Change some thing

ChanBI.py

@@ -30,6 +30,7 @@ class ChanBI():
 				self.macd_div = 0.0
 			else:
 				self.macd_div = self.macd_hist / self.pre.pre.macd_hist
+			#print(self.start_time, self.end_time, self.macd_hist, self.pre.pre.macd_hist, self.macd_div)
 	def cal_macdhist(self):
 		self.macd_hist = 0
 		for klc in self.klc_list:

ChanKLC.py

@@ -31,6 +31,7 @@ class ChanKLC():
 		self.rsi = klu.rsi
 		self.volume_ratio = klu.volume_ratio
 		self.macdhist = 0
+		self.strength_list = []
 	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
@@ -49,7 +50,16 @@ class ChanKLC():
 		self.volume_ratio = self.volume_ratio / len(self.klus)
 		self.volume = self.volume / len(self.klus)
 		self.macdhist = self.macdhist / len(self.klus)
-   
+		self.cal_self_strength()
+	def cal_self_strength(self):
+		strength = 0
+		if self.klus:
+			if len(self.klus) == 1:
+				strength = 1
+			else:
+				if len(self.klus) > 1:
+					strength = 0
+		self.strength_list.append(strength)
 	def set_next(self, klc):
 		self.next = klc
 	def set_pre(self, klc):

ChanLun.py

@@ -754,7 +754,7 @@ class ChanLun():
 									last_top = klc
 									#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 1")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
-									print(klc.end_time, klc.fx, "一类卖点Sell 1")
+									#print(klc.end_time, klc.fx, "一类卖点Sell 1")
 									#klc.set_fx(fx)
 									#klc.set_state("10")
 									bi_list[-1].add_klc(klc)
@@ -804,7 +804,7 @@ class ChanLun():
 									bi.add_klc(klc)
 									bi_list.append(bi)
 									last_top = klc
-									print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
+									#print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
 									#klc.set_state('30')
 									bi_list[-1].add_klc(klc)

ChanPY.py

@@ -36,7 +36,7 @@ class ChanPY():
 		"divergence_rate": float("inf"),
 		"bsp2_follow_1": False,
 		"bsp3_follow_1": False,
-		"min_zs_cnt": 0,
+		"min_zs_cnt": 1,
 		"bs1_peak": False,
 		"macd_algo": "peak",
 		"bs_type": '1,2,3a,1p,2s,3b',

ChanSEG.py

@@ -8,6 +8,8 @@ from ChanBI import ChanBI
 class ChanSEG():
     def __init__(self, start_bi: ChanBI, index, ddir=Chan_SEG_DIR.UP):
         self.start_bi = start_bi
+        self.start_time = start_bi.start_time
+        self.end_time = None
         self.end_bi = None
         self.dir = ddir
         self.low = 0
@@ -38,6 +40,7 @@ class ChanSEG():
             else:
                 self.low = bi.low
             self.is_sure = True
+            self.end_time = bi.end_klc.end_time
         if sure_bi.is_sure:
             self.sure_time = sure_bi.end_klc.end_time
     def pre_set_end_bi(self, bi: ChanBI):
@@ -47,6 +50,7 @@ class ChanSEG():
                 self.high = bi.high
             else:
                 self.low = bi.low
+            self.end_time = bi.end_klc.end_time
     def set_pre(self, seg):
         self.pre = seg
     def set_next(self, seg):

strategies/ChanLun_BTC_30.py

@@ -110,6 +110,7 @@ class ChanLun_BTC_30(IStrategy):
 		state_list, fx_list = self.chan.get_klc_strength_list(dataframe_30)
 		dataframe_30['state'] = state_list
 		dataframe_30['fx'] = fx_list
+		
 		#bi_list_1 = self.chan.get_bi_list(dataframe)
 		#bi_list_5 = self.chan.get_bi_list(dataframe_5)
 		#bi_list_15 = self.chan.get_bi_list(dataframe_15)
@@ -121,6 +122,7 @@ class ChanLun_BTC_30(IStrategy):
 			#self.print_bi(bi_list_15)
 			#self.print_bi(bi_list_30)
 			#self.print_bi(bi_list_60)
+			self.print_seg(dataframe_5)
 			print("-------------------------------------------------------------------------------")
 			self.last_time = datetime.now()
 		dataframe = resampled_merge(dataframe, dataframe_5)
@@ -129,6 +131,13 @@ class ChanLun_BTC_30(IStrategy):
 		#dataframe = resampled_merge(dataframe, dataframe_60)
 		#dataframe = resampled_merge(dataframe, dataframe_4h)
 		return dataframe
+	def print_seg(self, dataframe):
+		klc_list = self.chan.get_klc_list(dataframe)
+		bi_list = self.chan.cal_bi_list(klc_list)
+		seg_list = self.chan.get_seg_list(bi_list)
+		seg = seg_list[-1]
+		bi = bi_list[-1]
+		print(seg.start_time, seg.dir, bi.start_time, bi.dir)
 	def print_bi(self, bi_list):
 		if bi_list and len(bi_list) > 2:
 			bi1 = bi_list[-1]

strategies/HammerRsiStrategy.py

@@ -0,0 +1,53 @@
+from freqtrade.strategy import IStrategy
+from pandas_ta import ema
+import pandas as pd
+import pandas_ta as ta
+import numpy as np
+from datetime import datetime, timedelta
+from freqtrade.persistence import Trade, Order
+# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy HammerRsiStrategy --strategy-path ./user_data/Chan/strategies --timerange=20250520-
+
+
+class HammerRsiStrategy(IStrategy):
+    timeframe = "1m"  # 1分钟K线
+    minimal_roi = {"0": 0.005}  # 0.5% 止盈
+    stoploss = -0.002  # 0.2% 固定止损
+    trailing_stop = True
+    trailing_stop_positive = 0.001  # 0.1% 追踪止损
+    trailing_stop_positive_offset = 0.002  # 0.2% 触发追踪止损
+    startup_candle_count = 20  # 启动K线数
+
+    def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        dataframe['rsi'] = ta.rsi(dataframe['close'], length=14)
+        dataframe['ema_fast'] = ta.ema(dataframe['close'], length=5)
+        dataframe['ema_slow'] = ta.ema(dataframe['close'], length=20)
+        dataframe['atr'] = ta.atr(dataframe['high'], dataframe['low'], dataframe['close'], length=14)
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        conditions = (
+            (dataframe['ema_fast'] > dataframe['ema_slow']) &  # 快EMA上穿慢EMA
+            (dataframe['rsi'] < 45)  # RSI < 45
+        )
+        print(f"Signal check: ema_fast={dataframe['ema_fast'].iloc[-1]}, ema_slow={dataframe['ema_slow'].iloc[-1]}, rsi={dataframe['rsi'].iloc[-1]}")
+        dataframe.loc[conditions, ['enter_long', 'enter_tag']] = (1, 'ema_rsi_entry')
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        conditions = (
+            (dataframe['ema_fast'] < dataframe['ema_slow']) |  # 快EMA下穿慢EMA
+            (dataframe['rsi'] > 60)  # RSI > 60
+        )
+        dataframe.loc[conditions, ['exit_long', 'exit_tag']] = (1, 'ema_rsi_exit')
+        return dataframe
+
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        atr = dataframe['atr'].iloc[-1]
+        return -1.5 * atr / current_rate  # 止损为1.5倍ATR
+
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                           proposed_stake: float, min_stake: float, max_stake: float,
+                           entry_tag: str) -> float:
+        return proposed_stake * 0.01  # 1%账户余额

web/templates/index.html

@@ -1124,6 +1124,9 @@
                             // 应用保存的逻辑范围到所有图表
                             tvWidget.mainChart.timeScale().setVisibleLogicalRange(logicalRange);
                             tvWidget.volumeChart.timeScale().setVisibleLogicalRange(logicalRange);
+                            if (tvWidget.atrChart) {
+                                tvWidget.atrChart.timeScale().setVisibleLogicalRange(logicalRange);
+                            }
                             if (tvWidget.macdChart) {
                                 tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
                             }
@@ -1131,6 +1134,9 @@
                             // 如果没有逻辑范围，使用时间戳范围
                             tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
                             tvWidget.volumeChart.timeScale().setVisibleRange(visibleRange);
+                            if (tvWidget.atrChart) {
+                                tvWidget.atrChart.timeScale().setVisibleRange(visibleRange);
+                            }
                             if (tvWidget.macdChart) {
                                 tvWidget.macdChart.timeScale().setVisibleRange(visibleRange);
                             }
@@ -5355,14 +5361,16 @@
                     if (logicalRange) {
                         tvWidget.mainChart.timeScale().setVisibleLogicalRange(logicalRange);
                         if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleLogicalRange(logicalRange);
+                        if (tvWidget.atrChart) tvWidget.atrChart.timeScale().setVisibleLogicalRange(logicalRange);
                         if (tvWidget.macdChart) tvWidget.macdChart.timeScale().setVisibleLogicalRange(logicalRange);
                     } else if (visibleRange) {
                         tvWidget.mainChart.timeScale().setVisibleRange(visibleRange);
                         if (tvWidget.volumeChart) tvWidget.volumeChart.timeScale().setVisibleRange(visibleRange);
+                        if (tvWidget.atrChart) tvWidget.atrChart.timeScale().setVisibleRange(visibleRange);
                         if (tvWidget.macdChart) tvWidget.macdChart.timeScale().setVisibleRange(visibleRange);
                     }
                     
-                    console.log('图表可见范围已恢复');
+                    console.log('图表可见范围已恢复（包括ATR图表）');
                 } else {
                     console.error('恢复图表可见范围失败 - 图表未初始化');
                 }