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>
153 lines
6.0 KiB
Python
153 lines
6.0 KiB
Python
#!/usr/bin/env python3
|
|
# -*- coding: utf-8 -*-
|
|
"""
|
|
分型强度检测配置文件
|
|
用于调整分型强度计算的各项参数和权重
|
|
"""
|
|
|
|
class FxStrengthConfig:
|
|
"""分型强度检测配置类"""
|
|
|
|
def __init__(self):
|
|
# ===== 权重配置 (总分100分) =====
|
|
self.price_difference_weight = 40 # 价格差异强度权重
|
|
self.breakthrough_weight = 20 # 突破历史点位权重
|
|
self.volume_weight = 15 # 成交量确认权重
|
|
self.rsi_divergence_weight = 15 # RSI背离权重
|
|
self.macd_divergence_weight = 10 # MACD背离权重
|
|
|
|
# ===== 价格差异参数 =====
|
|
self.price_diff_multiplier = 1000 # 价格差异放大倍数
|
|
self.max_price_score = 20 # 价格差异最高得分
|
|
|
|
# ===== 突破检测参数 =====
|
|
self.breakthrough_lookback = 10 # 回看K线数量
|
|
self.breakthrough_multiplier = 500 # 突破幅度放大倍数
|
|
self.max_breakthrough_score = 20 # 突破最高得分
|
|
|
|
# ===== 成交量参数 =====
|
|
self.volume_lookback = 5 # 计算平均成交量的回看期数
|
|
self.volume_multiplier = 10 # 成交量放大倍数
|
|
self.max_volume_score = 15 # 成交量最高得分
|
|
self.min_volume_ratio = 1.0 # 最小成交量比率
|
|
|
|
# ===== RSI背离参数 =====
|
|
self.rsi_divergence_divisor = 2 # RSI背离除数
|
|
self.max_rsi_score = 15 # RSI最高得分
|
|
|
|
# ===== MACD背离参数 =====
|
|
self.macd_divergence_multiplier = 100 # MACD背离放大倍数
|
|
self.max_macd_score = 10 # MACD最高得分
|
|
|
|
# ===== 强度等级阈值 =====
|
|
self.extreme_threshold = 80 # 极强分型阈值
|
|
self.strong_threshold = 60 # 强分型阈值
|
|
self.medium_threshold = 40 # 中等分型阈值
|
|
self.weak_threshold = 20 # 弱分型阈值
|
|
|
|
# ===== 其他参数 =====
|
|
self.min_strength = 0 # 最小强度分数
|
|
self.max_strength = 100 # 最大强度分数
|
|
|
|
def get_strength_level_name(self, strength):
|
|
"""根据强度分数获取等级名称"""
|
|
if strength >= self.extreme_threshold:
|
|
return "极强"
|
|
elif strength >= self.strong_threshold:
|
|
return "强"
|
|
elif strength >= self.medium_threshold:
|
|
return "中等"
|
|
elif strength >= self.weak_threshold:
|
|
return "弱"
|
|
else:
|
|
return "极弱"
|
|
|
|
def is_strong_fractal(self, strength, custom_threshold=None):
|
|
"""判断是否为强分型"""
|
|
threshold = custom_threshold if custom_threshold is not None else self.strong_threshold
|
|
return strength >= threshold
|
|
|
|
def validate_config(self):
|
|
"""验证配置参数的合理性"""
|
|
total_weight = (self.price_difference_weight +
|
|
self.breakthrough_weight +
|
|
self.volume_weight +
|
|
self.rsi_divergence_weight +
|
|
self.macd_divergence_weight)
|
|
|
|
if total_weight != 100:
|
|
print(f"警告: 权重总和为{total_weight}，不等于100")
|
|
|
|
if not (0 <= self.extreme_threshold <= 100):
|
|
print(f"警告: 极强阈值{self.extreme_threshold}不在合理范围内")
|
|
|
|
if not (self.weak_threshold < self.medium_threshold <
|
|
self.strong_threshold < self.extreme_threshold):
|
|
print("警告: 强度阈值设置不合理")
|
|
|
|
return True
|
|
|
|
def print_config(self):
|
|
"""打印当前配置"""
|
|
print("=== 分型强度检测配置 ===")
|
|
print(f"价格差异权重: {self.price_difference_weight}分")
|
|
print(f"突破点位权重: {self.breakthrough_weight}分")
|
|
print(f"成交量权重: {self.volume_weight}分")
|
|
print(f"RSI背离权重: {self.rsi_divergence_weight}分")
|
|
print(f"MACD背离权重: {self.macd_divergence_weight}分")
|
|
print()
|
|
print("=== 强度等级阈值 ===")
|
|
print(f"极强: >={self.extreme_threshold}分")
|
|
print(f"强: {self.strong_threshold}-{self.extreme_threshold-1}分")
|
|
print(f"中等: {self.medium_threshold}-{self.strong_threshold-1}分")
|
|
print(f"弱: {self.weak_threshold}-{self.medium_threshold-1}分")
|
|
print(f"极弱: <{self.weak_threshold}分")
|
|
|
|
|
|
# 默认配置实例
|
|
DEFAULT_CONFIG = FxStrengthConfig()
|
|
|
|
# 保守配置 (更严格的分型识别)
|
|
CONSERVATIVE_CONFIG = FxStrengthConfig()
|
|
CONSERVATIVE_CONFIG.price_difference_weight = 50
|
|
CONSERVATIVE_CONFIG.breakthrough_weight = 25
|
|
CONSERVATIVE_CONFIG.volume_weight = 15
|
|
CONSERVATIVE_CONFIG.rsi_divergence_weight = 10
|
|
CONSERVATIVE_CONFIG.macd_divergence_weight = 0
|
|
CONSERVATIVE_CONFIG.strong_threshold = 70
|
|
CONSERVATIVE_CONFIG.extreme_threshold = 85
|
|
|
|
# 激进配置 (更宽松的分型识别)
|
|
AGGRESSIVE_CONFIG = FxStrengthConfig()
|
|
AGGRESSIVE_CONFIG.price_difference_weight = 30
|
|
AGGRESSIVE_CONFIG.breakthrough_weight = 15
|
|
AGGRESSIVE_CONFIG.volume_weight = 20
|
|
AGGRESSIVE_CONFIG.rsi_divergence_weight = 20
|
|
AGGRESSIVE_CONFIG.macd_divergence_weight = 15
|
|
AGGRESSIVE_CONFIG.strong_threshold = 50
|
|
AGGRESSIVE_CONFIG.extreme_threshold = 70
|
|
|
|
# 技术指标重点配置 (重视技术指标背离)
|
|
TECHNICAL_CONFIG = FxStrengthConfig()
|
|
TECHNICAL_CONFIG.price_difference_weight = 25
|
|
TECHNICAL_CONFIG.breakthrough_weight = 15
|
|
TECHNICAL_CONFIG.volume_weight = 10
|
|
TECHNICAL_CONFIG.rsi_divergence_weight = 25
|
|
TECHNICAL_CONFIG.macd_divergence_weight = 25
|
|
|
|
|
|
if __name__ == "__main__":
|
|
print("=== 分型强度配置演示 ===\n")
|
|
|
|
configs = {
|
|
"默认配置": DEFAULT_CONFIG,
|
|
"保守配置": CONSERVATIVE_CONFIG,
|
|
"激进配置": AGGRESSIVE_CONFIG,
|
|
"技术指标配置": TECHNICAL_CONFIG
|
|
}
|
|
|
|
for name, config in configs.items():
|
|
print(f"=== {name} ===")
|
|
config.print_config()
|
|
config.validate_config()
|
|
print() |