添加中枢识别在klc和笔

ChanBI.py

@@ -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

@@ -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

@@ -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

@@ -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.macd = klu.macd
-		self.signal = 0
+		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

@@ -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):
+	def calculate_seg_zs(self, bi_list, seg_list):
-		return self.get_zs_list(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

@@ -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:
+                        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, bi.next.high, bi.next.next.high)
+                            zg = min(bi.high, bi2.high, bi3.high)
-                            zd = max(bi.low, bi.next.low, bi.next.next.low)
+                            zd = max(bi.low, bi2.low, bi3.low)
-                            gg = max(bi.high, bi.next.high, bi.next.next.high)
+                            gg = max(bi.high, bi2.high, bi3.high)
-                            dd = min(bi.low, bi.next.low, bi.next.next.low)
+                            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(bi2)
-                            zs.add_bi(bi.next.next)
+                            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:
+                                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, bi.next.high, bi.next.next.high)
+                                    zg = min(bi.high, bi2.high, bi3.high)
-                                    zd = max(bi.low, bi.next.low, bi.next.next.low)
+                                    zd = max(bi.low, bi2.low, bi3.low)
-                                    gg = max(bi.high, bi.next.high, bi.next.next.high)
+                                    gg = max(bi.high, bi2.high, bi3.high)
-                                    dd = min(bi.low, bi.next.low, bi.next.next.low)
+                                    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(bi2)
-                                    zs.add_bi(bi.next.next)
+                                    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:
+                        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, bi.next.high, bi.next.next.high)
+                            zg = min(bi.high, bi2.high, bi3.high)
-                            zd = max(bi.low, bi.next.low, bi.next.next.low)
+                            zd = max(bi.low, bi2.low, bi3.low)
-                            gg = max(bi.high, bi.next.high, bi.next.next.high)
+                            gg = max(bi.high, bi2.high, bi3.high)
-                            dd = min(bi.low, bi.next.low, bi.next.next.low)
+                            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(bi2)
-                            zs.add_bi(bi.next.next)
+                            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:
+                                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, bi.next.high, bi.next.next.high)
+                                    zg = min(bi.high, bi2.high, bi3.high)
-                                    zd = max(bi.low, bi.next.low, bi.next.next.low)
+                                    zd = max(bi.low, bi2.low, bi3.low)
-                                    gg = max(bi.high, bi.next.high, bi.next.next.high)
+                                    gg = max(bi.high, bi2.high, bi3.high)
-                                    dd = min(bi.low, bi.next.low, bi.next.next.low)
+                                    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(bi2)
-                                    zs.add_bi(bi.next.next)
+                                    zs.add_bi(bi3)
                                     zs_list.append(zs)
                                     last_zs = zs
                             else:

TF_DF.py

@@ -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):
+	def calculate_seg_zs(self, seg_list):
-		return self.get_zs_list(seg_list)
+		return self.get_seg_zs_list(seg_list)
-	def get_zs_list(self, 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

@@ -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

@@ -767,11 +767,7 @@
     </style>
 </head>
 <body>
-    <div class="container">
+    <div class="container">     
-        <div class="header">
-            <h5 class="my-1">缠论分析系统</h5>
-        </div>
-        
         <div class="controls">
             <div class="row g-1 d-flex align-items-end">
                 <div class="col-md-2">