Check 1day data

ChanKLC.py

@@ -148,6 +148,20 @@ class ChanKLC():
 			features[key] = feature_sums[key] / feature_counts[key]
 			
 		return features
+	def cal_fx_shape(self):
+		if self.klc_fx_type != Chan_KLC_FX.UNKNOWN:
+			if self.pre and self.next and self.next.end_klu:
+				klc1 = self.pre
+				klc2 = self
+				klc3 = self.next
+				klu_list = []
+				klu_list.append(klc1.klus)
+				klu_list.append(klc2.klus)
+				klu_list.append(klc3.klus)
+				gap = klc3.end_klu.index - klc1.start_klu.index + 1
+				if gap < 4:
+					print(klc1.start_time, klc1.start_klu.index, klc3.end_time, klc3.end_klu.index, gap, self.cal_fx_strength(), self.klc_fx_type)
+				return gap
 	def get_feature_data(self):
 		features = dict()
 		# 原有基础特征
@@ -1147,7 +1161,7 @@ class ChanKLC():
 		
 		return features
 
-    def cal_fx_strength(self):
+	def cal_fx_strength(self, klc_offset=2):
 		"""
 		用self.pre和self.next实现分型强弱判断
 		
@@ -1172,7 +1186,7 @@ class ChanKLC():
 		# === 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()
+		is_bi_end = self._check_if_bi_ending_fx(klc_offset)
 		
 		# 2. 检查分型的后续走势确认
 		post_fx_confirmation = self._check_post_fx_confirmation()
@@ -1204,7 +1218,7 @@ class ChanKLC():
 		# 限制在-3到3范围内
 		return max(-3, min(3, base_score))
 	
-    def _check_if_bi_ending_fx(self):
+	def _check_if_bi_ending_fx(self, klc_offset):
 		"""
 		检查分型是否为笔终结分型
 		返回值：
@@ -1221,7 +1235,7 @@ class ChanKLC():
 		# 获取分型后的几根K线数据
 		subsequent_klcs = []
 		temp = self.next
-        for i in range(5):  # 检查后续5根K线
+		for i in range(klc_offset):  # 检查后续4根K线
 			if temp:
 				subsequent_klcs.append(temp)
 				temp = temp.next if hasattr(temp, 'next') else None

ChanKLU.py

@@ -272,7 +272,7 @@ class ChanKLU:
         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)
-        self.fx_strength = self.cal_fx()
+        #self.fx_strength = self.cal_fx()
         return self.fx_strength
     
     def _check_if_bi_ending_fx(self):

ChanLun.py

@@ -155,13 +155,64 @@ class ChanLun():
 					fx_list.append(-1)
 				else:
 					fx_list.append(0)
-				klc_strength_list.append(klc.cal_fx_strength())
+				klc_strength_list.append(klc.cal_fx_strength(2))
 				#if klc.klc_fx_type != Chan_KLC_FX.UNKNOWN and klc.cal_fx_strength() > 1:
 					#print(klc.start_time, klc.end_time, klc.cal_fx_strength(), klc.klc_fx_type, fx_list[-1], klc_strength_list[-1])
 			else:
 				klc_strength_list.append(0)
 				fx_list.append(0)
 		return klc_strength_list, fx_list
+	def get_klc_bsp_list(self, dataframe):
+		klc_list = self.get_klc_list(dataframe)
+		bi_list = self.cal_bi_list(klc_list)
+		bsp_list = []
+		klc_index = 0
+		last_top = None
+		last_bottom = None
+		for index in range(0, len(dataframe)):
+			if klc_index == len(klc_list):
+				klc_index = len(klc_list) - 1
+			klc = klc_list[klc_index]
+			if klc.end_klu and klc.end_klu.idx == index:
+				klc_index += 1
+				if klc.klc_fx_type == Chan_KLC_FX.TOP1 or klc.klc_fx_type == Chan_KLC_FX.TOP2:
+					if klc.cal_fx_strength() > 1.0 and klc.cal_fx_shape() < 4:
+						bsp_list.append(1)
+						last_top = klc
+						last_bottom = None
+						
+					else:
+						bsp_list.append(0)
+				elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
+					if klc.cal_fx_strength() > 1.0 and klc.cal_fx_shape() < 4:
+						bsp_list.append(-1)
+						last_bottom = klc
+						last_top = None
+						
+					else:
+						bsp_list.append(0)
+				else:
+					if last_top:
+						klc_offset = klc.index - last_top.index if klc.index - last_top.index > 2 else 2
+						last_top_strength = last_top.cal_fx_strength(klc_offset)
+						if klc.high > last_top.high or (klc_offset > 2 and last_top_strength < 2):
+							bsp_list.append(-1)
+							last_top = None
+						else:
+							bsp_list.append(0)
+					elif last_bottom:
+						klc_offset = klc.index - last_bottom.index if klc.index - last_bottom.index > 2 else 2
+						last_bottom_strength = last_bottom.cal_fx_strength(klc_offset)
+						if klc.low < last_bottom.low or (klc_offset > 2 and last_bottom_strength < 2):
+							bsp_list.append(1)
+							last_bottom = None
+						else:
+							bsp_list.append(0)
+					else:
+						bsp_list.append(0)
+			else:
+				bsp_list.append(0)
+		return bsp_list
 	def get_all_state(self, df_list):
 		state_list = []
 		for df in df_list:
@@ -231,10 +282,10 @@ 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 = []
+		last_klu = None
 		for i in range(0, len(dataframe)):
 			item = dataframe.iloc[i]
 			date = item['date']
@@ -258,6 +309,10 @@ class ChanLun():
 			klu = ChanKLU(time_str, o, h, l, c, v)
 			klu.set_idx(i)
 			klu_list.append(klu)
+			if last_klu:
+				last_klu.set_next(klu)
+				klu.set_pre(last_klu)
+			last_klu = klu
 			if 'macd' in item:
 				klu.set_indicators(item)
 		return klu_list

strategies/ChanLun_BTC_15.py

@@ -21,7 +21,8 @@ logger = logging.getLogger(__name__)
 # freqtrade plot-dataframe --strategy ChanLun_BTC_15 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_15.json --timerange=20250309-
 
 # freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
-# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
+# freqtrade backtesting --export none -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
+# freqtrade lookahead-analysis --export none -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
 # freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
 # freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_15.json -e 200 --timerange=20250201-20250401
 
@@ -41,12 +42,19 @@ class ChanLun_BTC_15(IStrategy):
 		"1200": 0
 	}
 	# 5m and 15m
-	minimal_roi_1 = {
+	minimal_roi = {
 		"0": 0.1,
 		"60": 0.05,
 		"120": 0.02,
 		"240": 0
 	}
+	# 5m and 15m
+	minimal_roi_1 = {
+		"0": 0.05,
+		"120": 0.02,
+		"240": 0.01,
+		"360": 0
+	}
 	# 15m and 30m
 	minimal_roi_1 = {
 		"0": 0.1,
@@ -61,22 +69,24 @@ class ChanLun_BTC_15(IStrategy):
 		"3600": 0
 	}
 	can_short = True
-	lev = 50.0
+	lev = 1.0
 	stoploss = -0.3
+	bsp_offset = 2
 	trailing_stop = False
 	trailing_stop_positive = 0.025
 	trailing_stop_positive_offset = 0.045
 	trailing_only_offset_is_reached = False
 
 	position_adjustment_enable = True
-	startup_candle_count = 600
+	startup_candle_count = 100
 
 	time5 = 5
 	time15 = 15
 	time30 = 30
 	time60 = 60
 	time4h = 240
-	time5 = 15
+	time1d = 1440
+	time5 = 1440
 	last_time = datetime.now()
 	chan = ChanLun()
 	classifier = ChanLunClassifier(None)
@@ -108,6 +118,7 @@ class ChanLun_BTC_15(IStrategy):
 		state_list, fx_list = self.chan.get_klc_strength_list(dataframe_15)
 		dataframe_15['state'] = state_list
 		dataframe_15['fx'] = fx_list
+		dataframe_15['bsp'] = self.chan.get_klc_bsp_list(dataframe_15)
 		klc_list = self.chan.get_klc_list(dataframe_15)
 		bi_list = self.chan.cal_bi_list(klc_list)
 		if self.last_time + timedelta(minutes=1) < datetime.now():
@@ -147,6 +158,7 @@ class ChanLun_BTC_15(IStrategy):
 		# 填充缺失值（前N根K线）
 		df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
 		return df['volume_ratio']
+
 	def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
 													 entry_tag: str | None, side: str, **kwargs) -> float:
 		new_entryprice = proposed_rate
@@ -171,11 +183,14 @@ class ChanLun_BTC_15(IStrategy):
 	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 		state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5)
 		fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time5)
+		bsp_str = 'resample_{}_bsp'.format(self.get_ticker_indicator()*self.time5)
+		shift = self.time5*self.bsp_offset
 		dataframe.loc[
 			(
 				#(dataframe['state'] == "-30")
-				(dataframe[state_str].shift(self.time5) > 1.0) &
+				#(dataframe[state_str].shift(shift) > 1.0) &
-				(dataframe[fx_str].shift(self.time5) == -1)
+				#(dataframe[fx_str].shift(shift) == -1)
+				(dataframe[bsp_str].shift(shift) == -1)
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -185,8 +200,9 @@ class ChanLun_BTC_15(IStrategy):
 		dataframe.loc[
 			(
 				#(dataframe['state'] == "-30")
-				(dataframe[state_str].shift(self.time5) > 1.0) &
+				#(dataframe[state_str].shift(shift) > 1.0) &
-				(dataframe[fx_str].shift(self.time5) == 1)
+				#(dataframe[fx_str].shift(shift) == 1)
+				(dataframe[bsp_str].shift(shift) == 1)
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -197,11 +213,14 @@ class ChanLun_BTC_15(IStrategy):
 	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 		state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5)
 		fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time5)
+		bsp_str = 'resample_{}_bsp'.format(self.get_ticker_indicator()*self.time5)
+		shift = self.time5*self.bsp_offset
 		dataframe.loc[
 			(
 				#(dataframe['state']== "30")
-				(dataframe[state_str].shift(self.time5) > 1.0) &
+				#(dataframe[state_str].shift(shift) > 1.0) &
-				(dataframe[fx_str].shift(self.time5) == 1)
+				#(dataframe[fx_str].shift(shift) == 1)
+				(dataframe[bsp_str].shift(shift) == 1)
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
 			),
@@ -209,8 +228,9 @@ class ChanLun_BTC_15(IStrategy):
 		dataframe.loc[
 			(
 				#(dataframe['state']== "30")
-				(dataframe[state_str].shift(self.time5) > 1.0) &
+				#(dataframe[state_str].shift(shift) > 1.0) &
-				(dataframe[fx_str].shift(self.time5) == -1)
+				#(dataframe[fx_str].shift(shift) == -1)
+				(dataframe[bsp_str].shift(shift) == -1)
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
 			),

web/templates/index.html

@@ -3250,7 +3250,7 @@
 
                             // 构建显示文本，包含分型类型和强度信息
                             let displayText = `${fx.fx_strength.toFixed(1)}`;
-                            if (fx.fx_strength < 1.4) { // 降低阈值，让更多分型显示
+                            if (fx.fx_strength < 1.1) { // 降低阈值，让更多分型显示
                                 displayText = fx.fx_strength >= 0.8 ? '•' : '' // 0.8以上显示点，0.8以下不显示文本
                             }
                             
@@ -3314,7 +3314,7 @@
                             
                             // 构建显示文本，包含分型类型和强度信息
                             let displayText = `${fx.fx_strength.toFixed(1)}`;
-                            if (fx.fx_strength < 1.4) { // 降低阈值，让更多分型显示
+                            if (fx.fx_strength < 1.3) { // 降低阈值，让更多分型显示
                                 displayText = fx.fx_strength >= 0.8 ? '•' : '' // 0.8以上显示点，0.8以下不显示文本
                             }
                             
@@ -3455,7 +3455,7 @@
                                 let strengthColor = fx.is_bottom ? '#9A8C98' : '#F2CC8F'; // 底分型用灰紫色，顶分型用浅黄色
                                 let displayText = `${fx.fx_strength.toFixed(1)}`;
                                 // 构建小周期分型显示文本
-                                if (fx.fx_strength < 1.4){ // 调整小周期阈值
+                                if (fx.fx_strength < 1.3){ // 调整小周期阈值
                                     displayText = fx.fx_strength >= 0.6 ? '•' : '' // 0.6以上显示点
                                 }