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按照缠论原著判断分型

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jackyu66git
2026-02-06 01:09:46 +08:00
parent 39b5103858
commit 4db1935ff6
2 changed files with 38 additions and 22 deletions
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TF_DF.py
+14 -10
View File
@@ -136,16 +136,20 @@ class TF_DF():
return klu_state_list return klu_state_list
def check_fx(self, klc): def check_fx(self, klc):
if klc.pre and klc.next: if klc.pre and klc.next:
if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low and klc.macd > 0: if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0: if klc.pre.pre and klc.next.next:
klc.set_fx(Chan_FX_TYPE.TOP) if klc.high > klc.pre.pre.high and klc.high > klc.next.next.high:
#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP") #if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
return Chan_FX_TYPE.TOP klc.set_fx(Chan_FX_TYPE.TOP)
elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high and klc.macd < 0: #print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP")
#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0: return Chan_FX_TYPE.TOP
klc.set_fx(Chan_FX_TYPE.BOTTOM) elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high:
#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM") if klc.pre.pre and klc.next.next:
return Chan_FX_TYPE.BOTTOM if klc.low < klc.pre.pre.low and klc.low < klc.next.next.low:
#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0:
klc.set_fx(Chan_FX_TYPE.BOTTOM)
#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM")
return Chan_FX_TYPE.BOTTOM
return Chan_FX_TYPE.UNKNOWN return Chan_FX_TYPE.UNKNOWN
def check_fx_pattern(self, klc): def check_fx_pattern(self, klc):
klu_list = klc.pre.klu_list + klc.klu_list + klc.next.klu_list klu_list = klc.pre.klu_list + klc.klu_list + klc.next.klu_list
strategies/ChanLun_EMA52.py
+24 -12
View File
@@ -106,31 +106,37 @@ class ChanLun_EMA52(IStrategy):
(self.pair, "1w"), (self.pair, "1w"),
] ]
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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.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) long_df['entry_long'] = self.long_entry_condition(long_df)
dataframe['rsi'] = ta.RSI(long_df, timeperiod=14) dataframe['rsi'] = ta.RSI(long_df, timeperiod=14)
if self.last_time is None or self.last_time + timedelta(minutes=1) < datetime.now(): if self.last_time is None or self.last_time + timedelta(minutes=1) < datetime.now():
self.last_time = datetime.now() self.last_time = datetime.now()
logger.info("init_dataframes----------------------------") logger.info("init_dataframes----------------------------")
last_price = dataframe.iloc[-1]['close'] 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'] date = dataframe.iloc[-1]['date']
tf_ema52_list = self.chan.check_price_ema52(last_price) tf_ema52_list = self.chan.check_price_ema52(last_price)
self.init_dataframes(dataframe) 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) 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 return dataframe
def long_entry_condition(self, long_df): 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) long_entry_condition = (long_df['dir52'] > 0) & (long_df['dir156'] > 0) & (long_df['macdhist'] > 0)
return long_entry_condition 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): def init_dataframes(self, dataframe_1m):
dataframe_15m = self.dp.get_pair_dataframe(pair=self.pair, timeframe='15m') dataframe_15m = self.dp.get_pair_dataframe(pair=self.pair, timeframe='15m')
dataframe_1h = self.dp.get_pair_dataframe(pair=self.pair, timeframe='1h') 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: def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[ dataframe.loc[
(dataframe['rsi'] < 30), (dataframe['rsi'] < 30) &
(dataframe['dir156'] > 0) &
(dataframe['dir52_156'] > 0) &
(dataframe['macdhist'] > 0),
'enter_long'] = 1 'enter_long'] = 1
return dataframe return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[ dataframe.loc[
(dataframe['rsi'] > 70), (dataframe['rsi'] > 70) &
(dataframe['dir156'] < 0) &
(dataframe['dir52_156'] < 0) &
(dataframe['macdhist'] < 0),
'exit_long'] = 1 'exit_long'] = 1
return dataframe return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float, def leverage(self, pair: str, current_time: datetime, current_rate: float,