_env(self, need_hsitory_data):
"""
@@ -64,7 +76,8 @@
else:
# 濡傛灉鍦�16:00涔嬪悗閲囩敤涓嬩竴涓氦鏄撴棩
day = TradeDateManager().get_next_trade_day(tool.get_now_date_str())
- fdata["history_data"]["leading_limit_up_block_codes_count"] = env_info.get_leading_limit_up_block_codes_count(
+ fdata["history_data"][
+ "leading_limit_up_block_codes_count"] = env_info.get_leading_limit_up_block_codes_count(
day)
if tool.get_now_time_str() < '16:00:00':
@@ -103,6 +116,9 @@
result_json = {}
if ctype == "get_settings":
result_json = self.__on_get_settings()
+ elif ctype == 'set_settings':
+ del data["ctype"]
+ result_json = self.__on_set_settings(data)
elif ctype == 'get_env':
result_json = self.__on_get_env(data.get("history"))
elif ctype == 'update_leading_limit_up_datas':
diff --git a/strategy/data_downloader.py b/strategy/data_downloader.py
index 1831770..3580ec8 100644
--- a/strategy/data_downloader.py
+++ b/strategy/data_downloader.py
@@ -114,6 +114,7 @@
# 淇濆瓨Tick绾�
with open(tick_path, encoding='utf-8', mode='w') as f:
f.write(f"{results}")
+ print("鍓╀綑鏁伴噺锛�", len(set(batch_codes) - excute_codes))
finally:
excute_codes.add(code)
if show_log:
diff --git a/strategy/strategy_params_settings.py b/strategy/strategy_params_settings.py
index 8e415d9..d7ae94d 100644
--- a/strategy/strategy_params_settings.py
+++ b/strategy/strategy_params_settings.py
@@ -3,6 +3,10 @@
"""
import json
+from db.mysql_data_delegate import Mysqldb
+from utils import tool
+
+
class StrategyParamsSettings:
# 绂佹涔板叆
STATE_FORBIDDEN_BUY = 0
@@ -14,6 +18,8 @@
self.trade_state = 1
# 涔板叆閲戦
self.buy_money = 2000
+ # 鏈�澶т拱鍏ョエ鐨勬暟閲�
+ self.max_buy_codes_count = 10
# 浠锋牸鍖洪棿
self.price_range = (3, 60)
# 鑰侀鏉愭定鍋滄暟
@@ -49,7 +55,7 @@
# 鏄惁鍙拱浠婃棩娑ㄥ仠杩囩殑绁�
self.can_buy_limited_up = False
# 鏈�浣庡紑鐩樻定骞�
- self.min_open_rate = -0.03
+ self.min_open_rate = 0.00001
# 鍙拱鐨勬定骞呮瘮渚�
self.avaiable_rates = (-0.03, 0.07)
# 浠婃棩娑ㄥ仠浠烽渶绐佺牬XX鏃ユ渶楂樹环,None琛ㄧず姝ゆ潯鏁版嵁涓嶇敓鏁�
@@ -72,4 +78,28 @@
return obj
-settings: StrategyParamsSettings = StrategyParamsSettings()
\ No newline at end of file
+@tool.singleton
+class StrategyParamsSettingsManager:
+ def __init__(self):
+ self.musql = Mysqldb()
+ self.__settings = StrategyParamsSettings()
+ self.__load_data()
+
+ def __load_data(self):
+ sql = f"select `value` from config where `key` = 'low_suction_settings'"
+ setting_str_list = self.musql.select_one(sql)
+ if setting_str_list and setting_str_list[0]:
+ self.__settings = StrategyParamsSettings.to_obj(setting_str_list[0])
+
+ def set_settings(self, settings: StrategyParamsSettings):
+ sql = f"update config set `value` = '{settings.to_json_str()}' where `key` = 'low_suction_settings'"
+ self.musql.execute(sql)
+ self.__settings = settings
+
+ def get_settings(self):
+ return self.__settings
+
+
+if __name__ == "__main__":
+ settings = StrategyParamsSettingsManager().get_settings()
+ StrategyParamsSettingsManager().set_settings(settings)
diff --git a/strategy/strategy_variable_factory.py b/strategy/strategy_variable_factory.py
index 8dfc58b..3658704 100644
--- a/strategy/strategy_variable_factory.py
+++ b/strategy/strategy_variable_factory.py
@@ -203,7 +203,7 @@
def load_target_plate_and_codes(self):
"""
鍔犺浇鐩爣鏉垮潡涓庡搴旂殑浠ｇ爜锛�
- 浠庢渶杩�120涓氦鏄撴棩鐨勭湡姝ｆ定鍋滄暟鎹腑
+ 浠庢渶杩�60涓氦鏄撴棩鐨勭湡姝ｆ定鍋滄暟鎹腑
@return: {"鏉垮潡":[浠ｇ爜]}
"""
end_date = self.trade_days[:60][-1]
@@ -234,10 +234,11 @@
if results:
results = [x for x in results if
(tool.is_can_buy_code(x[0]) and x[0] in valid_codes and x[0] not in exclude_codes)]
- max_count = len(results) // 3 if len(results) % 3 == 0 else len(results) // 3 + 1
- results = results[:max_count]
- # 鍙栧墠10
- results = results[:10]
+ # 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]
+ # # 鍙栧墠10
+ # results = results[:10]
codes = [x[0] for x in results]
fresults[kpl_util.filter_block(b)] = codes
return fresults
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index c837a59..d9f007a 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -3,7 +3,7 @@
from strategy.data_analyzer import KPLLimitUpDataAnalyzer
from strategy.data_downloader import DataDownloader
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
-from strategy.strategy_params_settings import StrategyParamsSettings
+from strategy.strategy_params_settings import StrategyParamsSettings, StrategyParamsSettingsManager
from strategy.strategy_variable import StockVariables
from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory
from third_data import kpl_util
@@ -13,7 +13,7 @@
class BackTest:
- def __init__(self, day, script_name="浣庡惛鑴氭湰_杈ㄨ瘑搴v3.py", settings=StrategyParamsSettings()):
+ def __init__(self, day, script_name="浣庡惛鑴氭湰_杈ㄨ瘑搴v3.py", settings=StrategyParamsSettingsManager().get_settings()):
self.day = day
scripts = ""
with open(script_name, mode='r', encoding='utf-8') as f:
@@ -783,7 +783,7 @@
# "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"]
+ "2025-05-30", "2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10"]
days.reverse()
for day in days:
if day not in back_test_dict:
diff --git "a/strategy/\344\275\216\345\220\270\350\204\232\346\234\254_\350\276\250\350\257\206\345\272\246_v6.py" "b/strategy/\344\275\216\345\220\270\350\204\232\346\234\254_\350\276\250\350\257\206\345\272\246_v6.py"
index 8757c61..6ef315a 100644
--- "a/strategy/\344\275\216\345\220\270\350\204\232\346\234\254_\350\276\250\350\257\206\345\272\246_v6.py"
+++ "b/strategy/\344\275\216\345\220\270\350\204\232\346\234\254_\350\276\250\350\257\206\345\272\246_v6.py"
@@ -27,6 +27,13 @@
if target_code.find("60") != 0 and target_code.find("00") != 0 and target_code.find("30") != 0:
return False, "绉戝垱鏉跨殑绁ㄤ笉涔�"
+ if sv.鏉垮潡鎴愪氦浠ｇ爜:
+ deal_codes = set()
+ for p in sv.鏉垮潡鎴愪氦浠ｇ爜:
+ deal_codes |= set(sv.鏉垮潡鎴愪氦浠ｇ爜[p])
+ if len(deal_codes) >= settings.max_buy_codes_count:
+ return False, f"涔板叆浠ｇ爜鏁拌秴闄�({len(deal_codes)}/{settings.max_buy_codes_count})"
+
# 鐩爣绁ㄦ澘鍧楁定鍋滀釜鏁�>=2
can_buy_plates = set()
for plate in sv.浠ｇ爜鏉垮潡:
@@ -142,10 +149,9 @@
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(min(10 - limit_up_codes_count + 3, 10), 5)/10
+ threshold_money *= max(min(10 - limit_up_codes_count + 1, 10), 5) / 10
# print(target_code, sv.鑷敱娴侀�氬競鍊�, threshold_money, limit_up_codes_count)
-
# threshold_money = 200e4 # int(sv.鏄ㄦ棩鎴愪氦閲� * 0.2 * sv.浠婃棩娑ㄥ仠浠� * 0.05)
if big_order_money < threshold_money:
--
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