""" 首板目标代码处理器 """ # 处理首板代码信息 import constant from code_attribute import gpcode_manager, gpcode_first_screen_manager, code_nature_analyse, \ code_volumn_manager from code_attribute.code_data_util import ZYLTGBUtil from code_attribute.code_nature_analyse import HighIncreaseCodeManager from code_attribute.gpcode_manager import WantBuyCodesManager from log_module.log import logger_first_code_record, logger_l2_codes_subscript from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager from third_data.history_k_data_manager import HistoryKDataManager from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi from ths import l2_code_operate from trade import trade_data_manager, l2_trade_util from settings.trade_setting import MarketSituationManager from utils import global_util, tool, init_data_util, buy_condition_util __CodesPlateKeysManager = CodesHisReasonAndBlocksManager() def __is_normal_in_5d(code): """ 最近5天是否处于正常状态 @param code: @return: """ now_day = tool.get_now_date_str() results = JueJinApi.get_history_instruments(JueJinApi.get_juejin_code_list_with_prefix([code]), tool.date_sub(now_day, 30), tool.date_sub(now_day, 1)) results = results[-5:] normal = True for r in results: if r["sec_level"] != 1: normal = False break return normal def process_first_codes_datas(dataList, request_id=None): logger_l2_codes_subscript.info(f"{request_id}加载l2代码相关数据") # 获取最近5天的交易日期，为后面的数据计算做准备 dates = HistoryKDatasUtils.get_latest_trading_date_cache(5) latest_trading_date = None if dates: latest_trading_date = dates[0] limit_up_price_dict = {} temp_codes = [] codes = [] tick_datas = [] if dataList: for data in dataList: code = data["code"] codes.append(code) # ---查询想买单，如果没有在列表中就需要强行加入列表 want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache() if want_codes: # 没有在现价采集中的想买代码 diff_codes = set(want_codes) - set(codes) if diff_codes: # 想买单的代码还没有在目标代码中 for code in diff_codes: # 获取涨停价 _limit_up_price = gpcode_manager.get_limit_up_price(code) if not _limit_up_price: init_data_util.re_set_price_pres([code], True) # 再次获取涨停价 _limit_up_price = gpcode_manager.get_limit_up_price(code) if _limit_up_price: # 成功获取到了涨停价，构造虚拟的现价信息 codes.append(code) dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0", "volumeUnit": 0, "time": "00:00:00", "zyltgb": "100", "zyltgbUnit": 0}) # 获取昨日收盘价 need_get_limit_up_codes = set() for code in codes: # 如果涨停价是空值就需要设置昨日收盘价格 if gpcode_manager.get_limit_up_price(code) is None: need_get_limit_up_codes.add(code) if need_get_limit_up_codes: init_data_util.re_set_price_pres(list(need_get_limit_up_codes), True) logger_l2_codes_subscript.info(f"{request_id}加载l2代码涨停价结束") # 获取60天最大记录 for code in codes: need_get_volumn = False if code not in global_util.max60_volumn or global_util.max60_volumn.get( code) is None or code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) is None: need_get_volumn = True # if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature_cache( # code) is None: # need_get_volumn = True if need_get_volumn: limit_up_price = gpcode_manager.get_limit_up_price(code) if limit_up_price is None: continue try: # 首先从缓存里面获取 volumes_data = None if latest_trading_date: volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date) if not volumes_data: volumes_data = init_data_util.get_volumns_by_code(code, 150) volumes = init_data_util.parse_max_volume(code, volumes_data[:90], code_nature_analyse.is_new_top(code, limit_up_price, volumes_data[ :90]) or code_nature_analyse.is_near_top( code, limit_up_price, volumes_data[:90])) logger_first_code_record.info("{} 获取到首板60天最大量：{}", code, volumes) code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2], volumes[3]) # 保存K线形态 k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data) code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format) # 是否具有辨识度 is_special = True if k_format and k_format[8][0] else False if not WantBuyCodesManager().is_in_cache(code): if not is_special: situation = MarketSituationManager().get_situation_cache() zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation) if global_util.zyltgb_map.get(code) and global_util.zyltgb_map.get(code) > zylt_threshold_as_yi[ 1] * 100000000: l2_trade_util.forbidden_trade(code, f"无辨识度，自由流通市值({global_util.zyltgb_map.get(code) // 100000000})>{zylt_threshold_as_yi[1]}亿") continue elif limit_up_price and float(limit_up_price) >= 50: l2_trade_util.forbidden_trade(code, f"无辨识度，涨停价({limit_up_price})>50") continue if code_nature_analyse.is_price_too_high_in_days(code, volumes_data, limit_up_price)[ 0] and code.find("30") != 0: # 判断是否太高 l2_trade_util.forbidden_trade(code, "6天内股价长得太高") continue pass if code_nature_analyse.is_continue_limit_up_not_enough_fall_dwon(code, volumes_data): # 判断是否太高 l2_trade_util.forbidden_trade(code, "回踩不够") continue if not __is_normal_in_5d(code): l2_trade_util.forbidden_trade(code, "最近5天有ST/非正常状态") continue if code_nature_analyse.is_up_too_high_in_10d_with_limit_up(code, volumes_data): # 判断是否太高 HighIncreaseCodeManager().add_code(code) if code_nature_analyse.is_up_too_high_in_120d(code, volumes_data): # 判断是否太高 # l2_trade_util.forbidden_trade(code, "120天内股价长得太高") # HighIncreaseCodeManager().add_code(code) pass if code_nature_analyse.is_have_latest_max_volume(code, volumes_data, 2): # 最近2天是否是最高量 code_nature_analyse.LatestMaxVolumeManager().set_has_latest_max_volume(code) # 判断K线形态 # is_has_k_format, msg = code_nature_analyse.is_has_k_format( # gpcode_manager.get_limit_up_price(code), volumes_data) # if not is_has_k_format: # logger_first_code_record.info("{}首板K线形态不好,{}", code, msg) # # 股性不好，就不要加入 # bad_codes.add(code) # # 加入禁止交易代码 # l2_trade_util.forbidden_trade(code) # 暂时不保存K线形态 # code_nature_analyse.set_record_datas(code, # gpcode_manager.get_limit_up_price(code), # volumes_data) except Exception as e: logger_first_code_record.error(f"{request_id}-{code}:{str(e)}") logger_first_code_record.exception(e) logger_l2_codes_subscript.info(f"{request_id}加载l2代码K线结束") gpcode_manager.FirstCodeManager().add_record(codes) # 初始化板块信息，暂时删除 # for code in codes: # block_info.init_code(code) # 保存现价 if dataList: situation = MarketSituationManager().get_situation_cache() zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation) want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache() for data in dataList: code = data["code"] codes.append(code) limit_up_price = gpcode_manager.get_limit_up_price(code) if limit_up_price is not None: limit_up_price_dict[code] = limit_up_price else: temp_codes.append(code) # 自由流通市值不符合标准 if not want_codes or code not in want_codes: # 没在想买单 zyltgb = global_util.zyltgb_map.get(code) if zyltgb: zyltgb_as_yi = round(zyltgb / 100000000, 2) if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[6]: # 想买单中的不能排除 continue elif zyltgb_as_yi > zyltgb_thresholds[1]: # 比最大可买大的，如果没有短期辨识度就不买 k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) if k_format and k_format[8][0] and k_format[8][1].find("短期") >= 0: pass else: # 无短期辨识度 continue tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"], "volumeUnit": data["volumeUnit"]}) # 获取涨停价 if temp_codes: # 获取涨停价 init_data_util.re_set_price_pres(temp_codes) # 重新获取涨停价 for code in temp_codes: limit_up_price = gpcode_manager.get_limit_up_price(code) if limit_up_price is not None: limit_up_price_dict[code] = limit_up_price # 首板数据加工 prices = [] for data in dataList: code = data["code"] price = data["price"] limit_up_time = data["time"] if limit_up_time == "00:00:00": limit_up_time = None if code not in limit_up_price_dict: continue is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.001 # 纠正数据 if is_limit_up and limit_up_time is None: limit_up_time = tool.get_now_time_str() if is_limit_up: # 加入首板涨停 gpcode_manager.FirstCodeManager().add_limited_up_record([code]) pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code) if pricePre is None: init_data_util.re_set_price_pres([code]) rate = round((float(price) - pricePre) * 100 / pricePre, 1) prices.append( {"code": code, "time": limit_up_time, "rate": rate, "limit_up": is_limit_up}) gpcode_first_screen_manager.process_ticks(prices) logger_l2_codes_subscript.info(f"({request_id})l2代码相关数据加载完成") return tick_datas