添加ema52显示

ChanLun.py

@@ -21,29 +21,61 @@ from ChanMACD import ChanMACD
 from TF_DF import TF_DF
 
 class ChanLun():
-	time1 = 1
-	time3 = 3
-	time5 = 5
-	time10 = 10
-	time15 = 15
-	time30 = 30
-	time60 = 60
-	time2h = 120
-	time4h = 240
-	time6h = 360
-	time8h = 480
-	time12h = 720
-	time1d = 1440
-	timeframes = [time1, time3, time5, time10, time15, time30, time60]
-	tf_df_dict = {}
-	def init_data(self, dataframe, ticker_indicator):
-		for timeframe in self.timeframes:
-			self.tf_df_dict[timeframe] = TF_DF(timeframe, dataframe, ticker_indicator)
-	def cal_bsp(self, dataframe, ticker_indicator):
-		# 初始化多周期数据
-		self.init_data(dataframe, ticker_indicator)
-
-
+	def __init__(self):
+		self.time3m = 3
+		self.time5m = 5
+		self.time10m = 10
+		self.time15m = 15
+		self.time30m = 30
+		self.time_m_intervals = [3, 5, 10, 15, 30]
+		self.time_m_symbols = ['3m', '5m', '10m', '15m', '30m']
+		self.time2h = 2*60
+		self.time4h = 4*60
+		self.time6h = 6*60
+		self.time8h = 8*60
+		self.time12h = 12*60
+		self.time16h = 16*60
+		self.time_h_intervals = [2*60, 4*60, 6*60, 8*60, 12*60, 16*60]
+		self.time_h_symbols = ['2h', '4h', '6h', '8h', '12h', '16h']
+		self.time2d = 2*24*60
+		self.time3d = 3*24*60
+		self.time1w = 7*24*60
+		self.time2w = 14*24*60
+		self.time_d_intervals = [2*24*60, 3*24*60, 7*24*60, 14*24*60]
+		self.time_d_symbols	 = ['2d', '3d', '1w', '2w']
+		self.time2M = 2*30*24*60
+		self.time3M = 3*30*24*60
+		self.time6M = 6*30*24*60
+		self.time1y = 12*30*24*60
+		self.time_M_intervals = [2*30*24*60, 3*30*24*60, 6*30*24*60, 12*30*24*60]
+		self.time_M_symbols	 = ['2M', '3M', '6M', '1y']
+		self.time_symbols = ['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d', '1w', '2w', '1M', '3M', '6M', '1y']
+		self.tf_df_dict = {}
+		self.ema_symbols = ['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d', '1w', '2w']
+	def init_data(self, dataframe, intervals, timeframes):
+		for index in range(0, len(intervals)):
+			timeframe = timeframes[index]
+			interval = intervals[index]
+			self.tf_df_dict[timeframe] = TF_DF(dataframe, interval, timeframe)
+	def init_dataframes(self, dataframe_m, dataframe_h, dataframe_d, dataframe_M):
+		self.tf_df_dict['1m'] = TF_DF(dataframe_m, 1, '1m')
+		self.init_data(dataframe_m, self.time_m_intervals, self.time_m_symbols)
+		self.tf_df_dict['1h'] = TF_DF(dataframe_h, 1, '1h')
+		self.init_data(dataframe_h, self.time_h_intervals, self.time_h_symbols)
+		self.tf_df_dict['1d'] = TF_DF(dataframe_d, 1, '1d')
+		self.init_data(dataframe_d, self.time_d_intervals, self.time_d_symbols)
+		self.tf_df_dict['1M'] = TF_DF(dataframe_M, 1, '1M')
+		self.init_data(dataframe_M, self.time_M_intervals, self.time_M_symbols)
+	def get_ema52_dict(self):
+		if len(self.tf_df_dict) > 0:
+			return {key: self.tf_df_dict[key].get_ema52() for key in self.ema_symbols}
+		return None
+	def get_ema24_dict(self):
+		if len(self.tf_df_dict) > 0:
+			return {key: self.tf_df_dict[key].get_ema24() for key in self.ema_symbols}
+		return None
+	def cal_bsp(self):
+		return
 	def check_fx(self, klc):
 		if klc.pre and klc.next:
 			if klc.high > klc.pre.high and klc.high > klc.next.high:
@@ -444,13 +476,14 @@ class ChanLun():
 			hist = getattr(klc, 'macdhist', 0) if getattr(klc, 'macdhist', None) is not None else 0
 			rsi = getattr(klc, 'rsi', None)
 			trend = Chan_PRICE_TREND.UNKNOWN
+			score = 0
 			try:
 				# 有效性
 				price_valid = price is not None and price != 0
 				ema24_valid = ema24 is not None and ema24 != 0
 				ema52_valid = ema52 is not None and ema52 != 0
 				# 多因子投票
-				score = 0
+				
 				# 1) 均线结构 + 价位
 				if ema24_valid and ema52_valid:
 					score += 1 if ema24 > ema52 else -1
@@ -542,9 +575,9 @@ class ChanLun():
 				setattr(klc, 'trend', trend)
 			last_trend = trend
 			price_diff = klc.close - klc.pre.close if klc.pre else 0
-			if klc.index > len(klc_list) - 10:
-				print(klc.start_time, klc.end_time, klc.close, klc.ema24, klc.ema52, klc.macd, klc.signal, klc.macdhist, klc.trend, price_diff)
-				#print(klc.start_time, klc.end_time, klc.trend, price_diff)
+			#if klc.index > len(klc_list) - 10:
+				#print(klc.start_time, klc.end_time, klc.close, klc.ema24, klc.ema52, klc.macd, klc.signal, klc.macdhist, klc.trend, price_diff, score)
+				#print(klc.start_time, klc.end_time, klc.trend, price_diff, score)
 		return klc_list
 	def cal_bi_list(self, klc_list):
 		bi_list = []