添加新的bb2633，笔识别改回去了

ChanKLC.py

@@ -61,8 +61,9 @@ class ChanKLC():
 		# 向后兼容：保留 ema52_status 和 ema52_pos
 		self.ema52_status = 0
 		self.ema52_pos = Chan_EMA_POS.UNKNOWN
-		self.cal_all_ema_status()
+		self.bb2633upper = klu.bb2633upper
-
+		self.bb2633lower = klu.bb2633lower
+		self.bb2633middle = klu.bb2633middle
 	# ==================== EMA 通用计算方法 ====================
 
 	@staticmethod
@@ -278,13 +279,19 @@ class ChanKLC():
 		# 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:
@@ -303,7 +310,12 @@ class ChanKLC():
 		#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()
-		self.cal_bb_out()
+		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()
 	def add_klu(self, klu):
 		self.klu_list.append(klu)
 	def set_end_klu(self, klu):
@@ -323,6 +335,7 @@ class ChanKLC():
 			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()
 	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))
@@ -368,6 +381,9 @@ class ChanKLC():
 			self.ema104 += self.klu_list[index].ema104
 			self.ema156 += self.klu_list[index].ema156
 			self.ema208 += self.klu_list[index].ema208
+			self.bb2633upper += self.klu_list[index].bb2633upper
+			self.bb2633lower += self.klu_list[index].bb2633lower
+			self.bb2633middle += self.klu_list[index].bb2633middle
 			if self.ema_dir != self.klu_list[index].ema_dir:
 				self.ema_dir = 0
 		n = len(self.klu_list)
@@ -380,6 +396,9 @@ class ChanKLC():
 		self.ema104 = self.ema104 / n
 		self.ema156 = self.ema156 / n
 		self.ema208 = self.ema208 / 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

ChanKLU.py

@@ -71,6 +71,9 @@ class ChanKLU:
 		self.div_score = 0.0                  # 背离强度(0-100)
 		self.ema_dir = 0
 		self.get_ema_dir()
+		self.bb2633upper = 0
+		self.bb2633lower = 0
+		self.bb2633middle = 0
 		#print(self.open, self.close, self.high, self.low, self.candle_dir, self.strength)
 	def set_macd_state(self, state):
 		self.macd_state = state
@@ -90,9 +93,37 @@ class ChanKLU:
 		self.trend = trend
 	def set_separate_div(self, separate_div):
 		self.separate_div = separate_div
+		bb2633_status = self.check_bb2633()
 		if self.klc and self.klc.pre and self.klc.next:
-			if self.klc.klc_fx_type != Chan_KLC_FX.UNKNOWN or self.klc.pre.klc_fx_type != Chan_KLC_FX.UNKNOWN or self.klc.next.klc_fx_type != Chan_KLC_FX.UNKNOWN:
+			fx = self.check_fx_dir(self.klc.pre, self.klc.next)
-				self.separate_div = 99
+			if fx == Chan_FX_TYPE.TOP:
+				if self.macdhist > 0:
+					self.separate_div = separate_div
+				else:
+					self.separate_div = 0
+			elif fx == Chan_FX_TYPE.BOTTOM:
+				if self.macdhist < 0:
+					self.separate_div = separate_div
+				else:
+					self.separate_div = 0
+		if bb2633_status == 0:
+			self.separate_div = 0
+	def check_bb2633(self, threadhold=300):
+		#print(self.time, self.high, self.bb2633upper, self.low, self.bb2633lower)
+		if abs(self.high - self.bb2633upper) < threadhold:
+			print(self.time, self.high, self.bb2633upper)
+			return 1
+		if abs(self.low - self.bb2633lower) < threadhold:
+			print(self.time, self.low, self.bb2633lower)
+			return -1
+		return 0
+	def check_fx_dir(self, pre, next):
+		fx = Chan_FX_TYPE.UNKNOWN
+		if pre.klc_fx_type == Chan_KLC_FX.TOP1 or pre.klc_fx_type == Chan_KLC_FX.TOP2 or next.klc_fx_type == Chan_KLC_FX.TOP1 or next.klc_fx_type == Chan_KLC_FX.TOP2 or self.klc.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc.klc_fx_type == Chan_KLC_FX.TOP2:
+			fx = Chan_FX_TYPE.TOP
+		elif pre.klc_fx_type == Chan_KLC_FX.BOTTOM1 or pre.klc_fx_type == Chan_KLC_FX.BOTTOM2 or next.klc_fx_type == Chan_KLC_FX.BOTTOM1 or next.klc_fx_type == Chan_KLC_FX.BOTTOM2 or self.klc.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
+			fx = Chan_FX_TYPE.BOTTOM
+		return fx
 	def set_next(self, next):
 		self.next = next
 		#if self.fx_type != Chan_FX_TYPE.UNKNOWN and self.fx_strength > 1:
@@ -151,7 +182,9 @@ class ChanKLU:
 		self.volume_ratio = float(item['volume_ratio']) if 'volume_ratio' in item and item['volume_ratio'] else 0
 		self.bb52upper = float(item['bb52upper']) if 'bb52upper' in item and item['bb52upper'] else 0
 		self.bb52lower = float(item['bb52lower']) if 'bb52lower' in item and item['bb52lower'] else 0
-
+		self.bb2633upper = float(item['bb2633upper']) if 'bb2633upper' in item and item['bb2633upper'] else 0
+		self.bb2633lower = float(item['bb2633lower']) if 'bb2633lower' in item and item['bb2633lower'] else 0
+		self.bb2633middle = float(item['bb2633middle']) if 'bb2633middle' in item and item['bb2633middle'] else 0
 	def cal_macd_state(self):
 		# 按定义精简实现：优先级 CROSS0 > 位置(HIGH/HE/RETURN_ZERO) > NEAR0 > UNKNOWN
 		# 首条或缺前一根

ChanLun.py

@@ -151,8 +151,6 @@ class ChanLun():
 		return self.tf_df.check_bottom_fx(last_top, klc)
 	def cal_bi_list(self, klc_list):
 		return self.tf_df.cal_bi_list(klc_list)
-	def cal_bi_list_chanlun(self, klc_list):
-		return self.tf_df.cal_bi_list_chanlun(klc_list)
 	def find_first_bsp(self, bi_list, bi_zs_list):
 		return self.tf_df.find_first_bsp(bi_list, bi_zs_list)
 	def find_second_bsp(self, bi_list, first_bsp_list):

TF_DF.py

@@ -81,6 +81,7 @@ class TF_DF():
 		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)
+		bb2633 = ta.BBANDS(df, timeperiod=26, nbdevup=3.0, nbdevdn=3.0, matype=0)
 		# 计算布林带中轨（移动平均线）
 		bb30_middle = ta.SMA(df, timeperiod=90)
 		
@@ -90,6 +91,11 @@ class TF_DF():
 		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'])
+		bbp2633 = (df['close'] - bb2633['lowerband']) / (bb2633['upperband'] - bb2633['lowerband'])
+		df['bb2633upper'] = bb2633['upperband']
+		df['bb2633lower'] = bb2633['lowerband']
+		df['bbp2633'] = bbp2633
+		df['bb2633middle'] = bb2633['middleband']
 		df['atr'] = ta.ATR(df, timeperiod=14)
 		df['bbup365'] = bb365['upperband']
 		df['bblow365'] = bb365['lowerband']
@@ -114,6 +120,7 @@ class TF_DF():
 		df['ema104'] = ta.EMA(df, timeperiod=104)
 		df['ema156'] = ta.EMA(df, timeperiod=156)
 		df['ema208'] = ta.EMA(df, timeperiod=208)
+		df['ema26'] = ta.EMA(df, timeperiod=26)
 		df['rsi'] = ta.RSI(df, timeperiod=14)
 		df['volume_ratio'] = self.cal_volume_ratio(df)
 		return df
@@ -872,11 +879,11 @@ class TF_DF():
 		last_bottom = None
 		for klc in klc_list:
 			fx = self.check_fx(klc)
-			if fx == Chan_FX_TYPE.TOP and False:
+			if fx == Chan_FX_TYPE.TOP:
 				if last_bottom:
 					if self.check_top_fx(last_bottom, klc) == False:
 						fx = Chan_FX_TYPE.UNKNOWN
-			if fx == Chan_FX_TYPE.BOTTOM and False:
+			if fx == Chan_FX_TYPE.BOTTOM:
 				if last_top:
 					if self.check_bottom_fx(last_top, klc) == False:
 						#print(klc.end_time, last_top.end_time, "---")
@@ -1198,200 +1205,6 @@ class TF_DF():
 			return False
 		return True
 
-	def check_fx_chanlun(self, klc):
-		"""标准缠论分型：仅用高低点，不用 MACD，不要求整根 K 线包在左右内。"""
-		if klc.pre is None or klc.next is None:
-			return Chan_FX_TYPE.UNKNOWN
-		# 顶分型：中间 K 线高点最高
-		if klc.high > klc.pre.high and klc.high > klc.next.high:
-			klc.set_fx(Chan_FX_TYPE.TOP)
-			return Chan_FX_TYPE.TOP
-		# 底分型：中间 K 线低点最低
-		if klc.low < klc.pre.low and klc.low < klc.next.low:
-			klc.set_fx(Chan_FX_TYPE.BOTTOM)
-			return Chan_FX_TYPE.BOTTOM
-		return Chan_FX_TYPE.UNKNOWN
-
-	def cal_bi_list_chanlun(self, klc_list):
-		"""
-		与 cal_bi_list 逻辑完全一致，仅分型用 check_fx_chanlun（标准缠论分型，不看 MACD）。
-		"""
-		bi_list = []
-		last_top = None
-		last_bottom = None
-		for klc in klc_list:
-			fx = self.check_fx_chanlun(klc)
-			if fx == Chan_FX_TYPE.TOP:
-				if last_bottom:
-					if self.check_top_fx(last_bottom, klc) == False:
-						fx = Chan_FX_TYPE.UNKNOWN
-			if fx == Chan_FX_TYPE.BOTTOM:
-				if last_top:
-					if self.check_bottom_fx(last_top, klc) == False:
-						fx = Chan_FX_TYPE.UNKNOWN
-			if fx == Chan_FX_TYPE.UNKNOWN:
-				if len(bi_list) > 0:
-					bi_list[-1].add_klc(klc)
-				continue
-				if len(bi_list) > 0 and klc.end_klu:
-					last_bi = bi_list[-1]
-					if last_top and last_bi.dir == Chan_BI_DIR.DOWN:
-						if last_bottom and klc.high > last_bi.high:
-							last_bi.set_end_klc(last_bottom, klc)
-							bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
-							last_bi.set_next(bi)
-							bi.set_pre(last_bi)
-							for klc_index in range(last_bi.end_klc.index, len(klc_list)):
-								bi.add_klc(klc_list[klc_index])
-							bi_list.append(bi)
-							last_top = klc
-							klc.set_bi(bi)
-					else:
-						if last_bottom and last_bi.dir == Chan_BI_DIR.UP:
-							if last_top and klc.low < last_bi.low:
-								last_bi.set_end_klc(last_top, klc)
-								bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
-								last_bi.set_next(bi)
-								bi.set_pre(last_bi)
-								for klc_index in range(last_bi.end_klc.index, len(klc_list)):
-									bi.add_klc(klc_list[klc_index])
-								bi_list.append(bi)
-								last_bottom = klc
-								klc.set_bi(bi)
-			else:
-				if fx == Chan_FX_TYPE.TOP:
-					if last_top:
-						if last_bottom:
-							if last_bottom.index < last_top.index:
-								if last_top.high > klc.high:
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-								else:
-									last_top = klc
-									klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
-									self.check_fx_pattern(klc)
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-							else:
-								if last_bottom.index + 4 > klc.index:
-									if last_top.high > klc.high:
-										bi_list[-1].add_klc(klc)
-										klc.set_bi(bi_list[-1])
-									else:
-										if last_top.index + 4 < klc.index and len(bi_list) > 1:
-											bi_list[-1].add_klc(klc)
-											klc.set_bi(bi_list[-1])
-										else:
-											klc.set_fx(Chan_FX_TYPE.PTOP)
-											bi_list[-1].add_klc(klc)
-											klc.set_bi(bi_list[-1])
-								else:
-									last_bi = bi_list[-1]
-									if not last_bi.is_sure:
-										last_bi.set_end_klc(last_bottom, klc)
-									bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
-									last_bi.set_next(bi)
-									bi.set_pre(last_bi)
-									bi.add_klc(klc)
-									bi_list.append(bi)
-									last_top = klc
-									klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
-									self.check_fx_pattern(klc)
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-						else:
-							if last_top.high < klc.high:
-								last_bi = bi_list[-1]
-								last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
-								last_top = klc
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-							else:
-								klc.set_fx(Chan_FX_TYPE.TT)
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-					else:
-						if last_bottom:
-							if last_bottom.index + 4 > klc.index:
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-							else:
-								last_top = klc
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-						else:
-							last_top = klc
-							bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.DOWN)
-							bi_list.append(bi)
-							bi_list[-1].add_klc(klc)
-							klc.set_bi(bi_list[-1])
-				else:
-					if last_bottom:
-						if last_top:
-							if last_top.index < last_bottom.index:
-								if last_bottom.low < klc.low:
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-								else:
-									last_bottom = klc
-									klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
-									self.check_fx_pattern(klc)
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-							else:
-								if last_top.index + 4 > klc.index:
-									if last_bottom.low < klc.low:
-										bi_list[-1].add_klc(klc)
-										klc.set_bi(bi_list[-1])
-									else:
-										if last_bottom.index + 4 < klc.index and len(bi_list) > 1:
-											bi_list[-1].add_klc(klc)
-											klc.set_bi(bi_list[-1])
-										else:
-											bi_list[-1].add_klc(klc)
-											klc.set_bi(bi_list[-1])
-								else:
-									last_bi = bi_list[-1]
-									if not last_bi.is_sure:
-										last_bi.set_end_klc(last_top, klc)
-									bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
-									last_bi.set_next(bi)
-									bi.set_pre(last_bi)
-									bi.add_klc(klc)
-									bi_list.append(bi)
-									last_bottom = klc
-									klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
-									self.check_fx_pattern(klc)
-									bi_list[-1].add_klc(klc)
-									klc.set_bi(bi_list[-1])
-						else:
-							if last_bottom.low > klc.low:
-								last_bi = bi_list[-1]
-								last_bi.set_start_klc(klc, Chan_BI_DIR.UP)
-								last_bottom = klc
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-							else:
-								klc.set_fx(Chan_FX_TYPE.BB)
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-					else:
-						if last_top:
-							if last_top.index + 4 > klc.index:
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-							else:
-								last_bottom = klc
-								bi_list[-1].add_klc(klc)
-								klc.set_bi(bi_list[-1])
-						else:
-							last_bottom = klc
-							bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.UP)
-							bi_list.append(bi)
-							bi_list[-1].add_klc(klc)
-							klc.set_bi(bi_list[-1])
-		return bi_list
-
 	def cal_bi_zs(self, seg_list):
 		bi_zs_list = []
 		for seg in seg_list:
@@ -1453,7 +1266,7 @@ class TF_DF():
 						Chan_BSP_DIR.SELL,
 						leave_bi.sure_time,
 						zs.index+1, zs, None
-            		)
+					)
 					leave_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.S1)
 					bsp_list.append(bsp)
 				# 回拉笔
@@ -1496,7 +1309,7 @@ class TF_DF():
 						Chan_BSP_DIR.BUY,
 						leave_bi.sure_time,
 						zs.index+1, zs, None
-            		)
+					)
 					leave_bi.end_klc.set_bsp_type(Chan_BSP_TYPE.B1)
 					bsp_list.append(bsp)
 				# 反弹笔
@@ -1713,7 +1526,8 @@ class TF_DF():
 							bsp_list.append(bsp)
 
 		return bsp_list
-
+	def calculate_zs(self, bi_list, seg_list):
+		return self.get_zs_list(bi_list, seg_list)
 	def get_zs_list(self, bi_list, seg_list):
 		zs_list = []
 		bsp_list = []

strategies/ChanLun_BTC_30.py

@@ -136,7 +136,7 @@ class ChanLun_BTC_30(IStrategy):
 		#state_list = self.chan.get_klu_state(dataframe_1d)
 		#dataframe_1d['state'] = state_list
 		if self.last_time + timedelta(minutes=1) < datetime.now():
-			print("-------------------------------------------------------------------------------")
+			#print("-------------------------------------------------------------------------------")
 			self.last_time = datetime.now()
 		#dataframe = resampled_merge(dataframe, dataframe_3)
 		dataframe = resampled_merge(dataframe, dataframe_5)