jackyu66gitandCursor
0b4d7693b8
原以为浪费在 add_indicators 算了太多用不到的指标，实测它只占全量构建的 1.3%——talib 是向量化 C 代码，便宜。真正的两处： cal_kl_data 占 96%：每根 K 线 df.iloc[i] 新建一个 40 列 Series，再在其上做 几十次逐键查找。改为预取 ndarray 后 2 万根 1946ms → 824ms。 ChanKLC.cal_all_ema_status 占 25%：每次合并 KLU 都立即重算，而它产出的 ema_status / ema52_pos / ema52_status 全仓无任何读取方（含前端）。改为惰性 求值，保留属性形式以防将来有人读。顺带删掉 get_klc_list 里累加一整轮后直接 丢弃的 ema_up_list / ema_down_list。 另加 TF_DF(lean=True)：只构建到中枢，跳过线段/走势中枢/MACD 状态机——这些 只服务 bsp_list 与 web 展示，笔和中枢不依赖。研究与实盘走这条快 3.6x。 结果 2 万根 5m：full 1946 → 754ms，lean → 543ms。 step46_engine_parity.py 是配套的安全网，改引擎前先跑一次 --save。它对 KLC 端点与分型、笔起止价与 is_sure、中枢 zg/zd/available_ts/阶梯、信号全部输出列， 以及 26 个被下游消费的 dataframe 列取哈希。本次三处改动逐步验证，另用 git stash 切回改动前代码在 20 万根 × 5 用例上做了跨版本逐位对拍，全部一致； 增量路径与 web API 也各验一遍。 Co-authored-by: Cursor <cursoragent@cursor.com>
564 lines
21 KiB
Python
564 lines
21 KiB
Python
"""TF_DF builder mixin — 由 split_tfdf_builders 自动生成，逻辑与原 TF_DF 一致。"""
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from __future__ import annotations
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from datetime import timedelta
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from decimal import Decimal
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import numpy as np
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import pandas as pd
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from pandas import DataFrame
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from chanlun.core.ChanBI import ChanBI
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from chanlun.core.ChanBIZS import ChanBIZS
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from chanlun.core.ChanBSP import ChanBSP
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from chanlun.core.ChanEnum import (
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Chan_BI_DIR,
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Chan_BSP_DIR,
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Chan_BSP_TYPE,
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Chan_FX_TYPE,
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Chan_K_DIR,
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Chan_KLC_FX,
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Chan_KLC_STATE,
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Chan_KLINE_DIR,
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Chan_KLU_PATTERN,
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Chan_PRICE_TREND,
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Chan_SEG_DIR,
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Chan_ZS_DIR,
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)
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from chanlun.core.ChanKLC import ChanKLC
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from chanlun.core.ChanKLU import ChanKLU
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from chanlun.core.ChanSBI import ChanSBI
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from chanlun.core.ChanSEG import ChanSEG
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from chanlun.core.ChanZS import ChanZS, ChanZS_Big
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from chanlun.indicators.ChanMACD import ChanMACD
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class KlineBuilderMixin:
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def get_klu_state(self, dataframe):
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klc_list = self.get_klc_list(self.get_klu_list(dataframe))
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bi_list = self.cal_bi_list(klc_list)
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klu_state_list = []
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klc_index = 0
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for index in range(0, len(dataframe)):
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if klc_index == len(klc_list):
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klc_index = len(klc_list) - 1
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klc = klc_list[klc_index]
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if klc.end_klu and klc.end_klu.idx == index:
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if klc.klc_state == Chan_KLC_STATE.S10:
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klu_state_list.append("10")
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#print(klc.end_time, klc.klc_fx_type)
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elif klc.klc_state == Chan_KLC_STATE.S_10:
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klu_state_list.append("-10")
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#print(klc.end_time, klc.klc_fx_type)
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elif klc.klc_state == Chan_KLC_STATE.S11:
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klu_state_list.append("11")
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#print(klc.end_time, klc.klc_fx_type)
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elif klc.klc_state == Chan_KLC_STATE.S_11:
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klu_state_list.append("-11")
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#print(klc.end_time, klc.klc_fx_type)
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else:
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klu_state_list.append("00")
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klc_index += 1
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else:
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klu_state_list.append("00")
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print(klu_state_list[:20])
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return klu_state_list
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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.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_fx(self, klc):
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# 右K未完成（仍在包含合并）时不分型：否则确认笔会随 next 扩区间被 check_*_fx 收回
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if klc.pre and klc.next and klc.next.end_klu is not None:
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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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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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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_fx3(self, klc):
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# 右K未完成（仍在包含合并）时不分型：否则确认笔会随 next 扩区间被 check_*_fx 收回
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if klc.pre and klc.next and klc.next.end_klu is not None:
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next_klu = klc.next.end_klu.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 and klc.high > next_klu.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 and klc.low < next_klu.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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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_fx2(self, klc):
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if klc.pre and klc.next:
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if klc.high > klc.pre.close and klc.close > klc.next.close and klc.close > klc.pre.close and klc.close > klc.next.close:
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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.close and klc.close < klc.next.close and klc.close < klc.pre.close and klc.close < klc.next.close:
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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.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_fx_pattern(self, klc):
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klu_list = klc.pre.klu_list + klc.klu_list + klc.next.klu_list
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self.cal_klu_pattern(klu_list)
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p = ""
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for klu in klu_list:
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p += klu.to_string()
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#print(p)
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def cal_volume_ratio(self, dataframe, window=10):
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df = dataframe.copy()
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# 计算过去N根K线的平均成交量
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df['avg_volume'] = df['volume'].rolling(window=window).mean()
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# 计算量比
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df['volume_ratio'] = df['volume'] / df['avg_volume']
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# 填充缺失值（前N根K线）
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df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
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return df['volume_ratio']
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def cal_kl_data(self, dataframe:DataFrame):
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"""按行构造 KLU 链。
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这里刻意不用 `dataframe.iloc[i]`：那会为每一根新建一个几十列的 Series，
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随后 set_indicators 再在其上做几十次逐键查找。实测这两件事合计占 TF_DF
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构建耗时的 96%。改为先把用到的列取成 ndarray，循环里只做整数下标访问。
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"""
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n = len(dataframe)
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if n == 0:
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return []
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times = self._format_times(dataframe['date'])
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o_a = dataframe['open'].to_numpy(dtype=float)
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h_a = dataframe['high'].to_numpy(dtype=float)
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l_a = dataframe['low'].to_numpy(dtype=float)
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c_a = dataframe['close'].to_numpy(dtype=float)
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v_a = dataframe['volume'].to_numpy(dtype=float)
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has_ind = 'macd' in dataframe.columns
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ind_cols = {}
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if has_ind:
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for _attr, col in ChanKLU.INDICATOR_FIELDS:
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if col in dataframe.columns:
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ind_cols[col] = dataframe[col].to_numpy(dtype=float)
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klu_list = []
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last_klu = None
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for i in range(n):
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klu = ChanKLU(times[i], o_a[i], h_a[i], l_a[i], c_a[i], v_a[i])
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klu.set_idx(i)
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klu_list.append(klu)
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if last_klu:
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last_klu.set_next(klu)
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klu.set_pre(last_klu)
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last_klu = klu
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if has_ind:
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klu.set_indicators_from(ind_cols, i)
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return klu_list
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@staticmethod
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def _format_times(col):
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"""向量化 strftime。非 datetime 列（少见）退回逐个格式化。"""
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fmt = '%Y-%m-%d %H:%M:%S'
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try:
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return col.dt.strftime(fmt).to_numpy()
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except AttributeError:
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return np.array([d.strftime(fmt) for d in col], dtype=object)
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def get_kl_data(self, dataframe:DataFrame):
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return self.cal_kl_data(dataframe)
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def _push_klu_into_klc_list(self, klc_list, klu, last_klu):
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"""把一根 KLU 并入包含K线列表。与 get_klc_list 的几何规则相同。"""
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if len(klc_list) > 0:
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last_klc = klc_list[-1]
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if klu.exception:
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ddir = Chan_KLINE_DIR.DOWN
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if last_klc.high < klu.high:
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ddir = Chan_KLINE_DIR.UP
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klc = ChanKLC(klu, index=len(klc_list), ddir=ddir)
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klc.high = klu.close if klu.close > klu.open else klu.open
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klc.low = klu.open if klu.close > klu.open else klu.close
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klc_list.append(klc)
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last_klc.set_next(klc)
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klc.set_pre(last_klc)
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last_klc.set_end_klu(last_klu)
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klc.set_pre_fx()
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else:
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included = last_klc.check_klu_included(klu)
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if not included:
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ddir = Chan_KLINE_DIR.DOWN
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if last_klc.high < klu.high:
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ddir = Chan_KLINE_DIR.UP
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klc = ChanKLC(klu, index=len(klc_list), ddir=ddir)
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klc_list.append(klc)
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last_klc.set_next(klc)
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klc.set_pre(last_klc)
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last_klc.set_end_klu(last_klu)
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klc.set_pre_fx()
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else:
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last_klc.add_klu(klu)
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else:
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ddir = Chan_KLINE_DIR.UP
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if klu.open > klu.close:
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ddir = Chan_KLINE_DIR.DOWN
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klc = ChanKLC(klu, 0, ddir)
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klc_list.append(klc)
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def get_klc_list(self, klu_list):
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klc_list = []
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# ChanMACD.__init__ 已调用 cal_macd_state，切勿再调一次（会重复堆积 seg/unittf）。
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# lean 模式跳过整套 MACD 状态机：它只服务于 bsp/背驰/web 展示，笔与中枢不依赖它。
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if getattr(self, 'lean', False):
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self._last_chan_macd = None
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else:
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macd = ChanMACD(klu_list)
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klu_list = macd.klu_list
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self._last_chan_macd = macd
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last_klu = None
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for klu in klu_list:
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self._push_klu_into_klc_list(klc_list, klu, last_klu)
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last_klu = klu
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klc_list = self.cal_trend(klc_list)
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return klc_list
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def get_klu_list(self, dataframe):
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klu_list = self.get_kl_data(dataframe)
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#klu_list = self.cal_klu_pattern(klu_list)
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return klu_list
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def cal_klu_pattern(self, klu_list):
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"""
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计算裸K的pattern - 识别反转形态
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"""
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if not klu_list or len(klu_list) < 3:
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return klu_list
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for i, klu in enumerate(klu_list):
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# 单根K线反转模式识别
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self._detect_single_reversal_pattern(klu)
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# 双根K线形态识别
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if i >= 1:
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self._detect_double_pattern(klu_list[i-1], klu)
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# 三根K线形态识别
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if i >= 2:
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self._detect_triple_pattern(klu_list[i-2], klu_list[i-1], klu)
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#if klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
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#print(klu.time, klu.pattern, klu.lower_shadow_ratio, klu.upper_shadow_ratio, klu.body_ratio, klu.lower_shadow_ratio/klu.body_ratio, klu.upper_shadow_ratio/klu.body_ratio)
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return klu_list
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def _detect_single_reversal_pattern(self, klu):
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"""检测单根K线反转模式"""
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body = abs(klu.close - klu.open)
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upper_shadow = klu.high - max(klu.close, klu.open)
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lower_shadow = min(klu.close, klu.open) - klu.low
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total_range = klu.high - klu.low
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# 避免除零
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if total_range == 0:
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return
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body_ratio = body / total_range
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upper_ratio = upper_shadow / total_range
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lower_ratio = lower_shadow / total_range
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#print(klu.time, upper_ratio, lower_ratio, body_ratio, upper_ratio/body_ratio, lower_ratio/body_ratio)
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# 避免body_ratio为0时的除零错误
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if body_ratio == 0:
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return
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# 锤子线/上吊线 - 反转信号
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if lower_ratio / body_ratio >= 2:
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# 锤子线：底部反转，需要前面一段
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if klu.close > klu.open and klu.pre:
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klu.set_pattern(Chan_KLU_PATTERN.HAMMER) # 底部反转
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# 上吊线：顶部反转，需要前一根是上涨趋势
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elif klu.close < klu.open and klu.pre:
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klu.set_pattern(Chan_KLU_PATTERN.HANGING_MAN) # 顶部反转
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# 倒锤子线/射击之星 - 反转信号
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elif upper_ratio / body_ratio >= 2:
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# 倒锤子线：底部反转，需要前一根是下跌趋势
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if klu.close > klu.open and klu.pre:
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klu.set_pattern(Chan_KLU_PATTERN.INVERTED_HAMMER) # 底部反转
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# 射击之星：顶部反转，需要前一根是上涨趋势
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elif klu.close < klu.open and klu.pre:
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klu.set_pattern(Chan_KLU_PATTERN.SHOOTING_STAR) # 顶部反转
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# 十字星 - 反转信号
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elif body_ratio <= 0.1:
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if upper_ratio > 0.4 and lower_ratio > 0.4:
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klu.set_pattern(Chan_KLU_PATTERN.LONG_LEGGED_DOJI) # 强烈反转信号
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elif upper_ratio > 0.4 and lower_ratio <= 0.1:
|
|
# 墓碑十字星：顶部反转，需要前一根是上涨趋势
|
|
if klu.pre and klu.pre.close > klu.pre.open:
|
|
klu.set_pattern(Chan_KLU_PATTERN.GRAVESTONE_DOJI) # 顶部反转
|
|
elif lower_ratio > 0.4 and upper_ratio <= 0.1:
|
|
# 蜻蜓十字星：底部反转，需要前一根是下跌趋势
|
|
if klu.pre and klu.pre.close < klu.pre.open:
|
|
klu.set_pattern(Chan_KLU_PATTERN.DRAGONFLY_DOJI) # 底部反转
|
|
else:
|
|
klu.set_pattern(Chan_KLU_PATTERN.DOJI) # 一般反转信号
|
|
|
|
|
|
def _detect_double_pattern(self, prev_klu, curr_klu):
|
|
"""检测两根K线形成的形态
|
|
包括：吞没形态(看涨/看跌)、乌云盖顶、曙光初现
|
|
"""
|
|
# 如果前一根K线已经有形态，不再识别双K线形态
|
|
if prev_klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
|
|
return
|
|
|
|
# 计算K线实体
|
|
prev_body = abs(prev_klu.close - prev_klu.open)
|
|
curr_body = abs(curr_klu.close - curr_klu.open)
|
|
|
|
# 判断K线颜色（阴阳）
|
|
prev_bullish = prev_klu.close > prev_klu.open
|
|
curr_bullish = curr_klu.close > curr_klu.open
|
|
|
|
# 检查是否存在长期趋势（至少需要5根K线的趋势）
|
|
def check_long_trend(klu, bullish_trend=True, min_bars=5):
|
|
"""检查是否存在长期趋势
|
|
bullish_trend=True: 检查上涨趋势
|
|
bullish_trend=False: 检查下跌趋势
|
|
min_bars: 最少需要多少根K线形成趋势
|
|
"""
|
|
if not klu or not klu.pre:
|
|
return False
|
|
return True
|
|
|
|
# 使用EMA指标判断长期趋势
|
|
if klu.ema52 > 0:
|
|
if bullish_trend and klu.close < klu.ema52:
|
|
return False
|
|
if not bullish_trend and klu.close > klu.ema52:
|
|
return False
|
|
|
|
# 检查连续的K线方向
|
|
count = 0
|
|
current = klu.pre
|
|
|
|
while current and count < min_bars:
|
|
if not current.pre:
|
|
break
|
|
|
|
if bullish_trend:
|
|
# 上涨趋势：当前收盘价高于前一根收盘价
|
|
if current.close <= current.pre.close:
|
|
break
|
|
else:
|
|
# 下跌趋势：当前收盘价低于前一根收盘价
|
|
if current.close >= current.pre.close:
|
|
break
|
|
|
|
count += 1
|
|
current = current.pre
|
|
|
|
return count >= min_bars
|
|
|
|
# 1. 看涨吞没形态：前阴后阳，后者完全吞没前者
|
|
# 要求前面有明显的下跌趋势
|
|
if not prev_bullish and curr_bullish and \
|
|
abs(curr_klu.open - prev_klu.close) < 10 and \
|
|
curr_klu.close > prev_klu.open and \
|
|
check_long_trend(prev_klu, bullish_trend=False, min_bars=5):
|
|
curr_klu.set_pattern(Chan_KLU_PATTERN.BULLISH_ENGULFING)
|
|
return
|
|
|
|
# 2. 看跌吞没形态：前阳后阴，后者完全吞没前者
|
|
# 要求前面有明显的上涨趋势
|
|
if prev_bullish and not curr_bullish and \
|
|
abs(curr_klu.open - prev_klu.close) < 10 and \
|
|
curr_klu.close < prev_klu.open and \
|
|
check_long_trend(prev_klu, bullish_trend=True, min_bars=5):
|
|
curr_klu.set_pattern(Chan_KLU_PATTERN.BEARISH_ENGULFING)
|
|
return
|
|
|
|
# 3. 乌云盖顶：前阳后阴，后者开盘价高于前者最高价，收盘价在前者实体中部以下
|
|
# 要求前面有明显的上涨趋势
|
|
if prev_bullish and not curr_bullish and \
|
|
curr_klu.open > prev_klu.high and \
|
|
curr_klu.close < (prev_klu.open + prev_klu.close) / 2 and \
|
|
curr_klu.close > prev_klu.open and \
|
|
check_long_trend(prev_klu, bullish_trend=True, min_bars=5):
|
|
curr_klu.set_pattern(Chan_KLU_PATTERN.DARK_CLOUD_COVER)
|
|
return
|
|
|
|
# 4. 曙光初现：前阴后阳，后者开盘价低于前者最低价，收盘价在前者实体中部以上
|
|
# 要求前面有明显的下跌趋势
|
|
if not prev_bullish and curr_bullish and \
|
|
curr_klu.open < prev_klu.low and \
|
|
curr_klu.close > (prev_klu.open + prev_klu.close) / 2 and \
|
|
curr_klu.close < prev_klu.open and \
|
|
check_long_trend(prev_klu, bullish_trend=False, min_bars=5):
|
|
curr_klu.set_pattern(Chan_KLU_PATTERN.PIERCING_LINE)
|
|
return
|
|
|
|
# 平顶和平底移至三根K线形态中判断
|
|
|
|
|
|
def _detect_triple_pattern(self, first_klu, second_klu, third_klu):
|
|
"""检测三根K线形成的形态
|
|
包括：早晨之星、黄昏之星、平顶、平底
|
|
"""
|
|
# 如果前两根K线已经有形态，不再识别三K线形态
|
|
if first_klu.pattern != Chan_KLU_PATTERN.UNKNOWN or \
|
|
second_klu.pattern != Chan_KLU_PATTERN.UNKNOWN:
|
|
return
|
|
|
|
# 判断K线颜色（阴阳）
|
|
first_bullish = first_klu.close > first_klu.open
|
|
second_bullish = second_klu.close > second_klu.open
|
|
third_bullish = third_klu.close > third_klu.open
|
|
|
|
# 计算实体大小
|
|
first_body = abs(first_klu.close - first_klu.open)
|
|
second_body = abs(second_klu.close - second_klu.open)
|
|
third_body = abs(third_klu.close - third_klu.open)
|
|
|
|
# 检查是否存在长期趋势（至少需要5根K线的趋势）
|
|
def check_long_trend(klu, bullish_trend=True, min_bars=5):
|
|
"""检查是否存在长期趋势
|
|
bullish_trend=True: 检查上涨趋势
|
|
bullish_trend=False: 检查下跌趋势
|
|
min_bars: 最少需要多少根K线形成趋势
|
|
"""
|
|
if not klu or not klu.pre:
|
|
return False
|
|
|
|
# 使用EMA指标判断长期趋势
|
|
if klu.ema52 > 0:
|
|
if bullish_trend and klu.close < klu.ema52:
|
|
return False
|
|
if not bullish_trend and klu.close > klu.ema52:
|
|
return False
|
|
|
|
# 检查连续的K线方向
|
|
count = 0
|
|
current = klu.pre
|
|
|
|
while current and count < min_bars:
|
|
if not current.pre:
|
|
break
|
|
|
|
if bullish_trend:
|
|
# 上涨趋势：当前收盘价高于前一根收盘价
|
|
if current.close <= current.pre.close:
|
|
break
|
|
else:
|
|
# 下跌趋势：当前收盘价低于前一根收盘价
|
|
if current.close >= current.pre.close:
|
|
break
|
|
|
|
count += 1
|
|
current = current.pre
|
|
|
|
return count >= min_bars
|
|
|
|
# 1. 早晨之星：第一根阴线，第二根十字星或小实体，第三根阳线
|
|
# 要求前面有明显的下跌趋势
|
|
if not first_bullish and third_bullish and \
|
|
second_body < first_body * 0.3 and \
|
|
third_body > first_body * 0.5 and \
|
|
max(second_klu.open, second_klu.close) < first_klu.close and \
|
|
min(second_klu.open, second_klu.close) < third_klu.open and \
|
|
third_klu.close > (first_klu.open + first_klu.close) / 2 and \
|
|
check_long_trend(first_klu, bullish_trend=False, min_bars=7):
|
|
third_klu.set_pattern(Chan_KLU_PATTERN.MORNING_STAR)
|
|
return
|
|
|
|
# 2. 黄昏之星：第一根阳线，第二根十字星或小实体，第三根阴线
|
|
# 要求前面有明显的上涨趋势
|
|
if first_bullish and not third_bullish and \
|
|
second_body < first_body * 0.3 and \
|
|
third_body > first_body * 0.5 and \
|
|
min(second_klu.open, second_klu.close) > first_klu.close and \
|
|
max(second_klu.open, second_klu.close) > third_klu.open and \
|
|
third_klu.close < (first_klu.open + first_klu.close) / 2 and \
|
|
check_long_trend(first_klu, bullish_trend=True, min_bars=7):
|
|
third_klu.set_pattern(Chan_KLU_PATTERN.EVENING_STAR)
|
|
return
|
|
|
|
# 3. 平顶：三根K线的最高点几乎相同（上升趋势中更有意义）
|
|
# 要求前面有明显的上涨趋势
|
|
if (abs(first_klu.high - second_klu.high) / first_klu.high < 0.0002 and
|
|
abs(second_klu.high - third_klu.high) / second_klu.high < 0.0002 and
|
|
check_long_trend(first_klu, bullish_trend=True, min_bars=7)):
|
|
# 额外确认：价格接近阻力位或关键技术指标
|
|
is_near_resistance = False
|
|
|
|
# 检查是否接近EMA52阻力位
|
|
if first_klu.ema52 > 0:
|
|
resistance_level = first_klu.ema52
|
|
if abs(first_klu.high - resistance_level) / resistance_level < 0.01:
|
|
is_near_resistance = True
|
|
|
|
# 检查是否有成交量确认（成交量减少表示上涨动能减弱）
|
|
volume_confirmation = False
|
|
if (first_klu.volume > 0 and second_klu.volume > 0 and third_klu.volume > 0 and
|
|
third_klu.volume < second_klu.volume and second_klu.volume < first_klu.volume):
|
|
volume_confirmation = True
|
|
|
|
if is_near_resistance or volume_confirmation:
|
|
third_klu.set_pattern(Chan_KLU_PATTERN.TWEEZER_TOP)
|
|
return
|
|
|
|
# 4. 平底：三根K线的最低点几乎相同（下降趋势中更有意义）
|
|
# 要求前面有明显的下跌趋势
|
|
if (abs(first_klu.low - second_klu.low) / first_klu.low < 0.0002 and
|
|
abs(second_klu.low - third_klu.low) / second_klu.low < 0.0002 and
|
|
check_long_trend(first_klu, bullish_trend=False, min_bars=7)):
|
|
# 额外确认：价格接近支撑位或关键技术指标
|
|
is_near_support = False
|
|
|
|
# 检查是否接近EMA52支撑位
|
|
if first_klu.ema52 > 0:
|
|
support_level = first_klu.ema52
|
|
if abs(first_klu.low - support_level) / support_level < 0.01:
|
|
is_near_support = True
|
|
|
|
# 检查是否有成交量确认（成交量减少表示下跌动能减弱）
|
|
volume_confirmation = False
|
|
if (first_klu.volume > 0 and second_klu.volume > 0 and third_klu.volume > 0 and
|
|
third_klu.volume < second_klu.volume and second_klu.volume < first_klu.volume):
|
|
volume_confirmation = True
|
|
|
|
if is_near_support or volume_confirmation:
|
|
third_klu.set_pattern(Chan_KLU_PATTERN.TWEEZER_BOTTOM)
|
|
return
|
|
|