添加新策略用第三类买卖点

TF_DF.py

@@ -157,7 +157,40 @@ class TF_DF():
 				klu_state_list.append("00")
 		print(klu_state_list[:20])
 		return klu_state_list
-	
+	def get_bsp_state(self, dataframe):
+		klu_list = self.get_klu_list(dataframe)
+		klc_list = self.get_klc_list(klu_list)
+		bi_list = self.cal_bi_list(klc_list)
+		seg_list = self.get_seg_list(bi_list)
+		bi_zs_list = self.cal_bi_zs(seg_list)
+		bsp_list = self.find_all_bsp(bi_list, bi_zs_list)
+		bsp_state_list = [0] * len(dataframe)
+		klc_index = 0
+		for index in range(0, len(dataframe)):
+			if klc_index == len(klc_list):
+				klc_index = len(klc_list) - 1
+			klc = klc_list[klc_index]
+			if klc.end_klu and klc.end_klu.idx == index:
+				if klc.klc_fx_type == Chan_KLC_FX.TOP2:
+					bi = klc.bi.pre
+					if bi and bi.is_sure and bi.end_klc.bsp_type == Chan_BSP_TYPE.B3:
+						# 第三类买点
+						bsp_state_list[index] = -1
+						#print(klc.end_time, "B3")
+					else:
+						bsp_state_list[index] = 0
+				elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
+					bi = klc.bi.pre
+					if bi and bi.is_sure and bi.end_klc.bsp_type == Chan_BSP_TYPE.S3:
+						# 第三类卖点
+						bsp_state_list[index] = 1
+						#print(klc.end_time, "S3")
+					else:
+						bsp_state_list[index] = 0
+				klc_index += 1
+			else:
+				bsp_state_list[index] = 0
+		return bsp_state_list
 	def get_ema_state(self, dataframe):
 		klu_list = self.get_klu_list(dataframe)
 		klc_list = self.get_klc_list(klu_list)
@@ -947,7 +980,7 @@ class TF_DF():
 		bi_list = []
 		last_top = None
 		last_bottom = None
-		bi_klc_min = 3
+		bi_klc_min = 4
 		last_fx_klc = None
 		for klc in klc_list:
 			if last_fx_klc: