添加klu的3种形态识别

2025-11-01 02:50:44 +08:00
parent 8bb3798a7c
commit 8e21ecb057
8 changed files with 287 additions and 117 deletions
@@ -123,17 +123,25 @@ class TF_DF():
 		return klu_state_list
 	def check_fx(self, klc):
 		if klc.pre and klc.next:
-			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
+			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low and klc.next.klc_dir == Chan_KLINE_DIR.DOWN:
 				#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0 and klc.macd > klc.macdhist:
 				klc.set_fx(Chan_FX_TYPE.TOP)
 				#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP")
 				return Chan_FX_TYPE.TOP
-			elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high:
+			elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high and klc.next.klc_dir == Chan_KLINE_DIR.UP:
 				#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0 and klc.macd < klc.macdhist:
 				klc.set_fx(Chan_FX_TYPE.BOTTOM)
 				#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM")
 				return Chan_FX_TYPE.BOTTOM
 		return Chan_FX_TYPE.UNKNOWN
+	def check_fx_pattern(self, klc):
+		klu_list = klc.pre.klu_list + klc.klu_list + klc.next.klu_list
+		
+		self.cal_klu_pattern(klu_list)
+		p = ""
+		for klu in klu_list:
+			p += klu.to_string()
+		#print(p)
 	def cal_volume_ratio(self, dataframe, window=10):
 		df = dataframe.copy()
 		# 计算过去N根K线的平均成交量
@@ -914,6 +922,7 @@ class TF_DF():
 									last_top = klc
 									#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 1")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
+									self.check_fx_pattern(klc)
 									#print(klc.end_time, klc.fx, "一类卖点Sell 1")
 									#klc.set_fx(fx)
 									#klc.set_state("10")
@@ -968,6 +977,7 @@ class TF_DF():
 									last_top = klc
 									#print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
 									klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
+									self.check_fx_pattern(klc)
 									#klc.set_state('30')
 									bi_list[-1].add_klc(klc)
 									klc.set_bi(bi_list[-1])
@@ -1040,6 +1050,7 @@ class TF_DF():
 									last_bottom = klc
 									#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 1")
 									klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
+									self.check_fx_pattern(klc)
 									#print(klc.start_time, klc.fx, "一类买点Buy 1")
 									#klc.set_state("-10")
 									bi_list[-1].add_klc(klc)
@@ -1095,6 +1106,7 @@ class TF_DF():
 									last_bottom = klc
 									#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 2")
 									klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
+									self.check_fx_pattern(klc)
 									#klc.set_state('-30')
 									bi_list[-1].add_klc(klc)
 									klc.set_bi(bi_list[-1])
@@ -1354,10 +1366,11 @@ class TF_DF():

 	def get_klu_list(self, dataframe):
 		klu_list = self.get_kl_data(dataframe)
-		return self.cal_klu_pattern(klu_list)
+		#klu_list = self.cal_klu_pattern(klu_list)
+		return klu_list
 	def cal_klu_pattern(self, klu_list):
 		"""
-		计算裸K的pattern - 只识别反转形态
+		计算裸K的pattern - 识别反转形态
 		"""
 		if not klu_list or len(klu_list) < 3:
 			return klu_list
@@ -1365,8 +1378,17 @@ class TF_DF():
 		for i, klu in enumerate(klu_list):
 			# 单根K线反转模式识别
 			self._detect_single_reversal_pattern(klu)
+			
+			# 双根K线形态识别
+			if i >= 1:
+				self._detect_double_pattern(klu_list[i-1], klu)
+			
+			# 三根K线形态识别
+			if i >= 2:
+				self._detect_triple_pattern(klu_list[i-2], klu_list[i-1], klu)
+			
 			if klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
-				print(klu.time, klu.pattern)
+				print(klu.time, klu.pattern, klu.lower_shadow_ratio, klu.upper_shadow_ratio, klu.body_ratio, klu.lower_shadow_ratio/klu.body_ratio, klu.upper_shadow_ratio/klu.body_ratio)
 		return klu_list
 	
 	def _detect_single_reversal_pattern(self, klu):
@@ -1383,23 +1405,23 @@ class TF_DF():
 		body_ratio = body / total_range
 		upper_ratio = upper_shadow / total_range
 		lower_ratio = lower_shadow / total_range
-		
+		#print(klu.time, upper_ratio, lower_ratio, body_ratio, upper_ratio/body_ratio, lower_ratio/body_ratio)
 		# 锤子线/上吊线 - 反转信号
 		if lower_ratio / body_ratio >= 2:
 			# 锤子线：底部反转，需要前面一段
-			if klu.close > klu.open and klu.pre and klu.pre.close < klu.pre.open:
+			if klu.close > klu.open and klu.pre:
 				klu.set_pattern(Chan_KLU_PATTERN.HAMMER)  # 底部反转
 			# 上吊线：顶部反转，需要前一根是上涨趋势
-			elif klu.close < klu.open and klu.pre and klu.pre.close > klu.pre.open:
+			elif klu.close < klu.open and klu.pre:
 				klu.set_pattern(Chan_KLU_PATTERN.HANGING_MAN)  # 顶部反转
 		
 		# 倒锤子线/射击之星 - 反转信号
 		elif upper_ratio / body_ratio >= 2:
 			# 倒锤子线：底部反转，需要前一根是下跌趋势
-			if klu.close > klu.open and klu.pre and klu.pre.close < klu.pre.open:
+			if klu.close > klu.open and klu.pre:
 				klu.set_pattern(Chan_KLU_PATTERN.INVERTED_HAMMER)  # 底部反转
 			# 射击之星：顶部反转，需要前一根是上涨趋势
-			elif klu.close < klu.open and klu.pre and klu.pre.close > klu.pre.open:
+			elif klu.close < klu.open and klu.pre:
 				klu.set_pattern(Chan_KLU_PATTERN.SHOOTING_STAR)  # 顶部反转
 		
 		# 十字星 - 反转信号
@@ -1417,5 +1439,231 @@ class TF_DF():
 			else:
 				klu.set_pattern(Chan_KLU_PATTERN.DOJI)  # 一般反转信号
 	
+	def _detect_double_pattern(self, prev_klu, curr_klu):
+		"""检测两根K线形成的形态
+		包括：吞没形态(看涨/看跌)、乌云盖顶、曙光初现
+		"""
+		# 如果前一根K线已经有形态，不再识别双K线形态
+		if prev_klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
+			return
+		
+		# 计算K线实体
+		prev_body = abs(prev_klu.close - prev_klu.open)
+		curr_body = abs(curr_klu.close - curr_klu.open)
+		
+		# 判断K线颜色（阴阳）
+		prev_bullish = prev_klu.close > prev_klu.open
+		curr_bullish = curr_klu.close > curr_klu.open
+		
+		# 检查是否存在长期趋势（至少需要5根K线的趋势）
+		def check_long_trend(klu, bullish_trend=True, min_bars=5):
+			"""检查是否存在长期趋势
+			bullish_trend=True: 检查上涨趋势
+			bullish_trend=False: 检查下跌趋势
+			min_bars: 最少需要多少根K线形成趋势
+			"""
+			if not klu or not klu.pre:
+				return False
+			return True
+				
+			# 使用EMA指标判断长期趋势
+			if klu.ema52 > 0:
+				if bullish_trend and klu.close < klu.ema52:
+					return False
+				if not bullish_trend and klu.close > klu.ema52:
+					return False
+			
+			# 检查连续的K线方向
+			count = 0
+			current = klu.pre
+			
+			while current and count < min_bars:
+				if not current.pre:
+					break
+					
+				if bullish_trend:
+					# 上涨趋势：当前收盘价高于前一根收盘价
+					if current.close <= current.pre.close:
+						break
+				else:
+					# 下跌趋势：当前收盘价低于前一根收盘价
+					if current.close >= current.pre.close:
+						break
+						
+				count += 1
+				current = current.pre
+				
+			return count >= min_bars
+		
+		# 1. 看涨吞没形态：前阴后阳，后者完全吞没前者
+		# 要求前面有明显的下跌趋势
+		if not prev_bullish and curr_bullish and \
+		   abs(curr_klu.open - prev_klu.close) < 10 and \
+		   curr_klu.close > prev_klu.open and \
+		   check_long_trend(prev_klu, bullish_trend=False, min_bars=5):
+			curr_klu.set_pattern(Chan_KLU_PATTERN.BULLISH_ENGULFING)
+			return
+		
+		# 2. 看跌吞没形态：前阳后阴，后者完全吞没前者
+		# 要求前面有明显的上涨趋势
+		if prev_bullish and not curr_bullish and \
+		   abs(curr_klu.open - prev_klu.close) < 10 and \
+		   curr_klu.close < prev_klu.open and \
+		   check_long_trend(prev_klu, bullish_trend=True, min_bars=5):
+			curr_klu.set_pattern(Chan_KLU_PATTERN.BEARISH_ENGULFING)
+			return
+		
+		# 3. 乌云盖顶：前阳后阴，后者开盘价高于前者最高价，收盘价在前者实体中部以下
+		# 要求前面有明显的上涨趋势
+		if prev_bullish and not curr_bullish and \
+		   curr_klu.open > prev_klu.high and \
+		   curr_klu.close < (prev_klu.open + prev_klu.close) / 2 and \
+		   curr_klu.close > prev_klu.open and \
+		   check_long_trend(prev_klu, bullish_trend=True, min_bars=5):
+			curr_klu.set_pattern(Chan_KLU_PATTERN.DARK_CLOUD_COVER)
+			return
+		
+		# 4. 曙光初现：前阴后阳，后者开盘价低于前者最低价，收盘价在前者实体中部以上
+		# 要求前面有明显的下跌趋势
+		if not prev_bullish and curr_bullish and \
+		   curr_klu.open < prev_klu.low and \
+		   curr_klu.close > (prev_klu.open + prev_klu.close) / 2 and \
+		   curr_klu.close < prev_klu.open and \
+		   check_long_trend(prev_klu, bullish_trend=False, min_bars=5):
+			curr_klu.set_pattern(Chan_KLU_PATTERN.PIERCING_LINE)
+			return
+		
+		# 平顶和平底移至三根K线形态中判断
+
+	def _detect_triple_pattern(self, first_klu, second_klu, third_klu):
+		"""检测三根K线形成的形态
+		包括：早晨之星、黄昏之星、平顶、平底
+		"""
+		# 如果前两根K线已经有形态，不再识别三K线形态
+		if first_klu.pattern != Chan_KLU_PATTERN.UNKNOWN or \
+		   second_klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
+			return
+		
+		# 判断K线颜色（阴阳）
+		first_bullish = first_klu.close > first_klu.open
+		second_bullish = second_klu.close > second_klu.open
+		third_bullish = third_klu.close > third_klu.open
+		
+		# 计算实体大小
+		first_body = abs(first_klu.close - first_klu.open)
+		second_body = abs(second_klu.close - second_klu.open)
+		third_body = abs(third_klu.close - third_klu.open)
+		
+		# 检查是否存在长期趋势（至少需要5根K线的趋势）
+		def check_long_trend(klu, bullish_trend=True, min_bars=5):
+			"""检查是否存在长期趋势
+			bullish_trend=True: 检查上涨趋势
+			bullish_trend=False: 检查下跌趋势
+			min_bars: 最少需要多少根K线形成趋势
+			"""
+			if not klu or not klu.pre:
+				return False
+				
+			# 使用EMA指标判断长期趋势
+			if klu.ema52 > 0:
+				if bullish_trend and klu.close < klu.ema52:
+					return False
+				if not bullish_trend and klu.close > klu.ema52:
+					return False
+			
+			# 检查连续的K线方向
+			count = 0
+			current = klu.pre
+			
+			while current and count < min_bars:
+				if not current.pre:
+					break
+					
+				if bullish_trend:
+					# 上涨趋势：当前收盘价高于前一根收盘价
+					if current.close <= current.pre.close:
+						break
+				else:
+					# 下跌趋势：当前收盘价低于前一根收盘价
+					if current.close >= current.pre.close:
+						break
+						
+				count += 1
+				current = current.pre
+				
+			return count >= min_bars
+		
+		# 1. 早晨之星：第一根阴线，第二根十字星或小实体，第三根阳线
+		# 要求前面有明显的下跌趋势
+		if not first_bullish and third_bullish and \
+		   second_body < first_body * 0.3 and \
+		   third_body > first_body * 0.5 and \
+		   max(second_klu.open, second_klu.close) < first_klu.close and \
+		   min(second_klu.open, second_klu.close) < third_klu.open and \
+		   third_klu.close > (first_klu.open + first_klu.close) / 2 and \
+		   check_long_trend(first_klu, bullish_trend=False, min_bars=7):
+			third_klu.set_pattern(Chan_KLU_PATTERN.MORNING_STAR)
+			return
+		
+		# 2. 黄昏之星：第一根阳线，第二根十字星或小实体，第三根阴线
+		# 要求前面有明显的上涨趋势
+		if first_bullish and not third_bullish and \
+		   second_body < first_body * 0.3 and \
+		   third_body > first_body * 0.5 and \
+		   min(second_klu.open, second_klu.close) > first_klu.close and \
+		   max(second_klu.open, second_klu.close) > third_klu.open and \
+		   third_klu.close < (first_klu.open + first_klu.close) / 2 and \
+		   check_long_trend(first_klu, bullish_trend=True, min_bars=7):
+			third_klu.set_pattern(Chan_KLU_PATTERN.EVENING_STAR)
+			return
+			
+		# 3. 平顶：三根K线的最高点几乎相同（上升趋势中更有意义）
+		# 要求前面有明显的上涨趋势
+		if (abs(first_klu.high - second_klu.high) / first_klu.high < 0.0002 and 
+			abs(second_klu.high - third_klu.high) / second_klu.high < 0.0002 and
+			check_long_trend(first_klu, bullish_trend=True, min_bars=7)):
+			# 额外确认：价格接近阻力位或关键技术指标
+			is_near_resistance = False
+			
+			# 检查是否接近EMA52阻力位
+			if first_klu.ema52 > 0:
+				resistance_level = first_klu.ema52
+				if abs(first_klu.high - resistance_level) / resistance_level < 0.01:
+					is_near_resistance = True
+			
+			# 检查是否有成交量确认（成交量减少表示上涨动能减弱）
+			volume_confirmation = False
+			if (first_klu.volume > 0 and second_klu.volume > 0 and third_klu.volume > 0 and
+				third_klu.volume < second_klu.volume and second_klu.volume < first_klu.volume):
+				volume_confirmation = True
+				
+			if is_near_resistance or volume_confirmation:
+				third_klu.set_pattern(Chan_KLU_PATTERN.TWEEZER_TOP)
+				return
+		
+		# 4. 平底：三根K线的最低点几乎相同（下降趋势中更有意义）
+		# 要求前面有明显的下跌趋势
+		if (abs(first_klu.low - second_klu.low) / first_klu.low < 0.0002 and 
+			abs(second_klu.low - third_klu.low) / second_klu.low < 0.0002 and
+			check_long_trend(first_klu, bullish_trend=False, min_bars=7)):
+			# 额外确认：价格接近支撑位或关键技术指标
+			is_near_support = False
+			
+			# 检查是否接近EMA52支撑位
+			if first_klu.ema52 > 0:
+				support_level = first_klu.ema52
+				if abs(first_klu.low - support_level) / support_level < 0.01:
+					is_near_support = True
+			
+			# 检查是否有成交量确认（成交量减少表示下跌动能减弱）
+			volume_confirmation = False
+			if (first_klu.volume > 0 and second_klu.volume > 0 and third_klu.volume > 0 and
+				third_klu.volume < second_klu.volume and second_klu.volume < first_klu.volume):
+				volume_confirmation = True
+				
+			if is_near_support or volume_confirmation:
+				third_klu.set_pattern(Chan_KLU_PATTERN.TWEEZER_BOTTOM)
+				return
+
 	def get_decimal(self, value):
 		return Decimal("{:.2f}".format(value))