jack/Chan
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

按照缠论原著判断分型

Browse Source
This commit is contained in:
jackyu66git
2026-02-06 01:09:46 +08:00
parent 39b5103858
commit 4db1935ff6
2 changed files with 38 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
strategies/ChanLun_EMA52.py
+24 -12
View File
@@ -106,31 +106,37 @@ class ChanLun_EMA52(IStrategy):
(self.pair, "1w"),
]
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe = self.add_indicators(dataframe)
long_df = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1h')
long_df = self.add_indicators(long_df)
long_df['entry_long'] = self.long_entry_condition(long_df)
dataframe['rsi'] = ta.RSI(long_df, timeperiod=14)
if self.last_time is None or self.last_time + timedelta(minutes=1) < datetime.now():
self.last_time = datetime.now()
logger.info("init_dataframes----------------------------")
last_price = dataframe.iloc[-1]['close']
macdstr = str(long_df.iloc[-1]['macd']) + " " + str(long_df.iloc[-1]['macdsignal']) + " " + str(long_df.iloc[-1]['macdhist']))
macdstr = str(long_df.iloc[-1]['macd']) + " " + str(long_df.iloc[-1]['macdsignal']) + " " + str(long_df.iloc[-1]['macdhist'])
date = dataframe.iloc[-1]['date']
tf_ema52_list = self.chan.check_price_ema52(last_price)
self.init_dataframes(dataframe)
logger.info("Date: " + date.strftime('%Y-%m-%d %H:%M:%S') + " Price: " + str(last_price) + " EMA52_list: " + str(tf_ema52_list) + " MACD: " + macdstr)
dataframe = resampled_merge(dataframe, long_df)
print(dataframe.iloc[-1])
return dataframe
def long_entry_condition(self, long_df):
long_df['ema52'] = ta.EMA(long_df, timeperiod=52)
long_df['dir52'] = long_df['close'] - long_df['ema52']
long_df['ema156'] = ta.EMA(long_df, timeperiod=156)
long_df['dir156'] = long_df['close'] - long_df['ema156']
long_df_macd = ta.MACD(long_df, fast=12, slow=26, signal=9)
long_df['macdsignal'] = long_df_macd['macdsignal']
long_df['macd'] = long_df_macd['macd']
long_df['macdhist'] = long_df_macd['macdhist']
long_entry_condition = (long_df['dir52'] > 0) & (long_df['dir156'] > 0) & (long_df['macdhist'] > 0)
return long_entry_condition
def add_indicators(self, dataframe):
dataframe['ema52'] = ta.EMA(dataframe, timeperiod=52)
dataframe['dir52'] = dataframe['close'] - dataframe['ema52']
dataframe['ema156'] = ta.EMA(dataframe, timeperiod=156)
dataframe['dir156'] = dataframe['close'] - dataframe['ema156']
dataframe['dir52_156'] = dataframe['dir52'] - dataframe['dir156']
dataframe_macd = ta.MACD(dataframe, fast=12, slow=26, signal=9)
dataframe['macdsignal'] = dataframe_macd['macdsignal']
dataframe['macd'] = dataframe_macd['macd']
dataframe['macdhist'] = dataframe_macd['macdhist']
return dataframe
def init_dataframes(self, dataframe_1m):
dataframe_15m = self.dp.get_pair_dataframe(pair=self.pair, timeframe='15m')
dataframe_1h = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1h')
@@ -176,12 +182,18 @@ class ChanLun_EMA52(IStrategy):
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe['rsi'] < 30),
(dataframe['rsi'] < 30) &
(dataframe['dir156'] > 0) &
(dataframe['dir52_156'] > 0) &
(dataframe['macdhist'] > 0),
'enter_long'] = 1
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(dataframe['rsi'] > 70),
(dataframe['rsi'] > 70) &
(dataframe['dir156'] < 0) &
(dataframe['dir52_156'] < 0) &
(dataframe['macdhist'] < 0),
'exit_long'] = 1
return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float,