添加新的bb2633，笔识别改回去了
This commit is contained in:
jackyu66git
+24
-5
@@ -61,8 +61,9 @@ class ChanKLC():
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# 向后兼容：保留 ema52_status 和 ema52_pos
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self.ema52_status = 0
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self.ema52_pos = Chan_EMA_POS.UNKNOWN
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self.cal_all_ema_status()
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self.bb2633upper = klu.bb2633upper
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self.bb2633lower = klu.bb2633lower
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self.bb2633middle = klu.bb2633middle
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# ==================== EMA 通用计算方法 ====================
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@staticmethod
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@@ -278,13 +279,19 @@ class ChanKLC():
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# 向后兼容
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self.ema52_pos = self.ema_status['ema52']['pos']
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self.ema52_status = ChanKLC.semantic_to_int(self.ema_status['ema52']['semantic'])
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def get_ema_pos(self, ema_name):
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"""获取指定EMA的客观位置，如 klc.get_ema_pos('ema24')"""
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if ema_name in self.ema_status:
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return self.ema_status[ema_name]['pos']
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return Chan_EMA_POS.UNKNOWN
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def check_ema_pos(self):
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if len(self.ema_status) > 0:
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for ema_name, pos in self.ema_status.items():
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#print(self.end_time, ema_name, pos['pos'])
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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):
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#print("---------------------")
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return ema_name
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return None
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def get_ema_semantic(self, ema_name):
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"""获取指定EMA的语义状态，如 klc.get_ema_semantic('ema52')"""
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if ema_name in self.ema_status:
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@@ -303,7 +310,12 @@ class ChanKLC():
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#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'])
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self.klc_fx_type = klc_fx_type
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#self.cal_fx()
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self.cal_bb_out()
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ema_name = self.check_ema_pos()
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hist_div = abs(self.macdhist - self.next.macdhist)
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#print(self.end_time, self.dir, abs(self.macdhist), hist_div)
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#if ema_name:
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#print(self.end_time, ema_name, self.ema_status[ema_name]['semantic'], hist_div)
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#self.cal_bb_out()
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def add_klu(self, klu):
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self.klu_list.append(klu)
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def set_end_klu(self, klu):
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@@ -323,6 +335,7 @@ class ChanKLC():
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klu.set_klc(self)
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self.klc_dir = Chan_KLINE_DIR.UP if self.close > self.open else Chan_KLINE_DIR.DOWN
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self.cal_indicators()
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self.cal_all_ema_status()
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def cal_fx(self):
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if self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2:
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#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klu_list))
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@@ -368,6 +381,9 @@ class ChanKLC():
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self.ema104 += self.klu_list[index].ema104
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self.ema156 += self.klu_list[index].ema156
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self.ema208 += self.klu_list[index].ema208
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self.bb2633upper += self.klu_list[index].bb2633upper
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self.bb2633lower += self.klu_list[index].bb2633lower
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self.bb2633middle += self.klu_list[index].bb2633middle
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if self.ema_dir != self.klu_list[index].ema_dir:
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self.ema_dir = 0
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n = len(self.klu_list)
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@@ -380,6 +396,9 @@ class ChanKLC():
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self.ema104 = self.ema104 / n
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self.ema156 = self.ema156 / n
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self.ema208 = self.ema208 / n
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self.bb2633upper = self.bb2633upper / n
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self.bb2633lower = self.bb2633lower / n
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self.bb2633middle = self.bb2633middle / n
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if len(self.klu_list) > 0:
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self.macd = self.klu_list[-1].macd
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self.signal = self.klu_list[-1].signal
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+36
-3
@@ -71,6 +71,9 @@ class ChanKLU:
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self.div_score = 0.0 # 背离强度(0-100)
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self.ema_dir = 0
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self.get_ema_dir()
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self.bb2633upper = 0
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self.bb2633lower = 0
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self.bb2633middle = 0
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#print(self.open, self.close, self.high, self.low, self.candle_dir, self.strength)
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def set_macd_state(self, state):
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self.macd_state = state
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@@ -90,9 +93,37 @@ class ChanKLU:
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self.trend = trend
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def set_separate_div(self, separate_div):
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self.separate_div = separate_div
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bb2633_status = self.check_bb2633()
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if self.klc and self.klc.pre and self.klc.next:
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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:
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self.separate_div = 99
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fx = self.check_fx_dir(self.klc.pre, self.klc.next)
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if fx == Chan_FX_TYPE.TOP:
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if self.macdhist > 0:
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self.separate_div = separate_div
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else:
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self.separate_div = 0
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elif fx == Chan_FX_TYPE.BOTTOM:
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if self.macdhist < 0:
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self.separate_div = separate_div
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else:
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self.separate_div = 0
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if bb2633_status == 0:
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self.separate_div = 0
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def check_bb2633(self, threadhold=300):
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#print(self.time, self.high, self.bb2633upper, self.low, self.bb2633lower)
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if abs(self.high - self.bb2633upper) < threadhold:
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print(self.time, self.high, self.bb2633upper)
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return 1
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if abs(self.low - self.bb2633lower) < threadhold:
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print(self.time, self.low, self.bb2633lower)
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return -1
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return 0
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def check_fx_dir(self, pre, next):
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fx = Chan_FX_TYPE.UNKNOWN
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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:
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fx = Chan_FX_TYPE.TOP
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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:
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fx = Chan_FX_TYPE.BOTTOM
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return fx
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def set_next(self, next):
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self.next = next
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#if self.fx_type != Chan_FX_TYPE.UNKNOWN and self.fx_strength > 1:
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@@ -151,7 +182,9 @@ class ChanKLU:
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self.volume_ratio = float(item['volume_ratio']) if 'volume_ratio' in item and item['volume_ratio'] else 0
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self.bb52upper = float(item['bb52upper']) if 'bb52upper' in item and item['bb52upper'] else 0
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self.bb52lower = float(item['bb52lower']) if 'bb52lower' in item and item['bb52lower'] else 0
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self.bb2633upper = float(item['bb2633upper']) if 'bb2633upper' in item and item['bb2633upper'] else 0
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self.bb2633lower = float(item['bb2633lower']) if 'bb2633lower' in item and item['bb2633lower'] else 0
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self.bb2633middle = float(item['bb2633middle']) if 'bb2633middle' in item and item['bb2633middle'] else 0
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def cal_macd_state(self):
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# 按定义精简实现：优先级 CROSS0 > 位置(HIGH/HE/RETURN_ZERO) > NEAR0 > UNKNOWN
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# 首条或缺前一根
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@@ -151,8 +151,6 @@ class ChanLun():
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return self.tf_df.check_bottom_fx(last_top, klc)
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def cal_bi_list(self, klc_list):
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return self.tf_df.cal_bi_list(klc_list)
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def cal_bi_list_chanlun(self, klc_list):
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return self.tf_df.cal_bi_list_chanlun(klc_list)
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def find_first_bsp(self, bi_list, bi_zs_list):
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return self.tf_df.find_first_bsp(bi_list, bi_zs_list)
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def find_second_bsp(self, bi_list, first_bsp_list):
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@@ -81,6 +81,7 @@ class TF_DF():
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bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
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bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
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bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
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bb2633 = ta.BBANDS(df, timeperiod=26, nbdevup=3.0, nbdevdn=3.0, matype=0)
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# 计算布林带中轨（移动平均线）
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bb30_middle = ta.SMA(df, timeperiod=90)
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@@ -90,6 +91,11 @@ class TF_DF():
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bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
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bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
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bbp302 = (df['close'] - bb302['lowerband']) / (bb302['upperband'] - bb302['lowerband'])
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bbp2633 = (df['close'] - bb2633['lowerband']) / (bb2633['upperband'] - bb2633['lowerband'])
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df['bb2633upper'] = bb2633['upperband']
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df['bb2633lower'] = bb2633['lowerband']
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df['bbp2633'] = bbp2633
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df['bb2633middle'] = bb2633['middleband']
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df['atr'] = ta.ATR(df, timeperiod=14)
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df['bbup365'] = bb365['upperband']
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df['bblow365'] = bb365['lowerband']
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@@ -114,6 +120,7 @@ class TF_DF():
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df['ema104'] = ta.EMA(df, timeperiod=104)
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df['ema156'] = ta.EMA(df, timeperiod=156)
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df['ema208'] = ta.EMA(df, timeperiod=208)
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df['ema26'] = ta.EMA(df, timeperiod=26)
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df['rsi'] = ta.RSI(df, timeperiod=14)
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df['volume_ratio'] = self.cal_volume_ratio(df)
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return df
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@@ -872,11 +879,11 @@ class TF_DF():
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last_bottom = None
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for klc in klc_list:
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fx = self.check_fx(klc)
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if fx == Chan_FX_TYPE.TOP and False:
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if fx == Chan_FX_TYPE.TOP:
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if last_bottom:
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if self.check_top_fx(last_bottom, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.BOTTOM and False:
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if fx == Chan_FX_TYPE.BOTTOM:
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if last_top:
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if self.check_bottom_fx(last_top, klc) == False:
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#print(klc.end_time, last_top.end_time, "---")
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@@ -1198,200 +1205,6 @@ class TF_DF():
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return False
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return True
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def check_fx_chanlun(self, klc):
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"""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。"""
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if klc.pre is None or klc.next is None:
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return Chan_FX_TYPE.UNKNOWN
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# 顶分型：中间 K 线高点最高
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if klc.high > klc.pre.high and klc.high > klc.next.high:
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klc.set_fx(Chan_FX_TYPE.TOP)
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return Chan_FX_TYPE.TOP
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# 底分型：中间 K 线低点最低
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if klc.low < klc.pre.low and klc.low < klc.next.low:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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return Chan_FX_TYPE.BOTTOM
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return Chan_FX_TYPE.UNKNOWN
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def cal_bi_list_chanlun(self, klc_list):
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"""
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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）。
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"""
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bi_list = []
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last_top = None
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last_bottom = None
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for klc in klc_list:
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fx = self.check_fx_chanlun(klc)
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if fx == Chan_FX_TYPE.TOP:
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if last_bottom:
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if self.check_top_fx(last_bottom, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.BOTTOM:
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if last_top:
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if self.check_bottom_fx(last_top, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.UNKNOWN:
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if len(bi_list) > 0:
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bi_list[-1].add_klc(klc)
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continue
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if len(bi_list) > 0 and klc.end_klu:
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last_bi = bi_list[-1]
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if last_top and last_bi.dir == Chan_BI_DIR.DOWN:
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if last_bottom and klc.high > last_bi.high:
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last_bi.set_end_klc(last_bottom, klc)
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bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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for klc_index in range(last_bi.end_klc.index, len(klc_list)):
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bi.add_klc(klc_list[klc_index])
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bi_list.append(bi)
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last_top = klc
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klc.set_bi(bi)
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else:
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if last_bottom and last_bi.dir == Chan_BI_DIR.UP:
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if last_top and klc.low < last_bi.low:
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last_bi.set_end_klc(last_top, klc)
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bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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for klc_index in range(last_bi.end_klc.index, len(klc_list)):
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bi.add_klc(klc_list[klc_index])
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bi_list.append(bi)
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last_bottom = klc
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klc.set_bi(bi)
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else:
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if fx == Chan_FX_TYPE.TOP:
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if last_top:
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if last_bottom:
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if last_bottom.index < last_top.index:
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if last_top.high > klc.high:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_top = klc
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klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom.index + 4 > klc.index:
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if last_top.high > klc.high:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_top.index + 4 < klc.index and len(bi_list) > 1:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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klc.set_fx(Chan_FX_TYPE.PTOP)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_bi = bi_list[-1]
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if not last_bi.is_sure:
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last_bi.set_end_klc(last_bottom, klc)
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bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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bi.add_klc(klc)
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bi_list.append(bi)
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last_top = klc
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klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_top.high < klc.high:
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last_bi = bi_list[-1]
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last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
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last_top = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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klc.set_fx(Chan_FX_TYPE.TT)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom:
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if last_bottom.index + 4 > klc.index:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_top = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_top = klc
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bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.DOWN)
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bi_list.append(bi)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom:
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if last_top:
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if last_top.index < last_bottom.index:
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if last_bottom.low < klc.low:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_bottom = klc
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klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_top.index + 4 > klc.index:
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if last_bottom.low < klc.low:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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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 = []
|
||||
|
||||
@@ -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)
|
||||
|
||||
+1424
-1419
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user