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修改了trend

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jackyu66git
2025-12-09 20:42:20 +08:00
parent 94f5e931d2
commit 5616ae4c32
1 changed files with 33 additions and 19 deletions
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TF_DF.py
+33 -19
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@@ -167,10 +167,15 @@ class TF_DF():
price = getattr(klc, 'close', None)
ema24 = getattr(klc, 'ema24', None)
ema52 = getattr(klc, 'ema52', None)
macd = getattr(klc, 'macd', 0) if getattr(klc, 'macd', None) is not None else 0
signal = getattr(klc, 'signal', 0) if getattr(klc, 'signal', None) is not None else 0
hist = getattr(klc, 'macdhist', 0) if getattr(klc, 'macdhist', None) is not None else 0
macd_raw = getattr(klc, 'macd', None)
signal_raw = getattr(klc, 'signal', None)
hist_raw = getattr(klc, 'macdhist', None)
macd = macd_raw if macd_raw is not None else 0
signal = signal_raw if signal_raw is not None else 0
hist = hist_raw if hist_raw is not None else 0
rsi = getattr(klc, 'rsi', None)
macd_ready = macd_raw is not None and signal_raw is not None
hist_ready = hist_raw is not None
trend = Chan_PRICE_TREND.UNKNOWN
score = 0
try:
@@ -181,18 +186,24 @@ class TF_DF():
# 多因子投票
# 1) 均线结构 + 价位
if ema24_valid and ema52_valid:
score += 1 if ema24 > ema52 else -1
if price_valid and ema24_valid:
score += 1 if price > ema24 else -1
if price_valid and ema52_valid:
score += 1 if price > ema52 else -1
if ema24_valid or ema52_valid:
ma_votes = 0
if ema24_valid and ema52_valid:
ma_votes += 1 if ema24 > ema52 else -1
if price_valid and ema24_valid:
ma_votes += 1 if price > ema24 else 0
if price_valid and ema52_valid:
ma_votes += 1 if price > ema52 else -1
# 限幅，避免相关因子重复计分
score += max(-2, min(2, ma_votes))
# 2) MACD结构
score += 1 if macd >= signal else -1
if hist != 0:
score += 1 if hist > 0 else -1
if macd_ready:
score += 1 if macd >= signal else -1
if hist_ready and hist != 0:
score += 1 if hist > 0 else -1
# 3) 动量与均线差分斜率
pre = getattr(klc, 'pre', None)
pre_hist = getattr(pre, 'macdhist', None) if pre else None
if pre:
pre_close = getattr(pre, 'close', None)
if price_valid and pre_close is not None:
@@ -204,8 +215,7 @@ class TF_DF():
spread_pre = pre_ema24 - pre_ema52
score += 1 if spread_now >= spread_pre else -1
# 3.1) MACD柱体动量趋势：考虑 macdhist 的斜率与过零
pre_hist = getattr(pre, 'macdhist', None)
if pre_hist is not None and hist is not None:
if hist_ready and pre_hist is not None:
# 柱体斜率：上升加分，下降减分
if hist > pre_hist:
score += 1
@@ -266,8 +276,8 @@ class TF_DF():
if wk_low <= wk_ema52 or abs(wk_low - wk_ema52) / abs(wk_ema52) <= rej_tol:
recent_down_rejects += 1
# 定义 MACD 的方向偏好
macd_bias_up = (macd >= signal) and (hist is None or pre_hist is None or hist >= pre_hist)
macd_bias_down = (macd <= signal) and (hist is None or pre_hist is None or hist <= pre_hist)
macd_bias_up = macd_ready and (macd >= signal) and (not hist_ready or pre_hist is None or hist >= pre_hist)
macd_bias_down = macd_ready and (macd <= signal) and (not hist_ready or pre_hist is None or hist <= pre_hist)
# 若多次上拒绝且 MACD 偏空，则更偏向下行；若多次下拒绝且 MACD 偏多，则更偏向上行
if recent_up_rejects >= 2 and macd_bias_down:
score -= 2
@@ -307,7 +317,11 @@ class TF_DF():
near_flat = False
if price_valid and ema52_valid:
near_ema52 = abs(price - ema52) / abs(ema52) <= 0.0005 # 0.05%
near_macd = abs(macd - signal) <= (abs(price) * 0.00005 if price_valid else 0)
if macd_ready:
macd_scale = max(abs(macd), abs(signal), 1e-6)
near_macd = abs(macd - signal) / macd_scale <= 0.05
else:
near_macd = False
near_flat = near_ema52 and near_macd
# 7) 动态阈值 + 趋势记忆（更强粘滞：趋势中容忍小幅反分）
# 引入过去 N 根KLC 的趋势延续性来动态调整翻转阈值，并结合 EMA52 支撑/阻力触碰强化门槛
@@ -352,8 +366,8 @@ class TF_DF():
# 7.1) 复合拐头信号：MACD/Signal 同向拐头 + hist 连续减弱 + 多次未能越过 EMA52
pre_macd = getattr(pre, 'macd', None) if pre else None
pre_signal = getattr(pre, 'signal', None) if pre else None
macd_slope = (macd - pre_macd) if (pre_macd is not None and macd is not None) else 0
signal_slope = (signal - pre_signal) if (pre_signal is not None and signal is not None) else 0
macd_slope = (macd - pre_macd) if (macd_ready and pre_macd is not None) else 0
signal_slope = (signal - pre_signal) if (macd_ready and pre_signal is not None) else 0
# hist 连续减弱（绝对值缩小）
hist_seq = []
for wk in prev_klcs[-2:]: