From 355c6eeedb2334131fbd8ebeadb95fcf26b39e55 Mon Sep 17 00:00:00 2001 From: zengbin93 Date: Mon, 7 Sep 2020 22:27:47 +0800 Subject: [PATCH] =?UTF-8?q?0.5.4=20=E7=BA=BF=E6=AE=B5=E8=AF=86=E5=88=ABBUG?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- czsc/analyze.py | 29 ++++++++++++----------------- test/test_analyze.py | 14 +++++++------- 2 files changed, 19 insertions(+), 24 deletions(-) diff --git a/czsc/analyze.py b/czsc/analyze.py index 9325832..0cabed6 100644 --- a/czsc/analyze.py +++ b/czsc/analyze.py @@ -279,15 +279,15 @@ def get_potential_xd(bi_points): class KlineAnalyze: - def __init__(self, kline, name="本级别", bi_mode="old", max_raw_len=10000, ma_params=(5, 20, 120), verbose=False): + def __init__(self, kline, name="本级别", bi_mode="old", max_xd_len=10, ma_params=(5, 20, 120), verbose=False): """ :param kline: list or pd.DataFrame :param name: str :param bi_mode: str new 新笔；old 老笔；默认值为 old - :param max_raw_len: int - 原始K线序列的最大长度 + :param max_xd_len: int + 线段标记序列的最大长度 :param ma_params: tuple of int 均线系统参数 :param verbose: bool @@ -295,7 +295,7 @@ class KlineAnalyze: self.name = name self.verbose = verbose self.bi_mode = bi_mode - self.max_raw_len = max_raw_len + self.max_xd_len = max_xd_len self.ma_params = ma_params self.kline_raw = [] # 原始K线序列 self.kline_new = [] # 去除包含关系的K线序列 @@ -316,7 +316,6 @@ class KlineAnalyze: else: self.kline_raw = kline - self.kline_raw = self.kline_raw[-self.max_raw_len:] self.symbol = self.kline_raw[0]['symbol'] self.start_dt = self.kline_raw[0]['dt'] self.end_dt = self.kline_raw[-1]['dt'] @@ -550,7 +549,7 @@ class KlineAnalyze: if len(self.bi_list) < 4: return - self.xd_list = self.xd_list[:-2] + # self.xd_list = self.xd_list[:-2] if len(self.xd_list) == 0: for i in range(3): xd = dict(self.bi_list[i]) @@ -562,6 +561,7 @@ class KlineAnalyze: else: right_bi = [x for x in self.bi_list[-200:] if x['dt'] >= self.xd_list[-1]['dt']] + right_bi = [x for x in self.bi_list if x['dt'] >= self.xd_list[-1]['dt']] xd_p = get_potential_xd(right_bi) for xp in xd_p: xd = dict(xp) @@ -669,21 +669,16 @@ class KlineAnalyze: self.end_dt = self.kline_raw[-1]['dt'] self.latest_price = self.kline_raw[-1]['close'] - # 根据最大原始K线序列长度限制分析结果长度 - if len(self.kline_raw) > self.max_raw_len: - self.kline_raw = self.kline_raw[-self.max_raw_len:] - self.kline_new = self.kline_new[-self.max_raw_len:] - self.ma = self.ma[-self.max_raw_len:] - self.macd = self.macd[-self.max_raw_len:] - last_dt = self.kline_new[0]['dt'] + if len(self.xd_list) > self.max_xd_len: + last_dt = self.xd_list[-self.max_xd_len:][0]['dt'] + self.kline_raw = [x for x in self.kline_raw if x['dt'] > last_dt] + self.kline_new = [x for x in self.kline_new if x['dt'] > last_dt] + self.ma = [x for x in self.ma if x['dt'] > last_dt] + self.macd = [x for x in self.macd if x['dt'] > last_dt] self.fx_list = [x for x in self.fx_list if x['dt'] > last_dt] self.bi_list = [x for x in self.bi_list if x['dt'] > last_dt] self.xd_list = [x for x in self.xd_list if x['dt'] > last_dt] - # self.fx_list = self.fx_list[-(self.max_raw_len // 2):] - # self.bi_list = self.bi_list[-(self.max_raw_len // 4):] - # self.xd_list = self.xd_list[-(self.max_raw_len // 8):] - if self.verbose: print("更新结束\n\n") diff --git a/test/test_analyze.py b/test/test_analyze.py index f1ac4da..2e9571c 100644 --- a/test/test_analyze.py +++ b/test/test_analyze.py @@ -22,8 +22,8 @@ def test_ka_update(): kline1 = kline.iloc[:2000] kline2 = kline.iloc[2000:] - ka1 = KlineAnalyze(kline, name="日线", max_raw_len=5000, verbose=False) - ka2 = KlineAnalyze(kline1, name="日线", max_raw_len=5000, verbose=False) + ka1 = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) + ka2 = KlineAnalyze(kline1, name="日线", max_xd_len=10, verbose=False) for _, row in kline2.iterrows(): ka2.update(row.to_dict()) @@ -36,7 +36,7 @@ def test_calculate_power(): 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) - ka = KlineAnalyze(kline, name="日线", max_raw_len=5000, verbose=False) + ka = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) # 测试 macd 力度 last_xd_power = ka.calculate_macd_power(start_dt=ka.xd_list[-2]['dt'], end_dt=ka.xd_list[-1]['dt'], @@ -59,7 +59,7 @@ def test_get_sub_section(): 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) - ka = KlineAnalyze(kline, name="日线", max_raw_len=2000, verbose=False) + ka = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) sub_kn = ka.get_sub_section(ka.fx_list[-2]['dt'], ka.fx_list[-1]['dt'], mode='kn', is_last=True) assert sub_kn[0]['dt'] == ka.fx_list[-2]['dt'] and sub_kn[-1]['dt'] == ka.fx_list[-1]['dt'] @@ -78,7 +78,7 @@ def test_kline_analyze(): 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) - ka = KlineAnalyze(kline, name="日线", max_raw_len=2000, verbose=False) + ka = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) # 测试绘图 file_img = "kline.png" @@ -111,7 +111,7 @@ def test_bei_chi(): 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) - ka = KlineAnalyze(kline, name="日线", max_raw_len=2000, verbose=False) + ka = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) bi1 = {"start_dt": ka.bi_list[-11]['dt'], "end_dt": ka.bi_list[-10]['dt'], "direction": "down"} bi2 = {"start_dt": ka.bi_list[-13]['dt'], "end_dt": ka.bi_list[-12]['dt'], "direction": "down"} @@ -127,7 +127,7 @@ def test_update_ta(): 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) - ka = KlineAnalyze(kline, name="日线", max_raw_len=2000, verbose=False) + ka = KlineAnalyze(kline, name="日线", max_xd_len=10, verbose=False) ma_x1 = dict(ka.ma[-1]) macd_x1 = dict(ka.macd[-1]) -- GitLab