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添加识别klc_state，macd参数调整

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macd调整为26，52
顶底之间间隔7个klc
This commit is contained in:
jackyu66git
2026-04-01 11:11:51 +08:00
parent b6b6cb94c0
commit 6538982d24
4 changed files with 30 additions and 39 deletions
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strategies/ChanLun_BTC_30.py
+14 -15
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@@ -121,6 +121,7 @@ class ChanLun_BTC_30(IStrategy):
#dataframe_5['chanpy_state'] = chanpy_state
#state_list = self.chan.get_klu_state(dataframe_3)
#dataframe_3['state'] = state_list
dataframe['state'] = self.chan.get_klu_state(dataframe)
state_list = self.chan.get_klu_state(dataframe_5)
dataframe_5['state'] = state_list
#state_list = self.chan.get_klu_state(dataframe_15)
@@ -329,36 +330,34 @@ class ChanLun_BTC_30(IStrategy):
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
shift30 = self.time30
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
shift5 = self.time5
state5 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift5)
dataframe.loc[
(
(dataframe[state30].shift(shift30) == "-10") |
(dataframe[state30].shift(shift30) == "-20") |
(dataframe[state30].shift(shift30) == "-30")
(dataframe[state30].shift(shift30) == "11") &
(dataframe[state5].shift(shift5) == "-10") &
(dataframe['state'].shift(1) == "11")
),
['enter_long', 'enter_tag']] = (1, 'long_10')
['enter_long', 'enter_tag']] = (1, 'long')
dataframe.loc[
(
(dataframe[state30].shift(shift30) == "10") |
(dataframe[state30].shift(shift30) == "20") |
(dataframe[state30].shift(shift30) == "30")
(dataframe[state30].shift(shift30) == "-11") &
(dataframe[state5].shift(shift5) == "10") &
(dataframe['state'].shift(1) == "-11")
),
['enter_short', 'enter_tag']] = (1, 'short_10')
['enter_short', 'enter_tag']] = (1, 'short')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
shift30 = self.time30
shift30 = self.time5
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
dataframe.loc[
(
(dataframe[state30].shift(shift30) == "10") |
(dataframe[state30].shift(shift30) == "20") |
(dataframe[state30].shift(shift30) == "30")
(dataframe[state30].shift(shift30) == "10")
),
['exit_long', 'exit_tag']] = (1, 'long_close_30')
dataframe.loc[
(
(dataframe[state30].shift(shift30) == "-10") |
(dataframe[state30].shift(shift30) == "-20") |
(dataframe[state30].shift(shift30) == "-30")
(dataframe[state30].shift(shift30) == "-10")
),
['exit_short', 'exit_tag']] = (1, 'short_close_30')
return dataframe