Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,25 @@
+from Common.ChanException import CChanException, ErrCode
+
+
+class CCombine_Item:
+    def __init__(self, item):
+        from Bi.Bi import CBi
+        from KLine.KLine_Unit import CKLine_Unit
+        from Seg.Seg import CSeg
+        if isinstance(item, CBi):
+            self.time_begin = item.begin_klc.idx
+            self.time_end = item.end_klc.idx
+            self.high = item._high()
+            self.low = item._low()
+        elif isinstance(item, CKLine_Unit):
+            self.time_begin = item.time
+            self.time_end = item.time
+            self.high = item.high
+            self.low = item.low
+        elif isinstance(item, CSeg):
+            self.time_begin = item.start_bi.begin_klc.idx
+            self.time_end = item.end_bi.end_klc.idx
+            self.high = item._high()
+            self.low = item._low()
+        else:
+            raise CChanException(f"{type(item)} is unsupport sub class of CCombine_Item", ErrCode.COMMON_ERROR)
@@ -0,0 +1,175 @@
+from typing import Generic, Iterable, List, Optional, Self, TypeVar, Union, overload
+
+from Common.cache import make_cache
+from Common.CEnum import FX_TYPE, KLINE_DIR
+from Common.ChanException import CChanException, ErrCode
+from KLine.KLine_Unit import CKLine_Unit
+
+from .Combine_Item import CCombine_Item
+
+T = TypeVar('T')
+
+
+class CKLine_Combiner(Generic[T]):
+    def __init__(self, kl_unit: T, _dir):
+        item = CCombine_Item(kl_unit)
+        self.__time_begin = item.time_begin
+        self.__time_end = item.time_end
+        self.__high = item.high
+        self.__low = item.low
+
+        self.__lst: List[T] = [kl_unit]  # 本级别每一根单位K线
+
+        self.__dir = _dir
+        self.__fx = FX_TYPE.UNKNOWN
+        self.__pre: Optional[Self] = None
+        self.__next: Optional[Self] = None
+
+    def clean_cache(self):
+        self._memoize_cache = {}
+
+    @property
+    def time_begin(self): return self.__time_begin
+
+    @property
+    def time_end(self): return self.__time_end
+
+    @property
+    def high(self): return self.__high
+
+    @property
+    def low(self): return self.__low
+
+    @property
+    def lst(self): return self.__lst
+
+    @property
+    def dir(self): return self.__dir
+
+    @property
+    def fx(self): return self.__fx
+
+    @property
+    def pre(self) -> Self:
+        assert self.__pre is not None
+        return self.__pre
+
+    @property
+    def next(self): return self.__next
+
+    def get_next(self) -> Self:
+        assert self.next is not None
+        return self.next
+
+    def test_combine(self, item: CCombine_Item, exclude_included=False, allow_top_equal=None):
+        if (self.high >= item.high and self.low <= item.low):
+            return KLINE_DIR.COMBINE
+        if (self.high <= item.high and self.low >= item.low):
+            if allow_top_equal == 1 and self.high == item.high and self.low > item.low:
+                return KLINE_DIR.DOWN
+            elif allow_top_equal == -1 and self.low == item.low and self.high < item.high:
+                return KLINE_DIR.UP
+            return KLINE_DIR.INCLUDED if exclude_included else KLINE_DIR.COMBINE
+        if (self.high > item.high and self.low > item.low):
+            return KLINE_DIR.DOWN
+        if (self.high < item.high and self.low < item.low):
+            return KLINE_DIR.UP
+        else:
+            raise CChanException("combine type unknown", ErrCode.COMBINER_ERR)
+
+    def add(self, unit_kl: T):
+        # only for deepcopy
+        self.__lst.append(unit_kl)
+
+    def set_fx(self, fx: FX_TYPE):
+        # only for deepcopy
+        self.__fx = fx
+
+    def try_add(self, unit_kl: T, exclude_included=False, allow_top_equal=None):
+        # allow_top_equal = None普通模式
+        # allow_top_equal = 1 被包含，顶部相等不合并
+        # allow_top_equal = -1 被包含，底部相等不合并
+        combine_item = CCombine_Item(unit_kl)
+        _dir = self.test_combine(combine_item, exclude_included, allow_top_equal)
+        if _dir == KLINE_DIR.COMBINE:
+            self.__lst.append(unit_kl)
+            if isinstance(unit_kl, CKLine_Unit):
+                unit_kl.set_klc(self)
+            if self.dir == KLINE_DIR.UP:
+                if combine_item.high != combine_item.low or combine_item.high != self.high:  # 处理一字K线
+                    self.__high = max([self.high, combine_item.high])
+                    self.__low = max([self.low, combine_item.low])
+            elif self.dir == KLINE_DIR.DOWN:
+                if combine_item.high != combine_item.low or combine_item.low != self.low:  # 处理一字K线
+                    self.__high = min([self.high, combine_item.high])
+                    self.__low = min([self.low, combine_item.low])
+            else:
+                raise CChanException(f"KLINE_DIR = {self.dir} err!!! must be {KLINE_DIR.UP}/{KLINE_DIR.DOWN}", ErrCode.COMBINER_ERR)
+            self.__time_end = combine_item.time_end
+            self.clean_cache()
+        # 返回UP/DOWN/COMBINE给KL_LIST，设置下一个的方向
+        return _dir
+
+    def get_peak_klu(self, is_high) -> T:
+        # 获取最大值 or 最小值所在klu/bi
+        return self.get_high_peak_klu() if is_high else self.get_low_peak_klu()
+
+    @make_cache
+    def get_high_peak_klu(self) -> T:
+        for kl in self.lst[::-1]:
+            if CCombine_Item(kl).high == self.high:
+                return kl
+        raise CChanException("can't find peak...", ErrCode.COMBINER_ERR)
+
+    @make_cache
+    def get_low_peak_klu(self) -> T:
+        for kl in self.lst[::-1]:
+            if CCombine_Item(kl).low == self.low:
+                return kl
+        raise CChanException("can't find peak...", ErrCode.COMBINER_ERR)
+
+    def update_fx(self, _pre: Self, _next: Self, exclude_included=False, allow_top_equal=None):
+        # allow_top_equal = None普通模式
+        # allow_top_equal = 1 被包含，顶部相等不合并
+        # allow_top_equal = -1 被包含，底部相等不合并
+        self.set_next(_next)
+        self.set_pre(_pre)
+        _next.set_pre(self)
+        if exclude_included:
+            if _pre.high < self.high and _next.high <= self.high and _next.low < self.low:
+                if allow_top_equal == 1 or _next.high < self.high:
+                    self.__fx = FX_TYPE.TOP
+            elif _next.high > self.high and _pre.low > self.low and _next.low >= self.low:
+                if allow_top_equal == -1 or _next.low > self.low:
+                    self.__fx = FX_TYPE.BOTTOM
+        elif _pre.high < self.high and _next.high < self.high and _pre.low < self.low and _next.low < self.low:
+            self.__fx = FX_TYPE.TOP
+        elif _pre.high > self.high and _next.high > self.high and _pre.low > self.low and _next.low > self.low:
+            self.__fx = FX_TYPE.BOTTOM
+        self.clean_cache()
+
+    def __str__(self):
+        return f"{self.time_begin}~{self.time_end} {self.low}->{self.high}"
+
+    @overload
+    def __getitem__(self, index: int) -> T: ...
+
+    @overload
+    def __getitem__(self, index: slice) -> List[T]: ...
+
+    def __getitem__(self, index: Union[slice, int]) -> Union[List[T], T]:
+        return self.lst[index]
+
+    def __len__(self):
+        return len(self.lst)
+
+    def __iter__(self) -> Iterable[T]:
+        yield from self.lst
+
+    def set_pre(self, _pre: Self):
+        self.__pre = _pre
+        self.clean_cache()
+
+    def set_next(self, _next: Self):
+        self.__next = _next
+        self.clean_cache()