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Porter
2025-08-20 10:53:59 +08:00
parent 29e98d6eed
commit 81e91a0a0d
5 changed files with 11 additions and 7 deletions
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ChanKLC.py
+2 -2
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@@ -78,12 +78,12 @@ class ChanKLC():
self.klc_fx_type = Chan_KLC_FX.BOTTOM4 self.klc_fx_type = Chan_KLC_FX.BOTTOM4
if self.fx == Chan_FX_TYPE.TOP: if self.fx == Chan_FX_TYPE.TOP:
#print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus)) #print(self.end_time, self.fx, self.macd, self.macdhist, len(self.klus))
if self.macdhist < 0 and self.macd > 0 and self.macd > self.pre.macd and self.macd > self.next.macd: if self.macdhist < 5 and self.macd > 0 and self.macd > self.pre.macd and self.macd > self.next.macd:
self.klc_fx_type = Chan_KLC_FX.TOP5 self.klc_fx_type = Chan_KLC_FX.TOP5
self.bb_out = True self.bb_out = True
else: else:
if self.fx == Chan_FX_TYPE.BOTTOM: if self.fx == Chan_FX_TYPE.BOTTOM:
if self.macdhist > 0 and self.macd < 0 and self.macd < self.pre.macd and self.macd < self.next.macd: if self.macdhist > -5 and self.macd < 0 and self.macd < self.pre.macd and self.macd < self.next.macd:
self.klc_fx_type = Chan_KLC_FX.BOTTOM5 self.klc_fx_type = Chan_KLC_FX.BOTTOM5
self.bb_out = True self.bb_out = True
ChanLun.py
+4
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@@ -96,10 +96,14 @@ class ChanLun():
klc_index += 1 klc_index += 1
if klc.klc_fx_type == Chan_KLC_FX.TOP4: if klc.klc_fx_type == Chan_KLC_FX.TOP4:
state_list.append("10") state_list.append("10")
elif klc.klc_fx_type == Chan_KLC_FX.TOP5:
state_list.append("20")
#print(klc.start_time, klc.end_time, klc.klc_fx_type) #print(klc.start_time, klc.end_time, klc.klc_fx_type)
elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM4: elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM4:
state_list.append("-10") state_list.append("-10")
#print(klc.start_time, klc.end_time, klc.klc_fx_type) #print(klc.start_time, klc.end_time, klc.klc_fx_type)
elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM5:
state_list.append("-20")
else: else:
state_list.append("00") state_list.append("00")
else: else:
ChanPY.py
+2 -2
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@@ -1,7 +1,7 @@
import sys import sys
import os import os
#sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py")) sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/chan.py"))
sys.path.append(os.path.abspath("/Users/jack/Project/chan.py")) #sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
from Chan import CChan from Chan import CChan
from BuySellPoint.BS_Point import CBS_Point from BuySellPoint.BS_Point import CBS_Point
from ChanConfig import CChanConfig from ChanConfig import CChanConfig
strategies/ChanLun_BTC_30.py
+3 -3
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@@ -83,7 +83,7 @@ class ChanLun_BTC_30(IStrategy):
time30 = 30 time30 = 30
time60 = 60 time60 = 60
time4h = 240 time4h = 240
time30 = 60 time30 = 15
last_time = datetime.now() last_time = datetime.now()
chan = ChanLun() chan = ChanLun()
chanpy = ChanPY() chanpy = ChanPY()
@@ -321,7 +321,7 @@ class ChanLun_BTC_30(IStrategy):
shift_time = self.time30 shift_time = self.time30
dataframe.loc[ dataframe.loc[
( (
(dataframe[state_str].shift(shift_time) == "-10") (dataframe[state_str].shift(shift_time) == "-20")
#(dataframe['state'] == "-30") #(dataframe['state'] == "-30")
#(dataframe[state_str].shift(shift_time) == "-10") #(dataframe[state_str].shift(shift_time) == "-10")
#(dataframe[fx_str].shift(shift_time) == -1) #(dataframe[fx_str].shift(shift_time) == -1)
@@ -334,7 +334,7 @@ class ChanLun_BTC_30(IStrategy):
['enter_long', 'enter_tag']] = (1, 'long_signal_chan') ['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
dataframe.loc[ dataframe.loc[
( (
(dataframe[state_str].shift(shift_time) == "10") (dataframe[state_str].shift(shift_time) == "20")
#(dataframe[fx_str].shift(shift_time) == 1) #(dataframe[fx_str].shift(shift_time) == 1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == -1) #(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") & #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &