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: 是否可买, 不能买的原因/可买的板块, 是否量够 """ # print(f"{target_code}:执行策略") if not settings.can_buy_ge_code: if target_code.find("60") != 0 and target_code.find("00") != 0: return False, "创业板/科创板的票不买" else: if target_code.find("60") != 0 and target_code.find("00") != 0 and target_code.find("30") != 0: return False, "科创板的票不买" if sv.板块成交代码: deal_codes = set() for p in sv.板块成交代码: deal_codes |= set(sv.板块成交代码[p]) if len(deal_codes) >= settings.max_buy_codes_count: return False, f"买入代码数超限({len(deal_codes)}/{settings.max_buy_codes_count})" # 目标票板块涨停个数>=2 can_buy_plates = set() for plate in sv.代码板块: if not sv.资金流入板块 or plate not in sv.资金流入板块: continue if plate in sv.连续老题材: continue if plate in sv.日出现的板块_2: # 老题材 threshold_count = settings.limit_up_count_of_old_plate else: # 新题材 threshold_count = settings.limit_up_count_of_new_plate if len(sv.开盘啦最正板块涨停.get(plate, [])) >= threshold_count: can_buy_plates.add(plate) if not sv.当前价: return False, "无当前价" # if getattr(sv, f"涨停数_{settings.has_limit_up_days}") < 1 and getattr(sv, f"炸板数_{settings.has_limit_up_days}") < 1: # return False, f"近{settings.has_limit_up_days}个交易日无涨停/无炸板" if settings.cant_yesterday_limit_down and not sv.昨日非跌停: return False, "昨日跌停" if settings.cant_yesterday_limit_up and not sv.昨日非涨停: return False, "昨日涨停" if settings.cant_yesterday_open_limit_up and not sv.昨日非炸板: return False, "昨日炸板" if sv.今日涨停价 > settings.price_range[1] or sv.今日涨停价 < settings.price_range[0]: return False, f"今日涨停价高于{settings.price_range[1]}/低于{settings.price_range[0]}" if getattr(sv, f"涨停数_{settings.trade_days_count_of_limit_up}") >= settings.count_of_limit_up: return False, f"{settings.trade_days_count_of_limit_up}日涨停数>{settings.count_of_limit_up}" if getattr(sv, f"跌停数_{settings.trade_days_count_of_limit_down}") >= settings.count_of_limit_down: return False, f"{settings.trade_days_count_of_limit_down}日跌停数>{settings.count_of_limit_down}" if getattr(sv, f"炸板数_{settings.trade_days_count_of_open_limit_up}") >= settings.count_of_open_limit_up: return False, f"{settings.trade_days_count_of_open_limit_up}日炸板数>{settings.count_of_open_limit_up}" if sv.涨停数_10 + sv.炸板数_10 >= 4: return False, f"10天内>=4个涨停/炸板" if sv.今日开盘价 and (sv.今日开盘价 - sv.昨日收盘价) / sv.昨日收盘价 < settings.min_open_rate: return False, f"开盘涨幅小于{settings.min_open_rate}" rate = (sv.当前价 - sv.昨日收盘价) / sv.昨日收盘价 if rate >= settings.avaiable_rates[1] or rate < settings.avaiable_rates[0]: return False, f"涨幅不在区间内（{settings.avaiable_rates[0]}-{settings.avaiable_rates[1]}）:{rate}" if sv.自由流通市值 > settings.zyltgb_range[1] * 1e8 or sv.自由流通市值 < settings.zyltgb_range[0] * 1e8: return False, f"自由市值（{sv.自由流通市值}）不满足要求" if sv.六个交易日涨幅过高: return False, f"6个交易日涨幅过高" if sv.日三板个数_10 >= 1: return False, f"10个交易日有>=3连板" if sv.涨得高未放量: return False, f"涨得高未放量" # if sv.当前价 > sv.昨日最低价 * 1.1: # return False, f"买入时的价格必须≤昨日最低价*110%" # if (sv.当前价 - sv.今日最低价) / sv.昨日收盘价 > 0.03: # return False, f"买入时的价格不能高于今日最低价的3%" if abs((sv.当前价 - round(sv.今日成交额 / sv.今日成交量, 2)) / sv.昨日收盘价) >= settings.max_rate_than_average_price: return False, f"买入价高于均价{settings.max_rate_than_average_price}({abs((sv.当前价 - round(sv.今日成交额 / sv.今日成交量, 2)) / sv.昨日收盘价)})" if (sv.今日最高价信息[0] - sv.当前价) / sv.昨日收盘价 > settings.min_rate_of_highest_and_price: return False, f"低于分时高价{settings.min_rate_of_highest_and_price}" if not settings.can_buy_limited_up and abs(sv.今日最高价信息[0] - sv.今日涨停价) <= 0.001: return False, f"今日有涨停" # if sv.涨停数_30 <= 0 and not sv.日放倍量日期_15: # return False, "30个交易日无涨停且15个交易日无倍量" # 目标票板块涨停个数>=2 # 板块只能买入一个代码 if sv.板块成交代码: can_buy_plates -= set(sv.板块成交代码.keys()) if not can_buy_plates: return False, f"没有涨停的板块: {[(plate, sv.开盘啦最正板块涨停.get(plate)) for plate in sv.代码板块 if sv.开盘啦最正板块涨停]} 连续老题材：{sv.连续老题材}" # new_plates = set(can_buy_plates) - sv.日出现的板块_2 # if new_plates: # # 有新题材，判断是否过昨日前高 # if sv.今日最高价信息[0] - sv.昨日最高价 < 0.02: # return False, "今日最高价需大于昨日最高价" # else: # if sv.今日最高价信息[0] - sv.日最高价_5 < 0.02: # return False, "今日最高价需大于5日最高价" if settings.trade_days_count_of_limit_up_price_over_high and sv.今日涨停价 <= getattr(sv, f"日最高价_{settings.trade_days_count_of_limit_up_price_over_high}"): return False, f"今日涨停价要突破{settings.trade_days_count_of_limit_up_price_over_high}日最高价" # if sv.今日成交量 < sv.昨日成交量 * 0.8: # return False, f"实时成交量必须≥80%昨日总成交量" # =======成交大单===== big_order_money = 0 if sv.今日大单数据: # print(sv.今日大单数据[-1][3], format_time(sv.今日大单数据[-1][3])) # filter_orders = [(o[0], o[2]) for o in sv.今日大单数据 if format_time(o[3]) >= sv.今日量够信息[0]] filter_orders = [(o[0], o[2]) for o in sv.今日大单数据] 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] threshold_money = max(1.5 * sv.自由流通市值 // 1000, 200e4) limit_up_codes_count = max([(p, len(sv.开盘啦最正板块涨停.get(p, []))) for p in can_buy_plates], key=lambda x: x[1])[1] # 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})大单金额不足" big_sell_order_money = 0 if big_order_money < threshold_money: return False, f"({round(big_order_money / 1e4, 2)}万/{round(threshold_money / 1e4, 2)}万)大单金额不足" return True, f" \n\t大单信息：{round(big_order_money / 1e4, 2)}万（买：{round(big_order_money / 1e4, 2)}万 卖：{round(big_sell_order_money / 1e4, 2)}万）/{round(threshold_money / 1e4, 2)}万 \n\t量够信息：{sv.今日量够信息}\n\t今日最高价:{sv.今日最高价信息} \n\t5日最高价：{sv.日最高价_5}", f"\n\t板块信息：{[(p, sv.开盘啦最正板块涨停.get(p)) for p in can_buy_plates]}", can_buy_plates compute_result = can_buy()