refactor: 缠论引擎包化与 Web 分层（ECR-001）
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务； 前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
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"""TF_DF builder mixin — 由 split_tfdf_builders 自动生成，逻辑与原 TF_DF 一致。"""
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from __future__ import annotations
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from datetime import timedelta
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from decimal import Decimal
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import numpy as np
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import pandas as pd
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import talib.abstract as ta
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from pandas import DataFrame
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from technical.util import resample_to_interval
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from chanlun.core.ChanBI import ChanBI
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from chanlun.core.ChanBIZS import ChanBIZS
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from chanlun.core.ChanBSP import ChanBSP
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from chanlun.core.ChanEnum import (
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Chan_BI_DIR,
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Chan_BSP_DIR,
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Chan_BSP_TYPE,
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Chan_FX_TYPE,
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Chan_K_DIR,
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Chan_KLC_FX,
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Chan_KLC_STATE,
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Chan_KLINE_DIR,
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Chan_KLU_PATTERN,
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Chan_PRICE_TREND,
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Chan_SEG_DIR,
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Chan_ZS_DIR,
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)
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from chanlun.core.ChanKLC import ChanKLC
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from chanlun.core.ChanKLU import ChanKLU
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from chanlun.core.ChanSBI import ChanSBI
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from chanlun.core.ChanSEG import ChanSEG
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from chanlun.core.ChanZS import ChanZS, ChanZS_Big
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from chanlun.indicators.ChanMACD import ChanMACD
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class ZsBuilderMixin:
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def get_zs_state(self, df):
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bi_list = self.cal_bi_list(self.get_klc_list(self.get_kl_data(df)))
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seg_list = self.get_seg_list(bi_list)
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zs_list = self.calculate_zs(seg_list)
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for zs in zs_list:
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last_zs = zs
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return zs_list
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def cal_bi_zs(self, seg_list):
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bi_zs_list = []
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for seg in seg_list:
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zs_list = seg.cal_bi_zs()
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if len(zs_list) > 0:
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bi_zs_list = list(bi_zs_list) + list(zs_list)
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return bi_zs_list
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# 跨段不相连的中枢
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def cal_bi_zs_list(self, bi_list):
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"""
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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）
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从第4根笔开始（索引3），每3根笔为一组检查
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上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
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下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
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中枢可按两笔一组继续扩展到5根、7根...
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"""
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bi_zs_list = []
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if len(bi_list) < 3:
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return bi_zs_list
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last_zs = None
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start_idx = 3
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while start_idx < len(bi_list):
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if start_idx + 2 >= len(bi_list):
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break
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bi1 = bi_list[start_idx]
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bi2 = bi_list[start_idx + 1]
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bi3 = bi_list[start_idx + 2]
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if not (bi1.is_sure and bi2.is_sure and bi3.is_sure):
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start_idx += 1
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continue
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zg = min(bi1.high, bi2.high, bi3.high)
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zd = max(bi1.low, bi2.low, bi3.low)
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if zg <= zd:
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start_idx += 1
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continue
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valid = False
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if last_zs is None:
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if bi1.dir == Chan_BI_DIR.DOWN:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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else:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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else:
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is_up_zs = zg > last_zs.zg
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is_down_zs = zd < last_zs.zd
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if is_up_zs:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi1.dir == Chan_BI_DIR.DOWN and bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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elif is_down_zs:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi1.dir == Chan_BI_DIR.UP and bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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if not valid:
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start_idx += 1
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continue
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gg = max(bi1.high, bi2.high, bi3.high)
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dd = min(bi1.low, bi2.low, bi3.low)
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zs = ChanBIZS(bi1, len(bi_zs_list), zs_dir)
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zs.set_zg(zg)
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zs.set_zd(zd)
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zs.set_gg(gg)
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zs.set_dd(dd)
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zs.is_sure = False
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zs.bi_list = [bi1, bi2, bi3]
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added_after_leave = []
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leave_index = start_idx + 4
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while leave_index < len(bi_list):
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b = bi_list[leave_index]
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if not b.is_sure:
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break
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if b.high >= zs.zd and b.low <= zs.zg:
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added_after_leave.append(b.pre)
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added_after_leave.append(b)
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else:
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break
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leave_index += 2
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if added_after_leave:
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bis_for_zs = list(zs.bi_list) + list(added_after_leave)
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bi_highs = [bi.high for bi in bis_for_zs]
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bi_lows = [bi.low for bi in bis_for_zs]
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zs.set_gg(max(bi_highs))
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zs.set_dd(min(bi_lows))
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zs.bi_list = bis_for_zs
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bi = bis_for_zs[-1]
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if bi.is_sure:
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zs.set_end_bi(bi, bi.sure_time)
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start_idx = start_idx + len(added_after_leave)
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else:
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zs.set_end_bi(bi3, bi3.sure_time)
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if last_zs:
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last_zs.set_next(zs)
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zs.set_pre(last_zs)
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bi_zs_list.append(zs)
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last_zs = zs
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start_idx += 4
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if last_zs:
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last_zs.is_sure = bi_list[-1].is_sure
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if last_zs and not last_zs.is_sure:
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if last_zs.bi_list and len(last_zs.bi_list) > 0:
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last_bi_of_zs = last_zs.bi_list[-1]
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last_bi_idx = -1
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for i, bi in enumerate(bi_list):
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if bi == last_bi_of_zs:
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last_bi_idx = i
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break
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has_leave = False
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if last_bi_idx >= 0 and last_bi_idx + 1 < len(bi_list):
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for i in range(last_bi_idx + 1, len(bi_list)):
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bi = bi_list[i]
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if bi.is_sure:
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leave = (bi.low > last_zs.zg and bi.high > last_zs.zg) or \
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(bi.high < last_zs.zd and bi.low < last_zs.zd)
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if leave:
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has_leave = True
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break
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if has_leave:
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if last_bi_of_zs.is_sure:
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last_zs.set_end_bi(last_bi_of_zs, last_bi_of_zs.sure_time)
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return bi_zs_list
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def get_bi_zs_list(self, bi_list):
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"""
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根据缠论笔中枢定义计算中枢（完全参照 get_seg_zs_list 线段中枢判断规则）
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从第4根笔开始（索引3），每3根笔为一组检查
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上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
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下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
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盘整/扩张：后中枢与前中枢整体区间有交集 → 合并扩展
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中枢可按两笔一组继续扩展到5根、7根...
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"""
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bi_zs_list = []
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if len(bi_list) < 3:
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return bi_zs_list
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last_zs = None
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start_idx = 3
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while start_idx < len(bi_list):
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if start_idx + 2 >= len(bi_list):
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break
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bi1 = bi_list[start_idx]
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bi2 = bi_list[start_idx + 1]
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bi3 = bi_list[start_idx + 2]
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if not (bi1.is_sure and bi2.is_sure and bi3.is_sure):
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start_idx += 1
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continue
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zg = min(bi1.high, bi2.high, bi3.high)
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zd = max(bi1.low, bi2.low, bi3.low)
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if zg <= zd:
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start_idx += 1
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continue
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valid = False
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if last_zs is None:
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if bi1.dir == Chan_BI_DIR.DOWN:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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else:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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else:
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is_up_zs = zd > last_zs.zg
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is_down_zs = zg < last_zs.zd
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if is_up_zs:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi1.dir == Chan_BI_DIR.DOWN and bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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elif is_down_zs:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi1.dir == Chan_BI_DIR.UP and bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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create_new_zs = False
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if not valid:
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# 如果新中枢和前一个中枢的中枢区间有重叠，不形成新中枢，合并扩展
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if last_zs is not None:
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is_in_last_zs = (zd > last_zs.zd and zd < last_zs.zg) or \
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(zg < last_zs.zg and zg > last_zs.zd) or \
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(zg > last_zs.zg and zd < last_zs.zd) or \
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(zg < last_zs.zg and zd > last_zs.zd)
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if is_in_last_zs:
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# 扩展当前中枢：将 bi1-bi3 加入 last_zs
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for bi in [bi1, bi2, bi3]:
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if bi not in last_zs.bi_list:
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last_zs.add_bi(bi)
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create_new_zs = False
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else:
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start_idx += 1
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continue
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else:
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start_idx += 1
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continue
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else:
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create_new_zs = True
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# 新中枢形成时确认前一个中枢
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if last_zs and create_new_zs:
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last_bi = last_zs.bi_list[-1]
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if last_bi and last_bi.is_sure:
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last_zs.is_sure = True
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last_zs.set_end_bi(last_bi, last_bi.sure_time)
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zs = last_zs
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if create_new_zs:
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gg = max(bi1.high, bi2.high, bi3.high)
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dd = min(bi1.low, bi2.low, bi3.low)
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zs = ChanBIZS(bi1, len(bi_zs_list), zs_dir)
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zs.set_zg(zg)
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zs.set_zd(zd)
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zs.set_gg(gg)
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zs.set_dd(dd)
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zs.is_sure = False
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zs.bi_list = [bi1, bi2, bi3]
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# 离开后回抽扩展检查
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added_after_leave = []
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leave_index = start_idx + 4
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while leave_index < len(bi_list):
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b = bi_list[leave_index]
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if not b.is_sure:
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break
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if b.high >= zs.zd and b.low <= zs.zg:
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added_after_leave.append(b.pre)
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added_after_leave.append(b)
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else:
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break
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leave_index += 2
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if added_after_leave:
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bis_for_zs = list(zs.bi_list) + list(added_after_leave)
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bi_highs = [bi.high for bi in bis_for_zs]
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bi_lows = [bi.low for bi in bis_for_zs]
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zs.set_gg(max(bi_highs))
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zs.set_dd(min(bi_lows))
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zs.bi_list = bis_for_zs
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bi = bis_for_zs[-1]
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if bi.is_sure:
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zs.set_end_bi(bi, bi.sure_time)
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start_idx = start_idx + len(added_after_leave)
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else:
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if create_new_zs:
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zs.set_end_bi(bi3, bi3.sure_time)
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if create_new_zs:
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if last_zs:
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last_zs.set_next(zs)
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zs.set_pre(last_zs)
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bi_zs_list.append(zs)
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last_zs = zs
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start_idx += 4
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# 最后一个中枢：根据 bi_list 最后一笔确认状态
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if last_zs:
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last_zs.is_sure = bi_list[-1].is_sure
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if last_zs and not last_zs.is_sure:
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if last_zs.bi_list and len(last_zs.bi_list) > 0:
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last_bi_of_zs = last_zs.bi_list[-1]
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last_bi_idx = -1
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for i, bi in enumerate(bi_list):
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if bi == last_bi_of_zs:
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last_bi_idx = i
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break
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has_leave = False
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if last_bi_idx >= 0 and last_bi_idx + 1 < len(bi_list):
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for i in range(last_bi_idx + 1, len(bi_list)):
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bi = bi_list[i]
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if bi.is_sure:
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leave = (bi.low > last_zs.zg and bi.high > last_zs.zg) or \
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(bi.high < last_zs.zd and bi.low < last_zs.zd)
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if leave:
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has_leave = True
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break
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if has_leave:
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if last_bi_of_zs.is_sure:
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last_zs.set_end_bi(last_bi_of_zs, last_bi_of_zs.sure_time)
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return bi_zs_list
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def cal_bi_zs_list_pure(self, bi_list):
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bi_zs_list = []
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if len(bi_list) < 3:
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return bi_zs_list
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def get_zs_range(bis):
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zg = min(bi.high for bi in bis)
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zd = max(bi.low for bi in bis)
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return zg, zd
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def is_bi_overlap_range(bi, zg, zd):
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return bi.high >= zd and bi.low <= zg
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def check_zs_position_filter(last_zs, zg, zd, bis):
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if last_zs is None:
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return True
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if zg <= last_zs.zd:
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return bis[0].dir == Chan_BI_DIR.UP and bis[-1].dir == Chan_BI_DIR.UP
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if zd >= last_zs.zg:
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return bis[0].dir == Chan_BI_DIR.DOWN and bis[-1].dir == Chan_BI_DIR.DOWN
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return True
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def set_zs_bi_list(zs, bis):
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zs.bi_list = list(bis)
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for bi in zs.bi_list:
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bi.set_bi_zs(zs)
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zs.set_gg(max(bi.high for bi in zs.bi_list))
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zs.set_dd(min(bi.low for bi in zs.bi_list))
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zs.classify_zs()
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last_zs = None
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start_idx = 0
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while start_idx + 2 < len(bi_list):
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bi1 = bi_list[start_idx]
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bi2 = bi_list[start_idx + 1]
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bi3 = bi_list[start_idx + 2]
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if not (bi1.is_sure and bi2.is_sure and bi3.is_sure):
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start_idx += 1
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continue
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if not (bi1.dir != bi2.dir and bi1.dir == bi3.dir):
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start_idx += 1
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continue
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zg, zd = get_zs_range([bi1, bi2, bi3])
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if zg <= zd:
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start_idx += 1
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continue
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bis_for_zs = [bi1, bi2, bi3]
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extend_idx = start_idx + 3
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while extend_idx + 1 < len(bi_list):
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leave_bi = bi_list[extend_idx]
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back_bi = bi_list[extend_idx + 1]
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if not (leave_bi.is_sure and back_bi.is_sure):
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break
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if not is_bi_overlap_range(back_bi, zg, zd):
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break
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bis_for_zs.append(leave_bi)
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bis_for_zs.append(back_bi)
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extend_idx += 2
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|
||||
if not check_zs_position_filter(last_zs, zg, zd, bis_for_zs):
|
||||
start_idx += 1
|
||||
continue
|
||||
|
||||
zs_dir = Chan_ZS_DIR.UP if bi1.dir == Chan_BI_DIR.DOWN else Chan_ZS_DIR.DOWN
|
||||
zs = ChanBIZS(bi1, len(bi_zs_list), zs_dir)
|
||||
zs.set_zg(zg)
|
||||
zs.set_zd(zd)
|
||||
|
||||
set_zs_bi_list(zs, bis_for_zs)
|
||||
zs.set_end_bi(bis_for_zs[-1], bis_for_zs[-1].sure_time)
|
||||
|
||||
if last_zs:
|
||||
last_zs.set_next(zs)
|
||||
zs.set_pre(last_zs)
|
||||
|
||||
bi_zs_list.append(zs)
|
||||
last_zs = zs
|
||||
start_idx = start_idx + len(bis_for_zs)
|
||||
|
||||
# 与 cal_bi_zs_list 一致：最后一笔未确认时末中枢标为未完成；若其后已出现确认的离开笔，仍按离开前最后一笔确认中枢结束
|
||||
if last_zs:
|
||||
last_zs.is_sure = bi_list[-1].is_sure
|
||||
|
||||
if last_zs and not last_zs.is_sure:
|
||||
if last_zs.bi_list and len(last_zs.bi_list) > 0:
|
||||
last_bi_of_zs = last_zs.bi_list[-1]
|
||||
last_bi_idx = -1
|
||||
for i, bi in enumerate(bi_list):
|
||||
if bi == last_bi_of_zs:
|
||||
last_bi_idx = i
|
||||
break
|
||||
|
||||
has_leave = False
|
||||
if last_bi_idx >= 0 and last_bi_idx + 1 < len(bi_list):
|
||||
for i in range(last_bi_idx + 1, len(bi_list)):
|
||||
bi = bi_list[i]
|
||||
if bi.is_sure:
|
||||
leave = (bi.low > last_zs.zg and bi.high > last_zs.zg) or \
|
||||
(bi.high < last_zs.zd and bi.low < last_zs.zd)
|
||||
if leave:
|
||||
has_leave = True
|
||||
break
|
||||
|
||||
if has_leave:
|
||||
if last_bi_of_zs.is_sure:
|
||||
last_zs.set_end_bi(last_bi_of_zs, last_bi_of_zs.sure_time)
|
||||
|
||||
return bi_zs_list
|
||||
|
||||
def get_zs_list(self, bi_list, seg_list):
|
||||
"""兼容历史 API：线段中枢列表。"""
|
||||
return self.get_seg_zs_list(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
|
||||
上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
|
||||
下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
|
||||
盘整/扩张：后中枢与前中枢整体区间（GG/DD）有交集
|
||||
中枢可按两段一组继续扩展到5根、7根...
|
||||
"""
|
||||
zs_list = []
|
||||
if len(seg_list) < 3:
|
||||
return zs_list
|
||||
|
||||
last_zs = None
|
||||
|
||||
# 从第4根线段开始（索引3），每3根为一组
|
||||
start_idx = 3
|
||||
|
||||
while start_idx < len(seg_list):
|
||||
# 取连续3个线段
|
||||
if start_idx + 2 >= len(seg_list):
|
||||
break
|
||||
|
||||
seg1 = seg_list[start_idx]
|
||||
seg2 = seg_list[start_idx + 1]
|
||||
seg3 = seg_list[start_idx + 2]
|
||||
|
||||
# 三个线段都必须是已确认的
|
||||
if not (seg1.is_sure and seg2.is_sure and seg3.is_sure):
|
||||
start_idx += 1
|
||||
continue
|
||||
|
||||
# 计算这3个线段的中枢区间
|
||||
zg = min(seg1.high, seg2.high, seg3.high)
|
||||
zd = max(seg1.low, seg2.low, seg3.low)
|
||||
|
||||
if zg <= zd:
|
||||
start_idx += 1
|
||||
#print(seg1.start_bi.start_klc.end_time, "not valid", zg, zd)
|
||||
continue
|
||||
|
||||
# 判断中枢类型（按注释定义）
|
||||
# 上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
|
||||
# 下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
|
||||
# 盘整/扩张：后中枢与前中枢区间有交集
|
||||
if last_zs is None:
|
||||
# 第一个中枢仅按线段形态判定方向
|
||||
if seg1.dir == Chan_SEG_DIR.DOWN:
|
||||
# 下跌+上涨+下跌，对应上涨中枢
|
||||
zs_dir = Chan_ZS_DIR.UP
|
||||
valid = (seg2.dir == Chan_SEG_DIR.UP and seg3.dir == Chan_SEG_DIR.DOWN)
|
||||
else:
|
||||
# 上涨+下跌+上涨，对应下跌中枢
|
||||
zs_dir = Chan_ZS_DIR.DOWN
|
||||
valid = (seg2.dir == Chan_SEG_DIR.DOWN and seg3.dir == Chan_SEG_DIR.UP)
|
||||
else:
|
||||
is_up_zs = zd > last_zs.zg
|
||||
is_down_zs = zg < last_zs.zd
|
||||
|
||||
if is_up_zs:
|
||||
# 不重叠上移
|
||||
zs_dir = Chan_ZS_DIR.UP
|
||||
valid = (seg1.dir == Chan_SEG_DIR.DOWN and seg2.dir == Chan_SEG_DIR.UP and seg3.dir == Chan_SEG_DIR.DOWN)
|
||||
elif is_down_zs:
|
||||
# 不重叠下移
|
||||
zs_dir = Chan_ZS_DIR.DOWN
|
||||
valid = (seg1.dir == Chan_SEG_DIR.UP and seg2.dir == Chan_SEG_DIR.DOWN and seg3.dir == Chan_SEG_DIR.UP)
|
||||
create_new_zs = False
|
||||
# 验证是否有效
|
||||
if not valid:
|
||||
# 如果新中枢和前一个中枢的中枢区间有重叠，不行成新中枢需要合并两个中枢
|
||||
is_in_last_zs = (zd > last_zs.zd and zd < last_zs.zg) or (zg < last_zs.zg and zg > last_zs.zd) or (zg > last_zs.zg and zd < last_zs.zd) or (zg < last_zs.zg and zd > last_zs.zd)
|
||||
if is_in_last_zs:
|
||||
#print(seg1.start_time, "New zs is in last zs, not valid")
|
||||
last_zs.extend_zs(seg_list[last_zs.seg_list[-1].index:(seg3.index + 1)])
|
||||
create_new_zs = False
|
||||
else:
|
||||
start_idx += 1
|
||||
continue
|
||||
else:
|
||||
create_new_zs = True
|
||||
if last_zs and create_new_zs:
|
||||
last_seg = last_zs.seg_list[-1]
|
||||
last_bi = last_seg.end_bi
|
||||
if last_bi:
|
||||
last_zs.is_sure = True
|
||||
last_zs.set_end_klc(last_bi.end_klc, last_bi.sure_time, 0, last_seg)
|
||||
last_zs.set_end_seg(last_seg)
|
||||
zs = last_zs
|
||||
if create_new_zs:
|
||||
# 创建新中枢
|
||||
gg = max(seg1.high, seg2.high, seg3.high)
|
||||
dd = min(seg1.low, seg2.low, seg3.low)
|
||||
|
||||
zs = ChanZS(seg1, len(zs_list), zs_dir)
|
||||
zs.set_zg(zg)
|
||||
zs.set_zd(zd)
|
||||
zs.set_gg(gg)
|
||||
zs.set_dd(dd)
|
||||
zs.is_sure = False
|
||||
zs.seg_list = [seg1, seg2, seg3]
|
||||
# 若第二线段与 [zd,zg] 重叠（如离开后回抽回到前中枢）则并入扩展
|
||||
added_after_leave = []
|
||||
leave_index = start_idx + 4
|
||||
is_break = False
|
||||
while leave_index < len(seg_list):
|
||||
s = seg_list[leave_index]
|
||||
if not s.is_sure:
|
||||
break
|
||||
sh = max(s.start_bi.high, s.end_bi.high) if s.end_bi else s.start_bi.high
|
||||
sl = min(s.start_bi.low, s.end_bi.low) if s.end_bi else s.start_bi.low
|
||||
if sh >= zs.zd and sl <= zs.zg:
|
||||
added_after_leave.append(s.pre)
|
||||
added_after_leave.append(s)
|
||||
leave_index += 2
|
||||
else:
|
||||
next_seg = s.next
|
||||
if next_seg and next_seg.is_sure:
|
||||
if next_seg.dir == Chan_SEG_DIR.UP:
|
||||
if next_seg.high <= zs.zg and next_seg.low >= zs.zd:
|
||||
leave_index += 2
|
||||
continue
|
||||
else:
|
||||
is_break = True
|
||||
else:
|
||||
if next_seg.low >= zs.zd and next_seg.low <= zs.zg:
|
||||
leave_index += 2
|
||||
continue
|
||||
else:
|
||||
is_break = True
|
||||
else:
|
||||
break
|
||||
if is_break:
|
||||
break
|
||||
if added_after_leave:
|
||||
#print(len(added_after_leave))
|
||||
segs_for_zs = list(zs.seg_list) + list(added_after_leave)
|
||||
seg_highs = [s.high for s in segs_for_zs]
|
||||
seg_lows = [s.low for s in segs_for_zs]
|
||||
zs.set_gg(max(seg_highs))
|
||||
zs.set_dd(min(seg_lows))
|
||||
zs.seg_list = segs_for_zs
|
||||
seg = segs_for_zs[-1]
|
||||
#if seg.end_bi:
|
||||
#zs.set_end_klc(seg.end_bi.end_klc, seg.sure_time, 0, seg)
|
||||
#zs.set_end_seg(seg)
|
||||
#zs.is_sure = True
|
||||
start_idx = start_idx + len(added_after_leave)
|
||||
if last_zs and last_zs.index != zs.index:
|
||||
last_zs.set_next(zs)
|
||||
zs.set_pre(last_zs)
|
||||
|
||||
zs_list.append(zs)
|
||||
last_zs = zs
|
||||
|
||||
# 移动到下一组
|
||||
start_idx += 4
|
||||
if last_zs:
|
||||
last_zs.is_sure = seg_list[-1].is_sure
|
||||
"""
|
||||
# 处理最后一个未确认的中枢 - 不自动扩展，保持未完成状态
|
||||
if last_zs and not last_zs.is_sure:
|
||||
# 获取中枢最后一个线段的索引
|
||||
if last_zs.seg_list and len(last_zs.seg_list) > 0:
|
||||
last_seg_of_zs = last_zs.seg_list[-1]
|
||||
# 找到这个线段在seg_list中的索引
|
||||
last_seg_idx = -1
|
||||
for i, seg in enumerate(seg_list):
|
||||
if seg == last_seg_of_zs:
|
||||
last_seg_idx = i
|
||||
break
|
||||
|
||||
# 从中枢最后一个线段之后检查是否有离开
|
||||
has_leave = False
|
||||
if last_seg_idx >= 0 and last_seg_idx + 1 < len(seg_list):
|
||||
for i in range(last_seg_idx + 1, len(seg_list)):
|
||||
seg = seg_list[i]
|
||||
if seg.is_sure:
|
||||
# 检查是否离开中枢
|
||||
leave = (seg.low > last_zs.zg and seg.high > last_zs.zg) or \
|
||||
(seg.high < last_zs.zd and seg.low < last_zs.zd)
|
||||
if leave:
|
||||
has_leave = True
|
||||
break
|
||||
|
||||
if not has_leave:
|
||||
# 没有离开，保持未完成状态
|
||||
pass
|
||||
else:
|
||||
# 有离开，确认中枢
|
||||
if last_seg_of_zs.end_bi:
|
||||
#print(last_seg_of_zs.start_time, "last_seg_of_zs.end_time", last_seg_of_zs.end_time)
|
||||
last_zs.set_end_klc(last_seg_of_zs.end_bi.end_klc, last_seg_of_zs.sure_time, 0, last_seg_of_zs)
|
||||
last_zs.set_end_seg(last_seg_of_zs)
|
||||
last_zs.is_sure = True
|
||||
"""
|
||||
return zs_list
|
||||
|
||||
|
||||
def get_big_zs_list(self, zs_list):
|
||||
"""
|
||||
中枢扩张：将区间重叠的连续中枢合并为大级别中枢，便于显示更大级别的震荡区间。
|
||||
重叠定义：两中枢 [zd,zg] 有交集，即 (zs_i.zg >= zs_j.zd and zs_i.zd <= zs_j.zg)。
|
||||
"""
|
||||
big_list = []
|
||||
if len(zs_list) < 2:
|
||||
return big_list
|
||||
i = 0
|
||||
while i < len(zs_list):
|
||||
group = [zs_list[i]]
|
||||
j = i + 1
|
||||
while j < len(zs_list):
|
||||
cur = zs_list[j]
|
||||
# 与当前组内任一中枢有重叠即算扩张（通常只需与组内最后一个比）
|
||||
last_in_group = group[-1]
|
||||
overlap = (last_in_group.zg >= cur.zd and last_in_group.zd <= cur.zg)
|
||||
if overlap:
|
||||
group.append(cur)
|
||||
j += 1
|
||||
else:
|
||||
break
|
||||
if len(group) >= 2:
|
||||
big = ChanZS_Big(group)
|
||||
big.index = len(big_list)
|
||||
big_list.append(big)
|
||||
i = j if len(group) >= 2 else i + 1
|
||||
return big_list
|
||||
|
||||
Reference in New Issue
Block a user