170 lines
7.9 KiB
Python
170 lines
7.9 KiB
Python
import abc
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from typing import Generic, List, TypeVar, Union, overload
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from Bi.Bi import CBi
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from Bi.BiList import CBiList
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from Common.CEnum import BI_DIR, LEFT_SEG_METHOD, SEG_TYPE
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from Common.ChanException import CChanException, ErrCode
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from .Seg import CSeg
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from .SegConfig import CSegConfig
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SUB_LINE_TYPE = TypeVar('SUB_LINE_TYPE', CBi, "CSeg")
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class CSegListComm(Generic[SUB_LINE_TYPE]):
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def __init__(self, seg_config=CSegConfig(), lv=SEG_TYPE.BI):
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self.lst: List[CSeg[SUB_LINE_TYPE]] = []
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self.lv = lv
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self.do_init()
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self.config = seg_config
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def do_init(self):
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self.lst = []
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def __iter__(self):
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yield from self.lst
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@overload
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def __getitem__(self, index: int) -> CSeg[SUB_LINE_TYPE]: ...
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@overload
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def __getitem__(self, index: slice) -> List[CSeg[SUB_LINE_TYPE]]: ...
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def __getitem__(self, index: Union[slice, int]) -> Union[List[CSeg[SUB_LINE_TYPE]], CSeg[SUB_LINE_TYPE]]:
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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 left_bi_break(self, bi_lst: CBiList):
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# 最后一个确定线段之后的笔有突破该线段最后一笔的
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if len(self) == 0:
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return False
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last_seg_end_bi = self[-1].end_bi
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for bi in bi_lst[last_seg_end_bi.idx+1:]:
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if last_seg_end_bi.is_up() and bi._high() > last_seg_end_bi._high():
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return True
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elif last_seg_end_bi.is_down() and bi._low() < last_seg_end_bi._low():
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return True
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return False
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def collect_first_seg(self, bi_lst: CBiList):
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if len(bi_lst) < 3:
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return
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if self.config.left_method == LEFT_SEG_METHOD.PEAK:
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_high = max(bi._high() for bi in bi_lst)
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_low = min(bi._low() for bi in bi_lst)
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if abs(_high-bi_lst[0].get_begin_val()) >= abs(_low-bi_lst[0].get_begin_val()):
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peak_bi = FindPeakBi(bi_lst, is_high=True)
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assert peak_bi is not None
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.UP, split_first_seg=False, reason="0seg_find_high")
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else:
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peak_bi = FindPeakBi(bi_lst, is_high=False)
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assert peak_bi is not None
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.DOWN, split_first_seg=False, reason="0seg_find_low")
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self.collect_left_as_seg(bi_lst)
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elif self.config.left_method == LEFT_SEG_METHOD.ALL:
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_dir = BI_DIR.UP if bi_lst[-1].get_end_val() >= bi_lst[0].get_begin_val() else BI_DIR.DOWN
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self.add_new_seg(bi_lst, bi_lst[-1].idx, is_sure=False, seg_dir=_dir, split_first_seg=False, reason="0seg_collect_all")
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else:
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raise CChanException(f"unknown seg left_method = {self.config.left_method}", ErrCode.PARA_ERROR)
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def collect_left_seg_peak_method(self, last_seg_end_bi, bi_lst):
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if last_seg_end_bi.is_down():
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peak_bi = FindPeakBi(bi_lst[last_seg_end_bi.idx+3:], is_high=True)
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if peak_bi and peak_bi.idx - last_seg_end_bi.idx >= 3:
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.UP, reason="collectleft_find_high")
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else:
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peak_bi = FindPeakBi(bi_lst[last_seg_end_bi.idx+3:], is_high=False)
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if peak_bi and peak_bi.idx - last_seg_end_bi.idx >= 3:
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.DOWN, reason="collectleft_find_low")
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last_seg_end_bi = self[-1].end_bi
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self.collect_left_as_seg(bi_lst)
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def collect_segs(self, bi_lst):
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last_bi = bi_lst[-1]
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last_seg_end_bi = self[-1].end_bi
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if last_bi.idx-last_seg_end_bi.idx < 3:
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return
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if last_seg_end_bi.is_down() and last_bi.get_end_val() <= last_seg_end_bi.get_end_val():
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if peak_bi := FindPeakBi(bi_lst[last_seg_end_bi.idx+3:], is_high=True):
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.UP, reason="collectleft_find_high_force")
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self.collect_left_seg(bi_lst)
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elif last_seg_end_bi.is_up() and last_bi.get_end_val() >= last_seg_end_bi.get_end_val():
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if peak_bi := FindPeakBi(bi_lst[last_seg_end_bi.idx+3:], is_high=False):
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=BI_DIR.DOWN, reason="collectleft_find_low_force")
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self.collect_left_seg(bi_lst)
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# 剩下线段的尾部相比于最后一个线段的尾部，高低关系和最后一个虚线段的方向一致
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elif self.config.left_method == LEFT_SEG_METHOD.ALL: # 容易找不到二类买卖点！！
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self.collect_left_as_seg(bi_lst)
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elif self.config.left_method == LEFT_SEG_METHOD.PEAK:
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self.collect_left_seg_peak_method(last_seg_end_bi, bi_lst)
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else:
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raise CChanException(f"unknown seg left_method = {self.config.left_method}", ErrCode.PARA_ERROR)
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def collect_left_seg(self, bi_lst: CBiList):
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if len(self) == 0:
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self.collect_first_seg(bi_lst)
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else:
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self.collect_segs(bi_lst)
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def collect_left_as_seg(self, bi_lst: CBiList):
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last_bi = bi_lst[-1]
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last_seg_end_bi = self[-1].end_bi
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if last_seg_end_bi.idx+1 >= len(bi_lst):
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return
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if last_seg_end_bi.dir == last_bi.dir:
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self.add_new_seg(bi_lst, last_bi.idx-1, is_sure=False, reason="collect_left_1")
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else:
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self.add_new_seg(bi_lst, last_bi.idx, is_sure=False, reason="collect_left_0")
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def try_add_new_seg(self, bi_lst, end_bi_idx: int, is_sure=True, seg_dir=None, split_first_seg=True, reason="normal"):
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if len(self) == 0 and split_first_seg and end_bi_idx >= 3:
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if peak_bi := FindPeakBi(bi_lst[end_bi_idx-3::-1], bi_lst[end_bi_idx].is_down()):
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if (peak_bi.is_down() and (peak_bi._low() < bi_lst[0]._low() or peak_bi.idx == 0)) or \
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(peak_bi.is_up() and (peak_bi._high() > bi_lst[0]._high() or peak_bi.idx == 0)): # 要比第一笔开头还高/低（因为没有比较到）
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self.add_new_seg(bi_lst, peak_bi.idx, is_sure=False, seg_dir=peak_bi.dir, reason="split_first_1st")
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self.add_new_seg(bi_lst, end_bi_idx, is_sure=False, reason="split_first_2nd")
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return
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bi1_idx = 0 if len(self) == 0 else self[-1].end_bi.idx+1
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bi1 = bi_lst[bi1_idx]
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bi2 = bi_lst[end_bi_idx]
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self.lst.append(CSeg(len(self.lst), bi1, bi2, is_sure=is_sure, seg_dir=seg_dir, reason=reason))
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if len(self.lst) >= 2:
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self.lst[-2].next = self.lst[-1]
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self.lst[-1].pre = self.lst[-2]
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self.lst[-1].update_bi_list(bi_lst, bi1_idx, end_bi_idx)
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def add_new_seg(self, bi_lst: CBiList, end_bi_idx: int, is_sure=True, seg_dir=None, split_first_seg=True, reason="normal"):
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try:
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self.try_add_new_seg(bi_lst, end_bi_idx, is_sure, seg_dir, split_first_seg, reason)
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except CChanException as e:
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if e.errcode == ErrCode.SEG_END_VALUE_ERR and len(self.lst) == 0:
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return False
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raise e
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except Exception as e:
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raise e
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return True
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@abc.abstractmethod
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def update(self, bi_lst: CBiList):
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...
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def exist_sure_seg(self):
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return any(seg.is_sure for seg in self.lst)
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def FindPeakBi(bi_lst: Union[CBiList, List[CBi]], is_high):
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peak_val = float("-inf") if is_high else float("inf")
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peak_bi = None
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for bi in bi_lst:
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if (is_high and bi.get_end_val() >= peak_val and bi.is_up()) or (not is_high and bi.get_end_val() <= peak_val and bi.is_down()):
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if bi.pre and bi.pre.pre and ((is_high and bi.pre.pre.get_end_val() > bi.get_end_val()) or (not is_high and bi.pre.pre.get_end_val() < bi.get_end_val())):
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continue
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peak_val = bi.get_end_val()
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peak_bi = bi
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return peak_bi
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