添加动能理论chanmacd,顶底分型5隐形形态
This commit is contained in:
+6
-8
@@ -1,7 +1,7 @@
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import copy
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import copy
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from typing import Dict, Optional
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from typing import Dict, Optional
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from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR
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from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR, Chan_MACD_STATE
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import ChanKLU
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import ChanKLU
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import ChanCTime
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import ChanCTime
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@@ -78,17 +78,15 @@ class ChanKLC():
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self.klc_fx_type = Chan_KLC_FX.BOTTOM4
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self.klc_fx_type = Chan_KLC_FX.BOTTOM4
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if self.fx == Chan_FX_TYPE.TOP:
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if self.fx == Chan_FX_TYPE.TOP:
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#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
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#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
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if self.macd > 0:
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if self.macdhist < 0 and self.macd > 0 and self.macd > self.pre.macd and self.macd > self.next.macd:
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self.bb_out = True
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if self.macdhist < 0:
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self.klc_fx_type = Chan_KLC_FX.TOP5
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self.klc_fx_type = Chan_KLC_FX.TOP5
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self.bb_out = True
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else:
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else:
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if self.fx == Chan_FX_TYPE.BOTTOM:
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if self.fx == Chan_FX_TYPE.BOTTOM:
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if self.macd < 0:
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if self.macdhist > 0 and self.macd < 0 and self.macd < self.pre.macd and self.macd < self.next.macd:
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self.bb_out = True
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if self.macdhist > 0:
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self.klc_fx_type = Chan_KLC_FX.BOTTOM5
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self.klc_fx_type = Chan_KLC_FX.BOTTOM5
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#self.bb_out = True
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self.bb_out = True
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def cal_macd_state(self, dir):
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def cal_macd_state(self, dir):
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macd_state = 0
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macd_state = 0
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return macd_state
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return macd_state
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@@ -17,6 +17,7 @@ from technical.util import resample_to_interval
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from decimal import Decimal
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from decimal import Decimal
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import xgboost as xgb
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import xgboost as xgb
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import numpy as np
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import numpy as np
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from ChanMACD import ChanMACD
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class ChanLun():
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class ChanLun():
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timeframes = ["5m", "15m", "30m", "60m", "4h"]
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timeframes = ["5m", "15m", "30m", "60m", "4h"]
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@@ -1155,6 +1156,8 @@ class ChanLun():
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klu_list = self.get_klu_list(dataframe)
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klu_list = self.get_klu_list(dataframe)
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klc_list = []
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klc_list = []
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last_klu = None
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last_klu = None
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macd = ChanMACD(klu_list)
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klu_list = macd.cal_macd()
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for klu in klu_list:
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for klu in klu_list:
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if len(klc_list) > 0:
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if len(klc_list) > 0:
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last_klc = klc_list[-1]
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last_klc = klc_list[-1]
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+3
-1
@@ -16,6 +16,7 @@ class ChanMACD():
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self.return_zero_list = [] # 归零轴列表
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self.return_zero_list = [] # 归零轴列表
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self.cross0_up_list = [] # 向上穿越零轴列表
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self.cross0_up_list = [] # 向上穿越零轴列表
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self.cross0_down_list = [] # 向下穿越零轴列表
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self.cross0_down_list = [] # 向下穿越零轴列表
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# 计算段 / UnitTF / HistSet 及状态标记
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self.cal_macd()
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self.cal_macd()
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def cal_macd(self):
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def cal_macd(self):
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last_seg = None
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last_seg = None
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@@ -139,4 +140,5 @@ class ChanMACD():
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last_seg.add_histset(histset)
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last_seg.add_histset(histset)
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if last_unittf:
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if last_unittf:
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last_unittf.add_histset(histset)
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last_unittf.add_histset(histset)
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last_klu = klu
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last_klu = klu
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return self.klu_list
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+16
-1
@@ -1,4 +1,4 @@
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from ChanEnum import Chan_MACDHISTSET_DIR
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class ChanMACDHistSet():
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class ChanMACDHistSet():
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def __init__(self, start_time, start_klu, pre_histset, dir):
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def __init__(self, start_time, start_klu, pre_histset, dir):
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@@ -10,11 +10,26 @@ class ChanMACDHistSet():
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self.histset_dir = dir
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self.histset_dir = dir
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self.next = None
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self.next = None
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self.pre = pre_histset
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self.pre = pre_histset
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self.high_klu = start_klu
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self.low_klu = start_klu
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def set_next(self, next_histset):
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def set_next(self, next_histset):
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self.next = next_histset
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self.next = next_histset
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def add_klu(self, klu):
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def add_klu(self, klu):
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self.klu_list.append(klu)
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self.klu_list.append(klu)
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klu.set_histset(self)
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klu.set_histset(self)
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if self.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
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if klu.macdhist > self.high_klu.macdhist:
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self.high_klu = klu
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else:
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if klu.macdhist < self.low_klu.macdhist:
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self.low_klu = klu
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else:
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if klu.macdhist < self.high_klu.macdhist:
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self.high_klu = klu
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else:
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if klu.macdhist > self.low_klu.macdhist:
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self.low_klu = klu
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def set_end_klu(self, end_klu):
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def set_end_klu(self, end_klu):
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self.add_klu(end_klu)
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self.end_klu = end_klu
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self.end_klu = end_klu
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self.end_time = end_klu.time
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self.end_time = end_klu.time
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+15
-5
@@ -14,7 +14,9 @@ class ChanMACDSeg():
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self.seg_dir = seg_dir
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self.seg_dir = seg_dir
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self.pre = pre_seg
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self.pre = pre_seg
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self.next = None
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self.next = None
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self.peak_klu = start_klu
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self.high_klu = start_klu
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self.low_klu = start_klu
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self.ref_klu = None
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def set_next(self, next_seg):
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def set_next(self, next_seg):
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self.next = next_seg
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self.next = next_seg
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def add_klu(self, klu):
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def add_klu(self, klu):
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@@ -22,11 +24,19 @@ class ChanMACDSeg():
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self.klu_list.append(klu)
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self.klu_list.append(klu)
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klu.set_seg(self)
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klu.set_seg(self)
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if self.seg_dir == Chan_MACDSEG_DIR.ABOVE:
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if self.seg_dir == Chan_MACDSEG_DIR.ABOVE:
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if klu.high > self.peak_klu.high:
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if klu.macdhist > self.high_klu.macdhist:
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self.peak_klu = klu
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self.high_klu = klu
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else:
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if klu.macdhist < self.low_klu.macdhist:
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self.low_klu = klu
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else:
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else:
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if klu.low < self.peak_klu.low:
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if klu.macdhist < self.high_klu.macdhist:
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self.peak_klu = klu
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self.high_klu = klu
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else:
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if klu.macdhist > self.low_klu.macdhist:
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self.low_klu = klu
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if self.high_klu.index != self.start_klu.index:
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self.ref_klu = self.high_klu
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def add_unittf(self, unittf):
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def add_unittf(self, unittf):
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self.unittf_list.append(unittf)
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self.unittf_list.append(unittf)
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unittf.set_next(self)
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unittf.set_next(self)
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+15
-4
@@ -1,4 +1,4 @@
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from ChanEnum import Chan_MACD_STATE
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from ChanEnum import Chan_MACD_STATE, Chan_MACDUNITTF_DIR
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class ChanMACDUnitTF():
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class ChanMACDUnitTF():
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@@ -15,8 +15,9 @@ class ChanMACDUnitTF():
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self.unittf_dir = dir
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self.unittf_dir = dir
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self.start_type = start_type
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self.start_type = start_type
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self.end_type = None
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self.end_type = None
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self.peak_hist = start_klu.macdhist
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self.near0_count = 1
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self.near0_count = 1
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self.high_klu = start_klu
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self.low_klu = start_klu
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def set_next(self, next_unittf):
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def set_next(self, next_unittf):
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self.next = next_unittf
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self.next = next_unittf
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def add_histset(self, histset):
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def add_histset(self, histset):
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@@ -26,8 +27,18 @@ class ChanMACDUnitTF():
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if klu:
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if klu:
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self.klu_list.append(klu)
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self.klu_list.append(klu)
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klu.set_unittf(self)
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klu.set_unittf(self)
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if klu.macdhist > self.peak_hist:
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if self.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE:
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self.peak_hist = klu.macdhist
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if klu.macdhist > self.high_klu.macdhist:
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self.high_klu = klu
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else:
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if klu.macdhist < self.low_klu.macdhist:
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self.low_klu = klu
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else:
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if klu.macdhist < self.high_klu.macdhist:
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self.high_klu = klu
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else:
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if klu.macdhist > self.low_klu.macdhist:
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self.low_klu = klu
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if klu.macd_state == Chan_MACD_STATE.NEAR0 and len(self.histset_list) > 1:
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if klu.macd_state == Chan_MACD_STATE.NEAR0 and len(self.histset_list) > 1:
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#print(self.start_time, klu.time, self.near0_count)
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#print(self.start_time, klu.time, self.near0_count)
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self.near0_count += 1
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self.near0_count += 1
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+1
-1
@@ -138,7 +138,7 @@ MACD黄白线在零轴之下第一个单位调整周期 + 分立跳空背离(
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如果在单位调整周期内发生了跳空的形态,当跳空能量堆的高度高于前一个能量堆的高度,此时的跳空则为非背离跳空。非背离跳空可以理解为单位周期的单边行情,前一个能量堆失效,以新的最高的能量堆作为后续行情的1号参考点。不管是连续跳空还是分立跳空都遵守这个法则。
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如果在单位调整周期内发生了跳空的形态,当跳空能量堆的高度高于前一个能量堆的高度,此时的跳空则为非背离跳空。非背离跳空可以理解为单位周期的单边行情,前一个能量堆失效,以新的最高的能量堆作为后续行情的1号参考点。不管是连续跳空还是分立跳空都遵守这个法则。
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单位调整周期之间的背离
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单位调整周期之间的背离
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单位调整周期之间的背离,是指两个或者两个以上的单位调整周期相比较而建立的关系,相比较的周期必须在同一个线段周期内,不可跨线段比较。当K线在某个时间级别的线段中,MACD经过了一个单位调整周期的运行,黄白线在此回零轴后,由于零轴的支撑反弹或压力反抽的作用,因此出现第二个单位调整周期,当第二个单位调整周期的黄白线这里特指白线离开零轴的距离小于第一个单位调整周期黄白线离开零轴的距离时,单位调整周期之间就产生了相悖的关系,即价格穿新高或新低,而白线能量去出现了减弱或增强,这种背离称为单位调整周期之间的背离,单位调整周期之间的背离也叫区间背离。
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单位调整周期之间的背离,是指两个或者两个以上的单位调整周期相比较而建立的关系,相比较的周期必须在同一个线段周期内,不可跨线段比较。当K线在某个时间级别的线段中,MACD经过了一个单位调整周期的运行,黄白线在此回零轴后,由于零轴的支撑反弹或压力反抽的作用,因此出现第二个单位调整周期,当第二个单位调整周期的黄白线这里特指白线离开零轴的距离小于第一个单位调整周期黄白线离开零轴的距离时,单位调整周期之间就产生了相悖的关系,即价格穿新高或新低,而白线能量区出现了减弱或增强,这种背离称为单位调整周期之间的背离,单位调整周期之间的背离也叫区间背离。
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上涨线段单位调整周期之间的顶背离为卖点(前提:长级别MACD在高位)
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上涨线段单位调整周期之间的顶背离为卖点(前提:长级别MACD在高位)
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下跌线段单位调整周期之间的底背离为买点(前提:长级别MACD在高位)
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下跌线段单位调整周期之间的底背离为买点(前提:长级别MACD在高位)
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@@ -919,7 +919,7 @@
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</div>
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</div>
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<div class="form-check form-check-inline">
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<div class="form-check form-check-inline">
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<input class="form-check-input" type="checkbox" id="showMacd" checked>
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<input class="form-check-input" type="checkbox" id="showMacd" checked>
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<label class="form-check-label" for="showMacd">MACD</label>
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<label class="form-check-label" for="showMacd">ChanMACD</label>
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</div>
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</div>
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</div>
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</div>
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<div class="d-flex align-items-center mt-2">
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<div class="d-flex align-items-center mt-2">
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@@ -2160,6 +2160,9 @@
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if (tvWidget.macdChart) {
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if (tvWidget.macdChart) {
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tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
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tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
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}
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}
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if (tvWidget.chanMacdChart) {
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tvWidget.chanMacdChart.timeScale().setVisibleLogicalRange(logicalRange);
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}
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} else if (visibleRange) {
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} else if (visibleRange) {
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// 如果没有逻辑范围,使用时间戳范围
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// 如果没有逻辑范围,使用时间戳范围
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tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
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tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
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@@ -2477,6 +2480,16 @@
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chanMacdChartContainer.style.right = '0';
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chanMacdChartContainer.style.right = '0';
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chanMacdChartContainer.style.borderTop = '1px solid #e0e0e0';
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chanMacdChartContainer.style.borderTop = '1px solid #e0e0e0';
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chanMacdChartContainer.style.zIndex = '10';
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chanMacdChartContainer.style.zIndex = '10';
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// 水印:便于区分是新的 ChanMACD 子图
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const chanMacdWatermark = document.createElement('div');
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chanMacdWatermark.textContent = 'ChanMACD';
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chanMacdWatermark.style.position = 'absolute';
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chanMacdWatermark.style.top = '4px';
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chanMacdWatermark.style.left = '8px';
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chanMacdWatermark.style.fontSize = '11px';
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chanMacdWatermark.style.color = '#888';
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chanMacdWatermark.style.pointerEvents = 'none';
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chanMacdChartContainer.appendChild(chanMacdWatermark);
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// 成交量位于 ChanMACD 之下
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// 成交量位于 ChanMACD 之下
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volumeChartContainer.style.top = '70%';
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volumeChartContainer.style.top = '70%';
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@@ -2887,11 +2900,12 @@
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isArray: Array.isArray(currentData.kline_data)
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isArray: Array.isArray(currentData.kline_data)
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});
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});
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if (showMacd && chanMacdChart && currentData.macd && currentData.kline_data && Array.isArray(currentData.kline_data)) {
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if (showMacd && chanMacdChart && currentData.macd && currentData.kline_data && Array.isArray(currentData.kline_data)) {
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console.log('✅ 开始创建 ChanMACD 系列');
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// 创建ChanMACD线系列
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// 创建ChanMACD线系列
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const chanMacdLineSeries = chanMacdChart.addLineSeries({
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const chanMacdLineSeries = chanMacdChart.addLineSeries({
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color: '#2962FF',
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color: '#2962FF',
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lineWidth: 1,
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lineWidth: 1,
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title: 'MACD',
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title: 'ChanMACD',
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lastValueVisible: false,
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lastValueVisible: false,
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priceLineVisible: false,
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priceLineVisible: false,
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});
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});
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@@ -2900,7 +2914,7 @@
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const chanMacdSignalSeries = chanMacdChart.addLineSeries({
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const chanMacdSignalSeries = chanMacdChart.addLineSeries({
|
||||||
color: '#FF6B6B',
|
color: '#FF6B6B',
|
||||||
lineWidth: 1,
|
lineWidth: 1,
|
||||||
title: 'Signal',
|
title: 'ChanSignal',
|
||||||
lastValueVisible: false,
|
lastValueVisible: false,
|
||||||
priceLineVisible: false,
|
priceLineVisible: false,
|
||||||
});
|
});
|
||||||
@@ -2908,7 +2922,7 @@
|
|||||||
// 创建ChanMACD柱状图系列
|
// 创建ChanMACD柱状图系列
|
||||||
const chanMacdHistSeries = chanMacdChart.addHistogramSeries({
|
const chanMacdHistSeries = chanMacdChart.addHistogramSeries({
|
||||||
color: '#26a69a',
|
color: '#26a69a',
|
||||||
title: 'Histogram',
|
title: 'ChanHistogram',
|
||||||
priceFormat: {
|
priceFormat: {
|
||||||
type: 'price',
|
type: 'price',
|
||||||
precision: 4,
|
precision: 4,
|
||||||
@@ -5477,6 +5491,9 @@
|
|||||||
if (showMacd && macdChart) {
|
if (showMacd && macdChart) {
|
||||||
macdChart.timeScale().setVisibleRange(visibleRange);
|
macdChart.timeScale().setVisibleRange(visibleRange);
|
||||||
}
|
}
|
||||||
|
if (showMacd && chanMacdChart) {
|
||||||
|
chanMacdChart.timeScale().setVisibleRange(visibleRange);
|
||||||
|
}
|
||||||
|
|
||||||
console.log('🔧 最终时间轴对齐完成');
|
console.log('🔧 最终时间轴对齐完成');
|
||||||
}
|
}
|
||||||
@@ -5676,6 +5693,53 @@
|
|||||||
tvWidget.series.histogramSeries.setData(histogramData);
|
tvWidget.series.histogramSeries.setData(histogramData);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// 更新 ChanMACD 数据与自定义标注
|
||||||
|
if (tvWidget.series.chanMacdLineSeries && currentData.macd && currentData.kline_data && Array.isArray(currentData.kline_data)) {
|
||||||
|
const klineDataSource = useElementPeriod ? currentData.element_kline_data : currentData.kline_data;
|
||||||
|
const macdDataSource = useElementPeriod ? (currentData.element_macd || currentData.macd) : currentData.macd;
|
||||||
|
if (macdDataSource && macdDataSource.macd && macdDataSource.signal && macdDataSource.histogram) {
|
||||||
|
const chanMacdData = [];
|
||||||
|
const chanSignalData = [];
|
||||||
|
const chanHistData = [];
|
||||||
|
for (let i = 0; i < klineDataSource.length; i++) {
|
||||||
|
const kline = klineDataSource[i];
|
||||||
|
if (kline && kline.date && i < macdDataSource.macd.length && macdDataSource.macd[i] !== null && macdDataSource.macd[i] !== undefined) {
|
||||||
|
const timestamp = Math.floor(new Date(kline.date).getTime() / 1000);
|
||||||
|
chanMacdData.push({ time: timestamp, value: macdDataSource.macd[i] });
|
||||||
|
chanSignalData.push({ time: timestamp, value: macdDataSource.signal[i] });
|
||||||
|
chanHistData.push({ time: timestamp, value: macdDataSource.histogram[i], color: macdDataSource.histogram[i] >= 0 ? 'rgba(220, 53, 69, 0.5)' : 'rgba(40, 167, 69, 0.5)' });
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if (chanMacdData.length > 0) {
|
||||||
|
tvWidget.series.chanMacdLineSeries.setData(chanMacdData);
|
||||||
|
tvWidget.series.chanMacdSignalSeries.setData(chanSignalData);
|
||||||
|
tvWidget.series.chanMacdHistSeries.setData(chanHistData);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
// 重新应用自定义标注(段/UnitTF/HistSet/状态点)
|
||||||
|
try {
|
||||||
|
if (typeof clearChanMacdMarkers === 'function') clearChanMacdMarkers();
|
||||||
|
if (currentData.chan_macd) {
|
||||||
|
addAllChanMacdMarkers(
|
||||||
|
currentData.chan_macd.seg_list || [],
|
||||||
|
currentData.chan_macd.unittf_list || [],
|
||||||
|
currentData.chan_macd.histset_list || [],
|
||||||
|
{
|
||||||
|
high_position_list: currentData.chan_macd.high_position_list || [],
|
||||||
|
high_empty_list: currentData.chan_macd.high_empty_list || [],
|
||||||
|
low_position_list: currentData.chan_macd.low_position_list || [],
|
||||||
|
low_empty_list: currentData.chan_macd.low_empty_list || [],
|
||||||
|
return_zero_list: currentData.chan_macd.return_zero_list || [],
|
||||||
|
cross0_up_list: currentData.chan_macd.cross0_up_list || [],
|
||||||
|
cross0_down_list: currentData.chan_macd.cross0_down_list || []
|
||||||
|
}
|
||||||
|
);
|
||||||
|
}
|
||||||
|
} catch (e) {
|
||||||
|
console.warn('更新ChanMACD标注失败:', e);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
// 重新显示笔、线段和中枢等图形
|
// 重新显示笔、线段和中枢等图形
|
||||||
redrawFractalElements();
|
redrawFractalElements();
|
||||||
|
|
||||||
@@ -7191,6 +7255,7 @@
|
|||||||
if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleLogicalRange(logicalRange);
|
if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleLogicalRange(logicalRange);
|
||||||
if (tvWidget.atrChart) tvWidget.atrChart.timeScale().setVisibleLogicalRange(logicalRange);
|
if (tvWidget.atrChart) tvWidget.atrChart.timeScale().setVisibleLogicalRange(logicalRange);
|
||||||
if (tvWidget.macdChart) tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
|
if (tvWidget.macdChart) tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
|
||||||
|
if (tvWidget.chanMacdChart) tvWidget.chanMacdChart.timeScale().setVisibleLogicalRange(logicalRange);
|
||||||
} else if (visibleRange) {
|
} else if (visibleRange) {
|
||||||
tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
|
tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
|
||||||
if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleRange(visibleRange);
|
if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleRange(visibleRange);
|
||||||
|
|||||||
Reference in New Issue
Block a user