修正买入逻辑

max_pos = 7
current_price > 9

QMT/real_time.py

@@ -70,18 +70,20 @@ def his_vol(stock, num):
         return df['volume_front'].iloc[num]
 
 
-def ma_judge(data, stock_list, results):
+def ma_judge(data, stock_list, rate, results):
     print(f'这个ma_judge的PID为:{os.getpid()},收到的data数据为:{len(data.keys())},stock_pool长度为{len(stock_list)},now is {dt.now()}')
     list_judge = list(set(data.keys()) & set(stock_list))
     print(f'本轮计算:{len(list_judge)}个股')
     for stock in list_judge:
         i = stock.replace('XSHG', 'SH').replace('XSHE', 'SZ')
         current_price, open_price = data[i]['lastPrice'], data[i]['open']
-        MA5, MA10, MA20 = ma(i, 5, data), ma(i, 10, data), ma(i, 20, data)
+        MA5, MA10, MA20, MA30, MA60, MA120 = ma(i, 5, data), ma(i, 10, data), ma(i, 20, data), ma(i, 30, data),\
+            ma(i, 60, data), ma(i, 120, data)
         MA5_1 = ma_1(i, 5)
         # print(i, current_price, open_price, MA5, MA10, MA20, MA5_1)
+        # 入交易池标准：阳线\大于MA5\MA5向上\MA20<MA10\离120线有距离
         if (current_price > open_price) & (current_price > MA5) & (MA5 > MA5_1) & (current_price < MA5 * 1.03) & (
-                MA20 < MA10):
+                MA20 < MA10) & (current_price > MA120 or current_price < MA120*rate):
             if his_vol(i, -1) > his_vol(i, -2):
                 results.append(i.replace('SH', 'XSHG').replace('SZ', 'XSHE'))
     print('RRRRRRR,', results)
@@ -111,6 +113,10 @@ def sell_trader(data, positions_dict):
             print(f'本轮没有持仓股票信息！')
 
 
+def get_fundamentals(results):
+    return results
+    pass
+
 def buy_trader(data, positions):
     print('买入函数:', dt.now(), f'接受到{len(data.keys())}个个股')
     results = mp.Manager().list()
@@ -141,8 +147,9 @@ def buy_trader(data, positions):
 
     step = math.ceil(len(stock_pool) / (mp.cpu_count()/2))
     print('step:', step)
+    rate = 0.8
     for i in range(0, len(stock_pool), step):
-        p = mp.Process(target=ma_judge, args=(data, stock_pool[i:i + step], results))
+        p = mp.Process(target=ma_judge, args=(data, stock_pool[i:i + step], rate, results))
         mp_list.append(p)
         p.start()
     for j in mp_list:
@@ -152,6 +159,8 @@ def buy_trader(data, positions):
 
     # 选择板块
     if len(results) != 0:
+        # 基本面过滤
+        results = get_fundamentals(results)
         num_industry = get_industry(results)
         print(num_industry)
         industry_list = []
@@ -184,13 +193,15 @@ def buy_trader(data, positions):
         new_keep_stock = [stock.replace('XSHG', 'SH').replace('XSHE', 'SZ') for stock in keep_stocks]
         print(f'new_keep_stock is:{len(new_keep_stock)},{new_keep_stock}')
 
-        max_pos = 15
+
+        #进入购买程序
+        max_pos = 7
         for stock in new_keep_stock:
             asset = xt_trader.query_stock_asset(acc)
             cash = asset.cash
-            if cash > 2000 and len(positions) < max_pos:
-                if stock in new_keep_stock:
-                    current_price = data[stock]['lastPrice']
+            if stock in new_keep_stock:
+                current_price = data[stock]['lastPrice']
+                if cash > 5000 and len(positions) < max_pos and current_price > 9:
                     volume = int((cash / 2 / current_price) // 100 * 100)
                     print('买入信号！！！！！！', stock, volume, current_price)
                     order_id = xt_trader.order_stock(acc, stock, xtconstant.STOCK_BUY, volume, xtconstant.LATEST_PRICE,