jack/Chan
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

add more files

Browse Source
This commit is contained in:
jackyu66git
2025-04-25 21:39:24 +08:00
parent 761d73cdac
commit bb0b70fa44
12 changed files with 787 additions and 108 deletions
Download Patch File Download Diff File Expand all files Collapse all files
ChanLun.py
+39 -13
View File
@@ -142,14 +142,28 @@ class ChanLun():
bi_list = self.cal_bi_list(klc_list)
klc_index = 0
state_list = []
bi_dir_list = []
for index in range(0, len(dataframe)):
klc = klc_list[klc_index]
if klc.bi and klc.bi.dir == Chan_BI_DIR.UP:
bi_dir_list.append(1)
else:
bi_dir_list.append(-1)
if klc.end_klu and klc.end_klu.idx == index:
klc.set_state("00")
if klc.klc_fx_type == Chan_KLC_FX.BOTTOM1:
klc.set_state("10")
elif klc.klc_fx_type == Chan_KLC_FX.TOP1:
klc.set_state("-10")
elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
klc.set_state("20")
elif klc.klc_fx_type == Chan_KLC_FX.TOP2:
klc.set_state("-20")
state_list.append(klc.state)
klc_index += 1
else:
state_list.append("00")
return state_list
return state_list, bi_dir_list
def get_bi_list(self, dataframe):
bi_list = self.cal_bi_list(self.get_klc_list(dataframe))
return bi_list
@@ -180,12 +194,24 @@ class ChanLun():
klu = ChanKLU(time_str, o, h, l, c, v)
klu.set_idx(i)
klu_list.append(klu)
if True:
if 'macd' in item:
klu.set_indicators(item)
return klu_list
def cal_volume_ratio(self, dataframe, window=10):
df = dataframe.copy()
# 计算过去N根K线的平均成交量
df['avg_volume'] = df['volume'].rolling(window=window).mean()
# 计算量比
df['volume_ratio'] = df['volume'] / df['avg_volume']
# 填充缺失值（前N根K线）
df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
return df['volume_ratio']
def calculate_zs(self, bi_list, seg_list):
return self.get_zs_list(bi_list, seg_list)
def get_full_klc_list(self, dataframe):
klc_list = self.get_klc_list(dataframe)
bi_list = self.cal_bi_list(klc_list)
return klc_list
def get_seg_list(self, bi_list):
seg_list = []
up_bi_list = []
@@ -573,7 +599,7 @@ class ChanLun():
# Second top lower to be second sell point
if last_top.high > klc.high:
#klc.set_fx(Chan_FX_TYPE.TT)
klc.set_state("20")
#klc.set_state("20")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "二类卖点Sell 1")
@@ -585,7 +611,7 @@ class ChanLun():
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")
#klc.set_state("10")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
else:
@@ -634,7 +660,7 @@ class ChanLun():
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')
#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")
@@ -652,7 +678,7 @@ class ChanLun():
#print(klc.start_time, klc.fx, "笔卖点Sell 3")
else:
klc.set_fx(Chan_FX_TYPE.TT)
klc.set_state('20')
#klc.set_state('20')
#print(klc.start_time, klc.fx, "二类卖点Sell 2")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
@@ -691,7 +717,7 @@ class ChanLun():
# 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_state("-20")
#klc.set_state("-20")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
#print(klc.start_time, klc.fx, "二类买点Buy 1")
@@ -702,7 +728,7 @@ class ChanLun():
#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")
#klc.set_state("-10")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
else:
@@ -730,7 +756,7 @@ class ChanLun():
#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")
#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])
@@ -753,7 +779,7 @@ class ChanLun():
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')
#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")
@@ -771,7 +797,7 @@ class ChanLun():
#print(klc.start_time, klc.fx, "笔买点Buy 3")
else:
klc.set_fx(Chan_FX_TYPE.BB)
klc.set_state('-20')
#klc.set_state('-20')
#print(klc.start_time, klc.fx, "二类买点Buy 2")
bi_list[-1].add_klc(klc)
klc.set_bi(bi_list[-1])
@@ -815,7 +841,7 @@ class ChanLun():
#for index in range(0, 10):
#print(bi_list[index].start_time, bi_list[index].start_klc.start_time, bi_list[index].dir)
return bi_list
def get_zs_list(self, bi_list, seg_list):
zs_list = []
bsp_list = []