def outputRes(self,df_final,timestamp,buyCount):
trade = self.__config.get_t1()['trade']
if buyCount <= 0:
return None
buyMoney = (float(df_final['price']) + trade['addPrice']) * trade['volume']
if buyMoney > self.__balance:
return None
price = str('%.2f' % (float(df_final['price']) + trade['addPrice']))
info = '[%s] 在 %s 以 %s 买入 [%s]%s %s 股' % (Utils.getCurrentTime(),str(df_final['date']) + ' ' + str(df_final['time']), price, df_final['code'], df_final['name'], str(trade['volume']))
MyLog.info(info)
now = dt.datetime.now()
deltaSeconds = (now - timestamp).seconds
if deltaSeconds > trade['timestampLimit']:
MyLog.info('[%s] 行情超时 %s秒 放弃买入' % (df_final['code'],deltaSeconds))
return None
if trade['enable']:
res = str(self.__trade.buy(df_final['code'],trade['volume'],float(price)))
if 'entrust_no' in res:
self.__buyedCount = self.__buyedCount + 1
self.__balance = self.__balance - buyMoney
return df_final['code']
return None
if trade['enableMock']:
res = self.__mockTrade.mockTrade(df_final['code'],float(price),trade['volume'])
if res == 0:
self.__buyedCount = self.__buyedCount + 1
self.__balance = self.__balance - buyMoney
return df_final['code']
return None
return df_final['code']
def isBigMoneyMatch(self, stock, conf):
p = stock.get_net() / stock.getBigMoneyIn()
flag = p > self.__config.get_t1()['big_money']['threshold']
if flag == True:
last_line = stock.get_Lastline()
info = '[%s] *** [%s] match big_money at %s %s,net=%s,in=%s,p=%s ***' % (
Utils.getCurrentTime(), stock.get_code(), last_line['date'],
last_line['time'], str(
stock.get_net()), str(stock.getBigMoneyIn()), str(p * 100))
MyLog.info(info)
return flag
def cancelBuyIfNeed(self, stock, dh, timestamp, lock, balance):
trade = self.__config.get_t1()['trade']
last_second_line = stock.get_LastSecondline()
now_line = stock.get_Lastline()
last_second_buy1_v = self.convertToFloat(last_second_line['b1_v'])
last_second_buy1_amount = float(
last_second_line['b1_p']) * last_second_buy1_v * 100
now_buy1_v = self.convertToFloat(now_line['b1_v'])
now_buy1_amount = float(now_line['b1_p']) * now_buy1_v * 100
stop_price = round(float(now_line['pre_close']) * 1.1, 2)
max_b1_amount = stock.get_cache('max_b1_amount')
deal_amount = self.convertToFloat(
now_line['amount']) - self.convertToFloat(
last_second_line['amount'])
cancel_b1_amount = self.__config.get_t1()['hit10']['cancel_b1_amount']
strTime = time.strftime('%H:%M:%S', time.localtime(time.time()))
if strTime > '13:30:00':
cancel_b1_amount = self.__config.get_t1(
)['hit10']['cancel_b1_amount_1']
if strTime > '14:30:00':
cancel_b1_amount = self.__config.get_t1(
)['hit10']['cancel_b1_amount_2']
if max_b1_amount is None:
max_b1_amount = -1
sum_last_10_deal_amount = 0
last_10_deal_amount = stock.get_cache('deal_amount')
if last_10_deal_amount is not None:
sum_last_10_deal_amount = sum(last_10_deal_amount)
if float(now_line['price']) == stop_price:
if float(now_line['b1_p']) == stop_price and self.convertToFloat(
now_line['a1_v']
) == 0 and (
now_buy1_amount < cancel_b1_amount
or now_buy1_v < last_second_buy1_v *
self.__config.get_t1()['hit10']['cancel_ratio']
or now_buy1_amount < max_b1_amount *
self.__config.get_t1()['hit10']['cancel_ratio_max_amount']
or deal_amount >= now_buy1_amount *
self.__config.get_t1()['hit10']['cancel_deal_amount_ratio']
or sum_last_10_deal_amount > now_buy1_amount *
self.__config.get_t1()['hit10']['max_deal_amount']):
info = '[%s] 在 [%s] 撤单 [%s],b1_v=%s' % (
Utils.getCurrentTime(), str(now_line['date']) + ' ' +
str(now_line['time']), stock.get_code(), now_buy1_v)
MyLog.info(info)
if trade['enable'] or trade['enableMock']:
self.cancelBuy(trade, stock, dh, lock, balance)
def isSpeedMatch(self, stock, conf):
v30 = stock.get_speed('v30')
v120 = stock.get_speed('v120')
v300 = stock.get_speed('v300')
p = self.getCurrentPercent(stock)
v_list = [v30, v120, v300]
flag = False
if v_list[0] * 30 >= (
10 - p) * self.__config.get_t1()['speed']['v30_ratio']:
flag = True
elif v_list[0] >= self.__config.get_t1()['speed']['v30'] and (
v_list[1] >= self.__config.get_t1()['speed']['v120']
or v_list[2] >= self.__config.get_t1()['speed']['v300']):
flag = True
if flag == True:
last_line = stock.get_Lastline()
info = '[%s] *** [%s] match speed at %s %s,v30=%s,v120=%s,v300=%s ***' % (
Utils.getCurrentTime(), stock.get_code(), last_line['date'],
last_line['time'], str(v30), str(v120), str(v300))
MyLog.info(info)
return flag
def isReach10Again(self, stock):
now_line = stock.get_Lastline()
stop_price = round(float(now_line['pre_close']) * 1.1, 2)
if float(now_line['b1_p']) == stop_price and self.convertToFloat(
now_line['a1_v']) == 0:
stock.set_cache('min_break', None)
stock.set_cache('status', None)
return False
else:
if self.convertToFloat(now_line['a5_v']) != 0:
return False
if stock.get_cache('min_break') is None or stock.get_cache(
'min_break') > self.__config.get_t1(
)['hit10']['min_break']:
return False
if stock.get_cache('break_time') is None or (
dt.datetime.now() - stock.get_cache('break_time')
).seconds > self.__config.get_t1()['hit10']['break_time']:
return False
if stock.get_cache('hit_top_time') is None or (
stock.get_cache('break_time') -
stock.get_cache('hit_top_time')
).seconds < self.__config.get_t1()['hit10']['hit_break_inter']:
return False
total_sell = 0
for i in range(1, 6):
total_sell += self.convertToFloat(
now_line['a' + str(i) + '_v']) * self.convertToFloat(
now_line['a' + str(i) + '_p']) * 100
if total_sell > stock.get_cache(
'max_b1_amount') * self.__config.get_t1(
)['hit10']['max_b1_amount_ratio']:
return False
info = '[%s]在[%s][%s] match 10,b1_v=%s' % (
Utils.getCurrentTime(), str(now_line['date']) + ' ' +
str(now_line['time']), stock.get_code(), now_line['b1_v'])
MyLog.info(info)
return True
