0.5.3 优化线段识别

czsc/analyze.py

@@ -199,17 +199,20 @@ def is_valid_xd(bi_seq1, bi_seq2, bi_seq3):
         return False
 
     # 第一种情况（向下线段）
-    if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] >= standard_bi_seq1[-1]['low']:
+    # if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] >= standard_bi_seq1[-1]['low']:
+    if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] >= min([x['low'] for x in standard_bi_seq1]):
         if bi_seq2[-1]['bi'] < bi_seq2[1]['bi']:
             return False
 
     # 第一种情况（向上线段）
-    if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] <= standard_bi_seq1[-1]['high']:
+    # if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] <= standard_bi_seq1[-1]['high']:
+    if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] <= max([x['high'] for x in standard_bi_seq1]):
         if bi_seq2[-1]['bi'] > bi_seq2[1]['bi']:
             return False
 
     # 第二种情况（向下线段）
-    if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] < standard_bi_seq1[-1]['low']:
+    # if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] < standard_bi_seq1[-1]['low']:
+    if bi_seq2[0]['fx_mark'] == 'd' and bi_seq2[1]['bi'] < min([x['low'] for x in standard_bi_seq1]):
         bi_seq2.extend(bi_seq3[1:])
         standard_bi_seq2 = make_standard_seq(bi_seq2)
         if len(standard_bi_seq2) < 3:
@@ -221,15 +224,16 @@ def is_valid_xd(bi_seq1, bi_seq2, bi_seq3):
             if bi1['high'] < bi2['high'] > bi3['high']:
                 standard_bi_seq2_g.append(bi2)
 
-                # 如果特征序列顶分型最小值小于底分型，返回 False
-                if min([x['low'] for x in standard_bi_seq2[i-1: i+2]]) < bi_seq2[0]['bi']:
+                # 特征序列顶分型完全在底分型区间，返回 False
+                if min(bi1['low'], bi2['low'], bi3['low']) < bi_seq2[0]['bi']:
                     return False
 
         if len(standard_bi_seq2_g) == 0:
             return False
 
     # 第二种情况（向上线段）
-    if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] > standard_bi_seq1[-1]['high']:
+    # if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] > standard_bi_seq1[-1]['high']:
+    if bi_seq2[0]['fx_mark'] == 'g' and bi_seq2[1]['bi'] > max([x['high'] for x in standard_bi_seq1]):
         bi_seq2.extend(bi_seq3[1:])
         standard_bi_seq2 = make_standard_seq(bi_seq2)
         if len(standard_bi_seq2) < 3:
@@ -241,9 +245,10 @@ def is_valid_xd(bi_seq1, bi_seq2, bi_seq3):
             if bi1['low'] > bi2['low'] < bi3['low']:
                 standard_bi_seq2_d.append(bi2)
 
-                # 如果特征序列的底分型最大值大于顶分型，返回 False
-                if max([x['high'] for x in standard_bi_seq2[i-1: i+2]]) > bi_seq2[0]['bi']:
+                # 特征序列的底分型在顶分型区间，返回 False
+                if max(bi1['high'], bi2['high'], bi3['high']) > bi_seq2[0]['bi']:
                     return False
+
         if len(standard_bi_seq2_d) == 0:
             return False
     return True
@@ -273,23 +278,6 @@ def get_potential_xd(bi_points):
     return xd_p
 
 
-def handle_last_xd(bi_points):
-    """处理当下段
-
-    当下段是指当下进行中的无法确认完成的线段，对于操作而言，必须在当下对其进行分析，判断是延续还是转折。
-
-    :param bi_points: list of dict
-        最近一个线段标记后面的全部笔标记
-    :return: list of dict
-        返回判断结果
-    """
-    # step 1. 获取潜在分段标记点
-    xd_p = get_potential_xd(bi_points)
-    if len(xd_p) == 0:
-        if bi_points[0]['fx_mark'] != bi_points[-1]['fx_mark']:
-            bi_points.pop(-1)
-
-
 class KlineAnalyze:
     def __init__(self, kline, name="本级别", bi_mode="old", max_raw_len=10000, ma_params=(5, 20, 120), verbose=False):
         """
@@ -615,13 +603,17 @@ class KlineAnalyze:
             if is_valid_xd(bi_seq1, bi_seq2, bi_seq3):
                 keep_xd_index.append(i)
 
-        # 处理最后一个确定的线段标记
+        # 处理最近一个确定的线段标记
         bi_seq1 = [x for x in self.bi_list if self.xd_list[-2]['dt'] >= x['dt'] >= self.xd_list[-3]['dt']]
         bi_seq2 = [x for x in self.bi_list if self.xd_list[-1]['dt'] >= x['dt'] >= self.xd_list[-2]['dt']]
         bi_seq3 = [x for x in self.bi_list if x['dt'] >= self.xd_list[-1]['dt']]
         if not (len(bi_seq1) == 0 or len(bi_seq2) == 0 or len(bi_seq3) == 0):
             if is_valid_xd(bi_seq1, bi_seq2, bi_seq3):
-                keep_xd_index.append(len(self.xd_list)-2)
+                keep_xd_index.append(len(self.xd_list) - 2)
+
+        # 处理最近一个未确定的线段标记
+        if len(bi_seq3) >= 4:
+            keep_xd_index.append(len(self.xd_list) - 1)
 
         new_xd_list = []
         for j in keep_xd_index:

test/test_analyze.py

@@ -12,14 +12,14 @@ from czsc.analyze import KlineAnalyze, find_zs, is_valid_xd, make_standard_seq,
 
 warnings.warn("czsc version is {}".format(czsc.__version__))
 
-# cur_path = os.path.split(os.path.realpath(__file__))[0]
-cur_path = "./test"
+cur_path = os.path.split(os.path.realpath(__file__))[0]
+# cur_path = "./test"
 file_kline = os.path.join(cur_path, "data/000001.SH_D.csv")
 kline = pd.read_csv(file_kline, encoding="utf-8")
 kline.loc[:, "dt"] = pd.to_datetime(kline.dt)
 kline1 = kline.iloc[:2000]
 kline2 = kline.iloc[2000:]
-ka = KlineAnalyze(kline1, name="日线", max_raw_len=2000, verbose=True)
+ka = KlineAnalyze(kline1, name="日线", max_raw_len=2000, verbose=False)
 
 def test_ka_update():
     ka1 = KlineAnalyze(kline, name="日线", max_raw_len=5000, verbose=False)
@@ -289,17 +289,46 @@ def test_is_valid_xd():
 
 
 def test_handle_last_xd():
-    # 0个需要确认的线段标记
+    # 只有一个线段标记的例子；300803.XSHE - 30min - 20200830
     bi_points = [
-        {"dt": 1, "bi": 10, "fx_mark": "d"},
-        {"dt": 2, "bi": 11, "fx_mark": "g"},
-        {"dt": 3, "bi": 10.4, "fx_mark": "d"},
-        {"dt": 4, "bi": 11.1, "fx_mark": "g"},
-        {"dt": 5, "bi": 10.6, "fx_mark": "d"},
-        {"dt": 6, "bi": 11.2, "fx_mark": "g"},
-        {"dt": 7, "bi": 11, "fx_mark": "d"},
+         {'dt': 0, 'fx_mark': 'g', 'bi': 73.66},
+         {'dt': 1, 'fx_mark': 'd', 'bi': 66.67},
+         {'dt': 2, 'fx_mark': 'g', 'bi': 68.93},
+         {'dt': 3, 'fx_mark': 'd', 'bi': 56.5},
+         {'dt': 4, 'fx_mark': 'g', 'bi': 59.55},
+         {'dt': 5, 'fx_mark': 'd', 'bi': 50.11},
+         {'dt': 6, 'fx_mark': 'g', 'bi': 55.69},
+         {'dt': 7, 'fx_mark': 'd', 'bi': 51.5},
+         {'dt': 8, 'fx_mark': 'g', 'bi': 52.96},
+         {'dt': 9, 'fx_mark': 'd', 'bi': 47.7},
+         {'dt': 10, 'fx_mark': 'g', 'bi': 52.94},
+         {'dt': 11, 'fx_mark': 'd', 'bi': 49.21},
+         {'dt': 12, 'fx_mark': 'g', 'bi': 51.29},
+         {'dt': 13, 'fx_mark': 'd', 'bi': 49.07},
+         {'dt': 14, 'fx_mark': 'g', 'bi': 55.21},
+         {'dt': 15, 'fx_mark': 'd', 'bi': 46.01}
     ]
 
-    pass
+    # 有两个线段标记的例子；300803.XSHE - 5min - 20200830
+    bi_points = [
+        {'dt': 0, 'fx_mark': 'd', 'bi': 49.79},
+        {'dt': 1, 'fx_mark': 'g', 'bi': 51.07},
+        {'dt': 2, 'fx_mark': 'd', 'bi': 49.9},
+        {'dt': 3, 'fx_mark': 'g', 'bi': 51.6},
+        {'dt': 4, 'fx_mark': 'd', 'bi': 50.64},
+        {'dt': 5, 'fx_mark': 'g', 'bi': 55.21},
+        {'dt': 6, 'fx_mark': 'd', 'bi': 53.18},
+        {'dt': 7, 'fx_mark': 'g', 'bi': 54.05},
+        {'dt': 8, 'fx_mark': 'd', 'bi': 51.7},
+        {'dt': 9, 'fx_mark': 'g', 'bi': 52.3},
+        {'dt': 10, 'fx_mark': 'd', 'bi': 51.0},
+        {'dt': 11, 'fx_mark': 'g', 'bi': 51.99},
+        {'dt': 12, 'fx_mark': 'd', 'bi': 48.02},
+        {'dt': 13, 'fx_mark': 'g', 'bi': 50.97},
+        {'dt': 14, 'fx_mark': 'd', 'bi': 47.72},
+        {'dt': 15, 'fx_mark': 'g', 'bi': 53.89}
+    ]
+
+