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

添加背离计算

Browse Source
This commit is contained in:
jackyu66git
2025-09-02 01:14:09 +08:00
parent 684c035eff
commit 5c0ad516a3
7 changed files with 199 additions and 117 deletions
Download Patch File Download Diff File Expand all files Collapse all files
ChanEnum.py
+7
View File
@@ -107,6 +107,13 @@ class Chan_MACDUNITTF_TYPE(Enum):
START = auto()
CROSS0 = auto()
NEAR0 = auto()
class Chan_MACDUNITTF_JUMP(Enum):
CONTUNE = auto()
DISCRETE = auto()
class Chan_MACDUNITTF_DIV(Enum):
CONTUNE = auto()
DISCRETE = auto()
UNDIV = auto()
class Chan_MACDHISTSET_DIR(Enum):
ABOVE = auto()
UNDER = auto()
ChanKLC.py
+2 -2
View File
@@ -78,12 +78,12 @@ class ChanKLC():
self.klc_fx_type = Chan_KLC_FX.BOTTOM4
if self.fx == Chan_FX_TYPE.TOP:
#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
if self.macdhist < 5 and self.macd > 0:
if self.macdhist < 0 and self.macd > 0:
self.klc_fx_type = Chan_KLC_FX.TOP5
self.bb_out = True
else:
if self.fx == Chan_FX_TYPE.BOTTOM:
if self.macdhist > -5 and self.macd < 0:
if self.macdhist > 0 and self.macd < 0:
self.klc_fx_type = Chan_KLC_FX.BOTTOM5
self.bb_out = True
ChanMACD.py
+58 -59
View File
@@ -22,7 +22,7 @@ class ChanMACD():
last_seg = None
last_unittf = None
last_histset = None
histset = None
last_klu = None
for klu in self.klu_list:
klu.cal_macd_state()
@@ -31,80 +31,28 @@ class ChanMACD():
if klu.macd_state != Chan_MACD_STATE.UNKNOWN:
# 初始化首个直方图集合（根据当前柱体正负）
if klu.macdhist >= 0:
histset = ChanMACDHistSet(klu.time, klu, None, Chan_MACDHISTSET_DIR.ABOVE)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, None, Chan_MACDHISTSET_DIR.ABOVE)
else:
histset = ChanMACDHistSet(klu.time, klu, None, Chan_MACDHISTSET_DIR.UNDER)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, None, Chan_MACDHISTSET_DIR.UNDER)
self.histset_list.append(histset)
last_histset = histset
# 初始化首段
seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.signal >= 0 else Chan_MACDSEG_DIR.UNDER
seg = ChanMACDSeg(klu.time, klu, None, seg_dir)
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, None, seg_dir)
self.seg_list.append(seg)
last_seg = seg
last_seg.add_histset(histset)
# 初始化首个UnitTF
unittf_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
unittf = ChanMACDUnitTF(klu.time, klu, None, unittf_dir, Chan_MACDUNITTF_TYPE.START)
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, None, unittf_dir, Chan_MACDUNITTF_TYPE.START, histset)
self.unittf_list.append(unittf)
unittf.add_histset(histset)
last_unittf = unittf
last_unittf.add_histset(histset)
last_seg.add_unittf(unittf)
# 未就绪则继续等下一根；已就绪亦已完成首个结构初始化，继续下一根
last_klu = klu
continue
# 2) 过零切段（使用KLU中的穿越状态）
if (klu.macd_state == Chan_MACD_STATE.CROSS0_UP or
klu.macd_state == Chan_MACD_STATE.CROSS0_DOWN):
# 结束旧 unittf
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
# 新的单位时间周期
new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.CROSS0)
self.unittf_list.append(unittf)
unittf.add_histset(last_histset)
last_unittf.set_next(unittf)
last_unittf = unittf
# 收尾旧段
last_seg.set_end_klu(last_klu)
# 新段方向取反
new_dir = Chan_MACDSEG_DIR.UNDER if last_seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else Chan_MACDSEG_DIR.ABOVE
seg = ChanMACDSeg(klu.time, klu, last_seg, new_dir)
self.seg_list.append(seg)
last_seg.set_next(seg)
last_seg = seg
last_seg.add_histset(last_histset)
last_seg.add_unittf(unittf)
else:
# 4) UnitTF 状态机：用黄线Signal的归零轴
if last_klu.macd_state == Chan_MACD_STATE.NEAR0 and last_unittf.near0_count > 1:
if klu.macd_state == Chan_MACD_STATE.RZ_UP:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
new_dir = Chan_MACDUNITTF_DIR.ABOVE if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.UNDER else Chan_MACDUNITTF_DIR.UNDER
unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0)
self.unittf_list.append(unittf)
unittf.add_histset(last_histset)
last_unittf.set_next(unittf)
last_unittf = unittf
last_seg.add_unittf(unittf)
elif klu.macd_state == Chan_MACD_STATE.RZ_DOWN:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0)
self.unittf_list.append(unittf)
unittf.add_histset(last_histset)
last_unittf.set_next(unittf)
last_unittf = unittf
last_seg.add_unittf(unittf)
else:
last_unittf.add_klu(klu)
last_seg.add_klu(klu)
else:
last_unittf.add_klu(klu)
last_seg.add_klu(klu)
# 3) 直方图集合（基于当前 unittf）
if klu.macdhist >= 0:
if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
@@ -113,7 +61,7 @@ class ChanMACD():
# 结束旧 histset（以前一根结束更合理）
if last_histset and last_klu:
last_histset.set_end_klu(last_klu)
histset = ChanMACDHistSet(klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
self.histset_list.append(histset)
if last_histset:
last_histset.set_next(histset)
@@ -129,7 +77,7 @@ class ChanMACD():
# 结束旧 histset（以前一根结束更合理）
if last_histset and last_klu:
last_histset.set_end_klu(last_klu)
histset = ChanMACDHistSet(klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
histset = ChanMACDHistSet(len(self.histset_list), klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
self.histset_list.append(histset)
if last_histset:
last_histset.set_next(histset)
@@ -138,5 +86,56 @@ class ChanMACD():
last_seg.add_histset(histset)
if last_unittf:
last_unittf.add_histset(histset)
# 2) 过零切段（使用KLU中的穿越状态）
if (klu.macd_state == Chan_MACD_STATE.CROSS0_UP or
klu.macd_state == Chan_MACD_STATE.CROSS0_DOWN):
# 结束旧 unittf
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
# 新的单位时间周期
new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.CROSS0, histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_unittf = unittf
# 收尾旧段
last_seg.set_end_klu(last_klu)
# 新段方向取反
new_dir = Chan_MACDSEG_DIR.UNDER if last_seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else Chan_MACDSEG_DIR.ABOVE
seg = ChanMACDSeg(len(self.seg_list), klu.time, klu, last_seg, new_dir)
self.seg_list.append(seg)
last_seg.set_next(seg)
last_seg = seg
last_seg.add_histset(last_histset)
last_seg.add_unittf(unittf)
else:
# 4) UnitTF 状态机：用黄线Signal的归零轴
if last_klu.macd_state == Chan_MACD_STATE.NEAR0 and last_unittf.div_count > 1:
#print(klu.time, klu.macd_state)
if klu.macd_state == Chan_MACD_STATE.RZ_UP:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
new_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0, histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_unittf = unittf
last_seg.add_unittf(unittf)
elif klu.macd_state == Chan_MACD_STATE.RZ_DOWN:
last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
new_dir = Chan_MACDUNITTF_DIR.UNDER if klu.signal >= 0 else Chan_MACDUNITTF_DIR.ABOVE
unittf = ChanMACDUnitTF(len(self.unittf_list), klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0, histset)
self.unittf_list.append(unittf)
last_unittf.set_next(unittf)
last_unittf = unittf
last_seg.add_unittf(unittf)
else:
last_unittf.add_klu(klu)
last_seg.add_klu(klu)
else:
last_unittf.add_klu(klu)
last_seg.add_klu(klu)
last_klu = klu
last_histset.set_end_klu(last_klu)
last_unittf.set_end_klu(last_klu, None)
last_seg.set_end_klu(last_klu)
return self.klu_list
ChanMACDHistSet.py
+65 -38
View File
@@ -1,7 +1,8 @@
from ChanEnum import Chan_MACDHISTSET_DIR
from ChanEnum import Chan_MACDHISTSET_DIR, Chan_MACDUNITTF_DIV
class ChanMACDHistSet():
def __init__(self, start_time, start_klu, pre_histset, dir):
def __init__(self, index, start_time, start_klu, pre_histset, dir):
self.index = index
self.start_time = start_time
self.end_time = None
self.klu_list = []
@@ -10,42 +11,80 @@ class ChanMACDHistSet():
self.next = None
self.pre = pre_histset
self.peak_klu = None
self.div_klu = None
self.second_peak_klu = None
self.area = start_klu.macdhist
self.unittf_div = False
self.unittf_div = Chan_MACDUNITTF_DIV.UNDIV
self.middle_klu = None
self.middle_peak = None
self.second_middle_peak = None
self.div_count = 0
self.last_klu = start_klu
self.low_klu = None
self.start_klu = start_klu
def set_next(self, next_histset):
self.next = next_histset
def set_middle_klu(self, middle_klu):
self.middle_klu = middle_klu
def set_unittf_div(self, unittf_div):
self.unittf_div = unittf_div
def add_klu(self, klu):
klu.set_histset(self)
if self.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
if self.peak_klu:
if klu.macdhist > self.peak_klu.macdhist:
self.peak_klu = klu
if klu.macdhist > self.klu_list[-1].macdhist and klu.macdhist < self.peak_klu.macdhist:
self.div_klu = klu
else:
if len(self.klu_list) > 0:
pre_klu = self.klu_list[-1]
if pre_klu.macdhist < klu.macdhist:
self.peak_klu = klu
else:
if self.peak_klu:
if klu.macdhist < self.peak_klu.macdhist:
self.peak_klu = klu
if klu.macdhist < self.klu_list[-1].macdhist and klu.macdhist > self.peak_klu.macdhist:
self.div_klu = klu
else:
if len(self.klu_list) > 0:
pre_klu = self.klu_list[-1]
if pre_klu.macdhist > klu.macdhist:
self.peak_klu = klu
self.klu_list.append(klu)
self.area += klu.macdhist
if self.middle_klu and self.middle_klu.index + 1 == klu.index:
self.low_klu = None
self.peak_klu = None
self.div_count = 0
else:
if self.last_klu:
self.cal_peak_klu(klu)
self.last_klu = klu
def cal_peak_klu(self, klu):
if self.middle_klu:
if self.low_klu is None and abs(klu.macdhist) > abs(self.last_klu.macdhist):
self.low_klu = self.last_klu
return
else:
if self.peak_klu is None and self.low_klu and abs(klu.macdhist) < abs(self.last_klu.macdhist):
self.peak_klu = self.last_klu
self.low_klu = None
elif self.low_klu and self.peak_klu:
if abs(self.last_klu.macdhist) > abs(self.peak_klu.macdhist):
self.peak_klu = self.last_klu
self.low_klu = None
elif abs(self.last_klu.macdhist) > abs(klu.macdhist):
self.second_peak_klu = self.last_klu
self.div_count += 1
self.low_klu = None
else:
if self.peak_klu is None and abs(klu.macdhist) < abs(self.last_klu.macdhist):
self.peak_klu = self.last_klu
return
else:
if self.low_klu is None and self.peak_klu and abs(klu.macdhist) > abs(self.last_klu.macdhist):
self.low_klu = self.last_klu
return
else:
if self.peak_klu and self.low_klu:
if abs(self.last_klu.macdhist) > abs(self.peak_klu.macdhist):
self.peak_klu = self.last_klu
self.low_klu = None
elif abs(self.last_klu.macdhist) > abs(klu.macdhist):
self.second_peak_klu = self.last_klu
self.div_count += 1
self.low_klu = None
def set_end_klu(self, end_klu):
self.end_klu = end_klu
self.end_time = end_klu.time
if self.start_klu.index == end_klu.index:
self.peak_klu = self.start_klu
if self.start_klu.index + 1 == end_klu.index:
if abs(self.start_klu.macdhist) > abs(end_klu.macdhist):
self.peak_klu = self.start_klu
else:
self.peak_klu = end_klu
#if self.div_count > 0:
#print("Continue:", self.index, self.start_time, self.second_peak_klu.time, self.div_count)
"""
if self.div_klu:
print(self.start_time, self.peak_klu.time, self.div_klu.time, self.klu_list[-1].time, len(self.klu_list), self.histset_dir)
@@ -54,15 +93,3 @@ class ChanMACDHistSet():
else:
print(self.start_time, "None", self.klu_list[-1].time, len(self.klu_list), self.histset_dir)
"""
def find_peak_from(self, from_klu):
peak_klu = None
if from_klu in self.klu_list:
for i in range(from_klu.index + 1, len(self.klu_list)):
klu = self.klu_list[i]
if peak_klu:
if abs(peak_klu.macdhist) < abs(klu.macdhist):
peak_klu = klu
else:
if abs(self.klu_list[i-1].macdhist) < abs(klu.macdhist):
peak_klu = klu
return peak_klu
ChanMACDSeg.py
+2 -1
View File
@@ -2,7 +2,8 @@ from ChanEnum import Chan_MACDSEG_DIR
class ChanMACDSeg():
def __init__(self, start_time, start_klu, pre_seg, seg_dir):
def __init__(self, index, start_time, start_klu, pre_seg, seg_dir):
self.index = index
self.start_time = start_time
self.end_time = None
self.start_klu = start_klu
ChanMACDUnitTF.py
+58 -10
View File
@@ -1,8 +1,9 @@
from ChanEnum import Chan_MACD_STATE, Chan_MACDUNITTF_DIR, Chan_MACDHISTSET_DIR
from ChanEnum import Chan_MACD_STATE, Chan_MACDUNITTF_DIR, Chan_MACDHISTSET_DIR, Chan_MACDUNITTF_DIV
class ChanMACDUnitTF():
def __init__(self, start_time, start_klu, pre_unittf, dir, start_type):
def __init__(self, index, start_time, start_klu, pre_unittf, dir, start_type, start_histset):
self.index = index
self.start_time = start_time
self.end_time = None
self.start_klu = start_klu
@@ -10,13 +11,19 @@ class ChanMACDUnitTF():
self.klu_list = []
self.klu_list.append(start_klu)
self.histset_list = []
self.histset_list.append(start_histset)
self.div_count = 0
start_histset.set_middle_klu(start_klu)
self.next = None
self.pre = pre_unittf
self.unittf_dir = dir
self.start_type = start_type
self.end_type = None
self.near0_count = 1
self.peak_klu = None
self.div_type = Chan_MACDUNITTF_DIV.UNDIV
self.div_peak_list = []
self.div_low_list = []
self.rev_low_klu = None
def set_next(self, next_unittf):
self.next = next_unittf
def add_histset(self, histset):
@@ -25,21 +32,62 @@ class ChanMACDUnitTF():
self.klu_list.append(klu)
self.cal_peak_div()
def cal_peak_div(self):
self.div_count = 0
self.div_peak_list = []
self.div_low_list = []
self.rev_low_klu = None
self.peak_klu = None
if len(self.histset_list) == 0:
return
if len(self.histset_list) == 1:
self.peak_klu = self.histset_list[0].find_peak_from(self.start_klu)
self.div_type = self.histset_list[0].unittf_div
self.peak_klu = self.histset_list[0].peak_klu
else:
for histset in self.histset_list:
if histset.peak_klu and self.peak_klu:
if abs(histset.peak_klu.macdhist) > abs(self.peak_klu.macdhist):
for index in range(0, len(self.histset_list)):
histset = self.histset_list[index]
if self.same_dir(histset):
if self.peak_klu:
if histset.peak_klu and histset.end_time:
if abs(histset.peak_klu.macdhist) >= abs(self.peak_klu.macdhist):
self.peak_klu = histset.peak_klu
self.div_type = Chan_MACDUNITTF_DIV.UNDIV
self.div_count = 0
else:
self.div_type = Chan_MACDUNITTF_DIV.DISCRETE
self.div_count += 1
self.div_peak_list.append(histset.peak_klu)
else:
if histset.peak_klu:
self.peak_klu = histset.peak_klu
else:
histset.set_unittf_div(True)
if self.rev_low_klu:
if histset.low_klu:
if abs(histset.low_klu.macdhist) < abs(self.rev_low_klu.macdhist):
self.rev_low_klu = histset.low_klu
self.div_low_list.append(histset.low_klu)
else:
if histset.low_klu:
self.rev_low_klu = histset.low_klu
self.div_low_list.append(histset.low_klu)
def same_dir(self, histset):
if self.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE:
return histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE
else:
return histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER
def set_end_klu(self, end_klu, end_type):
self.add_klu(end_klu)
self.end_type = end_type
self.end_klu = end_klu
self.end_time = end_klu.time
div_time = ""
for div in self.div_peak_list:
div_time += f"{div.time}, "
histset_time = ""
for histset in self.histset_list:
histset_time += f"{histset.start_time}, "
if self.peak_klu:
print(self.start_klu.time, self.peak_klu.time)
print(self.index, self.start_klu.time, self.peak_klu.time, self.div_count, self.div_type, div_time, len(self.histset_list))
else:
print("None", len(self.histset_list))
print(self.index, "None", len(self.histset_list))
web/templates/index.html
+4 -4
View File
@@ -5081,7 +5081,7 @@
if (fx.fx_strength < 1.0) { // 降低阈值，让更多分型显示
displayText = fx.fx_strength >= 0.8 ? '' : '' // 0.8以上显示点，0.8以下不显示文本
}
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("1", "").replace("2", "").replace("3", "");
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("11", "").replace("21", "").replace("31", "").replace("4", "").replace("5", "");
// 添加标记配置
const markerConfig = {
time: timestamp,
@@ -5145,7 +5145,7 @@
if (fx.fx_strength < 1.0) { // 降低阈值，让更多分型显示
displayText = fx.fx_strength >= 1.5 ? '' : '' // 0.8以上显示点，0.8以下不显示文本
}
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("1", "").replace("2", "").replace("3", "");
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("11", "").replace("21", "").replace("31", "").replace("4", "").replace("5", "");
// 添加标记配置
const markerConfig = {
time: timestamp,
@@ -5229,7 +5229,7 @@
if (fx.fx_strength < 1.0){ // 调整小周期阈值
displayText = fx.fx_strength >= 0.6 ? '' : '' // 0.6以上显示点
}
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("1", "").replace("2", "").replace("3", "");
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("11", "").replace("21", "").replace("31", "").replace("4", "").replace("5", "");
// 小周期分型标记配置
const markerConfig = {
time: timestamp,
@@ -5285,7 +5285,7 @@
if (fx.fx_strength < 2.0){ // 调整小周期阈值
displayText = fx.fx_strength >= 1.5 ? '' : '' // 0.6以上显示点
}
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("1", "").replace("2", "").replace("3", "");
displayText = fx.fx_type.replace("TOP", "").replace("BOTTOM", "").replace("11", "").replace("21", "").replace("31", "").replace("4", "").replace("5", "");
// 小周期KLU分型标记配置
const markerConfig = {
time: timestamp,