修改了分型，笔，笔中枢方式，添加三类买卖点的识别
This commit is contained in:
jackyu66git
+1
-1
@@ -26,7 +26,7 @@ class ChanBIZS():
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self.set_end_time(end_bi.end_klc.end_time)
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self.is_sure = True
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self.sure_time = sure_bi.sure_time
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print(self.start_time, self.is_sure, len(self.bi_list), self.dir, self.zs_type)
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#print(self.start_time, self.is_sure, len(self.bi_list), self.dir, self.zs_type)
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def set_end_time(self, end_time):
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self.end_time = end_time
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def set_zg(self, zg):
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+4
-4
@@ -4,11 +4,11 @@ from ChanEnum import Chan_BSP_TYPE, Chan_BSP_DIR
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class ChanBSP():
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def __init__(self, bi: ChanBI, index, type: Chan_BSP_TYPE, ddir: Chan_BSP_DIR, sure_time, zs_count, zs, seg):
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self.bi = bi
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self.klc = bi.start_klc
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self.klc = bi.end_klc
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self.index = index
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self.type = type
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self.start_time = bi.end_klc.start_time
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self.end_time = bi.end_klc.end_time
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self.start_time = self.klc.start_time
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self.end_time = self.klc.end_time
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if sure_time:
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self.is_sure = True
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self.sure_time = sure_time
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@@ -18,7 +18,7 @@ class ChanBSP():
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self.dir = ddir
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self.zs_count = zs_count
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self.zs = zs
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self.seg = seg
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self.seg = bi.seg
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def set_sure_time(self, sure_time):
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self.is_sure = True
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self.sure_time = sure_time
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@@ -151,6 +151,14 @@ class ChanLun():
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return self.tf_df.check_bottom_fx(last_top, klc)
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def cal_bi_list(self, klc_list):
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return self.tf_df.cal_bi_list(klc_list)
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def cal_bi_list_chanlun(self, klc_list):
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return self.tf_df.cal_bi_list_chanlun(klc_list)
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def find_first_bsp(self, bi_list, bi_zs_list):
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return self.tf_df.find_first_bsp(bi_list, bi_zs_list)
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def find_second_bsp(self, bi_list, first_bsp_list):
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return self.tf_df.find_second_bsp(bi_list, first_bsp_list)
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def find_third_bsp(self, bi_list, bi_zs_list):
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return self.tf_df.find_third_bsp(bi_list, bi_zs_list)
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def get_zs_list(self, bi_list, seg_list):
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return self.tf_df.get_zs_list(bi_list, seg_list)
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def cal_bi_zs(self, seg_list):
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@@ -139,16 +139,12 @@ class TF_DF():
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return klu_state_list
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def check_fx(self, klc):
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if klc.pre and klc.next:
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if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low and klc.macd > 0:
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if klc.pre.pre and klc.next.next:
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if klc.high > klc.pre.pre.high and klc.high > klc.next.next.high:
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if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
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#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
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klc.set_fx(Chan_FX_TYPE.TOP)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP")
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return Chan_FX_TYPE.TOP
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elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high and klc.macd < 0:
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if klc.pre.pre and klc.next.next:
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if klc.low < klc.pre.pre.low and klc.low < klc.next.next.low:
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elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high:
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#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM")
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@@ -524,6 +520,7 @@ class TF_DF():
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return klu_list
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def get_bi_list(self, dataframe):
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bi_list = self.cal_bi_list(self.get_klc_list(dataframe))
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#bi_list = self.cal_bi_list_chanlun(self.get_klc_list(dataframe))
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return bi_list
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def get_kl_data(self, dataframe:DataFrame):
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return self.cal_kl_data(dataframe)
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@@ -858,11 +855,11 @@ class TF_DF():
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last_bottom = None
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for klc in klc_list:
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fx = self.check_fx(klc)
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if fx == Chan_FX_TYPE.TOP and False:
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if fx == Chan_FX_TYPE.TOP:
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if last_bottom:
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if self.check_top_fx(last_bottom, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.BOTTOM and False:
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if fx == Chan_FX_TYPE.BOTTOM:
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if last_top:
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if self.check_bottom_fx(last_top, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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@@ -1183,6 +1180,200 @@ class TF_DF():
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return False
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return True
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def check_fx_chanlun(self, klc):
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"""标准缠论分型：仅用高低点，不用 MACD，不要求整根 K 线包在左右内。"""
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if klc.pre is None or klc.next is None:
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return Chan_FX_TYPE.UNKNOWN
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# 顶分型：中间 K 线高点最高
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if klc.high > klc.pre.high and klc.high > klc.next.high:
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klc.set_fx(Chan_FX_TYPE.TOP)
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return Chan_FX_TYPE.TOP
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# 底分型：中间 K 线低点最低
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if klc.low < klc.pre.low and klc.low < klc.next.low:
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klc.set_fx(Chan_FX_TYPE.BOTTOM)
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return Chan_FX_TYPE.BOTTOM
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return Chan_FX_TYPE.UNKNOWN
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def cal_bi_list_chanlun(self, klc_list):
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"""
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与 cal_bi_list 逻辑完全一致，仅分型用 check_fx_chanlun（标准缠论分型，不看 MACD）。
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"""
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bi_list = []
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last_top = None
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last_bottom = None
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for klc in klc_list:
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fx = self.check_fx_chanlun(klc)
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if fx == Chan_FX_TYPE.TOP:
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if last_bottom:
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if self.check_top_fx(last_bottom, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.BOTTOM:
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if last_top:
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if self.check_bottom_fx(last_top, klc) == False:
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fx = Chan_FX_TYPE.UNKNOWN
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if fx == Chan_FX_TYPE.UNKNOWN:
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if len(bi_list) > 0:
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bi_list[-1].add_klc(klc)
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continue
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if len(bi_list) > 0 and klc.end_klu:
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last_bi = bi_list[-1]
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if last_top and last_bi.dir == Chan_BI_DIR.DOWN:
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if last_bottom and klc.high > last_bi.high:
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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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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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for klc_index in range(last_bi.end_klc.index, len(klc_list)):
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bi.add_klc(klc_list[klc_index])
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bi_list.append(bi)
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last_top = klc
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klc.set_bi(bi)
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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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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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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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for klc_index in range(last_bi.end_klc.index, len(klc_list)):
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bi.add_klc(klc_list[klc_index])
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bi_list.append(bi)
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last_bottom = klc
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klc.set_bi(bi)
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else:
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if fx == Chan_FX_TYPE.TOP:
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if last_top:
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if last_bottom:
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if last_bottom.index < last_top.index:
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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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else:
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last_top = klc
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klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom.index + 4 > klc.index:
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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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else:
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if last_top.index + 4 < klc.index and len(bi_list) > 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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else:
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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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else:
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last_bi = bi_list[-1]
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if not last_bi.is_sure:
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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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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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bi.add_klc(klc)
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bi_list.append(bi)
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last_top = klc
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klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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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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last_top = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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klc.set_fx(Chan_FX_TYPE.TT)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom:
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if last_bottom.index + 4 > klc.index:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_top = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_top = klc
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bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.DOWN)
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bi_list.append(bi)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_bottom:
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if last_top:
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if last_top.index < last_bottom.index:
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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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else:
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last_bottom = klc
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klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_top.index + 4 > klc.index:
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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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else:
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if last_bottom.index + 4 < klc.index and len(bi_list) > 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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else:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_bi = bi_list[-1]
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if not last_bi.is_sure:
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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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last_bi.set_next(bi)
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bi.set_pre(last_bi)
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bi.add_klc(klc)
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bi_list.append(bi)
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last_bottom = klc
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klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
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self.check_fx_pattern(klc)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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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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last_bi.set_start_klc(klc, Chan_BI_DIR.UP)
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last_bottom = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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klc.set_fx(Chan_FX_TYPE.BB)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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if last_top:
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if last_top.index + 4 > klc.index:
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_bottom = klc
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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else:
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last_bottom = klc
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bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.UP)
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bi_list.append(bi)
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bi_list[-1].add_klc(klc)
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klc.set_bi(bi_list[-1])
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return bi_list
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def cal_bi_zs(self, seg_list):
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bi_zs_list = []
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for seg in seg_list:
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@@ -1191,9 +1382,260 @@ class TF_DF():
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bi_zs_list.append(zs_list)
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return bi_zs_list
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def find_third_bsp(self, bi_list, bi_zs_list):
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if len(bi_list) > 3 and len(bi_zs_list) > 0:
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last_bi_zs = bi_zs_list[-1]
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last_bi = bi_list[-1]
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"""
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笔中枢的三类买卖点识别
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三类买点：中枢形成后，一笔向上离开中枢（低点 > zg），
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随后回拉的一笔低点不跌回中枢（低点 >= zg），确认支撑有效。
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三类卖点：中枢形成后，一笔向下离开中枢（高点 < zd），
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随后反弹的一笔高点不回到中枢（高点 <= zd），确认压力有效。
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参数:
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bi_list: 笔列表
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bi_zs_list: 笔中枢列表（二维列表，每个seg内的中枢列表）
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返回:
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bsp_list: ChanBSP 列表，包含所有识别到的三类买卖点
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"""
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bsp_list = []
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if len(bi_list) < 4 or len(bi_zs_list) == 0:
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return bsp_list
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for zs in bi_zs_list:
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if not zs.is_sure or len(zs.bi_list) < 3:
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continue
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#print(zs.start_time, zs.end_time, zs.dir, zs.is_sure, len(zs.bi_list))
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# 中枢结束后的第一笔（离开笔）
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last_zs_bi = zs.bi_list[-1]
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if last_zs_bi.dir == Chan_BI_DIR.UP:
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if last_zs_bi.end_klc.high <= zs.zg or (last_zs_bi.next and last_zs_bi.next.is_sure and last_zs_bi.next.end_klc.low < zs.zd):
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leave_bi = last_zs_bi.next
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else:
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leave_bi = last_zs_bi
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else:
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if last_zs_bi.end_klc.low >= zs.zd or (last_zs_bi.next and last_zs_bi.next.is_sure and last_zs_bi.next.end_klc.high > zs.zg):
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leave_bi = last_zs_bi.next
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else:
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leave_bi = last_zs_bi
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#print(zs.zg, zs.zd)
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if leave_bi is None or not leave_bi.is_sure:
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continue
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if (zs.dir == Chan_ZS_DIR.UP and leave_bi.dir == Chan_BI_DIR.UP and leave_bi.end_klc.high < zs.zg and leave_bi.end_klc.high > zs.zd) or (zs.dir == Chan_ZS_DIR.DOWN and leave_bi.dir == Chan_BI_DIR.DOWN and leave_bi.end_klc.low < zs.zg and leave_bi.end_klc.low > zs.zd):
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#print("--------------------", leave_bi.dir, leave_bi.end_klc.high, leave_bi.end_klc.low, zs.zg, zs.zd)
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leave_bi = leave_bi.next
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# 三类买点：向上离开中枢后回拉不破 zg
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#print("Leave bi:", leave_bi.start_time, leave_bi.end_time, leave_bi.dir, leave_bi.is_sure, leave_bi.low, leave_bi.high)
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if leave_bi.dir == Chan_BI_DIR.UP:
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# 回拉笔
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pullback_bi = leave_bi.next
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#print(pullback_bi.start_klc.start_time, pullback_bi.dir, pullback_bi.is_sure, pullback_bi.low, pullback_bi.high)
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if pullback_bi and pullback_bi.is_sure and pullback_bi.dir == Chan_BI_DIR.DOWN:
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if pullback_bi.low >= zs.zg:
|
||||
# 确认三类买点：回拉笔的低点不跌回中枢
|
||||
bsp = ChanBSP(
|
||||
pullback_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T3,
|
||||
Chan_BSP_DIR.BUY,
|
||||
pullback_bi.sure_time,
|
||||
1, zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
|
||||
# 三类卖点：向下离开中枢后反弹不破 zd
|
||||
elif leave_bi.dir == Chan_BI_DIR.DOWN:
|
||||
# 反弹笔
|
||||
bounce_bi = leave_bi.next
|
||||
#print(bounce_bi.start_klc.start_time, bounce_bi.dir, bounce_bi.is_sure, bounce_bi.low, bounce_bi.high)
|
||||
if bounce_bi and bounce_bi.is_sure and bounce_bi.dir == Chan_BI_DIR.UP:
|
||||
if bounce_bi.high <= zs.zd:
|
||||
# 确认三类卖点：反弹笔的高点不回到中枢
|
||||
bsp = ChanBSP(
|
||||
bounce_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T3,
|
||||
Chan_BSP_DIR.SELL,
|
||||
bounce_bi.sure_time,
|
||||
1, zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
return bsp_list
|
||||
|
||||
def find_first_bsp(self, bi_list, bi_zs_list):
|
||||
"""
|
||||
笔中枢的一类买卖点识别
|
||||
|
||||
一类买点：下跌趋势中，最后一个中枢完成后，向下离开中枢的笔创新低，
|
||||
但该笔与进入中枢前的最后一笔下跌形成底背驰（力度减弱），
|
||||
即趋势力竭的转折点。
|
||||
一类卖点：上涨趋势中，最后一个中枢完成后，向上离开中枢的笔创新高，
|
||||
但该笔与进入中枢前的最后一笔上涨形成顶背驰（力度减弱），
|
||||
即趋势力竭的转折点。
|
||||
|
||||
简化判断：中枢形成后，离开中枢的笔（突破笔）本身即为一类买卖点的触发笔。
|
||||
|
||||
参数:
|
||||
bi_list: 笔列表
|
||||
bi_zs_list: 笔中枢列表（扁平列表，每个元素是一个中枢对象）
|
||||
|
||||
返回:
|
||||
bsp_list: ChanBSP 列表，包含所有识别到的一类买卖点
|
||||
"""
|
||||
bsp_list = []
|
||||
if len(bi_list) < 4 or len(bi_zs_list) == 0:
|
||||
return bsp_list
|
||||
|
||||
for zs in bi_zs_list:
|
||||
if not zs.is_sure or len(zs.bi_list) < 3:
|
||||
continue
|
||||
|
||||
# 找到中枢的最后一笔
|
||||
last_zs_bi = zs.bi_list[-1]
|
||||
|
||||
# 确定离开笔：中枢最后一笔之后的第一笔
|
||||
if last_zs_bi.dir == Chan_BI_DIR.UP:
|
||||
# 中枢最后一笔向上，如果没有真正离开中枢，取下一笔
|
||||
if last_zs_bi.end_klc.high <= zs.zg:
|
||||
leave_bi = last_zs_bi.next
|
||||
else:
|
||||
leave_bi = last_zs_bi
|
||||
else:
|
||||
# 中枢最后一笔向下，如果没有真正离开中枢，取下一笔
|
||||
if last_zs_bi.end_klc.low >= zs.zd:
|
||||
leave_bi = last_zs_bi.next
|
||||
else:
|
||||
leave_bi = last_zs_bi
|
||||
|
||||
if leave_bi is None or not leave_bi.is_sure:
|
||||
continue
|
||||
|
||||
# 一类买点：向下离开中枢（leave_bi向下，低点 < zd），趋势力竭
|
||||
if leave_bi.dir == Chan_BI_DIR.DOWN and leave_bi.low < zs.zd:
|
||||
# 背驰判断：比较离开笔与中枢内最后一笔同向笔的MACD柱状累积面积
|
||||
# 缠论原文：两段同向走势的MACD柱状面积比较，面积缩小即为背驰
|
||||
compare_bi = None
|
||||
for bi in reversed(zs.bi_list):
|
||||
if bi.dir == Chan_BI_DIR.DOWN and bi is not leave_bi:
|
||||
compare_bi = bi
|
||||
break
|
||||
|
||||
is_divergence = False
|
||||
if compare_bi:
|
||||
# 笔的macd_hist是该笔内所有KLU的macdhist累积面积
|
||||
leave_macd_area = abs(leave_bi.macd_hist)
|
||||
compare_macd_area = abs(compare_bi.macd_hist)
|
||||
|
||||
# 价格创新低但MACD面积缩小 = 底背驰
|
||||
if leave_bi.low <= compare_bi.low and leave_macd_area < compare_macd_area:
|
||||
is_divergence = True
|
||||
# 即使没创新低，MACD面积明显缩小也算背驰
|
||||
elif leave_macd_area < compare_macd_area * 0.5:
|
||||
is_divergence = True
|
||||
else:
|
||||
# 没有对比笔时，只要离开中枢就算一类买点
|
||||
is_divergence = True
|
||||
|
||||
if is_divergence:
|
||||
bsp = ChanBSP(
|
||||
leave_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T1,
|
||||
Chan_BSP_DIR.BUY,
|
||||
leave_bi.sure_time,
|
||||
1, zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
|
||||
# 一类卖点：向上离开中枢（leave_bi向上，高点 > zg），趋势力竭
|
||||
elif leave_bi.dir == Chan_BI_DIR.UP and leave_bi.high > zs.zg:
|
||||
# 背驰判断：比较离开笔与中枢内最后一笔同向笔的MACD柱状累积面积
|
||||
compare_bi = None
|
||||
for bi in reversed(zs.bi_list):
|
||||
if bi.dir == Chan_BI_DIR.UP and bi is not leave_bi:
|
||||
compare_bi = bi
|
||||
break
|
||||
|
||||
is_divergence = False
|
||||
if compare_bi:
|
||||
leave_macd_area = abs(leave_bi.macd_hist)
|
||||
compare_macd_area = abs(compare_bi.macd_hist)
|
||||
|
||||
# 价格创新高但MACD面积缩小 = 顶背驰
|
||||
if leave_bi.high >= compare_bi.high and leave_macd_area < compare_macd_area:
|
||||
is_divergence = True
|
||||
# 即使没创新高，MACD面积明显缩小也算背驰
|
||||
elif leave_macd_area < compare_macd_area * 0.5:
|
||||
is_divergence = True
|
||||
else:
|
||||
is_divergence = True
|
||||
|
||||
if is_divergence:
|
||||
bsp = ChanBSP(
|
||||
leave_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T1,
|
||||
Chan_BSP_DIR.SELL,
|
||||
leave_bi.sure_time,
|
||||
1, zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
|
||||
return bsp_list
|
||||
|
||||
def find_second_bsp(self, bi_list, first_bsp_list):
|
||||
"""
|
||||
笔中枢的二类买卖点识别
|
||||
|
||||
二类买点：一类买点出现后，价格向上反弹一笔，再回落一笔，
|
||||
回落笔的低点不跌破一类买点的低点，确认底部成立。
|
||||
二类卖点：一类卖点出现后，价格向下回落一笔，再反弹一笔，
|
||||
反弹笔的高点不超过一类卖点的高点，确认顶部成立。
|
||||
|
||||
参数:
|
||||
bi_list: 笔列表
|
||||
first_bsp_list: 一类买卖点列表（find_first_bsp 的返回值）
|
||||
|
||||
返回:
|
||||
bsp_list: ChanBSP 列表，包含所有识别到的二类买卖点
|
||||
"""
|
||||
bsp_list = []
|
||||
if not first_bsp_list or len(bi_list) < 4:
|
||||
return bsp_list
|
||||
|
||||
for first_bsp in first_bsp_list:
|
||||
trigger_bi = first_bsp.bi # 一类买卖点的触发笔
|
||||
|
||||
if first_bsp.dir == Chan_BSP_DIR.BUY:
|
||||
# 一买之后：trigger_bi 向下 -> 反弹笔(向上) -> 回落笔(向下)
|
||||
# 回落笔的低点 > trigger_bi 的低点 => 二类买点
|
||||
bounce_bi = trigger_bi.next # 反弹笔（向上）
|
||||
if bounce_bi and bounce_bi.is_sure and bounce_bi.dir == Chan_BI_DIR.UP:
|
||||
pullback_bi = bounce_bi.next # 回落笔（向下）
|
||||
if pullback_bi and pullback_bi.is_sure and pullback_bi.dir == Chan_BI_DIR.DOWN:
|
||||
if pullback_bi.low > trigger_bi.low:
|
||||
bsp = ChanBSP(
|
||||
pullback_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T2,
|
||||
Chan_BSP_DIR.BUY,
|
||||
pullback_bi.sure_time,
|
||||
1, first_bsp.zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
|
||||
elif first_bsp.dir == Chan_BSP_DIR.SELL:
|
||||
# 一卖之后：trigger_bi 向上 -> 回落笔(向下) -> 反弹笔(向上)
|
||||
# 反弹笔的高点 < trigger_bi 的高点 => 二类卖点
|
||||
drop_bi = trigger_bi.next # 回落笔（向下）
|
||||
if drop_bi and drop_bi.is_sure and drop_bi.dir == Chan_BI_DIR.DOWN:
|
||||
bounce_bi = drop_bi.next # 反弹笔（向上）
|
||||
if bounce_bi and bounce_bi.is_sure and bounce_bi.dir == Chan_BI_DIR.UP:
|
||||
if bounce_bi.high < trigger_bi.high:
|
||||
bsp = ChanBSP(
|
||||
bounce_bi, len(bsp_list),
|
||||
Chan_BSP_TYPE.T2,
|
||||
Chan_BSP_DIR.SELL,
|
||||
bounce_bi.sure_time,
|
||||
1, first_bsp.zs, None
|
||||
)
|
||||
bsp_list.append(bsp)
|
||||
|
||||
return bsp_list
|
||||
|
||||
def get_zs_list(self, bi_list, seg_list):
|
||||
zs_list = []
|
||||
|
||||
@@ -42,7 +42,7 @@ EMA24，EMA52，EMA104，EMA156成下跌趋势依次排列（EMA156 > EMA104 > E
|
||||
|
||||
# freqtrade trade -c ./user_data/Chan/config/ChanLun_EMA_Align.json --strategy ChanLun_EMA_Align --strategy-path ./user_data/Chan/strategies
|
||||
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_EMA_Align.json --strategy ChanLun_EMA_Align --strategy-path ./user_data/Chan/strategies --timerange=20260101-
|
||||
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_EMA_Align.json -t 1m 1m 1h 1d 1w 1M --pairs BTC/USDT:USDT --timerange=20240101-
|
||||
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_EMA_Align.json -t 1m 1m 5m 15m 30m 1h 1d 1w 1M --pairs BTC/USDT:USDT --timerange=20240101-
|
||||
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_EMA_Align.json -t 1m 1h 1d 1M --pairs BTC/USDT --timerange=20170101-
|
||||
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy ChanLun_EMA_Align --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_EMA_Align.json -e 200 --timerange=20250201-20250901
|
||||
# freqtrade edge -c ./user_data/Chan/config/ChanLun_EMA_Align.json --strategy ChanLun_EMA_Align --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
|
||||
|
||||
Vendored
BIN
Binary file not shown.
@@ -530,6 +530,9 @@ def analyze_chan(df, symbol=None, timeframe=None):
|
||||
bi_zs_list = [zs for group in bi_zs_nested for zs in (group or [])] if bi_zs_nested else []
|
||||
except Exception:
|
||||
bi_zs_list = []
|
||||
bsp_list = []
|
||||
if len(bi_zs_list) > 0:
|
||||
bsp_list = chan.find_third_bsp(bi_list, bi_zs_list)
|
||||
# 添加买卖点识别
|
||||
for bi in bi_list:
|
||||
bi.cal_macdhist()
|
||||
|
||||
Reference in New Issue
Block a user