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>
79 lines
2.7 KiB
Python
79 lines
2.7 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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import talib.abstract as ta
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from pandas import DataFrame
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from technical.util 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.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):
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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.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.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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self.chanmacd = ChanMACD(self.klu_list)
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self.klu_list = self.chanmacd.cal_macd_state()
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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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