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jackyu66git
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from typing import List
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from Bi.BiConfig import CBiConfig
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from BuySellPoint.BSPointConfig import CBSPointConfig
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from Common.CEnum import TREND_TYPE
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from Common.ChanException import CChanException, ErrCode
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from Common.func_util import _parse_inf
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from Math.BOLL import BollModel
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from Math.Demark import CDemarkEngine
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from Math.KDJ import KDJ
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from Math.MACD import CMACD
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from Math.RSI import RSI
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from Math.TrendModel import CTrendModel
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from Seg.SegConfig import CSegConfig
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from ZS.ZSConfig import CZSConfig
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class CChanConfig:
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def __init__(self, conf=None):
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if conf is None:
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conf = {}
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conf = ConfigWithCheck(conf)
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self.bi_conf = CBiConfig(
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bi_algo=conf.get("bi_algo", "normal"),
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is_strict=conf.get("bi_strict", True),
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bi_fx_check=conf.get("bi_fx_check", "strict"),
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gap_as_kl=conf.get("gap_as_kl", False),
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bi_end_is_peak=conf.get('bi_end_is_peak', True),
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bi_allow_sub_peak=conf.get("bi_allow_sub_peak", True),
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)
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self.seg_conf = CSegConfig(
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seg_algo=conf.get("seg_algo", "chan"),
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left_method=conf.get("left_seg_method", "peak"),
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)
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self.zs_conf = CZSConfig(
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need_combine=conf.get("zs_combine", True),
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zs_combine_mode=conf.get("zs_combine_mode", "zs"),
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one_bi_zs=conf.get("one_bi_zs", False),
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zs_algo=conf.get("zs_algo", "normal"),
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)
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self.trigger_step = conf.get("trigger_step", False)
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self.skip_step = conf.get("skip_step", 0)
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self.kl_data_check = conf.get("kl_data_check", True)
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self.max_kl_misalgin_cnt = conf.get("max_kl_misalgin_cnt", 2)
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self.max_kl_inconsistent_cnt = conf.get("max_kl_inconsistent_cnt", 5)
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self.auto_skip_illegal_sub_lv = conf.get("auto_skip_illegal_sub_lv", False)
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self.print_warning = conf.get("print_warning", True)
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self.print_err_time = conf.get("print_err_time", False)
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self.mean_metrics: List[int] = conf.get("mean_metrics", [])
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self.trend_metrics: List[int] = conf.get("trend_metrics", [])
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self.macd_config = conf.get("macd", {"fast": 12, "slow": 26, "signal": 9})
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self.cal_demark = conf.get("cal_demark", False)
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self.cal_rsi = conf.get("cal_rsi", False)
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self.cal_kdj = conf.get("cal_kdj", False)
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self.rsi_cycle = conf.get("rsi_cycle", 14)
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self.kdj_cycle = conf.get("kdj_cycle", 9)
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self.demark_config = conf.get("demark", {
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'demark_len': 9,
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'setup_bias': 4,
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'countdown_bias': 2,
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'max_countdown': 13,
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'tiaokong_st': True,
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'setup_cmp2close': True,
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'countdown_cmp2close': True,
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})
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self.boll_n = conf.get("boll_n", 20)
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self.set_bsp_config(conf)
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conf.check()
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def GetMetricModel(self):
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res: List[CMACD | CTrendModel | BollModel | CDemarkEngine | RSI | KDJ] = [
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CMACD(
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fastperiod=self.macd_config['fast'],
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slowperiod=self.macd_config['slow'],
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signalperiod=self.macd_config['signal'],
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)
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]
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res.extend(CTrendModel(TREND_TYPE.MEAN, mean_T) for mean_T in self.mean_metrics)
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for trend_T in self.trend_metrics:
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res.append(CTrendModel(TREND_TYPE.MAX, trend_T))
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res.append(CTrendModel(TREND_TYPE.MIN, trend_T))
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res.append(BollModel(self.boll_n))
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if self.cal_demark:
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res.append(CDemarkEngine(
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demark_len=self.demark_config['demark_len'],
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setup_bias=self.demark_config['setup_bias'],
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countdown_bias=self.demark_config['countdown_bias'],
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max_countdown=self.demark_config['max_countdown'],
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tiaokong_st=self.demark_config['tiaokong_st'],
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setup_cmp2close=self.demark_config['setup_cmp2close'],
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countdown_cmp2close=self.demark_config['countdown_cmp2close'],
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))
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if self.cal_rsi:
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res.append(RSI(self.rsi_cycle))
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if self.cal_kdj:
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res.append(KDJ(self.kdj_cycle))
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return res
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def set_bsp_config(self, conf):
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para_dict = {
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"divergence_rate": float("inf"),
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"min_zs_cnt": 1,
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"bsp1_only_multibi_zs": True,
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"max_bs2_rate": 0.9999,
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"macd_algo": "peak",
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"bs1_peak": True,
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"bs_type": "1,1p,2,2s,3a,3b",
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"bsp2_follow_1": True,
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"bsp3_follow_1": True,
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"bsp3_peak": False,
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"bsp2s_follow_2": False,
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"max_bsp2s_lv": None,
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"strict_bsp3": False,
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}
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args = {para: conf.get(para, default_value) for para, default_value in para_dict.items()}
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self.bs_point_conf = CBSPointConfig(**args)
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self.seg_bs_point_conf = CBSPointConfig(**args)
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self.seg_bs_point_conf.b_conf.set("macd_algo", "slope")
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self.seg_bs_point_conf.s_conf.set("macd_algo", "slope")
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self.seg_bs_point_conf.b_conf.set("bsp1_only_multibi_zs", False)
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self.seg_bs_point_conf.s_conf.set("bsp1_only_multibi_zs", False)
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for k, v in conf.items():
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if isinstance(v, str):
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v = f'"{v}"'
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v = _parse_inf(v)
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if k.endswith("-buy"):
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prop = k.replace("-buy", "")
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exec(f"self.bs_point_conf.b_conf.set('{prop}', {v})")
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elif k.endswith("-sell"):
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prop = k.replace("-sell", "")
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exec(f"self.bs_point_conf.s_conf.set('{prop}', {v})")
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elif k.endswith("-segbuy"):
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prop = k.replace("-segbuy", "")
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exec(f"self.seg_bs_point_conf.b_conf.set('{prop}', {v})")
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elif k.endswith("-segsell"):
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prop = k.replace("-segsell", "")
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exec(f"self.seg_bs_point_conf.s_conf.set('{prop}', {v})")
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elif k.endswith("-seg"):
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prop = k.replace("-seg", "")
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exec(f"self.seg_bs_point_conf.b_conf.set('{prop}', {v})")
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exec(f"self.seg_bs_point_conf.s_conf.set('{prop}', {v})")
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elif k in args:
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exec(f"self.bs_point_conf.b_conf.set({k}, {v})")
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exec(f"self.bs_point_conf.s_conf.set({k}, {v})")
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else:
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raise CChanException(f"unknown para = {k}", ErrCode.PARA_ERROR)
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self.bs_point_conf.b_conf.parse_target_type()
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self.bs_point_conf.s_conf.parse_target_type()
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self.seg_bs_point_conf.b_conf.parse_target_type()
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self.seg_bs_point_conf.s_conf.parse_target_type()
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class ConfigWithCheck:
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def __init__(self, conf):
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self.conf = conf
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def get(self, k, default_value=None):
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res = self.conf.get(k, default_value)
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if k in self.conf:
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del self.conf[k]
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return res
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def items(self):
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visit_keys = set()
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for k, v in self.conf.items():
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yield k, v
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visit_keys.add(k)
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for k in visit_keys:
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del self.conf[k]
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def check(self):
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if len(self.conf) > 0:
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invalid_key_lst = ",".join(list(self.conf.keys()))
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raise CChanException(f"invalid CChanConfig: {invalid_key_lst}", ErrCode.PARA_ERROR)
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