修复第一、二买卖点识别

Former-commit-id: e29a34389a314dca1ff6192f8d4089d6aa9ab2a1

README.md

@@ -12,17 +12,19 @@ pip install git+git://github.com/zengbin93/chan.git -U
 
 ## K线数据样例
 
+`dt` 的格式统一为 `%Y-%m-%d %H:%M:%S`，如 `2020-02-27 00:00:00`
+
 ```markdown
-        symbol        dt   open  close   high    low        vol
-0    002739.SZ  20181105  31.10  31.10  31.10  31.10   17495.00
-1    002739.SZ  20181106  27.99  27.99  27.99  27.99    8557.00
-2    002739.SZ  20181107  25.19  25.19  25.19  25.19   13163.00
-3    002739.SZ  20181108  22.67  22.67  22.67  22.67  109787.00
-4    002739.SZ  20181109  20.66  22.17  23.73  20.65  896466.32
-5    002739.SZ  20181112  21.19  22.42  22.57  21.01  495463.08
-6    002739.SZ  20181113  22.06  23.71  24.50  21.86  497543.55
-7    002739.SZ  20181114  23.61  23.35  24.25  23.15  297538.47
-8    002739.SZ  20181115  23.50  23.70  23.96  23.30  197008.28
+         symbol                   dt   open  close   high    low     vol
+0     300803.SZ  2020-01-17 09:31:00  44.08  44.19  44.30  44.01  170160
+1     300803.SZ  2020-01-17 09:32:00  44.06  44.24  44.24  43.93   91100
+2     300803.SZ  2020-01-17 09:33:00  44.10  43.91  44.17  43.91   90251
+3     300803.SZ  2020-01-17 09:34:00  43.90  43.86  43.90  43.81   61100
+4     300803.SZ  2020-01-17 09:35:00  43.86  43.66  43.86  43.61   75900
+5     300803.SZ  2020-01-17 09:36:00  43.66  43.80  43.86  43.66   56600
+6     300803.SZ  2020-01-17 09:37:00  43.81  43.67  43.82  43.67   68600
+7     300803.SZ  2020-01-17 09:38:00  43.67  43.60  43.67  43.53   97554
+8     300803.SZ  2020-01-17 09:39:00  43.60  43.62  43.70  43.57  118861
 ```
 
 * dt 表示 该周期的交易结束时间

chan/analyze.py

@@ -552,7 +552,9 @@ class SolidAnalyze:
         }
         if isinstance(ka1, KlineAnalyze) and ka1.xd[-1]['fx_mark'] == 'g':
             # 以上一级别线段终点为走势分解的起点
-            xds = [x for x in ka.xd if x['dt'] >= ka1.xd[-1]['dt']]
+            xds_l = [x for x in ka.xd if x['dt'] <= ka1.xd[-1]['dt']]
+            xds_r = [x for x in ka.xd if x['dt'] > ka1.xd[-1]['dt']]
+            xds = [xds_l[-1]] + xds_r
             # 盘整至少有三段次级别走势，趋势至少有5段；底背驰一定要创新低
             if xds[-1]['fx_mark'] == 'd' and len(xds) >= 4 and xds[-1]['xd'] < xds[-3]['xd']:
                 zs1 = [xds[-2]['dt'], xds[-1]['dt']]
@@ -587,7 +589,9 @@ class SolidAnalyze:
         }
         if isinstance(ka1, KlineAnalyze) and ka1.xd[-1]['fx_mark'] == 'd':
             # 以上一级别线段终点为走势分解的起点
-            xds = [x for x in ka.xd if x['dt'] >= ka1.xd[-1]['dt']]
+            xds_l = [x for x in ka.xd if x['dt'] <= ka1.xd[-1]['dt']]
+            xds_r = [x for x in ka.xd if x['dt'] > ka1.xd[-1]['dt']]
+            xds = [xds_l[-1]] + xds_r
             # 盘整至少有三段次级别走势，趋势至少有5段；顶背驰一定要创新高
             if xds[-1]['fx_mark'] == 'g' and len(xds) >= 4 and xds[-1]['xd'] > xds[-3]['xd']:
                 zs1 = [xds[-2]['dt'], xds[-1]['dt']]
@@ -622,10 +626,12 @@ class SolidAnalyze:
         }
         if isinstance(ka1, KlineAnalyze) and ka1.xd[-1]['fx_mark'] == 'd':
             # 以上一级别线段终点为走势分解的起点
-            xds = [x for x in ka.xd if x['dt'] >= ka1.xd[-1]['dt']]
+            xds_l = [x for x in ka.xd if x['dt'] <= ka1.xd[-1]['dt']]
+            xds_r = [x for x in ka.xd if x['dt'] > ka1.xd[-1]['dt']]
+            xds = [xds_l[-1]] + xds_r
             # 次级别向下走势不创新低，就认为是类二买，其中第一个是真正的二买；
             # 如果一个向上走势内部已经有5段次级别走势，则认为该走势随后不再有二买机会
-            if xds[-1]['fx_mark'] == 'd' and len(xds) <= 5 and xds[-1]['xd'] > xds[-3]['xd']:
+            if xds[-1]['fx_mark'] == 'd' and 3 <= len(xds) <= 5 and xds[-1]['xd'] > xds[-3]['xd']:
                 b = True
                 detail["出现时间"] = xds[-1]['dt']
                 detail["确认时间"] = xds[-1]['dt']
@@ -655,10 +661,12 @@ class SolidAnalyze:
         }
         if isinstance(ka1, KlineAnalyze) and ka1.xd[-1]['fx_mark'] == 'g':
             # 以上一级别线段终点为走势分解的起点
-            xds = [x for x in ka.xd if x['dt'] >= ka1.xd[-1]['dt']]
+            xds_l = [x for x in ka.xd if x['dt'] <= ka1.xd[-1]['dt']]
+            xds_r = [x for x in ka.xd if x['dt'] > ka1.xd[-1]['dt']]
+            xds = [xds_l[-1]] + xds_r
             # 次级别向上走势不创新高，就认为是类二卖，其中第一个是真正的二卖；
             # 如果一个向下走势内部已经有5段次级别走势，则认为该走势随后不再有二卖机会
-            if xds[-1]['fx_mark'] == 'g' and len(xds) <= 5 and xds[-1]['xd'] < xds[-3]['xd']:
+            if xds[-1]['fx_mark'] == 'g' and 3 <= len(xds) <= 5 and xds[-1]['xd'] < xds[-3]['xd']:
                 b = True
                 detail["出现时间"] = xds[-1]['dt']
                 detail["确认时间"] = xds[-1]['dt']