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添加新的检测

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This commit is contained in:
jackyu66git
2025-09-16 03:05:42 +08:00
parent 0b9f63409c
commit 3594d59a92
7 changed files with 116 additions and 56 deletions
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ChanLun.py
+74 -26
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@@ -20,19 +20,17 @@ import numpy as np
from ChanMACD import ChanMACD
class ChanLun():
timeframes = ["5m", "15m", "30m", "60m", "4h"]
times = {
"5m": 5,
"15m": 15,
"30m": 30,
"60m": 60,
"4h": 240
}
time3 = 3
time5 = 5
time15 = 15
time30 = 30
time60 = 60
time2h = 120
time4h = 240
time6h = 360
time8h = 480
time12h = 720
time1d = 1440
def create_all_data(self, dataframe, ticker_indicator):
all_data = dict()
all_data['1m'] = dataframe
@@ -82,25 +80,75 @@ class ChanLun():
klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list)
def get_klu_state_list(self, dataframe):
klu_list = self.get_klu_list(dataframe)
chanmacd = ChanMACD(klu_list)
state_list = []
for klu in klu_list:
if klu.macd > 0:
if klu.separate_div:
state_list.append("30")
elif klu.continue_div:
state_list.append("20")
else:
state_list.append("00")
else:
if klu.separate_div:
state_list.append("-30")
elif klu.continue_div:
state_list.append("-20")
else:
state_list.append("00")
dataframe3 = resample_to_interval(dataframe, self.time3)
dataframe5 = resample_to_interval(dataframe, self.time5)
dataframe15 = resample_to_interval(dataframe, self.time15)
dataframe30 = resample_to_interval(dataframe, self.time30)
dataframe60 = resample_to_interval(dataframe, self.time60)
dataframe2h = resample_to_interval(dataframe, self.time2h)
dataframe6h = resample_to_interval(dataframe, self.time6h)
dataframe8h = resample_to_interval(dataframe, self.time8h)
dataframe12h = resample_to_interval(dataframe, self.time12h)
dataframe4h = resample_to_interval(dataframe, self.time4h)
dataframe1d = resample_to_interval(dataframe, self.time1d)
dataframe = self.add_indicators(dataframe)
dataframe3 = self.add_indicators(dataframe3)
dataframe5 = self.add_indicators(dataframe5)
dataframe15 = self.add_indicators(dataframe15)
dataframe30 = self.add_indicators(dataframe30)
dataframe60 = self.add_indicators(dataframe60)
dataframe2h = self.add_indicators(dataframe2h)
dataframe6h = self.add_indicators(dataframe6h)
dataframe8h = self.add_indicators(dataframe8h)
dataframe12h = self.add_indicators(dataframe12h)
dataframe4h = self.add_indicators(dataframe4h)
dataframe1d = self.add_indicators(dataframe1d)
return state_list
def add_indicators(self, df):
fast = 12
slow = 26
period = 9
macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0)
bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
# 计算布林带中轨（移动平均线）
bb30_middle = ta.SMA(df, timeperiod=90)
# 手动计算布林带 %B 指标 (BBP)
# %B = (Price - Lower Band) / (Upper Band - Lower Band)
bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
bbp302 = (df['close'] - bb302['lowerband']) / (bb302['upperband'] - bb302['lowerband'])
df['atr'] = ta.ATR(df, timeperiod=14)
df['bbup365'] = bb365['upperband']
df['bblow365'] = bb365['lowerband']
df['bbp365'] = bbp365
df['bbup120'] = bb120['upperband']
df['bblow120'] = bb120['lowerband']
df['bbp120'] = bbp120
df['bbup30'] = bb30['upperband']
df['bblow30'] = bb30['lowerband']
df['bbmiddle30'] = bb30_middle # 添加bb30中轨
df['bbp30'] = bbp30
df['bbup302'] = bb302['upperband']
df['bblow302'] = bb302['lowerband']
df['bbp302'] = bbp302
df['macd'] = macd['macd']
df['macdsignal'] = macd['macdsignal']
df['macdhist'] = macd['macdhist']
df['ema5'] = ta.EMA(df, timeperiod=5)
df['ema10'] = ta.EMA(df, timeperiod=10)
df['ema26'] = ta.EMA(df, timeperiod=26)
df['ema52'] = ta.EMA(df, timeperiod=52)
df['rsi'] = ta.RSI(df, timeperiod=14)
df['volume_ratio'] = self.cal_volume_ratio(df)
return df
def get_klc_state_list(self, dataframe):
klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list)