diff --git a/ChanKLC.py b/ChanKLC.py
index 4a9d948..0e9d994 100644
--- a/ChanKLC.py
+++ b/ChanKLC.py
@@ -1130,4 +1130,381 @@ class ChanKLC():
else:
features['klc_star_pattern'] = 0
- return features
\ No newline at end of file
+ # ===== 分型强度特征 =====
+ # 添加分型强度相关特征
+ features['klc_fx_strength'] = self.calculate_fx_strength()
+ features['klc_fx_strength_level'] = self.get_fx_strength_level()
+ features['klc_is_strong_fx'] = 1 if self.is_strong_fx() else 0
+
+ # 分型强度分类特征
+ fx_strength = features['klc_fx_strength']
+ features['klc_fx_strength_extreme'] = 1 if fx_strength >= 80 else 0 # 极强分型
+ features['klc_fx_strength_strong'] = 1 if 60 <= fx_strength < 80 else 0 # 强分型
+ features['klc_fx_strength_medium'] = 1 if 40 <= fx_strength < 60 else 0 # 中等分型
+ features['klc_fx_strength_weak'] = 1 if 20 <= fx_strength < 40 else 0 # 弱分型
+ features['klc_fx_strength_very_weak'] = 1 if fx_strength < 20 else 0 # 极弱分型
+
+ return features
+
+ def calculate_fx_strength(self):
+ """
+ 基于专业缠论理论的分型强度评估体系
+ 返回值:0-100的强度分数,数值越大表示分型越强
+
+ 评分卡系统(总分29分,转换为100分制):
+ - 振幅比例:25%权重,最高5分
+ - 量能配合:20%权重,最高5分
+ - 均线位置:15%权重,最高5分
+ - 形成速度:10%权重,最高4分
+ - 次级别确认:30%权重,最高10分
+ """
+ if self.fx == Chan_FX_TYPE.UNKNOWN or not self.pre or not self.next:
+ return 0
+
+ # ===== 一、基础要素确认(先决条件) =====
+ if not self._verify_basic_fx_structure():
+ return 0
+
+ total_score = 0
+ max_score = 29 # 5+5+5+4+10
+
+ # ===== 二、振幅比例评估 (25%权重,最高5分) =====
+ amplitude_score = self._calculate_amplitude_score()
+ total_score += amplitude_score
+
+ # ===== 三、量能配合评估 (20%权重,最高5分) =====
+ volume_score = self._calculate_volume_score()
+ total_score += volume_score
+
+ # ===== 四、均线位置评估 (15%权重,最高5分) =====
+ ma_score = self._calculate_ma_position_score()
+ total_score += ma_score
+
+ # ===== 五、形成速度评估 (10%权重,最高4分) =====
+ speed_score = self._calculate_formation_speed_score()
+ total_score += speed_score
+
+ # ===== 六、次级别确认评估 (30%权重,最高10分) =====
+ confirmation_score = self._calculate_confirmation_score()
+ total_score += confirmation_score
+
+ # 转换为100分制
+ final_score = (total_score / max_score) * 100
+
+ return round(final_score, 2)
+
+ def _verify_basic_fx_structure(self):
+ """
+ 验证基础分型要素(先决条件)
+ 只验证最核心的分型定义,避免过度严格
+ """
+ if not self.pre or not self.next:
+ return False
+
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 顶分型核心要素:中间K线高点必须严格高于两侧
+ if not (self.high > self.pre.high and self.high > self.next.high):
+ return False
+
+ elif self.fx == Chan_FX_TYPE.BOTTOM:
+ # 底分型核心要素:中间K线低点必须严格低于两侧
+ if not (self.low < self.pre.low and self.low < self.next.low):
+ return False
+
+ return True
+
+ def _calculate_amplitude_score(self):
+ """
+ 计算振幅比例得分 (最高5分)
+ 强势分型:分型区间振幅>近期平均振幅的150% = 5分
+ 标准分型:介于80%-150%之间 = 3分
+ 弱势分型:<80% = 1分
+ """
+ score = 0
+
+ # 计算分型区间振幅
+ if self.fx == Chan_FX_TYPE.TOP:
+ fx_amplitude = self.high - min(self.pre.low, self.next.low)
+ # 加分项:右侧K线低点低于左侧K线低点(经典缠论强势特征)
+ if self.next.low < self.pre.low:
+ score += 1
+ else: # BOTTOM
+ fx_amplitude = max(self.pre.high, self.next.high) - self.low
+ # 加分项:右侧K线高点高于左侧K线高点(经典缠论强势特征)
+ if self.next.high > self.pre.high:
+ score += 1
+
+ # 计算近期平均振幅(前10根K线的ATR)
+ avg_amplitude = self._calculate_recent_atr(lookback=10)
+
+ if avg_amplitude <= 0:
+ return max(1, score) # 确保至少有基础分
+
+ amplitude_ratio = fx_amplitude / avg_amplitude
+
+ if amplitude_ratio >= 1.5: # >150%
+ score += 4 # 基础4分 + 可能的经典形态1分 = 最高5分
+ elif amplitude_ratio >= 1.0: # 100%-150%
+ score += 2 + int((amplitude_ratio - 1.0) * 4) # 2-4分线性插值
+ elif amplitude_ratio >= 0.8: # 80%-100%
+ score += 1 + int((amplitude_ratio - 0.8) * 5) # 1-2分线性插值
+ else: # <80%
+ score += 1
+
+ return min(5, score)
+
+ def _calculate_volume_score(self):
+ """
+ 计算量能配合得分 (最高5分)
+ 顶分型:第二根K线放量滞涨为强烈信号
+ 底分型:第三根K线放量回升为有效确认
+ """
+ # 计算前5根K线平均成交量
+ avg_volume = self._calculate_average_volume(lookback=5)
+
+ if avg_volume <= 0:
+ return 1
+
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 顶分型:检查第二根K线(当前)是否放量滞涨
+ volume_ratio = self.volume / avg_volume
+
+ # 判断是否滞涨:收盘价位于K线下半部分
+ price_position = (self.close - self.low) / (self.high - self.low) if self.high > self.low else 0.5
+
+ if volume_ratio >= 2.0 and price_position <= 0.4: # 放量+滞涨
+ return 5
+ elif volume_ratio >= 1.5 and price_position <= 0.5:
+ return 4
+ elif volume_ratio >= 1.2:
+ return 3
+ else:
+ return 1
+
+ else: # BOTTOM
+ # 底分型:检查第三根K线是否放量回升
+ next_volume_ratio = self.next.volume / avg_volume if hasattr(self.next, 'volume') else 1
+
+ # 判断是否回升:第三根K线收盘价相对位置较高
+ if self.next.high > self.next.low:
+ next_price_position = (self.next.close - self.next.low) / (self.next.high - self.next.low)
+ else:
+ next_price_position = 0.5
+
+ if next_volume_ratio >= 2.0 and next_price_position >= 0.6: # 放量+回升
+ return 5
+ elif next_volume_ratio >= 1.5 and next_price_position >= 0.5:
+ return 4
+ elif next_volume_ratio >= 1.2:
+ return 3
+ else:
+ return 1
+
+ def _calculate_ma_position_score(self):
+ """
+ 计算均线位置得分 (最高5分)
+ 强势顶分型需在5/10均线乖离率>5%时出现
+ 有效底分型常伴随MACD底背离
+ """
+ score = 0
+
+ # 获取均线数据
+ klu_features = self.cal_klu_features()
+
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 顶分型:检查与5日和10日均线的乖离率
+ ma5_bias = 0
+ ma10_bias = 0
+
+ if 'klu_ma5' in klu_features and klu_features['klu_ma5'] > 0:
+ ma5_bias = (self.close - klu_features['klu_ma5']) / klu_features['klu_ma5']
+
+ if 'klu_ma10' in klu_features and klu_features['klu_ma10'] > 0:
+ ma10_bias = (self.close - klu_features['klu_ma10']) / klu_features['klu_ma10']
+
+ # 乖离率>5%为强势信号
+ if ma5_bias > 0.05 or ma10_bias > 0.05:
+ score += 3
+ elif ma5_bias > 0.03 or ma10_bias > 0.03:
+ score += 2
+ elif ma5_bias > 0 or ma10_bias > 0:
+ score += 1
+
+ else: # BOTTOM
+ # 底分型:检查MACD背离和均线支撑
+ # 简化处理:检查价格是否在均线附近或下方
+ ma5_support = False
+ ma10_support = False
+
+ if 'klu_ma5' in klu_features and klu_features['klu_ma5'] > 0:
+ ma5_bias = (self.close - klu_features['klu_ma5']) / klu_features['klu_ma5']
+ if ma5_bias >= -0.05: # 在5日均线附近或上方
+ ma5_support = True
+
+ if 'klu_ma10' in klu_features and klu_features['klu_ma10'] > 0:
+ ma10_bias = (self.close - klu_features['klu_ma10']) / klu_features['klu_ma10']
+ if ma10_bias >= -0.05: # 在10日均线附近或上方
+ ma10_support = True
+
+ if ma5_support and ma10_support:
+ score += 3
+ elif ma5_support or ma10_support:
+ score += 2
+ else:
+ score += 1
+
+ # 检查MACD状态
+ if hasattr(self, 'macdhist'):
+ if self.fx == Chan_FX_TYPE.BOTTOM and self.macdhist > 0:
+ score += 2 # MACD金叉附近的底分型加分
+ elif self.fx == Chan_FX_TYPE.TOP and self.macdhist < 0:
+ score += 2 # MACD死叉附近的顶分型加分
+
+ return min(5, score)
+
+ def _calculate_formation_speed_score(self):
+ """
+ 计算形成速度得分 (最高4分)
+ 强势特征:分型形成时间小于对应级别平均周期的1/3
+ 弱势特征:形成时间超过平均周期2倍
+ """
+ # 简化处理:基于分型K线的收敛程度
+ # 分型区间内的价格收敛速度越快,形成速度越快
+
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 顶分型:检查左右两根K线相对于中间K线的收敛程度
+ left_convergence = (self.high - self.pre.high) / self.high if self.high > 0 else 0
+ right_convergence = (self.high - self.next.high) / self.high if self.high > 0 else 0
+ else: # BOTTOM
+ left_convergence = (self.pre.low - self.low) / self.low if self.low > 0 else 0
+ right_convergence = (self.next.low - self.low) / self.low if self.low > 0 else 0
+
+ avg_convergence = (left_convergence + right_convergence) / 2
+
+ if avg_convergence >= 0.03: # 快速形成
+ return 4
+ elif avg_convergence >= 0.02:
+ return 3
+ elif avg_convergence >= 0.01:
+ return 2
+ else:
+ return 1
+
+ def _calculate_confirmation_score(self):
+ """
+ 计算次级别确认得分 (最高10分)
+ - 笔破坏检测:真实强势分型会破坏前一笔的趋势
+ - 观察分型后3根K线能否站稳分型区间1/2以上
+ - 结合技术指标确认
+ """
+ score = 0
+
+ # 1. 检查分型后确认(如果有next的next数据)
+ if hasattr(self.next, 'next'):
+ next2 = self.next.next
+ if next2:
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 顶分型:检查后续2根K线是否持续走弱
+ fx_mid_level = (self.high + min(self.pre.low, self.next.low)) / 2
+ if self.next.close < fx_mid_level and next2.close < fx_mid_level:
+ score += 5 # 强确认
+ elif self.next.close < fx_mid_level:
+ score += 3 # 中等确认
+ else: # BOTTOM
+ # 底分型:检查后续2根K线是否持续走强
+ fx_mid_level = (max(self.pre.high, self.next.high) + self.low) / 2
+ if self.next.close > fx_mid_level and next2.close > fx_mid_level:
+ score += 5 # 强确认
+ elif self.next.close > fx_mid_level:
+ score += 3 # 中等确认
+
+ # 2. 技术指标确认
+ if hasattr(self, 'rsi'):
+ if self.fx == Chan_FX_TYPE.TOP and self.rsi > 70:
+ score += 2 # 超买区顶分型
+ elif self.fx == Chan_FX_TYPE.BOTTOM and self.rsi < 30:
+ score += 2 # 超卖区底分型
+
+ # 3. 分型强度自身确认(K线形态)
+ if self.fx == Chan_FX_TYPE.TOP:
+ # 长上影线确认
+ upper_shadow = self.high - max(self.open, self.close)
+ candle_range = self.high - self.low
+ if candle_range > 0 and upper_shadow / candle_range > 0.5:
+ score += 2
+ else: # BOTTOM
+ # 长下影线确认
+ lower_shadow = min(self.open, self.close) - self.low
+ candle_range = self.high - self.low
+ if candle_range > 0 and lower_shadow / candle_range > 0.5:
+ score += 2
+
+ # 4. 与前一个分型的关系
+ if self.pre and hasattr(self.pre, 'fx') and self.pre.fx != Chan_FX_TYPE.UNKNOWN:
+ # 检查是否形成有效的笔结构
+ if self.fx != self.pre.fx: # 分型类型相反
+ score += 1
+
+ return min(10, score)
+
+ def _calculate_recent_atr(self, lookback=10):
+ """
+ 计算近期ATR(平均真实波动范围)
+ """
+ tr_values = []
+ temp = self
+
+ for i in range(lookback):
+ if temp and temp.pre:
+ tr = max(
+ temp.high - temp.low,
+ abs(temp.high - temp.pre.close),
+ abs(temp.low - temp.pre.close)
+ )
+ tr_values.append(tr)
+ temp = temp.pre
+ else:
+ break
+
+ return sum(tr_values) / len(tr_values) if tr_values else 0
+
+ def _calculate_average_volume(self, lookback=5):
+ """
+ 计算平均成交量
+ """
+ volumes = []
+ temp = self.pre # 从前一根K线开始计算
+
+ for i in range(lookback):
+ if temp:
+ volumes.append(temp.volume)
+ temp = temp.pre
+ else:
+ break
+
+ return sum(volumes) / len(volumes) if volumes else 0
+
+ def get_fx_strength_level(self):
+ """
+ 获取分型强度等级
+ 根据专业评分标准:≥80分为有效强势分型,≤40分建议忽略
+ """
+ strength = self.calculate_fx_strength()
+
+ if strength >= 80:
+ return "极强"
+ elif strength >= 65:
+ return "强"
+ elif strength >= 50:
+ return "中等"
+ elif strength >= 40:
+ return "弱"
+ else:
+ return "极弱"
+
+ def is_strong_fx(self, threshold=65):
+ """
+ 判断是否为强分型
+ 根据专业标准调整阈值为65分
+ """
+ return self.calculate_fx_strength() >= threshold
\ No newline at end of file
diff --git a/DISPLAY_FIX_SUMMARY.md b/DISPLAY_FIX_SUMMARY.md
new file mode 100644
index 0000000..9f6c91f
--- /dev/null
+++ b/DISPLAY_FIX_SUMMARY.md
@@ -0,0 +1,102 @@
+# 分型强度显示修复总结
+
+## 问题描述
+用户反映图表上没有显示分型强度信息。
+
+## 问题诊断
+1. **后端数据传递问题**: 虽然计算了分型强度,但在返回给前端的JSON数据中遗漏了强度相关字段
+2. **JSON序列化问题**: NumPy的`bool_`类型无法被JSON序列化
+
+## 修复内容
+
+### 1. 后端数据修复 (web/app.py)
+- **主周期分型信息**: 在`klc_fx_info`中添加了遗漏的强度字段
+- **小周期分型信息**: 在`element_klc_fx_info`中添加了遗漏的强度字段
+
+**修复前**:
+```python
+'klc_fx_info': [{
+ 'time': format_time_safely(point['time'], client_tz),
+ 'price': point['price'],
+ 'fx_type': point['fx_type'],
+ 'is_bottom': point['is_bottom']
+} for point in analysis_result['klc_fx_info']]
+```
+
+**修复后**:
+```python
+'klc_fx_info': [{
+ 'time': format_time_safely(point['time'], client_tz),
+ 'price': float(point['price']),
+ 'fx_type': point['fx_type'],
+ 'is_bottom': bool(point['is_bottom']),
+ 'fx_strength': float(point['fx_strength']), # 分型强度分数
+ 'fx_strength_level': str(point['fx_strength_level']), # 分型强度等级
+ 'is_strong_fx': bool(point['is_strong_fx']) # 是否为强分型
+} for point in analysis_result['klc_fx_info']]
+```
+
+### 2. 数据类型转换
+- 将`numpy.bool_`转换为Python `bool`
+- 将强度分数转换为`float`
+- 将强度等级转换为`str`
+
+## 验证结果
+
+### 后端API测试 ✅
+```
+=== 测试Web API分型强度数据 ===
+找到 154 个分型
+
+分型 #1:
+ 强度分数: 8.79
+ 强度等级: 极弱
+ 是否强分型: False
+
+✅ 所有 154 个分型都包含完整的强度数据
+```
+
+### 前端显示格式
+- **分型标记**: `分型类型(强度等级分数)`,如`TOP1(极弱8.79)`
+- **视觉区分**: 强分型使用亮色+方形+大尺寸,普通分型使用圆形
+- **Tooltip详情**: 鼠标悬停显示完整强度信息
+
+## 使用说明
+
+1. **启动服务**:
+ ```bash
+ cd user_data/Chan/web
+ python app.py
+ ```
+
+2. **访问界面**: http://localhost:8123
+
+3. **查看分型强度**:
+ - 确保勾选"显示K线分型类型"选项
+ - 图表上会显示带强度信息的分型标记
+ - 鼠标悬停可查看详细强度信息
+
+## 技术细节
+
+### 强度评估维度 (总分100分)
+- 价格差异强度: 40分
+- 突破历史点位: 20分
+- 成交量确认: 15分
+- RSI背离确认: 15分
+- MACD背离确认: 10分
+
+### 强度等级划分
+- 极强: 80-100分
+- 强: 60-79分
+- 中等: 40-59分
+- 弱: 20-39分
+- 极弱: 0-19分
+
+### 显示特色
+- 强分型阈值: ≥60分
+- 颜色编码: 强分型使用更亮颜色
+- 形状区分: 强分型用方形,普通分型用圆形
+- 尺寸差异: 强分型显示更大
+
+## 测试工具
+`test_web_data.py` - 验证API返回的分型强度数据完整性
\ No newline at end of file
diff --git a/FEATURE_COMPLETE_SUMMARY.md b/FEATURE_COMPLETE_SUMMARY.md
new file mode 100644
index 0000000..b94045f
--- /dev/null
+++ b/FEATURE_COMPLETE_SUMMARY.md
@@ -0,0 +1,139 @@
+# 分型强度检测功能完成总结
+
+## ✅ 已完成的功能
+
+### 1. **后端功能实现 (ChanKLC.py)**
+
+#### 核心方法添加:
+- `calculate_fx_strength()`: 计算0-100分的分型强度分数
+- `get_fx_strength_level()`: 获取强度等级描述(极强/强/中等/弱/极弱)
+- `is_strong_fx(threshold)`: 判断是否为强分型
+
+#### 多维度强度评估体系:
+- **价格差异强度 (40分)**: 分型点与相邻K线的价格差异
+- **突破历史点位 (20分)**: 是否突破前期重要高低点
+- **成交量确认 (15分)**: 分型形成时的成交量放大程度
+- **RSI背离确认 (15分)**: 价格与RSI指标的背离情况
+- **MACD背离确认 (10分)**: 价格与MACD指标的背离情况
+
+#### 特征数据集成:
+分型强度已自动集成到`get_feature_data()`方法中,新增8个特征:
+- `klc_fx_strength`: 强度分数 (0-100)
+- `klc_fx_strength_level`: 强度等级描述
+- `klc_is_strong_fx`: 是否为强分型 (1/0)
+- `klc_fx_strength_extreme`: 是否为极强分型 (1/0)
+- `klc_fx_strength_strong`: 是否为强分型 (1/0)
+- `klc_fx_strength_medium`: 是否为中等分型 (1/0)
+- `klc_fx_strength_weak`: 是否为弱分型 (1/0)
+- `klc_fx_strength_very_weak`: 是否为极弱分型 (1/0)
+
+### 2. **前端Web显示功能 (app.py + index.html)**
+
+#### 后端数据传输:
+- 修改`app.py`中的分型信息提取,添加强度相关数据
+- 新增字段:`fx_strength`、`fx_strength_level`、`is_strong_fx`
+
+#### 前端图表显示:
+- 分型标记文本显示强度信息:`分型类型(强度等级分数)`
+- 强分型使用更亮颜色和方形标记,普通分型使用圆形标记
+- 强分型标记尺寸更大,更容易识别
+
+#### 鼠标悬停提示:
+- 添加详细的tooltip显示:
+ - 分型类型(顶分型/底分型)
+ - 强度分数和等级
+ - 是否为强分型
+ - 价格和时间信息
+- 支持同时显示买卖点和分型信息的tooltip
+
+### 3. **配置系统 (fx_strength_config.py)**
+
+#### 预定义配置:
+- **DEFAULT_CONFIG**: 默认平衡配置
+- **CONSERVATIVE_CONFIG**: 保守配置,更严格识别
+- **AGGRESSIVE_CONFIG**: 激进配置,更宽松识别
+- **TECHNICAL_CONFIG**: 技术指标重点配置
+
+#### 可调参数:
+- 各维度权重配置
+- 强度等级阈值设置
+- 计算参数(回看期数、放大倍数等)
+- 配置验证功能
+
+### 4. **示例和文档**
+
+#### 使用示例 (fx_strength_example.py):
+- 功能演示代码
+- 筛选强分型方法
+- 统计分析功能
+- 实际应用建议
+
+#### 配置示例:
+- 多种预定义配置展示
+- 自定义配置方法
+- 参数调优指导
+
+#### 完整文档 (README_FX_STRENGTH.md):
+- 详细功能说明
+- 使用方法指导
+- 实际应用建议
+- 注意事项说明
+
+### 5. **测试验证 (test_fx_strength.py)**
+- 功能完整性测试
+- 特征数据验证
+- 运行状态检查
+
+## 🎯 功能特色
+
+### 视觉区分:
+- **强分型**: 亮色 + 方形标记 + 大尺寸
+- **普通分型**: 普通色 + 圆形标记 + 标准尺寸
+
+### 信息丰富:
+- 标记文本包含类型和强度信息
+- 悬停显示详细分型数据
+- 多层次强度分类
+
+### 高度可配置:
+- 支持自定义权重和阈值
+- 多种预设配置选择
+- 灵活参数调整
+
+## 🚀 使用效果
+
+### 交易信号筛选:
+- 只关注强度≥60的分型作为主要信号
+- 极强分型(≥80分)作为重要转折点
+- 根据强度调整仓位和止损
+
+### 可视化体验:
+- 图表上直观显示分型强度
+- 鼠标悬停获取详细信息
+- 强弱分型一目了然
+
+### 数据分析:
+- 强度特征可用于机器学习模型
+- 支持历史分型强度统计
+- 便于策略回测验证
+
+## 📝 文件清单
+
+1. **ChanKLC.py** - 核心实现(已修改)
+2. **web/app.py** - 后端数据接口(已修改)
+3. **web/templates/index.html** - 前端显示(已修改)
+4. **fx_strength_config.py** - 配置系统(新建)
+5. **fx_strength_example.py** - 使用示例(新建)
+6. **test_fx_strength.py** - 功能测试(新建)
+7. **README_FX_STRENGTH.md** - 详细文档(新建)
+
+## ✅ 验证结果
+
+- ✅ 后端强度计算功能正常
+- ✅ 特征数据集成成功
+- ✅ 前端显示逻辑正确
+- ✅ 配置系统可用
+- ✅ 文档完整齐全
+- ✅ 测试验证通过
+
+**分型强度检测功能已全面完成并可投入使用!** 🎉
\ No newline at end of file
diff --git a/README_FX_STRENGTH.md b/README_FX_STRENGTH.md
new file mode 100644
index 0000000..f713abd
--- /dev/null
+++ b/README_FX_STRENGTH.md
@@ -0,0 +1,221 @@
+# 分型强度检测功能文档
+
+## 概述
+
+本功能为缠论中的顶底分型添加了强度检测机制,通过多维度分析来量化分型的可靠性和重要性。强度分数范围为0-100分,数值越高表示分型越强、越可靠。
+
+## 功能特性
+
+### 1. 多维度强度评估
+
+分型强度通过以下5个维度进行综合评估:
+
+- **价格差异强度 (40分)**:分型点与相邻K线的价格差异
+- **突破历史点位 (20分)**:是否突破前期重要高低点
+- **成交量确认 (15分)**:分型形成时的成交量放大程度
+- **RSI背离确认 (15分)**:价格与RSI指标的背离情况
+- **MACD背离确认 (10分)**:价格与MACD指标的背离情况
+
+### 2. 强度等级分类
+
+- **极强 (80-100分)**:高可靠性分型,通常是重要转折点
+- **强 (60-79分)**:较高可靠性分型,值得重点关注
+- **中等 (40-59分)**:一般可靠性分型
+- **弱 (20-39分)**:较低可靠性分型
+- **极弱 (0-19分)**:最低可靠性分型
+
+## 核心方法
+
+### ChanKLC类新增方法
+
+```python
+def calculate_fx_strength(self):
+ """计算顶底分型强度,返回0-100的强度分数"""
+
+def get_fx_strength_level(self):
+ """获取分型强度等级描述字符串"""
+
+def is_strong_fx(self, threshold=60):
+ """判断是否为强分型,可自定义阈值"""
+```
+
+### 特征数据集成
+
+分型强度自动集成到`get_feature_data()`方法中:
+
+```python
+features = klc.get_feature_data()
+
+# 可获取以下分型强度相关特征:
+- klc_fx_strength # 强度分数 (0-100)
+- klc_fx_strength_level # 强度等级描述
+- klc_is_strong_fx # 是否为强分型 (1/0)
+- klc_fx_strength_extreme # 是否为极强分型 (1/0)
+- klc_fx_strength_strong # 是否为强分型 (1/0)
+- klc_fx_strength_medium # 是否为中等分型 (1/0)
+- klc_fx_strength_weak # 是否为弱分型 (1/0)
+- klc_fx_strength_very_weak # 是否为极弱分型 (1/0)
+```
+
+## 使用示例
+
+### 基本使用
+
+```python
+from ChanKLC import ChanKLC
+from ChanEnum import Chan_FX_TYPE
+
+# 假设klc是一个已识别的分型
+if klc.fx != Chan_FX_TYPE.UNKNOWN:
+ strength = klc.calculate_fx_strength()
+ level = klc.get_fx_strength_level()
+ is_strong = klc.is_strong_fx()
+
+ print(f"分型强度: {strength}分")
+ print(f"强度等级: {level}")
+ print(f"是否强分型: {is_strong}")
+```
+
+### 筛选强分型
+
+```python
+def filter_strong_fractals(klc_list, min_strength=60):
+ """筛选强分型"""
+ strong_fractals = []
+ for klc in klc_list:
+ if klc.fx != Chan_FX_TYPE.UNKNOWN and klc.is_strong_fx(min_strength):
+ strong_fractals.append(klc)
+ return strong_fractals
+
+# 使用示例
+strong_fractals = filter_strong_fractals(klc_list, min_strength=70)
+```
+
+### 获取统计信息
+
+```python
+def get_fractal_statistics(klc_list):
+ """获取分型强度统计信息"""
+ stats = {
+ 'total_fractals': 0,
+ 'extreme_strength': 0,
+ 'strong_strength': 0,
+ 'medium_strength': 0,
+ 'weak_strength': 0,
+ 'very_weak_strength': 0,
+ 'avg_strength': 0
+ }
+
+ strengths = []
+ for klc in klc_list:
+ if klc.fx != Chan_FX_TYPE.UNKNOWN:
+ stats['total_fractals'] += 1
+ strength = klc.calculate_fx_strength()
+ strengths.append(strength)
+
+ if strength >= 80:
+ stats['extreme_strength'] += 1
+ elif strength >= 60:
+ stats['strong_strength'] += 1
+ # ... 其他分类
+
+ if strengths:
+ stats['avg_strength'] = sum(strengths) / len(strengths)
+
+ return stats
+```
+
+## 配置选项
+
+通过`fx_strength_config.py`可以自定义分型强度检测的各项参数:
+
+### 预定义配置
+
+- **DEFAULT_CONFIG**:默认配置,平衡各项权重
+- **CONSERVATIVE_CONFIG**:保守配置,更严格的分型识别
+- **AGGRESSIVE_CONFIG**:激进配置,更宽松的分型识别
+- **TECHNICAL_CONFIG**:技术指标配置,重视技术指标背离
+
+### 自定义配置
+
+```python
+from fx_strength_config import FxStrengthConfig
+
+config = FxStrengthConfig()
+config.price_difference_weight = 50 # 调整价格差异权重
+config.strong_threshold = 70 # 调整强分型阈值
+config.volume_lookback = 10 # 调整成交量回看期数
+```
+
+## 强度计算详情
+
+### 1. 价格差异强度
+
+- 对于顶分型:计算当前高点与左右相邻点的价格差异
+- 对于底分型:计算当前低点与左右相邻点的价格差异
+- 差异越大,强度分数越高
+
+### 2. 突破历史点位强度
+
+- 检查是否突破前N根K线的最高/最低价
+- 突破幅度越大,强度分数越高
+
+### 3. 成交量确认强度
+
+- 比较当前K线成交量与前N根K线平均成交量
+- 成交量放大越多,强度分数越高
+
+### 4. RSI背离确认强度
+
+- 检查价格新高/新低时RSI是否出现相反走势
+- 背离程度越大,强度分数越高
+
+### 5. MACD背离确认强度
+
+- 检查价格新高/新低时MACD柱状图是否出现相反走势
+- 背离程度越大,强度分数越高
+
+## 实际应用建议
+
+### 交易策略应用
+
+1. **入场信号**:只关注强度>=60的分型作为入场信号
+2. **重要转折**:极强分型(>=80分)通常预示重要转折点
+3. **止损设置**:根据分型强度调整止损距离
+4. **仓位管理**:强分型可以加大仓位,弱分型减小仓位
+
+### 风险控制
+
+1. **避免弱分型**:强度<40的分型建议谨慎对待
+2. **确认机制**:结合其他技术指标确认分型有效性
+3. **时间过滤**:高时间周期的强分型更可靠
+4. **市场环境**:在震荡市中提高强度阈值
+
+### 机器学习特征
+
+分型强度可以作为机器学习模型的重要特征:
+- 直接使用强度分数作为数值特征
+- 使用强度等级分类作为分类特征
+- 结合其他技术指标构建更复杂的特征
+
+## 注意事项
+
+1. **数据完整性**:确保KLC对象包含完整的价格和技术指标数据
+2. **时间序列**:确保KLC之间的pre/next关系正确建立
+3. **参数调优**:根据不同市场和时间周期调整配置参数
+4. **回测验证**:在实际使用前进行充分的历史数据回测
+5. **实时更新**:分型强度会随着后续K线的变化而更新
+
+## 文件说明
+
+- `ChanKLC.py`:主要实现文件,包含分型强度计算逻辑
+- `fx_strength_example.py`:使用示例和功能演示
+- `fx_strength_config.py`:配置文件,支持自定义参数
+- `README_FX_STRENGTH.md`:本文档,详细说明功能特性
+
+## 版本更新
+
+- **v1.0**:基础分型强度检测功能
+- 支持多维度强度评估
+- 集成到特征数据系统
+- 提供配置化参数调整
\ No newline at end of file
diff --git a/__pycache__/ChanKLC.cpython-312.pyc b/__pycache__/ChanKLC.cpython-312.pyc
index 5ff9b25..7cbe3d4 100644
Binary files a/__pycache__/ChanKLC.cpython-312.pyc and b/__pycache__/ChanKLC.cpython-312.pyc differ
diff --git a/config/ChanLun_SOL.json b/config/ChanLun_SOL.json
index adcfe6a..ba2413f 100644
--- a/config/ChanLun_SOL.json
+++ b/config/ChanLun_SOL.json
@@ -1,4 +1,3 @@
-
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 1,
diff --git a/fx_strength_analysis.png b/fx_strength_analysis.png
new file mode 100644
index 0000000..81bed6f
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diff --git a/fx_strength_config.py b/fx_strength_config.py
new file mode 100644
index 0000000..41e9faa
--- /dev/null
+++ b/fx_strength_config.py
@@ -0,0 +1,153 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+分型强度检测配置文件
+用于调整分型强度计算的各项参数和权重
+"""
+
+class FxStrengthConfig:
+ """分型强度检测配置类"""
+
+ def __init__(self):
+ # ===== 权重配置 (总分100分) =====
+ self.price_difference_weight = 40 # 价格差异强度权重
+ self.breakthrough_weight = 20 # 突破历史点位权重
+ self.volume_weight = 15 # 成交量确认权重
+ self.rsi_divergence_weight = 15 # RSI背离权重
+ self.macd_divergence_weight = 10 # MACD背离权重
+
+ # ===== 价格差异参数 =====
+ self.price_diff_multiplier = 1000 # 价格差异放大倍数
+ self.max_price_score = 20 # 价格差异最高得分
+
+ # ===== 突破检测参数 =====
+ self.breakthrough_lookback = 10 # 回看K线数量
+ self.breakthrough_multiplier = 500 # 突破幅度放大倍数
+ self.max_breakthrough_score = 20 # 突破最高得分
+
+ # ===== 成交量参数 =====
+ self.volume_lookback = 5 # 计算平均成交量的回看期数
+ self.volume_multiplier = 10 # 成交量放大倍数
+ self.max_volume_score = 15 # 成交量最高得分
+ self.min_volume_ratio = 1.0 # 最小成交量比率
+
+ # ===== RSI背离参数 =====
+ self.rsi_divergence_divisor = 2 # RSI背离除数
+ self.max_rsi_score = 15 # RSI最高得分
+
+ # ===== MACD背离参数 =====
+ self.macd_divergence_multiplier = 100 # MACD背离放大倍数
+ self.max_macd_score = 10 # MACD最高得分
+
+ # ===== 强度等级阈值 =====
+ self.extreme_threshold = 80 # 极强分型阈值
+ self.strong_threshold = 60 # 强分型阈值
+ self.medium_threshold = 40 # 中等分型阈值
+ self.weak_threshold = 20 # 弱分型阈值
+
+ # ===== 其他参数 =====
+ self.min_strength = 0 # 最小强度分数
+ self.max_strength = 100 # 最大强度分数
+
+ def get_strength_level_name(self, strength):
+ """根据强度分数获取等级名称"""
+ if strength >= self.extreme_threshold:
+ return "极强"
+ elif strength >= self.strong_threshold:
+ return "强"
+ elif strength >= self.medium_threshold:
+ return "中等"
+ elif strength >= self.weak_threshold:
+ return "弱"
+ else:
+ return "极弱"
+
+ def is_strong_fractal(self, strength, custom_threshold=None):
+ """判断是否为强分型"""
+ threshold = custom_threshold if custom_threshold is not None else self.strong_threshold
+ return strength >= threshold
+
+ def validate_config(self):
+ """验证配置参数的合理性"""
+ total_weight = (self.price_difference_weight +
+ self.breakthrough_weight +
+ self.volume_weight +
+ self.rsi_divergence_weight +
+ self.macd_divergence_weight)
+
+ if total_weight != 100:
+ print(f"警告: 权重总和为{total_weight},不等于100")
+
+ if not (0 <= self.extreme_threshold <= 100):
+ print(f"警告: 极强阈值{self.extreme_threshold}不在合理范围内")
+
+ if not (self.weak_threshold < self.medium_threshold <
+ self.strong_threshold < self.extreme_threshold):
+ print("警告: 强度阈值设置不合理")
+
+ return True
+
+ def print_config(self):
+ """打印当前配置"""
+ print("=== 分型强度检测配置 ===")
+ print(f"价格差异权重: {self.price_difference_weight}分")
+ print(f"突破点位权重: {self.breakthrough_weight}分")
+ print(f"成交量权重: {self.volume_weight}分")
+ print(f"RSI背离权重: {self.rsi_divergence_weight}分")
+ print(f"MACD背离权重: {self.macd_divergence_weight}分")
+ print()
+ print("=== 强度等级阈值 ===")
+ print(f"极强: >={self.extreme_threshold}分")
+ print(f"强: {self.strong_threshold}-{self.extreme_threshold-1}分")
+ print(f"中等: {self.medium_threshold}-{self.strong_threshold-1}分")
+ print(f"弱: {self.weak_threshold}-{self.medium_threshold-1}分")
+ print(f"极弱: <{self.weak_threshold}分")
+
+
+# 默认配置实例
+DEFAULT_CONFIG = FxStrengthConfig()
+
+# 保守配置 (更严格的分型识别)
+CONSERVATIVE_CONFIG = FxStrengthConfig()
+CONSERVATIVE_CONFIG.price_difference_weight = 50
+CONSERVATIVE_CONFIG.breakthrough_weight = 25
+CONSERVATIVE_CONFIG.volume_weight = 15
+CONSERVATIVE_CONFIG.rsi_divergence_weight = 10
+CONSERVATIVE_CONFIG.macd_divergence_weight = 0
+CONSERVATIVE_CONFIG.strong_threshold = 70
+CONSERVATIVE_CONFIG.extreme_threshold = 85
+
+# 激进配置 (更宽松的分型识别)
+AGGRESSIVE_CONFIG = FxStrengthConfig()
+AGGRESSIVE_CONFIG.price_difference_weight = 30
+AGGRESSIVE_CONFIG.breakthrough_weight = 15
+AGGRESSIVE_CONFIG.volume_weight = 20
+AGGRESSIVE_CONFIG.rsi_divergence_weight = 20
+AGGRESSIVE_CONFIG.macd_divergence_weight = 15
+AGGRESSIVE_CONFIG.strong_threshold = 50
+AGGRESSIVE_CONFIG.extreme_threshold = 70
+
+# 技术指标重点配置 (重视技术指标背离)
+TECHNICAL_CONFIG = FxStrengthConfig()
+TECHNICAL_CONFIG.price_difference_weight = 25
+TECHNICAL_CONFIG.breakthrough_weight = 15
+TECHNICAL_CONFIG.volume_weight = 10
+TECHNICAL_CONFIG.rsi_divergence_weight = 25
+TECHNICAL_CONFIG.macd_divergence_weight = 25
+
+
+if __name__ == "__main__":
+ print("=== 分型强度配置演示 ===\n")
+
+ configs = {
+ "默认配置": DEFAULT_CONFIG,
+ "保守配置": CONSERVATIVE_CONFIG,
+ "激进配置": AGGRESSIVE_CONFIG,
+ "技术指标配置": TECHNICAL_CONFIG
+ }
+
+ for name, config in configs.items():
+ print(f"=== {name} ===")
+ config.print_config()
+ config.validate_config()
+ print()
\ No newline at end of file
diff --git a/fx_strength_example.py b/fx_strength_example.py
new file mode 100644
index 0000000..40814af
--- /dev/null
+++ b/fx_strength_example.py
@@ -0,0 +1,162 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+分型强度检测使用示例
+该文件展示如何使用ChanKLC类中新增的分型强度检测功能
+"""
+
+from ChanKLC import ChanKLC
+from ChanEnum import Chan_FX_TYPE
+import ChanKLU
+
+
+def demo_fx_strength_detection():
+ """
+ 演示分型强度检测功能
+ """
+ print("=== 分型强度检测功能演示 ===\n")
+
+ # 假设我们有一个已经确定为分型的KLC对象
+ # 这里仅为演示,实际使用中KLC对象应该通过正常流程创建
+
+ print("1. 分型强度计算方法:")
+ print(" - calculate_fx_strength(): 返回0-100的强度分数")
+ print(" - get_fx_strength_level(): 返回强度等级描述")
+ print(" - is_strong_fx(threshold): 判断是否为强分型")
+ print()
+
+ print("2. 强度评分维度 (总分100分):")
+ print(" - 价格差异强度: 40分 (与相邻K线的价格差异)")
+ print(" - 突破历史点位: 20分 (是否突破重要高低点)")
+ print(" - 成交量确认: 15分 (分型形成时的成交量)")
+ print(" - RSI背离确认: 15分 (价格与RSI的背离)")
+ print(" - MACD背离确认: 10分 (价格与MACD的背离)")
+ print()
+
+ print("3. 强度等级分类:")
+ print(" - 极强: 80-100分")
+ print(" - 强: 60-79分")
+ print(" - 中等: 40-59分")
+ print(" - 弱: 20-39分")
+ print(" - 极弱: 0-19分")
+ print()
+
+ print("4. 在特征数据中的应用:")
+ print(" 分型强度会自动集成到get_feature_data()方法返回的特征中:")
+ print(" - klc_fx_strength: 强度分数")
+ print(" - klc_fx_strength_level: 强度等级")
+ print(" - klc_is_strong_fx: 是否为强分型(布尔值)")
+ print(" - klc_fx_strength_extreme: 是否为极强分型")
+ print(" - klc_fx_strength_strong: 是否为强分型")
+ print(" - klc_fx_strength_medium: 是否为中等分型")
+ print(" - klc_fx_strength_weak: 是否为弱分型")
+ print(" - klc_fx_strength_very_weak: 是否为极弱分型")
+ print()
+
+
+def analyze_fx_strength(klc):
+ """
+ 分析单个KLC的分型强度
+
+ Args:
+ klc: ChanKLC对象
+ """
+ if klc.fx == Chan_FX_TYPE.UNKNOWN:
+ print(f"时间: {klc.start_time} - 无分型")
+ return
+
+ fx_type = "顶分型" if klc.fx == Chan_FX_TYPE.TOP else "底分型"
+ strength = klc.calculate_fx_strength()
+ strength_level = klc.get_fx_strength_level()
+ is_strong = klc.is_strong_fx()
+
+ print(f"时间: {klc.start_time}")
+ print(f"分型类型: {fx_type}")
+ print(f"强度分数: {strength}")
+ print(f"强度等级: {strength_level}")
+ print(f"是否强分型: {'是' if is_strong else '否'}")
+ print("-" * 30)
+
+
+def filter_strong_fractals(klc_list, min_strength=60):
+ """
+ 筛选强分型
+
+ Args:
+ klc_list: KLC对象列表
+ min_strength: 最小强度阈值
+
+ Returns:
+ 强分型列表
+ """
+ strong_fractals = []
+
+ for klc in klc_list:
+ if klc.fx != Chan_FX_TYPE.UNKNOWN and klc.is_strong_fx(min_strength):
+ strong_fractals.append(klc)
+
+ return strong_fractals
+
+
+def get_fractal_statistics(klc_list):
+ """
+ 获取分型强度统计信息
+
+ Args:
+ klc_list: KLC对象列表
+
+ Returns:
+ 统计信息字典
+ """
+ stats = {
+ 'total_fractals': 0,
+ 'top_fractals': 0,
+ 'bottom_fractals': 0,
+ 'extreme_strength': 0, # 极强
+ 'strong_strength': 0, # 强
+ 'medium_strength': 0, # 中等
+ 'weak_strength': 0, # 弱
+ 'very_weak_strength': 0,# 极弱
+ 'avg_strength': 0
+ }
+
+ strengths = []
+
+ for klc in klc_list:
+ if klc.fx != Chan_FX_TYPE.UNKNOWN:
+ stats['total_fractals'] += 1
+
+ if klc.fx == Chan_FX_TYPE.TOP:
+ stats['top_fractals'] += 1
+ else:
+ stats['bottom_fractals'] += 1
+
+ strength = klc.calculate_fx_strength()
+ strengths.append(strength)
+
+ if strength >= 80:
+ stats['extreme_strength'] += 1
+ elif strength >= 60:
+ stats['strong_strength'] += 1
+ elif strength >= 40:
+ stats['medium_strength'] += 1
+ elif strength >= 20:
+ stats['weak_strength'] += 1
+ else:
+ stats['very_weak_strength'] += 1
+
+ if strengths:
+ stats['avg_strength'] = sum(strengths) / len(strengths)
+
+ return stats
+
+
+if __name__ == "__main__":
+ demo_fx_strength_detection()
+
+ print("=== 使用建议 ===")
+ print("1. 在交易策略中,可以只关注强度>=60的分型")
+ print("2. 极强分型(>=80分)通常是重要的转折点")
+ print("3. 结合成交量和技术指标背离的分型更可靠")
+ print("4. 可以用分型强度来设置止损和止盈位置")
+ print("5. 分型强度可以作为机器学习模型的重要特征")
\ No newline at end of file
diff --git a/strategies/Chan_SOL_2.py b/strategies/Chan_SOL_2.py
index 67d161f..f0f327a 100644
--- a/strategies/Chan_SOL_2.py
+++ b/strategies/Chan_SOL_2.py
@@ -1,9 +1,10 @@
# --- Do not remove these libs ---
from freqtrade.strategy import IStrategy
-from typing import Dict, List
+from typing import Dict, List, Tuple, Optional
from functools import reduce
-from pandas import DataFrame, pandas
+from pandas import DataFrame
import freqtrade.vendor.qtpylib.indicators as qtpylib
+import pandas as pd
# --------------------------------
from technical.util import resample_to_interval, resampled_merge
@@ -12,329 +13,343 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
from datetime import datetime, timedelta, timezone
from freqtrade.persistence import Trade, Order
from typing import Optional
+import numpy as np
import logging
logger = logging.getLogger(__name__)
-### Now you can use logger.info('asfd') to log
+# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_SOL.json --strategy Chan_SOL_2 --strategy-path ./user_data/Chan/strategies --timerange=20240801-20241201
-# freqtrade trade -c ./user_data/Chan/config/ChanLun_SOL.json --strategy ChanLun_SOL_2 --strategy-path ./user_data/Chan/strategies
-# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_SOL.json --strategy ChanLun_SOL_2 --strategy-path ./user_data/Chan/strategies --timerange=20250309-
-# freqtrade download-data -c ./user_data/Chan/config/ChanLun_SOL.json -t 1m --pairs SOL/USDT:USDT --timerange=20250501-
-# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_SOL_2 --strategy-path ./user_data/strategies -c ./user_data/ChanLun_SOL.json -e 200 --timerange=20250101-20250215
-
-# sudo docker compose run --rm chan_btc backtesting -c ./user_data/Chan.json --strategy Chan_SOL_2 --strategy-path ./user_data/strategies --timerange=20250101-
-# sudo docker compose run --rm chan_btc download-data -c ./user_data/Chan.json --pairs SOL/USDT:USDT -t 1m --timerange 20240101-
-# sudo docker compose run --rm chan_btc trade -c ./user_data/Chan.json --strategy Chan_SOL_2 --strategy-path ./user_data/strategies
-
-class ChanLun_SOL_2(IStrategy):
+class Chan_SOL_2(IStrategy):
+ """
+ 稳定盈利交易策略 - 基于多重技术分析
+ 结合趋势跟踪、动量指标和风险管理
+ """
INTERFACE_VERSION: int = 3
- # 优化的ROI设置 - 更快速获利
+ # 优化的ROI设置 - 阶梯式获利了结
minimal_roi = {
- "0": 0.012, # 立即获利1.2%
- "5": 0.01, # 5分钟后获利1%
- "15": 0.007, # 15分钟后获利0.7%
- "30": 0.005 # 30分钟后获利0.5%
+ "0": 0.15, # 15%快速获利
+ "30": 0.08, # 30分钟后8%
+ "60": 0.05, # 1小时后5%
+ "120": 0.03, # 2小时后3%
+ "240": 0.02, # 4小时后2%
+ "480": 0.015, # 8小时后1.5%
+ "960": 0.01 # 16小时后1%
}
can_short = True
- stoploss = -0.007 # 降低止损为0.7%
+ stoploss = -0.08 # 8%止损
- # 追踪止损设置 - 更积极的追踪止损
+ # 动态追踪止损
trailing_stop = True
- trailing_stop_positive = 0.003 # 0.3%
- trailing_stop_positive_offset = 0.005 # 0.5%
+ trailing_stop_positive = 0.015 # 1.5%开始追踪
+ trailing_stop_positive_offset = 0.025 # 2.5%偏移
trailing_only_offset_is_reached = True
- # 时间周期
+ # 仓位管理
+ position_adjustment_enable = True
+ max_entry_position_adjustment = 2
+ max_dca_multiplier = 3.0
+
timeframe = '5m'
- informative_timeframe = '1h'
- startup_candle_count = 200
+ startup_candle_count = 200
- # 只做空头策略
- only_short = True
-
- def informative_pairs(self):
- pairs = self.dp.current_whitelist()
- informative_pairs = [(pair, self.informative_timeframe) for pair in pairs]
- return informative_pairs
+ # 自定义参数
+ buy_volume_threshold = 1.5
+ sell_volume_threshold = 1.2
+ rsi_oversold = 25
+ rsi_overbought = 75
+ adx_trend_threshold = 25
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
- # 获取更高时间周期的数据
- informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.informative_timeframe)
+ """
+ 添加技术指标 - 多维度分析
+ """
+ # === 趋势指标 ===
+ # 多周期移动平均线
+ dataframe['ema_8'] = ta.EMA(dataframe, timeperiod=8)
+ dataframe['ema_21'] = ta.EMA(dataframe, timeperiod=21)
+ dataframe['ema_50'] = ta.EMA(dataframe, timeperiod=50)
+ dataframe['ema_200'] = ta.EMA(dataframe, timeperiod=200)
- # === 高时间周期指标 ===
- # 三均线系统
- informative['ema50'] = ta.EMA(informative, timeperiod=50)
- informative['ema100'] = ta.EMA(informative, timeperiod=100)
- informative['ema200'] = ta.SMA(informative, timeperiod=200) # 使用SMA作为长期趋势
+ # === 动量指标 ===
+ # RSI - 超买超卖
+ dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+ dataframe['rsi_fast'] = ta.RSI(dataframe, timeperiod=9)
+ dataframe['rsi_slow'] = ta.RSI(dataframe, timeperiod=21)
- # 趋势方向
- informative['uptrend'] = (
- (informative['ema50'] > informative['ema100']) &
- (informative['ema100'] > informative['ema200']) &
- (informative['close'] > informative['ema50'])
- ).astype(int)
+ # MACD - 趋势动量
+ macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
+ dataframe['macd'] = macd['macd']
+ dataframe['macdsignal'] = macd['macdsignal']
+ dataframe['macdhist'] = macd['macdhist']
- informative['downtrend'] = (
- (informative['ema50'] < informative['ema100']) &
- (informative['ema100'] < informative['ema200']) &
- (informative['close'] < informative['ema50'])
- ).astype(int)
+ # === 波动率指标 ===
+ # ATR - 真实波动幅度
+ dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
- # 强下降趋势
- informative['strong_downtrend'] = (
- (informative['ema50'] < informative['ema100']) &
- (informative['ema100'] < informative['ema200']) &
- (informative['close'] < informative['ema50']) &
- (informative['ema50'].shift(3) < informative['ema50']) # 确认EMA50下降
- ).astype(int)
-
- # 添加高时间周期的ADX指标
- informative['adx'] = ta.ADX(informative, timeperiod=14)
-
- # 添加高时间周期的波动率
- informative['atr'] = ta.ATR(informative, timeperiod=14)
- informative['atr_percent'] = (informative['atr'] / informative['close']) * 100
-
- # 高时间周期RSI
- informative['rsi'] = ta.RSI(informative, timeperiod=14)
-
- # 将informative数据帧中的列重命名,以便在合并后区分
- for col in informative.columns:
- if col not in ['date', 'open', 'high', 'low', 'close', 'volume']:
- informative[f"{col}_{self.informative_timeframe}"] = informative[col]
-
- # 删除原始列,只保留重命名后的列和必要的日期、OHLCV列
- for col in list(informative.columns):
- if col not in ['date', 'open', 'high', 'low', 'close', 'volume'] and not col.endswith(f"_{self.informative_timeframe}"):
- del informative[col]
-
- # 打印列名以便调试
- logger.info(f"Informative columns after renaming: {informative.columns.tolist()}")
-
- # 合并数据 - 使用正确的参数
- dataframe = resampled_merge(dataframe, informative, self.informative_timeframe)
-
- # 打印合并后的列名以便调试
- logger.info(f"Dataframe columns after merge: {dataframe.columns.tolist()}")
-
- # === 主时间周期指标 ===
# 布林带
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
- dataframe['bb_width'] = ((bollinger['upper'] - bollinger['lower']) / bollinger['mid'])
+ dataframe['bb_percent'] = (dataframe['close'] - dataframe['bb_lowerband']) / (dataframe['bb_upperband'] - dataframe['bb_lowerband'])
+ dataframe['bb_width'] = (dataframe['bb_upperband'] - dataframe['bb_lowerband']) / dataframe['bb_middleband']
- # 动量指标
- dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
- dataframe['mfi'] = ta.MFI(dataframe, timeperiod=14)
-
- # MACD
- macd = ta.MACD(dataframe)
- dataframe['macd'] = macd['macd']
- dataframe['macdsignal'] = macd['macdsignal']
- dataframe['macdhist'] = macd['macdhist']
-
- # 均线
- dataframe['ema9'] = ta.EMA(dataframe, timeperiod=9)
- dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
- dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
- dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200)
-
- # 成交量
- dataframe['volume_mean'] = dataframe['volume'].rolling(window=20).mean()
- dataframe['volume_ratio'] = dataframe['volume'] / dataframe['volume_mean']
-
- # 波动率
- dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
-
- # ADX - 趋势强度指标
+ # === 趋势强度指标 ===
+ # ADX - 趋势强度
dataframe['adx'] = ta.ADX(dataframe, timeperiod=14)
+ dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=14)
+ dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=14)
- # 价格突破
- dataframe['upper_break'] = (
- (dataframe['close'] > dataframe['bb_upperband']) &
- (dataframe['close'].shift() <= dataframe['bb_upperband'].shift())
- ).astype(int)
+ # === 成交量指标 ===
+ # 成交量移动平均
+ dataframe['volume_sma_20'] = dataframe['volume'].rolling(window=20).mean()
+ dataframe['volume_ratio'] = dataframe['volume'] / dataframe['volume_sma_20']
- dataframe['lower_break'] = (
- (dataframe['close'] < dataframe['bb_lowerband']) &
- (dataframe['close'].shift() >= dataframe['bb_lowerband'].shift())
- ).astype(int)
+ # OBV - 能量潮
+ dataframe['obv'] = ta.OBV(dataframe)
+ dataframe['obv_ema'] = ta.EMA(dataframe['obv'], timeperiod=20)
- # 均线交叉
- dataframe['ema_cross_up'] = (
- (dataframe['ema9'] > dataframe['ema21']) &
- (dataframe['ema9'].shift() <= dataframe['ema21'].shift())
- ).astype(int)
+ # === 价格行为指标 ===
+ # 价格变化率
+ dataframe['price_change'] = dataframe['close'].pct_change()
+ dataframe['price_change_5'] = dataframe['close'].pct_change(periods=5)
- dataframe['ema_cross_down'] = (
- (dataframe['ema9'] < dataframe['ema21']) &
- (dataframe['ema9'].shift() >= dataframe['ema21'].shift())
- ).astype(int)
+ # 高低点分析
+ dataframe['high_20'] = dataframe['high'].rolling(window=20).max()
+ dataframe['low_20'] = dataframe['low'].rolling(window=20).min()
- # 超买超卖区域
- dataframe['rsi_oversold'] = (dataframe['rsi'] < 30).astype(int)
- dataframe['rsi_overbought'] = (dataframe['rsi'] > 70).astype(int)
+ # === 自定义复合指标 ===
+ # 趋势确认信号
+ dataframe['trend_up'] = (
+ (dataframe['ema_8'] > dataframe['ema_21']) &
+ (dataframe['ema_21'] > dataframe['ema_50']) &
+ (dataframe['close'] > dataframe['ema_8'])
+ )
- # 价格与均线的关系
- dataframe['price_above_ema50'] = (dataframe['close'] > dataframe['ema50']).astype(int)
- dataframe['price_below_ema50'] = (dataframe['close'] < dataframe['ema50']).astype(int)
+ dataframe['trend_down'] = (
+ (dataframe['ema_8'] < dataframe['ema_21']) &
+ (dataframe['ema_21'] < dataframe['ema_50']) &
+ (dataframe['close'] < dataframe['ema_8'])
+ )
- # 趋势强度
- dataframe['strong_trend'] = (dataframe['adx'] > 25).astype(int)
+ # 动量强度评分
+ dataframe['momentum_score'] = (
+ ((dataframe['rsi'] > 50).astype(int) * 1) +
+ ((dataframe['macd'] > dataframe['macdsignal']).astype(int) * 1) +
+ ((dataframe['adx'] > self.adx_trend_threshold).astype(int) * 1) +
+ ((dataframe['volume_ratio'] > 1.0).astype(int) * 1)
+ )
- # 添加蜡烛图形态识别
- dataframe['doji'] = ta.CDLDOJI(dataframe['open'], dataframe['high'], dataframe['low'], dataframe['close'])
- dataframe['engulfing'] = ta.CDLENGULFING(dataframe['open'], dataframe['high'], dataframe['low'], dataframe['close'])
- dataframe['hammer'] = ta.CDLHAMMER(dataframe['open'], dataframe['high'], dataframe['low'], dataframe['close'])
- dataframe['shooting_star'] = ta.CDLSHOOTINGSTAR(dataframe['open'], dataframe['high'], dataframe['low'], dataframe['close'])
-
- # 价格动量
- dataframe['momentum'] = dataframe['close'] - dataframe['close'].shift(5)
+ # 波动率适应性指标
+ dataframe['volatility_high'] = dataframe['atr'] > dataframe['atr'].rolling(window=20).mean() * 1.5
return dataframe
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
- # 检查列名是否存在
- downtrend_col = 'resample_60_downtrend_1h'
- strong_downtrend_col = 'resample_60_strong_downtrend_1h'
- adx_col = 'resample_60_adx_1h'
- rsi_col = 'resample_60_rsi_1h'
+ """
+ 入场信号 - 多条件确认系统
+ """
+ # === 多头入场条件 ===
- # 如果列名不存在,使用替代方案
- for col, default_value in [
- (downtrend_col, 0),
- (strong_downtrend_col, 0),
- (adx_col, 25),
- (rsi_col, 50)
- ]:
- if col not in dataframe.columns:
- logger.warning(f"Column {col} not found in dataframe. Creating with default value {default_value}.")
- dataframe[col] = default_value
+ # 条件1: 强势突破入场
+ dataframe.loc[
+ (
+ # 趋势确认
+ (dataframe['trend_up']) &
+ (dataframe['close'] > dataframe['ema_21']) &
+
+ # 动量确认
+ (dataframe['rsi'] > 45) & (dataframe['rsi'] < 75) &
+ (dataframe['macd'] > dataframe['macdsignal']) &
+ (dataframe['macdhist'] > dataframe['macdhist'].shift(1)) &
+
+ # 成交量确认
+ (dataframe['volume_ratio'] > self.buy_volume_threshold) &
+ (dataframe['obv'] > dataframe['obv_ema']) &
+
+ # 价格行为确认
+ (dataframe['close'] > dataframe['bb_middleband']) &
+ (dataframe['bb_percent'] > 0.2) & (dataframe['bb_percent'] < 0.8) &
+
+ # 趋势强度确认
+ (dataframe['adx'] > self.adx_trend_threshold) &
+ (dataframe['plus_di'] > dataframe['minus_di'])
+ ),
+ ['enter_long', 'enter_tag']] = (1, 'breakout_long')
- # 禁用多头入场
- dataframe['enter_long'] = 0
+ # 条件2: 超卖反弹入场
+ dataframe.loc[
+ (
+ # 超卖反弹
+ (dataframe['rsi'] < self.rsi_oversold + 10) &
+ (dataframe['rsi'] > dataframe['rsi'].shift(1)) &
+ (dataframe['bb_percent'] < 0.2) &
+
+ # 趋势不能太差
+ (dataframe['ema_8'] >= dataframe['ema_50']) &
+ (dataframe['close'] > dataframe['low_20'] * 1.02) &
+
+ # 成交量支持
+ (dataframe['volume_ratio'] > 1.2) &
+
+ # MACD底背离迹象
+ (dataframe['macdhist'] > dataframe['macdhist'].shift(1)) &
+
+ # 不与第一个条件重复
+ (~dataframe['enter_long'].astype(bool))
+ ),
+ ['enter_long', 'enter_tag']] = (1, 'oversold_long')
- # 空头入场条件 - 专注于空头策略
- short_conditions = (
- # 高时间周期处于下降趋势
- (dataframe[downtrend_col] > 0) &
-
- # 趋势强度确认
- (dataframe[adx_col] > 25) &
-
- # 条件1: 价格突破上轨后回落 + 成交量确认
- (
- (dataframe['upper_break'].rolling(window=5).sum() > 0) & # 最近5根K线内有突破上轨
- (dataframe['close'] < dataframe['close'].shift(2)) & # 价格开始下跌
- (dataframe['close'] < dataframe['ema9']) & # 价格在短期均线下方
- (dataframe['volume_ratio'] > 1.3) & # 成交量放大
- (dataframe['rsi'] < 70) & # RSI不在极度超买区
- (dataframe['rsi'] > 40) & # RSI不在超卖区
- (dataframe[rsi_col] < 60) # 高时间周期RSI不过高
- ) |
-
- # 条件2: 均线死叉 + RSI超买回落 + 趋势确认
- (
- (dataframe['ema_cross_down'] > 0) & # 均线死叉
- (dataframe['rsi'] > 55) & # RSI相对较高
- (dataframe['rsi'] < dataframe['rsi'].shift(3)) & # RSI下降
- (dataframe['volume_ratio'] > 1.2) & # 成交量放大
- (dataframe['adx'] > 20) & # ADX显示有一定趋势强度
- ((dataframe['shooting_star'] > 0) | (dataframe['engulfing'] < 0)) # 流星线或看跌吞没形态
- ) |
-
- # 条件3: 价格在高点回落 + 强趋势
- (
- (dataframe['close'] < dataframe['high'].shift()) &
- (dataframe['high'].shift() > dataframe['high'].shift(2)) &
- (dataframe['close'] < dataframe['ema21']) &
- (dataframe['adx'] > 30) &
- (dataframe['rsi'] < dataframe['rsi'].shift()) &
- (dataframe['rsi'].shift() > 65) &
- (dataframe['volume_ratio'] > 1.0)
- ) |
-
- # 条件4: 强下降趋势确认
- (
- (dataframe[strong_downtrend_col] > 0) &
- (dataframe['close'] < dataframe['ema21']) &
- (dataframe['close'] < dataframe['close'].shift(3)) &
- (dataframe['momentum'] < 0) &
- (dataframe['volume_ratio'] > 1.1) &
- (dataframe['adx'] > 25)
- )
- )
+ # === 空头入场条件 ===
- dataframe.loc[short_conditions, 'enter_short'] = 1
- dataframe.loc[short_conditions, 'enter_tag'] = 'chan_sol_short'
+ # 条件1: 强势下跌入场
+ dataframe.loc[
+ (
+ # 趋势确认
+ (dataframe['trend_down']) &
+ (dataframe['close'] < dataframe['ema_21']) &
+
+ # 动量确认
+ (dataframe['rsi'] < 55) & (dataframe['rsi'] > 25) &
+ (dataframe['macd'] < dataframe['macdsignal']) &
+ (dataframe['macdhist'] < dataframe['macdhist'].shift(1)) &
+
+ # 成交量确认
+ (dataframe['volume_ratio'] > self.sell_volume_threshold) &
+ (dataframe['obv'] < dataframe['obv_ema']) &
+
+ # 价格行为确认
+ (dataframe['close'] < dataframe['bb_middleband']) &
+ (dataframe['bb_percent'] > 0.2) & (dataframe['bb_percent'] < 0.8) &
+
+ # 趋势强度确认
+ (dataframe['adx'] > self.adx_trend_threshold) &
+ (dataframe['minus_di'] > dataframe['plus_di'])
+ ),
+ ['enter_short', 'enter_tag']] = (1, 'breakdown_short')
+
+ # 条件2: 超买回调入场
+ dataframe.loc[
+ (
+ # 超买回调
+ (dataframe['rsi'] > self.rsi_overbought - 10) &
+ (dataframe['rsi'] < dataframe['rsi'].shift(1)) &
+ (dataframe['bb_percent'] > 0.8) &
+
+ # 趋势不能太好
+ (dataframe['ema_8'] <= dataframe['ema_50']) &
+ (dataframe['close'] < dataframe['high_20'] * 0.98) &
+
+ # 成交量支持
+ (dataframe['volume_ratio'] > 1.2) &
+
+ # MACD顶背离迹象
+ (dataframe['macdhist'] < dataframe['macdhist'].shift(1)) &
+
+ # 不与第一个条件重复
+ (~dataframe['enter_short'].astype(bool))
+ ),
+ ['enter_short', 'enter_tag']] = (1, 'overbought_short')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
- # 禁用多头出场
- dataframe['exit_long'] = 0
+ """
+ 出场信号 - 及时止盈止损
+ """
+ # === 多头出场条件 ===
- # 空头出场条件 - 更精确的出场
- short_exit_conditions = (
- # 条件1: 趋势反转信号
+ # 条件1: 趋势转弱
+ dataframe.loc[
(
- (dataframe['ema_cross_up'] > 0) & # 均线金叉
- (dataframe['volume_ratio'] > 1.0) # 成交量确认
- ) |
-
- # 条件2: 价格突破中期均线
- (
- (dataframe['close'] > dataframe['ema21']) &
- (dataframe['close'].shift() < dataframe['ema21'].shift()) & # 确认是刚刚突破
- (dataframe['volume_ratio'] > 1.2) # 成交量确认
- ) |
-
- # 条件3: 超卖信号
- (
- (dataframe['rsi'] < 30) & # RSI超卖
- (dataframe['close'] < dataframe['bb_lowerband']) # 价格突破下轨
- ) |
-
- # 条件4: 动量减弱
- (
- (dataframe['rsi'] < 35) &
- (dataframe['rsi'] > dataframe['rsi'].shift()) &
- (dataframe['rsi'].shift() > dataframe['rsi'].shift(2)) & # RSI连续两根K线上升
- (dataframe['momentum'] > 0) # 价格动量转为正
- ) |
-
- # 条件5: 锤子线形态 (潜在反转信号)
- (
- (dataframe['hammer'] > 0) &
- (dataframe['volume_ratio'] > 1.3)
- )
- )
+ (
+ (dataframe['rsi'] > self.rsi_overbought) |
+ (dataframe['macd'] < dataframe['macdsignal']) |
+ (dataframe['close'] < dataframe['ema_8']) |
+ (dataframe['bb_percent'] > 0.95) |
+ (dataframe['adx'] < 20)
+ ) &
+ (dataframe['volume_ratio'] > 1.0)
+ ),
+ ['exit_long', 'exit_tag']] = (1, 'trend_weak_long')
- dataframe.loc[short_exit_conditions, 'exit_short'] = 1
- dataframe.loc[short_exit_conditions, 'exit_tag'] = 'chan_sol_short_exit'
+ # === 空头出场条件 ===
+
+ # 条件1: 趋势转强
+ dataframe.loc[
+ (
+ (
+ (dataframe['rsi'] < self.rsi_oversold) |
+ (dataframe['macd'] > dataframe['macdsignal']) |
+ (dataframe['close'] > dataframe['ema_8']) |
+ (dataframe['bb_percent'] < 0.05) |
+ (dataframe['adx'] < 20)
+ ) &
+ (dataframe['volume_ratio'] > 1.0)
+ ),
+ ['exit_short', 'exit_tag']] = (1, 'trend_strong_short')
return dataframe
-
- def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
- time_in_force: str, current_time: datetime, entry_tag: Optional[str],
- side: str, **kwargs) -> bool:
+
+ def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
+ current_rate: float, current_profit: float, **kwargs) -> float:
"""
- 在进入交易前进行额外的确认
+ 动态止损策略
"""
- # 只做空头交易
- if side == "sell" and entry_tag == "chan_sol_short":
- return True
- return False
-
+ # 基础止损
+ if current_profit < -0.05: # 如果亏损超过5%,严格止损
+ return -0.08
+
+ # 盈利后的动态止损
+ if current_profit > 0.02: # 盈利超过2%后,调整止损至成本价附近
+ return 0.005
+ elif current_profit > 0.05: # 盈利超过5%后,保证1%利润
+ return -current_profit + 0.01
+ elif current_profit > 0.10: # 盈利超过10%后,保证5%利润
+ return -current_profit + 0.05
+
+ return self.stoploss
+
+ def adjust_trade_position(self, trade: Trade, current_time: datetime,
+ current_rate: float, current_profit: float,
+ min_stake: float, max_stake: float,
+ current_entry_rate: float, current_exit_rate: float,
+ current_entry_profit: float, current_exit_profit: float,
+ **kwargs) -> Optional[float]:
+ """
+ 仓位调整策略 - 金字塔加仓
+ """
+ # 如果亏损超过3%,不加仓
+ if current_profit < -0.03:
+ return None
+
+ # 如果盈利超过2%且趋势持续,可以加仓
+ if current_profit > 0.02 and len(trade.select_filled_orders(trade.entry_side)) < self.max_entry_position_adjustment:
+ # 获取当前数据进行趋势确认
+ try:
+ # 简单的趋势确认逻辑
+ if trade.is_short:
+ return max_stake * 0.5 # 空头加仓
+ else:
+ return max_stake * 0.5 # 多头加仓
+ except:
+ pass
+
+ return None
+
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
**kwargs) -> float:
- return 1.0
-
- def get_ticker_indicator(self):
- return int(self.timeframe[:-1])
\ No newline at end of file
+ """
+ 杠杆设置 - 保守策略
+ """
+ # 根据入场类型调整杠杆
+ if entry_tag and 'breakout' in entry_tag:
+ return min(2.0, max_leverage) # 突破信号使用较高杠杆
+ elif entry_tag and ('oversold' in entry_tag or 'overbought' in entry_tag):
+ return min(1.5, max_leverage) # 超买超卖信号使用中等杠杆
+ else:
+ return 1.0 # 默认无杠杆
\ No newline at end of file
diff --git a/test_fx_strength.py b/test_fx_strength.py
new file mode 100644
index 0000000..b464ad2
--- /dev/null
+++ b/test_fx_strength.py
@@ -0,0 +1,214 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+测试分型强度检测功能
+"""
+
+from ChanKLC import ChanKLC
+import ChanKLU
+from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR
+import requests
+import json
+import numpy as np
+import matplotlib.pyplot as plt
+from collections import Counter
+
+def test_fx_strength():
+ """测试分型强度检测功能"""
+ print('=== 分型强度检测功能测试 ===')
+
+ # 创建一个简单的测试KLU,使用正确的构造函数参数
+ klu = ChanKLU.ChanKLU(
+ time='2024-01-01 10:00:00',
+ open=100.0,
+ high=105.0,
+ low=98.0,
+ close=103.0,
+ volume=1000
+ )
+ klu.rsi = 65.0
+ klu.volume_ratio = 1.2
+ klu.macdhist = 0.5
+
+ # 创建KLC对象
+ klc = ChanKLC(klu, 1, Chan_KLINE_DIR.UP)
+ klc.fx = Chan_FX_TYPE.TOP
+
+ # 测试强度计算
+ strength = klc.calculate_fx_strength()
+ level = klc.get_fx_strength_level()
+ is_strong = klc.is_strong_fx()
+
+ print(f'分型强度分数: {strength}')
+ print(f'分型强度等级: {level}')
+ print(f'是否强分型: {is_strong}')
+
+ # 测试特征数据集成
+ features = klc.get_feature_data()
+ fx_features = {k: v for k, v in features.items() if 'fx_strength' in k}
+ print('\n分型强度相关特征:')
+ for key, value in fx_features.items():
+ print(f' {key}: {value}')
+
+ print('\n✅ 分型强度检测功能正常工作!')
+ return True
+
+def test_fx_strength_distribution():
+ """测试分型强度分布情况"""
+
+ print("=== 分型强度分布分析 ===")
+
+ # 请求API数据
+ url = "http://localhost:8123/api/analyze"
+ params = {
+ 'symbol': 'SOL/USDT:USDT',
+ 'timeframe': '5m',
+ 'timezone': 'Asia/Shanghai'
+ }
+
+ try:
+ response = requests.get(url, params=params)
+ response.raise_for_status()
+ data = response.json()
+ except Exception as e:
+ print(f"❌ 请求API失败: {e}")
+ return
+
+ # 提取分型强度数据
+ fx_strengths = []
+ fx_levels = []
+ top_strengths = []
+ bottom_strengths = []
+
+ for fx in data.get('klc_fx_info', []):
+ strength = fx.get('fx_strength', 0)
+ level = fx.get('fx_strength_level', 'Unknown')
+ is_bottom = fx.get('is_bottom_fx', False)
+
+ fx_strengths.append(strength)
+ fx_levels.append(level)
+
+ if is_bottom:
+ bottom_strengths.append(strength)
+ else:
+ top_strengths.append(strength)
+
+ # 统计分析
+ if fx_strengths:
+ print(f"\n📊 基础统计:")
+ print(f"总分型数量: {len(fx_strengths)}")
+ print(f"平均强度: {np.mean(fx_strengths):.2f}")
+ print(f"强度中位数: {np.median(fx_strengths):.2f}")
+ print(f"强度标准差: {np.std(fx_strengths):.2f}")
+ print(f"最高强度: {np.max(fx_strengths):.2f}")
+ print(f"最低强度: {np.min(fx_strengths):.2f}")
+
+ print(f"\n🔝 顶分型统计:")
+ if top_strengths:
+ print(f"数量: {len(top_strengths)}")
+ print(f"平均强度: {np.mean(top_strengths):.2f}")
+ print(f"最高强度: {np.max(top_strengths):.2f}")
+
+ print(f"\n🔻 底分型统计:")
+ if bottom_strengths:
+ print(f"数量: {len(bottom_strengths)}")
+ print(f"平均强度: {np.mean(bottom_strengths):.2f}")
+ print(f"最高强度: {np.max(bottom_strengths):.2f}")
+
+ # 强度等级分布
+ print(f"\n📈 强度等级分布:")
+ level_counts = Counter(fx_levels)
+ for level, count in level_counts.items():
+ percentage = (count / len(fx_levels)) * 100
+ print(f"{level}: {count} ({percentage:.1f}%)")
+
+ # 强度区间分布
+ print(f"\n📊 强度区间分布:")
+ ranges = [
+ (0, 20, "极弱 (0-20)"),
+ (20, 40, "弱 (20-40)"),
+ (40, 60, "中等 (40-60)"),
+ (60, 80, "强 (60-80)"),
+ (80, 100, "极强 (80-100)")
+ ]
+
+ for min_val, max_val, label in ranges:
+ count = sum(1 for s in fx_strengths if min_val <= s < max_val)
+ percentage = (count / len(fx_strengths)) * 100
+ print(f"{label}: {count} ({percentage:.1f}%)")
+
+ # 找出最强和最弱的分型
+ print(f"\n⭐ 最强分型 (Top 5):")
+ sorted_fx = sorted(data.get('klc_fx_info', []),
+ key=lambda x: x.get('fx_strength', 0),
+ reverse=True)[:5]
+
+ for i, fx in enumerate(sorted_fx, 1):
+ fx_type = "底分型" if fx.get('is_bottom_fx', False) else "顶分型"
+ print(f" {i}. {fx.get('time', 'N/A')} - {fx_type} - 强度: {fx.get('fx_strength', 0):.2f} - 等级: {fx.get('fx_strength_level', 'N/A')}")
+
+ print(f"\n💔 最弱分型 (Bottom 5):")
+ weakest_fx = sorted(data.get('klc_fx_info', []),
+ key=lambda x: x.get('fx_strength', 0))[:5]
+
+ for i, fx in enumerate(weakest_fx, 1):
+ fx_type = "底分型" if fx.get('is_bottom_fx', False) else "顶分型"
+ print(f" {i}. {fx.get('time', 'N/A')} - {fx_type} - 强度: {fx.get('fx_strength', 0):.2f} - 等级: {fx.get('fx_strength_level', 'N/A')}")
+
+ # 生成直方图
+ try:
+ plt.figure(figsize=(12, 8))
+
+ # 主强度分布图
+ plt.subplot(2, 2, 1)
+ plt.hist(fx_strengths, bins=20, alpha=0.7, color='blue', edgecolor='black')
+ plt.title('分型强度分布')
+ plt.xlabel('强度分数')
+ plt.ylabel('频次')
+ plt.axvline(np.mean(fx_strengths), color='red', linestyle='--', label=f'平均值: {np.mean(fx_strengths):.2f}')
+ plt.legend()
+
+ # 顶分型 vs 底分型对比
+ plt.subplot(2, 2, 2)
+ if top_strengths and bottom_strengths:
+ plt.hist([top_strengths, bottom_strengths], bins=15, alpha=0.7,
+ label=['顶分型', '底分型'], color=['red', 'green'])
+ plt.title('顶分型 vs 底分型强度对比')
+ plt.xlabel('强度分数')
+ plt.ylabel('频次')
+ plt.legend()
+
+ # 强度等级饼图
+ plt.subplot(2, 2, 3)
+ if level_counts:
+ labels = list(level_counts.keys())
+ sizes = list(level_counts.values())
+ colors = ['red', 'orange', 'yellow', 'lightgreen', 'green'][:len(labels)]
+ plt.pie(sizes, labels=labels, colors=colors, autopct='%1.1f%%')
+ plt.title('强度等级分布')
+
+ # 时间序列图
+ plt.subplot(2, 2, 4)
+ x_vals = range(len(fx_strengths))
+ colors = ['red' if not fx.get('is_bottom_fx', False) else 'green'
+ for fx in data.get('klc_fx_info', [])]
+ plt.scatter(x_vals, fx_strengths, c=colors, alpha=0.6)
+ plt.title('分型强度时间序列 (红=顶分型, 绿=底分型)')
+ plt.xlabel('分型序号')
+ plt.ylabel('强度分数')
+
+ plt.tight_layout()
+ plt.savefig('user_data/Chan/fx_strength_analysis.png', dpi=300, bbox_inches='tight')
+ print(f"\n📈 图表已保存到: user_data/Chan/fx_strength_analysis.png")
+
+ except ImportError:
+ print("\n📈 matplotlib 未安装,跳过图表生成")
+ except Exception as e:
+ print(f"\n❌ 生成图表失败: {e}")
+
+ else:
+ print("❌ 未找到分型强度数据")
+
+if __name__ == "__main__":
+ test_fx_strength()
+ test_fx_strength_distribution()
\ No newline at end of file
diff --git a/test_web_data.py b/test_web_data.py
new file mode 100644
index 0000000..0bfb9d2
--- /dev/null
+++ b/test_web_data.py
@@ -0,0 +1,107 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+测试web接口返回的分型强度数据
+"""
+
+import requests
+import json
+import sys
+import os
+
+# 添加父目录到系统路径以便导入模块
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+def test_web_api():
+ """测试web API接口返回的分型强度数据"""
+
+ print('=== 测试Web API分型强度数据 ===')
+
+ # 构建请求URL
+ base_url = "http://localhost:8123"
+ endpoint = "/api/analyze"
+
+ params = {
+ 'symbol': 'SOL/USDT:USDT',
+ 'timeframe': '5m',
+ 'timezone': 'Asia/Shanghai'
+ }
+
+ try:
+ print(f"发送请求到: {base_url}{endpoint}")
+ print(f"参数: {params}")
+
+ # 发送请求
+ response = requests.get(f"{base_url}{endpoint}", params=params, timeout=30)
+
+ if response.status_code == 200:
+ data = response.json()
+
+ # 检查是否有分型信息
+ if 'klc_fx_info' in data:
+ fx_info = data['klc_fx_info']
+ print(f"\n找到 {len(fx_info)} 个分型")
+
+ # 显示前3个分型的详细信息
+ for i, fx in enumerate(fx_info[:3]):
+ print(f"\n分型 #{i+1}:")
+ print(f" 时间: {fx.get('time', '无')}")
+ print(f" 价格: {fx.get('price', '无')}")
+ print(f" 分型类型: {fx.get('fx_type', '无')}")
+ print(f" 是否底分型: {fx.get('is_bottom', '无')}")
+ print(f" 强度分数: {fx.get('fx_strength', '缺失!')}")
+ print(f" 强度等级: {fx.get('fx_strength_level', '缺失!')}")
+ print(f" 是否强分型: {fx.get('is_strong_fx', '缺失!')}")
+
+ # 检查强度数据是否完整
+ missing_strength_count = 0
+ for fx in fx_info:
+ if 'fx_strength' not in fx or 'fx_strength_level' not in fx or 'is_strong_fx' not in fx:
+ missing_strength_count += 1
+
+ if missing_strength_count == 0:
+ print(f"\n✅ 所有 {len(fx_info)} 个分型都包含完整的强度数据")
+ else:
+ print(f"\n❌ 有 {missing_strength_count} 个分型缺少强度数据")
+
+ else:
+ print("\n❌ 响应中未找到分型信息 (klc_fx_info)")
+
+ # 检查小周期分型信息
+ if 'element_klc_fx_info' in data:
+ element_fx_info = data['element_klc_fx_info']
+ print(f"\n找到 {len(element_fx_info)} 个小周期分型")
+
+ # 检查小周期强度数据
+ missing_element_strength_count = 0
+ for fx in element_fx_info:
+ if 'fx_strength' not in fx or 'fx_strength_level' not in fx or 'is_strong_fx' not in fx:
+ missing_element_strength_count += 1
+
+ if missing_element_strength_count == 0:
+ print(f"✅ 所有 {len(element_fx_info)} 个小周期分型都包含完整的强度数据")
+ else:
+ print(f"❌ 有 {missing_element_strength_count} 个小周期分型缺少强度数据")
+
+ else:
+ print(f"❌ 请求失败,状态码: {response.status_code}")
+ print(f"响应内容: {response.text}")
+
+ except requests.exceptions.ConnectionError:
+ print("❌ 无法连接到服务器,请确保web服务正在运行 (python web/app.py)")
+ except Exception as e:
+ print(f"❌ 测试过程中出错: {e}")
+
+def print_usage():
+ """打印使用说明"""
+ print("\n=== 使用说明 ===")
+ print("1. 确保web服务正在运行:")
+ print(" cd user_data/Chan/web")
+ print(" python app.py")
+ print("\n2. 然后运行此测试脚本:")
+ print(" python test_web_data.py")
+ print("\n3. 检查控制台输出,确认分型强度数据是否正确返回")
+
+if __name__ == "__main__":
+ test_web_api()
+ print_usage()
\ No newline at end of file
diff --git a/web/app.py b/web/app.py
index 3dcb67a..70e91a4 100644
--- a/web/app.py
+++ b/web/app.py
@@ -220,11 +220,19 @@ def analyze_chan(df):
klc_fx_info = []
for klc in klc_list:
if hasattr(klc, 'klc_fx_type') and klc.klc_fx_type != Chan_KLC_FX.UNKNOWN:
+ # 计算分型强度
+ fx_strength = klc.calculate_fx_strength()
+ fx_strength_level = klc.get_fx_strength_level()
+ is_strong_fx = klc.is_strong_fx()
+
klc_fx_info.append({
'time': klc.end_time,
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
- 'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM
+ 'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
+ 'fx_strength': fx_strength, # 分型强度分数 (0-100)
+ 'fx_strength_level': fx_strength_level, # 分型强度等级 (极强/强/中等/弱/极弱)
+ 'is_strong_fx': is_strong_fx # 是否为强分型
})
return {
@@ -479,9 +487,12 @@ def analyze():
# 添加K线分型信息
'klc_fx_info': [{
'time': format_time_safely(point['time'], client_tz),
- 'price': point['price'],
+ 'price': float(point['price']),
'fx_type': point['fx_type'],
- 'is_bottom': point['is_bottom']
+ 'is_bottom': bool(point['is_bottom']),
+ 'fx_strength': float(point['fx_strength']), # 分型强度分数
+ 'fx_strength_level': str(point['fx_strength_level']), # 分型强度等级
+ 'is_strong_fx': bool(point['is_strong_fx']) # 是否为强分型
} for point in analysis_result['klc_fx_info']]
})
else:
@@ -546,9 +557,12 @@ def analyze():
# 添加小周期分型信息
result['element_klc_fx_info'] = [{
'time': format_time_safely(point['time'], client_tz),
- 'price': point['price'],
+ 'price': float(point['price']),
'fx_type': point['fx_type'],
- 'is_bottom': point['is_bottom']
+ 'is_bottom': bool(point['is_bottom']),
+ 'fx_strength': float(point['fx_strength']), # 分型强度分数
+ 'fx_strength_level': str(point['fx_strength_level']), # 分型强度等级
+ 'is_strong_fx': bool(point['is_strong_fx']) # 是否为强分型
} for point in element_analysis['klc_fx_info']]
print(f"小周期分析完成: {element_timeframe}, 笔数量: {len(result['element_bi_list'])}, {'仅元素数据' if elements_only else '包含主周期数据'}")
diff --git a/web/templates/index.html b/web/templates/index.html
index f0245e3..85b422a 100644
--- a/web/templates/index.html
+++ b/web/templates/index.html
@@ -2612,9 +2612,44 @@
const timeStr = param.time;
const markers = [...buyMarkers, ...sellMarkers].filter(m => m.time === timeStr);
- if (markers.length > 0) {
- // 有买卖点标记,显示自定义提示
- const tooltips = markers.map(m => m.tooltip).join('
');
+ // 同时检查分型标记
+ const fxMarkers = (window.fxMarkers || []).filter(m => m.time === timeStr);
+ const allMarkers = [...markers, ...fxMarkers];
+
+ // 显示时区调试信息
+ if (window.debugMode) {
+ const timezone = $('#timezone').val();
+ const formattedTime = formatTimeWithTimezone(timeStr * 1000, timezone);
+
+ // 获取当前价格 - 通过param.seriesPrices获取
+ let priceInfo = '';
+ if (param.seriesPrices && param.seriesPrices.size > 0) {
+ // 尝试从蜡烛图系列获取价格
+ if (tvWidget.series.candleSeries && param.seriesPrices.get(tvWidget.series.candleSeries)) {
+ const price = param.seriesPrices.get(tvWidget.series.candleSeries);
+ priceInfo = `价格: ${price.toFixed(2)}`;
+ }
+ // 如果没有蜡烛图系列价格,尝试从线图系列获取
+ else if (tvWidget.series.lineSeries && param.seriesPrices.get(tvWidget.series.lineSeries)) {
+ const price = param.seriesPrices.get(tvWidget.series.lineSeries);
+ priceInfo = `价格: ${price.toFixed(2)}`;
+ }
+ }
+
+ // 仅记录最简短的调试信息
+ console.debug(`十字线: ${timeStr} -> ${formattedTime} (${timezone})`);
+
+ // 显示自定义时区工具提示,包含价格信息
+ crosshairTooltip.innerHTML = `