Change app and other py

ChanKLC.py

@@ -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

@@ -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

@@ -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

strategies/ChanLun_SOL_5.py

@@ -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.train_model(df, model_name=model_name)
-			self.classifier.load_model(model_name="30m_model")
+			self.classifier.load_model(model_name=model_name)
-			klc_list = self.chan.get_klc_list(dataframe_30)
+			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
+			if bottom_count > 0:
-			top_avg /= top_count
+				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

@@ -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

@@ -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,