基本上完成了高低点的识别
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jackyu66git
+27
-64
@@ -20,6 +20,7 @@ import numpy as np
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from ChanMACD import ChanMACD
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class ChanLun():
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time1 = 1
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time3 = 3
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time5 = 5
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time15 = 15
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@@ -38,79 +39,40 @@ class ChanLun():
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df = resample_to_interval(dataframe, ticker_indicator*self.times[timeframe])
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all_data[timeframe] = df
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return all_data
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def print_zs(self, zs_list):
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for zs in zs_list:
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if zs.end_klc:
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print(zs.start_klc.start_time, zs.end_klc.end_time, zs.sure_time, zs.zg, zs.zd, zs.bi_out_count)
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else:
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print(zs.start_klc.start_time, zs.zg, zs.zd, zs.bi_out_count)
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def print_seg(self, seg_list):
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for seg in seg_list:
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if seg.is_sure:
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print(seg.start_bi.start_time, seg.end_bi.end_time, seg.dir, seg.sure_time, "SEG")
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else:
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print(seg.start_bi.start_time, seg.dir, "SEG")
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def print_bsp_list(self, bsp_list):
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for bsp in bsp_list:
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if bsp.is_sure:
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print(bsp.klc.start_time, bsp.type, bsp.dir, bsp.sure_time, bsp.zs_count, len(bsp.zs.bi_out_list), bsp.dir, bsp.seg.dir, bsp.bi.dir)
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else:
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print(bsp.klc.start_time, bsp.type, bsp.dir, bsp.zs_count, len(bsp.zs.bi_out_list), bsp.dir, bsp.seg.dir, bsp.bi.dir)
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def print_bi(self, bi_list):
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for bi in bi_list:
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if bi.end_klc:
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if bi.sure_time:
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print(bi.start_klc.end_time, bi.end_klc.end_time, bi.dir)
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else:
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print(bi.start_klc.end_time, bi.end_klc.end_time, bi.dir)
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else:
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print(bi.start_klc.end_time, bi.dir, bi.is_sure)
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def calculate_bsp(self, dataframe, ticker_indicator):
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klu1, klc1, bi1 = self.get_list_by_time(dataframe, self.time1)
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klu3, klc3, bi3 = self.get_list_by_time(dataframe, self.time3)
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klu5, klc5, bi5 = self.get_list_by_time(dataframe, self.time5)
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klu15, klc15, bi15 = self.get_list_by_time(dataframe, self.time15)
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return dataframe
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def get_list_by_time(self, dataframe, ticker_indicator, time):
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df = None
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if time > 1:
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df = resample_to_interval(dataframe, ticker_indicator)
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else:
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df = dataframe
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klu_list = self.get_klu_list(df)
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klc_list = self.get_klc_list(klc_list)
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bi_list = self.cal_bi_list(klc_list)
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return klu_list, klc_list, bi_list
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def check_fx(self, klc):
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if klc.pre and klc.next:
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if klc.high > klc.pre.high and klc.high > klc.next.high:
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if klc.pre.pre and klc.high > klc.pre.pre.high and klc.next.next and klc.high > klc.next.next.high:
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klc.set_fx(Chan_FX_TYPE.TOP)
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if klc.pre.pre.pre and klc.high > klc.pre.pre.pre.high and klc.next.next.next and klc.high > klc.next.next.next.high:
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klc.set_fx(Chan_FX_TYPE.TOP)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "TOP")
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return Chan_FX_TYPE.TOP
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if klc.macd > 0 and klc.macd > klc.signal and klc.signal > klc.macdhist:
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klc.set_fx(Chan_FX_TYPE.TOP)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "TOP")
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return Chan_FX_TYPE.TOP
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elif klc.low < klc.pre.low and klc.low < klc.next.low:
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if klc.pre.pre and klc.low < klc.pre.pre.low and klc.next.next and klc.low < klc.next.next.low:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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if klc.pre.pre.pre and klc.low < klc.pre.pre.pre.low and klc.next.next.next and klc.low < klc.next.next.next.low:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "BOTTOM")
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return Chan_FX_TYPE.BOTTOM
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if klc.macd < 0 and klc.macd < klc.signal and klc.signal < klc.macdhist:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "BOTTOM")
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return Chan_FX_TYPE.BOTTOM
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return Chan_FX_TYPE.UNKNOWN
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def plot_dataframe(self, dataframe):
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klc_list = self.get_klc_list(dataframe)
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bi_list= self.cal_bi_list(klc_list)
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def get_klu_state_list(self, dataframe):
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dataframe3 = resample_to_interval(dataframe, self.time3)
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dataframe5 = resample_to_interval(dataframe, self.time5)
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dataframe15 = resample_to_interval(dataframe, self.time15)
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dataframe30 = resample_to_interval(dataframe, self.time30)
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dataframe60 = resample_to_interval(dataframe, self.time60)
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dataframe2h = resample_to_interval(dataframe, self.time2h)
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dataframe6h = resample_to_interval(dataframe, self.time6h)
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dataframe8h = resample_to_interval(dataframe, self.time8h)
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dataframe12h = resample_to_interval(dataframe, self.time12h)
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dataframe4h = resample_to_interval(dataframe, self.time4h)
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dataframe1d = resample_to_interval(dataframe, self.time1d)
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dataframe = self.add_indicators(dataframe)
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dataframe3 = self.add_indicators(dataframe3)
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dataframe5 = self.add_indicators(dataframe5)
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dataframe15 = self.add_indicators(dataframe15)
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dataframe30 = self.add_indicators(dataframe30)
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dataframe60 = self.add_indicators(dataframe60)
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dataframe2h = self.add_indicators(dataframe2h)
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dataframe6h = self.add_indicators(dataframe6h)
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dataframe8h = self.add_indicators(dataframe8h)
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dataframe12h = self.add_indicators(dataframe12h)
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dataframe4h = self.add_indicators(dataframe4h)
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dataframe1d = self.add_indicators(dataframe1d)
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return state_list
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def add_indicators(self, df):
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fast = 12
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slow = 26
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@@ -660,6 +622,7 @@ class ChanLun():
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# Do nothing
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if fx == Chan_FX_TYPE.UNKNOWN:
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continue
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if len(bi_list) > 0 and klc.end_klu:
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last_bi = bi_list[-1]
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#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")
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