refactor: 缠论引擎迁入 chan/ 分层解耦，指标外置
将核心结构、指标与分析拆到 chan/{core,indicators,analysis,pipeline}；
根目录保留兼容 shim；strategies 改为从 chan 包导入；买卖点经 bsp_macd 与 MACD 接合。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
Porter
@@ -0,0 +1,620 @@
|
||||
import copy
|
||||
from typing import Dict, Optional
|
||||
|
||||
from .ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX
|
||||
from .ChanEnum import Chan_K_DIR, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_EMA_POS
|
||||
from .ChanEnum import Chan_EMA_SEMANTIC, Chan_BSP_TYPE, Chan_KLC_STATE, Chan_FX
|
||||
from . import ChanKLU
|
||||
from . import ChanCTime
|
||||
from . import Chan_FX_Box
|
||||
# 根据结合律合并K线后的K线
|
||||
class ChanKLC():
|
||||
def __init__(self, klu: ChanKLU, index, ddir=Chan_KLINE_DIR.UP):
|
||||
self.start_time = klu.time
|
||||
self.end_time = None
|
||||
self.high = klu.high
|
||||
self.low = klu.low
|
||||
self.dir = ddir
|
||||
self.index = index
|
||||
self.klu_list = []
|
||||
self.add_klu(klu)
|
||||
self.fx = Chan_FX_TYPE.UNKNOWN
|
||||
self.next = None
|
||||
self.pre = None
|
||||
self.start_klu = klu
|
||||
self.end_klu = None
|
||||
self.state = "00"
|
||||
self.klc_state = Chan_KLC_STATE.UNKNOWN
|
||||
self.open = klu.open
|
||||
self.close = klu.close
|
||||
self.volume = klu.volume
|
||||
self.bi = None
|
||||
self.distance = 0
|
||||
self.klc_fx_type = Chan_KLC_FX.UNKNOWN
|
||||
self.rsi = klu.rsi
|
||||
self.volume_ratio = klu.volume_ratio
|
||||
self.macdhist = klu.macdhist
|
||||
self.body = klu.body
|
||||
self.upper_shadow = klu.upper_shadow
|
||||
self.lower_shadow = klu.lower_shadow
|
||||
self.body_ratio = klu.body_ratio
|
||||
self.upper_shadow_ratio = klu.upper_shadow_ratio
|
||||
self.lower_shadow_ratio = klu.lower_shadow_ratio
|
||||
self.candle_dir = klu.candle_dir
|
||||
self.range = klu.range
|
||||
self.bb_out = True
|
||||
self.macd = klu.macd
|
||||
self.signal = klu.signal
|
||||
self.state = Chan_MACD_STATE.UNKNOWN
|
||||
self.continue_div = False
|
||||
self.separate_div = False
|
||||
self.ema24 = klu.ema24
|
||||
self.ema26 = klu.ema26
|
||||
self.ema52 = klu.ema52
|
||||
self.ema104 = klu.ema104
|
||||
self.ema156 = klu.ema156
|
||||
self.ema208 = klu.ema208
|
||||
self.ema13 = klu.ema13
|
||||
self.ema7 = klu.ema7
|
||||
self.trend = Chan_PRICE_TREND.UNKNOWN
|
||||
self.exception = klu.exception
|
||||
self.klc_dir = Chan_KLINE_DIR.UP if klu.close > klu.open else Chan_KLINE_DIR.DOWN
|
||||
self.ema_dir = klu.ema_dir
|
||||
self.bsp = False
|
||||
self.bsp_type = Chan_BSP_TYPE.NONE
|
||||
# EMA状态字典：key为EMA名称，value为 {'pos': Chan_EMA_POS, 'semantic': Chan_EMA_SEMANTIC}
|
||||
self.ema_status = {}
|
||||
# 向后兼容：保留 ema52_status 和 ema52_pos
|
||||
self.ema52_status = 0
|
||||
self.ema52_pos = Chan_EMA_POS.UNKNOWN
|
||||
self.bb2633upper = klu.bb2633upper
|
||||
self.bb2633lower = klu.bb2633lower
|
||||
self.bb2633middle = klu.bb2633middle
|
||||
self.ema5 = klu.ema5
|
||||
self.ma5 = klu.ma5
|
||||
self.fx_box = None
|
||||
self.in_fx = False
|
||||
self.fx_confirmed = False
|
||||
self.ema52_dis = klu.high - klu.ema52 if klu.close > klu.ema52 else klu.ema52 - klu.low
|
||||
self.ema26_dis = klu.high - klu.ema26 if klu.close > klu.ema26 else klu.ema26 - klu.low
|
||||
self.macd_signal_dis = abs(klu.macd - klu.signal)
|
||||
self.ema52_ema26_dis = abs(klu.ema52 - klu.ema26)
|
||||
self.fx_type = Chan_FX.UNKNOWN
|
||||
self.bi_zs = None
|
||||
self.seg_zs = None
|
||||
self.last_bi_zs = None
|
||||
# ==================== EMA 通用计算方法 ====================
|
||||
|
||||
@staticmethod
|
||||
def cal_ema_pos(high, low, close, ema_value, threshold=0):
|
||||
"""
|
||||
计算K线与任意EMA的客观位置关系（与趋势方向无关，支持threshold容差）
|
||||
|
||||
参数:
|
||||
high, low, close: K线的高低收盘价
|
||||
ema_value: EMA的值
|
||||
threshold: 容差值（绝对值），在此范围内视为"接近/触碰"
|
||||
例如 BTC 价格 $100,000 时 threshold=100 表示差100点视为触碰
|
||||
返回:
|
||||
Chan_EMA_POS 枚举值
|
||||
|
||||
判断逻辑（以threshold=100, ema=97000为例）：
|
||||
ema_zone = [96900, 97100] （EMA上下各扩展threshold）
|
||||
|
||||
ABOVE: low > 97100 K线完全在zone上方（远离EMA）
|
||||
NEAR_ABOVE: 97000 < low <= 97100 K线在上方但下影线进入zone（接近EMA）
|
||||
CROSS_CLOSE_ABOVE: close > 97000, low <= 97000 K线穿越EMA，收盘在上方
|
||||
ON_EMA: abs(close - 97000) <= 100 收盘价在zone内
|
||||
CROSS_CLOSE_BELOW: close < 97000, high >= 97000 K线穿越EMA，收盘在下方
|
||||
NEAR_BELOW: 96900 <= high < 97000 K线在下方但上影线进入zone（接近EMA）
|
||||
BELOW: high < 96900 K线完全在zone下方（远离EMA）
|
||||
"""
|
||||
if ema_value is None or ema_value == 0:
|
||||
return Chan_EMA_POS.UNKNOWN
|
||||
|
||||
ema_upper = ema_value + threshold # EMA zone 上界
|
||||
ema_lower = ema_value - threshold # EMA zone 下界
|
||||
|
||||
# 1. 收盘价在EMA附近（zone内）
|
||||
if threshold > 0 and abs(close - ema_value) <= threshold:
|
||||
# 收盘价在zone内，但还需要看是否有实际穿越
|
||||
if low <= ema_value and close >= ema_value:
|
||||
return Chan_EMA_POS.CROSS_CLOSE_ABOVE # 实际穿越了精确EMA线
|
||||
elif high >= ema_value and close <= ema_value:
|
||||
return Chan_EMA_POS.CROSS_CLOSE_BELOW
|
||||
return Chan_EMA_POS.ON_EMA
|
||||
|
||||
# 2. K线实际穿越了精确的EMA线
|
||||
if close > ema_value and low <= ema_value:
|
||||
return Chan_EMA_POS.CROSS_CLOSE_ABOVE
|
||||
if close < ema_value and high >= ema_value:
|
||||
return Chan_EMA_POS.CROSS_CLOSE_BELOW
|
||||
if close == ema_value:
|
||||
return Chan_EMA_POS.ON_EMA
|
||||
|
||||
# 3. 没有实际穿越，检查是否"接近"（在threshold zone内）
|
||||
if close > ema_value:
|
||||
# K线在EMA上方
|
||||
if threshold > 0 and low <= ema_upper:
|
||||
return Chan_EMA_POS.NEAR_ABOVE # 下影线进入zone，接近但未触碰
|
||||
return Chan_EMA_POS.ABOVE # 远离EMA
|
||||
else:
|
||||
# K线在EMA下方
|
||||
if threshold > 0 and high >= ema_lower:
|
||||
return Chan_EMA_POS.NEAR_BELOW # 上影线进入zone，接近但未触碰
|
||||
return Chan_EMA_POS.BELOW # 远离EMA
|
||||
|
||||
@staticmethod
|
||||
def cal_ema_semantic(ema_pos, kline_dir, ema_dir):
|
||||
"""
|
||||
根据客观位置 + K线方向 + 趋势方向，计算语义状态
|
||||
|
||||
参数:
|
||||
ema_pos: Chan_EMA_POS 客观位置
|
||||
kline_dir: Chan_KLINE_DIR K线方向 (UP/DOWN/COMBINE/INCLUDED)
|
||||
ema_dir: int 趋势方向 (1=多头, -1=空头, 0=盘整)
|
||||
返回:
|
||||
Chan_EMA_SEMANTIC 枚举值
|
||||
|
||||
语义含义（以多头为例，空头完全对称）：
|
||||
TOUCH_HOLD: 触碰EMA，收盘守住趋势侧（支撑/压力有效）
|
||||
BREAK: 穿越EMA，收盘在逆势侧（支撑/压力失败）
|
||||
DEEP_COUNTER: 完全在EMA逆势侧（深度回调/反抽）
|
||||
TOUCH_FAIL: 逆势触碰EMA但未穿越（反弹/反抽力度不足）
|
||||
RECOVER: 逆势后穿越EMA回到趋势侧（收复EMA）
|
||||
TREND_SIDE: 完全在EMA趋势侧（正常运行）
|
||||
STRONG_TREND: 顺势K线完全在EMA趋势侧（强势，远未及EMA）
|
||||
WEAK_COUNTER: 逆势K线完全在EMA逆势侧（弱势，远未到EMA）
|
||||
"""
|
||||
if ema_pos == Chan_EMA_POS.UNKNOWN:
|
||||
return Chan_EMA_SEMANTIC.NEUTRAL
|
||||
|
||||
# 统一处理：将多头/盘整和空头映射到同一套逻辑
|
||||
# is_bull=True 时，"趋势侧"=上方，"逆势侧"=下方
|
||||
# is_bull=False时，"趋势侧"=下方，"逆势侧"=上方
|
||||
is_bull = ema_dir >= 0 # 多头和盘整都按多头逻辑处理
|
||||
|
||||
# K线是否是顺势方向（多头下UP为顺势，空头下DOWN为顺势）
|
||||
is_trend_kline = (kline_dir == Chan_KLINE_DIR.UP) if is_bull else (kline_dir == Chan_KLINE_DIR.DOWN)
|
||||
is_counter_kline = (kline_dir == Chan_KLINE_DIR.DOWN) if is_bull else (kline_dir == Chan_KLINE_DIR.UP)
|
||||
|
||||
# 位置映射：多头下 ABOVE=趋势侧, BELOW=逆势侧; 空头反过来
|
||||
trend_side = Chan_EMA_POS.ABOVE if is_bull else Chan_EMA_POS.BELOW
|
||||
counter_side = Chan_EMA_POS.BELOW if is_bull else Chan_EMA_POS.ABOVE
|
||||
near_trend = Chan_EMA_POS.NEAR_ABOVE if is_bull else Chan_EMA_POS.NEAR_BELOW
|
||||
near_counter = Chan_EMA_POS.NEAR_BELOW if is_bull else Chan_EMA_POS.NEAR_ABOVE
|
||||
cross_to_trend = Chan_EMA_POS.CROSS_CLOSE_ABOVE if is_bull else Chan_EMA_POS.CROSS_CLOSE_BELOW
|
||||
cross_to_counter = Chan_EMA_POS.CROSS_CLOSE_BELOW if is_bull else Chan_EMA_POS.CROSS_CLOSE_ABOVE
|
||||
|
||||
# COMBINE / INCLUDED 方向：只看位置，不区分强弱
|
||||
if not is_trend_kline and not is_counter_kline:
|
||||
if ema_pos == trend_side:
|
||||
return Chan_EMA_SEMANTIC.TREND_SIDE
|
||||
elif ema_pos in (near_trend, cross_to_trend, Chan_EMA_POS.ON_EMA):
|
||||
return Chan_EMA_SEMANTIC.APPROACHING
|
||||
elif ema_pos in (near_counter, cross_to_counter):
|
||||
return Chan_EMA_SEMANTIC.APPROACHING
|
||||
elif ema_pos == counter_side:
|
||||
return Chan_EMA_SEMANTIC.DEEP_COUNTER
|
||||
return Chan_EMA_SEMANTIC.NEUTRAL
|
||||
|
||||
# 逆势K线（多头下的下跌K线 / 空头下的上涨K线）
|
||||
if is_counter_kline:
|
||||
if ema_pos == trend_side:
|
||||
return Chan_EMA_SEMANTIC.STRONG_TREND # 逆势K线仍在趋势侧（回调很浅）
|
||||
elif ema_pos == near_trend:
|
||||
return Chan_EMA_SEMANTIC.APPROACHING # 接近EMA，即将测试支撑/压力
|
||||
elif ema_pos == cross_to_trend:
|
||||
return Chan_EMA_SEMANTIC.TOUCH_HOLD # 触碰EMA后守住趋势侧
|
||||
elif ema_pos == Chan_EMA_POS.ON_EMA:
|
||||
return Chan_EMA_SEMANTIC.TOUCH_HOLD # 收盘在EMA附近，视为守住
|
||||
elif ema_pos == cross_to_counter:
|
||||
return Chan_EMA_SEMANTIC.BREAK # 穿越EMA到逆势侧
|
||||
elif ema_pos == near_counter:
|
||||
return Chan_EMA_SEMANTIC.BREAK # 接近EMA但收盘在逆势侧，也视为击穿
|
||||
elif ema_pos == counter_side:
|
||||
return Chan_EMA_SEMANTIC.DEEP_COUNTER # 完全在逆势侧
|
||||
|
||||
# 顺势K线（多头下的上涨K线 / 空头下的下跌K线）
|
||||
if is_trend_kline:
|
||||
if ema_pos == counter_side:
|
||||
return Chan_EMA_SEMANTIC.WEAK_COUNTER # 顺势K线却在逆势侧（弱势）
|
||||
elif ema_pos == near_counter:
|
||||
return Chan_EMA_SEMANTIC.APPROACHING # 从逆势侧接近EMA
|
||||
elif ema_pos == cross_to_counter:
|
||||
return Chan_EMA_SEMANTIC.TOUCH_FAIL # 触碰EMA但未穿越回趋势侧
|
||||
elif ema_pos == Chan_EMA_POS.ON_EMA:
|
||||
return Chan_EMA_SEMANTIC.TOUCH_FAIL # 收盘在EMA附近，未确认突破
|
||||
elif ema_pos == cross_to_trend:
|
||||
return Chan_EMA_SEMANTIC.RECOVER # 从逆势侧穿越回趋势侧
|
||||
elif ema_pos == near_trend:
|
||||
return Chan_EMA_SEMANTIC.RECOVER # 接近趋势侧（刚收复EMA附近）
|
||||
elif ema_pos == trend_side:
|
||||
return Chan_EMA_SEMANTIC.TREND_SIDE # 完全在趋势侧（正常）
|
||||
|
||||
return Chan_EMA_SEMANTIC.NEUTRAL
|
||||
|
||||
@staticmethod
|
||||
def semantic_to_int(semantic):
|
||||
"""将 Chan_EMA_SEMANTIC 枚举转换为整数，兼容旧的 ema52_status 数值"""
|
||||
mapping = {
|
||||
Chan_EMA_SEMANTIC.TOUCH_HOLD: 1,
|
||||
Chan_EMA_SEMANTIC.BREAK: 2,
|
||||
Chan_EMA_SEMANTIC.DEEP_COUNTER: 3,
|
||||
Chan_EMA_SEMANTIC.TOUCH_FAIL: 4,
|
||||
Chan_EMA_SEMANTIC.RECOVER: 5,
|
||||
Chan_EMA_SEMANTIC.TREND_SIDE: 6,
|
||||
Chan_EMA_SEMANTIC.STRONG_TREND: 7,
|
||||
Chan_EMA_SEMANTIC.WEAK_COUNTER: 8,
|
||||
Chan_EMA_SEMANTIC.APPROACHING: 9,
|
||||
Chan_EMA_SEMANTIC.NEUTRAL: 0,
|
||||
}
|
||||
return mapping.get(semantic, 0)
|
||||
|
||||
# threshold_pct: 阈值百分比，用于自动计算绝对阈值
|
||||
# 例如 0.001 表示 EMA 值的 0.1%，BTC $100,000 时 threshold = $100
|
||||
threshold_pct = 0.001
|
||||
def set_bsp_type(self, bsp_type):
|
||||
if bsp_type and bsp_type != Chan_BSP_TYPE.NONE:
|
||||
self.bsp_type = bsp_type
|
||||
self.bsp = True
|
||||
def cal_all_ema_status(self):
|
||||
"""
|
||||
统一计算所有EMA与K线的位置关系和语义状态
|
||||
|
||||
threshold 自动按 EMA 值的百分比计算（cls.threshold_pct，默认0.1%）
|
||||
- BTC $100,000 时：threshold ≈ $100
|
||||
- ETH $3,000 时：threshold ≈ $3
|
||||
- SOL $200 时：threshold ≈ $0.2
|
||||
|
||||
结果存储在 self.ema_status 字典中，格式：
|
||||
{
|
||||
'ema24': {'pos': Chan_EMA_POS, 'semantic': Chan_EMA_SEMANTIC, 'value': float, 'threshold': float},
|
||||
'ema52': {...},
|
||||
...
|
||||
}
|
||||
|
||||
同时保持向后兼容：self.ema52_pos 和 self.ema52_status
|
||||
"""
|
||||
ema_configs = {
|
||||
'ema24': self.ema24,
|
||||
'ema52': self.ema52,
|
||||
'ema104': self.ema104,
|
||||
'ema156': self.ema156,
|
||||
'ema208': self.ema208,
|
||||
}
|
||||
self.ema_status = {}
|
||||
for name, value in ema_configs.items():
|
||||
# 按 EMA 值的百分比自动计算阈值
|
||||
threshold = abs(value) * self.threshold_pct if value and self.threshold_pct > 0 else 0
|
||||
pos = ChanKLC.cal_ema_pos(self.high, self.low, self.close, value, threshold)
|
||||
semantic = ChanKLC.cal_ema_semantic(pos, self.dir, self.ema_dir)
|
||||
self.ema_status[name] = {
|
||||
'pos': pos,
|
||||
'semantic': semantic,
|
||||
'value': value,
|
||||
'threshold': threshold,
|
||||
}
|
||||
# 向后兼容
|
||||
self.ema52_pos = self.ema_status['ema52']['pos']
|
||||
self.ema52_status = ChanKLC.semantic_to_int(self.ema_status['ema52']['semantic'])
|
||||
def get_ema_pos(self, ema_name):
|
||||
"""获取指定EMA的客观位置，如 klc.get_ema_pos('ema24')"""
|
||||
if ema_name in self.ema_status:
|
||||
return self.ema_status[ema_name]['pos']
|
||||
return Chan_EMA_POS.UNKNOWN
|
||||
def check_ema_pos(self):
|
||||
if len(self.ema_status) > 0:
|
||||
for ema_name, pos in self.ema_status.items():
|
||||
#print(self.end_time, ema_name, pos['pos'])
|
||||
if ((self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2) and pos['pos'] == Chan_EMA_POS.CROSS_CLOSE_BELOW) or ((self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2) and pos['pos'] == Chan_EMA_POS.CROSS_CLOSE_ABOVE):
|
||||
#print("---------------------")
|
||||
return ema_name
|
||||
return None
|
||||
def get_ema_semantic(self, ema_name):
|
||||
"""获取指定EMA的语义状态，如 klc.get_ema_semantic('ema52')"""
|
||||
if ema_name in self.ema_status:
|
||||
return self.ema_status[ema_name]['semantic']
|
||||
return Chan_EMA_SEMANTIC.NEUTRAL
|
||||
def set_trend(self, trend):
|
||||
self.trend = trend
|
||||
def to_string(self):
|
||||
out = ""
|
||||
start = self.start_time if self.start_time is not None else ""
|
||||
end = self.end_time if self.end_time is not None else ""
|
||||
price_diff = getattr(self, 'price_diff', None)
|
||||
out += str(start) + " " + str(end) + " " + str(self.close) + " " + str(self.ema24) + " " + str(self.ema52) + " " + str(self.trend) + " " + str(self.close - self.ema52)
|
||||
return out
|
||||
def set_bi_zs(self, bi_zs):
|
||||
if bi_zs:
|
||||
self.bi_zs = bi_zs
|
||||
def set_klc_fx_type(self, klc_fx_type):
|
||||
#print(self.start_time, klc_fx_type, self.get_feature_data()['klu_macd'], self.get_feature_data()['klu_macdhist'], self.get_feature_data()['klu_rsi'])
|
||||
self.klc_fx_type = klc_fx_type
|
||||
#self.cal_fx()
|
||||
ema_name = self.check_ema_pos()
|
||||
hist_div = abs(self.macdhist - self.next.macdhist)
|
||||
#print(self.end_time, self.dir, abs(self.macdhist), hist_div)
|
||||
#if ema_name:
|
||||
#print(self.end_time, ema_name, self.ema_status[ema_name]['semantic'], hist_div)
|
||||
#self.cal_bb_out()
|
||||
#print(self.pre.start_time, self.next.end_time, self.klc_fx_type)
|
||||
if klc_fx_type == Chan_KLC_FX.TOP1 or klc_fx_type == Chan_KLC_FX.TOP2 or klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc_fx_type == Chan_KLC_FX.BOTTOM2:
|
||||
self.cal_fx_box()
|
||||
self.cal_fx_type()
|
||||
def cal_fx_type(self):
|
||||
if self.fx == Chan_FX_TYPE.TOP and self.next:
|
||||
if self.ema52_dis > self.ema26_dis:
|
||||
if self.pre.macd < self.macd and self.macd < self.next.macd:
|
||||
self.fx_type = Chan_FX.CONTINUATION
|
||||
else:
|
||||
self.fx_type = Chan_FX.REVERSAL
|
||||
elif self.fx == Chan_FX_TYPE.BOTTOM and self.next:
|
||||
if self.ema52_dis < self.ema26_dis:
|
||||
if self.pre.macd > self.macd and self.macd > self.next.macd:
|
||||
self.fx_type = Chan_FX.CONTINUATION
|
||||
else:
|
||||
self.fx_type = Chan_FX.REVERSAL
|
||||
#if self.fx_type != Chan_FX.UNKNOWN and self.fx_type != Chan_FX.CONTINUATION:
|
||||
#print(self.end_time, self.fx_type)
|
||||
def cal_fx_box(self):
|
||||
# 每次重算前先清空，避免旧box残留
|
||||
self.fx_box = None
|
||||
start_time = None
|
||||
end_time = None
|
||||
high = 0
|
||||
low = 0
|
||||
display = False
|
||||
if self.pre and self.next and self.next.end_time:
|
||||
self.next.in_fx = True
|
||||
if self.fx == Chan_FX_TYPE.TOP:
|
||||
start_time = self.pre.end_time
|
||||
end_time = self.next.end_time
|
||||
high = self.high
|
||||
low = self.pre.low if self.pre.low < self.next.low else self.next.low
|
||||
if self.next.close < self.pre.low or True:
|
||||
display = True
|
||||
elif self.fx == Chan_FX_TYPE.BOTTOM:
|
||||
start_time = self.pre.end_time
|
||||
end_time = self.next.end_time
|
||||
high = self.pre.high if self.pre.high > self.next.high else self.next.high
|
||||
low = self.low
|
||||
if self.next.close > self.pre.high or True:
|
||||
display = True
|
||||
if high > 0 and self.next.end_time and display:
|
||||
#print(start_time, end_time, high, low)
|
||||
# Chan_FX_BOX 这里导入的是模块，类名在模块内部为 Chan_FX_Box
|
||||
self.fx_confirmed = True
|
||||
self.fx_box = Chan_FX_Box.Chan_FX_Box(start_time, end_time, high, low)
|
||||
def check_fx_confirmed(self, last_top, last_bottom):
|
||||
if last_top and last_bottom and False:
|
||||
if last_top.index > last_bottom.index:
|
||||
if self.in_fx == False and last_top.fx_confirmed == False:
|
||||
pre = last_top.pre
|
||||
if pre.low > self.close:
|
||||
last_top.fx_confirmed = True
|
||||
if last_top.fx_box:
|
||||
last_top.fx_box.end_time = self.end_time
|
||||
#print(self.end_time, "fx_confirmed top")
|
||||
else:
|
||||
high = last_top.high
|
||||
low = self.low
|
||||
last_top.fx_box = Chan_FX_Box.Chan_FX_Box(last_top.pre.start_time, self.end_time, high, low)
|
||||
#print(self.end_time, "fx_confirmed new box top")
|
||||
elif self.in_fx == False and last_bottom.fx_confirmed == False:
|
||||
pre = last_bottom.pre
|
||||
if pre.high < self.close:
|
||||
last_bottom.fx_confirmed = True
|
||||
if last_bottom.fx_box:
|
||||
last_bottom.fx_box.end_time = self.end_time
|
||||
#print(self.end_time, "fx_confirmed bottom")
|
||||
else:
|
||||
high = self.high
|
||||
low = last_bottom.low
|
||||
last_bottom.fx_box = Chan_FX_Box.Chan_FX_Box(last_bottom.pre.start_time, self.end_time, high, low)
|
||||
#print(self.end_time, "fx_confirmed new box bottom")
|
||||
def add_klu(self, klu):
|
||||
self.klu_list.append(klu)
|
||||
def check_klc_state(self, last_fx_klc):
|
||||
if last_fx_klc and last_fx_klc.fx == Chan_FX_TYPE.TOP:
|
||||
if self.high > last_fx_klc.high:
|
||||
self.klc_state = Chan_KLC_STATE.S11
|
||||
else:
|
||||
self.klc_state = Chan_KLC_STATE.S_11
|
||||
elif last_fx_klc and last_fx_klc.fx == Chan_FX_TYPE.BOTTOM:
|
||||
if self.low < last_fx_klc.low:
|
||||
self.klc_state = Chan_KLC_STATE.S_11
|
||||
else:
|
||||
self.klc_state = Chan_KLC_STATE.S11
|
||||
if self.pre and self.pre.fx == Chan_FX_TYPE.TOP:
|
||||
self.klc_state = Chan_KLC_STATE.S10
|
||||
elif self.pre and self.pre.fx == Chan_FX_TYPE.BOTTOM:
|
||||
self.klc_state = Chan_KLC_STATE.S_10
|
||||
#print(self.end_time, self.klc_state)
|
||||
def set_end_klu(self, klu):
|
||||
self.end_klu = klu
|
||||
self.end_time = klu.time
|
||||
self.close = klu.close
|
||||
for klu in self.klu_list:
|
||||
if klu.exception:
|
||||
self.exception = True
|
||||
print(klu.time, "exception")
|
||||
if klu.separate_div > 0:
|
||||
self.separate_div = True
|
||||
if klu.continue_div:
|
||||
self.continue_div = klu.continue_div
|
||||
if klu.macd_state != Chan_MACD_STATE.UNKNOWN:
|
||||
self.state = klu.macd_state
|
||||
klu.set_klc(self)
|
||||
self.klc_dir = Chan_KLINE_DIR.UP if self.close > self.open else Chan_KLINE_DIR.DOWN
|
||||
self.cal_indicators()
|
||||
self.cal_all_ema_status()
|
||||
if self.open > self.high:
|
||||
self.open = self.high
|
||||
if self.close > self.high:
|
||||
self.close = self.high
|
||||
if self.close < self.low:
|
||||
self.close = self.low
|
||||
if self.open < self.low:
|
||||
self.open = self.low
|
||||
#print(self.end_time, self.open, self.close, self.high, self.low)
|
||||
#print(klu.time, klu.open, klu.close, klu.high, klu.low)
|
||||
def cal_fx(self):
|
||||
if self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2:
|
||||
#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klu_list))
|
||||
if self.state == Chan_MACD_STATE.HIGH_EMPTY and self.macd > 0:
|
||||
#print(self.end_time, self.state, self.macd, self.klc_fx_type)
|
||||
self.klc_fx_type = Chan_KLC_FX.TOP6
|
||||
if self.separate_div or self.continue_div:
|
||||
self.klc_fx_type = Chan_KLC_FX.TOP7
|
||||
if self.signal > 0 and self.macd > self.signal:
|
||||
self.klc_fx_type = Chan_KLC_FX.TOP8
|
||||
else:
|
||||
if self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2:
|
||||
if self.macdhist > 0 and self.macd < 0:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM5
|
||||
return
|
||||
if self.state == Chan_MACD_STATE.HIGH_EMPTY and self.macd < 0:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM6
|
||||
#print(self.end_time, self.state, self.macd, self.klc_fx_type)
|
||||
if self.separate_div or self.continue_div:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM7
|
||||
if self.signal < 0 and self.macd < self.signal:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM8
|
||||
def cal_bb_out(self):
|
||||
for klu in self.klu_list:
|
||||
if self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2:
|
||||
#print(self.start_time, self.klc_fx_type, klu.high, klu.bb52upper, self.macd, self.next.macd, klu.time)
|
||||
if self.high >= klu.bb52upper and klu.bb52upper > 0 and self.next and self.high > self.next.high:
|
||||
self.klc_fx_type = Chan_KLC_FX.TOP4
|
||||
print(self.end_time, self.klc_fx_type)
|
||||
if self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2:
|
||||
#print(self.start_time, self.klc_fx_type, klu.low, klu.bb52lower, self.macd, self.next.macd, klu.time)
|
||||
if self.low <= klu.bb52lower and klu.bb52lower > 0 and self.next and self.low < self.next.low:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM4
|
||||
print(self.end_time, self.klc_fx_type)
|
||||
def cal_indicators(self):
|
||||
for index in range(1, len(self.klu_list)):
|
||||
self.volume += self.klu_list[index].volume
|
||||
self.rsi += self.klu_list[index].rsi
|
||||
self.volume_ratio += self.klu_list[index].volume_ratio
|
||||
self.macdhist += self.klu_list[index].macdhist
|
||||
self.ema26 += self.klu_list[index].ema26
|
||||
self.ema24 += self.klu_list[index].ema24
|
||||
self.ema52 += self.klu_list[index].ema52
|
||||
self.ema104 += self.klu_list[index].ema104
|
||||
self.ema156 += self.klu_list[index].ema156
|
||||
self.ema208 += self.klu_list[index].ema208
|
||||
self.ema13 += self.klu_list[index].ema13
|
||||
self.ema7 += self.klu_list[index].ema7
|
||||
self.bb2633upper += self.klu_list[index].bb2633upper
|
||||
self.bb2633lower += self.klu_list[index].bb2633lower
|
||||
self.bb2633middle += self.klu_list[index].bb2633middle
|
||||
self.ma5 += self.klu_list[index].ma5
|
||||
self.ema5 += self.klu_list[index].ema5
|
||||
if self.ema_dir != self.klu_list[index].ema_dir:
|
||||
self.ema_dir = 0
|
||||
n = len(self.klu_list)
|
||||
self.rsi = self.rsi / n
|
||||
self.volume_ratio = self.volume_ratio / n
|
||||
self.volume = self.volume / n
|
||||
self.macdhist = self.macdhist / n
|
||||
self.ema26 = self.ema26 / n
|
||||
self.ema24 = self.ema24 / n
|
||||
self.ema52 = self.ema52 / n
|
||||
self.ema104 = self.ema104 / n
|
||||
self.ema156 = self.ema156 / n
|
||||
self.ema208 = self.ema208 / n
|
||||
self.ema13 = self.ema13 / n
|
||||
self.ema7 = self.ema7 / n
|
||||
self.ma5 = self.ma5 / n
|
||||
self.ema5 = self.ema5 / n
|
||||
self.bb2633upper = self.bb2633upper / n
|
||||
self.bb2633lower = self.bb2633lower / n
|
||||
self.bb2633middle = self.bb2633middle / n
|
||||
if len(self.klu_list) > 0:
|
||||
self.macd = self.klu_list[-1].macd
|
||||
self.signal = self.klu_list[-1].signal
|
||||
self.body = abs(self.close - self.open)
|
||||
self.upper_shadow = self.high - max(self.close, self.open)
|
||||
self.lower_shadow = min(self.close, self.open) - self.low
|
||||
self.body_ratio = self.body / self.open
|
||||
self.upper_shadow_ratio = self.upper_shadow / self.open
|
||||
self.lower_shadow_ratio = self.lower_shadow / self.open
|
||||
self.candle_dir = Chan_K_DIR.CROSS if self.close == self.open else Chan_K_DIR.BULL if self.close > self.open else Chan_K_DIR.BEAR
|
||||
self.range = self.high - self.low
|
||||
def set_next(self, klc):
|
||||
self.next = klc
|
||||
def set_pre(self, klc):
|
||||
self.pre = klc
|
||||
def set_state(self, state):
|
||||
self.state = state
|
||||
def check_klu_included(self, klu):
|
||||
if self.high >= klu.high:
|
||||
# high大于，low小于，左包含
|
||||
if self.low <= klu.low:
|
||||
self.add_klu(klu=klu)
|
||||
# gn>gn-1
|
||||
if self.dir == Chan_KLINE_DIR.UP:
|
||||
# UP -> max(dn)
|
||||
self.low = klu.low
|
||||
else:
|
||||
# DOWN -> min(gn)
|
||||
self.high = klu.high
|
||||
#self.print(klu, "Z")
|
||||
return True
|
||||
# high大于，low大于，不包含
|
||||
else:
|
||||
# if self.low > klu.low
|
||||
# high相等，右包含
|
||||
if self.high == klu.high:
|
||||
self.add_klu(klu=klu)
|
||||
# UP -> max(gn)
|
||||
if self.dir == Chan_KLINE_DIR.UP:
|
||||
self.high = klu.high
|
||||
else:
|
||||
# DOWN -> min(dn)
|
||||
self.low = klu.low
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
else:
|
||||
# high小于，low大于，右包含
|
||||
if self.low >= klu.low:
|
||||
self.add_klu(klu=klu)
|
||||
# gn>gn-1
|
||||
if self.dir == Chan_KLINE_DIR.UP:
|
||||
# UP -> max(gn)
|
||||
self.high = klu.high
|
||||
else:
|
||||
# DOWN -> min(dn)
|
||||
self.low = klu.low
|
||||
#self.print(klu, "Y")
|
||||
return True
|
||||
else:
|
||||
# high小于，low小于，不包含
|
||||
return False
|
||||
def set_fx(self, fx: Chan_FX_TYPE):
|
||||
self.fx = fx
|
||||
def cal_invisible(self):
|
||||
if self.fx == Chan_FX_TYPE.TOP:
|
||||
if self.macdhist < 0 and self.macd > 0:
|
||||
self.klc_fx_type = Chan_KLC_FX.TOP5
|
||||
else:
|
||||
if self.fx == Chan_FX_TYPE.BOTTOM:
|
||||
if self.macdhist > 0 and self.macd < 0:
|
||||
self.klc_fx_type = Chan_KLC_FX.BOTTOM5
|
||||
def set_pre_fx(self):
|
||||
if self.pre and self.pre.pre:
|
||||
self.pre.fx = self.check_fx(self.pre.pre, self.pre)
|
||||
def check_fx(self, k1, k2):
|
||||
if k2.high > k1.high and k2.high > self.high:
|
||||
return Chan_FX_TYPE.TOP
|
||||
elif k2.low < k1.low and k2.low < self.low:
|
||||
return Chan_FX_TYPE.BOTTOM
|
||||
else:
|
||||
return Chan_FX_TYPE.UNKNOWN
|
||||
def set_bi(self, bi):
|
||||
self.bi = bi
|
||||
self.distance = self.index - bi.start_klc.index
|
||||
#print(self.start_time, self.distance, bi.index, bi.dir)
|
||||
Reference in New Issue
Block a user