Add klc and klu fx strength check

ChanKLU.py

@@ -1,3 +1,4 @@
+from ChanEnum import Chan_FX_TYPE
 class ChanKLU:
     def __init__(self, time, open, high, low, close, volume):
         # _time, _close, _open, _high, _low, _extra_info={}
@@ -21,9 +22,375 @@ class ChanKLU:
         self.ma250 = 0
         self.rsi = 0
         self.volume_ratio = 0
+        
+        # === 新增：实时分型相关属性 ===
+        self.pre = None  # 前一根K线
+        self.next = None  # 后一根K线  
+        self.fx_type = Chan_FX_TYPE.UNKNOWN      # 分型类型：0=无分型，1=顶分型，-1=底分型
+        self.fx_strength = 0  # 分型强度：0-100
+        self.fx_confirmed = False  # 分型是否确认
+        
+    def set_next(self, next):
+        self.next = next
+        self.update_realtime_analysis()
+        #if self.fx_type != Chan_FX_TYPE.UNKNOWN and self.fx_strength > 1:
+            #print(self.index, self.time, self.fx_type, self.fx_confirmed, self.fx_strength)
+    def set_pre(self, pre):
+        self.pre = pre
+    def detect_realtime_fx(self):
+        """
+        实时检测K线分型（不等待KLC确认）
+        基于原始K线的即时分型识别
+        """
+        if not self.pre or not self.next:
+            self.fx_type = Chan_FX_TYPE.UNKNOWN
+            return False
+            
+        # 顶分型检测
+        if (self.high > self.pre.high and 
+            self.high > self.next.high):
+            self.fx_type = Chan_FX_TYPE.TOP
+            self.fx_confirmed = True
+            return True
+            
+        # 底分型检测  
+        elif (self.low < self.pre.low and 
+              self.low < self.next.low):
+            self.fx_type = Chan_FX_TYPE.BOTTOM
+            self.fx_confirmed = True
+            return True
+            
+        self.fx_type = Chan_FX_TYPE.UNKNOWN
+        self.fx_confirmed = False
+        return False
+        
+    def calculate_realtime_fx_strength(self):
+        """
+        用self.pre和self.next实现分型强弱判断（与KLC中cal_fx_strength一致）
+        
+        核心缠论原理：
+        - 强分型：出现在笔的末端，能够终结当前笔，标志着趋势转折
+        - 弱分型：出现在笔的中间，是中继性质，笔还会继续延伸
+        
+        返回值：
+        3: 极强分型（笔终结+强确认）
+        2: 强分型（笔终结）
+        1: 偏强分型（可能终结笔）
+        0: 中性分型
+        -1: 偏弱分型（中继特征明显）
+        -2: 弱分型（明显中继）
+        -3: 极弱分型（无效分型）
+        """
+        # 检查是否为分型，且有前后K线数据
+        if self.fx_type == Chan_FX_TYPE.UNKNOWN:
+            return 0
+        if not self.pre or not self.next:
+            return 100
+        # === 核心判断：分型在笔中的位置 ===
+        
+        # 1. 检查这个分型是否能够终结当前笔
+        is_bi_end = self._check_if_bi_ending_fx()
+        
+        # 2. 检查分型的后续走势确认
+        post_fx_confirmation = self._check_post_fx_confirmation()
+        
+        # 3. 检查分型的标准性和强度
+        fx_quality = self._check_fx_quality()
+        
+        # === 综合评分 ===
+        base_score = 0
+        
+        # 笔位置是最重要的判断标准
+        if is_bi_end == 2:  # 强烈确认笔终结
+            base_score = 2
+        elif is_bi_end == 1:  # 可能笔终结
+            base_score = 1
+        elif is_bi_end == -1:  # 明显中继
+            base_score = -2
+        elif is_bi_end == -2:  # 强烈中继特征
+            base_score = -3
+        else:  # 不确定
+            base_score = 0
+            
+        # 后续确认调整
+        base_score += post_fx_confirmation
+        
+        # 分型质量调整
+        base_score += fx_quality
+        
+        # 限制在-3到3范围内
+        final_score = max(-3, min(3, base_score))
+        self.fx_strength = final_score
+        # 转换为0-100分制以保持接口一致性
+        #self.fx_strength = int((final_score + 3) * 100 / 6)  # -3到3映射到0-100
+        if final_score > 1.8:
+            print(self.time, final_score, is_bi_end, post_fx_confirmation, fx_quality)
+        #print(self.time, final_score, is_bi_end, post_fx_confirmation, fx_quality)
+        return self.fx_strength
+    
+    def _check_if_bi_ending_fx(self):
+        """
+        检查分型是否为笔终结分型
+        返回值：
+        2: 强烈确认笔终结
+        1: 可能笔终结  
+        0: 不确定
+        -1: 明显中继
+        -2: 强烈中继特征
+        """
+        # 检查是否有足够的后续数据来判断
+        if not self.next or not hasattr(self.next, 'next'):
+            return 0
+            
+        # 获取分型后的几根K线数据
+        subsequent_klus = []
+        temp = self.next
+        for i in range(2):  # 检查后续2根K线
+            if temp:
+                subsequent_klus.append(temp)
+                temp = temp.next if hasattr(temp, 'next') else None
+            else:
+                break
+        
+        if len(subsequent_klus) < 2:
+            return 0
+            
+        if self.fx_type == Chan_FX_TYPE.TOP:
+            return self._check_top_bi_ending(subsequent_klus)
+        else:  # BOTTOM
+            return self._check_bottom_bi_ending(subsequent_klus)
+    
+    def _check_top_bi_ending(self, subsequent_klus):
+        """检查顶分型是否为笔终结"""
+        # 强烈笔终结特征：
+        # 1. 后续K线持续下跌，且跌破关键位置
+        # 2. 没有新的更高的高点出现
+        
+        broken_key_levels = 0
+        new_highs = 0
+        downward_trend = 0
+        
+        # 检查关键价位突破
+        first_low = self.pre.low
+        middle_low = self.low
+        key_support = min(first_low, middle_low)
+        
+        for i, klu in enumerate(subsequent_klus):
+            # 检查是否跌破关键支撑
+            if klu.low < key_support:
+                broken_key_levels += 1
+                
+            # 检查是否出现新高
+            if klu.high > self.high:
+                new_highs += 1
+                
+            # 检查下跌趋势
+            if i > 0 and klu.close < subsequent_klus[i-1].close:
+                downward_trend += 1
+        
+        # 强烈笔终结：跌破关键位且无新高
+        if broken_key_levels >= 1 and new_highs == 0 and downward_trend >= 2:
+            return 2
+            
+        # 可能笔终结：部分条件满足
+        if (broken_key_levels >= 1 and new_highs <= 1) or (new_highs == 0 and downward_trend >= 3):
+            return 1
+            
+        # 明显中继：出现新高且未跌破关键位
+        if new_highs >= 2 and broken_key_levels == 0:
+            return -2
+            
+        # 中继倾向：出现新高
+        if new_highs >= 1:
+            return -1
+            
+        return 0
+    
+    def _check_bottom_bi_ending(self, subsequent_klus):
+        """检查底分型是否为笔终结"""
+        # 强烈笔终结特征：
+        # 1. 后续K线持续上涨，且突破关键位置
+        # 2. 没有新的更低的低点出现
+        
+        broken_key_levels = 0
+        new_lows = 0
+        upward_trend = 0
+        
+        # 检查关键价位突破
+        first_high = self.pre.high
+        middle_high = self.high
+        key_resistance = max(first_high, middle_high)
+        
+        for i, klu in enumerate(subsequent_klus):
+            # 检查是否突破关键阻力
+            if klu.high > key_resistance:
+                broken_key_levels += 1
+                
+            # 检查是否出现新低
+            if klu.low < self.low:
+                new_lows += 1
+                
+            # 检查上涨趋势
+            if i > 0 and klu.close > subsequent_klus[i-1].close:
+                upward_trend += 1
+        
+        # 强烈笔终结：突破关键位且无新低
+        if broken_key_levels >= 1 and new_lows == 0 and upward_trend >= 2:
+            return 2
+            
+        # 可能笔终结：部分条件满足
+        if (broken_key_levels >= 1 and new_lows <= 1) or (new_lows == 0 and upward_trend >= 3):
+            return 1
+            
+        # 明显中继：出现新低且未突破关键位
+        if new_lows >= 2 and broken_key_levels == 0:
+            return -2
+            
+        # 中继倾向：出现新低
+        if new_lows >= 1:
+            return -1
+            
+        return 0
+    
+    def _check_post_fx_confirmation(self):
+        """
+        检查分型后的走势确认
+        返回值：-1到1的调整分数
+        """
+        if not self.next:
+            return 0
+            
+        score = 0
+        
+        # 检查第三根K线的确认
+        third_klu = self.next
+        
+        if self.fx_type == Chan_FX_TYPE.TOP:
+            # 顶分型：第三根K线应该走弱
+            middle_price = (self.high + self.low) / 2
+            
+            if third_klu.close < middle_price:
+                score += 0.5
+            if third_klu.low < self.pre.low:  # 跌破第一根K线低点
+                score += 0.5
+            if third_klu.close < third_klu.open and abs(third_klu.close - third_klu.open) > abs(self.close - self.open) * 0.5:
+                score += 0.3  # 明显阴线
+                
+        else:  # BOTTOM
+            # 底分型：第三根K线应该走强
+            middle_price = (self.high + self.low) / 2
+            
+            if third_klu.close > middle_price:
+                score += 0.5
+            if third_klu.high > self.pre.high:  # 突破第一根K线高点
+                score += 0.5
+            if third_klu.close > third_klu.open and abs(third_klu.close - third_klu.open) > abs(self.close - self.open) * 0.5:
+                score += 0.3  # 明显阳线
+        
+        return min(1, max(-1, score))
+    
+    def _check_fx_quality(self):
+        """
+        检查分型本身的质量
+        返回值：-1到1的调整分数
+        """
+        score = 0
+        
+        # 检查分型的标准性
+        if self.fx_type == Chan_FX_TYPE.TOP:
+            # 高点突出程度
+            high_diff1 = (self.high - self.pre.high) / self.high if self.high > 0 else 0
+            high_diff2 = (self.high - self.next.high) / self.high if self.high > 0 else 0
+            min_diff = min(high_diff1, high_diff2)
+            
+            if min_diff > 0.03:  # 非常突出
+                score += 0.5
+            elif min_diff > 0.01:  # 比较突出
+                score += 0.2
+            elif min_diff < 0.003:  # 不够突出
+                score -= 0.5
+                
+        else:  # BOTTOM
+            # 低点突出程度
+            low_diff1 = (self.pre.low - self.low) / self.pre.low if self.pre.low > 0 else 0
+            low_diff2 = (self.next.low - self.low) / self.next.low if self.next.low > 0 else 0
+            min_diff = min(low_diff1, low_diff2)
+            
+            if min_diff > 0.03:  # 非常突出
+                score += 0.5
+            elif min_diff > 0.01:  # 比较突出
+                score += 0.2
+            elif min_diff < 0.003:  # 不够突出
+                score -= 0.5
+        
+        # 检查量价配合
+        avg_volume = self._get_avg_volume(lookback=5)
+        if avg_volume > 0:
+            volume_ratio = self.volume / avg_volume
+            if volume_ratio > 1.5:
+                score += 0.3
+            elif volume_ratio < 0.7:
+                score -= 0.2
+        
+        return min(1, max(-1, score))
+        
+    def _get_avg_volume(self, lookback=5):
+        """获取前N根K线平均成交量"""
+        volumes = []
+        temp = self.pre
+        
+        for i in range(lookback):
+            if temp:
+                volumes.append(temp.volume)
+                temp = temp.pre if hasattr(temp, 'pre') else None
+            else:
+                break
+                
+        return sum(volumes) / len(volumes) if volumes else self.volume
+        
+    def get_fx_signal(self):
+        """
+        获取分型交易信号
+        返回: (信号类型, 强度, 建议)
+        """
+        if not self.fx_confirmed:
+            return ("无信号", 0, "等待分型确认")
+            
+        strength_level = "弱"
+        if self.fx_strength >= 80:
+            strength_level = "极强"
+        elif self.fx_strength >= 65:
+            strength_level = "强"
+        elif self.fx_strength >= 50:
+            strength_level = "中等"
+            
+        if self.fx_type == Chan_FX_TYPE.TOP:
+            signal_type = f"{strength_level}顶分型"
+            if self.fx_strength >= 65:
+                suggestion = "考虑减仓或止盈"
+            else:
+                suggestion = "谨慎观望"
+        else:
+            signal_type = f"{strength_level}底分型"
+            if self.fx_strength >= 65:
+                suggestion = "考虑建仓或加仓"
+            else:
+                suggestion = "谨慎观望"
+                
+        return (signal_type, self.fx_strength, suggestion)
+        
+    def update_realtime_analysis(self):
+        """
+        更新实时分析（在每根K线完成时调用）
+        """
+        self.detect_realtime_fx()
+        if self.fx_confirmed:
+            self.calculate_realtime_fx_strength()
+            
     def set_idx(self, idx):
         self.idx = idx
         self.index = idx
+        
     def set_indicators(self, item):
         self.macd = float(item['macd']) if 'macd' in item and item['macd'] else 0
         self.signal = float(item['macdsignal']) if 'macdsignal' in item and item['macdsignal'] else 0
@@ -39,6 +406,10 @@ class ChanKLU:
         
         self.rsi = float(item['rsi']) if 'rsi' in item and item['rsi'] else 0
         self.volume_ratio = float(item['volume_ratio']) if 'volume_ratio' in item and item['volume_ratio'] else 0
+        
+        # 设置指标后更新实时分析
+        self.update_realtime_analysis()
+        
     def get_feature_data(self):
         features = dict()
         features['klu_close'] = self.close
@@ -58,4 +429,18 @@ class ChanKLU:
         features['klu_ma250'] = self.ma250
         features['klu_rsi'] = self.rsi
         features['klu_volume_ratio'] = self.volume_ratio
+        
+        # === 新增：实时分型特征 ===
+        # 将枚举转换为数值：UNKNOWN=0, TOP=1, BOTTOM=-1
+        if self.fx_type == Chan_FX_TYPE.TOP:
+            fx_type_value = 1
+        elif self.fx_type == Chan_FX_TYPE.BOTTOM:
+            fx_type_value = -1
+        else:
+            fx_type_value = 0
+            
+        features['klu_fx_type'] = fx_type_value
+        features['klu_fx_strength'] = self.fx_strength
+        features['klu_fx_confirmed'] = 1 if self.fx_confirmed else 0
+        
         return features