add bb bb
This commit is contained in:
jackyu66git
+10
@@ -42,6 +42,7 @@ class ChanKLC():
|
||||
self.strength = klu.strength
|
||||
self.last_top_klc = None
|
||||
self.last_bottom_klc = None
|
||||
self.bb_out = False
|
||||
def set_last_top_klu(self, last_top_klc):
|
||||
self.last_top_klc = last_top_klc
|
||||
def set_last_bottom_klc(self, last_bottom_klc):
|
||||
@@ -58,6 +59,15 @@ class ChanKLC():
|
||||
self.cal_indicators()
|
||||
self.cal_shape_1()
|
||||
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):
|
||||
for index in range(1, len(self.klus)):
|
||||
self.volume += self.klus[index].volume
|
||||
|
||||
@@ -582,6 +582,13 @@ class ChanKLU:
|
||||
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.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
|
||||
self.update_realtime_analysis()
|
||||
|
||||
|
||||
+10
-4
@@ -104,11 +104,17 @@ class ChanLun():
|
||||
if klc.end_klu:
|
||||
if klc.end_klu.idx == index:
|
||||
klc_index += 1
|
||||
if klc.klc_fx_type == Chan_KLC_FX.TOP3:
|
||||
state_list.append("10")
|
||||
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")
|
||||
else:
|
||||
state_list.append("00")
|
||||
#print(klc.start_time, klc.end_time, klc.klc_fx_type)
|
||||
elif klc.klc_fx_type == Chan_KLC_FX.BOTTOM3:
|
||||
state_list.append("-10")
|
||||
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")
|
||||
else:
|
||||
state_list.append("00")
|
||||
#print(klc.start_time, klc.end_time, klc.klc_fx_type)
|
||||
else:
|
||||
state_list.append("00")
|
||||
|
||||
@@ -35,6 +35,7 @@ class ChanLun_BTC_30(IStrategy):
|
||||
# Minimal ROI designed for the strategy.
|
||||
# This attribute will be overridden if the config file contains "minimal_roi"
|
||||
# 30m and 1h
|
||||
|
||||
minimal_roi = {
|
||||
"0": 0.60,
|
||||
"360": 0.2,
|
||||
@@ -49,29 +50,29 @@ class ChanLun_BTC_30(IStrategy):
|
||||
"240": 0
|
||||
}
|
||||
# 15m and 30m
|
||||
minimal_roi_1 = {
|
||||
minimal_roi = {
|
||||
"0": 0.1,
|
||||
"240": 0.05,
|
||||
"480": 0.03,
|
||||
"600": 0
|
||||
}
|
||||
minimal_roi_1 = {
|
||||
"0": 0.10,
|
||||
"1200": 0.05,
|
||||
"2400": 0.025,
|
||||
"3600": 0
|
||||
"0": 1.50,
|
||||
"120": 0.05,
|
||||
"240": 0.025,
|
||||
"360": 0
|
||||
}
|
||||
can_short = True
|
||||
lev = 1.0
|
||||
stoploss = -0.5
|
||||
use_custom_stoploss = True
|
||||
stoploss = -0.01
|
||||
#use_custom_stoploss = True
|
||||
|
||||
trailing_stop = False
|
||||
trailing_stop_positive = 0.025
|
||||
trailing_stop_positive_offset = 0.045
|
||||
trailing_only_offset_is_reached = False
|
||||
|
||||
position_adjustment_enable = True
|
||||
#position_adjustment_enable = True
|
||||
startup_candle_count = 780
|
||||
|
||||
time5 = 5
|
||||
@@ -79,7 +80,7 @@ class ChanLun_BTC_30(IStrategy):
|
||||
time30 = 30
|
||||
time60 = 60
|
||||
time4h = 240
|
||||
time30 = 15
|
||||
time30 = 60
|
||||
last_time = datetime.now()
|
||||
chan = ChanLun()
|
||||
chanpy = ChanPY()
|
||||
@@ -112,10 +113,9 @@ class ChanLun_BTC_30(IStrategy):
|
||||
#self.chan.plot_dual(dataframe_5, dataframe_30)
|
||||
chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
|
||||
dataframe_5['chanpy_state'] = chanpy_state
|
||||
state_list = self.chan.get_klc_state_list(dataframe_15)
|
||||
dataframe_15['state'] = state_list
|
||||
dataframe_15['fx'] = state_list
|
||||
state_list = self.chan.get_klc_state_list(dataframe_30)
|
||||
state_list = self.chan.get_klc_state_list(dataframe_60)
|
||||
dataframe_60['state'] = state_list
|
||||
dataframe_60['fx'] = state_list
|
||||
#bi_list_1 = self.chan.get_bi_list(dataframe)
|
||||
#bi_list_5 = self.chan.get_bi_list(dataframe_5)
|
||||
#bi_list_15 = self.chan.get_bi_list(dataframe_15)
|
||||
@@ -131,9 +131,9 @@ class ChanLun_BTC_30(IStrategy):
|
||||
print("-------------------------------------------------------------------------------")
|
||||
self.last_time = datetime.now()
|
||||
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_60)
|
||||
dataframe = resampled_merge(dataframe, dataframe_60)
|
||||
#dataframe = resampled_merge(dataframe, dataframe_4h)
|
||||
return 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)
|
||||
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)
|
||||
|
||||
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)
|
||||
# %B = (Price - Lower Band) / (Upper Band - Lower Band)
|
||||
bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
|
||||
bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
|
||||
|
||||
df['bb365'] = bb365['upperband']
|
||||
bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
|
||||
df['bbup365'] = bb365['upperband']
|
||||
df['bblow365'] = bb365['lowerband']
|
||||
df['bbp365'] = bbp365
|
||||
df['bb120'] = bb120['upperband']
|
||||
df['bbup120'] = bb120['upperband']
|
||||
df['bblow120'] = bb120['lowerband']
|
||||
df['bbp120'] = bbp120
|
||||
df['bbup30'] = bb30['upperband']
|
||||
df['bblow30'] = bb30['lowerband']
|
||||
df['bbp30'] = bbp30
|
||||
df['macd'] = macd['macd']
|
||||
df['macdsignal'] = macd['macdsignal']
|
||||
df['macdhist'] = macd['macdhist']
|
||||
@@ -267,7 +272,7 @@ class ChanLun_BTC_30(IStrategy):
|
||||
if last_low and current_rate < last_low:
|
||||
#print(trade.open_date, last_low, current_rate, "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.
|
||||
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)
|
||||
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
|
||||
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[ema5] > dataframe[ema10]) &
|
||||
(dataframe[ema10] > dataframe[ema26]) &
|
||||
(dataframe[ema26] > dataframe[ema52]) &
|
||||
(dataframe[ema52] > 0)
|
||||
(dataframe[state_str].shift(shift_time) == "-10")
|
||||
#(dataframe['state'] == "-30")
|
||||
#(dataframe[state_str].shift(shift_time) == "-10")
|
||||
#(dataframe[fx_str].shift(shift_time) == -1)
|
||||
@@ -336,8 +333,7 @@ class ChanLun_BTC_30(IStrategy):
|
||||
['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
|
||||
dataframe.loc[
|
||||
(
|
||||
#(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[chanpy_state_str].shift(shift_time+30) == -1)
|
||||
#(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)
|
||||
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
|
||||
shift_time = self.time30
|
||||
strength = 0.9
|
||||
dataframe.loc[
|
||||
(
|
||||
#(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[chanpy_state_str].shift(shift_time+30) == -1)
|
||||
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
|
||||
@@ -366,7 +361,7 @@ class ChanLun_BTC_30(IStrategy):
|
||||
dataframe.loc[
|
||||
(
|
||||
#(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[chanpy_state_str].shift(shift_time+30) == 1)
|
||||
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
|
||||
|
||||
+13
-11
@@ -274,7 +274,9 @@ def add_indicators(df):
|
||||
df['bb_upper'] = bb['upperband'].fillna(0)
|
||||
df['bb_middle'] = bb['middleband'].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)
|
||||
bb_element = ta.BBANDS(df, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0)
|
||||
df['element_bb_upper'] = bb_element['upperband'].fillna(0)
|
||||
@@ -377,16 +379,16 @@ def analyze_chan(df):
|
||||
# 如果分型强度小于1，设为0
|
||||
if fx_strength < 1:
|
||||
fx_strength = 0
|
||||
|
||||
klc_fx_info.append({
|
||||
'time': klc.end_time,
|
||||
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
|
||||
'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
|
||||
'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
|
||||
'fx_strength': fx_strength, # 分型强度分数 (0-100)
|
||||
'fx_strength_level': fx_strength_level, # 分型强度等级 (极强/强/中等/弱/极弱)
|
||||
'is_strong_fx': is_strong_fx # 是否为强分型
|
||||
})
|
||||
if klc.bb_out:
|
||||
klc_fx_info.append({
|
||||
'time': klc.end_time,
|
||||
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
|
||||
'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
|
||||
'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
|
||||
'fx_strength': fx_strength, # 分型强度分数 (0-100)
|
||||
'fx_strength_level': fx_strength_level, # 分型强度等级 (极强/强/中等/弱/极弱)
|
||||
'is_strong_fx': is_strong_fx # 是否为强分型
|
||||
})
|
||||
except Exception as e:
|
||||
# 如果出错，仍然添加基本信息，但分型强度为0
|
||||
klc_fx_info.append({
|
||||
|
||||
Reference in New Issue
Block a user