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jackyu66git
2025-09-04 19:52:01 +08:00
parent 5c0ad516a3
commit 164db4ab51
8 changed files with 318 additions and 143 deletions
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ChanMACD.py
+126 -13
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@@ -17,7 +17,125 @@ class ChanMACD():
self.cross0_up_list = [] # 向上穿越零轴列表
self.cross0_down_list = [] # 向下穿越零轴列表
# 计算段 / UnitTF / HistSet 及状态标记
self.cal_macd()
self.cal_macd_state()
def cal_macd_state(self):
last_seg = None
last_unittf = None
last_histset = None
last_klu = None
for klu in self.klu_list:
# initialise first histset
if klu.macd == 0 and klu.signal == 0 and klu.macdhist == 0:
continue
if last_histset is None:
if klu.macdhist > 0:
last_histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, None, Chan_MACDHISTSET_DIR.ABOVE)
self.histset_list.append(last_histset)
else:
last_histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, None, Chan_MACDHISTSET_DIR.UNDER)
self.histset_list.append(last_histset)
else:
# initialise first seg and unittf
if last_seg is None:
# create histset afterwards
if last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
if klu.macdhist > 0:
last_histset.add_klu(klu)
else:
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
self.histset_list.append(histset)
last_histset.set_next(histset)
histset.set_pre(last_histset)
last_histset.set_end_klu(last_klu)
last_histset = histset
else:
if klu.macdhist < 0:
last_histset.add_klu(klu)
else:
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
self.histset_list.append(histset)
last_histset.set_next(histset)
histset.set_pre(last_histset)
last_histset.set_end_klu(last_klu)
last_histset = histset
if last_klu.signal >= 0 and klu.signal < 0:
last_unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, None, Chan_MACDUNITTF_DIR.UNDER, Chan_MACDUNITTF_TYPE.CROSS0, last_histset)
self.unittf_list.append(last_unittf)
last_seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, None, Chan_MACDSEG_DIR.UNDER, last_unittf)
self.seg_list.append(last_seg)
elif last_klu.signal <= 0 and klu.signal > 0:
last_unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, None, Chan_MACDUNITTF_DIR.ABOVE, Chan_MACDUNITTF_TYPE.CROSS0, last_histset)
self.unittf_list.append(last_unittf)
last_seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, None, Chan_MACDSEG_DIR.ABOVE, last_unittf)
self.seg_list.append(last_seg)
# after the first seg and unittf
else:
# create histset afterwards
if last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
if klu.macdhist > 0:
last_histset.add_klu(klu)
else:
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
self.histset_list.append(histset)
last_histset.set_next(histset)
histset.set_pre(last_histset)
last_histset.set_end_klu(last_klu)
last_histset = histset
if last_unittf:
last_unittf.add_histset(last_histset)
else:
if klu.macdhist < 0:
last_histset.add_klu(klu)
else:
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
self.histset_list.append(histset)
last_histset.set_next(histset)
histset.set_pre(last_histset)
last_histset.set_end_klu(last_klu)
last_histset = histset
if last_unittf:
last_unittf.add_histset(last_histset)
if last_klu.signal >= 0 and klu.signal < 0:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, Chan_MACDUNITTF_DIR.UNDER, Chan_MACDUNITTF_TYPE.CROSS0, last_histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_seg.set_end_klu(last_klu)
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, last_seg, Chan_MACDSEG_DIR.UNDER, unittf)
self.seg_list.append(seg)
last_seg.set_next(seg)
last_seg = seg
last_unittf = unittf
elif last_klu.signal <= 0 and klu.signal > 0:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, Chan_MACDUNITTF_DIR.ABOVE, Chan_MACDUNITTF_TYPE.CROSS0, last_histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_seg.set_end_klu(last_klu)
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, last_seg, Chan_MACDSEG_DIR.ABOVE, unittf)
self.seg_list.append(seg)
last_seg.set_next(seg)
last_seg = seg
last_unittf = unittf
elif last_unittf.is_end and last_klu.macd < klu.macd and klu.macd > klu.signal:
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, Chan_MACDUNITTF_DIR.ABOVE, Chan_MACDUNITTF_TYPE.NEAR0, last_histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_seg.add_unittf(unittf)
last_unittf = unittf
last_seg.add_klu(klu)
else:
if not last_unittf.is_end:
last_unittf.add_klu(klu)
last_seg.add_klu(klu)
last_klu = klu
if last_histset:
last_histset.set_end_klu(last_klu)
if last_unittf:
last_unittf.set_end_klu(last_klu, None)
if last_seg:
last_seg.set_end_klu(last_klu)
return self.klu_list
def cal_macd(self):
last_seg = None
last_unittf = None
@@ -26,6 +144,7 @@ class ChanMACD():
last_klu = None
for klu in self.klu_list:
klu.cal_macd_state()
print(klu.time, klu.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:
@@ -39,10 +158,9 @@ class ChanMACD():
# 初始化首段
seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.signal >= 0 else Chan_MACDSEG_DIR.UNDER
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, None, seg_dir)
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, None, seg_dir, last_unittf)
self.seg_list.append(seg)
last_seg = seg
last_seg.add_histset(histset)
# 初始化首个UnitTF
unittf_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
@@ -61,13 +179,11 @@ class ChanMACD():
# 结束旧 histset（以前一根结束更合理）
if last_histset and last_klu:
last_histset.set_end_klu(last_klu)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE if klu.macdhist >= 0 else 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)
else:
@@ -77,13 +193,11 @@ class ChanMACD():
# 结束旧 histset（以前一根结束更合理）
if last_histset and last_klu:
last_histset.set_end_klu(last_klu)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE if klu.macdhist >= 0 else 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)
# 2) 过零切段（使用KLU中的穿越状态）
@@ -92,7 +206,7 @@ class ChanMACD():
# 结束旧 unittf
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
# 新的单位时间周期
new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
new_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.CROSS0, histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
@@ -101,11 +215,10 @@ class ChanMACD():
last_seg.set_end_klu(last_klu)
# 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(len(self.seg_list), klu.time, klu, last_seg, new_dir)
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, last_seg, new_dir, last_unittf)
self.seg_list.append(seg)
last_seg.set_next(seg)
last_seg = seg
last_seg.add_histset(last_histset)
last_seg.add_unittf(unittf)
else:
# 4) UnitTF 状态机：用黄线Signal的归零轴
@@ -121,7 +234,7 @@ class ChanMACD():
last_seg.add_unittf(unittf)
elif klu.macd_state == Chan_MACD_STATE.RZ_DOWN:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
new_dir = Chan_MACDUNITTF_DIR.UNDER if klu.signal >= 0 else Chan_MACDUNITTF_DIR.ABOVE
new_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0, histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)