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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_Classifier.py
+18 -4
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@@ -289,6 +289,13 @@ class ChanLunClassifier:
bi_index = 0
sample_list = []
for klc in klc_list:
if klc.pre and klc.next:
if klc.high > klc.pre.high and klc.high > klc.next.high:
klc.set_fx(Chan_FX_TYPE.TOP)
elif klc.low < klc.pre.low and klc.low < klc.next.low:
klc.set_fx(Chan_FX_TYPE.BOTTOM)
else:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
if klc.fx != Chan_FX_TYPE.UNKNOWN:
sample_list.append(klc)
for klc in sample_list:
@@ -311,8 +318,8 @@ class ChanLunClassifier:
# 判断这个bi是否赚钱（这里简单定义为：如果bi的结束价格高于起始价格，则标记为1，否则为0）
# 这个标签定义可以根据实际需求修改
seg = seg_list[bi_index]
if bi.start_klc.index == klc.index and bi.dir == Chan_BI_DIR.UP:
bi = bi_list[bi_index]
if bi.start_klc.index == klc.index:
#if klc.index == seg.start_bi.start_klc.index and seg.dir == Chan_SEG_DIR.UP:
label = 1
bi_index += 2
@@ -339,6 +346,13 @@ class ChanLunClassifier:
bi_index = 0
sample_list = []
for klc in klc_list:
if klc.pre and klc.next:
if klc.high > klc.pre.high and klc.high > klc.next.high:
klc.set_fx(Chan_FX_TYPE.TOP)
elif klc.low < klc.pre.low and klc.low < klc.next.low:
klc.set_fx(Chan_FX_TYPE.BOTTOM)
else:
klc.set_fx(Chan_FX_TYPE.UNKNOWN)
if klc.fx != Chan_FX_TYPE.UNKNOWN:
sample_list.append(klc)
for klc in sample_list:
@@ -357,7 +371,7 @@ class ChanLunClassifier:
else:
feature_vec.append(0)
seg = seg_list[bi_index]
if bi.start_klc.index == klc.index and bi.dir == Chan_BI_DIR.UP:
if bi.start_klc.index == klc.index:
#if klc.index == seg.start_bi.start_klc.index and seg.dir == Chan_SEG_DIR.UP:
label = 1
bi_index += 2
@@ -449,5 +463,5 @@ class ChanLunClassifier:
return self.get_decimal(self.model.predict(dtest)[0])
def get_decimal(self, value):
return Decimal("{:.2f}".format(value))
return Decimal("{:.4f}".format(value))