121 lines
4.7 KiB
Python
121 lines
4.7 KiB
Python
from datetime import timedelta
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from pandas import DataFrame
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from ChanEnum import Chan_FX_TYPE, Chan_KLINE_DIR, Chan_BI_DIR, Chan_SEG_DIR, Chan_ZS_DIR, Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_MACD_STATE, Chan_PRICE_TREND, Chan_KLU_PATTERN
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from ChanKLU import ChanKLU
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from ChanKLC import ChanKLC
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from ChanBI import ChanBI
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from ChanSBI import ChanSBI
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from ChanSEG import ChanSEG
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from ChanZS import ChanZS
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from ChanBSP import ChanBSP
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import talib.abstract as ta
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import pandas as pd
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import matplotlib.pyplot as plt
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from matplotlib.dates import DateFormatter, date2num
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import matplotlib.patches as patches
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from technical.util import resample_to_interval
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from decimal import Decimal
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import xgboost as xgb
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import numpy as np
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from ChanMACD import ChanMACD
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from TF_DF import TF_DF
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class ChanLun():
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def __init__(self):
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self.time3m = 3
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self.time5m = 5
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self.time10m = 10
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self.time15m = 15
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self.time30m = 30
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self.time_m_intervals = [3, 5, 10, 15, 30]
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self.time_m_symbols = ['3m', '5m', '10m', '15m', '30m']
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self.time2h = 2*60
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self.time4h = 4*60
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self.time6h = 6*60
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self.time8h = 8*60
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self.time12h = 12*60
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self.time16h = 16*60
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self.time_h_intervals = [2*60, 4*60, 6*60, 8*60, 12*60, 16*60]
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self.time_h_symbols = ['2h', '4h', '6h', '8h', '12h', '16h']
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self.time2d = 2*24*60
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self.time3d = 3*24*60
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self.time1w = 7*24*60
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self.time2w = 14*24*60
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self.time_d_intervals = [2*24*60, 3*24*60, 7*24*60, 14*24*60]
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self.time_d_symbols = ['2d', '3d', '1w', '2w']
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self.time2M = 2*30*24*60
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self.time3M = 3*30*24*60
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self.time6M = 6*30*24*60
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self.time1y = 12*30*24*60
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self.time_M_intervals = [2*30*24*60, 3*30*24*60, 6*30*24*60, 12*30*24*60]
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self.time_M_symbols = ['2M', '3M', '6M', '1y']
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self.time_symbols = ['1m', '3m', '5m', '10m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d', '1w', '2w', '1M', '3M', '6M', '1y']
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self.tf_df_dict = {}
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self.ema_symbols = ['1m', '3m', '5m', '10m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '16h', '1d', '2d', '3d']
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self.tf_df = TF_DF()
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def init_data(self, dataframe, intervals, timeframes):
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for index in range(0, len(intervals)):
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timeframe = timeframes[index]
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interval = intervals[index]
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self.tf_df_dict[timeframe] = TF_DF(dataframe, interval, timeframe)
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def init_dataframes(self, dataframe_m, dataframe_h, dataframe_d, dataframe_M):
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self.tf_df_dict['1m'] = TF_DF(dataframe_m, 1, '1m')
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self.init_data(dataframe_m, self.time_m_intervals, self.time_m_symbols)
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self.tf_df_dict['1h'] = TF_DF(dataframe_h, 1, '1h')
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self.init_data(dataframe_h, self.time_h_intervals, self.time_h_symbols)
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self.tf_df_dict['1d'] = TF_DF(dataframe_d, 1, '1d')
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self.init_data(dataframe_d, self.time_d_intervals, self.time_d_symbols)
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self.tf_df_dict['1M'] = TF_DF(dataframe_M, 1, '1M')
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self.init_data(dataframe_M, self.time_M_intervals, self.time_M_symbols)
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def get_ema52_dict(self):
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if len(self.tf_df_dict) > 0:
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return {key: self.tf_df_dict[key].get_ema52() for key in self.ema_symbols}
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return None
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def get_ema24_dict(self):
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if len(self.tf_df_dict) > 0:
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return {key: self.tf_df_dict[key].get_ema24() for key in self.ema_symbols}
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return None
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def get_current_klc_dict(self):
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if len(self.tf_df_dict) > 0:
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return {key: self.tf_df_dict[key].get_current_klc() for key in self.ema_symbols}
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return None
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# TF_DF methods ------------------------------------------
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def get_klu_state(self, dataframe):
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return self.tf_df.get_klu_state(dataframe)
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def check_fx(self, klc):
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return self.tf_df.check_fx(klc)
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def add_indicators1(self, df):
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return self.tf_df.add_indicators(df)
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def get_bi_list(self, dataframe):
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return self.tf_df.get_bi_list(dataframe)
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def get_kl_data(self, dataframe:DataFrame):
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return self.tf_df.cal_kl_data(dataframe)
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def cal_volume_ratio(self, dataframe, window=10):
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return self.tf_df.cal_volume_ratio(dataframe, window)
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def calculate_zs(self, bi_list, seg_list):
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return self.get_zs_list(bi_list, seg_list)
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def get_seg_list(self, bi_list):
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return self.tf_df.get_seg_list(bi_list)
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def cal_trend(self, klc_list):
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return self.tf_df.cal_trend(klc_list)
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def check_top_fx(self, last_bottom, klc):
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return self.tf_df.check_top_fx(last_bottom, klc)
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def check_bottom_fx(self, last_top, klc):
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return self.tf_df.check_bottom_fx(last_top, klc)
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def cal_bi_list(self, klc_list):
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return self.tf_df.cal_bi_list(klc_list)
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def get_zs_list(self, bi_list, seg_list):
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return self.tf_df.get_zs_list(bi_list, seg_list)
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def cal_bi_zs(self, seg_list):
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return self.tf_df.cal_bi_zs(seg_list)
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def get_decimal(self, value):
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return Decimal("{:.2f}".format(value))
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def get_klc_list(self, dataframe):
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return self.tf_df.get_klc_list(dataframe)
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def get_klu_list(self, dataframe):
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return self.tf_df.cal_klu_pattern(self.get_kl_data(dataframe)) |