PorterandCursor
2c1232555e
将核心结构、指标与分析拆到 chan/{core,indicators,analysis,pipeline}；
根目录保留兼容 shim；strategies 改为从 chan 包导入；买卖点经 bsp_macd 与 MACD 接合。
Co-authored-by: Cursor <cursoragent@cursor.com>
114 lines
3.3 KiB
Python
114 lines
3.3 KiB
Python
"""买卖点 × MACD：几何候选在 core，背驰确认在此接合。"""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Any, List, Optional, Sequence
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from ..core.ChanBI import ChanBI
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from ..core.ChanBSP import ChanBSP
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from ..core.ChanEnum import Chan_BI_DIR, Chan_BSP_DIR, Chan_BSP_TYPE
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from ..indicators.store import IndicatorStore
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def bi_macd_area(bi: ChanBI, store: Optional[IndicatorStore] = None) -> float:
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"""笔内同向 macdhist 累积面积。优先用 IndicatorStore，否则回退 klu.macdhist。"""
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area = 0.0
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for klc in bi.klc_list:
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for klu in klc.klu_list:
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if store is not None:
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hist = store.get(klu.idx, "macdhist", 0) or 0
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else:
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hist = getattr(klu, "macdhist", 0) or 0
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try:
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hist = float(hist)
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except (TypeError, ValueError):
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hist = 0.0
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if bi.dir == Chan_BI_DIR.UP and hist > 0:
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area += hist
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elif bi.dir == Chan_BI_DIR.DOWN and hist < 0:
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area -= hist
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return area
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def check_bi_div(
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zs,
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leave_bi: ChanBI,
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store: Optional[IndicatorStore] = None,
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) -> bool:
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"""一类买卖点背驰：离开笔相对进入笔同向 MACD 柱面积收敛。"""
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enter_bi = zs.bi_list[0].pre if zs.bi_list else None
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if not enter_bi or enter_bi.dir != leave_bi.dir:
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return False
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leave_area = abs(bi_macd_area(leave_bi, store))
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enter_area = abs(bi_macd_area(enter_bi, store))
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return leave_area < enter_area
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def check_bi_pair_div(
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leave_bi: ChanBI,
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compare_bi: ChanBI,
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store: Optional[IndicatorStore] = None,
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) -> bool:
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"""两笔同向力度比较（离开笔面积 < 比较笔）。"""
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leave_area = abs(bi_macd_area(leave_bi, store))
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compare_area = abs(bi_macd_area(compare_bi, store))
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return leave_area < compare_area
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@dataclass
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class ConfirmedBSP:
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"""几何买卖点 + MACD 确认结果。"""
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bsp: ChanBSP
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div_confirmed: bool
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hist_area: float = 0.0
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compare_hist_area: float = 0.0
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score: float = 0.0
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macd_state: Any = None
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@property
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def type(self) -> Chan_BSP_TYPE:
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return self.bsp.type
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@property
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def dir(self) -> Chan_BSP_DIR:
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return self.bsp.dir
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@property
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def bi(self) -> ChanBI:
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return self.bsp.bi
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def confirm_bsp(
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geo_bsp_list: Sequence[ChanBSP],
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store: Optional[IndicatorStore] = None,
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require_div_for_types: Optional[Sequence[Chan_BSP_TYPE]] = None,
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) -> List[ConfirmedBSP]:
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"""
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将几何 BSP 升格为 ConfirmedBSP。
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默认：B1/S1/T1 需要背驰确认；B3/S3 几何即可，div_confirmed=True。
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"""
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if require_div_for_types is None:
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require_div_for_types = (
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Chan_BSP_TYPE.B1,
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Chan_BSP_TYPE.S1,
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)
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out: List[ConfirmedBSP] = []
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for bsp in geo_bsp_list:
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area = bi_macd_area(bsp.bi, store)
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need_div = bsp.type in require_div_for_types
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if need_div and bsp.zs is not None:
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div_ok = check_bi_div(bsp.zs, bsp.bi, store)
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else:
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div_ok = True
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out.append(
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ConfirmedBSP(
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bsp=bsp,
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div_confirmed=div_ok,
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hist_area=area,
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score=1.0 if div_ok else 0.0,
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)
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)
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return out
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