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Change app and other py

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This commit is contained in:
jackyu66git
2025-04-25 11:00:20 +08:00
parent 63852efe47
commit 761d73cdac
9 changed files with 65 additions and 55 deletions
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ChanKLC.py
+3 -2
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@@ -35,18 +35,19 @@ class ChanKLC():
#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'])
if self.check_klc_fx_type(klc_fx_type):
self.klc_fx_type = klc_fx_type
self.klc_fx_type = klc_fx_type
def check_klc_fx_type(self, klc_fx_type):
if klc_fx_type == Chan_KLC_FX.BOTTOM1:
features = self.cal_klu_features()
if features['klu_macd'] > 0:
print(self.start_time, klc_fx_type, features['klu_macd'])
#print(self.start_time, klc_fx_type, features['klu_macd'])
return False
else:
return True
elif klc_fx_type == Chan_KLC_FX.TOP1:
features = self.get_feature_data()
if features['klu_macd'] < 0:
print(self.start_time, klc_fx_type, features['klu_macd'])
#print(self.start_time, klc_fx_type, features['klu_macd'])
return False
else:
return True
ChanLun.py
+34 -31
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@@ -153,6 +153,36 @@ class ChanLun():
def get_bi_list(self, dataframe):
bi_list = self.cal_bi_list(self.get_klc_list(dataframe))
return bi_list
# --------------------------------------------------------------------
def get_kl_data(self, dataframe:DataFrame):
fields = "time,open,high,low,close,volume"
klu_list = []
for i in range(0, len(dataframe)):
item = dataframe.iloc[i]
date = item['date']
o = item['open']
h = item['high']
l = item['low']
c = item['close']
v = item['volume']
#time_obj = date.fromtimestamp(date)
#date = date + timedelta(hours=8)
time_str = date.strftime('%Y-%m-%d %H:%M:%S')
item_data = [
time_str,
o,
h,
l,
c,
v
]
#klu = KLU(self.create_item_dict(item_data, GetColumnNameFromFieldList(fields)))
klu = ChanKLU(time_str, o, h, l, c, v)
klu.set_idx(i)
klu_list.append(klu)
if True:
klu.set_indicators(item)
return klu_list
def calculate_zs(self, bi_list, seg_list):
return self.get_zs_list(bi_list, seg_list)
@@ -521,7 +551,7 @@ class ChanLun():
# 打印识别结果
print(f"笔中枢识别完成，共找到 {len(bi_zs_list)} 个笔中枢")
return bi_zs_list
#-------------------------------------------------------------------
def cal_bi_list(self, klc_list):
bi_list = []
last_top = None
@@ -782,6 +812,8 @@ class ChanLun():
klc.state = "-10"
#print(klc.time, klc.state)
"""
#for index in range(0, 10):
#print(bi_list[index].start_time, bi_list[index].start_klc.start_time, bi_list[index].dir)
return bi_list
def get_zs_list(self, bi_list, seg_list):
@@ -1102,35 +1134,6 @@ class ChanLun():
klc.set_end_klu(klu)
return klc_list
def get_kl_data(self, dataframe:DataFrame):
fields = "time,open,high,low,close,volume"
klu_list = []
for i in range(0, len(dataframe)):
item = dataframe.iloc[i]
date = item['date']
o = item['open']
h = item['high']
l = item['low']
c = item['close']
v = item['volume']
#time_obj = date.fromtimestamp(date)
#date = date + timedelta(hours=8)
time_str = date.strftime('%Y-%m-%d %H:%M:%S')
item_data = [
time_str,
o,
h,
l,
c,
v
]
#klu = KLU(self.create_item_dict(item_data, GetColumnNameFromFieldList(fields)))
klu = ChanKLU(time_str, o, h, l, c, v)
klu.set_idx(i)
klu_list.append(klu)
if True:
klu.set_indicators(item)
return klu_list
def get_bsp_list1(self, big_df):
big_bi_list = self.get_bi_list(big_df)
@@ -1498,7 +1501,7 @@ class ChanLun():
area = histogram[start_idx:end_idx+1][histogram[start_idx:end_idx+1] < 0].sum()
return abs(area)
# --------------------------------------------------------------------
def plot_dual(self, small_df, big_df):
"""
绘制双周期K线图表，包括两个周期的笔、线段、中枢和买卖点
ChanLun_Classifier.py
+1
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@@ -314,6 +314,7 @@ class ChanLunClassifier:
matched = False
for bi in bi_list:
if bi.end_klc and bi.end_klc.index == klc.index:
#print(bi.start_time, bi.start_klc.start_time, bi.dir)
label = 1
matched = True
break
__pycache__/ChanKLC.cpython-312.pyc
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__pycache__/ChanLun.cpython-312.pyc
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__pycache__/ChanLun_Classifier.cpython-312.pyc
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strategies/ChanLun_SOL_5.py
+16 -12
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@@ -8,7 +8,7 @@ import os
sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/freqtrade/user_data/Chan"))
from ChanLun import ChanLun
from ChanLun_Classifier import ChanLunClassifier
from ChanEnum import Chan_FX_TYPE
from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX
# --------------------------------
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
@@ -118,29 +118,33 @@ class ChanLun_SOL_5(IStrategy):
self.classifier.train_model(dataframe_1d, model_name="1d_model")
"""
model_name = "60m_model"
df = dataframe_60
if self.classifier.model is None:
#self.classifier.train_model(dataframe_30, model_name="30m_model")
self.classifier.load_model(model_name="30m_model")
klc_list = self.chan.get_klc_list(dataframe_30)
#self.classifier.train_model(df, model_name=model_name)
self.classifier.load_model(model_name=model_name)
klc_list = self.chan.get_klc_list(df)
bi_list = self.chan.cal_bi_list(klc_list)
top_avg = 0
bottom_avg = 0
top_count = 0
bottom_count = 0
for index in range(int(len(klc_list) * 0.8), len(klc_list)):
klc = klc_list[index]
if self.classifier.predict(klc) > 0.45 and klc.fx == Chan_FX_TYPE.BOTTOM:
if self.classifier.predict(klc) > 0.37 and (klc.klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc.klc_fx_type == Chan_KLC_FX.BOTTOM2):
features = klc.get_feature_data()
print(klc.end_time, klc.fx, self.classifier.predict(klc), features['klc_macd'], features['klc_macd_hist'], features['klc_rsi'], features['klc_macd_signal'])
print(klc.bi.start_time, klc.start_time, klc.fx, self.classifier.predict(klc), features['klc_macd'], features['klc_macd_hist'], features['klc_rsi'], features['klc_macd_signal'])
bottom_avg += self.classifier.predict(klc)
bottom_count += 1
if self.classifier.predict(klc) > 0.44 and klc.fx == Chan_FX_TYPE.TOP:
if self.classifier.predict(klc) > 0.42 and (klc.klc_fx_type == Chan_KLC_FX.TOP1 or klc.klc_fx_type == Chan_KLC_FX.TOP2):
features = klc.get_feature_data()
print(klc.end_time, klc.fx, self.classifier.predict(klc), features['klc_macd'], features['klc_macd_hist'], features['klc_rsi'], features['klc_macd_signal'])
print(klc.bi.start_time, klc.start_time, klc.fx, self.classifier.predict(klc), features['klc_macd'], features['klc_macd_hist'], features['klc_rsi'], features['klc_macd_signal'])
top_avg += self.classifier.predict(klc)
top_count += 1
bottom_avg /= bottom_count
top_avg /= top_count
if bottom_count > 0:
bottom_avg /= bottom_count
if top_count > 0:
top_avg /= top_count
print(bottom_avg, top_avg)
print("-------------------------------------------------------------------------------")
@@ -163,7 +167,7 @@ class ChanLun_SOL_5(IStrategy):
#dataframe_60['state'] = self.chan.cal_klu_state(dataframe_60)
#dataframe_4h['state'] = self.chan.resample_klc_list(dataframe_4h)
#self.chan.plot_dual(dataframe_30, dataframe_60)
self.chan.plot_dual(dataframe_30, dataframe_60)
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
#self.print_macd_div_list(dataframe)
#self.print_resample_df(dataframe, 1, 50)
strategies/ChanLun_XGB.py
+1 -1
View File
@@ -74,7 +74,7 @@ class ChanLun_XGB1(IStrategy):
"""Advanced feature engineering with Chan Lun and technical indicators."""
logger.info(f"Starting feature_engineering_standard for pair {metadata.get('pair', 'unknown')}")
if dataframe.empty:
return dataframe
return dataframe
try:
df = dataframe.copy()
web/app.py
+10 -9
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@@ -174,9 +174,10 @@ def analyze_chan(df):
# 获取分析结果
klc_list = chan.get_klc_list(df)
bi_list = chan.cal_bi_list(klc_list)
#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(bi_list, seg_list)
# 添加买卖点识别
buy_sell_points = identify_trade_points(bi_list, seg_list, zs_list)
@@ -404,21 +405,21 @@ def analyze():
result.update({
'kline_data': df.to_dict('records'),
'bi_list': [{
'start_time': bi.start_klc.start_time if isinstance(bi.start_klc.start_time, str) else bi.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': bi.start_klc.end_time if isinstance(bi.start_klc.end_time, str) else bi.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (bi.end_klc.end_time if isinstance(bi.end_klc.end_time, str) else bi.end_klc.end_time.astimezone(client_tz).isoformat()) if bi.end_klc else None,
'start_price': bi.start_klc.low if convert_direction(bi.dir) == 1 else bi.start_klc.high,
'end_price': bi.end_klc.high if convert_direction(bi.dir) == 1 else bi.end_klc.low if bi.end_klc else None,
'direction': convert_direction(bi.dir)
} for bi in analysis_result['bi_list'] if bi.end_klc],
'seg_list': [{
'start_time': seg.start_bi.start_klc.start_time if isinstance(seg.start_bi.start_klc.start_time, str) else seg.start_bi.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': seg.start_bi.start_klc.end_time if isinstance(seg.start_bi.start_klc.end_time, str) else seg.start_bi.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (seg.end_bi.end_klc.end_time if isinstance(seg.end_bi.end_klc.end_time, str) else seg.end_bi.end_klc.end_time.astimezone(client_tz).isoformat()) if seg.end_bi else None,
'start_price': seg.start_bi.start_klc.low if convert_direction(seg.dir) == 1 else seg.start_bi.start_klc.high,
'end_price': seg.end_bi.end_klc.high if convert_direction(seg.dir) == 1 else seg.end_bi.end_klc.low if seg.end_bi else None,
'direction': convert_direction(seg.dir)
} for seg in analysis_result['seg_list'] if seg.end_bi],
'zs_list': [{
'start_time': zs.start_klc.start_time if isinstance(zs.start_klc.start_time, str) else zs.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': zs.start_klc.end_time if isinstance(zs.start_klc.end_time, str) else zs.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (zs.end_klc.end_time if isinstance(zs.end_klc.end_time, str) else zs.end_klc.end_time.astimezone(client_tz).isoformat()) if zs.end_klc else None,
'zg': zs.zg,
'zd': zs.zd,
@@ -426,7 +427,7 @@ def analyze():
} for zs in analysis_result['zs_list'] if zs.end_klc],
# 添加未完成中枢列表
'uncompleted_zs_list': [{
'start_time': zs.start_klc.start_time if isinstance(zs.start_klc.start_time, str) else zs.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': zs.start_klc.end_time if isinstance(zs.start_klc.end_time, str) else zs.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': None, # 未完成中枢没有结束时间
'zg': zs.zg,
'zd': zs.zd,
@@ -463,7 +464,7 @@ def analyze():
# 添加小周期分析结果到返回数据
result['element_timeframe'] = element_timeframe
result['element_bi_list'] = [{
'start_time': bi.start_klc.start_time if isinstance(bi.start_klc.start_time, str) else bi.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': bi.start_klc.end_time if isinstance(bi.start_klc.end_time, str) else bi.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (bi.end_klc.end_time if isinstance(bi.end_klc.end_time, str) else bi.end_klc.end_time.astimezone(client_tz).isoformat()) if bi.end_klc else None,
'start_price': bi.start_klc.low if convert_direction(bi.dir) == 1 else bi.start_klc.high,
'end_price': bi.end_klc.high if convert_direction(bi.dir) == 1 else bi.end_klc.low if bi.end_klc else None,
@@ -471,7 +472,7 @@ def analyze():
} for bi in element_analysis['bi_list'] if bi.end_klc]
result['element_seg_list'] = [{
'start_time': seg.start_bi.start_klc.start_time if isinstance(seg.start_bi.start_klc.start_time, str) else seg.start_bi.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': seg.start_bi.start_klc.end_time if isinstance(seg.start_bi.start_klc.end_time, str) else seg.start_bi.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (seg.end_bi.end_klc.end_time if isinstance(seg.end_bi.end_klc.end_time, str) else seg.end_bi.end_klc.end_time.astimezone(client_tz).isoformat()) if seg.end_bi else None,
'start_price': seg.start_bi.start_klc.low if convert_direction(seg.dir) == 1 else seg.start_bi.start_klc.high,
'end_price': seg.end_bi.end_klc.high if convert_direction(seg.dir) == 1 else seg.end_bi.end_klc.low if seg.end_bi else None,
@@ -479,7 +480,7 @@ def analyze():
} for seg in element_analysis['seg_list'] if seg.end_bi]
result['element_zs_list'] = [{
'start_time': zs.start_klc.start_time if isinstance(zs.start_klc.start_time, str) else zs.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': zs.start_klc.end_time if isinstance(zs.start_klc.end_time, str) else zs.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': (zs.end_klc.end_time if isinstance(zs.end_klc.end_time, str) else zs.end_klc.end_time.astimezone(client_tz).isoformat()) if zs.end_klc else None,
'zg': zs.zg,
'zd': zs.zd,
@@ -488,7 +489,7 @@ def analyze():
# 添加小周期未完成中枢列表
result['element_uncompleted_zs_list'] = [{
'start_time': zs.start_klc.start_time if isinstance(zs.start_klc.start_time, str) else zs.start_klc.start_time.astimezone(client_tz).isoformat(),
'start_time': zs.start_klc.end_time if isinstance(zs.start_klc.end_time, str) else zs.start_klc.end_time.astimezone(client_tz).isoformat(),
'end_time': None, # 未完成中枢没有结束时间
'zg': zs.zg,
'zd': zs.zd,