增加了新的笔中枢，但是还是线段的好些
This commit is contained in:
jackyu66git
+6
-3
@@ -21,11 +21,11 @@ class ChanBIZS():
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self.sure_time = None
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self.end_klc = None
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self.zs_type = Chan_ZS_TYPE.NORMAL
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def set_end_bi(self, end_bi, sure_bi):
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def set_end_bi(self, end_bi, sure_time):
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self.end_bi = end_bi
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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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self.sure_time = 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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def set_end_time(self, end_time):
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self.end_time = end_time
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@@ -41,7 +41,10 @@ class ChanBIZS():
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if bi:
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self.bi_list.append(bi)
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self.classify_zs()
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def set_pre(self, pre):
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self.pre = pre
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def set_next(self, next):
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self.next = next
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def classify_zs(self):
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"""
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根据中枢内笔的高低点变化趋势，对中枢进行分类
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+2
-2
@@ -370,7 +370,7 @@ class ChanKLC():
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else:
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high = last_top.high
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low = self.low
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last_top.fx_box = Chan_FX_Box.Chan_FX_Box(last_top.pre.end_time, self.end_time, high, low)
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last_top.fx_box = Chan_FX_Box.Chan_FX_Box(last_top.pre.start_time, self.end_time, high, low)
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#print(self.end_time, "fx_confirmed new box top")
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elif self.in_fx == False and last_bottom.fx_confirmed == False:
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pre = last_bottom.pre
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@@ -382,7 +382,7 @@ class ChanKLC():
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else:
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high = self.high
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low = last_bottom.low
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last_bottom.fx_box = Chan_FX_Box.Chan_FX_Box(last_bottom.pre.end_time, self.end_time, high, low)
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last_bottom.fx_box = Chan_FX_Box.Chan_FX_Box(last_bottom.pre.start_time, self.end_time, high, low)
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#print(self.end_time, "fx_confirmed new box bottom")
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def add_klu(self, klu):
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self.klu_list.append(klu)
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+6
-2
@@ -233,14 +233,18 @@ class ChanKLU:
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self.near0_return = 0
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elif self.close > self.ema52 and self.high > self.ema52 and self.low < self.ema52:
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self.near0_return = 0
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# 向上穿越EMA52 7
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if self.close > self.ema52 and self.open < self.ema52:
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self.near0_return = 7
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self.near0_return = 0
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# 向下穿越EMA52 8
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elif self.close < self.ema52 and self.open > self.ema52:
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self.near0_return = 8
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self.near0_return = 0
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if self.pre.near0_return == 7:
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# 向上穿越后的一根价格再EMA52上方 9
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if self.low > self.ema52 and self.close > self.open:
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self.near0_return = 9
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if self.pre.near0_return == 8:
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# 向下穿越后的一根价格再EMA52下方 10
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if self.high < self.ema52 and self.close < self.open:
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self.near0_return = 10
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# CROSS0 仅以 Signal 穿越零轴判定
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@@ -163,6 +163,9 @@ class ChanLun():
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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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return self.tf_df.cal_bi_zs(seg_list)
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def cal_bi_zs_list(self, bi_list):
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#return self.tf_df.cal_bi_zs(bi_list)
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return self.tf_df.cal_bi_zs_list(bi_list)
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def get_decimal(self, value):
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return Decimal("{:.2f}".format(value))
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def get_klc_list(self, klu_list):
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+4
-4
@@ -113,7 +113,7 @@ class ChanSEG():
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else:
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if bi.index > last_zs.bi_list[-1].index and bi.dir == Chan_BI_DIR.DOWN and bi.is_sure:
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if bi.low > last_zs.zg or bi.high < last_zs.zd:
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last_zs.set_end_bi(last_zs.bi_list[-1], bi)
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
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if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.DOWN:
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zg = min(bi.high, bi.next.high, bi.next.next.high)
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zd = max(bi.low, bi.next.low, bi.next.next.low)
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@@ -133,7 +133,7 @@ class ChanSEG():
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last_zs.add_bi(bi)
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if index == len(self.bi_list) - 1 and last_zs and not last_zs.is_sure:
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#print(bi.start_time, "BI", last_zs.is_sure)
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1])
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
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else:
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for index in range(1, len(self.bi_list)):
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bi = self.bi_list[index]
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@@ -155,7 +155,7 @@ class ChanSEG():
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else:
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if bi.index > last_zs.bi_list[-1].index and bi.dir == Chan_BI_DIR.UP and bi.is_sure:
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if bi.low > last_zs.zg or bi.high < last_zs.zd:
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last_zs.set_end_bi(last_zs.bi_list[-1], bi)
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
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if bi.next and bi.next.next and bi.next.next.is_sure and bi.next.next.index <= self.bi_list[-1].index and bi.check_bi_zs_overlap() and bi.dir == Chan_BI_DIR.UP:
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zg = min(bi.high, bi.next.high, bi.next.next.high)
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zd = max(bi.low, bi.next.low, bi.next.next.low)
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@@ -175,7 +175,7 @@ class ChanSEG():
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last_zs.add_bi(bi)
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if index == len(self.bi_list) - 1 and last_zs and not last_zs.is_sure:
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#print(bi.start_time, "BI", last_zs.is_sure)
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1])
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last_zs.set_end_bi(last_zs.bi_list[-1], last_zs.bi_list[-1].sure_time)
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#print(self.start_time, len(zs_list))
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#print(self.bi_list[-1].end_time, "end_bi")
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@@ -7,6 +7,7 @@ from ChanBI import ChanBI
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from ChanSBI import ChanSBI
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from ChanSEG import ChanSEG
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from ChanZS import ChanZS, ChanZS_Big
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from ChanBIZS import ChanBIZS
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from ChanBSP import ChanBSP
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import talib.abstract as ta
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import pandas as pd
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@@ -72,8 +73,8 @@ class TF_DF():
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return self.klc_list[-2]
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return None
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def add_indicators(self, df):
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fast = 12
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slow = 26
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fast = 26
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slow = 52
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period = 9
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macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
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bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
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@@ -175,6 +176,23 @@ class TF_DF():
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klu_state_list.append("0")
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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:
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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.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:
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#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) 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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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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return Chan_FX_TYPE.BOTTOM
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return Chan_FX_TYPE.UNKNOWN
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def check_fx1(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:
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#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
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@@ -903,7 +921,7 @@ class TF_DF():
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last_seg_bi = bi_list[i]
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break
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"""
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self.cal_bi_zs(seg_list)
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#self.cal_bi_zs(seg_list)
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return seg_list
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def cal_bi_list(self, klc_list):
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@@ -917,11 +935,11 @@ class TF_DF():
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klc.check_klc_state(last_fx_klc)
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klc.check_fx_confirmed(last_top, last_bottom)
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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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#print(klc.end_time, last_top.end_time, "---")
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@@ -1250,7 +1268,137 @@ class TF_DF():
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for seg in seg_list:
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zs_list = seg.cal_bi_zs()
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if len(zs_list) > 0:
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bi_zs_list.append(zs_list)
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bi_zs_list = list(bi_zs_list) + list(zs_list)
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return bi_zs_list
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def cal_bi_zs_list(self, bi_list):
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"""
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根据缠论笔中枢定义计算中枢（参照 get_zs_list 线段中枢判断规则）
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从第4根笔开始（索引3），每3根笔为一组检查
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上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
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下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
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中枢可按两笔一组继续扩展到5根、7根...
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"""
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bi_zs_list = []
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if len(bi_list) < 3:
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return bi_zs_list
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last_zs = None
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start_idx = 3
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while start_idx < len(bi_list):
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if start_idx + 2 >= len(bi_list):
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break
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bi1 = bi_list[start_idx]
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bi2 = bi_list[start_idx + 1]
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bi3 = bi_list[start_idx + 2]
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if not (bi1.is_sure and bi2.is_sure and bi3.is_sure):
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start_idx += 1
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continue
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zg = min(bi1.high, bi2.high, bi3.high)
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zd = max(bi1.low, bi2.low, bi3.low)
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if zg <= zd:
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start_idx += 1
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continue
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valid = False
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if last_zs is None:
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if bi1.dir == Chan_BI_DIR.DOWN:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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else:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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else:
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is_up_zs = zg > last_zs.zg
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is_down_zs = zd < last_zs.zd
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if is_up_zs:
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zs_dir = Chan_ZS_DIR.UP
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valid = (bi1.dir == Chan_BI_DIR.DOWN and bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
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elif is_down_zs:
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zs_dir = Chan_ZS_DIR.DOWN
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valid = (bi1.dir == Chan_BI_DIR.UP and bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
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if not valid:
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start_idx += 1
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continue
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gg = max(bi1.high, bi2.high, bi3.high)
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dd = min(bi1.low, bi2.low, bi3.low)
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zs = ChanBIZS(bi1, len(bi_zs_list), zs_dir)
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zs.set_zg(zg)
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zs.set_zd(zd)
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zs.set_gg(gg)
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zs.set_dd(dd)
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zs.is_sure = False
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zs.bi_list = [bi1, bi2, bi3]
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added_after_leave = []
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leave_index = start_idx + 4
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while leave_index < len(bi_list):
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b = bi_list[leave_index]
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if not b.is_sure:
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break
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if b.high >= zs.zd and b.low <= zs.zg:
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added_after_leave.append(b.pre)
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added_after_leave.append(b)
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else:
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break
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leave_index += 2
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if added_after_leave:
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bis_for_zs = list(zs.bi_list) + list(added_after_leave)
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bi_highs = [bi.high for bi in bis_for_zs]
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bi_lows = [bi.low for bi in bis_for_zs]
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zs.set_gg(max(bi_highs))
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zs.set_dd(min(bi_lows))
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zs.bi_list = bis_for_zs
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bi = bis_for_zs[-1]
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if bi.end_klc:
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zs.set_end_bi(bi, bi.sure_time)
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start_idx = start_idx + len(added_after_leave)
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else:
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zs.set_end_bi(bi3, bi3.sure_time)
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if last_zs:
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last_zs.set_next(zs)
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zs.set_pre(last_zs)
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bi_zs_list.append(zs)
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last_zs = zs
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start_idx += 4
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if last_zs:
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last_zs.is_sure = bi_list[-1].is_sure
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if last_zs and not last_zs.is_sure:
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if last_zs.bi_list and len(last_zs.bi_list) > 0:
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last_bi_of_zs = last_zs.bi_list[-1]
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last_bi_idx = -1
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for i, bi in enumerate(bi_list):
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if bi == last_bi_of_zs:
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last_bi_idx = i
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break
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has_leave = False
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if last_bi_idx >= 0 and last_bi_idx + 1 < len(bi_list):
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for i in range(last_bi_idx + 1, len(bi_list)):
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bi = bi_list[i]
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if bi.is_sure:
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leave = (bi.low > last_zs.zg and bi.high > last_zs.zg) or \
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(bi.high < last_zs.zd and bi.low < last_zs.zd)
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if leave:
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has_leave = True
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break
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if has_leave:
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if last_bi_of_zs.end_klc:
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last_zs.set_end_bi(last_bi_of_zs, last_bi_of_zs.sure_time)
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return bi_zs_list
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def find_all_bsp(self, bi_list, bi_zs_list):
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"""
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@@ -1566,9 +1714,9 @@ class TF_DF():
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bsp_list.append(bsp)
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return bsp_list
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def calculate_zs(self, bi_list, seg_list):
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return self.get_zs_list(bi_list, seg_list)
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def get_zs_list(self, bi_list, seg_list):
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def calculate_zs(self, seg_list):
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return self.get_zs_list(seg_list)
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def get_zs_list(self, seg_list):
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"""
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根据缠论线段中枢定义计算中枢
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从第4根线段开始（索引3），每3根线段为一组检查
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+9
-11
@@ -33,7 +33,7 @@ class TRADE_POINT_TYPE:
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SELL3 = -3 # 三类卖点
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app = Flask(__name__)
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macd_factor = 2
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# 初始化交易所
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exchange = ccxt.binance({
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'enableRateLimit': True,
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@@ -421,8 +421,8 @@ def get_a_stock_kl_data(symbol, timeframe, limit=100000, start_time=None, end_ti
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return None
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def add_indicators(df):
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fast = 12*1
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slow = 26*1
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fast = 12*macd_factor
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slow = 26*macd_factor
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period = 9*1
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macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
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@@ -509,8 +509,8 @@ def add_indicators(df):
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def calculate_macd(df):
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"""计算MACD指标"""
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exp1 = df['close'].ewm(span=26, adjust=False).mean()
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exp2 = df['close'].ewm(span=52, adjust=False).mean()
|
||||
exp1 = df['close'].ewm(span=12*macd_factor, adjust=False).mean()
|
||||
exp2 = df['close'].ewm(span=26*macd_factor, adjust=False).mean()
|
||||
macd = exp1 - exp2
|
||||
signal = macd.ewm(span=9, adjust=False).mean()
|
||||
histogram = macd - signal
|
||||
@@ -534,13 +534,11 @@ def analyze_chan(df, symbol=None, timeframe=None):
|
||||
#for index in range(0, 10):
|
||||
#print(bi_list[index].start_time, bi_list[index].start_klc.end_time, bi_list[index].dir)
|
||||
seg_list = chan.get_seg_list(bi_list)
|
||||
zs_list = chan.calculate_zs(bi_list, seg_list)
|
||||
zs_list = chan.calculate_zs(seg_list)
|
||||
# 计算笔中枢（BI中枢）并拍平成列表
|
||||
try:
|
||||
bi_zs_nested = chan.cal_bi_zs(seg_list)
|
||||
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 = []
|
||||
|
||||
#bi_zs_list = chan.cal_bi_zs_list(bi_list)
|
||||
bi_zs_list = chan.cal_bi_zs(seg_list)
|
||||
bsp_list = []
|
||||
if len(bi_zs_list) > 0:
|
||||
bsp_list = chan.find_all_bsp(bi_list, bi_zs_list)
|
||||
|
||||
Reference in New Issue
Block a user