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Start to integration strategy

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This commit is contained in:
Porter
2025-06-14 13:58:02 +08:00
parent 20a633910d
commit 11f9863e75
3 changed files with 162 additions and 32 deletions
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ChanPY.py
+68 -7
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@@ -1,7 +1,7 @@
import sys
import os
#sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py"))
sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py"))
#sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
from Chan import CChan
from BuySellPoint.BS_Point import CBS_Point
from ChanConfig import CChanConfig
@@ -193,7 +193,7 @@ class ChanPY():
if bsp_list_pre_len > len(bsp_list):
if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
bsps.append(1)
print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
else:
bsps.append(99)
else:
@@ -201,13 +201,13 @@ class ChanPY():
if klu.idx == last_bsp.klu.idx:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value)
print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value)
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value)
else:
bsps.append(0)
else:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value)
print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value)
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value)
else:
bsps.append(0)
bsp_list_pre_len = len(bsp_list)
@@ -288,7 +288,68 @@ class ChanPY():
#print(zs.begin.time, zs.end.time)
return bsps, updown, bi_sure
def get_bsp_state(self, dataframe:DataFrame):
bsps, updown, bi_sure = self.get_bsps(dataframe)
#print(bsps)
fields = "time,open,high,low,close,volume"
bsps = []
if self.chanIn:
kl_data = self.get_kl_data(dataframe)
bsp_list = []
bsp_list_pre_len = 0
last_bsp_value = 0
for klu in kl_data: # 获取单根K线
self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
self.last_kline = klu
bsp_list = self.chan.get_bsp()
kl_datas = self.chan.kl_datas[self.k_type]
bi_list = kl_datas.bi_list
lst = kl_datas.lst
if len(bsp_list) > 0:
last_bsp = bsp_list[-1]
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, lst[-2].fx, bi_list[-1].dir, bi_list[-1].is_sure,klu.close)
if bsp_list_pre_len > len(bsp_list):
if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
bsps.append(1)
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, 98)
else:
bsps.append(99)
else:
if bsp_list_pre_len == len(bsp_list):
if klu.idx == last_bsp.klu.idx:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value)
#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Knonw")
else:
bsps.append(0)
else:
last_bsp_value = self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy)
bsps.append(last_bsp_value)
#if abs(last_bsp_value) == 1 or abs(last_bsp_value) == 2:
#print(klu.time, klu.idx, last_bsp.klu.time, last_bsp.klu.idx, last_bsp_value, "Unknow")
else:
bsps.append(0)
bsp_list_pre_len = len(bsp_list)
self.chanIn = False
else:
klu = CKLine_Unit(self.create_item_dict(self.get_last_item_data(dataframe), GetColumnNameFromFieldList(fields)), autofix=True)
if self.last_kline.time < klu.time:
self.chan.trigger_load({self.k_type: [klu]}) # 喂给CChan新增k线
self.last_kline = klu
bsp_list = self.chan.get_bsp()
last_bsp = bsp_list[-1]
if last_bsp.klu.idx == klu.idx:
bsps.append(self.get_bsp_type(last_bsp.type[0], last_bsp.is_buy))
else:
bsps.append(0)
for index in range(0, len(bsps)):
if not (abs(bsps[index]) == 1 or abs(bsps[index]) == 2):
bsps[index] = 0
else:
if bsps[index] == 2:
bsps[index] = 1
else:
if bsps[index] == -2:
bsps[index] = -1
else:
bsps[index] = 0
return bsps