添加k线动能理论

2025-08-14 02:29:27 +08:00
parent 285f62f1ab
commit 15a3df55db
16 changed files with 1400 additions and 170 deletions
@@ -0,0 +1,117 @@
+from ChanKLU import ChanKLU
+from ChanEnum import Chan_MACD_STATE, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR
+from ChanMACDSeg import ChanMACDSeg
+from ChanMACDUnitTF import ChanMACDUnitTF
+from ChanMACDHistSet import ChanMACDHistSet
+
+class ChanMACD():
+    def __init__(self, klu_list: list[ChanKLU]):
+        self.klu_list = klu_list
+        self.seg_list = []
+        self.unittf_list = []
+        self.histset_list = []
+        self.cal_macd()
+    def cal_macd(self):
+        last_seg = None
+        last_unittf = None
+        last_histset = None
+
+        last_klu = None
+        for klu in self.klu_list:
+            klu.cal_macd_state()
+
+            # 1) 只有当 MACD 已可用(非 UNKNOWN)时，才开始初始化段/单元
+            if last_seg is None:
+                if klu.macd_state != Chan_MACD_STATE.UNKNOWN:
+                    # 初始化首段与首单元
+                    seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.macd >= 0 else Chan_MACDSEG_DIR.UNDER
+                    seg = ChanMACDSeg(klu.time, klu, None, seg_dir)
+                    self.seg_list.append(seg)
+                    last_seg = seg
+
+                    unittf = ChanMACDUnitTF(klu.time, klu, None, None)
+                    self.unittf_list.append(unittf)
+                    last_unittf = unittf
+
+                    # 初始化首个直方图集合（根据当前柱体正负）
+                    if klu.macdhist >= 0:
+                        histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE)
+                    else:
+                        histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER)
+                    self.histset_list.append(histset)
+                    last_histset = histset
+                    last_seg.add_histset(histset)
+                    last_unittf.add_histset(histset)
+                    last_seg.add_unittf(unittf)
+                # 未就绪则继续等下一根；已就绪亦已完成首个结构初始化，继续下一根
+                last_klu = klu
+                continue
+
+            # 2) 过零切段/切单元
+            if klu.macd_state == Chan_MACD_STATE.CROSS0:
+                # 收尾旧段
+                last_seg.end_klu = last_klu
+                last_seg.end_time = last_klu.time
+                # 新段方向取反
+                new_dir = Chan_MACDSEG_DIR.UNDER if last_seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else Chan_MACDSEG_DIR.ABOVE
+                seg = ChanMACDSeg(klu.time, klu, last_seg, new_dir)
+                self.seg_list.append(seg)
+                last_seg.set_next(seg)
+                last_seg = seg
+
+                # 切换 unit tf（以当前histset收尾为边界）  
+                unittf = ChanMACDUnitTF(klu.time, klu, last_histset, None)
+                self.unittf_list.append(unittf)
+                if last_unittf:
+                    last_unittf.end_klu = last_klu
+                    last_unittf.end_time = last_klu.time
+                    last_unittf.set_next(unittf)
+                last_unittf = unittf
+
+            # 3) 直方图集合（基于当前 unittf）
+            if klu.macdhist >= 0:
+                if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
+                    last_histset.add_klu(klu)
+                else:
+                    # 结束旧 histset（以前一根结束更合理）
+                    if last_histset:
+                        end_klu = getattr(klu, 'pre', None) or klu
+                        last_histset.end_klu = end_klu
+                        last_histset.end_time = end_klu.time
+                    histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE)
+                    self.histset_list.append(histset)
+                    if last_histset:
+                        last_histset.set_next(histset)
+                    last_histset = histset
+                    if last_seg:
+                        last_seg.add_histset(histset)
+                    if last_unittf:
+                        last_unittf.add_histset(histset)
+            else:
+                if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER:
+                    last_histset.add_klu(klu)
+                else:
+                    if last_histset:
+                        end_klu = getattr(klu, 'pre', None) or klu
+                        last_histset.end_klu = end_klu
+                        last_histset.end_time = end_klu.time
+                    histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER)
+                    self.histset_list.append(histset)
+                    if last_histset:
+                        last_histset.set_next(histset)
+                    last_histset = histset
+                    if last_seg:
+                        last_seg.add_histset(histset)
+                    if last_unittf:
+                        last_unittf.add_histset(histset)
+            last_klu = klu
+        # 循环结束后，收尾当前打开的结构
+            if last_seg and getattr(last_seg, 'end_klu', None) is None:
+                last_seg.end_klu = last_klu
+                last_seg.end_time = last_klu.time
+            if last_unittf and getattr(last_unittf, 'end_klu', None) is None:
+                last_unittf.end_klu = last_klu
+                last_unittf.end_time = last_klu.time
+            if last_histset and getattr(last_histset, 'end_klu', None) is None:
+                last_histset.end_klu = last_klu
+                last_histset.end_time = last_klu.time