jackyu66gitandCursor
9b72173285
研究侧的 fast_bsp3 一直只活在 research/lib/ 里，web 端看不到，回测与目视 两条线对不上。这次把它搬进引擎，作为独立的第四类买卖点。 之所以单独立类而不是当作 B3/S3 的低滞后版：step30/31 显示引擎原生的 B3/S3 统计上呈逆势、显著亏损（胜率 27.4%、PF 0.66、t −18.76），而同一组 过滤器把 B4 从 PF 1.59 提到 2.26 却对它无效（0.66→0.71）。两者选的是 不同的交易群体，不是同一信号的早晚两版。 - chanlun/analysis/fast_bsp.py 原样搬入 find_fast_bsp3 与 build_htf_zones， 另加 add_zone_ladder / htf_fx_timeline / attach_htf_agree - research/lib/ 两个模块改为转发，所有 step 脚本导入不变，信号逐条比对一致 - 大级别上下文用 resample 从同一份 df 构建，不额外拉数据，因此与界面上选的 周期和时间范围无关 - 前端三个复选框 + 过滤模式下拉；未过滤的原始信号用浅色，避免与主口径混淆 Co-authored-by: Cursor <cursoragent@cursor.com>
373 lines
12 KiB
Python
373 lines
12 KiB
Python
from enum import Enum, auto
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from typing import Literal
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class Chan_DATA_SRC(Enum):
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BAO_STOCK = auto()
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CCXT = auto()
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CSV = auto()
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class Chan_ZS_DIR(Enum):
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UP = auto()
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DOWN = auto()
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class Chan_ZS_TYPE(Enum):
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"""中枢类型分类"""
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NORMAL = auto() # 常规中枢：高低点无明显趋势，区间震荡
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RISING = auto() # 上升中枢：高点抬高，低点也抬高，重心上移
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FALLING = auto() # 下行中枢：高点降低，低点也降低，重心下移
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CONVERGING = auto() # 收敛中枢：高点降低，低点抬高，区间收窄（三角收敛）
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DIVERGING = auto() # 扩散中枢：高点抬高，低点降低，区间扩大（喇叭口）
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class Chan_K_DIR(Enum):
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BULL = auto()
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BEAR = auto()
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CROSS = auto()
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class Chan_EMA_POS(Enum):
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"""K线与任意EMA的位置关系（与趋势方向无关的客观分类，支持threshold容差）"""
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ABOVE = auto() # 完全在EMA上方（远离）：low > ema + threshold
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NEAR_ABOVE = auto() # 在EMA上方但接近：ema < low <= ema + threshold
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CROSS_CLOSE_ABOVE = auto() # 跨越EMA，收盘在上方：close > ema, low <= ema（含threshold范围内触碰）
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ON_EMA = auto() # 收盘价在EMA附近：abs(close - ema) <= threshold
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CROSS_CLOSE_BELOW = auto() # 跨越EMA，收盘在下方：close < ema, high >= ema（含threshold范围内触碰）
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NEAR_BELOW = auto() # 在EMA下方但接近：ema - threshold <= high < ema
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BELOW = auto() # 完全在EMA下方（远离）：high < ema - threshold
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UNKNOWN = auto() # 未知（EMA值无效）
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class Chan_EMA_SEMANTIC(Enum):
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"""K线与EMA结合趋势方向的语义状态（用于交易判断）"""
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STRONG_TREND = auto() # 7: 顺势K线完全在EMA趋势侧（强势，远未及EMA）
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TREND_SIDE = auto() # 6: 完全在EMA趋势侧（正常趋势运行）
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RECOVER = auto() # 5: 逆势后穿越EMA回到趋势侧（收复EMA，趋势恢复）
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TOUCH_FAIL = auto() # 4: 逆势触碰EMA但未穿越（反弹/反抽力度不足）
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DEEP_COUNTER = auto() # 3: 完全在EMA逆势侧（深度回调/反抽）
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BREAK = auto() # 2: 穿越EMA，收盘在逆势侧（支撑/压力失败）
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TOUCH_HOLD = auto() # 1: 触碰EMA，收盘守住趋势侧（支撑/压力有效）
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WEAK_COUNTER = auto() # 8: 逆势K线完全在EMA逆势侧（弱势，远未到EMA）
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APPROACHING = auto() # 9: K线接近EMA但未触碰（即将测试支撑/压力）
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NEUTRAL = auto() # 0: 盘整/无法判断
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class Chan_KL_TYPE(Enum):
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K_1S = auto()
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K_1M = auto()
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K_DAY = auto()
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K_WEEK = auto()
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K_MON = auto()
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K_YEAR = auto()
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K_5M = auto()
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K_15M = auto()
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K_30M = auto()
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K_60M = auto()
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K_1H = auto()
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K_2H = auto()
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K_4H = auto()
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K_6H = auto()
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K_8H = auto()
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K_12H = auto()
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K_1D = auto()
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K_3D = auto()
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K_3M = auto()
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K_QUARTER = auto()
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class Chan_KLINE_DIR(Enum):
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UP = auto()
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DOWN = auto()
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COMBINE = auto()
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INCLUDED = auto()
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class Chan_KLU_TYPE(Enum):
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BigBull = auto()
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MiddleBull = auto()
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SmallBull = auto()
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BigBear = auto()
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MiddleBear = auto()
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SmallBear = auto()
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Cross = auto()
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class Chan_KLU_PATTERN(Enum):
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# 单根K线形态
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HAMMER = auto() # 锤子线
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INVERTED_HAMMER = auto() # 倒锤子线
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SHOOTING_STAR = auto() # 射击之星
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HANGING_MAN = auto() # 上吊线
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DOJI = auto() # 十字星
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LONG_LEGGED_DOJI = auto() # 长腿十字星
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GRAVESTONE_DOJI = auto() # 墓碑十字星
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DRAGONFLY_DOJI = auto() # 蜻蜓十字星
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MARUBOZU = auto() # 光头光脚
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SPINNING_TOP = auto() # 纺锤线
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# 双根K线形态
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BULLISH_ENGULFING = auto() # 看涨吞没
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BEARISH_ENGULFING = auto() # 看跌吞没
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PIERCING_LINE = auto() # 刺透形态
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DARK_CLOUD_COVER = auto() # 乌云盖顶
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TWEEZER_TOP = auto() # 镊子顶
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TWEEZER_BOTTOM = auto() # 镊子底
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HARAMI = auto() # 孕线
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BULLISH_HARAMI = auto() # 看涨孕线
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BEARISH_HARAMI = auto() # 看跌孕线
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# 三根K线形态
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MORNING_STAR = auto() # 早晨之星
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EVENING_STAR = auto() # 黄昏之星
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THREE_WHITE_SOLDIERS = auto() # 红三兵
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THREE_BLACK_CROWS = auto() # 三只乌鸦
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THREE_INNER_UP = auto() # 上升三法
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THREE_INNER_DOWN = auto() # 下降三法
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ABANDONED_BABY = auto() # 弃婴形态
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# 多根K线形态
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DOUBLE_TOP = auto() # 双顶
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DOUBLE_BOTTOM = auto() # 双底
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TRIPLE_TOP = auto() # 三顶
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TRIPLE_BOTTOM = auto() # 三底
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HEAD_AND_SHOULDERS = auto() # 头肩顶
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INVERSE_HEAD_SHOULDERS = auto() # 头肩底
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ROUNDING_BOTTOM = auto() # 圆弧底
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ROUNDING_TOP = auto() # 圆弧顶
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# 缺口形态
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BREAKAWAY_GAP = auto() # 突破缺口
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RUNAWAY_GAP = auto() # 持续缺口
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EXHAUSTION_GAP = auto() # 衰竭缺口
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# 特殊形态
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ISLAND_REVERSAL = auto() # 岛形反转
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KEY_REVERSAL = auto() # 关键反转
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INSIDE_BAR = auto() # 内包线
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OUTSIDE_BAR = auto() # 外包线
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# 趋势形态
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HIGHER_HIGH = auto() # 更高高点
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HIGHER_LOW = auto() # 更高低点
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LOWER_HIGH = auto() # 更低高点
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LOWER_LOW = auto() # 更低低点
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# 支撑阻力形态
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SUPPORT_BOUNCE = auto() # 支撑反弹
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RESISTANCE_REJECTION = auto() # 阻力拒绝
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BREAKOUT = auto() # 突破
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BREAKDOWN = auto() # 跌破
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# 成交量相关形态
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VOLUME_SPIKE = auto() # 成交量激增
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VOLUME_DECLINE = auto() # 成交量萎缩
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# 未知/无形态
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UNKNOWN = auto() # 未知形态
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class Chan_FX_TYPE(Enum):
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BOTTOM = auto()
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TOP = auto()
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UNKNOWN = auto()
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UP = auto()
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DOWN = auto()
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TT = auto()
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BB = auto()
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PTOP = auto()
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PBOTTOM = auto()
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class Chan_FX(Enum):
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CONTINUATION = auto()
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REVERSAL = auto()
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UNKNOWN = auto()
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class Chan_PRICE_TREND(Enum):
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UP = auto()
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DOWN = auto()
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FLAT = auto()
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UNKNOWN = auto()
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class Chan_KLC_FX(Enum):
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TOP0 = auto()
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TOP1 = auto()
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TOP2 = auto()
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TOP3 = auto()
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TOP4 = auto()
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TOP5 = auto()
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TOP6 = auto()
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TOP7 = auto()
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TOP8 = auto()
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BOTTOM0 = auto()
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BOTTOM1 = auto()
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BOTTOM2 = auto()
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BOTTOM3 = auto()
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BOTTOM4 = auto()
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BOTTOM5 = auto()
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BOTTOM6 = auto()
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BOTTOM7 = auto()
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BOTTOM8 = auto()
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UNKNOWN = auto()
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# 统一的MACD状态枚举，包含所有可能的状态
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class Chan_MACD_STATE(Enum):
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"""MACD状态枚举 - 包含所有可能的状态"""
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# 穿越状态
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CROSS0_UP = auto() # 穿零轴后快速向上，能量柱呈现一根比一根长的排列方式
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CROSS0_DOWN = auto() # 穿零轴后快速向下，能量柱呈现一根比一根短的排列方式
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CROSS_OS = auto() # 穿零轴后缠绕/粘合，黄白线沿着能量柱运行，黄白线在运行的过程中没有释放出反向能量柱
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CROSS_REV = auto() # 穿零轴后倒挂，MACD黄白线在穿零轴的时候与零轴的距离比较近，同时黄白线沿着能量柱运行，在运行的过程中，能量柱衰减导致它跟黄白线之间形成夹角空位，同时黄白线产生交叉并释放反向能量柱。
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# 趋势状态
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NEAR0 = auto()
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NEAR0_52 = auto() # 价格在EMA52附近/价格接触EMA52并马上离开，需要观察离开强度
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NEAR0_DIFF = auto() # MACD白线接近零轴，价格未到EMA52
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NEAR0_PERFECT = auto() # MACD白线接近零轴和价格接触或短暂击穿EMA52，而MACD黄线不穿零轴，完美形态
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NEAR0_24 = auto() # MACD黄白线接近零轴和价格在EMA24附近
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# 位置状态
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HIGH = auto() # 高位：MACD黄白线离开能量柱到高点，能量柱最大开始减弱
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HIGH_EMPTY = auto() # 高位空：MACD黄白线处于高位，能量柱衰减，与黄白线形成空间夹角
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RETURN_ZERO = auto() # 归零轴：能量柱呈现一根比一根短的排列方式
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RZ_UP = auto() # 归零轴后的零轴上涨
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RZ_DOWN = auto() # 归零轴后的零轴下跌
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UP = auto() # 穿零轴后向上
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DOWN = auto() # 穿零轴后向下
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PEAK = auto() # 峰值：MACD白线处于高位
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# 基础状态
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UNKNOWN = auto() # 未知
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START = auto() # 开始
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class Chan_MACDSEG_DIR(Enum):
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ABOVE = auto()
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UNDER = auto()
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class Chan_MACDUNITTF_TYPE(Enum):
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START = auto()
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CROSS0 = auto()
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NEAR0 = auto()
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class Chan_MACDUNITTF_JUMP(Enum):
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CONTUNE = auto()
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DISCRETE = auto()
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class Chan_MACDUNITTF_DIV(Enum):
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CONTUNE = auto()
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DISCRETE = auto()
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UNDIV = auto()
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class Chan_MACDHISTSET_DIR(Enum):
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ABOVE = auto()
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UNDER = auto()
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class Chan_MACDUNITTF_DIR(Enum):
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ABOVE = auto()
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UNDER = auto()
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class Chan_MACDHIST_STATE(Enum):
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UP = auto()
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DOWN = auto()
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PEAK = auto()
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UNKNOWN = auto()
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class Chan_BI_DIR(Enum):
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UP = auto()
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DOWN = auto()
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class Chan_SEG_DIR(Enum):
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UP = auto()
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DOWN = auto()
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class Chan_BI_TYPE(Enum):
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UNKNOWN = auto()
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STRICT = auto()
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SUB_VALUE = auto() # 次高低点成笔
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TIAOKONG_THRED = auto()
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DAHENG = auto()
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TUIBI = auto()
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UNSTRICT = auto()
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TIAOKONG_VALUE = auto()
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Chan_BSP_MAIN_TYPE = Literal['1', '2', '3']
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class Chan_BSP_DIR(Enum):
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BUY = auto()
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SELL = auto()
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class Chan_BSP_TYPE(Enum):
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B1 = auto()
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B2 = auto()
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B3 = auto()
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S1 = auto()
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S2 = auto()
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S3 = auto()
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# 第四类：三类买卖点的低滞后变体，几何位置同 B3/S3，但不等笔确认。
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# 见 chanlun/analysis/fast_bsp.py
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B4 = auto()
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S4 = auto()
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NONE = auto()
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"""
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class Chan_BSP_TYPE(Enum):
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T1 = '1'
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T1P = '1p'
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T2 = '2'
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T2S = '2s'
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T3A = '3a' # 中枢在1类后面
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T3B = '3b' # 中枢在1类前面
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T3 = '3'
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T3E ='3e' # T3退出点
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QJT = 'qjt' # 区间套突破
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QJT1 = 'qjt1' # 区间套一类买点
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QJT2 = 'qjt2' # 区间套一类卖点
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QJT3 = 'qjt3' # 区间套三类买点
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def main_type(self) -> Chan_BSP_MAIN_TYPE:
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return self.value[0] # type: ignore
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"""
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class Chan_AUTYPE(Enum):
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QFQ = auto()
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HFQ = auto()
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NONE = auto()
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class Chan_TREND_TYPE(Enum):
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MEAN = "mean"
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MAX = "max"
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MIN = "min"
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class Chan_TREND_LINE_SIDE(Enum):
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INSIDE = auto()
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OUTSIDE = auto()
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class Chan_LEFT_SEG_METHOD(Enum):
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ALL = auto()
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PEAK = auto()
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class Chan_FX_CHECK_METHOD(Enum):
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STRICT = auto()
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LOSS = auto()
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HALF = auto()
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TOTALLY = auto()
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class Chan_SEG_TYPE(Enum):
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BI = auto()
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SEG = auto()
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class Chan_MACD_ALGO(Enum):
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AREA = auto()
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PEAK = auto()
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FULL_AREA = auto()
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DIFF = auto()
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SLOPE = auto()
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AMP = auto()
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VOLUMN = auto()
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AMOUNT = auto()
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VOLUMN_AVG = auto()
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AMOUNT_AVG = auto()
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TURNRATE_AVG = auto()
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RSI = auto()
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class Chan_DATA_FIELD:
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FIELD_TIME = "time_key"
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FIELD_OPEN = "open"
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FIELD_HIGH = "high"
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FIELD_LOW = "low"
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FIELD_CLOSE = "close"
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FIELD_VOLUME = "volume" # 成交量
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FIELD_TURNOVER = "turnover" # 成交额
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FIELD_TURNRATE = "turnover_rate" # 换手率
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class Chan_KLC_STATE:
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"""笔当下状态（缠论笔定理）。任意时刻必属其一。"""
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S10 = "(1, 0)" # 顶分型构造中 (1,0)
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S_10 = "(-1, 0)" # 底分型构造中 (-1,0)
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S11 = "(1,1)" # 向上笔延续中
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S_11 = "(-1,1)" # 向下笔延续中
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UNKNOWN = "Unknown" # 初始状态
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