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