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添加中枢识别在klc和笔

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This commit is contained in:
Porter
2026-04-05 11:43:30 +08:00
parent ea317fb6f9
commit 6a6d24f601
9 changed files with 89 additions and 44 deletions
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ChanBI.py
+5
View File
@@ -20,6 +20,11 @@ class ChanBI():
self.macd_hist = 0
self.macd_div = 0
self.seg = None
self.bi_zs = None
self.seg_zs = None
def set_bi_zs(self, bi_zs):
for klc in self.klc_list:
klc.set_bi_zs(bi_zs)
def set_seg(self, seg):
self.seg = seg
def set_macdhist(self, macd_hist):
ChanBIZS.py
+3
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@@ -21,11 +21,13 @@ class ChanBIZS():
self.sure_time = None
self.end_klc = None
self.zs_type = Chan_ZS_TYPE.NORMAL
start_bi.set_bi_zs(self)
def set_end_bi(self, end_bi, sure_time):
self.end_bi = end_bi
self.set_end_time(end_bi.end_klc.end_time)
self.is_sure = True
self.sure_time = sure_time
end_bi.set_bi_zs(self)
#print(self.start_time, self.is_sure, len(self.bi_list), self.dir, self.zs_type)
def set_end_time(self, end_time):
self.end_time = end_time
@@ -40,6 +42,7 @@ class ChanBIZS():
def add_bi(self, bi: ChanBI):
if bi:
self.bi_list.append(bi)
bi.set_bi_zs(self)
self.classify_zs()
def set_pre(self, pre):
self.pre = pre
ChanEnum.py
+4
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@@ -167,6 +167,10 @@ class Chan_FX_TYPE(Enum):
BB = auto()
PTOP = auto()
PBOTTOM = auto()
class Chan_FX(Enum):
CONTINUATION = auto()
REVERSAL = auto()
UNKNOWN = auto()
class Chan_PRICE_TREND(Enum):
UP = auto()
DOWN = auto()
ChanKLC.py
+32 -3
View File
@@ -1,7 +1,9 @@
import copy
from typing import Dict, Optional
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX, Chan_K_DIR, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_EMA_POS, Chan_EMA_SEMANTIC, Chan_BSP_TYPE, Chan_KLC_STATE
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_KLC_FX
from ChanEnum import Chan_K_DIR, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_EMA_POS
from ChanEnum import Chan_EMA_SEMANTIC, Chan_BSP_TYPE, Chan_KLC_STATE, Chan_FX
import ChanKLU
import ChanCTime
import Chan_FX_Box
@@ -41,8 +43,8 @@ class ChanKLC():
self.candle_dir = klu.candle_dir
self.range = klu.range
self.bb_out = True
self.macd = 0
self.signal = 0
self.macd = klu.macd
self.signal = klu.signal
self.state = Chan_MACD_STATE.UNKNOWN
self.continue_div = False
self.separate_div = False
@@ -73,6 +75,14 @@ class ChanKLC():
self.fx_box = None
self.in_fx = False
self.fx_confirmed = False
self.ema52_dis = klu.high - klu.ema52 if klu.close > klu.ema52 else klu.ema52 - klu.low
self.ema26_dis = klu.high - klu.ema26 if klu.close > klu.ema26 else klu.ema26 - klu.low
self.macd_signal_dis = abs(klu.macd - klu.signal)
self.ema52_ema26_dis = abs(klu.ema52 - klu.ema26)
self.fx_type = Chan_FX.UNKNOWN
self.bi_zs = None
self.seg_zs = None
self.last_bi_zs = None
# ==================== EMA 通用计算方法 ====================
@staticmethod
@@ -315,6 +325,9 @@ class ChanKLC():
price_diff = getattr(self, 'price_diff', None)
out += str(start) + " " + str(end) + " " + str(self.close) + " " + str(self.ema24) + " " + str(self.ema52) + " " + str(self.trend) + " " + str(self.close - self.ema52)
return out
def set_bi_zs(self, bi_zs):
if bi_zs:
self.bi_zs = bi_zs
def set_klc_fx_type(self, klc_fx_type):
#print(self.start_time, klc_fx_type, self.get_feature_data()['klu_macd'], self.get_feature_data()['klu_macdhist'], self.get_feature_data()['klu_rsi'])
self.klc_fx_type = klc_fx_type
@@ -328,6 +341,22 @@ class ChanKLC():
#print(self.pre.start_time, self.next.end_time, self.klc_fx_type)
if klc_fx_type == Chan_KLC_FX.TOP1 or klc_fx_type == Chan_KLC_FX.TOP2 or klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc_fx_type == Chan_KLC_FX.BOTTOM2:
self.cal_fx_box()
self.cal_fx_type()
def cal_fx_type(self):
if self.fx == Chan_FX_TYPE.TOP and self.next:
if self.ema52_dis > self.ema26_dis:
if self.pre.macd < self.macd and self.macd < self.next.macd:
self.fx_type = Chan_FX.CONTINUATION
else:
self.fx_type = Chan_FX.REVERSAL
elif self.fx == Chan_FX_TYPE.BOTTOM and self.next:
if self.ema52_dis < self.ema26_dis:
if self.pre.macd > self.macd and self.macd > self.next.macd:
self.fx_type = Chan_FX.CONTINUATION
else:
self.fx_type = Chan_FX.REVERSAL
if self.fx_type != Chan_FX.UNKNOWN and self.fx_type != Chan_FX.CONTINUATION:
print(self.end_time, self.fx_type)
def cal_fx_box(self):
# 每次重算前先清空，避免旧box残留
self.fx_box = None
ChanLun.py
+2 -2
View File
@@ -141,8 +141,8 @@ class ChanLun():
return self.tf_df.cal_kl_data(dataframe)
def cal_volume_ratio(self, dataframe, window=10):
return self.tf_df.cal_volume_ratio(dataframe, window)
def calculate_zs(self, bi_list, seg_list):
return self.get_zs_list(bi_list, seg_list)
def calculate_seg_zs(self, bi_list, seg_list):
return self.get_seg_zs_list(bi_list, seg_list)
def get_seg_list(self, bi_list):
return self.tf_df.get_seg_list(bi_list)
def cal_trend(self, klc_list):
ChanSEG.py
+36 -29
View File
@@ -91,41 +91,44 @@ class ChanSEG():
zs_list = []
if len(self.bi_list) > 3:
last_zs = None
zs_count = 0
if self.dir == Chan_SEG_DIR.UP:
for index in range(1, len(self.bi_list)):
bi = self.bi_list[index]
if bi.next == None or bi.next.next == None:
continue
bi2 = bi.next
bi3 = bi.next.next
if len(zs_list) == 0 or (last_zs and last_zs.is_sure):
if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.DOWN:
zg = min(bi.high, bi.next.high, bi.next.next.high)
zd = max(bi.low, bi.next.low, bi.next.next.low)
gg = max(bi.high, bi.next.high, bi.next.next.high)
dd = min(bi.low, bi.next.low, bi.next.next.low)
if bi3.is_sure and bi3.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.DOWN:
zg = min(bi.high, bi2.high, bi3.high)
zd = max(bi.low, bi2.low, bi3.low)
gg = max(bi.high, bi2.high, bi3.high)
dd = min(bi.low, bi2.low, bi3.low)
zs = ChanBIZS(bi, len(zs_list), Chan_ZS_DIR.UP)
zs.set_zg(zg)
zs.set_zd(zd)
zs.set_gg(gg)
zs.set_dd(dd)
zs.add_bi(bi.next)
zs.add_bi(bi.next.next)
zs.add_bi(bi2)
zs.add_bi(bi3)
zs_list.append(zs)
last_zs = zs
else:
if bi.index > last_zs.bi_list[-1].index and bi.dir == Chan_BI_DIR.DOWN and bi.is_sure:
if bi.low > last_zs.zg or bi.high < last_zs.zd:
last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.DOWN:
zg = min(bi.high, bi.next.high, bi.next.next.high)
zd = max(bi.low, bi.next.low, bi.next.next.low)
gg = max(bi.high, bi.next.high, bi.next.next.high)
dd = min(bi.low, bi.next.low, bi.next.next.low)
if bi3.is_sure and bi3.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.DOWN:
zg = min(bi.high, bi2.high, bi3.high)
zd = max(bi.low, bi2.low, bi3.low)
gg = max(bi.high, bi2.high, bi3.high)
dd = min(bi.low, bi2.low, bi3.low)
zs = ChanBIZS(bi, len(zs_list), Chan_ZS_DIR.UP)
zs.set_zg(zg)
zs.set_zd(zd)
zs.set_gg(gg)
zs.set_dd(dd)
zs.add_bi(bi.next)
zs.add_bi(bi.next.next)
zs.add_bi(bi2)
zs.add_bi(bi3)
zs_list.append(zs)
last_zs = zs
else:
@@ -137,37 +140,41 @@ class ChanSEG():
else:
for index in range(1, len(self.bi_list)):
bi = self.bi_list[index]
if bi.next == None or bi.next.next == None:
continue
bi2 = bi.next
bi3 = bi.next.next
if len(zs_list) == 0 or (last_zs and last_zs.is_sure):
if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.UP:
zg = min(bi.high, bi.next.high, bi.next.next.high)
zd = max(bi.low, bi.next.low, bi.next.next.low)
gg = max(bi.high, bi.next.high, bi.next.next.high)
dd = min(bi.low, bi.next.low, bi.next.next.low)
if bi3.is_sure and bi3.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.UP:
zg = min(bi.high, bi2.high, bi3.high)
zd = max(bi.low, bi2.low, bi3.low)
gg = max(bi.high, bi2.high, bi3.high)
dd = min(bi.low, bi2.low, bi3.low)
zs = ChanBIZS(bi, len(zs_list), Chan_ZS_DIR.DOWN)
zs.set_zg(zg)
zs.set_zd(zd)
zs.set_gg(gg)
zs.set_dd(dd)
zs.add_bi(bi.next)
zs.add_bi(bi.next.next)
zs.add_bi(bi2)
zs.add_bi(bi3)
zs_list.append(zs)
last_zs = zs
else:
if bi.index > last_zs.bi_list[-1].index and bi.dir == Chan_BI_DIR.UP and bi.is_sure:
if bi.low > last_zs.zg or bi.high < last_zs.zd:
last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.UP:
zg = min(bi.high, bi.next.high, bi.next.next.high)
zd = max(bi.low, bi.next.low, bi.next.next.low)
gg = max(bi.high, bi.next.high, bi.next.next.high)
dd = min(bi.low, bi.next.low, bi.next.next.low)
if bi3.is_sure and bi3.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.UP:
zg = min(bi.high, bi2.high, bi3.high)
zd = max(bi.low, bi2.low, bi3.low)
gg = max(bi.high, bi2.high, bi3.high)
dd = min(bi.low, bi2.low, bi3.low)
zs = ChanBIZS(bi, len(zs_list), Chan_ZS_DIR.DOWN)
zs.set_zg(zg)
zs.set_zd(zd)
zs.set_gg(gg)
zs.set_dd(dd)
zs.add_bi(bi.next)
zs.add_bi(bi.next.next)
zs.add_bi(bi2)
zs.add_bi(bi3)
zs_list.append(zs)
last_zs = zs
else:
TF_DF.py
+5 -4
View File
@@ -1262,7 +1262,7 @@ class TF_DF():
if (last_top.low < klc.pre.high or last_top.low < klc.next.high) and (klc.index - last_top.index < 10):
return False
return True
# 建议用这种方式生成笔中枢
def cal_bi_zs(self, seg_list):
bi_zs_list = []
for seg in seg_list:
@@ -1270,6 +1270,7 @@ class TF_DF():
if len(zs_list) > 0:
bi_zs_list = list(bi_zs_list) + list(zs_list)
return bi_zs_list
# 这个种方式不是很好，会有很多重叠的
def cal_bi_zs_list(self, bi_list):
"""
根据缠论笔中枢定义计算中枢（参照 get_zs_list 线段中枢判断规则）
@@ -1714,9 +1715,9 @@ class TF_DF():
bsp_list.append(bsp)
return bsp_list
def calculate_zs(self, seg_list):
return self.get_zs_list(seg_list)
def get_zs_list(self, seg_list):
def calculate_seg_zs(self, seg_list):
return self.get_seg_zs_list(seg_list)
def get_seg_zs_list(self, seg_list):
"""
根据缠论线段中枢定义计算中枢
从第4根线段开始（索引3），每3根线段为一组检查
web/app.py
+1 -1
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@@ -534,7 +534,7 @@ def analyze_chan(df, symbol=None, timeframe=None):
#for index in range(0, 10):
#print(bi_list[index].start_time, bi_list[index].start_klc.end_time, bi_list[index].dir)
seg_list = chan.get_seg_list(bi_list)
zs_list = chan.calculate_zs(seg_list)
zs_list = chan.calculate_seg_zs(seg_list)
# 计算笔中枢（BI中枢）并拍平成列表
#bi_zs_list = chan.cal_bi_zs_list(bi_list)
web/templates/index.html
+1 -5
View File
@@ -767,11 +767,7 @@
</style>
</head>
<body>
<div class="container">
<div class="header">
<h5 class="my-1">缠论分析系统</h5>
</div>
<div class="container">
<div class="controls">
<div class="row g-1 d-flex align-items-end">
<div class="col-md-2">