Add files

Add first batch of files

.gitignore

@@ -0,0 +1,2 @@
+.DS_Store
+__pycache__/

ChanBI.py

@@ -53,6 +53,13 @@ class ChanBI():
     def set_next(self, bi):
         self.next = bi
     def add_klc(self, klc):
+        added = False
+        if len(self.klc_list) > 0:
+            for index in range(0, len(self.klc_list)):
+                if self.klc_list[index].index == klc.index:
+                    added = True
+                    break
+        if not added:
             self.klc_list.append(klc)
     def append_klc_list(self, klc_list):
         self.klc_list.append(klc_list)

ChanKLC.py

@@ -1,7 +1,7 @@
 import copy
 from typing import Dict, Optional
 
-from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR
+from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR
 import ChanKLU
 import ChanCTime
 
@@ -25,6 +25,7 @@ class ChanKLC():
         self.open = klu.open
         self.close = klu.close
         self.volume = klu.volume
+        self.macdhist = 0
     def add_klu(self, klu):
         self.klus.append(klu)
     def set_end_klu(self, klu):
@@ -107,8 +108,23 @@ class ChanKLC():
             return Chan_FX_TYPE.BOTTOM
         else:
             return Chan_FX_TYPE.UNKNOWN
-    def set_bi_data(self, bi):
+    def set_bi(self, bi):
         self.bi = bi
+        self.get_macdhist()
+        for index in range(0, len(self.bi.klc_list)):
+            klc = self.bi.klc_list[index]
+            if klc.index == self.index:
+                break
+            else:
+                if bi.dir == Chan_BI_DIR.UP:
+                    self.macdhist += klc.get_macdhist()
+                else:
+                    self.macdhist -= klc.get_macdhist()
+    def get_macdhist(self):
+        self.macdhist = 0
+        for klu in self.klus:
+            self.macdhist += klu.macdhist
+        return self.macdhist
     def cal_klu_features(self):
         features = dict()
         feature_sums = dict()

ChanLun.py

@@ -148,7 +148,7 @@ class ChanLun():
 				state_list.append("00")
 		return state_list
 	def get_bi_list(self, dataframe):
-		bi_list, klc_list = self.cal_bi_list(self.get_klc_list(dataframe))
+		bi_list = self.cal_bi_list(self.get_klc_list(dataframe))
 		return bi_list
 	def calculate_zs(self, bi_list, seg_list):
 		return self.get_zs_list(bi_list, seg_list)
@@ -528,6 +528,9 @@ class ChanLun():
 			# Do nothing
 			if fx == Chan_FX_TYPE.UNKNOWN:
 				klc.set_fx(Chan_FX_TYPE.UNKNOWN)
+				if len(bi_list) > 0:
+					bi_list[-1].add_klc(klc)
+					klc.set_bi(bi_list[-1])
 			else:
 				if fx == Chan_FX_TYPE.TOP:
 					if last_top:
@@ -538,6 +541,8 @@ class ChanLun():
 								if last_top.high > klc.high:
 									klc.set_fx(Chan_FX_TYPE.TT)
 									klc.set_state("20")
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 									#print(klc.start_time, klc.fx, "二类买卖点Sell 1")
 								else:
 									# A new top found
@@ -545,12 +550,16 @@ class ChanLun():
 									last_top = klc
 									#print(klc.start_time, klc.fx, "一类买卖点Sell 1")
 									klc.set_state("10")
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 							else:
 								# 不满足结合律的分型
 								if last_bottom.index + 4 > klc.index:
 									if last_top.high > klc.high:
 										#print(klc.start_time, last_bottom.start_time, klc.fx, "中枢买卖点Sell 1")
 										klc.set_fx(Chan_FX_TYPE.UNKNOWN)
+										bi_list[-1].add_klc(klc)
+										klc.set_bi(bi_list[-1])
 									# New TOP Found replace last top
 									else:
 										if last_top.index + 4 < klc.index and len(bi_list) > 1:
@@ -565,8 +574,12 @@ class ChanLun():
 												last_bottom = pre_last_bi.start_klc
 												#print(klc.start_time, last_bi.start_klc.start_time, "New TOP Found reset last bi")
 												klc.set_state("10")
+											bi_list[-1].add_klc(klc)
+											klc.set_bi(bi_list[-1])
 										else:
 											klc.set_fx(Chan_FX_TYPE.UNKNOWN)
+											bi_list[-1].add_klc(klc)
+											klc.set_bi(bi_list[-1])
 										#print(klc.start_time, last_bottom.start_time, klc.fx, "中枢买卖点Sell 2")
 								# 满足结合律
 								else:
@@ -581,6 +594,8 @@ class ChanLun():
 									bi_list.append(bi)
 									last_top = klc
 									klc.set_state('30')
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 									#print(klc.start_time, last_bottom.start_time, "Normal TOP Found, Confirm down bi 4")
 						# last bottom = None
 						else:
@@ -589,10 +604,14 @@ class ChanLun():
 								last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
 								#last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
 								last_top = klc
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 							else:
 								klc.set_fx(Chan_FX_TYPE.TT)
 								klc.set_state('20')
 								#print(klc.start_time, klc.fx, "二类买卖点Sell 2")
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 					else:
 						if last_bottom:
 							# 不满足结合律的分型
@@ -618,6 +637,8 @@ class ChanLun():
 								if last_bottom.low < klc.low:
 									klc.set_fx(Chan_FX_TYPE.BB)
 									klc.set_state("-20")
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 									#print(klc.start_time, klc.fx, "二类买卖点Buy 1")
 								else:
 									# A new bottom found
@@ -625,6 +646,8 @@ class ChanLun():
 									last_bottom = klc
 									#print(klc.start_time, klc.fx, "一类买卖点Buy 1")
 									klc.set_state("-10")
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 							else:
 								# 不满足结合律的分型
 								if last_top.index + 4 > klc.index:
@@ -633,6 +656,8 @@ class ChanLun():
 										#klc.set_fx(Chan_FX_TYPE.BB)
 										#klc.set_state("-100")
 										#print(klc.start_time, klc.fx, "中枢买卖点Buy 1")
+										bi_list[-1].add_klc(klc)
+										klc.set_bi(bi_list[-1])
 									# Found new bottom
 									else:
 										if last_bottom.index + 4 < klc.index and len(bi_list) > 1:
@@ -647,8 +672,12 @@ class ChanLun():
 												last_top = pre_last_bi.start_klc
 												#print(klc.start_time, last_bi.start_klc.start_time, "New BOTTOM Found reset last bi")
 												klc.set_state("-10")
+											bi_list[-1].add_klc(klc)
+											klc.set_bi(bi_list[-1])
 										else:
 											klc.set_fx(Chan_FX_TYPE.UNKNOWN)
+											bi_list[-1].add_klc(klc)
+											klc.set_bi(bi_list[-1])
 										#print(klc.start_time, klc.fx, "中枢买卖点Buy 2")
 								# 满足结合律的分型
 								else:
@@ -663,6 +692,8 @@ class ChanLun():
 									bi_list.append(bi)
 									last_bottom = klc
 									klc.set_state('-30')
+									bi_list[-1].add_klc(klc)
+									klc.set_bi(bi_list[-1])
 									#print(klc.start_time, last_top.start_time, "Normal Bottom Found, Confirm up bi 6")
 						# last_top = None
 						else:
@@ -671,25 +702,35 @@ class ChanLun():
 								last_bi.set_start_klc(klc, Chan_BI_DIR.UP)
 								#last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
 								last_bottom = klc
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 							else:
 								klc.set_fx(Chan_FX_TYPE.BB)
 								klc.set_state('-20')
 								#print(klc.start_time, klc.fx, "二类买卖点Buy 2")
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 					# last_bottom = None
 					else:
 						if last_top:
 							# 不满足结合律的分型
 							if last_top.index + 4 > klc.index:
 								klc.set_fx(Chan_FX_TYPE.UNKNOWN)
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 							else:
 								# First temp bottom and last top confirmed
 								last_bottom = klc
+								bi_list[-1].add_klc(klc)
+								klc.set_bi(bi_list[-1])
 						# Last top = None, last bottom = None, create first up bi
 						else:
 							# First temp bottom and no top yet
 							last_bottom = klc
 							bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.UP)
 							bi_list.append(bi)
+							bi_list[-1].add_klc(klc)
+							klc.set_bi(bi_list[-1])
 							#print(klc.start_time, 'Create first bottom')
 			#print(klc.time, klc.fx, klc.state)
 		for klc in klc_list:

ChanLun_Classifier.py

@@ -290,6 +290,9 @@ class ChanLunClassifier:
             if bi_index == len(bi_list):
                 bi_index = len(bi_list) - 1
             bi = bi_list[bi_index]
+            if klc.end_klu and bi.end_klc and klc.start_klu.index >= bi.start_klc.start_klu.index and klc.end_klu.index <= bi.end_klc.end_klu.index:
+                klc.set_bi(bi)
+            
             # 提取特征
             features = klc.get_feature_data()