""" 该模块下进行卖出策略的编写 """ # import decimal import datetime from log_module import async_log_util from log_module.log import logger_common # import time # 引入掘金API # from gm.api import * from strategy import basic_methods from strategy import data_cache # import account_management from strategy import order_methods from utils import tool # 获取logger实例 logger = logger_common # 构建获取个股记录下来的实时当日开盘价函数 def get_symbol_current_open(symbol): if data_cache.all_stocks_current_open.get(symbol) is not None: return data_cache.all_stocks_current_open[symbol]['current_open'] else: return None # 构建获取个股记录下来的实时当日最高价函数 def get_symbol_current_high(symbol): if data_cache.all_stocks_current_high_and_low.get(symbol) is not None: return data_cache.all_stocks_current_high_and_low[symbol]['current_high'] else: return None # 构建获取个股记录下来的实时当日最低价函数 def get_symbol_current_low(symbol): if data_cache.all_stocks_current_high_and_low.get(symbol) is not None: return data_cache.all_stocks_current_high_and_low[symbol]['current_low'] else: return None # 构建一个更新当前最新总成交量的对象 class VolumeTracker: # 初始化 前一个当前总成交量 def __init__(self): self.__previous_current_volume = 0 self.__last_deal_volume = 0 # 更新 当前总成交量的函数 def update_current_volume(self, new_current_volume): """ 设置最新量 :param new_current_volume: :return: """ # 更新previous_current_volume为新的current_volume self.__last_deal_volume = new_current_volume - self.__previous_current_volume self.__previous_current_volume = new_current_volume return self.__last_deal_volume def get_last_deal_volume(self): """ 获取瞬时成交量 :return: """ return self.__last_deal_volume def get_previous_current_volume(self): return self.__previous_current_volume # 创建一个字典来存储每只股票的VolumeTracker实例 symbol_volume_trackers = {} def logger_info(content): """ 日志记录 :param content: :return: """ async_log_util.info(logger, content) # 更新个股成交量函数 def update_symbol_volume(symbol, new_volume): # 确保股票代码在字典中有对应的VolumeTracker实例 if symbol not in symbol_volume_trackers: symbol_volume_trackers[symbol] = VolumeTracker() # 检索对应的VolumeTracker实例并更新成交量 tracker: VolumeTracker = symbol_volume_trackers[symbol] # 获取上一个交易量 previous_current_volume = tracker.get_previous_current_volume() # 计算顺势交易量 last_volume = tracker.update_current_volume(new_volume) # if last_volume: # print( # f"瞬时量变 {symbol}: 上一个：{previous_current_volume} -> 最新：{new_volume} 瞬时成交量 {last_volume}") return last_volume # 分时变化策略 def instantaneous_change_strategy(current_info): # 设定当前时间点 now_time = tool.get_now_time_str() symbol_code = current_info[0] # 券商接口为纯数字编号 # symbol = symbol_code symbol = basic_methods.format_stock_symbol(symbol_code) # 转化为掘金数据来源的股票代码 # symbol_code = symbol.split('.')[1] # 将掘金格式的股票代码转化为纯数字类型 # print(f"symbol==={symbol}") pre_close = current_info[1] # 昨日收盘价 current_price = current_info[2] # 获取当前最新价 current_open = get_symbol_current_open(symbol) # 当日开盘价 current_high = get_symbol_current_high(symbol) # 当日当时最高价 current_low = get_symbol_current_low(symbol) # 当日当时最低价 current_volume = current_info[3] # 当日当时的总成交量 current_last_volume = update_symbol_volume(symbol, current_volume) # 获取瞬时交易量 # current_last_volume = result[0] # 获取上一个当日当时的总成交量 current_amount = current_info[4] # 当日当时的总成交额 current_quotes_buy = current_info[5] # 买5档数据 current_quotes_sell = current_info[6] # 卖5档数据 current_created_at = current_info[7] # 当前信息创建时间 # 如果最新价获取失败，就取买一价 if current_price <= 0: current_price = current_quotes_buy[0][0] # print( # f"买一价：{current_quotes_buy[0][0]},买二价：{current_quotes_buy[1][0]},买三价：{current_quotes_buy[2][0]},买四价：{current_quotes_buy[3][0]},买五价：{current_quotes_buy[4][0]}") # print( # f"卖一价：{current_quotes_sell[0][0]},卖二价：{current_quotes_sell[1][0]},卖三价：{current_quotes_sell[2][0]},卖四价：{current_quotes_sell[3][0]},卖五价：{current_quotes_sell[4][0]}") # print( # f"买一量：{current_quotes_buy[0][1]},卖二量：{current_quotes_buy[1][1]},卖三量：{current_quotes_buy[2][1]},卖四量：{current_quotes_buy[3][1]},卖五量：{current_quotes_buy[4][1]}") # print( # f"卖一量：{current_quotes_sell[0][1]},买二量：{current_quotes_sell[1][1]},买三量：{current_quotes_sell[2][1]},买四量：{current_quotes_sell[3][1]},买五量：{current_quotes_sell[4][1]}") # 如果在持仓可用里面有 当前current_data循环到的个股tick 就开始做具体的逻辑判断 # print(f"data_cache.account_positions=={data_cache.account_positions}") # :return: {'code': 0, 'data': [{'investorID': '00044396', 'tradingDay': '20250109', 'securityName': '海得控制', 'securityID': '002184', 'historyPos': 0, 'historyPosFrozen': 0, 'todayBSPos': 1000, 'todayBSPosFrozen': 0, 'historyPosPrice': 0.0, 'totalPosCost': 20316.176271, 'prePosition': 0, 'availablePosition': 0, 'currentPosition': 1000, 'openPosCost': 20310.0, 'todayCommission': 6.176271, 'todayTotalBuyAmount': 20310.0, 'todayTotalSellAmount': 0.0}, {'investorID': '00044396', 'tradingDay': '20250109', 'securityName': '省广集团', 'securityID': '002400', 'historyPos': 0, 'historyPosFrozen': 0, 'todayBSPos': 0, 'todayBSPosFrozen': 0, 'historyPosPrice': 0.0, 'totalPosCost': 0.0, 'prePosition': 0, 'availablePosition': 0, 'currentPosition': 0, 'openPosCost': 0.0, 'todayCommission': 0.0, 'todayTotalBuyAmount': 8230.0, 'todayTotalSellAmount': 0.0}]} # print(f"data_cache.account_positions_dict==={data_cache.account_positions_dict}") account_positions_dict = data_cache.account_positions_dict if account_positions_dict is not None: for index, element in enumerate(account_positions_dict): # print(f"index=={index}") # print(f"element=={element}") element_symbol = basic_methods.format_stock_symbol(element['securityID']) if symbol_code != element['securityID']: continue # 当循环到的持仓代码正好是current_data的代码时，即取得了持仓个股的行情快照数据 # logger_info(f"index = {index}") # logger_info(f"element = {element}") account_positions_symbol = element_symbol # 当前循环到的持仓个股代码 # print(f"account_positions_symbol==={account_positions_symbol}") # available_now = element['available_now'] # 当前个股可用金额 # price = d['price'] #当前行情价，，，非最新价，没有实际意义不要用！！！ vwap = element['historyPosPrice'] # 当前个股持仓均价/成本价 position_volume = element['currentPosition'] # 当前个股持仓总量 position_volume_today = element['todayTotalBuyAmount'] # 今日持仓量 position_volume_yesterday = element['availablePosition'] # 股份可用 (可用股份数量) # 昨日持仓量（可用持仓量） # print(symbol,available_now, price, vwap) # print(f"current_open=={current_open}") # print(f"current_price=={current_price}") # print(f"current_high=={current_high}") # print(f"current_low=={current_low}") # print(f"current_amount 总成交额 ==={round(current_amount / 10000, 2)} 万") # print(f"current_volume 总成交量 ==={round(current_volume / 10000, 2)} 万") # # print(f"current_last_volume 上一刻 总成交量 === {round(current_last_volume/10000, 2)} 万") # print(f"last_volume 瞬时成交量==={round(current_last_volume, 2)}") # print(f"current_quotes_buy=={current_quotes_buy}") # print(f"current_quotes_sell=={current_quotes_sell}") # 在字典K线下的查询当前个股的K线并赋值以便使用 k_line_data = data_cache.all_stocks_all_K_line_property_dict.get(account_positions_symbol, None) # 处理行情订阅中持仓金额>0的个股（或者直接把先把指数的数据过滤掉放进来） if position_volume_yesterday > 0: # 如果可用资金不等于0 且 持仓数量大于0 （不知名原因导致有些票会获取到零值导致后续公式报错，阻止intraday_growth函数正常运行） # 进入集合竞价前和收盘前作持仓可用交易，在此时间为不生效 if data_cache.BEFORE_OPEN_BIDDING_TIME < now_time < data_cache.AFTER_CLOSING_TIME: # logger_info(f"account_positions_element = 【{k_line_data[0]['sec_name']}】 代码:{element['symbol']} 股持仓均价:{element['vwap']} 持仓量:{element['volume']} ") # print(f"available_now_index===={index}") # 调用涨幅公式计算对应的股票tick瞬时涨幅 tick_growth = basic_methods.tick_growth(symbol, current_price) # 计算当日当时涨幅 today_growth = basic_methods.intraday_growth(current_price, k_line_data[0]['close']) # 计算当日开盘涨幅（如果计算时获取到的最新价为0，进入容错模式，只有当开盘价不为0时才正常计算，如果为0，那么将开盘涨幅设置为0.01【因为如果设置为0，昨日未涨停的票大概率会默认抛掉】） if current_open != 0: today_open_growth = basic_methods.intraday_growth(current_open, k_line_data[0]['close']) else: today_open_growth = 0.01 # 计算当时浮动盈亏 floating_profit_and_loss = basic_methods.intraday_growth(current_price, vwap) # 计算昨日涨停价 目前函数中的pre_close应该传入前天的收盘价，而非昨天的 # yesterday_limit_up_price = basic_methods.limit_up_price(k_line_data[1]['close']) # 计算今日涨停价 today_limit_up_price = basic_methods.limit_up_price(k_line_data[0]['close']) # 计算今日跌停价 today_limit_down_price = basic_methods.limit_down_price(k_line_data[0]['close']) # print( # f"今日可用持仓股票数量=================================================================【{len(data_cache.available_symbols_set)}】") # print(f"持仓可用股{symbol}") # print( # f"【{k_line_data[0]['sec_name']}】上个交易日 最高{history_data[1]['high']}，收盘{history_data[1]['close']}") # 由于会存在分时L1数据中最新价为0导致current_low==0的情况，所以当出现这一情况时，将它直接赋值为昨收价（目前没有办法根本解决） if current_low == 0: current_low = k_line_data[0]['close'] ''' 集合竞价阶段决断（只判断一次） ''' # 09:25:06---09:30:00 if data_cache.LATER_OPEN_BIDDING_TIME < now_time < data_cache.OPENING_TIME and data_cache.execution_times < len( data_cache.available_symbols_set): # 每进入该条件分支一次就把进入次数自加1 data_cache.execution_times += 1 logger_info(f"这个分支逻辑已经执行次数：{data_cache.execution_times}") logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】,开盘涨幅:{today_open_growth}%，当日当时涨幅：{today_growth}，瞬时涨幅{tick_growth}，当日当时浮动盈亏{floating_profit_and_loss}。当日开盘价：{current_open}，昨日收盘价：{k_line_data[0]['close']}") # 昨日起飞失败 if k_line_data[0]['attribute'] not in ( data_cache.limit_up_type + data_cache.frying_plate_type + data_cache.limit_down_type): if floating_profit_and_loss > 0: if today_open_growth < -1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮盈】【低开】,低开:{today_open_growth}%，设定委卖数量【十分之一仓】") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if floating_profit_and_loss <= 0: # 中高开/大高开视界 if today_open_growth >= 4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【十分之五仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 小高开视界 if 4 > today_open_growth >= 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之三仓】") order_methods.sell_order_by_part_volume(0.3, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 平开视界 +- 1 if -1 < today_open_growth < 1: logger_info( f"【集合竞价】【平开】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【十分之五仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 低开视界 if today_open_growth <= -1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日起飞失败】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日涨停视界 if k_line_data[0]['attribute'] in data_cache.limit_up_type: if floating_profit_and_loss > 0: pass if floating_profit_and_loss <= 0: # 平开视界 < ±1% if -1 < today_open_growth < 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【无，集合竞价阶段不决策】") # 低开视界 if today_open_growth <= -1: # 小低开视界 if -4 < today_open_growth <= -1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之五仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 中低开/大低开视界 if today_open_growth <= -4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日涨停】【浮亏】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 如果昨日集合竞价最后时刻炸板的股票【开盘啦昨日炸板但通过K线数据计算涨停的股票代码列表】 if symbol in data_cache.yesterday_frying_plate_last_minute_list: # 开盘涨幅小于9.6% if today_open_growth < 9.6: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日K线涨停，开盘啦炸板】【非触摸板状态】,开盘涨幅:{today_open_growth}%，设定委卖数量【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日炸板视界 if k_line_data[0]['attribute'] in data_cache.frying_plate_type: if floating_profit_and_loss > 0: # 中高开/大高开视界 if today_open_growth >= 4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【二十分之一仓】") order_methods.sell_order_by_part_volume(0.05, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 小高开视界 if 4 > today_open_growth >= 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之一仓】") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 平开视界 < ±1% if -1 < today_open_growth < 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【平开】,平开:{today_open_growth}%，设定委卖数量【四分之一仓】") order_methods.sell_order_by_part_volume(0.25, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 小低开视界 if -4 < today_open_growth <= -1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮盈】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之三仓】") order_methods.sell_order_by_part_volume(0.3, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 中低开/大低开视界 if today_open_growth <= -4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【半仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if floating_profit_and_loss <= 0: # 中高开/大高开视界 if today_open_growth >= 4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【中高开/大高开】,高开:{today_open_growth}%，设定委卖数量【十分之二仓】") order_methods.sell_order_by_part_volume(0.2, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 小高开视界 if 4 > today_open_growth >= 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【小高开】,高开:{today_open_growth}%，设定委卖数量【十分之五仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 平开视界 < ±1% if -1 < today_open_growth < 1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【平开】,平开:{today_open_growth}%，设定委卖数量【十分之五仓】") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 小低开视界 if -4 < today_open_growth <= -1: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【小低开】,低开:{today_open_growth}%，设定委卖数量【十分之七仓】") order_methods.sell_order_by_part_volume(0.7, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 中低开/大低开视界 if today_open_growth <= -4: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日炸板】【浮亏】【中低开/大低开】,低开:{today_open_growth}%，设定委卖数量【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日跌停视界 if k_line_data[0]['attribute'] in data_cache.limit_down_type: logger_info( f"【集合竞价】【{k_line_data[0]['sec_name']}】【昨日跌停】【无论开盘涨幅多少！！！】,开盘涨幅:{today_open_growth}%，设定委卖数量【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) ''' 开盘阶段临机决策 ''' if data_cache.OPENING_TIME < now_time < data_cache.AFTER_CLOSING_TIME: # 当日未涨停视界 if today_limit_up_price != current_high: # 昨日起飞失败视界 if k_line_data[0]['attribute'] not in ( data_cache.limit_up_type + data_cache.frying_plate_type + data_cache.limit_down_type): # 浮动盈亏【亏】 if floating_profit_and_loss < 0: if tick_growth < -0.1 and current_price <= current_low: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-0.1%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if tick_growth < -1 and today_growth < 0 and current_price <= current_low: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅 <0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日涨停视界 if k_line_data[0]['attribute'] in data_cache.limit_up_type: # 浮动盈亏【亏】 if floating_profit_and_loss < 0: if tick_growth < -0.1 and today_growth < -4: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅 <-4%】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if tick_growth < -0.1 and today_growth < 0 and current_price <= current_low: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅小于0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日炸板视界 if k_line_data[0]['attribute'] in data_cache.limit_up_type: # 浮动盈亏【盈】 if floating_profit_and_loss < 0: if tick_growth < -1 and today_growth < 0 and current_price <= current_low: order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 浮动盈亏【亏】 if floating_profit_and_loss < 0: if tick_growth < -0.1 and current_price <= current_low: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-0.1%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【十分之一仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if tick_growth < -1 and today_growth < 0 and current_price <= current_low: logger_info( f"【开盘临机】【浮动盈亏当前亏】【瞬时跌幅 <-1%】【当日当时涨幅小于0%】【当日新低】【{k_line_data[0]['sec_name']}】,设定委卖数量【全仓】，【瞬时跌幅：{round(tick_growth, 2)}%】，当日当时涨幅：{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 昨日跌停视界 if k_line_data[0]['attribute'] in data_cache.limit_up_type: # 执行与集合竞价一致，全仓出，不再复写 pass # 当日涨停视界（板上盯 有时间限制 9:30:00 --- 14:36:00） if data_cache.OPENING_TIME < now_time < data_cache.WATCH_DISK_END_TIME: # if symbol in data_cache.LIMIT_UP_SELL_CODES: if today_limit_up_price == current_high: logger_info( f"【开盘临机】【{k_line_data[0]['sec_name']}】 触及涨停！ 买一总金额：{round(current_quotes_buy[0][1] * current_quotes_buy[0][0] / 10000, 2)} 万，当日当时量：{current_volume}") # 如果 买一总金额 < 200000 买一总金额 在L1情况下估计的炸板前最后一刻的最低买一额无法缩小到更小，其本身跨度也因股票因时间因往下砸的力度而异，不然无法观察到结果。 if current_quotes_buy[0][1] * current_quotes_buy[0][0] < 1000000: logger_info( f"【开盘临机】【炸板风险！！】【{k_line_data[0]['sec_name']}】 买盘金额小于100万！ 买一额：【{current_quotes_buy[0][1]}】，当日当时量：{current_volume}") if current_volume < k_line_data[0]['volume'] * 0.6: logger_info( f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 买盘小于1万 且 今日量小于昨日量的 0.6，设定委卖数量【十分之一仓】，当日当时量：{current_volume}") # 设定委卖数量【十分之一仓】 order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) else: logger_info(f"【开盘临机】【{k_line_data[0]['sec_name']}】 涨停封板！！") ''' 下面是目前看来更有效的板上盯卖 ''' # 如果 卖一 量 为零 if current_quotes_sell[0][1] * current_quotes_sell[0][0] == 0: logger_info( f"【开盘临机】【强势封板！！！】【{k_line_data[0]['sec_name']}】 买一总金额：{round(current_quotes_buy[0][1] * current_quotes_buy[0][0] / 10000, 2)} 万，当日当时量：{current_volume}") else: if current_volume < k_line_data[0]['volume'] * 0.6: logger_info( f"【开盘临机】【 炸板中！！且当日量不足】【{k_line_data[0]['sec_name']}】 卖一数量不等于0，设定委卖数量【十分之一仓】，当日当时量：{current_volume}") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 如果 卖二 量炸出来了，那么就是彻底炸开了。 if current_quotes_sell[1][1] != 0: logger_info( f"【开盘临机】【 炸板炸开了！！】【{k_line_data[0]['sec_name']}】 卖二数量不等于0，设定委卖数量【十分之二仓】，当日当时量：{current_volume}") order_methods.sell_order_by_part_volume(0.2, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) if current_volume < k_line_data[0]['volume'] * 0.8: logger_info( f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 买盘小于1万 且 今日量小于昨日量的 0.8，当日当时量：{current_volume}") # 该股加入到板上盯卖的集合中 所以设定卖出全仓 if symbol in data_cache.LIMIT_UP_SELL_CODES: logger_info( f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 板上盯卖 |开启| 设定委卖【全仓】") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) else: logger_info( f"【开盘临机】【 炸板！！且当日量不足】【{k_line_data[0]['sec_name']}】 板上盯卖 |关闭| 设定委卖【十分之一仓】") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 当前时间超过午盘时间【午盘决策】 if now_time > data_cache.NOON_MARKET_TIME: # 进入当前最新价低于当日最低价 且 瞬时下跌 if current_price <= current_low and tick_growth < -0.2: # 进入昨日首板涨停视界（昨日涨停但前日未涨停）且 当日当前量未超昨日量 if k_line_data[0]['attribute'] in data_cache.limit_up_type and k_line_data[1][ 'attribute'] not in data_cache.limit_up_type and current_volume <= \ k_line_data[0]['volume']: if today_limit_up_price != current_high or today_growth < 7: logger_info( f"【午盘决策】【昨日涨停】【当日未涨停 或 当日当时涨幅小于7%】【{k_line_data[0]['sec_name']}】 设定委卖数量【十分之五仓】，当日当时涨幅为{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(0.5, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # 当前时间超过平仓时间【尾盘决断】 if now_time > data_cache.CLOSE_POSITION_TIME: if today_limit_up_price != current_high or today_growth < 7: logger_info( f"【尾盘决断】【当日未涨停 或 当日当时涨幅小于7%】【{k_line_data[0]['sec_name']}】 设定委卖数量【全仓】，当日当时涨幅为{today_growth}。最新价：：{current_price}，昨日收盘价：{k_line_data[0]['close']}") order_methods.sell_order_by_part_volume(1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) # L2级数据触发的板上盯的炸板策略 def explosion_strategy(code): if code not in data_cache.available_symbols_set: return "没在持仓中" current_info = data_cache.current_l1_dict.get(code) if not current_info: return "L1数据不存在" # symbol = symbol_code symbol = basic_methods.format_stock_symbol(code) # 转化为掘金数据格式的股票代码 current_price = current_info[2] # 获取当前最新价 current_volume = current_info[3] # 当日当时的总成交量 current_quotes_sell = current_info[6] # 卖5档数据 k_line_data = data_cache.all_stocks_all_K_line_property_dict.get(symbol, None) position_info, index = None, None for i, element in enumerate(data_cache.account_positions_dict): if code == element['securityID']: # 当循环到的持仓代码正好是current_data的代码时，即取得了持仓个股的行情快照数据 position_info = element index = i break if not position_info: return "无持仓数据" position_volume_yesterday = position_info['availablePosition'] # 股份可用 (可用股份数量) # 昨日持仓量（可用持仓量） # 该股加入到板上盯卖的集合中 所以设定卖出全仓 data_cache.LIMIT_UP_SELL_CODES 是华鑫格式的代码 if code in data_cache.LIMIT_UP_SELL_CODES: logger_info(f"L2板上盯卖 |开启| 进入卖票决策") logger_info( f"【开盘临机】-【L2炸板炸开了！！】【{k_line_data[0]['sec_name']}】 卖一数量不等于0，设定委卖数量【十分之一仓】，当日当时量：{current_volume}") order_methods.sell_order_by_part_volume(0.1, symbol, position_volume_yesterday, current_price, k_line_data[0]['sec_name'], index) else: logger_info(f"板上盯卖 |关闭| 不做处理")