jackyu66gitandCursor
74dec4e50b
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务； 前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。 Co-authored-by: Cursor <cursoragent@cursor.com>
141 lines
6.8 KiB
Python
141 lines
6.8 KiB
Python
from chanlun.core.ChanEnum import Chan_MACD_STATE, Chan_MACDUNITTF_DIR, Chan_MACDHISTSET_DIR, Chan_MACDUNITTF_DIV, Chan_MACDUNITTF_TYPE
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class ChanMACDUnitTF():
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def __init__(self, index, start_time, start_klu, pre_unittf, unittf_dir, start_type, start_histset):
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self.index = index
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self.start_time = start_time
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self.end_time = None
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self.start_klu = start_klu
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self.end_klu = None
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self.klu_list = []
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self.klu_list.append(start_klu)
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self.histset_list = []
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self.histset_list.append(start_histset)
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self.div_count = 0
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start_histset.set_middle_klu(start_klu)
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self.next = None
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self.pre = pre_unittf
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self.unittf_dir = unittf_dir
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self.start_type = start_type
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self.end_type = None
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self.peak_klu = None
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self.div_type = Chan_MACDUNITTF_DIV.UNDIV
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self.div_peak_list = []
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self.is_end = False
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def set_next(self, next_unittf):
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self.next = next_unittf
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def set_pre(self, pre_unittf):
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self.pre = pre_unittf
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def add_histset(self, histset):
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self.histset_list.append(histset)
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def add_klu(self, klu):
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self.klu_list.append(klu)
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self.cal_peak_div()
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self.cal_macd_state()
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def cal_peak_div(self):
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self.div_count = 0
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self.div_peak_list = []
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self.peak_klu = None
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if len(self.histset_list) == 0:
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return
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if len(self.histset_list) == 1:
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self.div_type = self.histset_list[0].unittf_div
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self.peak_klu = self.histset_list[0].peak_klu
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else:
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for index in range(0, len(self.histset_list)):
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histset = self.histset_list[index]
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if self.same_dir(histset):
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#if histset.peak_klu:
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#print("Unittf: ", self.start_klu.time, len(self.histset_list), histset.peak_klu.time)
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if self.peak_klu:
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if histset.peak_klu:
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if abs(histset.peak_klu.macdhist) >= abs(self.peak_klu.macdhist):
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self.peak_klu = histset.peak_klu
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self.div_type = Chan_MACDUNITTF_DIV.UNDIV
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self.div_count = 0
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else:
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self.div_type = Chan_MACDUNITTF_DIV.DISCRETE
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self.div_count += 1
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self.div_peak_list.append(histset.peak_klu)
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#print("Unittf: ", self.start_klu.time)
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if histset.peak_klu.macd > 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE:
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histset.peak_klu.set_separate_div(self.div_count)
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elif histset.peak_klu.macd < 0 and histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER:
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histset.peak_klu.set_separate_div(self.div_count)
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else:
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if histset.peak_klu:
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self.peak_klu = histset.peak_klu
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def cal_macd_state(self):
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if len(self.klu_list) > 0:
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last_klu = self.klu_list[0]
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macd_peak_klu = None
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signal_peak_klu = None
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for index in range(1, len(self.klu_list)):
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klu = self.klu_list[index]
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if klu.macd == 0 and klu.signal == 0 and klu.macdhist == 0:
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continue
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if self.start_type == Chan_MACDUNITTF_TYPE.CROSS0 or self.start_type == Chan_MACDUNITTF_TYPE.NEAR0:
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if self.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE:
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if macd_peak_klu is None:
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if last_klu.macd < klu.macd:
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if last_klu.signal < last_klu.macdhist:
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last_klu.set_macd_state(Chan_MACD_STATE.UP)
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else:
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last_klu.set_macd_state(Chan_MACD_STATE.HIGH)
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else:
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macd_peak_klu = last_klu
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last_klu.set_macd_state(Chan_MACD_STATE.PEAK)
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elif klu.macd > macd_peak_klu.macd:
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macd_peak_klu = None
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last_klu.set_macd_state(Chan_MACD_STATE.HIGH)
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elif last_klu.signal < klu.signal:
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last_klu.set_macd_state(Chan_MACD_STATE.HIGH_EMPTY)
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elif signal_peak_klu is None:
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signal_peak_klu = last_klu
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last_klu.set_macd_state(Chan_MACD_STATE.HIGH_EMPTY)
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elif klu.signal > signal_peak_klu.signal:
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signal_peak_klu = None
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last_klu.set_macd_state(Chan_MACD_STATE.HIGH)
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elif last_klu.macd < last_klu.signal:
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last_klu.set_macd_state(Chan_MACD_STATE.RETURN_ZERO)
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if self.return_zero(last_klu, klu):
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self.end_type = Chan_MACDUNITTF_TYPE.NEAR0
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self.is_end = True
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self.end_klu = klu
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self.end_time = klu.time
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klu.set_macd_state(Chan_MACD_STATE.NEAR0)
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#print(self.index, last_klu.time, last_klu.macd, last_klu.signal, last_klu.macd_state, klu.macd_state)
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break
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#print(self.index, last_klu.time, last_klu.macd, last_klu.signal, last_klu.macd_state)
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last_klu = klu
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def return_zero(self, last_klu, klu):
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return_zero = False
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if last_klu.close < last_klu.ema52 and klu.close > klu.ema52:
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return_zero = True
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return_zero = False
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return return_zero
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def same_dir(self, histset):
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if self.unittf_dir == Chan_MACDUNITTF_DIR.ABOVE:
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return histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE
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else:
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return histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER
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def set_end_klu(self, end_klu, end_type):
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self.end_type = end_type
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self.end_klu = end_klu
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self.end_time = end_klu.time
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self.is_end = True
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self.cal_macd_state()
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div_time = ""
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for div in self.div_peak_list:
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div_time += f"{div.time}, "
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histset_time = ""
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for histset in self.histset_list:
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histset_time += f"{histset.start_time}, "
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#if self.peak_klu and self.div_type == Chan_MACDUNITTF_DIV.DISCRETE:
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#print("Cross Div: ", self.start_klu.time, self.peak_klu.time, self.div_count, self.div_type, self.unittf_dir, div_time, len(self.histset_list))
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