def sell(self, tick):
if not self.common['lock'].acquire(timeout=0.1):
return False
if self.common['b']:
rdchicang = redisRW.redisrw(redisRW.db_backtest_chicang)
else:
rdchicang = redisRW.redisrw(redisRW.db_chicang)
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
try:
rdsell = redisRW.redisrw(redisRW.db_sell)
code = tick['code']
tick_chicang = tick['chicang']
trade_date = tick['datetime']
price = tick['price']
cc_tol = tick_chicang['tol']
cc_price = price
cc_amount = comm.sell_money_from_tol(code, cc_price, cc_tol)
if not self.common['b']:
r = httpTrade.sell(code, tick['name'], price,
tick_chicang['tol'])
if r:
print('卖出下单成功')
if cc_tol > 0:
# 可用金额
self.common['balance'] += cc_amount
tick_chicang['tol'] -= cc_tol
if tick_chicang['tol'] == 0:
tick_chicang['status'] = 1
tick_chicang['sell_price'] = cc_price
zdf = (cc_price / tick_chicang['price'] - 1) * 100
if not rdchicang.delete(code):
print(code, '删除持仓数据错误。')
rdsell.write_json(
code, {
'code': code,
'datetime': trade_date,
'price': cc_price,
'money': cc_amount,
'zdf': zdf
})
return True
finally:
self.common['lock'].release()
def _stock_select(self, is_backtest, codes_info, date: datetime = None):
"""
选股
date 从指定日期开始选股，不指定则为最新
"""
# 分析的历史根数
count_week = 1
count = 2
count_short = 15
rdkline = redisRW.redisrw(redisRW.db_kline)
rdfinance = redisRW.redisrw(redisRW.db_finance)
rdxg = redisRW.redisrw(redisRW.db_xg)
rdindex = redisRW.redisrw(redisRW.db_index)
if is_backtest:
rdchicang = redisRW.redisrw(redisRW.db_backtest_chicang)
else:
rdchicang = redisRW.redisrw(redisRW.db_chicang)
for d in codes_info:
code = d['code']
if date is not None:
klines = rdkline.read_klines_from_before_date_count_dec(
code, date, count)
else:
klines = rdkline.read_klines_from_count_dec(code, count)
# 持仓
cc_data = rdchicang.read_dec(d['code'])
if cc_data:
# 重设价格
#price = rdkline.read_klines_from_date_dec(code, datetime.datetime.strptime(cc_data['chicang']['datetime'], '%Y%m%d %H:%M:%S'))[0]['open']
#cc_data['chicang']['price'] = price
# 更新市值
cc_data['chicang']['marketValue'] = comm.sell_money_from_tol(
code, klines[0]['close'], cc_data['chicang']['tol'])
rdchicang.delete(d['code'])
rdchicang.write_json(d['code'], cc_data)
continue
if len(klines) == 0:
continue
tj = (klines[0]['dif_c_dea'] == 1
and klines[0]['ma_5'] > klines[1]['ma_5'])
if not tj:
continue
r_data = comm.xg_data(code, d['name'])
if not rdxg.write_json(code, r_data):
print(code, '选股数据写入错误。')
def _xg_hot_p(self, rdchicang, codes_info, date: datetime = None):
"""
选股-热点股票
date 从指定日期开始选股，不指定则为最新
"""
# 分析的历史根数
count_week = 1
count = 2
count_short = 15
rdkline = redisRW.redisrw(redisRW.db_kline)
rdfinance = redisRW.redisrw(redisRW.db_finance)
rdxg = redisRW.redisrw(redisRW.db_xg)
rdindex = redisRW.redisrw(redisRW.db_index)
for d in codes_info:
code = d['code']
if date is not None:
klines = rdkline.read_klines_from_before_date_count_dec(
code, date, count)
else:
klines = rdkline.read_klines_from_count_dec(code, count)
# 持仓
cc_data = rdchicang.read_dec(d['code'])
if cc_data:
# 重设价格
price = rdkline.read_klines_from_date_dec(
code,
datetime.datetime.strptime(cc_data['chicang']['datetime'],
'%Y%m%d %H:%M:%S'))[0]['open']
cc_data['chicang']['price'] = price
# 更新市值
cc_data['chicang']['marketValue'] = comm.sell_money_from_tol(
code, klines[0]['close'], cc_data['chicang']['tol'])
rdchicang.delete(d['code'])
rdchicang.write_json(d['code'], cc_data)
continue
if len(klines) == 0:
continue
tj = klines[0]['pctChg'] > 0.1 and \
klines[0]['ma_5'] > klines[1]['ma_5']
if not tj:
continue
r_data = comm.xg_data(code, d['name'], 0, None, None, None, None)
if r_data and (rdxg.read_str(code) is None):
if not rdxg.write_json(code, r_data):
print(code, '选股数据写入错误。')
def buy(self, tick, fg_data):
if not self.common['lock'].acquire(timeout=0.1):
return False
if self.common['b']:
rdchicang = redisRW.redisrw(redisRW.db_backtest_chicang)
else:
rdchicang = redisRW.redisrw(redisRW.db_chicang)
try:
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
code = tick['code']
tick_chicang = tick['chicang']
trade_date = tick['datetime']
price = tick['price']
cangwei = fg_data['cangwei']
cc_max = fg_data['cc_max']
# 加仓
cc_data = rdchicang.read_dec(code)
# 新开仓
if not cc_data:
if len(rdchicang.read_codes()) >= cc_max:
return False
buy_tol = comm.buy_tol_from_money(code, self.common['balance'],
price, cangwei)
if buy_tol is None:
#print('余额不足。')
return False
cc_price = price
cc_tol = buy_tol
cc_amount = comm.sell_money_from_tol(code, cc_price, cc_tol, False)
if not self.common['b']:
r = httpTrade.buy(code, tick['name'], price, buy_tol)
if r:
print('买入下单成功')
if cc_tol > 0:
# 可用金额
self.common['balance'] -= cc_amount
chicang = {
'code': code,
'datetime': trade_date,
'price': cc_price,
'tol': cc_tol,
'marketValue': cc_amount,
'status': 0
}
# 加仓
if cc_data:
c = cc_data['chicang']
all_tol = c['tol'] + cc_tol
chicang['price'] = (
(c['price'] * c['tol'] + cc_tol * cc_price) /
all_tol).quantize(Decimal('0.01'), ROUND_HALF_UP)
chicang['tol'] = all_tol
chicang['marketValue'] = comm.sell_money_from_tol(
code, chicang['price'], chicang['tol'], False)
if not rdchicang.delete(code):
print(code, '删除持仓数据错误。')
for k in fg_data.keys():
if k not in ['cangwei', 'price_buy']:
chicang[k] = fg_data[k]
for k in chicang.keys():
tick_chicang[k] = chicang[k]
r_data = comm.xg_data(code, tick['name'], chicang)
rdchicang.write_json(code, r_data)
return True
finally:
self.common['lock'].release()
def buy(self, tick):
if not self.commobj.lock.acquire(timeout=0.1):
return False
try:
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
code = tick['code']
tick_chicang = tick['chicang']
price = tick['price']
trade_date = tick['datetime']
if redisRW.redisrw(redisRW.db_sell).read_str(code):
return
# 限定持仓数量
# if len(self.commobj.rdchicang.read_codes()) >= 1:
# return False
cangwei = '10000'
"""elif cc_tol == 1:
cangwei = '0.6'
elif cc_tol == 2:
cangwei = '0.9'"""
buy_tol = comm.buy_tol_from_money(code, self.commobj.balance,
price, cangwei)
if buy_tol is None:
# print('余额不足。。')
return False
if not self.commobj.is_backtest:
ht_bh = rpcTrade.buy(code, tick['name'], str(price), buy_tol)
print('买入合同编号：', ht_bh)
if ht_bh:
tm = datetime.datetime.now()
e = False
while not cc_tol == buy_tol:
time.sleep(0.5)
if (datetime.datetime.now() - tm).total_seconds() > 10:
# 撤单
rpcTrade.cancel_oder_all()
time.sleep(6)
e = True
cj_list = rpcTrade.get_chengjiao(ht_bh)
if cj_list:
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
for cj in cj_list:
cc_tol += cj['tol']
cc_price += Decimal(str(cj['price']))
cc_amount += Decimal(str(cj['amount']))
cc_price /= Decimal(len(cj_list))
if e:
print('已撤')
break
if cc_tol > 0:
print('已成交：', cc_tol, cc_price, cc_amount)
else:
cc_price = price
cc_tol = buy_tol
cc_amount = comm.sell_money_from_tol(code, cc_price, cc_tol)
if cc_tol > 0:
# 可用金额
self.commobj.balance -= cc_amount + comm.trade_fee(cc_amount)
chicang = {
'code': code,
'datetime': trade_date,
'price': cc_price,
'base_price': tick['price_low'],
'r_price': cc_price,
'sell_price': 0,
'tol': cc_tol,
'marketValue': cc_amount,
'status': 0
}
for k in chicang.keys():
tick_chicang[k] = chicang[k]
r_data = comm.xg_data(code, tick['name'], None,
tick['zs_date'], tick['zy_date'],
tick['price_zs'], tick['price_zy'],
chicang)
self.commobj.rdchicang.write_json(code, r_data)
return True
finally:
self.commobj.lock.release()
def sell(self, tick):
if not self.commobj.lock.acquire(timeout=0.1):
return False
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
try:
rdsell = redisRW.redisrw(redisRW.db_sell)
code = tick['code']
tick_chicang = tick['chicang']
trade_date = tick['datetime']
price = tick['price']
if not self.commobj.is_backtest:
ht_bh = rpcTrade.sell(code, tick['name'], str(price),
tick_chicang['tol'])
print('卖出合同编号：', ht_bh)
if ht_bh:
tm = datetime.datetime.now()
e = False
while not cc_tol == tick_chicang['tol']:
time.sleep(0.5)
if (datetime.datetime.now() - tm).total_seconds() > 30:
# 撤单
rpcTrade.cancel_oder_all()
time.sleep(6)
e = True
cj_list = rpcTrade.get_chengjiao(ht_bh)
if cj_list:
cc_tol = 0
cc_amount = Decimal(0)
cc_price = Decimal(0)
for cj in cj_list:
cc_tol += cj['tol']
cc_price += Decimal(str(cj['price']))
cc_amount += Decimal(str(cj['amount']))
cc_price /= Decimal(len(cj_list))
if e:
print('已撤')
break
if cc_tol > 0:
print('已成交：', cc_tol, cc_price, cc_amount)
else:
cc_tol = tick_chicang['tol']
cc_price = price
cc_amount = comm.sell_money_from_tol(code, cc_price, cc_tol)
if cc_tol > 0:
# 可用金额
self.commobj.balance += cc_amount
tick_chicang['tol'] -= cc_tol
if tick_chicang['tol'] == 0:
tick_chicang['status'] = 1
tick_chicang['sell_price'] = cc_price
zdf = (cc_price / tick_chicang['price'] - 1) * 100
if not self.commobj.rdchicang.delete(code):
print(code, '删除持仓数据错误。')
rdsell.write_json(
code, {
'code': code,
'datetime': trade_date,
'price': cc_price,
'money': cc_amount,
'zdf': zdf
})
return True
finally:
self.commobj.lock.release()