Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
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+import json
+from typing import Dict, TypedDict
+import sys 
+import os
+sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
+import xgboost as xgb
+from BuySellPoint.BS_Point import CBS_Point
+from Chan import CChan
+from ChanConfig import CChanConfig
+from ChanModel.Features import CFeatures
+from Common.CEnum import AUTYPE, DATA_SRC, KL_TYPE, BSP_TYPE,  MACD_ALGO
+from Common.CTime import CTime
+from Plot.PlotDriver import CPlotDriver
+from Bi.Bi import CBi
+
+class FeatureDict:
+    def klc_features(self, klc):
+        # klc features
+        klc_feature_dict = {
+            "klu_max_high": klc.get_klu_max_high(),
+            "klu_max_low": klc.get_klu_min_low(),
+
+        }
+        return klc_feature_dict
+    def bi_features(self, bi):
+        # bi features 
+        bi_feature_dict = {
+            "bi_macd_area": bi.cal_macd_metric(MACD_ALGO.AREA, False),
+            "bi_macd_peak": bi.cal_macd_metric(MACD_ALGO.PEAK, False),
+            "bi_macd_full_area": bi.cal_macd_metric(MACD_ALGO.FULL_AREA, False),
+            "bi_macd_diff": bi.cal_macd_metric(MACD_ALGO.DIFF, False),
+            "bi_macd_slop": bi.cal_macd_metric(MACD_ALGO.SLOPE, False),
+            "bi_macd_amp": bi.cal_macd_metric(MACD_ALGO.AMP, False),
+            "bi_macd_amount": bi.cal_macd_metric(MACD_ALGO.AMOUNT, False),
+            "bi_macd_rsi": bi.cal_macd_metric(MACD_ALGO.RSI, False),
+        }
+        #bi_feature_dict.update(self.klc_features(bi.begin_klc))
+        #bi_feature_dict.update(self.klc_features(bi.end_klc))
+        return bi_feature_dict
+
+    def seg_features(self, seg):
+        seg_feature_dict = {
+            # seg features
+            "seg_macd_slope": seg.Cal_MACD_slope(),
+            "seg_macd_amp": seg.Cal_MACD_amp(),
+            "seg_amp": seg.amp(),
+            "seg_cal_klu_slope": seg.cal_klu_slope(),
+            "seg_cal_amp": seg.amp(),
+        }
+        return seg_feature_dict
+
+    def zs_features(self, zs):
+        zs_feature_dict = {
+            f"zs_high": zs.high,
+            f"zs_low": zs.low,
+            f"zs_mid": zs.mid,
+            f"zs_peak_low": zs.peak_low,
+            f"zs_peak_high": zs.peak_high,
+        }
+        #zs_feature_dict.update(bi_features(zs.begin_bi))
+        #zs_feature_dict.update(bi_features(zs.end_bi))
+        #zs_feature_dict.update(bi_features(zs.bi_in))
+        #zs_feature_dict.update(bi_features(zs.bi_out))
+        return zs_feature_dict
+
+    def klu_features(self, klu):
+        klu_feature_dict = {
+            # klu features
+            "klu_rsi": klu.rsi,
+            "klu_macd_fast_ema": klu.macd.fast_ema,
+            "klu_macd_slow_ema": klu.macd.slow_ema,
+            "klu_macd_DIF": klu.macd.DIF,
+            "klu_macd_DEA": klu.macd.DEA,
+            "klu_macd_macd": klu.macd.macd,
+            "klu_kdj_k": klu.kdj.k,
+            "klu_kdj_d": klu.kdj.d,
+            "klu_kdj_j": klu.kdj.j,
+        }
+        return klu_feature_dict
+
+    def stragety_feature(self, last_bsp):
+        last_bi = last_bsp.bi
+        last_klu = last_bsp.klu
+        feature_dict = {
+            "open_klu_rate": (last_klu.close - last_klu.open)/last_klu.open,
+             
+        }
+        # add klu features
+        feature_dict.update(self.klu_features(last_klu))
+        # add bi features
+        #feature_dict.update(self.bi_features(last_bi))
+        # add seg features
+        seg = last_bi.parent_seg
+        #feature_dict.update(seg_features(seg))
+
+        # add zs features
+        zs_list = seg.zs_lst
+        zs_feature_dict = {}
+        if zs_list:
+            zs_feature_dict = {
+                f"zs_count": len(zs_list),
+            }
+            bi_in_zs = False
+            for zs in zs_list:
+                if last_bi in zs.bi_lst:
+                    bi_in_zs = True
+            if bi_in_zs:
+                zs_feature_dict.update({
+                    "bi_in_zs": 1
+                })
+            else:
+                zs_feature_dict.update({
+                    "bi_in_zs": 0
+                })
+            zs_feature_dict.update(self.zs_features(zs_list[-1]))
+        else:
+            zs_feature_dict ={
+                "zs_count": 0,
+            }
+        feature_dict.update(zs_feature_dict)
+        return feature_dict
+
+