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jackyu66git
2025-04-24 17:49:36 +08:00
parent 48d5647ebf
commit b849ce8ec8
14 changed files with 242 additions and 408 deletions
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ChanLun.py
+80 -33
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@@ -1,6 +1,6 @@
from datetime import timedelta
from pandas import DataFrame
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX
from ChanKLU import ChanKLU
from ChanKLC import ChanKLC
from ChanBI import ChanBI
@@ -88,6 +88,7 @@ class ChanLun():
df['macdhist'] = macd['macdhist']
return df
def plot_dataframe(self, dataframe):
return self.get_klu_list(dataframe)
klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list)
seg_list = self.get_seg_list(bi_list)
@@ -529,7 +530,7 @@ class ChanLun():
fx = self.check_fx(klc)
# Do nothing
if fx == Chan_FX_TYPE.UNKNOWN:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
klc.set_fx(fx)
if len(bi_list) > 0:
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
@@ -541,16 +542,19 @@ class ChanLun():
if last_bottom.index < last_top.index:
# Second top lower to be second sell point
if last_top.high > klc.high:
klc.set_fx(Chan_FX_TYPE.TT)
#klc.set_fx(Chan_FX_TYPE.TT)
klc.set_state("20")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "二类买卖点Sell 1")
#print(klc.start_time, klc.fx, "二类卖点Sell 1")
else:
# A new top found
#last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
last_top = klc
#print(klc.start_time, klc.fx, "一类买卖点Sell 1")
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 1")
klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
#print(klc.start_time, klc.fx, "一类卖点Sell 1")
#klc.set_fx(fx)
klc.set_state("10")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
@@ -558,8 +562,8 @@ class ChanLun():
# 不满足结合律的分型
if last_bottom.index + 4 > klc.index:
if last_top.high > klc.high:
#print(klc.start_time, last_bottom.start_time, klc.fx, "中枢买卖点Sell 1")
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
#print(klc.start_time, klc.fx, "二类卖点Sell 1")
#klc.set_fx(Chan_FX_TYPE.PTOP)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
# New TOP Found replace last top
@@ -571,18 +575,21 @@ class ChanLun():
pre_last_bi.update_bi(klc)
bi_list.remove(last_bi)
pre_last_bi.set_next(None)
last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
#last_top.set_fx(Chan_FX_TYPE.PTOP)
last_top = klc
last_bottom = pre_last_bi.start_klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Bottom Change 1")
klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
#print(klc.start_time, last_bi.start_klc.start_time, "New TOP Found reset last bi")
klc.set_state("10")
#print(klc.start_time, klc.fx, "笔卖点Sell 1")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
else:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
klc.set_fx(Chan_FX_TYPE.PTOP)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, last_bottom.start_time, klc.fx, "中枢买卖点Sell 2")
#print(klc.start_time, klc.fx, "无效分型")
# 满足结合律
else:
# New Temp TOP and last bottom confirmed ***** confirm last down bi(last bottom and last top)
@@ -595,10 +602,13 @@ class ChanLun():
bi.add_klc(klc)
bi_list.append(bi)
last_top = klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
klc.set_state('30')
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, last_bottom.start_time, "Normal TOP Found, Confirm down bi 4")
#print(klc.start_time, klc.fx, "笔卖点Sell 2")
# last bottom = None
else:
if last_top.high < klc.high:
@@ -606,29 +616,42 @@ class ChanLun():
last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
#last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
last_top = klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 3")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "笔卖点Sell 3")
else:
klc.set_fx(Chan_FX_TYPE.TT)
klc.set_state('20')
#print(klc.start_time, klc.fx, "二类买卖点Sell 2")
#print(klc.start_time, klc.fx, "二类卖点Sell 2")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
else:
if last_bottom:
# 不满足结合律的分型
if last_bottom.index + 4 > klc.index:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
#klc.set_fx(Chan_FX_TYPE.PTOP)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "中枢卖点Sell 1")
else:
# First temp top and last bottom confirmed
last_top = klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 4")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "一类卖点Sell 1")
# Last top = None, last bottom = None, create first down bi
else:
# First temp top
last_top = klc
bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.DOWN)
bi_list.append(bi)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 5")
#print(klc.start_time, 'Create first top')
#print(klc.start_time, klc.fx, "笔卖点Sell 1")
#klc.fx = Bottom ========================
else:
if last_bottom:
@@ -637,16 +660,18 @@ class ChanLun():
if last_top.index < last_bottom.index:
# Second bottom uppper to be second buy point and confirm last bi
if last_bottom.low < klc.low:
klc.set_fx(Chan_FX_TYPE.BB)
#klc.set_fx(Chan_FX_TYPE.BB)
klc.set_state("-20")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "二类买卖点Buy 1")
#print(klc.start_time, klc.fx, "二类买点Buy 1")
else:
# A new bottom found
#last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
last_bottom = klc
#print(klc.start_time, klc.fx, "一类买卖点Buy 1")
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 1")
klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
#print(klc.start_time, klc.fx, "一类买点Buy 1")
klc.set_state("-10")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
@@ -654,10 +679,10 @@ class ChanLun():
# 不满足结合律的分型
if last_top.index + 4 > klc.index:
if last_bottom.low < klc.low:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
#klc.set_fx(Chan_FX_TYPE.PBOTTOM)
#klc.set_fx(Chan_FX_TYPE.BB)
#klc.set_state("-100")
#print(klc.start_time, klc.fx, "中枢买卖点Buy 1")
#print(klc.start_time, klc.fx, "中枢买点Buy 1")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
# Found new bottom
@@ -669,18 +694,21 @@ class ChanLun():
pre_last_bi.update_bi(klc)
bi_list.remove(last_bi)
pre_last_bi.set_next(None)
last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
#last_bottom.set_fx(Chan_FX_TYPE.PBOTTOM)
last_bottom = klc
last_top = pre_last_bi.start_klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Bottom Change 2")
klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
#print(klc.start_time, last_bi.start_klc.start_time, "New BOTTOM Found reset last bi")
klc.set_state("-10")
#print(klc.start_time, klc.fx, "笔买点Buy 1")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
else:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
#klc.set_fx(Chan_FX_TYPE.UNKNOWN)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "中枢买卖点Buy 2")
#print(klc.start_time, klc.fx, "无效分型")
# 满足结合律的分型
else:
# New Temp Bottom and last top confirmed ***** confirm last up bi(last bottom and last top)
@@ -693,9 +721,12 @@ class ChanLun():
bi.add_klc(klc)
bi_list.append(bi)
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)
klc.set_state('-30')
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "笔买点Buy 2")
#print(klc.start_time, last_top.start_time, "Normal Bottom Found, Confirm up bi 6")
# last_top = None
else:
@@ -704,12 +735,14 @@ class ChanLun():
last_bi.set_start_klc(klc, Chan_BI_DIR.UP)
#last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
last_bottom = klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 3")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "笔买点Buy 3")
else:
klc.set_fx(Chan_FX_TYPE.BB)
klc.set_state('-20')
#print(klc.start_time, klc.fx, "二类买卖点Buy 2")
#print(klc.start_time, klc.fx, "二类买点Buy 2")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
# last_bottom = None
@@ -717,14 +750,17 @@ class ChanLun():
if last_top:
# 不满足结合律的分型
if last_top.index + 4 > klc.index:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
#klc.set_fx(Chan_FX_TYPE.PBOTTOM)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "中枢买点Buy 1")
else:
# First temp bottom and last top confirmed
last_bottom = klc
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 4")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "一类买点Buy 1")
# Last top = None, last bottom = None, create first up bi
else:
# First temp bottom and no top yet
@@ -733,8 +769,11 @@ class ChanLun():
bi_list.append(bi)
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, 'Create first bottom')
#print(klc.time, klc.fx, klc.state)
print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 5")
#print(klc.start_time, klc.fx, "笔买点Buy 4")
#if klc.fx != Chan_FX_TYPE.UNKNOWN:
#print(klc.start_time, klc.fx, klc.index)
"""
for klc in klc_list:
if klc.fx == Chan_FX_TYPE.TOP:
klc.state = "10"
@@ -742,6 +781,7 @@ class ChanLun():
if klc.fx == Chan_FX_TYPE.BOTTOM:
klc.state = "-10"
#print(klc.time, klc.state)
"""
return bi_list
def get_zs_list(self, bi_list, seg_list):
@@ -997,7 +1037,20 @@ class ChanLun():
def get_decimal(self, value):
return Decimal("{:.2f}".format(value))
def add_indicators(self, df):
fast = 8
slow = 16
period = 6
macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
df['macd'] = macd['macd']
df['macdsignal'] = macd['macdsignal']
df['macdhist'] = macd['macdhist']
df['ma5'] = ta.MA(df, timeperiod=5)
df['ma10'] = ta.MA(df, timeperiod=10)
df['ma30'] = ta.EMA(df, timeperiod=30)
df['ma250'] = ta.MA(df, timeperiod=250)
df['rsi'] = ta.RSI(df, timeperiod=14)
return df
def get_klc_list(self, dataframe):
klu_list = self.get_klu_list(dataframe)
klc_list = []
@@ -1075,14 +1128,8 @@ class ChanLun():
klu = ChanKLU(time_str, o, h, l, c, v)
klu.set_idx(i)
klu_list.append(klu)
klu.macd = item['macd']
klu.signal = item['macdsignal']
klu.macdhist = item['macdhist']
klu.ma5 = item['ma5']
klu.ma10 = item['ma10']
klu.ma30 = item['ma30']
klu.ma250 = item['ma250']
klu.rsi = item['rsi']
if True:
klu.set_indicators(item)
return klu_list
def get_bsp_list1(self, big_df):