添加新的数据结构类
This commit is contained in:
Porter
+3
-10
@@ -32,18 +32,11 @@ class ChanLun():
|
||||
time8h = 480
|
||||
time12h = 720
|
||||
time1d = 1440
|
||||
def create_all_data(self, dataframe, ticker_indicator):
|
||||
all_data = dict()
|
||||
all_data['1m'] = dataframe
|
||||
timeframes = [time1, time3, time5, time15]
|
||||
def init_data(self, dataframe, ticker_indicator):
|
||||
for timeframe in self.timeframes:
|
||||
df = resample_to_interval(dataframe, ticker_indicator*self.times[timeframe])
|
||||
all_data[timeframe] = df
|
||||
return all_data
|
||||
klu_list, klc_list, bi_list = self.get_list_by_time(dataframe, ticker_indicator, timeframe)
|
||||
def calculate_bsp(self, dataframe, ticker_indicator):
|
||||
klu1, klc1, bi1 = self.get_list_by_time(dataframe, self.time1)
|
||||
klu3, klc3, bi3 = self.get_list_by_time(dataframe, self.time3)
|
||||
klu5, klc5, bi5 = self.get_list_by_time(dataframe, self.time5)
|
||||
klu15, klc15, bi15 = self.get_list_by_time(dataframe, self.time15)
|
||||
|
||||
return dataframe
|
||||
def get_list_by_time(self, dataframe, ticker_indicator, time):
|
||||
|
||||
@@ -0,0 +1,890 @@
|
||||
from datetime import timedelta
|
||||
from pandas import DataFrame
|
||||
from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX
|
||||
from ChanKLU import ChanKLU
|
||||
from ChanKLC import ChanKLC
|
||||
from ChanBI import ChanBI
|
||||
from ChanSBI import ChanSBI
|
||||
from ChanSEG import ChanSEG
|
||||
from ChanZS import ChanZS
|
||||
from ChanBSP import ChanBSP
|
||||
import talib.abstract as ta
|
||||
import pandas as pd
|
||||
import matplotlib.pyplot as plt
|
||||
from matplotlib.dates import DateFormatter, date2num
|
||||
import matplotlib.patches as patches
|
||||
from technical.util import resample_to_interval
|
||||
from decimal import Decimal
|
||||
import xgboost as xgb
|
||||
import numpy as np
|
||||
from ChanMACD import ChanMACD
|
||||
|
||||
class TF_DF():
|
||||
def __init__(self, timeframe, df, ticker_indicator):
|
||||
self.timeframe = timeframe
|
||||
self.dataframe = resample_to_interval(df, ticker_indicator*timeframe)
|
||||
self.ticker_indicator = ticker_indicator
|
||||
self.klu_list = []
|
||||
self.klc_list = []
|
||||
self.bi_list = []
|
||||
self.zs_list = []
|
||||
self.bsp_list = []
|
||||
self.seg_list = []
|
||||
self.init_TF_DF()
|
||||
def init_TF_DF(self):
|
||||
self.klu_list = self.cal_kl_data(self.dataframe)
|
||||
self.klc_list = self.cal_klc_list(self.klu_list)
|
||||
self.bi_list = self.cal_bi_list(self.klc_list)
|
||||
self.seg_list = self.cal_seg_list(self.bi_list)
|
||||
self.zs_list = self.cal_zs_list(self.bi_list, self.seg_list)
|
||||
return True
|
||||
def check_fx(self, klc):
|
||||
if klc.pre and klc.next:
|
||||
if klc.high > klc.pre.high and klc.high > klc.next.high:
|
||||
if klc.pre.pre and klc.high > klc.pre.pre.high and klc.next.next and klc.high > klc.next.next.high:
|
||||
if klc.pre.pre.pre and klc.high > klc.pre.pre.pre.high and klc.next.next.next and klc.high > klc.next.next.next.high:
|
||||
if klc.macd > 0 and klc.macd > klc.signal and klc.signal > klc.macdhist:
|
||||
klc.set_fx(Chan_FX_TYPE.TOP)
|
||||
#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "TOP")
|
||||
return Chan_FX_TYPE.TOP
|
||||
elif klc.low < klc.pre.low and klc.low < klc.next.low:
|
||||
if klc.pre.pre and klc.low < klc.pre.pre.low and klc.next.next and klc.low < klc.next.next.low:
|
||||
if klc.pre.pre.pre and klc.low < klc.pre.pre.pre.low and klc.next.next.next and klc.low < klc.next.next.next.low:
|
||||
if klc.macd < 0 and klc.macd < klc.signal and klc.signal < klc.macdhist:
|
||||
klc.set_fx(Chan_FX_TYPE.BOTTOM)
|
||||
#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time,klc.fx, "BOTTOM")
|
||||
return Chan_FX_TYPE.BOTTOM
|
||||
return Chan_FX_TYPE.UNKNOWN
|
||||
|
||||
def cal_kl_data(self, dataframe:DataFrame):
|
||||
fields = "time,open,high,low,close,volume"
|
||||
klu_list = []
|
||||
last_klu = None
|
||||
for i in range(0, len(dataframe)):
|
||||
item = dataframe.iloc[i]
|
||||
date = item['date']
|
||||
o = item['open']
|
||||
h = item['high']
|
||||
l = item['low']
|
||||
c = item['close']
|
||||
v = item['volume']
|
||||
#time_obj = date.fromtimestamp(date)
|
||||
#date = date + timedelta(hours=8)
|
||||
time_str = date.strftime('%Y-%m-%d %H:%M:%S')
|
||||
item_data = [
|
||||
time_str,
|
||||
o,
|
||||
h,
|
||||
l,
|
||||
c,
|
||||
v
|
||||
]
|
||||
#klu = KLU(self.create_item_dict(item_data, GetColumnNameFromFieldList(fields)))
|
||||
klu = ChanKLU(time_str, o, h, l, c, v)
|
||||
#print(klu.time, klu.open, klu.high, klu.low, klu.close, klu.volume)
|
||||
klu.set_idx(i)
|
||||
klu_list.append(klu)
|
||||
if last_klu:
|
||||
last_klu.set_next(klu)
|
||||
klu.set_pre(last_klu)
|
||||
last_klu = klu
|
||||
if 'macd' in item:
|
||||
klu.set_indicators(item)
|
||||
return klu_list
|
||||
|
||||
def cal_klc_list(self, klu_list):
|
||||
klc_list = []
|
||||
last_klu = None
|
||||
macd = ChanMACD(klu_list)
|
||||
klu_list = macd.cal_macd_state()
|
||||
for klu in klu_list:
|
||||
if len(klc_list) > 0:
|
||||
last_klc = klc_list[-1]
|
||||
included = last_klc.check_klu_included(klu)
|
||||
if not included:
|
||||
ddir = Chan_KLINE_DIR.DOWN
|
||||
if last_klc.high < klu.high:
|
||||
ddir = Chan_KLINE_DIR.UP
|
||||
klc = ChanKLC(klu, index=len(klc_list), ddir=ddir)
|
||||
klc_list.append(klc)
|
||||
last_klc.set_next(klc)
|
||||
klc.set_pre(last_klc)
|
||||
last_klc.set_end_klu(last_klu)
|
||||
klc.set_pre_fx()
|
||||
else:
|
||||
last_klc.add_klu(klu)
|
||||
else:
|
||||
ddir = Chan_KLINE_DIR.UP
|
||||
if klu.open > klu.close:
|
||||
ddir = Chan_KLINE_DIR.DOWN
|
||||
klc = ChanKLC(klu, 0, ddir)
|
||||
klc_list.append(klc)
|
||||
last_klu = klu
|
||||
return klc_list
|
||||
|
||||
def cal_seg_list(self, bi_list):
|
||||
seg_list = []
|
||||
up_bi_list = []
|
||||
down_bi_list = []
|
||||
last_up_bi = None
|
||||
last_down_bi = None
|
||||
last_up_sbi = None
|
||||
last_down_sbi = None
|
||||
last_seg = None
|
||||
up_sbi_list = []
|
||||
down_sbi_list = []
|
||||
look_for_bottom = False
|
||||
look_for_top = False
|
||||
for bi in bi_list:
|
||||
#print(len(up_sbi_list), len(down_sbi_list))
|
||||
if len(seg_list) > 0:
|
||||
# Last seg is up
|
||||
if last_seg.dir == Chan_SEG_DIR.UP:
|
||||
if bi.dir == Chan_BI_DIR.DOWN:
|
||||
if len(down_sbi_list) > 1:
|
||||
# Check down sbi inclusion
|
||||
included = last_down_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
|
||||
last_down_sbi.set_next(down_sbi)
|
||||
last_down_sbi.set_end_bi(last_down_bi)
|
||||
down_sbi.set_pre(last_down_sbi)
|
||||
down_sbi_list.append(down_sbi)
|
||||
fx = last_down_sbi.check_fx()
|
||||
# Found top
|
||||
if fx == Chan_FX_TYPE.TOP:
|
||||
if look_for_top:
|
||||
seg_list[-2].set_sure(bi)
|
||||
look_for_top = False
|
||||
#print(bi.start_time, look_for_top, "UP 1")
|
||||
# Has gap and search for bottom fx
|
||||
if last_down_sbi.has_fx_gap:
|
||||
look_for_bottom = True
|
||||
last_seg.pre_set_end_bi(bi_list[last_down_sbi.start_bi.index - 1])
|
||||
seg = ChanSEG(last_down_sbi.start_bi, len(seg_list), Chan_SEG_DIR.DOWN)
|
||||
seg_list.append(seg)
|
||||
last_seg.set_next(seg)
|
||||
seg.set_pre(last_seg)
|
||||
last_seg = seg
|
||||
up_sbi_list = []
|
||||
last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
|
||||
up_sbi_list.append(last_up_sbi)
|
||||
#up_sbi_list.append(last_up_sbi)
|
||||
#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 1")
|
||||
#print(bi.start_time, look_for_top, "UP 2")
|
||||
# No gap end SEG
|
||||
else:
|
||||
if look_for_bottom:
|
||||
look_for_bottom = False
|
||||
last_seg.set_start_bi(last_down_sbi.start_bi)
|
||||
seg_list[-2].set_end_bi(bi_list[last_down_sbi.start_bi.index - 1], bi)
|
||||
up_sbi_list = []
|
||||
last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
|
||||
up_sbi_list.append(last_up_sbi)
|
||||
last_seg.add_bi(bi)
|
||||
#up_sbi_list.append(last_up_sbi)
|
||||
#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 2")
|
||||
#print(bi.start_time, look_for_top, "UP 3")
|
||||
else:
|
||||
last_seg.set_end_bi(bi_list[last_down_sbi.start_bi.index - 1], bi)
|
||||
seg = ChanSEG(last_down_sbi.start_bi, len(seg_list), Chan_SEG_DIR.DOWN)
|
||||
seg_list.append(seg)
|
||||
last_seg.set_next(seg)
|
||||
seg.set_pre(last_seg)
|
||||
last_seg = seg
|
||||
#print(last_down_sbi.end_bi.start_time, "Normal UP SEG", last_up_sbi.start_bi.start_time, bi.start_time)
|
||||
#l_up_sbi = up_sbi_list[-1]
|
||||
up_sbi_list = []
|
||||
last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
|
||||
up_sbi_list.append(last_up_sbi)
|
||||
#up_sbi_list.append(last_up_sbi)
|
||||
#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 3")
|
||||
last_down_sbi = down_sbi
|
||||
last_seg.add_bi(bi)
|
||||
else:
|
||||
if len(down_sbi_list) == 1:
|
||||
included = last_down_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
|
||||
last_down_sbi.set_next(down_sbi)
|
||||
last_down_sbi.set_end_bi(last_down_bi)
|
||||
down_sbi.set_pre(last_down_sbi)
|
||||
down_sbi_list.append(down_sbi)
|
||||
last_down_sbi = down_sbi
|
||||
#print(bi.start_time, look_for_top, "UP 4")
|
||||
last_seg.add_bi(bi)
|
||||
|
||||
else:
|
||||
last_down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
|
||||
down_sbi_list.append(last_down_sbi)
|
||||
last_seg.add_bi(bi)
|
||||
#print(bi.start_time, look_for_top, "UP 5")
|
||||
else:
|
||||
if last_up_sbi:
|
||||
included = last_up_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
|
||||
last_up_sbi.set_next(up_sbi)
|
||||
last_up_sbi.set_end_bi(last_up_bi)
|
||||
up_sbi.set_pre(last_up_sbi)
|
||||
up_sbi_list.append(up_sbi)
|
||||
last_up_sbi = up_sbi
|
||||
#print(bi.start_time, look_for_top, "UP 6")
|
||||
last_seg.add_bi(bi)
|
||||
|
||||
# Last seg is down
|
||||
else:
|
||||
if bi.dir == Chan_BI_DIR.UP:
|
||||
if len(up_sbi_list) > 1:
|
||||
# Check down sbi inclusion
|
||||
included = last_up_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
|
||||
last_up_sbi.set_next(up_sbi)
|
||||
last_up_sbi.set_end_bi(last_up_bi)
|
||||
up_sbi.set_pre(last_up_sbi)
|
||||
up_sbi_list.append(up_sbi)
|
||||
fx = last_up_sbi.check_fx()
|
||||
# Found bottom
|
||||
if fx == Chan_FX_TYPE.BOTTOM:
|
||||
if look_for_bottom:
|
||||
seg_list[-2].set_sure(bi)
|
||||
look_for_bottom = False
|
||||
#print(bi.start_time, look_for_top, "DOWN 1")
|
||||
# Has gap and search for bottom fx
|
||||
if last_up_sbi.has_fx_gap:
|
||||
look_for_top = True
|
||||
last_seg.pre_set_end_bi(bi_list[last_up_sbi.start_bi.index - 1])
|
||||
seg = ChanSEG(last_up_sbi.start_bi, len(seg_list), Chan_SEG_DIR.UP)
|
||||
seg_list.append(seg)
|
||||
last_seg.set_next(seg)
|
||||
seg.set_pre(last_seg)
|
||||
last_seg = seg
|
||||
down_sbi_list = []
|
||||
last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
|
||||
down_sbi_list.append(last_down_sbi)
|
||||
#down_sbi_list.append(last_down_sbi)
|
||||
#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 1")
|
||||
#print(bi.start_time, look_for_top, "DOWN 2")
|
||||
# No gap end SEG
|
||||
else:
|
||||
if look_for_top:
|
||||
look_for_top = False
|
||||
last_seg.set_start_bi(last_up_sbi.start_bi)
|
||||
seg_list[-2].set_end_bi(bi_list[last_up_sbi.start_bi.index - 1], bi)
|
||||
down_sbi_list = []
|
||||
last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
|
||||
down_sbi_list.append(last_down_sbi)
|
||||
last_seg.add_bi(bi)
|
||||
#down_sbi_list.append(last_down_sbi)
|
||||
#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 2")
|
||||
#print(bi.start_time, look_for_top, "DOWN 3")
|
||||
else:
|
||||
last_seg.set_end_bi(bi_list[last_up_sbi.start_bi.index - 1], bi)
|
||||
seg = ChanSEG(last_up_sbi.start_bi, len(seg_list), Chan_SEG_DIR.UP)
|
||||
#print(last_up_sbi.start_bi.start_time)
|
||||
last_seg.set_next(seg)
|
||||
seg.set_pre(last_seg)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg
|
||||
#print(last_up_sbi.end_bi.start_time, "Normal DOWN SEG", last_down_sbi.start_bi.start_time, bi.start_time)
|
||||
down_sbi_list = []
|
||||
last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
|
||||
down_sbi_list.append(last_down_sbi)
|
||||
#down_sbi_list.append(last_down_sbi)
|
||||
#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 3")
|
||||
last_up_sbi = up_sbi
|
||||
last_seg.add_bi(bi)
|
||||
else:
|
||||
if len(up_sbi_list) == 1:
|
||||
#last_up_sbi = up_sbi_list[-1]
|
||||
included = last_up_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
|
||||
last_up_sbi.set_next(up_sbi)
|
||||
last_up_sbi.set_end_bi(last_up_bi)
|
||||
up_sbi.set_pre(last_up_sbi)
|
||||
up_sbi_list.append(up_sbi)
|
||||
last_up_sbi = up_sbi
|
||||
last_seg.add_bi(bi)
|
||||
#print(bi.start_time, look_for_top, "DOWN 4")
|
||||
else:
|
||||
last_up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
|
||||
up_sbi_list.append(last_up_sbi)
|
||||
last_seg.add_bi(bi)
|
||||
#print(bi.start_time, look_for_top, "DOWN 5")
|
||||
else:
|
||||
if last_down_sbi:
|
||||
included = last_down_sbi.check_bi_included(bi)
|
||||
if not included:
|
||||
down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
|
||||
last_down_sbi.set_next(down_sbi)
|
||||
last_down_sbi.set_end_bi(last_down_bi)
|
||||
down_sbi.set_pre(last_down_sbi)
|
||||
down_sbi_list.append(down_sbi)
|
||||
last_down_sbi = down_sbi
|
||||
last_seg.add_bi(bi)
|
||||
#print(bi.start_time, look_for_top, look_for_bottom, "DOWN 6")
|
||||
# len(seg_list) = 0
|
||||
else:
|
||||
if bi.check_overlap():
|
||||
if bi.dir == Chan_BI_DIR.UP:
|
||||
seg = ChanSEG(bi, len(seg_list), Chan_SEG_DIR.UP)
|
||||
last_up_bi = bi
|
||||
last_up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg
|
||||
#print(bi.start_time, 'Create first UP SEG')
|
||||
else:
|
||||
seg = ChanSEG(bi, len(seg_list), Chan_SEG_DIR.DOWN)
|
||||
last_down_bi = bi
|
||||
last_down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg
|
||||
#print(bi.start_time, 'Create first DOWN SEG')
|
||||
if bi.dir == Chan_BI_DIR.UP:
|
||||
last_up_bi = bi
|
||||
up_bi_list.append(bi)
|
||||
else:
|
||||
last_down_bi = bi
|
||||
down_bi_list.append(bi)
|
||||
"""
|
||||
if len(seg_list) > 1:
|
||||
seg = seg_list[-1]
|
||||
last_seg = seg_list[-2]
|
||||
last_seg_bi = last_seg.bi_list[-3]
|
||||
bi_index = seg.start_bi.index
|
||||
for i in range(bi_index, len(bi_list) - 1):
|
||||
# last seg is down
|
||||
if seg.dir == Chan_SEG_DIR.UP:
|
||||
if bi_list[i].dir == Chan_BI_DIR.UP:
|
||||
last_seg_peak = last_seg_bi.high
|
||||
if bi_list[i].high > last_seg_peak:
|
||||
# The confirmed
|
||||
print("Last UP seg is broken, create a new seg. 1")
|
||||
seg.pre_set_end_bi(bi_list[i])
|
||||
seg = ChanSEG(bi_list[i+1], len(seg_list), Chan_SEG_DIR.DOWN)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg_list[-2]
|
||||
if len(last_seg.bi_list) > 3:
|
||||
last_seg_bi = last_seg.bi_list[-3]
|
||||
|
||||
else:
|
||||
if bi_list[i].dir == Chan_BI_DIR.DOWN:
|
||||
last_seg_peak = last_seg_bi.low
|
||||
if bi_list[i].low < last_seg_peak:
|
||||
print("Last DOWN seg is broken, create a new seg. 1")
|
||||
seg.pre_set_end_bi(bi_list[i])
|
||||
seg = ChanSEG(bi_list[i+1], len(seg_list), Chan_SEG_DIR.UP)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg_list[-2]
|
||||
if len(last_seg.bi_list) > 3:
|
||||
last_seg_bi = last_seg.bi_list[-3]
|
||||
else:
|
||||
if len(seg_list) == 1:
|
||||
last_seg = seg_list[-1]
|
||||
bi_index = last_seg.bi_list[0].index
|
||||
for i in range(bi_index, len(bi_list) - 1):
|
||||
if i > bi_index + 2:
|
||||
last_seg_peak = bi_list[i-2].high
|
||||
# last seg is down
|
||||
if last_seg.dir == Chan_SEG_DIR.DOWN:
|
||||
if bi_list[i].dir == Chan_BI_DIR.UP:
|
||||
if bi_list[i].high > last_seg_peak:
|
||||
print("Last seg is broken, create a new seg. 2")
|
||||
last_seg.pre_set_end_bi(bi_list[i-1])
|
||||
seg = ChanSEG(bi_list[i], len(seg_list), Chan_SEG_DIR.UP)
|
||||
seg_list.append(seg)
|
||||
last_seg = seg
|
||||
last_seg_bi = bi_list[i]
|
||||
break
|
||||
"""
|
||||
return seg_list
|
||||
|
||||
def cal_bi_list(self, klc_list):
|
||||
bi_list = []
|
||||
last_top = None
|
||||
last_bottom = None
|
||||
for klc in klc_list:
|
||||
fx = self.check_fx(klc)
|
||||
|
||||
# Do nothing
|
||||
if fx == Chan_FX_TYPE.UNKNOWN:
|
||||
continue
|
||||
if len(bi_list) > 0 and klc.end_klu:
|
||||
last_bi = bi_list[-1]
|
||||
#print(klc.start_time, last_bi.start_time, last_bi.end_time, last_bi.dir, last_bi.high, last_bi.low, last_bottom.end_time, "last bi")
|
||||
if last_top and last_bi.dir == Chan_BI_DIR.DOWN:
|
||||
if last_bottom and klc.high > last_bi.high:
|
||||
last_bi.set_end_klc(last_bottom, klc)
|
||||
bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM7)
|
||||
#klc.bb_out = True
|
||||
last_bi.set_next(bi)
|
||||
bi.set_pre(last_bi)
|
||||
for klc_index in range(last_bi.end_klc.index, len(klc_list)):
|
||||
bi.add_klc(klc_list[klc_index])
|
||||
bi_list.append(bi)
|
||||
last_top = klc
|
||||
klc.set_bi(bi)
|
||||
#print(klc.start_time, bi.start_time, bi.end_time, bi.dir, bi.high, bi.low, bi.is_sure)
|
||||
else:
|
||||
if last_bottom and last_bi.dir == Chan_BI_DIR.UP:
|
||||
if last_top and klc.low < last_bi.low:
|
||||
last_bi.set_end_klc(last_top, klc)
|
||||
bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.TOP6)
|
||||
#klc.bb_out = True
|
||||
last_bi.set_next(bi)
|
||||
bi.set_pre(last_bi)
|
||||
for klc_index in range(last_bi.end_klc.index, len(klc_list)):
|
||||
bi.add_klc(klc_list[klc_index])
|
||||
bi_list.append(bi)
|
||||
last_bottom = klc
|
||||
klc.set_bi(bi)
|
||||
#print(klc.start_time, bi.start_time, bi.end_time, bi.dir, bi.high, bi.low, bi.is_sure)
|
||||
else:
|
||||
if fx == Chan_FX_TYPE.TOP:
|
||||
if last_top:
|
||||
if last_bottom:
|
||||
#print(klc.start_time, last_bottom.start_time, last_top.start_time)
|
||||
if last_bottom.index < last_top.index:
|
||||
# Second top lower to be second sell point
|
||||
if last_top.high > klc.high:
|
||||
#klc.set_fx(Chan_FX_TYPE.TT)
|
||||
#klc.set_state("20")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.TOP3)
|
||||
klc.set_last_top_klu(last_top)
|
||||
#print(klc.start_time, klc.fx, "二类卖点Sell 1")
|
||||
else:
|
||||
# A new top found
|
||||
#last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
|
||||
last_top = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 1")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.TOP1)
|
||||
#print(klc.end_time, klc.fx, "一类卖点Sell 1")
|
||||
#klc.set_fx(fx)
|
||||
#klc.set_state("10")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
else:
|
||||
# 不满足结合律的分型
|
||||
if last_bottom.index + 4 > klc.index:
|
||||
if last_top.high > klc.high:
|
||||
#print(klc.start_time, klc.fx, "二类卖点Sell 1")
|
||||
#klc.set_fx(Chan_FX_TYPE.PTOP)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
# New TOP Found replace last top
|
||||
else:
|
||||
if last_top.index + 4 < klc.index and len(bi_list) > 1:
|
||||
pre_last_bi = bi_list[-2]
|
||||
last_bi = bi_list[-1]
|
||||
if pre_last_bi.is_sure and not last_bi.is_sure and pre_last_bi.dir == Chan_BI_DIR.UP and False:
|
||||
pre_last_bi.update_bi(klc)
|
||||
bi_list.remove(last_bi)
|
||||
pre_last_bi.set_next(None)
|
||||
#last_top.set_fx(Chan_FX_TYPE.PTOP)
|
||||
last_top = klc
|
||||
last_bottom = pre_last_bi.start_klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Bottom Change 1")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
|
||||
#print(klc.start_time, last_bi.start_klc.start_time, "New TOP Found reset last bi")
|
||||
#klc.set_state("10")
|
||||
#print(klc.start_time, klc.fx, "笔卖点Sell 1")
|
||||
###klc.set_klc_fx_type(Chan_KLC_FX.TOP2) # when bi is down but the fx is top
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
else:
|
||||
klc.set_fx(Chan_FX_TYPE.PTOP)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "无效分型")
|
||||
# 满足结合律
|
||||
else:
|
||||
# New Temp TOP and last bottom confirmed ***** confirm last down bi(last bottom and last top)
|
||||
last_bi = bi_list[-1]
|
||||
if not last_bi.is_sure:
|
||||
last_bi.set_end_klc(last_bottom, klc)
|
||||
bi = ChanBI(last_bottom, len(bi_list), Chan_BI_DIR.UP)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM7)
|
||||
#klc.bb_out = True
|
||||
last_bi.set_next(bi)
|
||||
bi.set_pre(last_bi)
|
||||
bi.add_klc(klc)
|
||||
bi_list.append(bi)
|
||||
last_top = klc
|
||||
#print(klc.end_time, klc.fx, bi_list[-1].dir, "Last Top Change 2")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.TOP2)
|
||||
#klc.set_state('30')
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, last_bottom.start_time, "Normal TOP Found, Confirm down bi 4")
|
||||
#print(klc.start_time, klc.fx, "笔卖点Sell 2")
|
||||
# last bottom = None
|
||||
else:
|
||||
if last_top.high < klc.high:
|
||||
last_bi = bi_list[-1]
|
||||
last_bi.set_start_klc(klc, Chan_BI_DIR.DOWN)
|
||||
#last_top.set_fx(Chan_FX_TYPE.UNKNOWN)
|
||||
last_top = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 3")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "笔卖点Sell 3")
|
||||
else:
|
||||
klc.set_fx(Chan_FX_TYPE.TT)
|
||||
#klc.set_state('20')
|
||||
#print(klc.start_time, klc.fx, "二类卖点Sell 2")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
else:
|
||||
if last_bottom:
|
||||
# 不满足结合律的分型
|
||||
if last_bottom.index + 4 > klc.index:
|
||||
#klc.set_fx(Chan_FX_TYPE.PTOP)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "中枢卖点Sell 1")
|
||||
else:
|
||||
# First temp top and last bottom confirmed
|
||||
last_top = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 4")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "一类卖点Sell 1")
|
||||
# Last top = None, last bottom = None, create first down bi
|
||||
else:
|
||||
# First temp top
|
||||
last_top = klc
|
||||
bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.DOWN)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.TOP6)
|
||||
#klc.bb_out = True
|
||||
bi_list.append(bi)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Change 5")
|
||||
#print(klc.start_time, 'Create first top')
|
||||
#print(klc.start_time, klc.fx, "笔卖点Sell 1")
|
||||
#klc.fx = Bottom ========================
|
||||
else:
|
||||
if last_bottom:
|
||||
if last_top:
|
||||
# Bottom after top and find a new bottom
|
||||
if last_top.index < last_bottom.index:
|
||||
# Second bottom uppper to be second buy point and confirm last bi
|
||||
if last_bottom.low < klc.low:
|
||||
#klc.set_fx(Chan_FX_TYPE.BB)
|
||||
#klc.set_state("-20")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM3)
|
||||
klc.set_last_bottom_klc(last_bottom)
|
||||
#print(last_bottom.start_time, last_bottom.end_time, "--------------------------------1")
|
||||
#print(klc.start_time, klc.fx, "二类买点Buy 1")
|
||||
else:
|
||||
# A new bottom found
|
||||
#last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
|
||||
last_bottom = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 1")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM1)
|
||||
#print(klc.start_time, klc.fx, "一类买点Buy 1")
|
||||
#klc.set_state("-10")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
else:
|
||||
# 不满足结合律的分型
|
||||
if last_top.index + 4 > klc.index:
|
||||
if last_bottom.low < klc.low:
|
||||
#klc.set_fx(Chan_FX_TYPE.PBOTTOM)
|
||||
#klc.set_fx(Chan_FX_TYPE.BB)
|
||||
#klc.set_state("-100")
|
||||
#print(klc.start_time, klc.fx, "中枢买点Buy 1")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
# Found new bottom
|
||||
else:
|
||||
if last_bottom.index + 4 < klc.index and len(bi_list) > 1:
|
||||
pre_last_bi = bi_list[-2]
|
||||
last_bi = bi_list[-1]
|
||||
if pre_last_bi.is_sure and not last_bi.is_sure and pre_last_bi.dir == Chan_BI_DIR.DOWN and False:
|
||||
pre_last_bi.update_bi(klc)
|
||||
bi_list.remove(last_bi)
|
||||
pre_last_bi.set_next(None)
|
||||
#last_bottom.set_fx(Chan_FX_TYPE.PBOTTOM)
|
||||
last_bottom = klc
|
||||
last_top = pre_last_bi.start_klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Top Bottom Change 2")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
|
||||
#print(klc.start_time, last_bi.start_klc.start_time, "New BOTTOM Found reset last bi")
|
||||
#klc.set_state("-10")
|
||||
#print(klc.start_time, klc.fx, "笔买点Buy 1")
|
||||
###klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2) # when bi is up but the fx is bottom
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
else:
|
||||
#klc.set_fx(Chan_FX_TYPE.UNKNOWN)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "无效分型")
|
||||
# 满足结合律的分型
|
||||
else:
|
||||
# New Temp Bottom and last top confirmed ***** confirm last up bi(last bottom and last top)
|
||||
last_bi = bi_list[-1]
|
||||
if not last_bi.is_sure:
|
||||
last_bi.set_end_klc(last_top, klc)
|
||||
bi = ChanBI(last_top, len(bi_list), Chan_BI_DIR.DOWN)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.TOP6)
|
||||
#klc.bb_out = True
|
||||
last_bi.set_next(bi)
|
||||
bi.set_pre(last_bi)
|
||||
bi.add_klc(klc)
|
||||
bi_list.append(bi)
|
||||
last_bottom = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 2")
|
||||
klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM2)
|
||||
#klc.set_state('-30')
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "笔买点Buy 2")
|
||||
#print(klc.start_time, last_top.start_time, "Normal Bottom Found, Confirm up bi 6")
|
||||
# last_top = None
|
||||
else:
|
||||
if last_bottom.low > klc.low:
|
||||
last_bi = bi_list[-1]
|
||||
last_bi.set_start_klc(klc, Chan_BI_DIR.UP)
|
||||
#last_bottom.set_fx(Chan_FX_TYPE.UNKNOWN)
|
||||
last_bottom = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 3")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "笔买点Buy 3")
|
||||
else:
|
||||
klc.set_fx(Chan_FX_TYPE.BB)
|
||||
#klc.set_state('-20')
|
||||
#print(klc.start_time, klc.fx, "二类买点Buy 2")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
# last_bottom = None
|
||||
else:
|
||||
if last_top:
|
||||
# 不满足结合律的分型
|
||||
if last_top.index + 4 > klc.index:
|
||||
#klc.set_fx(Chan_FX_TYPE.PBOTTOM)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "中枢买点Buy 1")
|
||||
else:
|
||||
# First temp bottom and last top confirmed
|
||||
last_bottom = klc
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 4")
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, "一类买点Buy 1")
|
||||
# Last top = None, last bottom = None, create first up bi
|
||||
else:
|
||||
# First temp bottom and no top yet
|
||||
last_bottom = klc
|
||||
bi = ChanBI(klc, len(bi_list), Chan_BI_DIR.UP)
|
||||
#klc.set_klc_fx_type(Chan_KLC_FX.BOTTOM7)
|
||||
#klc.bb_out = True
|
||||
bi_list.append(bi)
|
||||
bi_list[-1].add_klc(klc)
|
||||
klc.set_bi(bi_list[-1])
|
||||
#print(klc.start_time, klc.fx, bi_list[-1].dir, "Last Bottom Change 5")
|
||||
#print(klc.start_time, klc.fx, "笔买点Buy 4")
|
||||
#if klc.fx != Chan_FX_TYPE.UNKNOWN:
|
||||
#print(klc.start_time, klc.fx, klc.index)
|
||||
"""
|
||||
for klc in klc_list:
|
||||
if klc.fx == Chan_FX_TYPE.TOP:
|
||||
klc.state = "10"
|
||||
#print(klc.time, klc.state)
|
||||
if klc.fx == Chan_FX_TYPE.BOTTOM:
|
||||
klc.state = "-10"
|
||||
#print(klc.time, klc.state)
|
||||
"""
|
||||
#for index in range(0, 10):
|
||||
#print(bi_list[index].start_time, bi_list[index].start_klc.start_time, bi_list[index].dir)
|
||||
return bi_list
|
||||
|
||||
def get_decimal(self, value):
|
||||
return Decimal("{:.2f}".format(value))
|
||||
|
||||
def cal_zs_list(self, bi_list, seg_list):
|
||||
zs_list = []
|
||||
bsp_list = []
|
||||
if len(seg_list) > 3:
|
||||
last_zs = None
|
||||
first_bi_out = None
|
||||
in_again = False
|
||||
bi_out_count = 0
|
||||
zs_count = 0
|
||||
for seg in seg_list:
|
||||
# No zs or Last ZS is completed
|
||||
if len(zs_list) == 0 or (last_zs and last_zs.is_sure):
|
||||
# Has three completed segments
|
||||
if seg.next and seg.next.next:
|
||||
if seg.next.next.is_sure:
|
||||
zg = min(seg.high, seg.next.high, seg.next.next.high)
|
||||
zd = max(seg.low, seg.next.low, seg.next.next.low)
|
||||
gg = max(seg.high, seg.next.high, seg.next.next.high)
|
||||
dd = min(seg.low, seg.next.low, seg.next.next.low)
|
||||
ddir = Chan_ZS_DIR.UP
|
||||
ddir = None
|
||||
if last_zs:
|
||||
if zg < last_zs.zd:
|
||||
ddir = Chan_ZS_DIR.DOWN
|
||||
else:
|
||||
if zd > last_zs.zg:
|
||||
ddir = Chan_ZS_DIR.UP
|
||||
else:
|
||||
ddir = None
|
||||
else:
|
||||
if seg.dir == Chan_SEG_DIR.UP:
|
||||
ddir = Chan_ZS_DIR.DOWN
|
||||
else:
|
||||
ddir = Chan_ZS_DIR.UP
|
||||
if (seg.dir == Chan_SEG_DIR.DOWN and ddir == Chan_ZS_DIR.DOWN) or (seg.dir == Chan_SEG_DIR.UP and ddir == Chan_ZS_DIR.UP):
|
||||
ddir = None
|
||||
if ddir and zg > zd:
|
||||
# New ZS
|
||||
zs = ChanZS(seg, len(zs_list), ddir)
|
||||
zs.set_zg(zg)
|
||||
zs.set_zd(zd)
|
||||
zs.set_gg(gg)
|
||||
zs.set_dd(dd)
|
||||
if last_zs:
|
||||
last_zs.set_next(zs)
|
||||
zs.set_pre(last_zs)
|
||||
zs_list.append(zs)
|
||||
if last_zs and last_zs.dir == zs.dir:
|
||||
zs_count += 1
|
||||
else:
|
||||
zs_count = 1
|
||||
last_zs = zs
|
||||
# Last ZS is not completed
|
||||
else:
|
||||
# Last ZS is not completed
|
||||
if last_zs and not last_zs.is_sure:
|
||||
if first_bi_out:
|
||||
# SEG is not in ZS
|
||||
if seg.is_sure:
|
||||
if ((seg.low > last_zs.zg and seg.high > last_zs.zg) or (seg.high < last_zs.zd and seg.low < last_zs.zd)):
|
||||
last_zs.set_end_klc(last_zs.last_bi_in.end_klc, seg.sure_time, bi_out_count, seg)
|
||||
bi_out_count = 0
|
||||
#print(seg.start_bi.start_klc.start_time)
|
||||
first_bi_out = None
|
||||
# Last ZS is completed and look for new ZS
|
||||
if seg.next and seg.next.next:
|
||||
if seg.next.next.is_sure:
|
||||
zg = min(seg.high, seg.next.high, seg.next.next.high)
|
||||
zd = max(seg.low, seg.next.low, seg.next.next.low)
|
||||
gg = max(seg.high, seg.next.high, seg.next.next.high)
|
||||
dd = min(seg.low, seg.next.low, seg.next.next.low)
|
||||
ddir = None
|
||||
if last_zs:
|
||||
if zg < last_zs.zd:
|
||||
ddir = Chan_ZS_DIR.DOWN
|
||||
else:
|
||||
if zd > last_zs.zg:
|
||||
ddir = Chan_ZS_DIR.UP
|
||||
else:
|
||||
ddir = None
|
||||
else:
|
||||
if seg.dir == Chan_SEG_DIR.UP:
|
||||
ddir = Chan_ZS_DIR.DOWN
|
||||
else:
|
||||
ddir = Chan_ZS_DIR.UP
|
||||
if (seg.dir == Chan_SEG_DIR.DOWN and ddir == Chan_ZS_DIR.DOWN) or (seg.dir == Chan_SEG_DIR.UP and ddir == Chan_ZS_DIR.UP):
|
||||
ddir = None
|
||||
if ddir and zg > zd:
|
||||
# New ZS
|
||||
zs = ChanZS(seg, len(zs_list), ddir)
|
||||
zs.set_zg(zg)
|
||||
zs.set_zd(zd)
|
||||
zs.set_gg(gg)
|
||||
zs.set_dd(dd)
|
||||
last_zs.set_next(zs)
|
||||
zs.set_pre(last_zs)
|
||||
zs_list.append(zs)
|
||||
if last_zs and last_zs.dir == zs.dir:
|
||||
zs_count += 1
|
||||
else:
|
||||
zs_count = 1
|
||||
last_zs = zs
|
||||
# Last SEG is in ZS
|
||||
else:
|
||||
# SEG is inside ZS
|
||||
if seg.end_bi:
|
||||
for index in range(seg.start_bi.index, seg.end_bi.index+1):
|
||||
bi = bi_list[index]
|
||||
if (bi.high >= last_zs.zd and bi.high <= last_zs.zg) or (bi.low >= last_zs.zd and bi.low <= last_zs.zg) or (bi.high >= last_zs.zg and bi.low <= last_zs.zd):
|
||||
in_again = True
|
||||
last_zs.set_bi_out(None, None)
|
||||
last_zs.set_last_bi_in(None)
|
||||
last_zs.set_end_seg(None)
|
||||
first_bi_out = None
|
||||
#print("Bi in again 3", bi.start_klc.start_time)
|
||||
if in_again and (bi.low > last_zs.zg or bi.high < last_zs.zd):
|
||||
last_zs.set_bi_out(bi, seg)
|
||||
last_zs.set_last_bi_in(bi_list[index - 1])
|
||||
#last_zs.set_end_seg(seg.next.next)
|
||||
bi_out_count += 1
|
||||
first_bi_out = bi
|
||||
if (bi.dir == Chan_BI_DIR.UP and seg.dir == Chan_SEG_DIR.DOWN) or (bi.dir == Chan_BI_DIR.DOWN and seg.dir == Chan_SEG_DIR.UP):
|
||||
bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.T3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
#print("First bi out 3", first_bi_out.start_klc.start_time)
|
||||
in_again = False
|
||||
""""
|
||||
if first_bi_out:
|
||||
if seg.dir == Chan_SEG_DIR.UP and bi.dir == Chan_BI_DIR.UP:
|
||||
#print(bi.start_klc.start_time, bi.high, seg.high)
|
||||
if bi.high == seg.high:
|
||||
bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.SELL if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.BUY, bi.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
else:
|
||||
if seg.dir == Chan_SEG_DIR.DOWN and bi.dir == Chan_BI_DIR.DOWN:
|
||||
if bi.low == seg.low:
|
||||
bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.BUY if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, bi.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
"""
|
||||
else:
|
||||
# SEG in ZS and not out and find first bi out
|
||||
if seg.end_bi:
|
||||
for index in range(seg.start_bi.index, seg.end_bi.index+1):
|
||||
bi = bi_list[index]
|
||||
if (bi.high >= last_zs.zd and bi.high <= last_zs.zg) or (bi.low >= last_zs.zd and bi.low <= last_zs.zg) or (bi.high >= last_zs.zg and bi.low <= last_zs.zd):
|
||||
in_again = True
|
||||
last_zs.set_bi_out(None, None)
|
||||
last_zs.set_last_bi_in(None)
|
||||
last_zs.set_end_seg(None)
|
||||
first_bi_out = None
|
||||
#print("Bi in again 4", bi.start_klc.start_time)
|
||||
if in_again and (bi.low > last_zs.zg or bi.high < last_zs.zd):
|
||||
last_zs.set_bi_out(bi, seg)
|
||||
last_zs.set_last_bi_in(bi_list[index - 1])
|
||||
#last_zs.set_end_seg(seg.next.next)
|
||||
bi_out_count += 1
|
||||
first_bi_out = bi
|
||||
if (bi.dir == Chan_BI_DIR.UP and seg.dir == Chan_SEG_DIR.DOWN) or (bi.dir == Chan_BI_DIR.DOWN and seg.dir == Chan_SEG_DIR.UP):
|
||||
bsp = ChanBSP(first_bi_out, len(bsp_list), Chan_BSP_TYPE.T3, Chan_BSP_DIR.BUY if first_bi_out.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, first_bi_out.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
#print("First bi out 4", first_bi_out.start_klc.start_time)
|
||||
in_again = False
|
||||
if first_bi_out:
|
||||
if seg.dir == Chan_SEG_DIR.UP and bi.dir == Chan_BI_DIR.UP:
|
||||
#print(bi.start_klc.start_time, bi.high, seg.high)
|
||||
if bi.high == seg.high:
|
||||
bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.SELL if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.BUY, bi.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
else:
|
||||
if seg.dir == Chan_SEG_DIR.DOWN and bi.dir == Chan_BI_DIR.DOWN:
|
||||
if bi.low == seg.low:
|
||||
bsp = ChanBSP(bi, len(bsp_list), Chan_BSP_TYPE.T3E, Chan_BSP_DIR.BUY if bi.dir == Chan_BI_DIR.DOWN else Chan_BSP_DIR.SELL, bi.sure_time, zs_count, zs, seg)
|
||||
bsp_list.append(bsp)
|
||||
#self.print_zs(zs_list)
|
||||
return zs_list
|
||||
Reference in New Issue
Block a user