Change some klc and bi recognition

ChanEnum.py

@@ -10,8 +10,12 @@ class Chan_DATA_SRC(Enum):
 class Chan_ZS_DIR(Enum):
     UP = auto()
     DOWN = auto()
-
+class Chan_K_DIR(Enum):
+    BULL = auto()
+    BEAR = auto()
+    CROSS = auto()
 class Chan_KL_TYPE(Enum):
+    K_1S = auto()
     K_1M = auto()
     K_DAY = auto()
     K_WEEK = auto()
@@ -21,6 +25,14 @@ class Chan_KL_TYPE(Enum):
     K_15M = auto()
     K_30M = auto()
     K_60M = auto()
+    K_1H = auto()
+    K_2H = auto()
+    K_4H = auto()
+    K_6H = auto()
+    K_8H = auto()
+    K_12H = auto()
+    K_1D = auto()
+    K_3D = auto()
     K_3M = auto()
     K_QUARTER = auto()
 

ChanKLC.py

@@ -1,7 +1,7 @@
 import copy
 from typing import Dict, Optional
 
-from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX
+from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR
 import ChanKLU
 import ChanCTime
 
@@ -31,7 +31,15 @@ class ChanKLC():
 		self.rsi = klu.rsi
 		self.volume_ratio = klu.volume_ratio
 		self.macdhist = 0
-		self.strength_list = []
+		self.body = klu.body
+		self.upper_shadow = klu.upper_shadow
+		self.lower_shadow = klu.lower_shadow
+		self.body_ratio = klu.body_ratio
+		self.upper_shadow_ratio = klu.upper_shadow_ratio
+		self.lower_shadow_ratio = klu.lower_shadow_ratio
+		self.candle_dir = klu.candle_dir
+		self.range = klu.range
+		self.strength = klu.strength
 	def set_klc_fx_type(self, klc_fx_type):
 		#print(self.start_time, klc_fx_type, self.get_feature_data()['klu_macd'], self.get_feature_data()['klu_macdhist'], self.get_feature_data()['klu_rsi'])
 		self.klc_fx_type = klc_fx_type
@@ -41,6 +49,10 @@ class ChanKLC():
 		self.end_klu = klu
 		self.end_time = klu.time
 		self.close = klu.close
+		self.cal_indicators()
+		self.cal_shape_1()
+		self.strength = self.cal_klc_strength()
+	def cal_indicators(self):
 		for index in range(1, len(self.klus)):
 			self.volume += self.klus[index].volume
 			self.rsi += self.klus[index].rsi
@@ -50,16 +62,31 @@ class ChanKLC():
 		self.volume_ratio = self.volume_ratio / len(self.klus)
 		self.volume = self.volume / len(self.klus)
 		self.macdhist = self.macdhist / len(self.klus)
-		self.cal_self_strength()
-	def cal_self_strength(self):
-		strength = 0
-		if self.klus:
-			if len(self.klus) == 1:
-				strength = 1
-			else:
-				if len(self.klus) > 1:
-					strength = 0
-		self.strength_list.append(strength)
+	def cal_shape_1(self):
+		for index in range(1, len(self.klus)):
+			self.body += self.klus[index].body
+			self.upper_shadow += self.klus[index].upper_shadow
+			self.lower_shadow += self.klus[index].lower_shadow
+			self.body_ratio += self.klus[index].body_ratio
+			self.upper_shadow_ratio += self.klus[index].upper_shadow_ratio
+			self.lower_shadow_ratio += self.klus[index].lower_shadow_ratio
+			self.range += self.klus[index].range
+		self.body = self.body / len(self.klus)
+		self.upper_shadow = self.upper_shadow / len(self.klus)
+		self.lower_shadow = self.lower_shadow / len(self.klus)
+		self.body_ratio = self.body_ratio / len(self.klus)
+		self.upper_shadow_ratio = self.upper_shadow_ratio / len(self.klus)
+		self.lower_shadow_ratio = self.lower_shadow_ratio / len(self.klus)
+		self.range = self.range / len(self.klus)
+	def cal_shape_2(self):
+		self.body = abs(self.close - self.open)
+		self.upper_shadow = self.high - max(self.close, self.open)
+		self.lower_shadow = min(self.close, self.open) - self.low
+		self.body_ratio = self.body / self.open
+		self.upper_shadow_ratio = self.upper_shadow / self.open
+		self.lower_shadow_ratio = self.lower_shadow / self.open
+		self.candle_dir = Chan_K_DIR.CROSS if self.close == self.open else Chan_K_DIR.BULL if self.close > self.open else Chan_K_DIR.BEAR
+		self.range = self.high - self.low
 	def set_next(self, klc):
 		self.next = klc
 	def set_pre(self, klc):
@@ -1171,10 +1198,20 @@ class ChanKLC():
 		
 		return features
 
+	def cal_klc_strength(self):
+		strength = 0
+		if not self.end_klu:
+			return strength
+		if len(self.klus) > 0:
+			for klu in self.klus:
+				strength += klu.strength
+		return strength
 	def cal_fx_strength(self, klc_offset=2):
 		strength = 0
-		if self.fx == Chan_FX_TYPE.UNKNOWN or not self.pre or not self.next:
+		if not self.end_klu:
 			return 0
+		if self.fx == Chan_FX_TYPE.UNKNOWN or not self.pre or not self.next:
+			return strength
 		else:
 			if self.pre and self.next:
 				klc1 = self.pre
@@ -1182,34 +1219,27 @@ class ChanKLC():
 				klc3 = self.next
 			if self.bi:
 				if self.bi.dir == Chan_BI_DIR.UP and self.fx == Chan_FX_TYPE.BOTTOM:
-					return 0
+					return strength
 				if self.bi.dir == Chan_BI_DIR.DOWN and self.fx == Chan_FX_TYPE.TOP:
-					return 0
+					return strength
 				if self.bi.dir == Chan_BI_DIR.UP:
 					if self.klc_fx_type == Chan_KLC_FX.TOP1:
 						strength += self.check_bi_end(self.bi)
 					elif self.klc_fx_type == Chan_KLC_FX.TOP2:
 						strength += self.check_bi_end(self.bi)
 				else:
-					if self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2:
+					if self.klc_fx_type == Chan_KLC_FX.BOTTOM1:
 						strength += self.check_bi_end(self.bi)
 					elif self.klc_fx_type == Chan_KLC_FX.BOTTOM2:
 						strength += self.check_bi_end(self.bi)
 			else:
-				return 0
+				return strength
 		return strength
 	def check_bi_end(self, bi):
 		if bi.dir == Chan_BI_DIR.UP:
 			return 1
 		else:
 			return 1
-	def cal_klu_strength(self, klc1, klc2, klc3):
-		klu_list = []
-		klu_list.extend(klc1.klus)
-		klu_list.extend(klc2.klus)
-		klu_list.extend(klc3.klus)
-		
-		return 
 	def calculate_fx_strength(self):
 		"""
 		基于专业缠论理论的分型强度评估体系

ChanKLU.py

@@ -1,4 +1,4 @@
-from ChanEnum import Chan_FX_TYPE, Chan_KLU_TYPE
+from ChanEnum import Chan_FX_TYPE, Chan_KLU_TYPE, Chan_K_DIR
 class ChanKLU:
     def __init__(self, time, open, high, low, close, volume):
         # _time, _close, _open, _high, _low, _extra_info={}
@@ -34,6 +34,28 @@ class ChanKLU:
         self.fx_confirmed = False  # 分型是否确认
         self.klu_type = None
         self.cal_klu_min_max()
+        self.body = abs(self.close - self.open)
+        self.upper_shadow = self.high - max(self.close, self.open)
+        self.lower_shadow = min(self.close, self.open) - self.low
+        self.body_ratio = self.body / self.open
+        self.upper_shadow_ratio = self.upper_shadow / self.open
+        self.lower_shadow_ratio = self.lower_shadow / self.open
+        self.candle_dir = Chan_K_DIR.CROSS if self.close == self.open else Chan_K_DIR.BULL if self.close > self.open else Chan_K_DIR.BEAR
+        self.range = self.high - self.low
+        self.strength = 0 if self.candle_dir == Chan_K_DIR.CROSS else self.cal_klu_strength()
+        #print(self.open, self.close, self.high, self.low, self.candle_dir, self.strength)
+    def cal_klu_strength(self):
+        strength = 0
+        if range != 0:
+            if self.candle_dir == Chan_K_DIR.BULL and (self.upper_shadow + self.lower_shadow) != 0:
+                strength += self.body / self.range
+                strength += self.body / (self.upper_shadow + self.lower_shadow)
+            elif self.candle_dir == Chan_K_DIR.BEAR and (self.upper_shadow + self.lower_shadow) != 0:
+                strength -=self.body / self.range
+                strength -= self.body / (self.upper_shadow + self.lower_shadow)
+            #print(self.time, self.body, self.range, self.upper_shadow, self.lower_shadow, self.candle_dir, strength)
+            return strength
+        return strength
     def cal_klu_min_max(self):
         """
         计算K线类型：大阳线、大阴线、小阳线、小阴线

ChanLun.py

@@ -312,6 +312,7 @@ class ChanLun():
 				self.last_peak['low'] = l
 			#klu =  KLU(self.create_item_dict(item_data, GetColumnNameFromFieldList(fields)))
 			klu = ChanKLU(time_str, o, h, l, c, v)
+			#print(klu.time, klu.open, klu.high, klu.low, klu.close, klu.volume)	
 			klu.set_idx(i)
 			klu_list.append(klu)
 			if last_klu:
@@ -571,6 +572,13 @@ class ChanLun():
 			else:
 				last_down_bi = bi
 				down_bi_list.append(bi)
+		if len(seg_list) > 0:
+			seg = seg_list[-1]
+			if seg.end_bi and len(bi_list) > seg.end_bi.index + 1:
+				bi_index = seg.end_bi.index
+				for index in range(bi_index+1, len(bi_list)):
+					bi = bi_list[index]
+
 		return seg_list
 	
 	def get_bi_zs_list(self, bi_list):
@@ -729,12 +737,37 @@ class ChanLun():
 		last_bottom = None
 		for klc in klc_list:
 			fx = self.check_fx(klc)
+			
 			# Do nothing
 			if fx == Chan_FX_TYPE.UNKNOWN:
-				klc.set_fx(fx)
 				if len(bi_list) > 0:
-					bi_list[-1].add_klc(klc)
-					klc.set_bi(bi_list[-1])
+					last_bi = bi_list[-1]
+					#print(klc.start_time, last_bi.start_time, last_bi.end_time, last_bi.dir, last_bi.high, last_bi.low, last_bottom.end_time,  "last bi")
+					if last_top and last_bi.dir == Chan_BI_DIR.DOWN:
+						if last_bottom and klc.high > last_bi.high:
+							last_bi.set_end_klc(last_bottom, klc)
+							bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
+							last_bi.set_next(bi)
+							bi.set_pre(last_bi)
+							for klc_index in range(last_bi.end_klc.index, len(klc_list)):
+								bi.add_klc(klc_list[klc_index])
+							bi_list.append(bi)
+							last_top = klc
+							klc.set_bi(bi)
+							#print(klc.start_time, bi.start_time, bi.end_time, bi.dir, bi.high, bi.low)
+					else:
+						if last_bottom and last_bi.dir == Chan_BI_DIR.UP:
+							if last_top and klc.low < last_bi.low:
+								last_bi.set_end_klc(last_top, klc)
+								bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
+								last_bi.set_next(bi)
+								bi.set_pre(last_bi)
+								for klc_index in range(last_bi.end_klc.index, len(klc_list)):
+									bi.add_klc(klc_list[klc_index])
+								bi_list.append(bi)
+								last_bottom = klc
+								klc.set_bi(bi)
+								#print(klc.start_time, bi.start_time, bi.end_time, bi.dir, bi.high, bi.low)
 			else:
 				if fx == Chan_FX_TYPE.TOP:
 					if last_top:
@@ -754,7 +787,7 @@ class ChanLun():
 									last_top = klc
 									#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 1")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
-									#print(klc.end_time, klc.fx, "一类卖点Sell 1")
+									print(klc.end_time, klc.fx, "一类卖点Sell 1")
 									#klc.set_fx(fx)
 									#klc.set_state("10")
 									bi_list[-1].add_klc(klc)
@@ -804,7 +837,7 @@ class ChanLun():
 									bi.add_klc(klc)
 									bi_list.append(bi)
 									last_top = klc
-									#print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
+									print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
 									#klc.set_state('30')
 									bi_list[-1].add_klc(klc)

ChanSEG.py

@@ -42,7 +42,7 @@ class ChanSEG():
             self.is_sure = True
             self.end_time = bi.end_klc.end_time
         if sure_bi.is_sure:
-            self.sure_time = sure_bi.end_klc.end_time
+            self.sure_time = sure_bi.sure_time
     def pre_set_end_bi(self, bi: ChanBI):
         self.end_bi = bi
         if bi:
@@ -57,7 +57,7 @@ class ChanSEG():
         self.next = seg
     def set_sure(self, sure_bi):
         if sure_bi.is_sure:
-            self.sure_time = sure_bi.end_klc.end_time
+            self.sure_time = sure_bi.sure_time
         self.is_sure = True
     def add_bi(self, bi: ChanBI):
         if len(self.bi_list) > 1:

strategies/ChanLun_BTC_30.py

@@ -237,7 +237,7 @@ class ChanLun_BTC_30(IStrategy):
 			if current_rate < last_low:
 				#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
 				return "Relay Bottom FX exit"
-	def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
+	def order_filled1(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
 		"""
 		Called right after an order fills. 
 		Will be called for all order types (entry, exit, stoploss, position adjustment).

web/app.py

@@ -114,7 +114,7 @@ def get_crypto_kl_data(symbol, timeframe, limit=1000, start_time=None, end_time=
             batch_size = 1000
         else:
             batch_size = 1500  # 日线及以上可以获取更多
-        
+        batch_size = 1000  # 默认批次大小
         # 初始化存储所有K线数据的列表
         all_ohlcv = []