From 8494f37a06118031e121c68082c60ffe356deaa9 Mon Sep 17 00:00:00 2001 From: zengbin93 Date: Thu, 27 Feb 2020 14:47:50 +0800 Subject: [PATCH] =?UTF-8?q?=E6=96=B0=E5=A2=9E=E7=AC=AC=E4=B8=80=E3=80=81?= =?UTF-8?q?=E4=BA=8C=E4=B9=B0=E5=8D=96=E7=82=B9=E8=AF=86=E5=88=AB?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Former-commit-id: b31f874da3df6334c563a278d44a1302ad777608 --- README.md | 24 ++--- chan/__init__.py | 2 +- chan/analyze.py | 144 ++++++++++++++++++++++++++++- examples/combine_with_goldminer.py | 6 +- examples/combine_with_tushare.py | 10 +- 5 files changed, 158 insertions(+), 28 deletions(-) diff --git a/README.md b/README.md index 4b34a06..8587213 100644 --- a/README.md +++ b/README.md @@ -65,6 +65,7 @@ from datetime import datetime, timedelta from chan import KlineAnalyze, SolidAnalyze # 首次使用，需要在这里设置你的 tushare token，用于获取数据；在同一台机器上，tushare token 只需要设置一次 +# 没有 token，到 https://tushare.pro/register?reg=7 注册获取 # ts.set_token("your tushare token") @@ -145,7 +146,7 @@ def get_klines(ts_code, end_date, freqs='1min,5min,30min,D', asset='E'): def use_kline_analyze(): print('=' * 100, '\n') print("KlineAnalyze 的使用方法：\n") - kline = get_kline(ts_code="000300.SH", end_date="20200202", freq='D', asset="I") + kline = get_kline(ts_code="000009.SZ", end_date="20200210", freq='30min', asset="I") ka = KlineAnalyze(kline) print("线段：", ka.xd, "\n") print("中枢：", ka.zs, "\n") @@ -158,13 +159,9 @@ def use_solid_analyze(): sa = SolidAnalyze(klines) # 查看指定级别的三买 - tb = sa.is_third_buy('30min') + tb, _ = sa.is_third_buy('30min') print("指定级别三买：", tb, "\n") - # 查看多个级别的三买 - tb = sa.check_third_buy(['1min', '5min', '30min', "D"]) - print("多级别三买：", tb, "\n") - if __name__ == '__main__': use_kline_analyze() @@ -176,6 +173,15 @@ if __name__ == '__main__': py 文件地址： examples/combine_with_goldminer.py ```python +# coding: utf-8 +""" +结合掘金的数据使用 chan 进行缠论技术分析 + +author: zengbin93 +email: zeng_bin8888@163.com +date: 2020-02-02 +======================================================================================================================== +""" from gm.api import * from datetime import datetime @@ -243,13 +249,9 @@ def use_solid_analyze(): sa = SolidAnalyze(klines) # 查看指定级别的三买 - tb = sa.is_third_buy('1800s') + tb, _ = sa.is_third_buy('1800s') print("指定级别三买：", tb, "\n") - # 查看多个级别的三买 - tb = sa.check_third_buy(['60s', '300s', '1800s']) - print("多级别三买：", tb, "\n") - if __name__ == '__main__': use_kline_analyze() diff --git a/chan/__init__.py b/chan/__init__.py index 3364558..68eef12 100644 --- a/chan/__init__.py +++ b/chan/__init__.py @@ -3,7 +3,7 @@ from .analyze import KlineAnalyze, SolidAnalyze -__version__ = "0.2.0" +__version__ = "0.2.1" __author__ = "zengbin93" __email__ = "zeng_bin8888@163.com" diff --git a/chan/analyze.py b/chan/analyze.py index 28688bd..4fff1a3 100644 --- a/chan/analyze.py +++ b/chan/analyze.py @@ -196,7 +196,8 @@ class KlineAnalyze(object): """识别笔标记：从已经识别出来的分型中确定能够构建笔的分型 划分笔的步骤： - （1）确定所有符合标准的分型，能够构成笔的标准底分型一定小于其前后的底分型，顶分型反之。 + （1）确定所有符合标准的分型，能够构成笔的标准底分型一定小于其前后的底分型，顶分型反之； + 两个相邻的顶底分型之间，如果没有共用K线，也可以认为是符合标准的分型。 （2）如果前后两分型是同一性质的，对于顶，前面的低于后面的，只保留后面的，前面那个可以忽略掉；对于底， 前面的高于后面的，只保留后面的，前面那个可以忽略掉。不满足上面情况的，例如相等的，都可以先保留。 （3）经过步骤（2）的处理后，余下的分型，如果相邻的是顶和底，那么这就可以划为一笔。 @@ -460,6 +461,7 @@ class SolidAnalyze: 这只是一个样例，展示如何结合多个K线级别进行买卖点分析。 你可以根据自己对缠论的理解，利用 KlineAnalyze 的分析结果在多个级别之间进行联合分析，找出符合自己要求的买卖点。 """ + def __init__(self, klines): """ @@ -492,6 +494,144 @@ class SolidAnalyze: raise ValueError return ka, ka1, ka2 + def is_xd_end(self, freq): + """判断最后一个线段是否可以认为已经结束了（只能判断由小级别一买引发的线段结束）""" + ka, ka1, ka2 = self._get_ka(freq) + last_xd = ka.xd[-1] + + end = False + + # 向上线段结束的判断 + if last_xd['fx_mark'] == 'd' and ka.bi[-1]['fx_mark'] == 'g' and ka.bi[-1]['bi'] >= ka.bi[-3]['bi']: + zs1 = [ka.bi[-2]['dt'], ka.bi[-1]['dt']] + zs2 = [ka.bi[-4]['dt'], ka.bi[-3]['dt']] + if is_bei_chi(ka, zs1, zs2, direction="up", mode="bi"): + end = True + if isinstance(ka1, KlineAnalyze) and ka1.bi[-1]['fx_mark'] == 'd': + end = False + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'd': + end = False + + # 向下线段结束的判断 + elif last_xd['fx_mark'] == 'g' and ka.bi[-1]['fx_mark'] == 'd' and ka.bi[-1]['bi'] <= ka.bi[-3]['bi']: + zs1 = [ka.bi[-2]['dt'], ka.bi[-1]['dt']] + zs2 = [ka.bi[-4]['dt'], ka.bi[-3]['dt']] + if is_bei_chi(ka, zs1, zs2, direction="down", mode="bi"): + end = True + if isinstance(ka1, KlineAnalyze) and ka1.bi[-1]['fx_mark'] == 'g': + end = False + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'g': + end = False + + else: + raise ValueError + return end + + def is_first_buy(self, freq): + """确定某一级别一买，包括由盘整背驰引发的类一买 + + 注意：如果本级别上一级别的 ka 不存在，默认返回 False !!! + + :param freq: + :return: + """ + ka, ka1, ka2 = self._get_ka(freq) + + if not isinstance(ka, KlineAnalyze) or len(ka.xd) < 6: + return False + + b = False + 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']] + # 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']] + zs2 = [xds[-4]['dt'], xds[-3]['dt']] + if is_bei_chi(ka, zs1, zs2, direction='down', mode='xd'): + b = True + + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'g': + b = False + return b + + def is_first_sell(self, freq): + """确定某一级别一卖，包括由盘整背驰引发的类一卖 + 注意：如果本级别上一级别的 ka 不存在，默认返回 False !!! + + :param freq: + :return: + """ + ka, ka1, ka2 = self._get_ka(freq) + + if not isinstance(ka, KlineAnalyze) or len(ka.xd) < 6: + return False + + b = False + 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']] + # 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']] + zs2 = [xds[-4]['dt'], xds[-3]['dt']] + if is_bei_chi(ka, zs1, zs2, direction='up', mode='xd'): + b = True + + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'd': + b = False + return b + + def is_second_buy(self, freq): + """确定某一级别二买，包括类二买 + 注意：如果本级别上一级别的 ka 不存在，默认返回 False !!! + + :param freq: + :return: + """ + ka, ka1, ka2 = self._get_ka(freq) + + if not isinstance(ka, KlineAnalyze) or len(ka.xd) < 6: + return False + + b = False + 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']] + # 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']: + b = True + + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'g': + b = False + return b + + def is_second_sell(self, freq): + """确定某一级别二卖，包括类二卖 + 注意：如果本级别上一级别的 ka 不存在，默认返回 False !!! + + :param freq: + :return: + """ + ka, ka1, ka2 = self._get_ka(freq) + + if not isinstance(ka, KlineAnalyze) or len(ka.xd) < 6: + return False + + b = False + 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']] + # 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']: + b = True + + if isinstance(ka2, KlineAnalyze) and ka2.xd[-1]['fx_mark'] == 'd': + b = False + return b + # 一个第三类买卖点，至少需要有5段次级别的走势，前三段构成中枢，第四段离开中枢，第5段构成第三类买卖点。 def is_third_buy(self, freq): @@ -518,7 +658,7 @@ class SolidAnalyze: b = False detail = { - "操作提示": freq+"三买", + "操作提示": freq + "三买", "出现时间": "", "确认时间": "", "其他信息": f"向上中枢数量为{up_zs_number(ka)}" diff --git a/examples/combine_with_goldminer.py b/examples/combine_with_goldminer.py index f0817e2..1ed7044 100644 --- a/examples/combine_with_goldminer.py +++ b/examples/combine_with_goldminer.py @@ -74,13 +74,9 @@ def use_solid_analyze(): sa = SolidAnalyze(klines) # 查看指定级别的三买 - tb = sa.is_third_buy('1800s') + tb, _ = sa.is_third_buy('1800s') print("指定级别三买：", tb, "\n") - # 查看多个级别的三买 - tb = sa.check_third_buy(['60s', '300s', '1800s']) - print("多级别三买：", tb, "\n") - if __name__ == '__main__': use_kline_analyze() diff --git a/examples/combine_with_tushare.py b/examples/combine_with_tushare.py index 87d6b32..59f723d 100644 --- a/examples/combine_with_tushare.py +++ b/examples/combine_with_tushare.py @@ -98,10 +98,6 @@ def use_kline_analyze(): ka = KlineAnalyze(kline) print("线段：", ka.xd, "\n") print("中枢：", ka.zs, "\n") - print("三买：", ka.is_third_buy(), "\n") - print("线买：", ka.is_xd_buy(), "\n") - print("三卖：", ka.is_third_sell(), "\n") - print("线卖：", ka.is_xd_sell(), "\n") def use_solid_analyze(): @@ -111,13 +107,9 @@ def use_solid_analyze(): sa = SolidAnalyze(klines) # 查看指定级别的三买 - tb = sa.is_third_buy('30min') + tb, _ = sa.is_third_buy('30min') print("指定级别三买：", tb, "\n") - # 查看多个级别的三买 - tb = sa.check_third_buy(['1min', '5min', '30min', "D"]) - print("多级别三买：", tb, "\n") - if __name__ == '__main__': use_kline_analyze() -- GitLab