From 994079acd0ac30a32e2b0391881890be16b0afc0 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 17 六月 2025 11:01:13 +0800
Subject: [PATCH] ‘功能完善
---
strategy/test.py | 18 +
strategy/data_analyzer.py | 29 +
strategy/time_series_backtest.py | 25 +
third_data/kpl_api.py | 2
strategy/strategy_variable_factory.py | 40 +++
strategy/strategy_script_v7.py | 167 +++++++++++++
strategy/strategy_script_v6.py | 37 +--
api/outside_api_callback.py | 29 ++
third_data/kpl_block_manager.py | 55 ++++
strategy/strategy_manager.py | 14
strategy/low_suction_strategy.py | 29 ++
strategy/back_test.py | 5
main.py | 41 +++
server/local_data_server.py | 167 +++++++++++++
strategy/strategy_params_settings.py | 2
strategy/env_info.py | 11
16 files changed, 616 insertions(+), 55 deletions(-)
diff --git a/api/outside_api_callback.py b/api/outside_api_callback.py
index 647730f..be5a8fe 100644
--- a/api/outside_api_callback.py
+++ b/api/outside_api_callback.py
@@ -3,11 +3,13 @@
import threading
from api.outside_api_command_manager import ActionCallback
+from huaxin_client import l1_subscript_codes_manager
from huaxin_client.client_network import SendResponseSkManager
from strategy import strategy_params_settings, env_info
from strategy.env_info import RealTimeEnvInfo
from strategy.strategy_variable_factory import DataLoader
from third_data.history_k_data_manager import TradeDateManager
+from third_data.kpl_block_manager import KPLCodeJXBlocksManager
from utils import socket_util, middle_api_protocol, tool
@@ -87,6 +89,11 @@
# 濡傛灉鍦�16:00涔嬪悗閲囩敤涓嬩竴涓氦鏄撴棩
day = tool.get_now_date_str()
fdata["history_data"]["k_bars_count"] = env_info.get_history_k_bars(day)
+
+ day = tool.get_now_date_str()
+ fdata["history_data"]["kpl_code_jx_blocks_count"] = env_info.get_kpl_code_jx_blocks(day)
+
+
return {"code": 0, "data": fdata, "msg": "娴嬭瘯缁撴灉"}
def __on_update_leading_limit_up_datas(self):
@@ -111,6 +118,23 @@
threading.Thread(target=lambda: update(), daemon=True).start()
return {"code": 0}
+ def __on_update_kpl_code_jx_blocks_datas(self):
+ """
+ 鏇存柊寮�鐩樺暒绮鹃�夋澘鍧楁暟鎹�
+ @return:
+ """
+
+ def update():
+ codes = set()
+ codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
+ codes |= set([x.decode() for x in codes_sh])
+ codes |= set([x.decode() for x in codes_sz])
+ KPLCodeJXBlocksManager(day, codes).start_download_blocks()
+ # 濡傛灉鍦�16:00涔嬪墠閲囩敤褰撳墠鏃ユ湡
+ day = tool.get_now_date_str()
+ threading.Thread(target=lambda: update(), daemon=True).start()
+ return {"code": 0}
+
def OnCommonRequest(self, client_id, request_id, data):
ctype = data["ctype"]
result_json = {}
@@ -120,7 +144,12 @@
del data["ctype"]
result_json = self.__on_set_settings(data)
elif ctype == 'get_env':
+ # 鑾峰彇鐜鏁版嵁
result_json = self.__on_get_env(data.get("history"))
elif ctype == 'update_leading_limit_up_datas':
+ # 鏇存柊棰嗘定鏁版嵁
result_json = self.__on_update_leading_limit_up_datas()
+ elif ctype == 'update_kpl_code_jx_blocks_datas':
+ # 鏇存柊寮�鐩樺暒绮鹃�夋暟鎹�
+ result_json = self.__on_update_kpl_code_jx_blocks_datas()
self.send_response(result_json, client_id, request_id)
diff --git a/main.py b/main.py
index 2e20643..c9ad640 100644
--- a/main.py
+++ b/main.py
@@ -4,17 +4,19 @@
import time
import requests
+import schedule
from api import outside_api_callback
from api.outside_api_command_manager import ApiCommandManager
from db.redis_manager_delegate import RedisUtils
-from huaxin_client import l2_market_client, trade_client
+from huaxin_client import l2_market_client, trade_client, l1_subscript_codes_manager
from log_module import async_log_util
from log_module.log import logger_debug
from server import data_server
from strategy import strategy_manager
from strategy.env_info import RealTimeEnvInfo
from third_data import hx_qc_value_util
+from third_data.kpl_block_manager import KPLCodeJXBlocksManager
from trade.huaxin import huaxin_trade_api
from utils import tool, middle_api_protocol
@@ -27,7 +29,7 @@
if data.get("type") == 'set_target_codes':
# [(浠ｇ爜, 鏃堕棿鎴�, 浠锋牸, 鎬讳氦鏄撻噺, 鎬讳氦鏄撻, 涔�5, 鍗�5)]
market_data_list = data["data"]["data"]
- if strategy_manager.low_suction_strtegy:
+ if strategy_manager.low_suction_strtegy:
strategy_manager.low_suction_strtegy.add_ticks(market_data_list)
RealTimeEnvInfo().ticks = (tool.get_now_time_str(), len(market_data_list))
except Exception as e:
@@ -39,6 +41,32 @@
args=(queue_l1_w_strategy_r,))
l2MarketProcess.start()
read_results()
+
+
+def __init():
+ """
+ 鍒濆鍖�
+ @return:
+ """
+
+ # 瀹氭椂鏇存柊浠ｇ爜绮鹃�夋澘鍧�
+ def run_pending():
+ # 鏇存柊浠婃棩浠ｇ爜绮鹃�夋澘鍧�
+ codes = set()
+ codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
+ codes |= set([x.decode() for x in codes_sh])
+ codes |= set([x.decode() for x in codes_sz])
+ day = tool.get_now_date_str()
+ schedule.every().day.at("11:05:00").do(lambda: KPLCodeJXBlocksManager(day, codes).start_download_blocks())
+ while True:
+ try:
+ schedule.run_pending()
+ except:
+ pass
+ finally:
+ time.sleep(1)
+
+ threading.Thread(target=run_pending, daemon=True).start()
def test():
@@ -66,9 +94,9 @@
threading.Thread(target=lambda: RedisUtils.run_loop(), daemon=True).start()
# --------鍚姩鏈湴API鎺ュ彛----------
- manager = ApiCommandManager(middle_api_protocol.SERVER_HOST, middle_api_protocol.SERVER_PORT, outside_api_callback.MyAPICallback())
+ manager = ApiCommandManager(middle_api_protocol.SERVER_HOST, middle_api_protocol.SERVER_PORT,
+ outside_api_callback.MyAPICallback())
manager.run(blocking=False)
-
# --------鍚姩浜ゆ槗----------
huaxin_trade_api.run()
@@ -76,9 +104,14 @@
threading.Thread(target=test, daemon=True).start()
# test()
+ # ----鍒濆鍖�------------
+ __init()
+
# 鍒濆鍖栨暟鎹�
strategy_manager.low_suction_strtegy = strategy_manager.LowSuctionStrategy(tool.get_now_date_str())
+
+
# -------鍚姩L2 market璁㈤槄------
__run_l2_market_subscript()
print("鍚姩瀹屾垚")
diff --git a/server/local_data_server.py b/server/local_data_server.py
new file mode 100644
index 0000000..9e5ebd9
--- /dev/null
+++ b/server/local_data_server.py
@@ -0,0 +1,167 @@
+"""
+鏈湴http鏈嶅姟鍣�
+"""
+import json
+from http.server import SimpleHTTPRequestHandler, HTTPServer
+import urllib.parse as urlparse
+from urllib.parse import parse_qs
+
+import constant
+from db.mysql_data_delegate import Mysqldb
+
+from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
+from strategy.strategy_variable_factory import DataLoader
+from third_data import kpl_util
+from utils import tool, output_util, huaxin_util
+
+
+class CORSRequestHandler(SimpleHTTPRequestHandler):
+ def end_headers(self):
+ # 娣诲姞 CORS 澶�
+ self.send_header('Access-Control-Allow-Origin', '*')
+ self.send_header('Access-Control-Allow-Methods', 'GET, POST, OPTIONS')
+ self.send_header('Access-Control-Allow-Headers', 'Content-Type')
+ super().end_headers()
+
+ # 澶勭悊 OPTIONS 棰勬璇锋眰
+ def do_OPTIONS(self):
+ self.send_response(200)
+ self.end_headers()
+
+ def do_GET(self) -> None:
+ path = self.path
+ url = urlparse.urlparse(path)
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ response_data = ""
+ if url.path == "/get_limit_up_plate_list":
+ date = ps_dict.get("date")
+ time_str = ps_dict.get("time")
+ __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(date)
+ # [(浠ｇ爜, 浠ｇ爜鍚嶇О, 娑ㄥ仠鍘熷洜, 娑ㄥ仠鏃堕棿, 楂樺害淇℃伅, 鑷敱娴侀�氬競鍊硷紝鏄惁鐐告澘)]
+ results = __LowSuctionOriginDataExportManager.export_current_limit_up_records()
+ results = [x for x in results if tool.to_time_str(int(x[3])) <= time_str]
+ code_plates = __LowSuctionOriginDataExportManager.export_code_plates()
+ # 鏈�缁堟定鍋滅殑浠ｇ爜
+ limit_up_codes = [x[0] for x in results if not x[6]]
+ if date == tool.get_now_date_str():
+ limit_up_list = __LowSuctionOriginDataExportManager.export_limit_up_list()
+ if limit_up_list:
+ limit_up_list = [x for x in limit_up_list if x[0][:8] <= time_str]
+ limit_up_list = limit_up_list[-1][1]
+ limit_up_codes = [x[0] for x in limit_up_list]
+
+ code_infos = {x[0]: x for x in results}
+ plate_codes = {}
+ for code in code_infos.keys():
+ plates = code_plates.get(code)
+ if not plates:
+ plates = {kpl_util.filter_block(code_infos[code][2])}
+ plates -= constant.KPL_INVALID_BLOCKS
+ for p in plates:
+ if p not in plate_codes:
+ plate_codes[p] = set()
+ plate_codes[p].add(code)
+ # (鏉垮潡鍚嶇О, 娑ㄥ仠鏁帮紝鐐告澘鏁�)
+ data = [(p, len(plate_codes[p]), len([code for code in plate_codes[p] if code not in limit_up_codes])) for p
+ in
+ plate_codes]
+ data.sort(key=lambda x: x[1] - x[2], reverse=True)
+ response_data = json.dumps({"code": 0, "data": data})
+
+ elif url.path == "/get_plate_codes":
+ date = ps_dict.get("date")
+ plate = ps_dict.get("plate")
+ time_str = ps_dict.get("time")
+ __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(date)
+ results = __LowSuctionOriginDataExportManager.export_current_limit_up_records()
+ for r in results:
+ r[3] = tool.to_time_str(int(r[3]))
+ r[5] = output_util.money_desc(r[5])
+ results = [x for x in results if x[3] <= time_str]
+ # 鏈�缁堟定鍋滅殑浠ｇ爜
+ limit_up_codes = [x[0] for x in results if not x[6]]
+ if date == tool.get_now_date_str():
+ limit_up_list = __LowSuctionOriginDataExportManager.export_limit_up_list()
+ if limit_up_list:
+ limit_up_list = [x for x in limit_up_list if x[0][:8] <= time_str]
+ limit_up_list = limit_up_list[-1][1]
+ limit_up_codes = [x[0] for x in limit_up_list]
+ for x in results:
+ x[6] = x[0] not in limit_up_codes
+
+ # [(浠ｇ爜, 浠ｇ爜鍚嶇О, 娑ㄥ仠鍘熷洜, 娑ㄥ仠鏃堕棿, 楂樺害淇℃伅, 鑷敱娴侀�氬競鍊硷紝鏄惁鐐告澘)]
+ code_plates = __LowSuctionOriginDataExportManager.export_code_plates()
+ code_infos = {x[0]: x for x in results}
+ plate_codes = {}
+ for code in code_infos.keys():
+ plates = code_plates.get(code)
+ if not plates:
+ plates = {kpl_util.filter_block(code_infos[code][2])}
+ plates -= constant.KPL_INVALID_BLOCKS
+ for p in plates:
+ if p not in plate_codes:
+ plate_codes[p] = set()
+ plate_codes[p].add(code)
+ codes = plate_codes.get(plate)
+ datas = [code_infos[code] for code in codes]
+ datas.sort(key=lambda x: x[3])
+ response_data = json.dumps({"code": 0, "data": datas})
+ elif url.path == "/get_big_order_list":
+ date = ps_dict.get("date")
+ code = ps_dict.get("code")
+ __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(date)
+ big_orders_dict = __LowSuctionOriginDataExportManager.export_all_big_order_deal(200e4)
+ datas = big_orders_dict.get(code, [])
+ for x in datas:
+ x[2][3] = huaxin_util.convert_time(x[2][3], with_ms=False)
+ if len(x[2]) > 5:
+ x[2][5] = huaxin_util.convert_time(x[2][5], with_ms=False)
+ order_ids = set()
+ datas.reverse()
+ fdatas = []
+ for d in datas:
+ if d[2][0] in order_ids:
+ continue
+ fdatas.append(d)
+ order_ids.add(d[2][0])
+
+ response_data = json.dumps({"code": 0, "data": fdatas})
+ elif url.path == "/get_block_in_datas":
+ date = ps_dict.get("date")
+ time_str = ps_dict.get("time")
+ __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(date)
+ block_in_datas = __LowSuctionOriginDataExportManager.export_block_in_datas()
+ fdatas = []
+ for d in reversed(block_in_datas):
+ if d[0] <= time_str:
+ fdatas = d[1]
+ break
+ fdatas = [(x[0], output_util.money_desc(x[1])) for x in fdatas]
+ response_data = json.dumps({"code": 0, "data": fdatas})
+
+ elif url.path == "/get_codes_by_jx_plates":
+ # 鏍规嵁绮鹃�夋澘鍧楄幏鍙栦唬鐮�
+ plates = ps_dict.get("plates")
+ plates = set(json.loads(plates))
+ sql = " select code, jx_blocks from kpl_code_blocks where " + " and ".join(
+ [f"jx_blocks like '%{p}%'" for p in plates])
+ datas = Mysqldb().select_all(sql)
+ fdatas = [(x[0], "銆�".join([ f"<red>{dd}</red>" if dd in plates else dd for dd in json.loads(x[1])])) for x in datas if len(set(json.loads(x[1])) & plates) == len(plates)]
+ response_data = json.dumps({"code": 0, "data": fdatas})
+
+ print("GET璇锋眰")
+ self.send_response(200)
+ # 鍙戠粰璇锋眰瀹㈡埛绔殑鍝嶅簲鏁版嵁
+ self.send_header('Content-type', 'application/json')
+ self.end_headers()
+ self.wfile.write(response_data.encode())
+
+ def do_POST(self) -> None:
+ print("POST璇锋眰")
+
+
+if __name__ == '__main__':
+ server_address = ('', 8000)
+ httpd = HTTPServer(server_address, CORSRequestHandler)
+ print("Server running on http://localhost:8000")
+ httpd.serve_forever()
diff --git a/strategy/back_test.py b/strategy/back_test.py
index ee571d3..4b81a36 100644
--- a/strategy/back_test.py
+++ b/strategy/back_test.py
@@ -9,6 +9,7 @@
from code_attribute import global_data_loader
from log_module.log import logger_debug
+from strategy.data_analyzer import KTickLineAnalyzer
from strategy.data_downloader import DataDownloader
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory
@@ -368,4 +369,6 @@
if __name__ == "__main__":
- __back_test2()
+ data_loader = DataLoader("2025-06-10")
+ kline_1d_dict = data_loader.load_kline_data()
+ KTickLineAnalyzer.get_third_limit_up_days(kline_1d_dict.get("002907"), 10)
diff --git a/strategy/data_analyzer.py b/strategy/data_analyzer.py
index 5b7acde..882999f 100644
--- a/strategy/data_analyzer.py
+++ b/strategy/data_analyzer.py
@@ -272,6 +272,18 @@
return count
@classmethod
+ def __is_limit_up(cls, code, close, pre_close):
+ """
+ 鏄惁娑ㄥ仠
+ @param code:
+ @param close:
+ @param pre_close:
+ @return:
+ """
+ return abs(close - cls.calculate_upper_limit_price(code,
+ pre_close)) < 0.01
+
+ @classmethod
def get_third_limit_up_days(cls, k_data, days):
"""
鑾峰彇杩戝嚑涓氦鏄撴棩鐨勪笁鏉垮ぉ鏁�
@@ -280,18 +292,17 @@
@return: 涓夋澘澶╂暟
"""
count = 0
+ k_data = k_data[:days]
+ k_data = k_data[::-1]
for i in range(days):
if i + 3 >= len(k_data):
continue
# 鍒ゆ柇杩炵画涓夋棩娑ㄥ仠涓旂鍥涙棩闈炴定鍋�
- if (k_data[i]['close'] >= cls.calculate_upper_limit_price(k_data[i]["sec_id"], k_data[i]["pre_close"])) and \
- (k_data[i + 1]['close'] >= cls.calculate_upper_limit_price(k_data[i + 1]["sec_id"],
- k_data[i + 1]["pre_close"])) and \
- (k_data[i + 2]['close'] >= cls.calculate_upper_limit_price(k_data[i + 2]["sec_id"],
- k_data[i + 2]["pre_close"])) and \
- (k_data[i + 3]['close'] < cls.calculate_upper_limit_price(k_data[i + 3]["sec_id"],
- k_data[i + 3]["pre_close"])):
- count += 1
+ if cls.__is_limit_up(k_data[i]["sec_id"], k_data[i]['close'], k_data[i]["pre_close"]):
+ if cls.__is_limit_up(k_data[i+1]["sec_id"], k_data[i+1]['close'], k_data[i+1]["pre_close"]):
+ if cls.__is_limit_up(k_data[i+2]["sec_id"], k_data[i+2]['close'], k_data[i+2]["pre_close"]):
+ if not cls.__is_limit_up(k_data[i+3]["sec_id"], k_data[i+3]['close'], k_data[i+3]["pre_close"]):
+ count += 1
return count
@classmethod
@@ -528,5 +539,5 @@
if reason not in block_days:
block_days[reason] = set()
block_days[reason].add(date)
- return set([b for b in block_days if len(block_days[b])==len(days_list)])
+ return set([b for b in block_days if len(block_days[b]) == len(days_list)])
return set()
diff --git a/strategy/env_info.py b/strategy/env_info.py
index b4129bd..439a7ea 100644
--- a/strategy/env_info.py
+++ b/strategy/env_info.py
@@ -5,6 +5,7 @@
from strategy.strategy_variable_factory import DataLoader
from third_data.history_k_data_manager import HistoryKDataManager
+from third_data.kpl_block_manager import KPLCodeJXBlocksManager
from utils import tool
@@ -58,5 +59,15 @@
return count
+def get_kpl_code_jx_blocks(day):
+ """
+ 鑾峰彇寮�鐩樺暒浠ｇ爜绮鹃�夋澘鍧楁暟閲�
+ @param day:
+ @return:
+ """
+ count = KPLCodeJXBlocksManager(day, set()).get_all_code_blocks_count()
+ return count
+
+
if __name__ == "__main__":
print(get_history_k_bars("2025-06-04"))
diff --git a/strategy/low_suction_strategy.py b/strategy/low_suction_strategy.py
index c6cd149..7ae9c54 100644
--- a/strategy/low_suction_strategy.py
+++ b/strategy/low_suction_strategy.py
@@ -5,6 +5,7 @@
import os
import constant
+from db.mysql_data_delegate import Mysqldb
from strategy import strategy_variable
@@ -191,6 +192,25 @@
fdatas[data[0]].append(data[2])
return fdatas
+ def export_all_big_order_deal(self, min_money=299e4):
+ """
+ 鎵�鏈夊ぇ鍗曟垚浜わ紝鍖呭惈涔帮紝鍗�
+ @return: {"浠ｇ爜":[浠ｇ爜,鍗�/涔�, (涔板崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�缁堟垚浜や环)]}
+ """
+
+ fdatas = {}
+ lines = self.__export_logs(f"logs/huaxin_local/l2/transaction_accurate_big_order.{self.day}.log")
+ if lines:
+ for line in lines:
+ line = line[line.find(" - ") + 3:].strip()
+ data = eval(line)
+ if data[2][2] < min_money:
+ continue
+ if data[0] not in fdatas:
+ fdatas[data[0]] = []
+ fdatas[data[0]].append(data)
+ return fdatas
+
def export_big_sell_order_deal(self, min_money=299e4):
"""
澶у崟鎴愪氦
@@ -267,6 +287,15 @@
data = eval(line)
return data
+ def export_current_limit_up_records(self):
+ """
+ 瀵煎嚭褰撴棩鍘嗗彶娑ㄥ仠
+ @return: [(浠ｇ爜, 浠ｇ爜鍚嶇О, 娑ㄥ仠鍘熷洜, 娑ㄥ仠鏃堕棿, 楂樺害淇℃伅, 鑷敱娴侀�氬競鍊硷紝鏄惁鐐告澘)]
+ """
+ results = Mysqldb().select_all(
+ f"select r.`_code`, r.`_code_name`, r.`_hot_block_name`, r.`_limit_up_time`, r.`_limit_up_high_info`, r.`_zylt_val`, r.`_open` from kpl_limit_up_record r where r._day = '{self.day}'")
+ return results
+
class LowSuctionDataManager:
"""
diff --git a/strategy/strategy_manager.py b/strategy/strategy_manager.py
index c2c8ca5..5aed98f 100644
--- a/strategy/strategy_manager.py
+++ b/strategy/strategy_manager.py
@@ -7,6 +7,8 @@
from db import redis_manager_delegate as redis_manager
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 strategy.data_analyzer import KPLLimitUpDataAnalyzer
from strategy.low_suction_strategy import LowSuctionOriginDataExportManager
from strategy.strategy_params_settings import StrategyParamsSettingsManager
@@ -101,7 +103,9 @@
"""
浣庡惛绛栫暐
"""
- def __init__(self, day, script_name="strategy_script_v6.py", settings=StrategyParamsSettingsManager().get_settings()):
+
+ def __init__(self, day, script_name="strategy_script_v6.py",
+ settings=StrategyParamsSettingsManager().get_settings()):
self.now_day = day
# 涔板ぇ鍗曪細{浠ｇ爜:[澶у崟鏁版嵁]}
self.big_order_buy = {}
@@ -135,7 +139,8 @@
self.current_block_in_datas = []
# 鍔犺浇绛栫暐鑴氭湰鏂囦欢
- with open(script_name if constant.is_windows() else f'{constant.get_path_prefix()}/{script_name}', mode='r', encoding='utf-8') as f:
+ with open(script_name if constant.is_windows() else f'{constant.get_path_prefix()}/{script_name}', mode='r',
+ encoding='utf-8') as f:
lines = f.readlines()
scripts = "\n".join(lines)
# 娉ㄩ噴鎺夐噷闈㈢殑import涓庡彉閲�
@@ -225,7 +230,6 @@
"""
if code_ in self.stock_variables_dict:
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)
@@ -382,6 +386,8 @@
# 鍒ゆ柇鏄惁鍙互涔�
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]}")
+
# 褰撳墠鐨勪綆鍚哥瓥鐣ュ璞�
-low_suction_strtegy = None
\ No newline at end of file
+low_suction_strtegy = None
diff --git a/strategy/strategy_params_settings.py b/strategy/strategy_params_settings.py
index b987e71..a183bcc 100644
--- a/strategy/strategy_params_settings.py
+++ b/strategy/strategy_params_settings.py
@@ -31,7 +31,7 @@
# 鏄ㄦ棩涓嶈兘璺屽仠
self.cant_yesterday_limit_down = True
# 鏄ㄦ棩涓嶈兘鐐告澘
- self.cant_yesterday_open_limit_up = False
+ self.cant_yesterday_open_limit_up = True
# 鏈夋定鍋滅殑浜ゆ槗鏃ユ暟閲�
self.has_limit_up_days = 10
# xx涓氦鏄撴棩鍐呬笉鑳芥湁xx娆℃定鍋�
diff --git a/strategy/strategy_script_v6.py b/strategy/strategy_script_v6.py
index 8f481a6..53cf2d5 100644
--- a/strategy/strategy_script_v6.py
+++ b/strategy/strategy_script_v6.py
@@ -91,6 +91,9 @@
if sv.鍏釜浜ゆ槗鏃ユ定骞呰繃楂�:
return False, f"6涓氦鏄撴棩娑ㄥ箙杩囬珮"
+ if sv.鏃ヤ笁鏉夸釜鏁癬10 >= 1:
+ return False, f"10涓氦鏄撴棩鏈�>=3杩炴澘"
+
# if sv.褰撳墠浠� > sv.鏄ㄦ棩鏈�浣庝环 * 1.1:
# return False, f"涔板叆鏃剁殑浠锋牸蹇呴』鈮ゆ槰鏃ユ渶浣庝环*110%"
@@ -112,8 +115,8 @@
# 鐩爣绁ㄦ澘鍧楁定鍋滀釜鏁�>=2
# 鏉垮潡鍙兘涔板叆涓�涓唬鐮�
- # if sv.鏉垮潡鎴愪氦浠ｇ爜:
- # can_buy_plates -= set(sv.鏉垮潡鎴愪氦浠ｇ爜.keys())
+ if sv.鏉垮潡鎴愪氦浠ｇ爜:
+ can_buy_plates -= set(sv.鏉垮潡鎴愪氦浠ｇ爜.keys())
if not can_buy_plates:
return False, f"娌℃湁娑ㄥ仠鐨勬澘鍧�: {[(plate, sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(plate)) for plate in sv.浠ｇ爜鏉垮潡 if sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋淽} 杩炵画鑰侀鏉愶細{sv.杩炵画鑰侀鏉恾"
@@ -138,7 +141,7 @@
if sv.浠婃棩澶у崟鏁版嵁:
# print(sv.浠婃棩澶у崟鏁版嵁[-1][3], format_time(sv.浠婃棩澶у崟鏁版嵁[-1][3]))
# filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁 if format_time(o[3]) >= sv.浠婃棩閲忓淇℃伅[0]]
- filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁 if o[2] >= 200e4]
+ filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁]
filter_orders.reverse()
orderids = set()
for o in filter_orders:
@@ -146,34 +149,20 @@
continue
orderids.add(o[0])
big_order_money += o[1]
- big_sell_order_money = 0
- if sv.浠婃棩鍗栧ぇ鍗曟暟鎹�:
- filter_orders = [(o[0], o[2]) for o in sv.浠婃棩鍗栧ぇ鍗曟暟鎹� if o[2] >= 200e4]
- filter_orders.reverse()
- orderids = set()
- for o in filter_orders:
- if o[0] in orderids:
- continue
- orderids.add(o[0])
- big_sell_order_money += o[1]
-
threshold_money = max(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(min(10 - limit_up_codes_count + 1, 10), 5) / 10
- threshold_money *= 0.5
+ 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"
- # print(target_code, sv.鑷敱娴侀�氬競鍊�, threshold_money, limit_up_codes_count)
+ big_sell_order_money = 0
- # 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:
+ return False, f"({round(big_order_money / 1e4, 2)}涓�/{round(threshold_money / 1e4, 2)}涓�)澶у崟閲戦涓嶈冻"
- final_big_order_money = big_order_money - big_sell_order_money
-
- if final_big_order_money < threshold_money:
- return False, f"({round(final_big_order_money / 1e4, 2)}涓�/{round(threshold_money / 1e4, 2)}涓�)澶у崟閲戦涓嶈冻"
-
- return True, f" \n\t澶у崟淇℃伅锛歿round(final_big_order_money / 1e4, 2)}涓囷紙涔帮細{round(big_order_money / 1e4, 2)}涓� 鍗栵細{round(big_sell_order_money / 1e4, 2)}涓囷級/{round(threshold_money / 1e4, 2)}涓� \n\t閲忓淇℃伅锛歿sv.浠婃棩閲忓淇℃伅}\n\t浠婃棩鏈�楂樹环:{sv.浠婃棩鏈�楂樹环淇℃伅} \n\t5鏃ユ渶楂樹环锛歿sv.鏃ユ渶楂樹环_5}", f"\n\t鏉垮潡淇℃伅锛歿[(p, sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(p)) for p in can_buy_plates]}", can_buy_plates
+ return True, f" \n\t澶у崟淇℃伅锛歿round(big_order_money / 1e4, 2)}涓囷紙涔帮細{round(big_order_money / 1e4, 2)}涓� 鍗栵細{round(big_sell_order_money / 1e4, 2)}涓囷級/{round(threshold_money / 1e4, 2)}涓� \n\t閲忓淇℃伅锛歿sv.浠婃棩閲忓淇℃伅}\n\t浠婃棩鏈�楂樹环:{sv.浠婃棩鏈�楂樹环淇℃伅} \n\t5鏃ユ渶楂樹环锛歿sv.鏃ユ渶楂樹环_5}", f"\n\t鏉垮潡淇℃伅锛歿[(p, sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(p)) for p in can_buy_plates]}", can_buy_plates
compute_result = can_buy()
diff --git a/strategy/strategy_script_v7.py b/strategy/strategy_script_v7.py
new file mode 100644
index 0000000..191dd45
--- /dev/null
+++ b/strategy/strategy_script_v7.py
@@ -0,0 +1,167 @@
+import logging
+
+from strategy.strategy_params_settings import StrategyParamsSettings
+from strategy.strategy_variable import StockVariables
+
+sv = StockVariables()
+settings = StrategyParamsSettings()
+target_code = ''
+
+
+def format_time(huaxin_timestamp):
+ huaxin_timestamp = str(huaxin_timestamp)
+ if huaxin_timestamp.find("9") == 0:
+ return f"0{huaxin_timestamp[0]}:{huaxin_timestamp[1: 3]}:{huaxin_timestamp[3: 5]}"
+ return f"{huaxin_timestamp[0:2]}:{huaxin_timestamp[2: 4]}:{huaxin_timestamp[4: 6]}"
+
+
+def can_buy():
+ """
+ @return: 鏄惁鍙拱, 涓嶈兘涔扮殑鍘熷洜/鍙拱鐨勬澘鍧�, 鏄惁閲忓
+ """
+ # print(f"{target_code}:鎵ц绛栫暐")
+ if not settings.can_buy_ge_code:
+ if target_code.find("60") != 0 and target_code.find("00") != 0:
+ return False, "鍒涗笟鏉�/绉戝垱鏉跨殑绁ㄤ笉涔�"
+ else:
+ 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:
+ if not sv.璧勯噾娴佸叆鏉垮潡 or plate not in sv.璧勯噾娴佸叆鏉垮潡:
+ continue
+ if plate in sv.杩炵画鑰侀鏉�:
+ continue
+ if plate in sv.鏃ュ嚭鐜扮殑鏉垮潡_2:
+ # 鑰侀鏉�
+ threshold_count = settings.limit_up_count_of_old_plate
+ else:
+ # 鏂伴鏉�
+ threshold_count = settings.limit_up_count_of_new_plate
+ if len(sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(plate, [])) >= threshold_count:
+ can_buy_plates.add(plate)
+
+ if not sv.褰撳墠浠�:
+ return False, "鏃犲綋鍓嶄环"
+
+ # if getattr(sv, f"娑ㄥ仠鏁癬{settings.has_limit_up_days}") < 1 and getattr(sv, f"鐐告澘鏁癬{settings.has_limit_up_days}") < 1:
+ # return False, f"杩憑settings.has_limit_up_days}涓氦鏄撴棩鏃犳定鍋�/鏃犵偢鏉�"
+
+ if settings.cant_yesterday_limit_down and not sv.鏄ㄦ棩闈炶穼鍋�:
+ return False, "鏄ㄦ棩璺屽仠"
+ if settings.cant_yesterday_limit_up and not sv.鏄ㄦ棩闈炴定鍋�:
+ return False, "鏄ㄦ棩娑ㄥ仠"
+ if settings.cant_yesterday_open_limit_up and not sv.鏄ㄦ棩闈炵偢鏉�:
+ return False, "鏄ㄦ棩鐐告澘"
+
+ if sv.浠婃棩娑ㄥ仠浠� > settings.price_range[1] or sv.浠婃棩娑ㄥ仠浠� < settings.price_range[0]:
+ return False, f"浠婃棩娑ㄥ仠浠烽珮浜巤settings.price_range[1]}/浣庝簬{settings.price_range[0]}"
+
+ if sv.鑷敱娴侀�氬競鍊� > settings.zyltgb_range[1] * 1e8 or sv.鑷敱娴侀�氬競鍊� < settings.zyltgb_range[0] * 1e8:
+ return False, f"鑷敱甯傚�硷紙{sv.鑷敱娴侀�氬競鍊紏锛変笉婊¤冻瑕佹眰"
+
+ if sv.鍏釜浜ゆ槗鏃ユ定骞呰繃楂�:
+ return False, f"6涓氦鏄撴棩娑ㄥ箙杩囬珮"
+
+ if sv.鏃ヤ笁鏉夸釜鏁癬10 >= 1:
+ return False, f"10涓氦鏄撴棩鏈�>=3杩炴澘"
+
+ # if sv.褰撳墠浠� > sv.鏄ㄦ棩鏈�浣庝环 * 1.1:
+ # return False, f"涔板叆鏃剁殑浠锋牸蹇呴』鈮ゆ槰鏃ユ渶浣庝环*110%"
+
+ if (sv.褰撳墠浠� - sv.浠婃棩鏈�浣庝环) / sv.鏄ㄦ棩鏀剁洏浠� > 0.03:
+ return False, f"涔板叆鏃剁殑浠锋牸涓嶈兘楂樹簬浠婃棩鏈�浣庝环鐨�3%"
+
+ # if abs((sv.褰撳墠浠� - round(sv.浠婃棩鎴愪氦棰� / sv.浠婃棩鎴愪氦閲�, 2)) / sv.鏄ㄦ棩鏀剁洏浠�) >= settings.max_rate_than_average_price:
+ # return False, f"涔板叆浠烽珮浜庡潎浠穥settings.max_rate_than_average_price}({abs((sv.褰撳墠浠� - round(sv.浠婃棩鎴愪氦棰� / sv.浠婃棩鎴愪氦閲�, 2)) / sv.鏄ㄦ棩鏀剁洏浠�)})"
+ #
+ # if (sv.浠婃棩鏈�楂樹环淇℃伅[0] - sv.褰撳墠浠�) / sv.鏄ㄦ棩鏀剁洏浠� > settings.min_rate_of_highest_and_price:
+ # return False, f"浣庝簬鍒嗘椂楂樹环{settings.min_rate_of_highest_and_price}"
+
+ if not settings.can_buy_limited_up and abs(sv.浠婃棩鏈�楂樹环淇℃伅[0] - sv.浠婃棩娑ㄥ仠浠�) <= 0.001:
+ return False, f"浠婃棩鏈夋定鍋�"
+
+ # if sv.娑ㄥ仠鏁癬30 <= 0 and not sv.鏃ユ斁鍊嶉噺鏃ユ湡_15:
+ # return False, "30涓氦鏄撴棩鏃犳定鍋滀笖15涓氦鏄撴棩鏃犲�嶉噺"
+
+ # 鐩爣绁ㄦ澘鍧楁定鍋滀釜鏁�>=2
+
+ # 鏉垮潡鍙兘涔板叆涓�涓唬鐮�
+ # if sv.鏉垮潡鎴愪氦浠ｇ爜:
+ # can_buy_plates -= set(sv.鏉垮潡鎴愪氦浠ｇ爜.keys())
+
+ if not can_buy_plates:
+ return False, f"娌℃湁娑ㄥ仠鐨勬澘鍧�: {[(plate, sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(plate)) for plate in sv.浠ｇ爜鏉垮潡 if sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋淽} 杩炵画鑰侀鏉愶細{sv.杩炵画鑰侀鏉恾"
+ # new_plates = set(can_buy_plates) - sv.鏃ュ嚭鐜扮殑鏉垮潡_2
+ # if new_plates:
+ # # 鏈夋柊棰樻潗锛屽垽鏂槸鍚﹁繃鏄ㄦ棩鍓嶉珮
+ # if sv.浠婃棩鏈�楂樹环淇℃伅[0] - sv.鏄ㄦ棩鏈�楂樹环 < 0.02:
+ # return False, "浠婃棩鏈�楂樹环闇�澶т簬鏄ㄦ棩鏈�楂樹环"
+ # else:
+ # if sv.浠婃棩鏈�楂樹环淇℃伅[0] - sv.鏃ユ渶楂樹环_5 < 0.02:
+ # return False, "浠婃棩鏈�楂樹环闇�澶т簬5鏃ユ渶楂樹环"
+
+ if settings.trade_days_count_of_limit_up_price_over_high and sv.浠婃棩娑ㄥ仠浠� <= getattr(sv,
+ f"鏃ユ渶楂樹环_{settings.trade_days_count_of_limit_up_price_over_high}"):
+ return False, f"浠婃棩娑ㄥ仠浠疯绐佺牬{settings.trade_days_count_of_limit_up_price_over_high}鏃ユ渶楂樹环"
+
+ # if sv.浠婃棩鎴愪氦閲� < sv.鏄ㄦ棩鎴愪氦閲� * 0.8:
+ # return False, f"瀹炴椂鎴愪氦閲忓繀椤烩墺80%鏄ㄦ棩鎬绘垚浜ら噺"
+
+ # =======鎴愪氦澶у崟=====
+ big_order_money = 0
+ if sv.浠婃棩澶у崟鏁版嵁:
+ # print(sv.浠婃棩澶у崟鏁版嵁[-1][3], format_time(sv.浠婃棩澶у崟鏁版嵁[-1][3]))
+ # filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁 if format_time(o[3]) >= sv.浠婃棩閲忓淇℃伅[0]]
+ filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁 if o[2] >= 299e4 and o[4] > sv.鏄ㄦ棩鏀剁洏浠穄
+ if not filter_orders:
+ return False, "鏃犳定骞呭ぇ浜�0%鐨勫ぇ鍗�"
+ filter_orders = [(o[0], o[2]) for o in sv.浠婃棩澶у崟鏁版嵁 if o[2] >= 299e4]
+ filter_orders.reverse()
+ orderids = set()
+ for o in filter_orders:
+ if o[0] in orderids:
+ continue
+ orderids.add(o[0])
+ big_order_money += o[1]
+ big_sell_order_money = 0
+ if sv.浠婃棩鍗栧ぇ鍗曟暟鎹�:
+ filter_orders = [(o[0], o[2]) for o in sv.浠婃棩鍗栧ぇ鍗曟暟鎹� if o[2] >= 100e4]
+ filter_orders.reverse()
+ orderids = set()
+ for o in filter_orders:
+ if o[0] in orderids:
+ continue
+ orderids.add(o[0])
+ big_sell_order_money += o[1]
+
+ threshold_money = max(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(min(10 - limit_up_codes_count + 1, 10), 5) / 10
+ threshold_money *= 0.5
+
+ # 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)
+
+ final_big_order_money = big_order_money - big_sell_order_money
+
+ if final_big_order_money <= 200e4:
+ # 澶у崟鍑�棰濊澶т簬200w
+ return False, f"({round(final_big_order_money / 1e4, 2)}涓�/{round(threshold_money / 1e4, 2)}涓�)澶у崟閲戦涓嶈冻"
+
+ return True, f" \n\t澶у崟淇℃伅锛歿round(final_big_order_money / 1e4, 2)}涓囷紙涔帮細{round(big_order_money / 1e4, 2)}涓� 鍗栵細{round(big_sell_order_money / 1e4, 2)}涓囷級/{round(threshold_money / 1e4, 2)}涓� \n\t閲忓淇℃伅锛歿sv.浠婃棩閲忓淇℃伅}\n\t浠婃棩鏈�楂樹环:{sv.浠婃棩鏈�楂樹环淇℃伅} \n\t5鏃ユ渶楂樹环锛歿sv.鏃ユ渶楂樹环_5}", f"\n\t鏉垮潡淇℃伅锛歿[(p, sv.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(p)) for p in can_buy_plates]}", can_buy_plates
+
+
+compute_result = can_buy()
diff --git a/strategy/strategy_variable_factory.py b/strategy/strategy_variable_factory.py
index 97b9e28..c79673b 100644
--- a/strategy/strategy_variable_factory.py
+++ b/strategy/strategy_variable_factory.py
@@ -7,7 +7,7 @@
import re
import constant
-from code_attribute import global_data_loader
+from code_attribute import global_data_loader, gpcode_manager
from db import mysql_data_delegate
from strategy.data_analyzer import KTickLineAnalyzer, KPLLimitUpDataAnalyzer, K60SLineAnalyzer
from strategy.strategy_variable import StockVariables
@@ -235,7 +235,7 @@
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)]
# 鍙栧墠1/3涓旀定鍋滄暟鏄墠10
- max_count = len(results) // 2 if len(results) % 2 == 0 else len(results) // 2 + 1
+ 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]
@@ -636,7 +636,41 @@
print(code, code_blocks[code])
+def __load_target_codes_v1():
+ """
+ 50浜夸互涓嬬殑
+ @return:
+ """
+
+ def get_zylt(code):
+ zylt_volume_map = global_util.zylt_volume_map
+ last_trade_day = __DataLoader.trade_days[0]
+ volume = zylt_volume_map.get(code)
+ # 浠婃棩娑ㄥ仠浠疯绐佺牬鏄ㄦ棩鏈�楂樹环
+ k_bars = HistoryKDataManager().get_history_bars(code, last_trade_day)
+ return k_bars[0]["close"] * volume * tool.get_limit_up_rate(code)
+
+ __DataLoader = DataLoader('2025-06-13')
+ global_data_loader.load_zyltgb_volume_from_db()
+ results = __DataLoader.load_target_plate_and_codes()
+ # for k in results:
+ # print(k, results[k])
+ plates = ["澶╃劧姘�", "鍐涘伐"]
+ print("==========鏂伴鏉�=======")
+ for p in plates:
+ codes = [x for x in results.get(p) ] # if get_zylt(x) < 31e8
+ print("======", p)
+ for code in codes:
+ print("\t\t", code, gpcode_manager.CodesNameManager().get_code_name(code))
+
+
+
+
+
if __name__ == "__main__":
+
+ __load_target_codes_v1()
+
__DataLoader = DataLoader("2025-06-12")
# __test_jx_blocks(__DataLoader)
@@ -655,7 +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�", "绋�鍦熸案纾�", "鍖栧伐", "鍖昏嵂", "鍏変紡"]
+ plates = ["姹借溅闆堕儴浠�", "鏂囧寲浼犲獟", "璋峰瓙缁忔祹"]
print("==========鏂伴鏉�=======")
for p in plates:
print(p, results.get(p))
diff --git a/strategy/test.py b/strategy/test.py
index 2b50ce9..da567f2 100644
--- a/strategy/test.py
+++ b/strategy/test.py
@@ -1,8 +1,11 @@
+from huaxin_client import l1_subscript_codes_manager
from strategy import strategy_manager
from strategy.strategy_variable import StockVariables
-
# 缁熻褰撴棩鐨勫钩鍧囨孩浠风巼
+from third_data.kpl_block_manager import KPLCodeJXBlocksManager
+
+
def statistic_average(path):
rate_list = []
with open(path, mode='r', encoding='utf-8') as f:
@@ -23,6 +26,13 @@
# 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")
- strategy_manager.low_suction_strtegy
-
-
+ codes = set()
+ codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
+ codes |= set([x.decode() for x in codes_sh])
+ codes |= set([x.decode() for x in codes_sz])
+ KPLCodeJXBlocksManager('2025-06-17', codes).start_download_blocks()
+ # target_block = {"鐭虫补鐭冲寲", "澶╃劧姘�", "鍖栧伐"}
+ # for code in code_blocks:
+ # blocks = code_blocks.get(code)
+ # if len(blocks & target_block) == len(target_block):
+ # print(code, blocks)
diff --git a/strategy/time_series_backtest.py b/strategy/time_series_backtest.py
index a8196a5..b5128c2 100644
--- a/strategy/time_series_backtest.py
+++ b/strategy/time_series_backtest.py
@@ -298,6 +298,9 @@
if code_ in self.stock_variables_dict:
return
+ if code_ == '002907':
+ print("")
+
stock_variables = StrategyVariableFactory.create_from_history_data(
timeline_data["kline_data"].get(code_), timeline_data["minute_data"].get(code_),
timeline_data["limit_up_record_data"].get(code_), timeline_data["trade_days"])
@@ -583,6 +586,19 @@
most_real_kpl_plate_limit_up_codes_info[p] = []
most_real_kpl_plate_limit_up_codes_info[p].append(code)
+ # ---------娴嬭瘯--------
+ # test_plate = "鍖栧伐"
+ # if len(most_real_kpl_plate_limit_up_codes_info.get(test_plate, [])) >= 3:
+ # print("娴嬭瘯寮�濮�=========")
+ # code_plates_for_buy = self.current_data["code_plates_for_buy"]
+ # plate_codes = [c for c in code_plates_for_buy if test_plate in code_plates_for_buy[c]]
+ # print(f"{test_plate}婊¤冻", time_str, plate_codes)
+ # for c in plate_codes:
+ # sv: StockVariables = self.stock_variables_dict.get(c)
+ # if sv and sv.褰撳墠浠� > sv.鏄ㄦ棩鏀剁洏浠�:
+ # print(c)
+ # print("娴嬭瘯瀹屾瘯=========")
+
if ticks:
for tick in ticks:
code = tick["symbol"][-6:]
@@ -650,6 +666,7 @@
stock_variables.浠婃棩鏈�浣庝环 = tick["price"]
if most_real_kpl_plate_limit_up_codes_info:
stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋� = most_real_kpl_plate_limit_up_codes_info
+
# if time_str >= '09:30:00':
# if stock_variables.浠婃棩澶у崟鏁版嵁 and stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋� and max(
# [len(stock_variables.寮�鐩樺暒鏈�姝ｆ澘鍧楁定鍋�.get(x, [])) for x in stock_variables.浠ｇ爜鏉垮潡]) >= 3:
@@ -768,7 +785,7 @@
stock_variables.鏉垮潡鎴愪氦浠ｇ爜 = self.deal_block_codes
-# DEBUG_CODES = ['603040', '603758', '603286', '603586', '605255', '002048', '605208', '002806', '603266', '603788']
+# DEBUG_CODES = ['600727']
DEBUG_CODES = []
VOLUME_LOG_ENABLE = False
@@ -777,7 +794,7 @@
DEBUG_BLOCKS = []
-BIG_ORDER_MONEY_THRESHOLD = 100e4
+BIG_ORDER_MONEY_THRESHOLD = 200e4
if __name__ == "__main__":
back_test_dict = {}
@@ -786,9 +803,9 @@
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"]
+ "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16"]
- # days = ["2025-06-09"]
+ # days = ["2025-06-13"]
days.reverse()
for day in days:
diff --git a/third_data/kpl_api.py b/third_data/kpl_api.py
index 552e7fc..af721f9 100644
--- a/third_data/kpl_api.py
+++ b/third_data/kpl_api.py
@@ -361,7 +361,7 @@
# print(d)
#
# print(result)
- print(getCodeJingXuanBlocks("002519"))
+ print(getCodeJingXuanBlocks("002878"))
# results = getHistoryCodesByPlateOrderByLZCS("801199", "2025-05-16", "0930", 3)
# results = json.loads(results)["list"]
# for result in results:
diff --git a/third_data/kpl_block_manager.py b/third_data/kpl_block_manager.py
new file mode 100644
index 0000000..8d48f9a
--- /dev/null
+++ b/third_data/kpl_block_manager.py
@@ -0,0 +1,55 @@
+"""
+寮�鐩樺暒鏉垮潡绠＄悊
+"""
+import json
+
+import constant
+
+from db.mysql_data_delegate import Mysqldb
+from third_data import kpl_api, kpl_util
+from utils import tool
+
+
+class KPLCodeJXBlocksManager:
+ """
+ 寮�鐩樺暒绮鹃�夋澘鍧楃鐞�
+ """
+
+ def __init__(self, day, target_codes):
+ self.day = day
+ self.mysql_db = Mysqldb()
+ self.target_codes = target_codes
+
+ def __download_blocks(self, code):
+ datas = kpl_api.getCodeJingXuanBlocks(code)
+ blocks = json.dumps([kpl_util.filter_block(x[1]) for x in datas], ensure_ascii=False)
+ block_ids = json.dumps([x[0] for x in datas], ensure_ascii=False)
+ block_details = json.dumps(datas, ensure_ascii=False)
+ id = f"{self.day}_{code}"
+ self.mysql_db.execute(
+ f"insert into kpl_code_blocks(id,code, day,jx_blocks, jx_block_ids, jx_blocks_detail, create_time) values('{id}','{code}','{self.day}','{blocks}', '{block_ids}','{block_details}', now())")
+
+ def start_download_blocks(self):
+ codes = self.mysql_db.select_all(f"select code from kpl_code_blocks where day='{self.day}'")
+ codes = set([x[0] for x in codes])
+ need_update_codes = set(self.target_codes) - codes
+ for code in need_update_codes:
+ self.__download_blocks(code)
+
+ def get_all_code_blocks(self):
+ """
+ 鑾峰彇鎵�鏈変唬鐮佺殑鏉垮潡
+ @return:
+ """
+ sql = f"select code, jx_blocks from kpl_code_blocks where day = '{self.day}'"
+ results = self.mysql_db.select_all(sql)
+ return {x[0]: set(json.loads(x[1])) - constant.KPL_INVALID_BLOCKS for x in results}
+
+ def get_all_code_blocks_count(self):
+ """
+ 鑾峰彇鎵�鏈変唬鐮佺殑鏉垮潡鐨勬暟閲�
+ @return:
+ """
+ sql = f"select count(*) from kpl_code_blocks where day = '{self.day}'"
+ results = self.mysql_db.select_one(sql)
+ return int(results[0])
--
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