增加了新的笔中枢，但是还是线段的好些

2026-04-02 15:29:15 +08:00
parent 6538982d24
commit ea317fb6f9
7 changed files with 187 additions and 31 deletions
@@ -7,6 +7,7 @@ from ChanBI import ChanBI
 from ChanSBI import ChanSBI
 from ChanSEG import ChanSEG
 from ChanZS import ChanZS, ChanZS_Big
+from ChanBIZS import ChanBIZS
 from ChanBSP import ChanBSP
 import talib.abstract as ta
 import pandas as pd
@@ -72,8 +73,8 @@ class TF_DF():
 			return self.klc_list[-2]
 		return None
 	def add_indicators(self, df):
-		fast = 12
-		slow = 26
+		fast = 26
+		slow = 52
 		period = 9
 		macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
 		bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
@@ -175,6 +176,23 @@ class TF_DF():
 				klu_state_list.append("0")
 		return klu_state_list
 	def check_fx(self, klc):
+		if klc.pre and klc.next:
+			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
+				if klc.pre.pre and klc.next.next:
+					if klc.high > klc.pre.pre.high and klc.high > klc.next.next.high:
+						#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
+						klc.set_fx(Chan_FX_TYPE.TOP)
+						#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "TOP")
+						return Chan_FX_TYPE.TOP
+			elif klc.low < klc.pre.low and klc.low < klc.next.low and klc.high < klc.pre.high and klc.high < klc.next.high:
+				#if (klc.close < klc.ema52 or klc.next.close < klc.next.ema52) and klc.macd < 0:
+				if klc.pre.pre and klc.next.next:
+					if klc.low < klc.pre.pre.low and klc.low < klc.next.next.low:
+						klc.set_fx(Chan_FX_TYPE.BOTTOM)
+						#print(klc.start_time, klc.end_time,klc.next.start_time, klc.next.end_time, klc.macd, klc.state, klc.fx, "BOTTOM")
+						return Chan_FX_TYPE.BOTTOM
+		return Chan_FX_TYPE.UNKNOWN
+	def check_fx1(self, klc):
 		if klc.pre and klc.next:
 			if klc.high > klc.pre.high and klc.high > klc.next.high and klc.low > klc.pre.low and klc.low > klc.next.low:
 				#if (klc.close > klc.ema52 or klc.next.close > klc.next.ema52) and klc.macd > 0:
@@ -903,7 +921,7 @@ class TF_DF():
 									last_seg_bi = bi_list[i]
 									break
 		"""
-		self.cal_bi_zs(seg_list)
+		#self.cal_bi_zs(seg_list)
 		return seg_list

 	def cal_bi_list(self, klc_list):
@@ -917,11 +935,11 @@ class TF_DF():
 				klc.check_klc_state(last_fx_klc)
 			klc.check_fx_confirmed(last_top, last_bottom)
 			fx = self.check_fx(klc)
-			if fx == Chan_FX_TYPE.TOP and False:
+			if fx == Chan_FX_TYPE.TOP:
 				if last_bottom:
 					if self.check_top_fx(last_bottom, klc) == False:
 						fx = Chan_FX_TYPE.UNKNOWN
-			if fx == Chan_FX_TYPE.BOTTOM and False:
+			if fx == Chan_FX_TYPE.BOTTOM:
 				if last_top:
 					if self.check_bottom_fx(last_top, klc) == False:
 						#print(klc.end_time, last_top.end_time, "---")
@@ -1250,7 +1268,137 @@ class TF_DF():
 		for seg in seg_list:
 			zs_list = seg.cal_bi_zs()
 			if len(zs_list) > 0:
-				bi_zs_list.append(zs_list)
+				bi_zs_list = list(bi_zs_list) + list(zs_list)
+		return bi_zs_list
+	def cal_bi_zs_list(self, bi_list):
+		"""
+		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）
+		从第4根笔开始（索引3），每3根笔为一组检查
+		上涨中枢：后中枢 zd > 前中枢 zg（不重叠上移）
+		下跌中枢：后中枢 zg < 前中枢 zd（不重叠下移）
+		中枢可按两笔一组继续扩展到5根、7根...
+		"""
+		bi_zs_list = []
+		if len(bi_list) < 3:
+			return bi_zs_list
+
+		last_zs = None
+		start_idx = 3
+
+		while start_idx < len(bi_list):
+			if start_idx + 2 >= len(bi_list):
+				break
+
+			bi1 = bi_list[start_idx]
+			bi2 = bi_list[start_idx + 1]
+			bi3 = bi_list[start_idx + 2]
+
+			if not (bi1.is_sure and bi2.is_sure and bi3.is_sure):
+				start_idx += 1
+				continue
+
+			zg = min(bi1.high, bi2.high, bi3.high)
+			zd = max(bi1.low, bi2.low, bi3.low)
+
+			if zg <= zd:
+				start_idx += 1
+				continue
+
+			valid = False
+			if last_zs is None:
+				if bi1.dir == Chan_BI_DIR.DOWN:
+					zs_dir = Chan_ZS_DIR.UP
+					valid = (bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
+				else:
+					zs_dir = Chan_ZS_DIR.DOWN
+					valid = (bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
+			else:
+				is_up_zs = zg > last_zs.zg
+				is_down_zs = zd < last_zs.zd
+
+				if is_up_zs:
+					zs_dir = Chan_ZS_DIR.UP
+					valid = (bi1.dir == Chan_BI_DIR.DOWN and bi2.dir == Chan_BI_DIR.UP and bi3.dir == Chan_BI_DIR.DOWN)
+				elif is_down_zs:
+					zs_dir = Chan_ZS_DIR.DOWN
+					valid = (bi1.dir == Chan_BI_DIR.UP and bi2.dir == Chan_BI_DIR.DOWN and bi3.dir == Chan_BI_DIR.UP)
+
+			if not valid:
+				start_idx += 1
+				continue
+			gg = max(bi1.high, bi2.high, bi3.high)
+			dd = min(bi1.low, bi2.low, bi3.low)
+			zs = ChanBIZS(bi1, len(bi_zs_list), zs_dir)
+			zs.set_zg(zg)
+			zs.set_zd(zd)
+			zs.set_gg(gg)
+			zs.set_dd(dd)
+			zs.is_sure = False
+			zs.bi_list = [bi1, bi2, bi3]
+
+			added_after_leave = []
+			leave_index = start_idx + 4
+			while leave_index < len(bi_list):
+				b = bi_list[leave_index]
+				if not b.is_sure:
+					break
+				if b.high >= zs.zd and b.low <= zs.zg:
+					added_after_leave.append(b.pre)
+					added_after_leave.append(b)
+				else:
+					break
+				leave_index += 2
+
+			if added_after_leave:
+				bis_for_zs = list(zs.bi_list) + list(added_after_leave)
+				bi_highs = [bi.high for bi in bis_for_zs]
+				bi_lows = [bi.low for bi in bis_for_zs]
+				zs.set_gg(max(bi_highs))
+				zs.set_dd(min(bi_lows))
+				zs.bi_list = bis_for_zs
+				bi = bis_for_zs[-1]
+				if bi.end_klc:
+					zs.set_end_bi(bi, bi.sure_time)
+
+				start_idx = start_idx + len(added_after_leave)
+			else:
+				zs.set_end_bi(bi3, bi3.sure_time)
+
+			if last_zs:
+				last_zs.set_next(zs)
+				zs.set_pre(last_zs)
+
+			bi_zs_list.append(zs)
+			last_zs = zs
+
+			start_idx += 4
+
+		if last_zs:
+			last_zs.is_sure = bi_list[-1].is_sure
+
+		if last_zs and not last_zs.is_sure:
+			if last_zs.bi_list and len(last_zs.bi_list) > 0:
+				last_bi_of_zs = last_zs.bi_list[-1]
+				last_bi_idx = -1
+				for i, bi in enumerate(bi_list):
+					if bi == last_bi_of_zs:
+						last_bi_idx = i
+						break
+
+				has_leave = False
+				if last_bi_idx >= 0 and last_bi_idx + 1 < len(bi_list):
+					for i in range(last_bi_idx + 1, len(bi_list)):
+						bi = bi_list[i]
+						if bi.is_sure:
+							leave = (bi.low > last_zs.zg and bi.high > last_zs.zg) or \
+									(bi.high < last_zs.zd and bi.low < last_zs.zd)
+							if leave:
+								has_leave = True
+								break
+
+				if has_leave:
+					if last_bi_of_zs.end_klc:
+						last_zs.set_end_bi(last_bi_of_zs, last_bi_of_zs.sure_time)
 		return bi_zs_list
 	def find_all_bsp(self, bi_list, bi_zs_list):
 		"""
@@ -1566,9 +1714,9 @@ class TF_DF():
 							bsp_list.append(bsp)

 		return bsp_list
-	def calculate_zs(self, bi_list, seg_list):
-		return self.get_zs_list(bi_list, seg_list)
-	def get_zs_list(self, bi_list, seg_list):
+	def calculate_zs(self, seg_list):
+		return self.get_zs_list(seg_list)
+	def get_zs_list(self, seg_list):
 		"""
 		根据缠论线段中枢定义计算中枢
 		从第4根线段开始（索引3），每3根线段为一组检查