Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,191 @@
+import copy
+from typing import List, Union, overload
+
+from Bi.Bi import CBi
+from Bi.BiList import CBiList
+from BuySellPoint.BSPointList import CBSPointList
+from ChanConfig import CChanConfig
+from Common.CEnum import KLINE_DIR, SEG_TYPE
+from Common.ChanException import CChanException, ErrCode
+from Seg.Seg import CSeg
+from Seg.SegConfig import CSegConfig
+from Seg.SegListComm import CSegListComm
+from ZS.ZSList import CZSList
+
+from .KLine import CKLine
+from .KLine_Unit import CKLine_Unit
+
+
+def get_seglist_instance(seg_config: CSegConfig, lv) -> CSegListComm:
+    if seg_config.seg_algo == "chan":
+        from Seg.SegListChan import CSegListChan
+        return CSegListChan(seg_config, lv)
+    elif seg_config.seg_algo == "1+1":
+        print(f'Please avoid using seg_algo={seg_config.seg_algo} as it is deprecated and no longer maintained.')
+        from Seg.SegListDYH import CSegListDYH
+        return CSegListDYH(seg_config, lv)
+    elif seg_config.seg_algo == "break":
+        print(f'Please avoid using seg_algo={seg_config.seg_algo} as it is deprecated and no longer maintained.')
+        from Seg.SegListDef import CSegListDef
+        return CSegListDef(seg_config, lv)
+    else:
+        raise CChanException(f"unsupport seg algoright:{seg_config.seg_algo}", ErrCode.PARA_ERROR)
+
+
+class CKLine_List:
+    def __init__(self, kl_type, conf: CChanConfig):
+        self.kl_type = kl_type
+        self.config = conf
+        self.lst: List[CKLine] = []  # K线列表，可递归  元素KLine类型
+        self.bi_list = CBiList(bi_conf=conf.bi_conf)
+        self.seg_list: CSegListComm[CBi] = get_seglist_instance(seg_config=conf.seg_conf, lv=SEG_TYPE.BI)
+        self.segseg_list: CSegListComm[CSeg[CBi]] = get_seglist_instance(seg_config=conf.seg_conf, lv=SEG_TYPE.SEG)
+
+        self.zs_list = CZSList(zs_config=conf.zs_conf)
+        self.segzs_list = CZSList(zs_config=conf.zs_conf)
+
+        self.bs_point_lst = CBSPointList[CBi, CBiList](bs_point_config=conf.bs_point_conf)
+        self.seg_bs_point_lst = CBSPointList[CSeg, CSegListComm](bs_point_config=conf.seg_bs_point_conf)
+
+        self.metric_model_lst = conf.GetMetricModel()
+
+        self.step_calculation = self.need_cal_step_by_step()
+
+    def __deepcopy__(self, memo):
+        new_obj = CKLine_List(self.kl_type, self.config)
+        memo[id(self)] = new_obj
+        for klc in self.lst:
+            klus_new = []
+            for klu in klc.lst:
+                new_klu = copy.deepcopy(klu, memo)
+                memo[id(klu)] = new_klu
+                if klu.pre is not None:
+                    new_klu.set_pre_klu(memo[id(klu.pre)])
+                klus_new.append(new_klu)
+
+            new_klc = CKLine(klus_new[0], idx=klc.idx, _dir=klc.dir)
+            new_klc.set_fx(klc.fx)
+            new_klc.kl_type = klc.kl_type
+            for idx, klu in enumerate(klus_new):
+                klu.set_klc(new_klc)
+                if idx != 0:
+                    new_klc.add(klu)
+            memo[id(klc)] = new_klc
+            if new_obj.lst:
+                new_obj.lst[-1].set_next(new_klc)
+                new_klc.set_pre(new_obj.lst[-1])
+            new_obj.lst.append(new_klc)
+        new_obj.bi_list = copy.deepcopy(self.bi_list, memo)
+        new_obj.seg_list = copy.deepcopy(self.seg_list, memo)
+        new_obj.segseg_list = copy.deepcopy(self.segseg_list, memo)
+        new_obj.zs_list = copy.deepcopy(self.zs_list, memo)
+        new_obj.segzs_list = copy.deepcopy(self.segzs_list, memo)
+        new_obj.bs_point_lst = copy.deepcopy(self.bs_point_lst, memo)
+        new_obj.metric_model_lst = copy.deepcopy(self.metric_model_lst, memo)
+        new_obj.step_calculation = copy.deepcopy(self.step_calculation, memo)
+        new_obj.seg_bs_point_lst = copy.deepcopy(self.seg_bs_point_lst, memo)
+        return new_obj
+
+    @overload
+    def __getitem__(self, index: int) -> CKLine: ...
+
+    @overload
+    def __getitem__(self, index: slice) -> List[CKLine]: ...
+
+    def __getitem__(self, index: Union[slice, int]) -> Union[List[CKLine], CKLine]:
+        return self.lst[index]
+
+    def __len__(self):
+        return len(self.lst)
+
+    def cal_seg_and_zs(self):
+        if not self.step_calculation:
+            self.bi_list.try_add_virtual_bi(self.lst[-1])
+        cal_seg(self.bi_list, self.seg_list)
+        self.zs_list.cal_bi_zs(self.bi_list, self.seg_list)
+        update_zs_in_seg(self.bi_list, self.seg_list, self.zs_list)  # 计算seg的zs_lst，以及中枢的bi_in, bi_out
+
+        cal_seg(self.seg_list, self.segseg_list)
+        self.segzs_list.cal_bi_zs(self.seg_list, self.segseg_list)
+        update_zs_in_seg(self.seg_list, self.segseg_list, self.segzs_list)  # 计算segseg的zs_lst，以及中枢的bi_in, bi_out
+
+        # 计算买卖点
+        self.seg_bs_point_lst.cal(self.seg_list, self.segseg_list)  # 线段线段买卖点
+        self.bs_point_lst.cal(self.bi_list, self.seg_list)  # 再算笔买卖点
+
+    def need_cal_step_by_step(self):
+        return self.config.trigger_step
+
+    def add_single_klu(self, klu: CKLine_Unit):
+        klu.set_metric(self.metric_model_lst)
+        if len(self.lst) == 0:
+            self.lst.append(CKLine(klu, idx=0))
+        else:
+            _dir = self.lst[-1].try_add(klu)
+            if _dir != KLINE_DIR.COMBINE:  # 不需要合并K线
+                self.lst.append(CKLine(klu, idx=len(self.lst), _dir=_dir))
+                if len(self.lst) >= 3:
+                    self.lst[-2].update_fx(self.lst[-3], self.lst[-1])
+                if self.bi_list.update_bi(self.lst[-2], self.lst[-1], self.step_calculation) and self.step_calculation:
+                    self.cal_seg_and_zs()
+            elif self.step_calculation and self.bi_list.try_add_virtual_bi(self.lst[-1], need_del_end=True):  # 这里的必要性参见issue#175
+                self.cal_seg_and_zs()
+
+    def klu_iter(self, klc_begin_idx=0):
+        for klc in self.lst[klc_begin_idx:]:
+            yield from klc.lst
+
+
+def cal_seg(bi_list, seg_list: CSegListComm):
+    seg_list.update(bi_list)
+
+    sure_seg_cnt = 0
+    if len(seg_list) == 0:
+        for bi in bi_list:
+            bi.set_seg_idx(0)
+        return
+    begin_seg: CSeg = seg_list[-1]
+    for seg in seg_list[::-1]:
+        if seg.is_sure:
+            sure_seg_cnt += 1
+        else:
+            sure_seg_cnt = 0
+        begin_seg = seg
+        if sure_seg_cnt > 2:
+            break
+
+    cur_seg: CSeg = seg_list[-1]
+    for bi in bi_list[::-1]:
+        if bi.seg_idx is not None and bi.idx < begin_seg.start_bi.idx:
+            break
+        if bi.idx > cur_seg.end_bi.idx:
+            bi.set_seg_idx(cur_seg.idx+1)
+            continue
+        if bi.idx < cur_seg.start_bi.idx:
+            assert cur_seg.pre
+            cur_seg = cur_seg.pre
+        bi.set_seg_idx(cur_seg.idx)
+
+
+def update_zs_in_seg(bi_list, seg_list, zs_list):
+    sure_seg_cnt = 0
+    for seg in seg_list[::-1]:
+        if seg.ele_inside_is_sure:
+            break
+        if seg.is_sure:
+            sure_seg_cnt += 1
+        seg.clear_zs_lst()
+        for zs in zs_list[::-1]:
+            if zs.end.idx < seg.start_bi.get_begin_klu().idx:
+                break
+            if zs.is_inside(seg):
+                seg.add_zs(zs)
+            assert zs.begin_bi.idx > 0
+            zs.set_bi_in(bi_list[zs.begin_bi.idx-1])
+            if zs.end_bi.idx+1 < len(bi_list):
+                zs.set_bi_out(bi_list[zs.end_bi.idx+1])
+            zs.set_bi_lst(list(bi_list[zs.begin_bi.idx:zs.end_bi.idx+1]))
+
+        if sure_seg_cnt > 2:
+            if not seg.ele_inside_is_sure:
+                seg.ele_inside_is_sure = True