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) self.chanmacd = ChanMACD(self.klu_list) self.klu_list = self.chanmacd.cal_macd_state() 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.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.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