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 sys 
+import os
+sys.path.append(os.path.abspath("/Users/jack/Project/chan.py"))
+sys.path.append(os.path.abspath("/Users/jack/Project/chan.py/Debug"))
+from Chan import CChan
+from ChanConfig import CChanConfig
+from Common.CEnum import AUTYPE, BSP_TYPE, DATA_SRC, FX_TYPE, KL_TYPE
+from DataAPI.ccxt import CCXT
+
+if __name__ == "__main__":
+    """
+    一个极其弱智的策略，只交易一类买卖点，底分型形成后就开仓，直到一类卖点顶分型形成后平仓
+    只用做展示如何自己实现策略，做回测用~
+    相比于strategy_demo.py，本代码演示如何从CChan外部喂K线来触发内部缠论计算
+    """
+    code = "BTC/USDT"
+    begin_time = "2025-02-01"
+    end_time = None
+    data_src_type = DATA_SRC.CCXT
+    lv_list = [KL_TYPE.K_60M]
+
+    config = CChanConfig({
+        "trigger_step": True,
+        "divergence_rate": 0.8,
+        "min_zs_cnt": 0,
+    })
+
+    chan = CChan(
+        code=code,
+        begin_time=begin_time,  # 已经没啥用了这一行
+        end_time=end_time,  # 已经没啥用了这一行
+        data_src=data_src_type,  # 已经没啥用了这一行
+        lv_list=lv_list,
+        config=config,
+        autype=AUTYPE.QFQ,  # 已经没啥用了这一行
+    )
+    CCXT.do_init()
+    data_src = CCXT(code, k_type=KL_TYPE.K_60M, begin_date=begin_time, end_date=end_time, autype=AUTYPE.QFQ)  # 初始化数据源类
+
+    is_hold = False
+    last_buy_price = None
+    for klu in data_src.get_kl_data():  # 获取单根K线
+        chan.trigger_load({KL_TYPE.K_60M: [klu]})  # 喂给CChan新增k线
+        bsp_list = chan.get_bsp()
+        if not bsp_list:
+            continue
+        last_bsp = bsp_list[-1]
+        print(klu.time, last_bsp.is_buy)
+        if BSP_TYPE.T1 not in last_bsp.type and BSP_TYPE.T1P not in last_bsp.type:
+            continue
+        cur_lv_chan = chan[0]
+        if last_bsp.klu.klc.idx != cur_lv_chan[-2].idx:
+            continue
+        if cur_lv_chan[-2].fx == FX_TYPE.BOTTOM and last_bsp.is_buy and not is_hold:
+            last_buy_price = cur_lv_chan[-1][-1].close
+            print(f'{cur_lv_chan[-1][-1].time}:buy price = {last_buy_price}')
+            is_hold = True
+        elif cur_lv_chan[-2].fx == FX_TYPE.TOP and not last_bsp.is_buy and is_hold:
+            sell_price = cur_lv_chan[-1][-1].close
+            print(f'{cur_lv_chan[-1][-1].time}:sell price = {sell_price}, profit rate = {(sell_price-last_buy_price)/last_buy_price*100:.2f}%')
+            is_hold = False
+    CCXT.do_close()