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添加新的检测

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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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ChanKLU.py
+10 -10
View File
@@ -52,8 +52,8 @@ class ChanKLU:
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.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.strength = 0 if self.candle_dir == Chan_K_DIR.CROSS else self.cal_klu_strength() self.strength = 0 if self.candle_dir == Chan_K_DIR.CROSS else self.cal_klu_strength()
self.continue_div = False self.continue_div = 0
self.separate_div = False self.separate_div = 0
self.near0_return = 0 self.near0_return = 0
self.ema52 = 0 self.ema52 = 0
self.ema24 = 0 self.ema24 = 0
@@ -655,27 +655,27 @@ class ChanKLU:
if self.signal > 0: if self.signal > 0:
if self.macd < self.signal: if self.macd < self.signal:
if 0 < self.low - self.ema52 < 100: if 0 < self.low - self.ema52 < 100:
self.near0_return = 6 self.near0_return = 0
elif self.close > self.ema52 and self.low < self.ema52 and self.open > self.ema52: elif self.close > self.ema52 and self.low < self.ema52 and self.open > self.ema52:
self.near0_return = 7 self.near0_return = 7
elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 8 self.near0_return = 0
elif self.close < self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 9 self.near0_return = 0
elif self.close > self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 10 self.near0_return = 0
else: else:
if self.macd > self.signal: if self.macd > self.signal:
if 0 < self.ema52 - self.high < 100: if 0 < self.ema52 - self.high < 100:
self.near0_return = 61 self.near0_return = 0
elif self.close < self.ema52 and self.high > self.ema52 and self.open < self.ema52: elif self.close < self.ema52 and self.high > self.ema52 and self.open < self.ema52:
self.near0_return = 71 self.near0_return = 0
elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close < self.ema52 and self.open > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 81 self.near0_return = 81
elif self.close > self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.open < self.ema52 and self.high > self.ema52 and self.low < self.ema52:
self.near0_return = 91 self.near0_return = 0
elif self.close > self.ema52 and self.high > self.ema52 and self.open > self.ema52 and self.low < self.ema52: elif self.close > self.ema52 and self.high > self.ema52 and self.open > self.ema52 and self.low < self.ema52:
self.near0_return = 101 self.near0_return = 0
# CROSS0 仅以 Signal 穿越零轴判定 # CROSS0 仅以 Signal 穿越零轴判定
if self.pre.signal >= 0 and self.signal < 0: if self.pre.signal >= 0 and self.signal < 0:
self.macd_state = Chan_MACD_STATE.CROSS0_DOWN self.macd_state = Chan_MACD_STATE.CROSS0_DOWN
ChanLun.py
+74 -26
View File
@@ -20,19 +20,17 @@ import numpy as np
from ChanMACD import ChanMACD from ChanMACD import ChanMACD
class ChanLun(): class ChanLun():
timeframes = ["5m", "15m", "30m", "60m", "4h"] time3 = 3
times = {
"5m": 5,
"15m": 15,
"30m": 30,
"60m": 60,
"4h": 240
}
time5 = 5 time5 = 5
time15 = 15 time15 = 15
time30 = 30 time30 = 30
time60 = 60 time60 = 60
time2h = 120
time4h = 240 time4h = 240
time6h = 360
time8h = 480
time12h = 720
time1d = 1440
def create_all_data(self, dataframe, ticker_indicator): def create_all_data(self, dataframe, ticker_indicator):
all_data = dict() all_data = dict()
all_data['1m'] = dataframe all_data['1m'] = dataframe
@@ -82,25 +80,75 @@ class ChanLun():
klc_list = self.get_klc_list(dataframe) klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list) bi_list= self.cal_bi_list(klc_list)
def get_klu_state_list(self, dataframe): def get_klu_state_list(self, dataframe):
klu_list = self.get_klu_list(dataframe) dataframe3 = resample_to_interval(dataframe, self.time3)
chanmacd = ChanMACD(klu_list) dataframe5 = resample_to_interval(dataframe, self.time5)
state_list = [] dataframe15 = resample_to_interval(dataframe, self.time15)
for klu in klu_list: dataframe30 = resample_to_interval(dataframe, self.time30)
if klu.macd > 0: dataframe60 = resample_to_interval(dataframe, self.time60)
if klu.separate_div: dataframe2h = resample_to_interval(dataframe, self.time2h)
state_list.append("30") dataframe6h = resample_to_interval(dataframe, self.time6h)
elif klu.continue_div: dataframe8h = resample_to_interval(dataframe, self.time8h)
state_list.append("20") dataframe12h = resample_to_interval(dataframe, self.time12h)
else: dataframe4h = resample_to_interval(dataframe, self.time4h)
state_list.append("00") dataframe1d = resample_to_interval(dataframe, self.time1d)
else: dataframe = self.add_indicators(dataframe)
if klu.separate_div: dataframe3 = self.add_indicators(dataframe3)
state_list.append("-30") dataframe5 = self.add_indicators(dataframe5)
elif klu.continue_div: dataframe15 = self.add_indicators(dataframe15)
state_list.append("-20") dataframe30 = self.add_indicators(dataframe30)
else: dataframe60 = self.add_indicators(dataframe60)
state_list.append("00") 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 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): def get_klc_state_list(self, dataframe):
klc_list = self.get_klc_list(dataframe) klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list) bi_list= self.cal_bi_list(klc_list)
ChanMACDUnitTF.py
+2 -2
View File
@@ -61,9 +61,9 @@ class ChanMACDUnitTF():
self.div_peak_list.append(histset.peak_klu) self.div_peak_list.append(histset.peak_klu)
#print("Unittf: ", self.start_klu.time) #print("Unittf: ", self.start_klu.time)
if histset.peak_klu.macd > 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE: if histset.peak_klu.macd > 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
histset.peak_klu.separate_div = True histset.peak_klu.separate_div = self.div_count
elif histset.peak_klu.macd < 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER: elif histset.peak_klu.macd < 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER:
histset.peak_klu.separate_div = True histset.peak_klu.separate_div = self.div_count
else: else:
if histset.peak_klu: if histset.peak_klu:
self.peak_klu = histset.peak_klu self.peak_klu = histset.peak_klu
K线动能理论.txt
+4
View File
@@ -1,6 +1,10 @@
EMA52线的反弹比零轴的反弹弱 EMA52线的反弹比零轴的反弹弱
EMA52线和MACD白线同时归零轴同时满足的话是完美形态，最佳买卖点 EMA52线和MACD白线同时归零轴同时满足的话是完美形态，最佳买卖点
跟随策略，先调整小级别，然后依次往大级别调整，直到整个周期结束
大级别MACD在零轴之上为多头趋势，回调踩EMA52做多，直到跳空背离，隐形，更大级别EMA52顶部归零轴平仓
大级别MACD在零轴之下为空头趋势，上涨踩EMA52做空，直到跳空背离，隐形，更大级别EMA52底部归零轴平仓
盘整趋势在零轴上下移动，价格在大级别EMA52之间移动，根据连续跳空背离，隐形，归零轴EMA52线开仓和平仓
strategies/ChanLun_BTC_30.py
+14 -7
View File
@@ -50,7 +50,7 @@ class ChanLun_BTC_30(IStrategy):
"240": 0 "240": 0
} }
# 15m and 30m # 15m and 30m
minimal_roi = { minimal_roi_1 = {
"0": 0.1, "0": 0.1,
"240": 0.05, "240": 0.05,
"480": 0.03, "480": 0.03,
@@ -64,7 +64,7 @@ class ChanLun_BTC_30(IStrategy):
} }
can_short = True can_short = True
lev = 2.5 lev = 2.0
stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制 stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制
use_custom_stoploss = True # 启用自定义止损 use_custom_stoploss = True # 启用自定义止损
@@ -265,7 +265,14 @@ class ChanLun_BTC_30(IStrategy):
else: else:
# 最保守的回退：5% # 最保守的回退：5%
return -0.05 return -0.05
dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
ema52_str = 'resample_{}_ema52'.format(self.get_ticker_indicator()*self.time60)
ema52_val = float(last_candle.get(ema52_str, 0) or 0)
close_str = 'resample_{}_close'.format(self.get_ticker_indicator()*self.time60)
close_val = float(last_candle.get(close_str, 0) or 0)
if close_val < ema52_val:
return -0.01
if trade.is_short: if trade.is_short:
stop_price = trade.open_rate + float(entry_atr) stop_price = trade.open_rate + float(entry_atr)
else: else:
@@ -325,12 +332,12 @@ class ChanLun_BTC_30(IStrategy):
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30) state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
dataframe.loc[ dataframe.loc[
( (
(dataframe[state30].shift(shift30) == "-20") (dataframe[state60].shift(shift60) == "-20")
), ),
['enter_long', 'enter_tag']] = (1, 'long_30') ['enter_long', 'enter_tag']] = (1, 'long_30')
dataframe.loc[ dataframe.loc[
( (
(dataframe[state30].shift(shift30) == "20") (dataframe[state30].shift(shift30) == "40")
), ),
['enter_short', 'enter_tag']] = (1, 'short_30') ['enter_short', 'enter_tag']] = (1, 'short_30')
return dataframe return dataframe
@@ -341,8 +348,8 @@ class ChanLun_BTC_30(IStrategy):
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30) state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
dataframe.loc[ dataframe.loc[
( (
(dataframe[state30].shift(shift30) == "20") | (dataframe[state60].shift(shift60) == "20") |
(dataframe[state30].shift(shift30) == "30") (dataframe[state60].shift(shift60) == "30")
), ),
['exit_long', 'exit_tag']] = (1, 'long_close_30') ['exit_long', 'exit_tag']] = (1, 'long_close_30')
dataframe.loc[ dataframe.loc[
web/app.py
+4 -3
View File
@@ -51,6 +51,7 @@ TIMEFRAMES = {
'1h': '1小时', '1h': '1小时',
'2h': '2小时', '2h': '2小时',
'4h': '4小时', '4h': '4小时',
'6h': '6小时',
'8h': '8小时', '8h': '8小时',
'12h': '12小时', '12h': '12小时',
'1d': '日线', '1d': '日线',
@@ -110,12 +111,12 @@ def get_crypto_kl_data(symbol, timeframe, limit=1000, start_time=None, end_time=
# 根据时间周期调整每次请求的数据量 # 根据时间周期调整每次请求的数据量
batch_size = 1000 # 默认批次大小 batch_size = 1000 # 默认批次大小
if timeframe in ['1m', '3m', '5m']: if timeframe in ['1m', '3m', '5m']:
batch_size = 500 # 分钟级数据减少批次大小 batch_size = 1000 # 分钟级数据减少批次大小
elif timeframe in ['15m', '30m', '1h']: elif timeframe in ['15m', '30m', '1h']:
batch_size = 1000 batch_size = 1000
else: else:
batch_size = 1500 # 日线及以上可以获取更多 batch_size = 1500 # 日线及以上可以获取更多
batch_size = 1000 # 默认批次大小 batch_size = 1500 # 默认批次大小
# 初始化存储所有K线数据的列表 # 初始化存储所有K线数据的列表
all_ohlcv = [] all_ohlcv = []
@@ -1247,7 +1248,7 @@ def serialize_chan_macd_data(chan_macd_data, client_tz):
serialized_data['klu_list'].append({ serialized_data['klu_list'].append({
'time': format_time_safely(getattr(klu, 'time', None), client_tz), 'time': format_time_safely(getattr(klu, 'time', None), client_tz),
'continue_div': bool(getattr(klu, 'continue_div', False)), 'continue_div': bool(getattr(klu, 'continue_div', False)),
'separate_div': bool(getattr(klu, 'separate_div', False)), 'separate_div': int(getattr(klu, 'separate_div', 0)) if getattr(klu, 'separate_div', 0) is not None else 0,
'near0_return': int(getattr(klu, 'near0_return', 0)) if getattr(klu, 'near0_return', 0) is not None else 0 'near0_return': int(getattr(klu, 'near0_return', 0)) if getattr(klu, 'near0_return', 0) is not None else 0
}) })
except Exception as e: except Exception as e:
web/templates/index.html
+8 -8
View File
@@ -3068,8 +3068,8 @@
if (!item || !item.time) return; if (!item || !item.time) return;
const ts = Math.floor(new Date(item.time).getTime() / 1000); const ts = Math.floor(new Date(item.time).getTime() / 1000);
if (isNaN(ts)) return; if (isNaN(ts)) return;
if (item.separate_div === true) { if (Number(item.separate_div) > 0) {
mainMarkers.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: 'SD', size: 0.6 }); mainMarkers.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: `SD${Number(item.separate_div)}`, size: 0.6 });
} }
if (item.continue_div === true) { if (item.continue_div === true) {
mainMarkers.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 }); mainMarkers.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
@@ -3086,8 +3086,8 @@
if (!item || !item.time) return; if (!item || !item.time) return;
const ts = Math.floor(new Date(item.time).getTime() / 1000); const ts = Math.floor(new Date(item.time).getTime() / 1000);
if (isNaN(ts)) return; if (isNaN(ts)) return;
if (item.separate_div === true) { if (Number(item.separate_div) > 0) {
elementMarkers.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: 'SD', size: 0.6 }); elementMarkers.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: `SD${Number(item.separate_div)}`, size: 0.6 });
} }
if (item.continue_div === true) { if (item.continue_div === true) {
elementMarkers.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 }); elementMarkers.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });
@@ -3127,8 +3127,8 @@
if (!item || !item.time) return; if (!item || !item.time) return;
const ts = Math.floor(new Date(item.time).getTime() / 1000); const ts = Math.floor(new Date(item.time).getTime() / 1000);
if (isNaN(ts)) return; if (isNaN(ts)) return;
if (item.separate_div === true) { if (Number(item.separate_div) > 0) {
mainMarkersAll.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: 'SD', size: 0.6 }); mainMarkersAll.push({ time: ts, position: 'aboveBar', color: '#03a9f4', shape: 'arrowUp', text: `SD${Number(item.separate_div)}`, size: 0.6 });
} }
if (item.continue_div === true) { if (item.continue_div === true) {
mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 }); mainMarkersAll.push({ time: ts, position: 'belowBar', color: '#ff9800', shape: 'arrowDown', text: 'CD', size: 0.6 });
@@ -3143,8 +3143,8 @@
if (!item || !item.time) return; if (!item || !item.time) return;
const ts = Math.floor(new Date(item.time).getTime() / 1000); const ts = Math.floor(new Date(item.time).getTime() / 1000);
if (isNaN(ts)) return; if (isNaN(ts)) return;
if (item.separate_div === true) { if (Number(item.separate_div) > 0) {
elementMarkersAll.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: 'SD', size: 0.6 }); elementMarkersAll.push({ time: ts, position: 'aboveBar', color: '#9c27b0', shape: 'arrowUp', text: `SD${Number(item.separate_div)}`, size: 0.6 });
} }
if (item.continue_div === true) { if (item.continue_div === true) {
elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 }); elementMarkersAll.push({ time: ts, position: 'belowBar', color: '#4caf50', shape: 'arrowDown', text: 'CD', size: 0.6 });