add macd判断背离，使用分型和隐形形态实现第二类买卖点
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jackyu66git
+77
-52
@@ -1,5 +1,5 @@
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from ChanKLU import ChanKLU
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from ChanEnum import Chan_MACD_STATE, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR
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from ChanEnum import Chan_MACD_STATE, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR, Chan_MACDUNITTF_DIR, Chan_MACDUNITTF_TYPE
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from ChanMACDSeg import ChanMACDSeg
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from ChanMACDUnitTF import ChanMACDUnitTF
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from ChanMACDHistSet import ChanMACDHistSet
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@@ -10,6 +10,12 @@ class ChanMACD():
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self.seg_list = []
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self.unittf_list = []
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self.histset_list = []
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# 状态标记列表
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self.high_position_list = [] # 高位列表
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self.high_empty_list = [] # 高位空列表
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self.return_zero_list = [] # 归零轴列表
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self.cross0_up_list = [] # 向上穿越零轴列表
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self.cross0_down_list = [] # 向下穿越零轴列表
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self.cal_macd()
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def cal_macd(self):
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last_seg = None
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@@ -17,68 +23,98 @@ class ChanMACD():
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last_histset = None
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last_klu = None
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for klu in self.klu_list:
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for klu in self.klu_list:
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klu.cal_macd_state()
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# 1) 只有当 MACD 已可用(非 UNKNOWN)时，才开始初始化段/单元
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if last_seg is None:
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if klu.macd_state != Chan_MACD_STATE.UNKNOWN:
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# 初始化首段与首单元
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seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.macd >= 0 else Chan_MACDSEG_DIR.UNDER
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# 初始化首个直方图集合（根据当前柱体正负）
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if klu.macdhist >= 0:
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histset = ChanMACDHistSet(klu.time, klu, None, Chan_MACDHISTSET_DIR.ABOVE)
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else:
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histset = ChanMACDHistSet(klu.time, klu, None, Chan_MACDHISTSET_DIR.UNDER)
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self.histset_list.append(histset)
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last_histset = histset
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# 初始化首段
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seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.signal >= 0 else Chan_MACDSEG_DIR.UNDER
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seg = ChanMACDSeg(klu.time, klu, None, seg_dir)
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self.seg_list.append(seg)
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last_seg = seg
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unittf = ChanMACDUnitTF(klu.time, klu, None, None)
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self.unittf_list.append(unittf)
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last_unittf = unittf
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# 初始化首个直方图集合（根据当前柱体正负）
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if klu.macdhist >= 0:
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histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE)
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else:
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histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER)
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self.histset_list.append(histset)
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last_histset = histset
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last_seg.add_histset(histset)
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# 初始化首个UnitTF
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unittf_dir = Chan_MACDUNITTF_DIR.ABOVE if klu.signal >= 0 else Chan_MACDUNITTF_DIR.UNDER
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unittf = ChanMACDUnitTF(klu.time, klu, None, unittf_dir, Chan_MACDUNITTF_TYPE.START)
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self.unittf_list.append(unittf)
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unittf.add_histset(histset)
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last_unittf = unittf
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last_unittf.add_histset(histset)
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last_seg.add_unittf(unittf)
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# 未就绪则继续等下一根；已就绪亦已完成首个结构初始化，继续下一根
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last_klu = klu
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continue
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# 2) 过零切段/切单元
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if klu.macd_state == Chan_MACD_STATE.CROSS0:
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# 2) 过零切段（使用KLU中的穿越状态）
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if (klu.macd_state == Chan_MACD_STATE.CROSS0_UP or
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klu.macd_state == Chan_MACD_STATE.CROSS0_DOWN):
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# 结束旧 unittf
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last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.CROSS0)
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# 新的单位时间周期
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new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
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unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.CROSS0)
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self.unittf_list.append(unittf)
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unittf.add_histset(last_histset)
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last_unittf.set_next(unittf)
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last_unittf = unittf
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# 收尾旧段
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last_seg.end_klu = last_klu
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last_seg.end_time = last_klu.time
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last_seg.set_end_klu(last_klu)
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# 新段方向取反
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new_dir = Chan_MACDSEG_DIR.UNDER if last_seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else Chan_MACDSEG_DIR.ABOVE
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seg = ChanMACDSeg(klu.time, klu, last_seg, new_dir)
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self.seg_list.append(seg)
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last_seg.set_next(seg)
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last_seg = seg
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# 切换 unit tf（以当前histset收尾为边界）
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unittf = ChanMACDUnitTF(klu.time, klu, last_histset, None)
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self.unittf_list.append(unittf)
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if last_unittf:
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last_unittf.end_klu = last_klu
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last_unittf.end_time = last_klu.time
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last_unittf.set_next(unittf)
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last_unittf = unittf
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last_seg.add_histset(last_histset)
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last_seg.add_unittf(unittf)
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else:
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# 4) UnitTF 状态机：用黄线Signal的归零轴
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if last_klu.macd_state == Chan_MACD_STATE.NEAR0 and last_unittf.near0_count > 1:
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if klu.macd_state == Chan_MACD_STATE.UP:
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last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
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new_dir = Chan_MACDUNITTF_DIR.ABOVE if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.UNDER else Chan_MACDUNITTF_DIR.UNDER
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unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0)
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self.unittf_list.append(unittf)
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unittf.add_histset(last_histset)
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last_unittf.set_next(unittf)
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last_unittf = unittf
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last_seg.add_unittf(unittf)
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elif klu.macd_state == Chan_MACD_STATE.DOWN:
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last_unittf.set_end_klu(last_klu, Chan_MACDUNITTF_TYPE.NEAR0)
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new_dir = Chan_MACDUNITTF_DIR.UNDER if last_unittf.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE else Chan_MACDUNITTF_DIR.ABOVE
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unittf = ChanMACDUnitTF(klu.time, klu, last_unittf, new_dir, Chan_MACDUNITTF_TYPE.NEAR0)
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self.unittf_list.append(unittf)
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unittf.add_histset(last_histset)
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last_unittf.set_next(unittf)
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last_unittf = unittf
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last_seg.add_unittf(unittf)
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else:
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last_unittf.add_klu(klu)
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last_seg.add_klu(klu)
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last_histset.add_klu(klu)
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else:
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last_unittf.add_klu(klu)
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last_seg.add_klu(klu)
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last_histset.add_klu(klu)
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# 3) 直方图集合（基于当前 unittf）
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if klu.macdhist >= 0:
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if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
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last_histset.add_klu(klu)
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else:
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# 结束旧 histset（以前一根结束更合理）
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if last_histset:
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end_klu = getattr(klu, 'pre', None) or klu
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last_histset.end_klu = end_klu
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last_histset.end_time = end_klu.time
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histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE)
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if last_histset and last_klu:
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last_histset.set_end_klu(last_klu)
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histset = ChanMACDHistSet(klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.ABOVE)
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self.histset_list.append(histset)
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if last_histset:
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last_histset.set_next(histset)
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@@ -91,11 +127,10 @@ class ChanMACD():
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if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER:
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last_histset.add_klu(klu)
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else:
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if last_histset:
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end_klu = getattr(klu, 'pre', None) or klu
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last_histset.end_klu = end_klu
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last_histset.end_time = end_klu.time
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histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER)
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# 结束旧 histset（以前一根结束更合理）
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if last_histset and last_klu:
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last_histset.set_end_klu(last_klu)
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histset = ChanMACDHistSet(klu.time, klu, last_histset, Chan_MACDHISTSET_DIR.UNDER)
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self.histset_list.append(histset)
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if last_histset:
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last_histset.set_next(histset)
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@@ -104,14 +139,4 @@ class ChanMACD():
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last_seg.add_histset(histset)
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if last_unittf:
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last_unittf.add_histset(histset)
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last_klu = klu
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# 循环结束后，收尾当前打开的结构
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if last_seg and getattr(last_seg, 'end_klu', None) is None:
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last_seg.end_klu = last_klu
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last_seg.end_time = last_klu.time
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if last_unittf and getattr(last_unittf, 'end_klu', None) is None:
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last_unittf.end_klu = last_klu
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last_unittf.end_time = last_klu.time
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if last_histset and getattr(last_histset, 'end_klu', None) is None:
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last_histset.end_klu = last_klu
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last_histset.end_time = last_klu.time
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last_klu = klu
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