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>
86 lines
3.1 KiB
Python
86 lines
3.1 KiB
Python
from datetime import timedelta
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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.pipeline.resample import resample_to_interval
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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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from chanlun.pipeline.builders.bi import BiBuilderMixin
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from chanlun.pipeline.builders.bsp import BspBuilderMixin
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from chanlun.pipeline.builders.fast_bsp import FastBspBuilderMixin
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from chanlun.pipeline.builders.incremental import IncrementalBuilderMixin
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from chanlun.pipeline.builders.indicators import IndicatorsBuilderMixin
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from chanlun.pipeline.builders.kline import KlineBuilderMixin
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from chanlun.pipeline.builders.seg import SegBuilderMixin
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from chanlun.pipeline.builders.zs import ZsBuilderMixin
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class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilderMixin, ZsBuilderMixin, BspBuilderMixin, FastBspBuilderMixin, IncrementalBuilderMixin):
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def __init__(self, df=None, interval=0, timeframe=None):
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if df is not None:
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self.init_TF_DF(df, interval, timeframe)
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def init_TF_DF(self, df, interval, timeframe):
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self.timeframe = timeframe
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self.interval = interval
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# 检查 DataFrame 是否为空或没有 date 列
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if df is None or df.empty:
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raise ValueError(f"DataFrame for {timeframe} is empty. Please download data first.")
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if 'date' not in df.columns:
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raise ValueError(f"DataFrame for {timeframe} missing 'date' column. Columns: {df.columns.tolist()}")
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# interval=1 时不需要重采样
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if interval == 1:
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self.dataframe = df.copy()
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else:
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self.dataframe = resample_to_interval(df, interval)
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#print(self.timeframe, len(self.dataframe))
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self.dataframe = self.add_indicators(self.dataframe)
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self.klu_list = []
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self.klc_list = []
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self.bi_list = []
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self.zs_list = []
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self.bi_zs_list = []
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self.bsp_list = []
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self.fast_bsp_list = []
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self.seg_list = []
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self.klc_fx_list = []
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self.klu_list = self.cal_kl_data(self.dataframe)
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self.klc_list = self.get_klc_list(self.klu_list)
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self.bi_list = self.cal_bi_list(self.klc_list)
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self.bi_zs_list = self.cal_bi_zs_list_pure(self.bi_list)
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self.seg_list = self.get_seg_list(self.bi_list)
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self.zs_list = self.get_zs_list(self.bi_list, self.seg_list)
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self.big_zs_list = self.get_big_zs_list(self.zs_list)
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# get_klc_list 内已算过 ChanMACD，直接复用
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self.chanmacd = getattr(self, '_last_chan_macd', None)
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if self.chanmacd is None:
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self.chanmacd = ChanMACD(self.klu_list)
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self.klu_list = self.chanmacd.klu_list
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def get_current_klc(self):
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if len(self.klc_list) > 0:
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return self.klc_list[-2]
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return None
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