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add bb bb

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This commit is contained in:
jackyu66git
2025-07-08 02:25:23 +08:00
parent 9a68aa1913
commit d60805487d
5 changed files with 69 additions and 49 deletions
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ChanKLC.py
+10
View File
@@ -42,6 +42,7 @@ class ChanKLC():
self.strength = klu.strength self.strength = klu.strength
self.last_top_klc = None self.last_top_klc = None
self.last_bottom_klc = None self.last_bottom_klc = None
self.bb_out = False
def set_last_top_klu(self, last_top_klc): def set_last_top_klu(self, last_top_klc):
self.last_top_klc = last_top_klc self.last_top_klc = last_top_klc
def set_last_bottom_klc(self, last_bottom_klc): def set_last_bottom_klc(self, last_bottom_klc):
@@ -58,6 +59,15 @@ class ChanKLC():
self.cal_indicators() self.cal_indicators()
self.cal_shape_1() self.cal_shape_1()
self.strength = self.cal_klc_strength() self.strength = self.cal_klc_strength()
self.cal_bb_out()
def cal_bb_out(self):
for klu in self.klus:
if self.high >= klu.bbup30 and klu.bbup30 > 0:
self.bb_out = True
break
if self.low <= klu.bblow30 and klu.bblow30 > 0:
self.bb_out = True
break
def cal_indicators(self): def cal_indicators(self):
for index in range(1, len(self.klus)): for index in range(1, len(self.klus)):
self.volume += self.klus[index].volume self.volume += self.klus[index].volume
ChanKLU.py
+7
View File
@@ -582,6 +582,13 @@ class ChanKLU:
self.bbp365 = float(item['bbp365']) if 'bbp365' in item and item['bbp365'] else 0 self.bbp365 = float(item['bbp365']) if 'bbp365' in item and item['bbp365'] else 0
self.bb120 = float(item['bb120']) if 'bb120' in item and item['bb120'] else 0 self.bb120 = float(item['bb120']) if 'bb120' in item and item['bb120'] else 0
self.bb365 = float(item['bb365']) if 'bb365' in item and item['bb365'] else 0 self.bb365 = float(item['bb365']) if 'bb365' in item and item['bb365'] else 0
self.bbp30 = float(item['bbp30']) if 'bbp30' in item and item['bbp30'] else 0
self.bbup30 = float(item['bbup30']) if 'bbup30' in item and item['bbup30'] else 0
self.bblow30 = float(item['bblow30']) if 'bblow30' in item and item['bblow30'] else 0
self.bbup120 = float(item['bbup120']) if 'bbup120' in item and item['bbup120'] else 0
self.bblow120 = float(item['bblow120']) if 'bblow120' in item and item['bblow120'] else 0
self.bbup365 = float(item['bbup365']) if 'bbup365' in item and item['bbup365'] else 0
self.bblow365 = float(item['bblow365']) if 'bblow365' in item and item['bblow365'] else 0
# 设置指标后更新实时分析 # 设置指标后更新实时分析
self.update_realtime_analysis() self.update_realtime_analysis()
ChanLun.py
+8 -2
View File
@@ -104,11 +104,17 @@ class ChanLun():
if klc.end_klu: if klc.end_klu:
if klc.end_klu.idx == index: if klc.end_klu.idx == index:
klc_index += 1 klc_index += 1
if klc.klc_fx_type == Chan_KLC_FX.TOP3: if klc.klc_fx_type == Chan_KLC_FX.TOP1 or klc.klc_fx_type == Chan_KLC_FX.TOP2:
if klc.bb_out:
state_list.append("10") state_list.append("10")
else:
state_list.append("00")
#print(klc.start_time, klc.end_time, klc.klc_fx_type) #print(klc.start_time, klc.end_time, klc.klc_fx_type)
elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM3: elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM1 or klc.klc_fx_type == Chan_KLC_FX.BOTTOM2:
if klc.bb_out:
state_list.append("-10") state_list.append("-10")
else:
state_list.append("00")
#print(klc.start_time, klc.end_time, klc.klc_fx_type) #print(klc.start_time, klc.end_time, klc.klc_fx_type)
else: else:
state_list.append("00") state_list.append("00")
strategies/ChanLun_BTC_30.py
+29 -34
View File
@@ -35,6 +35,7 @@ class ChanLun_BTC_30(IStrategy):
# Minimal ROI designed for the strategy. # Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi" # This attribute will be overridden if the config file contains "minimal_roi"
# 30m and 1h # 30m and 1h
minimal_roi = { minimal_roi = {
"0": 0.60, "0": 0.60,
"360": 0.2, "360": 0.2,
@@ -49,29 +50,29 @@ class ChanLun_BTC_30(IStrategy):
"240": 0 "240": 0
} }
# 15m and 30m # 15m and 30m
minimal_roi_1 = { minimal_roi = {
"0": 0.1, "0": 0.1,
"240": 0.05, "240": 0.05,
"480": 0.03, "480": 0.03,
"600": 0 "600": 0
} }
minimal_roi_1 = { minimal_roi_1 = {
"0": 0.10, "0": 1.50,
"1200": 0.05, "120": 0.05,
"2400": 0.025, "240": 0.025,
"3600": 0 "360": 0
} }
can_short = True can_short = True
lev = 1.0 lev = 1.0
stoploss = -0.5 stoploss = -0.01
use_custom_stoploss = True #use_custom_stoploss = True
trailing_stop = False trailing_stop = False
trailing_stop_positive = 0.025 trailing_stop_positive = 0.025
trailing_stop_positive_offset = 0.045 trailing_stop_positive_offset = 0.045
trailing_only_offset_is_reached = False trailing_only_offset_is_reached = False
position_adjustment_enable = True #position_adjustment_enable = True
startup_candle_count = 780 startup_candle_count = 780
time5 = 5 time5 = 5
@@ -79,7 +80,7 @@ class ChanLun_BTC_30(IStrategy):
time30 = 30 time30 = 30
time60 = 60 time60 = 60
time4h = 240 time4h = 240
time30 = 15 time30 = 60
last_time = datetime.now() last_time = datetime.now()
chan = ChanLun() chan = ChanLun()
chanpy = ChanPY() chanpy = ChanPY()
@@ -112,10 +113,9 @@ class ChanLun_BTC_30(IStrategy):
#self.chan.plot_dual(dataframe_5, dataframe_30) #self.chan.plot_dual(dataframe_5, dataframe_30)
chanpy_state = self.chanpy.get_bsp_state(dataframe_5) chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
dataframe_5['chanpy_state'] = chanpy_state dataframe_5['chanpy_state'] = chanpy_state
state_list = self.chan.get_klc_state_list(dataframe_15) state_list = self.chan.get_klc_state_list(dataframe_60)
dataframe_15['state'] = state_list dataframe_60['state'] = state_list
dataframe_15['fx'] = state_list dataframe_60['fx'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_30)
#bi_list_1 = self.chan.get_bi_list(dataframe) #bi_list_1 = self.chan.get_bi_list(dataframe)
#bi_list_5 = self.chan.get_bi_list(dataframe_5) #bi_list_5 = self.chan.get_bi_list(dataframe_5)
#bi_list_15 = self.chan.get_bi_list(dataframe_15) #bi_list_15 = self.chan.get_bi_list(dataframe_15)
@@ -131,9 +131,9 @@ class ChanLun_BTC_30(IStrategy):
print("-------------------------------------------------------------------------------") print("-------------------------------------------------------------------------------")
self.last_time = datetime.now() self.last_time = datetime.now()
dataframe = resampled_merge(dataframe, dataframe_5) dataframe = resampled_merge(dataframe, dataframe_5)
dataframe = resampled_merge(dataframe, dataframe_15) #dataframe = resampled_merge(dataframe, dataframe_15)
#dataframe = resampled_merge(dataframe, dataframe_30) #dataframe = resampled_merge(dataframe, dataframe_30)
#dataframe = resampled_merge(dataframe, dataframe_60) dataframe = resampled_merge(dataframe, dataframe_60)
#dataframe = resampled_merge(dataframe, dataframe_4h) #dataframe = resampled_merge(dataframe, dataframe_4h)
return dataframe return dataframe
def print_seg(self, dataframe): def print_seg(self, dataframe):
@@ -155,16 +155,21 @@ class ChanLun_BTC_30(IStrategy):
macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period) macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0) bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0) bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb30 = ta.BBANDS(df, timeperiod=90, nbdevup=3.0, nbdevdn=3.0, matype=0)
# 手动计算布林带 %B 指标 (BBP) # 手动计算布林带 %B 指标 (BBP)
# %B = (Price - Lower Band) / (Upper Band - Lower Band) # %B = (Price - Lower Band) / (Upper Band - Lower Band)
bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband']) bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband']) bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
df['bb365'] = bb365['upperband'] df['bbup365'] = bb365['upperband']
df['bblow365'] = bb365['lowerband']
df['bbp365'] = bbp365 df['bbp365'] = bbp365
df['bb120'] = bb120['upperband'] df['bbup120'] = bb120['upperband']
df['bblow120'] = bb120['lowerband']
df['bbp120'] = bbp120 df['bbp120'] = bbp120
df['bbup30'] = bb30['upperband']
df['bblow30'] = bb30['lowerband']
df['bbp30'] = bbp30
df['macd'] = macd['macd'] df['macd'] = macd['macd']
df['macdsignal'] = macd['macdsignal'] df['macdsignal'] = macd['macdsignal']
df['macdhist'] = macd['macdhist'] df['macdhist'] = macd['macdhist']
@@ -267,7 +272,7 @@ class ChanLun_BTC_30(IStrategy):
if last_low and current_rate < last_low: if last_low and current_rate < last_low:
#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit") #print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
return "Relay Bottom FX exit" return "Relay Bottom FX exit"
def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None: def order_filled1(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
""" """
Called right after an order fills. Called right after an order fills.
Will be called for all order types (entry, exit, stoploss, position adjustment). Will be called for all order types (entry, exit, stoploss, position adjustment).
@@ -313,17 +318,9 @@ class ChanLun_BTC_30(IStrategy):
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30) fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5) #chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30 shift_time = self.time30
strength = 0.9
ema5 = 'resample_{}_ema5'.format(self.get_ticker_indicator()*self.time30)
ema10 = 'resample_{}_ema10'.format(self.get_ticker_indicator()*self.time30)
ema26 = 'resample_{}_ema26'.format(self.get_ticker_indicator()*self.time30)
ema52 = 'resample_{}_ema52'.format(self.get_ticker_indicator()*self.time30)
dataframe.loc[ dataframe.loc[
( (
(dataframe[ema5] > dataframe[ema10]) & (dataframe[state_str].shift(shift_time) == "-10")
(dataframe[ema10] > dataframe[ema26]) &
(dataframe[ema26] > dataframe[ema52]) &
(dataframe[ema52] > 0)
#(dataframe['state'] == "-30") #(dataframe['state'] == "-30")
#(dataframe[state_str].shift(shift_time) == "-10") #(dataframe[state_str].shift(shift_time) == "-10")
#(dataframe[fx_str].shift(shift_time) == -1) #(dataframe[fx_str].shift(shift_time) == -1)
@@ -336,8 +333,7 @@ class ChanLun_BTC_30(IStrategy):
['enter_long', 'enter_tag']] = (1, 'long_signal_chan') ['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
dataframe.loc[ dataframe.loc[
( (
#(dataframe['state'] == "-30") (dataframe[state_str].shift(shift_time) == "10")
(dataframe[state_str].shift(shift_time) == "101")
#(dataframe[fx_str].shift(shift_time) == 1) #(dataframe[fx_str].shift(shift_time) == 1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == -1) #(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") & #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
@@ -352,11 +348,10 @@ class ChanLun_BTC_30(IStrategy):
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30) fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5) #chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30 shift_time = self.time30
strength = 0.9
dataframe.loc[ dataframe.loc[
( (
#(dataframe['state']== "30") #(dataframe['state']== "30")
(dataframe[state_str].shift(shift_time) == "101") (dataframe[state_str].shift(shift_time) == "10")
#(dataframe[fx_str].shift(shift_time) == 1) #(dataframe[fx_str].shift(shift_time) == 1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == -1) #(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") & #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
@@ -366,7 +361,7 @@ class ChanLun_BTC_30(IStrategy):
dataframe.loc[ dataframe.loc[
( (
#(dataframe['state']== "30") #(dataframe['state']== "30")
(dataframe[state_str].shift(shift_time) == "-101") (dataframe[state_str].shift(shift_time) == "-10")
#(dataframe[fx_str].shift(shift_time) == -1) #(dataframe[fx_str].shift(shift_time) == -1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == 1) #(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") & #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
web/app.py
+4 -2
View File
@@ -274,7 +274,9 @@ def add_indicators(df):
df['bb_upper'] = bb['upperband'].fillna(0) df['bb_upper'] = bb['upperband'].fillna(0)
df['bb_middle'] = bb['middleband'].fillna(0) df['bb_middle'] = bb['middleband'].fillna(0)
df['bb_lower'] = bb['lowerband'].fillna(0) df['bb_lower'] = bb['lowerband'].fillna(0)
bb30 = ta.BBANDS(df, timeperiod=90, nbdevup=3.0, nbdevdn=3.0, matype=0)
df['bbup30'] = bb30['upperband'].fillna(0)
df['bblow30'] = bb30['lowerband'].fillna(0)
# 计算次周期布林带 (14周期，2标准差) # 计算次周期布林带 (14周期，2标准差)
bb_element = ta.BBANDS(df, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0) bb_element = ta.BBANDS(df, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0)
df['element_bb_upper'] = bb_element['upperband'].fillna(0) df['element_bb_upper'] = bb_element['upperband'].fillna(0)
@@ -377,7 +379,7 @@ def analyze_chan(df):
# 如果分型强度小于1，设为0 # 如果分型强度小于1，设为0
if fx_strength < 1: if fx_strength < 1:
fx_strength = 0 fx_strength = 0
if klc.bb_out:
klc_fx_info.append({ klc_fx_info.append({
'time': klc.end_time, 'time': klc.end_time,
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high, 'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,