def riseStopCheck(self, stocks):
# 连续3个涨停板，三个涨停必须满足： 1，连续； 2，只有3个，不能多。
check_period = 10
selected_stocks = []
for stock in stocks:
close_prices = history_bars(stock, check_period+1, '1d', 'close')
if (Utility.isContinueRiseStop(close_prices, max_co_present=3)
and not Utility.isContinueRiseStop(close_prices, max_co_present=4)):
selected_stocks.append(stock)
self.logger.debug('选出三连板的股票%s' % (stock))
return selected_stocks
def _avgCrossFind(self, open_price, close_price, avg20, avg30, avg60):
break_through = []
if Utility.avgCrossCheck(open_price, close_price, avg60):
# 突破60日均线
break_through.append(60)
if Utility.avgCrossCheck(open_price, close_price, avg30):
# 突破30日线
break_through.append(30)
if Utility.avgCrossCheck(open_price, close_price, avg20):
# 突破20日线
break_through.append(20)
return break_through
def riseStopCheck(self, stocks):
# 选出日涨停，且不是连续涨停
check_period = 10
selected_stocks = []
for stock in stocks:
high_prices = history_bars(stock, check_period+1, '1d', 'high')
close_prices = history_bars(stock, check_period+1, '1d', 'close')
# 要求收盘价等于最高价，但要求收盘价高于9.95%
if (Utility.isRiseStopNow(close_prices) and close_prices[-1] == high_prices[-1]
and not Utility.isContinueRiseStop(close_prices, max_co_present=2)):
selected_stocks.append(stock)
self.logger.debug('选出当日涨停，且不连续涨停的股票%s' % stock)
return selected_stocks
def fallStopCheck(self, stocks):
# 一月内不能出现连续跌停，且选出当日不能跌停
check_period = 20
selected_stocks = []
for stock in stocks:
close_prices = history_bars(stock, check_period+1, '1d', 'close')
if not (Utility.isContinueFallStop(close_prices, min_co_present=2)
or
Utility.isFallStopNow(close_prices)):
selected_stocks.append(stock)
else:
self.logger.debug('%s股票一月内存在连续跌停，剔除' % stock)
return selected_stocks
def volShrinkCheck(self, stocks):
check_period = 3
selected_stocks = []
for stock in stocks:
close_prices = history_bars(stock, check_period+1, '1d', 'volume')
if Utility.isabsoluteDesc(close_prices[:-1]):
selected_stocks.append(stock)
self.logger.debug('%s股票选出日前连续3天缩量下跌' % stock)
return selected_stocks
def filterBuySuspend(self, select_stocks, bar_dict):
# 过滤正在持仓的股票
# 过滤当天停盘的股票
# 过滤处于空头市场的股票
hold_stocks = self.tdb.getHoldStocks()
for buy_reason in select_stocks.keys():
stocks = select_stocks[buy_reason]
buy_candidate = []
for stock in stocks:
# 过滤停盘和持仓的股票
if not (bar_dict[stock].suspended or stock in hold_stocks):
# 只保留多头市场下的候选股票, 过滤处于空头市场的股票
if self.bp_sh and Utility.isSHZstock(stock):
# pdb.set_trace()
buy_candidate.append(stock)
elif self.bp_sz and Utility.isSZCstock(stock):
buy_candidate.append(stock)
select_stocks[buy_reason] = buy_candidate
return select_stocks
def tunoverRateCheck(self, stocks):
# 换手率数据取不到，因此采用成交量数据代替
# 换手率=当日成交额/流通股本
check_period = 3
selected_stocks = []
for stock in stocks:
vols = history_bars(stock, check_period, '1d', 'volume')
if Utility.isabsoluteIncr(vols):
selected_stocks.append(stock)
self.logger.debug('选出成交量逐渐放大的股票%s' % (stock))
return selected_stocks
def _strengthCheck(self, break_through, open_price, close_price, avg20, avg30, avg60):
if len(break_through) == 0:
# 没有上穿任何一条中期均线，直接忽略
return False
elif len(break_through) < 3:
# 只突破了2条或者1条中期均线，则必须是强势突破形态，上方不能有明显的均线压制
if close_price < avg20 and Utility.incraceRate(avg20, close_price) < 0.03:
# 判断是否被20日线压制(20日线距离收盘价小于3%)
return False
if close_price < avg30 and Utility.incraceRate(avg30, close_price) < 0.03:
# 判断是否被30日线压制(30日线距离收盘价小于3%)
return False
if close_price < avg60 and Utility.incraceRate(avg60, close_price) < 0.03:
# 判断是否被60日线压制(60日线距离收盘价小于3%)
return False
# 判断上穿均线和收盘价的位置关系：
# 1，如果长阳线的位置太靠上，那么突破当天所透支的能量太多，有回调需求, 不能选择。
# 2，一阳穿三阴，超级强势形态
mp = {20: avg20, 30: avg30, 60: avg60}
return Utility.avgPositionCheck(close_price, open_price, [mp[key] for key in break_through], 0.4)
def seekBoardCheck(self, sc_dict):
# 涨停卖出规则：买入条件为打板时，只要不能连续涨停就卖出
sell_stocks = []
for stock in sc_dict.keys():
close = history_bars(stock, self.period, '1d', 'close')
buy_reason = sc_dict[stock][2]
if buy_reason == '打板' \
and not Utility.isRiseStopNow(close):
sell_stocks.append(stock)
# 从可卖股票中删除打板股票，以免对后续处理造成影响
for stock in sell_stocks:
sc_dict.pop(stock)
return sell_stocks