添加新的策略
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jackyu66git
@@ -161,6 +161,7 @@ class TF_DF():
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else:
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klu_state_list.append("00")
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return klu_state_list
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def get_ema_state(self, dataframe):
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klu_list = self.get_klu_list(dataframe)
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klc_list = self.get_klc_list(klu_list)
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@@ -918,6 +919,7 @@ class TF_DF():
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if last_bottom and klc.high > last_bi.high:
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#print(klc.end_time, "Top 7, 1", last_bi.start_time, klc.high, last_bi.high)
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#klc.klc_fx_type = Chan_KLC_FX.TOP7
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#klc.fx = Chan_FX_TYPE.TOP
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"""
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last_bi.set_end_klc(last_bottom, klc)
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bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
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@@ -934,10 +936,10 @@ class TF_DF():
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"""
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else:
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if last_bottom and last_bi.dir == Chan_BI_DIR.UP:
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if last_top and klc.low < last_bi.low:
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#print(klc.end_time, "Bottom 8, 2", last_bi.start_time)
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#klc.klc_fx_type = Chan_KLC_FX.BOTTOM8
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#klc.fx = Chan_FX_TYPE.BOTTOM
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"""
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last_bi.set_end_klc(last_top, klc)
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bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
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@@ -954,6 +956,7 @@ class TF_DF():
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"""
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else:
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if fx == Chan_FX_TYPE.TOP:
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#print(klc.end_time, fx, klc.pre.high, klc.high, klc.pre.start_time, klc.pre.end_time)
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if last_top:
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if last_bottom:
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#print(klc.start_time, last_bottom.start_time, last_top.start_time)
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@@ -962,6 +965,7 @@ class TF_DF():
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if last_top.high > klc.high:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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klc.set_klc_fx_type(Chan_KLC_FX.TOP3)
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#print(klc.end_time, klc.fx, "二类卖点Sell 1")
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else:
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# A new top found
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@@ -973,16 +977,18 @@ class TF_DF():
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#print(klc.end_time, klc.fx, "一类卖点Sell 1")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# 不满足结合律的分型
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else:
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# 不满足结合律的分型
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#klc.set_klc_fx_type(Chan_KLC_FX.TOP0)
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if last_bottom.index + bi_klc_min > klc.index:
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if last_top.high > klc.high:
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#print(klc.start_time, klc.fx, "二类卖点Sell 1")
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#klc.set_fx(Chan_FX_TYPE.PTOP)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# New TOP Found没有意义，前面的UKNOWN已经出现TOP7
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# New TOP Found前面的UKNOWN可能出现TOP7，但是这里的也可能出现TOP8分型
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else:
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# 顶分型在出现2之前超过前一个笔的顶 TOP8
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if last_top.index + bi_klc_min < klc.index and len(bi_list) > 1:
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pre_last_bi = bi_list[-2]
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last_bi = bi_list[-1]
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@@ -1001,11 +1007,13 @@ class TF_DF():
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###klc.set_klc_fx_type(Chan_KLC_FX.TOP2) # when bi is down but the fx is top
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#klc.set_klc_fx_type(Chan_KLC_FX.TOP8)
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#print(klc.start_time, last_bi.start_klc.start_time, "New TOP Found reset last bi")
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else:
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klc.set_fx(Chan_FX_TYPE.PTOP)
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#klc.set_fx(Chan_FX_TYPE.PTOP)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#print(klc.start_time, klc.fx, "无效分型")
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print(klc.end_time, klc.fx, "无效顶分型")
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# 满足结合律
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else:
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# New Temp TOP and last bottom confirmed ***** confirm last down bi(last bottom and last top)
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@@ -1024,8 +1032,9 @@ class TF_DF():
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#print(klc.start_time, last_bottom.start_time, "Normal TOP Found, Confirm down bi 4")
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# last bottom = None
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# last bottom = None 初始化的时候用，其他时间不用
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else:
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# 初始化的时候用，其他时间不用
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if last_top.high < klc.high:
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last_bi = bi_list[-1]
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last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
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@@ -1033,11 +1042,13 @@ class TF_DF():
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#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 3")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# 初始化的时候用，其他时间不用
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else:
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klc.set_fx(Chan_FX_TYPE.TT)
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#print(klc.start_time, klc.fx, "二类卖点Sell 2")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# last_top == None 初始化的时候用，其他时间不用
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else:
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if last_bottom:
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# 不满足结合律的分型
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@@ -1052,7 +1063,7 @@ class TF_DF():
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#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 4")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# Last top = None, last bottom = None, create first down bi
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# Last top = None, last bottom = None, create first down bi 初始化的时候用，其他时间不用
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else:
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# First temp top
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last_top = klc
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@@ -1071,6 +1082,7 @@ class TF_DF():
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if last_bottom.low < klc.low:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM3)
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#print(last_bottom.start_time, last_bottom.end_time, "--------------------------------1")
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#print(klc.end_time, klc.fx, "二类买点Buy 1")
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else:
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@@ -1082,8 +1094,9 @@ class TF_DF():
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#print(klc.end_time, klc.fx, "一类买点Buy 1")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# 不满足结合律的分型
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else:
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# 不满足结合律的分型
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#klc.set_klc_fx_type(Chan_KLC_FX.TOP0)
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if last_top.index + bi_klc_min > klc.index:
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if last_bottom.low < klc.low:
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#print(klc.end_time, klc.fx, "中枢买点Buy 1")
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@@ -1108,11 +1121,12 @@ class TF_DF():
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###klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2) # when bi is up but the fx is bottom
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM8)
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else:
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#klc.set_fx(Chan_FX_TYPE.UNKNOWN)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#print(klc.start_time, klc.fx, "无效分型")
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print(klc.end_time, klc.fx, "无效底分型")
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# 满足结合律的分型
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else:
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# New Temp Bottom and last top confirmed ***** confirm last up bi(last bottom and last top)
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@@ -1132,7 +1146,7 @@ class TF_DF():
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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#print(klc.start_time, last_top.start_time, "Normal Bottom Found, Confirm up bi 6")
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# last_top = None
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# last_top = None 初始化的时候用，其他时间不用
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else:
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if last_bottom.low > klc.low:
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last_bi = bi_list[-1]
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@@ -1149,7 +1163,7 @@ class TF_DF():
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#print(klc.start_time, klc.fx, "二类买点Buy 2")
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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# last_bottom = None
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# last_bottom = None 初始化的时候用，其他时间不用
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else:
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if last_top:
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# 不满足结合律的分型
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