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 copy
+from typing import List
+
+from Chan import CChan
+from ChanConfig import CChanConfig
+from Common.CEnum import AUTYPE, DATA_FIELD, DATA_SRC, KL_TYPE
+from DataAPI.BaoStockAPI import CBaoStock
+from KLine.KLine_Unit import CKLine_Unit
+
+
+def combine_60m_klu_form_15m(klu_15m_lst: List[CKLine_Unit]) -> CKLine_Unit:
+    return CKLine_Unit(
+        {
+            DATA_FIELD.FIELD_TIME: klu_15m_lst[-1].time,
+            DATA_FIELD.FIELD_OPEN: klu_15m_lst[0].open,
+            DATA_FIELD.FIELD_CLOSE: klu_15m_lst[-1].close,
+            DATA_FIELD.FIELD_HIGH: max(klu.high for klu in klu_15m_lst),
+            DATA_FIELD.FIELD_LOW: min(klu.low for klu in klu_15m_lst),
+        }
+    )
+
+
+if __name__ == "__main__":
+    """
+    代码不能直接跑，仅用于展示如何实现小级别K线更新直接刷新CChan结果
+    """
+    code = "sz.000001"
+    begin_time = "2023-09-10"
+    end_time = None
+    data_src_type = DATA_SRC.BAO_STOCK
+    lv_list = [KL_TYPE.K_60M, KL_TYPE.K_15M]
+
+    config = CChanConfig({
+        "trigger_step": True,
+    })
+
+    # 快照
+    chan_snapshot = CChan(
+        code=code,
+        data_src=data_src_type,
+        lv_list=lv_list,
+        config=config,
+    )
+    CBaoStock.do_init()
+    data_src = CBaoStock(code, k_type=KL_TYPE.K_15M, begin_date=begin_time, end_date=end_time, autype=AUTYPE.QFQ)  # 获取最小级别
+
+    klu_15m_lst_tmp: List[CKLine_Unit] = []  # 存储用于合成当前60M K线的15M k线
+
+    for klu_15m in data_src.get_kl_data():  # 获取单根15分钟K线
+        klu_15m_lst_tmp.append(klu_15m)
+        klu_60m = combine_60m_klu_form_15m(klu_15m_lst_tmp)  # 合成60分钟K线
+
+        """
+        拷贝一份chan_snapshot
+        如果是用序列化方式，这里可以采用pickle.load()
+        """
+        chan: CChan = copy.deepcopy(chan_snapshot)
+        chan.trigger_load({KL_TYPE.K_60M: [klu_60m], KL_TYPE.K_15M: klu_15m_lst_tmp})
+
+        """
+        策略开始：
+        这里基于chan实现你的策略
+        """
+        for kl_type, ele_manager in chan.kl_datas.items():
+            # 打印当前每一级别分别有多少K线
+            print(klu_15m.time, kl_type, sum(len(klc) for klc in ele_manager))
+        # 策略结束：
+
+        if len(klu_15m_lst_tmp) == 4:  # 已经完成4根15分钟K线了，说明这个最新的60分钟K线和里面的4根15分钟K线在将来不会再变化
+            """
+            把当前完整chan重新保存成chan_snapshot
+            如果是序列化方式，这里可以采用pickle.dump()
+            """
+            chan_snapshot = chan
+            klu_15m_lst_tmp = []  # 清空1分钟K线，用于下一个五分钟周期的合成
+
+    CBaoStock.do_close()