diff --git a/README.md b/README.md index 1bc2dcc2f244896375b1d6b963a9ed260ccc1177..9b4bd2e6e51f229dcb53c6e40295304dd8061c2c 100644 --- a/README.md +++ b/README.md @@ -32,14 +32,27 @@ pip install git+git://github.com/zengbin93/chan.git -U ## 使用方法 -### 应用缠论对 K 线进行分析，并将分析结果可视化 +目前已经实现了缠论的 笔、线段、中枢 的自动识别，核心代码在 `chan.analyze` 中； +此外，基于这个库，开发了一个web页面，关联 tushare.pro 的数据，输入相应的交易代码等就可以直接查看对应的分析结果。 + +访问地址：http://103.235.232.44:8012/ ```python -import chan +from chan.analyze import KlineAnalyze -chan.kline_viewer(ts_code='000001.SH', freq='W', end_date='20190809', asset='I', show=True) -``` +ka = KlineAnalyze(kline) # kline 的格式见K先数据样例 + +# 笔的识别结果 +ka.k_bi + +# 线段的识别结果 +ka.k_xd + +# 中枢的识别结果 +ka.k_zs + +``` diff --git a/chan/__init__.py b/chan/__init__.py index e1dadc1469e91bf57bc6a0d0aaf1516550639138..9be3351c05258423d6366eb6a84468acd48f1347 100644 --- a/chan/__init__.py +++ b/chan/__init__.py @@ -1,15 +1,3 @@ -# coding: utf-8 -from . import a -from .web.vis_kline import kline_viewer -from .utils import cache_path, clean_cache -from .utils import kline_status, ma, macd -from .analyze import preprocess, find_fx, find_bi, find_xd - - -author = "zengbin93" -version = "0.0.3" -email = "zeng_bin8888@163.com" - - +from .analyze import KlineAnalyze diff --git a/chan/a/__init__.py b/chan/a/__init__.py deleted file mode 100644 index f6982ed54ba78e42c909fb7a039608a8ba242f34..0000000000000000000000000000000000000000 --- a/chan/a/__init__.py +++ /dev/null @@ -1,11 +0,0 @@ -# coding: utf-8 -""" - -缠论中仅适用与 A股 的方法 - -""" - -from .daily_classfier import daily_classifier -from .utils import get_kline, get_realtime_kline -from .status import share_status, index_status - diff --git a/chan/a/calendar.py b/chan/a/calendar.py deleted file mode 100644 index f3777226a085a4479090fc3a78b5cb0adcf3045f..0000000000000000000000000000000000000000 --- a/chan/a/calendar.py +++ /dev/null @@ -1,104 +0,0 @@ -# coding: utf-8 - -import os -import time -import functools -import tushare as ts -import pandas as pd -import warnings -from datetime import datetime - -from chan import cache_path - -# A股交易日历 -# -------------------------------------------------------------------- -FILE_CALENDAR = os.path.join(cache_path, 'calendar.csv') -if os.path.exists(FILE_CALENDAR) and \ - time.time() - os.path.getmtime(FILE_CALENDAR) < 3600 * 24 * 300: - trade_calendar = pd.read_csv(FILE_CALENDAR, encoding='utf-8') -else: - trade_calendar = ts.trade_cal() # tushare提供的交易日历 - trade_calendar.to_csv(FILE_CALENDAR, index=False, encoding='utf-8') - - -def is_trade_day(date): - """判断date日期是不是交易日 - - :param date: str or datetime.date, 如 2018-03-15 - :return: Bool - """ - trade_day = trade_calendar[trade_calendar["isOpen"] == 1] - trade_day_list = list(trade_day['calendarDate']) - if isinstance(date, datetime): - date = str(date.date()) - if date in trade_day_list: - return True - else: - return False - - -def in_trade_time(): - """判断当前是否是交易时间""" - today = str(datetime.now().date()) - if not is_trade_day(today): # 如果今天不是交易日，返回False - return False - t1 = today + " " + "09:30:00" - t1 = datetime.strptime(t1, "%Y-%m-%d %H:%M:%S") - t2 = today + " " + "11:30:00" - t2 = datetime.strptime(t2, "%Y-%m-%d %H:%M:%S") - t3 = today + " " + "13:00:00" - t3 = datetime.strptime(t3, "%Y-%m-%d %H:%M:%S") - t4 = today + " " + "15:00:00" - t4 = datetime.strptime(t4, "%Y-%m-%d %H:%M:%S") - if t1 <= datetime.now() <= t2 or t3 <= datetime.now() <= t4: - return True - else: - return False - - -def recent_trade_days(date, n=10): - """返回任一日期date前后的n个交易日日期 - - :param n: int - 返回交易日的数量n。 - 如果 n > 0，则返回date日期未来的n个交易日日期； - 如果 n < 0，则返回date日期过去的n个交易日日期。 - :param date: str 默认值 today - :return: list - n个交易日日期列表 - """ - cal_date = list(trade_calendar['calendarDate']) - date_index = cal_date.index(date) - if n >= 0: - recent_days = cal_date[date_index:date_index + n + 20] - else: - recent_days = cal_date[date_index + n - 20:date_index + 1] - recent_days = recent_days[::-1] - - res = [] - for d in recent_days: - if is_trade_day(d): - res.append(d) - if len(res) == abs(n): - break - return res - - -def run_at_trade_time(func): - """控制函数func仅在交易时间段运行""" - - @functools.wraps(func) - def wrapper(*args, **kw): - if in_trade_time(): - res = func(*args, **kw) - else: - msg = "%s 不是交易时间，函数 %s 仅在交易时间执行" % ( - datetime.now().__str__(), func.__name__ - ) - warnings.warn(msg) - res = None - return res - - return wrapper - - diff --git a/chan/a/daily_classfier.py b/chan/a/daily_classfier.py deleted file mode 100644 index 5b8714640619ab172502716079939ed2f7c92ca6..0000000000000000000000000000000000000000 --- a/chan/a/daily_classfier.py +++ /dev/null @@ -1,94 +0,0 @@ -# coding: utf-8 - -from datetime import datetime, timedelta -import tushare as ts - - -def daily_classifier(ts_code, trade_date, asset='E', return_central=False): - """ A 股每日走势的分类 - - asset 交易资产类型，可选值 E股票 I沪深指数 - - 使用该方法前，请仔细阅读：http://blog.sina.com.cn/s/blog_486e105c010009uy.html - - 每个交易日产生 8 根 30 分钟 K 线，分别在前三根和最后三根中计算中枢，其结果分以下情况： - 1）没有中枢； - 2）仅有一个中枢，或计算得到的两个中枢区间有重叠； - 3）有两个中枢，且没有重叠。 - - example: - >>> kind, central = daily_classifier('600122.SH', "20190613", return_central=True) - >>> print(kind, central) - """ - - start_date = datetime.strptime(trade_date, '%Y%m%d') - end_date = start_date + timedelta(days=1) - end_date = end_date.date().__str__().replace("-", "") - - df = ts.pro_bar(ts_code=ts_code, freq='30min', asset=asset, - start_date=trade_date, end_date=end_date) - df.sort_values('trade_time', inplace=True) - data = df[['ts_code', 'trade_time', 'high', 'low', 'close']].iloc[1:, :] - data = data.reset_index(drop=True) - assert len(data) == 8, "每个交易日，A股有且只有8跟30分钟K线" - - def _central(tri): - c_low = max(tri['low']) - c_high = min(tri['high']) - if c_low >= c_high: - # None means no central found - central = None - else: - central = { - "time_span": "%s - %s" % (tri.iloc[0, 1], tri.iloc[2, 1]), - "price_span": (c_low, c_high) - } - return central - - first_central = _central(data.iloc[:3, :]) - last_central = _central(data.iloc[-3:, :]) - - # 若两个中枢之间存在价格重叠部分，则第二个中枢不存在 - if first_central and last_central: - fp = first_central['price_span'] - lp = last_central["price_span"] - if fp[1] >= lp[0] >= fp[0] or fp[1] >= lp[1] >= fp[0]: - last_central = None - - # 没有中枢的情况 - if first_central is None and last_central is None: - kind = "最强单边走势" - - # 一个中枢的情况（平衡市） - elif (first_central is None and last_central) or (first_central and last_central is None): - max_p = max(data.iloc[:3, :]['high']) - min_p = min(data.iloc[:3, :]['low']) - - # 1、在前三根30分钟K线出现当天高点 - if max(data['high']) == max_p: - kind = "弱平衡市" - - # 2、在前三根30分钟K线出现当天低点 - elif min(data['low']) == min_p: - kind = "强平衡市" - - # 3、在前三根30分钟K线不出现当天高低点 - else: - kind = "转折平衡市" - - # 两个中枢的情况 - elif first_central and last_central: - if first_central['price_span'][0] > last_central['price_span'][0]: - kind = "向下两中枢走势" - elif first_central['price_span'][0] < last_central['price_span'][0]: - kind = "向上两中枢走势" - else: - raise ValueError("两中枢的最低价不可以相等") - - else: - raise ValueError('中枢计算错误') - - if return_central: - return kind, (first_central, last_central) - else: - return kind diff --git a/chan/a/status.py b/chan/a/status.py deleted file mode 100644 index 153dd3f9e4ba812825f76a6344f4b05946333e61..0000000000000000000000000000000000000000 --- a/chan/a/status.py +++ /dev/null @@ -1,62 +0,0 @@ -# coding:utf-8 - -from collections import OrderedDict -from chan import a -from chan.utils import kline_status - -# -# def kline_status(ts_code, trade_date, freq='D', asset="I"): -# kline = a.get_kline(ts_code, freq=freq, end_date=trade_date, asset=asset, indicators=('ma', 'macd')) -# -# # MACD 多空状态 -# last_raw = kline.iloc[-1] -# if last_raw['diff'] < 0 and last_raw['dea'] < 0: -# macd_status = '空头行情' -# elif last_raw['diff'] > 0 and last_raw['dea'] > 0: -# macd_status = '多头行情' -# else: -# macd_status = '转折行情' -# -# # 最近三根K线状态 -# pred = preprocess(kline) -# last_three = pred.iloc[-3:] -# -# # 笔状态：最近三根 K 线的走势状态 -# if min(last_three['low']) == last_three.iloc[-1]['low']: -# bi_status = "向下笔延伸中" -# elif min(last_three['low']) == last_three.iloc[-2]['low']: -# bi_status = "底分型构造中" -# elif max(last_three['high']) == last_three.iloc[-1]['high']: -# bi_status = "向上笔延伸中" -# elif max(last_three['high']) == last_three.iloc[-2]['high']: -# bi_status = "顶分型构造中" -# else: -# raise ValueError("kline 数据出错") -# -# return OrderedDict(macd_status=macd_status, bi_status=bi_status) -# - - -def _status(ts_code, trade_date, asset="I"): - status = OrderedDict() - status['上一交易日状态'] = a.daily_classifier(ts_code, trade_date, asset=asset) - - for freq in ['30min', 'D', 'W']: - kline = a.get_kline(ts_code, freq=freq, end_date=trade_date, asset=asset, indicators=None) - status[freq] = kline_status(kline) - - status_msg = '%s（%s） ：%s；' % (ts_code, trade_date, status['上一交易日状态']) - status_msg += "30分钟线%s，MACD呈现%s；" % (status['30min']['bi_status'], status['30min']['macd_status']) - status_msg += "日线%s，MACD呈现%s；" % (status['D']['bi_status'], status['D']['macd_status']) - status_msg += "周线%s，MACD呈现%s；" % (status['W']['bi_status'], status['W']['macd_status']) - - return status, status_msg - - -def share_status(ts_code, trade_date): - return _status(ts_code, trade_date, asset="E") - - -def index_status(ts_code, trade_date): - return _status(ts_code, trade_date, asset="I") - diff --git a/chan/a/utils.py b/chan/a/utils.py deleted file mode 100644 index bb2c9e6ab80f3d7d410854fddda7bd829be86389..0000000000000000000000000000000000000000 --- a/chan/a/utils.py +++ /dev/null @@ -1,117 +0,0 @@ -# coding: utf-8 - -from datetime import datetime, timedelta -import tushare as ts - - -from ..utils import ma, macd, boll - - -def _cal_indicators(kline, indicators): - if "ma" in indicators: - kline = ma(kline) - - if "macd" in indicators: - kline = macd(kline) - - if "boll" in indicators: - kline = boll(kline) - return kline - - -def get_kline(ts_code, end_date, start_date=None, freq='30min', asset='E', indicators=("ma", "macd")): - """获取指定级别的前复权K线 - - :param ts_code: str - 股票代码，如 600122.SH - :param freq: str - K线级别，可选值 [1min, 5min, 15min, 30min, 60min, D, M, Y] - :param start_date: str - 日期，如 20190601 - :param end_date: str - 日期，如 20190610 - :param indicators: tuple - 可选值 ma macd boll - :param asset: str - 交易资产类型，可选值 E股票 I沪深指数 C数字货币 FT期货 FD基金 O期权 CB可转债（v1.2.39），默认E - :return: pd.DataFrame - columns = ["symbol", "dt", "open", "close", "high", "low", "vol"] - - example: - >>> from chan.a.utils import get_kline - >>> get_kline(ts_code='600122.SH', start_date='20190601', end_date='20190610', freq='30min') - """ - if indicators is None: - indicators = [] - - if start_date is None: - end_date = datetime.strptime(end_date, '%Y%m%d') - if freq == '1min': - start_date = end_date - timedelta(days=10) - elif freq == '5min': - start_date = end_date - timedelta(days=20) - elif freq == '30min': - start_date = end_date - timedelta(days=100) - elif freq == '60min': - start_date = end_date - timedelta(days=200) - elif freq == 'D': - start_date = end_date - timedelta(weeks=100) - elif freq == 'W': - start_date = end_date - timedelta(weeks=500) - elif freq == 'M': - start_date = end_date - timedelta(weeks=4*500) - elif freq == 'Y': - start_date = end_date - timedelta(weeks=52*30) - else: - raise ValueError("'freq' value error, current value is %s, " - "optional valid values are ['1min', '5min', '30min', " - "'60min', 'D', 'W', 'M', 'Y']" % freq) - - start_date = start_date.date().__str__().replace("-", "") - end_date = end_date.date().__str__().replace("-", "") - - # https://tushare.pro/document/2?doc_id=109 - df = ts.pro_bar(ts_code=ts_code, freq=freq, start_date=start_date, end_date=end_date, - adj='qfq', asset=asset) - - # 统一 k 线数据格式为 6 列，分别是 ["symbol", "dt", "open", "close", "high", "low", "vr"] - if "min" in freq: - df.rename(columns={'ts_code': "symbol", "trade_time": "dt"}, inplace=True) - else: - df.rename(columns={'ts_code': "symbol", "trade_date": "dt"}, inplace=True) - - df.sort_values('dt', inplace=True) - df.reset_index(drop=True, inplace=True) - - # 计算量比 - # df['vr'] = 0 - # for i in range(5, len(df)): - # df.loc[i, 'vr'] = round(df.loc[i, 'vol'] / df.loc[i-5:i-1, 'vol'].mean(), 4) - kline = df[['symbol', 'dt', 'open', 'close', 'high', 'low', 'vol']] - return _cal_indicators(kline, indicators) - - -def get_realtime_kline(ts_code, freq="5min", indicators=("ma", "macd")): - """实时获取分钟K线（仅适用于A股股票） - - :param ts_code: str - tushare 股票代码，如 600122.SH - :param freq: str - K线周期，分钟级别，可选值 5min 15min 30min 60min - :param indicators: tuple - 可选值 ma macd boll - :return: pd.DataFrame - columns = ["symbol", "dt", "open", "close", "high", "low", "vol"] - - """ - code = ts_code[:6] - - df = ts.get_k_data(code=code, ktype=freq.replace("min", "")) - df['symbol'] = ts_code - df.rename(columns={'date': 'dt', 'volume': 'vol'}, inplace=True) - df.sort_values('dt', inplace=True) - df.reset_index(drop=True, inplace=True) - - kline = df[['symbol', 'dt', 'open', 'close', 'high', 'low', 'vol']] - return _cal_indicators(kline, indicators) - diff --git a/chan/analyze.py b/chan/analyze.py index 64ab3513ffdbb0e8da94732fc0de14efb7e9b635..19289f60e5732cc9b57814ee45a97d8be2a81a83 100644 --- a/chan/analyze.py +++ b/chan/analyze.py @@ -56,8 +56,9 @@ def preprocess(kline): k_new.append(last) last = deepcopy(row) - if i == len(kline): - k_new.append(last) + if i == len(kline)-1: + if row['dt'] != k_new[-1]['dt']: + k_new.append(row) # print('k_new nums:', len(k_new)) return k_new @@ -131,10 +132,12 @@ def find_bi(k_fx): def find_xd(k_bi): """查找线段标记""" + k_xd = [] i = 0 potential = deepcopy(k_bi[i]) + # 依据不创新高、新低的近似标准找出所有潜在线段标记 while i < len(k_bi)-3: k1, k2, k3 = k_bi[i+1], k_bi[i+2], k_bi[i+3] @@ -160,14 +163,83 @@ def find_xd(k_bi): else: raise ValueError - potential['xd'] = potential['bi'] k_xd.append(potential) - # print("xd nums:", len(k_xd)) - # 待完善：如果两个线段标记之间无有效笔标记，则这两个线段标记无效。 - return k_xd + # # 在向下笔构成的标准特征序列中找出所有顶分型；在向上笔构成的标准特征序列中找出所有底分型； + # def _bi_fx(bi_list, mode): + # + # if mode == 'g': + # direction = 'up' + # elif mode == 'd': + # direction = 'down' + # else: + # raise ValueError + # + # bi_pred = [] + # last = bi_list[0] + # for bi in bi_list[1:]: + # # 包含关系处理 + # cur_h, cur_l = bi['high'], bi['low'] + # last_h, last_l = last['high'], last['low'] + # + # # 左包含 or 右包含 + # if (cur_h <= last_h and cur_l >= last_l) or (cur_h >= last_h and cur_l <= last_l): + # # 有包含关系，按方向分别处理 + # if direction == "up": + # last_h = max(last_h, cur_h) + # last_l = max(last_l, cur_l) + # if last_h != last['high']: + # last = deepcopy(bi) + # last['low'] = last_l + # elif direction == "down": + # last_h = min(last_h, cur_h) + # last_l = min(last_l, cur_l) + # if last_l != last['low']: + # last = deepcopy(bi) + # last['high'] = last_h + # else: + # raise ValueError + # else: + # # 无包含关系，更新 K 线 + # bi_pred.append(last) + # last = deepcopy(bi) + # + # return [x for x in find_fx(bi_pred) if x.get('fx_mark', None) == mode] + # + # bi_down = [{"dt": x['dt'], "high": x['fx'], "low": k_bi[i+1]['fx']} + # for i, x in enumerate(k_bi[:-1]) if x['fx_mark'] == "g"] + # bi_g = _bi_fx(bi_down, mode='g') + # bi_up = [{"dt": x['dt'], "high": k_bi[i+1]['fx'], "low": x['fx']} + # for i, x in enumerate(k_bi[:-1]) if x['fx_mark'] == "d"] + # bi_d = _bi_fx(bi_up, mode='d') + # valid_fx = [x['low'] for x in bi_d] + [x['high'] for x in bi_g] + # # valid_dt = [x['dt'] for x in bi_d] + [x['dt'] for x in bi_g] + # + # # 利用特征序列的顶底分型确认线段标记的有效性，随后，对连续两个相同标记进行处理。 + # k_xd_valid = [k_xd[0]] + # for x in k_xd: + # if x['fx'] not in valid_fx: + # continue + # else: + # if x['fx_mark'] == k_xd_valid[-1]['fx_mark']: + # if x['fx_mark'] == 'g' and x['fx'] > k_xd_valid[-1]['fx']: + # k_xd_valid[-1] = x + # elif x['fx_mark'] == 'd' and x['fx'] < k_xd_valid[-1]['fx']: + # k_xd_valid[-1] = x + # else: + # continue + # else: + # k_xd_valid.append(x) + # + # # 对最后一个线段标记使用近似定义 + # if k_xd[-1] not in k_xd_valid and k_xd[-1]['fx_mark'] != k_xd_valid[-1]['fx_mark']: + # # print("add last xd") + # k_xd_valid.append(k_xd[-1]) + # + # return k_xd_valid + def find_zs(k_xd): """查找中枢""" @@ -226,6 +298,7 @@ class KlineAnalyze(object): self.k_fx = find_fx(self.k_new) self.k_bi = find_bi(self.k_fx) self.k_xd = find_xd(self.k_bi) + self.k_zs = find_zs(self.k_xd) @property def chan_result(self): @@ -281,6 +354,7 @@ class KlineAnalyze(object): # 找第三卖点是否形成 s = '中枢下移' elif xd1[0]['fx_mark'] == "d" and xd4[1]['fx'] > zs[1]: + # 找第三买点是否形成 s = '中枢上移' else: s = '中枢震荡' diff --git a/chan/utils.py b/chan/ta.py similarity index 58% rename from chan/utils.py rename to chan/ta.py index 498deba9f1628737778d56c8d589bfd7277bbb1d..f0a1bf6789a12b9b8c2e587bc7c3d66e9a5fe0b5 100644 --- a/chan/utils.py +++ b/chan/ta.py @@ -1,19 +1,8 @@ # coding: utf-8 +""" -import os -import shutil -from collections import OrderedDict -from .analyze import preprocess - - -cache_path = os.path.join(os.path.expanduser('~'), ".chan") -if not os.path.exists(cache_path): - os.mkdir(cache_path) - - -def clean_cache(): - shutil.rmtree(cache_path) - os.mkdir(cache_path) +常用技术分析指标：MA, MACD, BOLL +""" def ma(kline, params=(5, 10, 20, 60, 120, 250)): @@ -72,40 +61,3 @@ def boll(kline): kline['boll-bottom'] = kline['boll-bottom'].apply(round, args=(2,)) return kline - -def kline_status(kline): - """计算 kline 的当下状态 - - :param kline: pd.DataFrame - K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"] - :return: OrderedDict - """ - kline = ma(kline) - kline = macd(kline) - - # MACD 多空状态 - last_raw = kline.iloc[-1] - if last_raw['diff'] < 0 and last_raw['dea'] < 0: - macd_status = '空头行情' - elif last_raw['diff'] > 0 and last_raw['dea'] > 0: - macd_status = '多头行情' - else: - macd_status = '转折行情' - - # 最近三根K线状态 - pred = preprocess(kline) - last_three = pred.iloc[-3:] - - # 笔状态：最近三根 K 线的走势状态 - if min(last_three['low']) == last_three.iloc[-1]['low']: - bi_status = "向下笔延伸中" - elif min(last_three['low']) == last_three.iloc[-2]['low']: - bi_status = "底分型构造中" - elif max(last_three['high']) == last_three.iloc[-1]['high']: - bi_status = "向上笔延伸中" - elif max(last_three['high']) == last_three.iloc[-2]['high']: - bi_status = "顶分型构造中" - else: - raise ValueError("kline 数据出错") - - return OrderedDict(macd_status=macd_status, bi_status=bi_status) diff --git a/chan/web/__init__.py b/chan/web/__init__.py deleted file mode 100644 index 3117685a03dee0f98ffd5c6562492c6e7d30fccc..0000000000000000000000000000000000000000 --- a/chan/web/__init__.py +++ /dev/null @@ -1,2 +0,0 @@ -# coding: utf-8 - diff --git a/chan/web/vis_kline.py b/chan/web/vis_kline.py deleted file mode 100644 index 71c2adb066b39cb6187ae2fb1067024728ff375c..0000000000000000000000000000000000000000 --- a/chan/web/vis_kline.py +++ /dev/null @@ -1,347 +0,0 @@ -# coding: utf-8 -""" - - -https://pyecharts.org/#/zh-cn/rectangular_charts?id=klinecandlestick%ef%bc%9ak%e7%ba%bf%e5%9b%be - -""" - -import os -import webbrowser -from pyecharts import options as opts -from pyecharts.charts import Kline, Grid, Line, Bar, Scatter -from pyecharts.globals import ThemeType, CurrentConfig - -from chan.a import get_kline -from chan.utils import cache_path -from chan.analyze import preprocess, find_fx, find_bi, find_xd - - -CurrentConfig.PAGE_TITLE = "chan - 缠论分析" - - -def kline_viewer(ts_code, freq, end_date, asset='E', show=True): - """ - - :param show: - :param ts_code: - :param freq: - :param end_date: - :param asset: - :return: - - example: - - >>> from chan.web.vis_kline import kline_viewer - >>> kline_viewer(ts_code='002739.SZ', freq='1min', end_date="20190809", asset='E') - """ - kline_raw = get_kline(ts_code, freq=freq, end_date=end_date, asset=asset, indicators=('ma', 'macd')) - - for col in ['open', 'close', 'high', 'low']: - kline_raw[col] = kline_raw[col].apply(round, args=(2,)) - - kline_chan = find_xd(find_bi(find_fx(preprocess(kline_raw)))) - kline_chan = kline_chan[['dt', 'fx', 'fx_mark', 'bi', 'bi_mark', 'xd', 'xd_mark']] - kline_raw = kline_raw.merge(kline_chan, how='left', on='dt') - - start_dt = kline_raw.iloc[0]["dt"] - end_dt = kline_raw.iloc[-1]["dt"] - - x_data = kline_raw.dt.values.tolist() - oclh = kline_raw[['open', 'close', 'low', 'high']].values.tolist() - symbol = kline_raw.iloc[0]['symbol'] - - kline = ( - Kline(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name=symbol, - y_axis=oclh, - itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"), - ) - .set_global_opts( - title_opts=opts.TitleOpts( - title="缠论分析结果：%s-%s" % (symbol, freq), - subtitle="时间区间：%s 至 %s" % (start_dt, end_dt) - ), - xaxis_opts=opts.AxisOpts(type_="category"), - yaxis_opts=opts.AxisOpts( - is_scale=True, - splitarea_opts=opts.SplitAreaOpts( - is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1) - ), - ), - legend_opts=opts.LegendOpts( - is_show=True, pos_top=5, pos_left="center" - ), - datazoom_opts=[ - opts.DataZoomOpts( - is_show=False, - type_="inside", - xaxis_index=[0, 1], - range_start=0, - range_end=100, - ), - opts.DataZoomOpts( - is_show=True, - xaxis_index=[0, 1], - type_="slider", - pos_top="60%", - range_start=0, - range_end=100, - ), - ], - tooltip_opts=opts.TooltipOpts( - trigger="axis", - axis_pointer_type="cross", - background_color="rgba(245, 245, 245, 0.8)", - border_width=1, - border_color="#ccc", - textstyle_opts=opts.TextStyleOpts(color="#000"), - ), - visualmap_opts=opts.VisualMapOpts( - is_show=False, - dimension=2, - series_index=5, - is_piecewise=True, - pieces=[ - {"value": 1, "color": "#ec0000"}, - {"value": -1, "color": "#00da3c"}, - ], - ), - axispointer_opts=opts.AxisPointerOpts( - is_show=True, - link=[{"xAxisIndex": "all"}], - label=opts.LabelOpts(background_color="#777"), - ), - brush_opts=opts.BrushOpts( - x_axis_index="all", - brush_link="all", - out_of_brush={"colorAlpha": 0.1}, - brush_type="lineX", - ), - ) - ) - - line = ( - Line(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="MA5", - y_axis=kline_raw.ma5.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="MA10", - y_axis=kline_raw.ma10.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="MA20", - y_axis=kline_raw.ma20.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="MA60", - y_axis=kline_raw.ma60.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="MA120", - y_axis=kline_raw.ma120.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="MA250", - y_axis=kline_raw.ma250.values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts(xaxis_opts=opts.AxisOpts(type_="category")) - ) - - chan_fx = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("分型标记", kline_raw.fx.values.tolist()) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - chan_bi = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("笔标记", kline_raw.bi.values.tolist()) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - chan_xd = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("线段标记", kline_raw.xd.values.tolist()) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - # Kline And Line - kline = kline.overlap(line) - kline = kline.overlap(chan_fx) - kline = kline.overlap(chan_bi) - kline = kline.overlap(chan_xd) - # ========================================================== - macd_line = ( - Line(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="DEA", - y_axis=kline_raw['dea'].values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .add_yaxis( - series_name="DIFF", - y_axis=kline_raw['diff'].values.tolist(), - is_smooth=True, - is_symbol_show=False, - is_hover_animation=False, - linestyle_opts=opts.LineStyleOpts(width=2, opacity=0.5), - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts(xaxis_opts=opts.AxisOpts(type_="category")) - ) - - macd_bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.macd.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - macd = macd_line.overlap(macd_bar) - - # ========================================================== - - bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.vol.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - # Grid Overlap + Bar - grid_chart = Grid(opts.InitOpts(width="1500px", height="800px", theme=ThemeType.WHITE)) - grid_chart.add( - kline, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", height="50%" - ), - ) - grid_chart.add( - macd, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="60%", height="16%" - ), - ) - grid_chart.add( - bar, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="70%", height="16%" - ), - ) - - # 调用浏览器打开可视化结果 - if show: - graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, freq)) - grid_chart.render(path=graph_path) - webbrowser.open(graph_path) - return grid_chart diff --git a/setup.py b/setup.py index 0e9e1134b103a64d4a2ea7c97eae024c38e22050..a6732f3396262a1965f527b171e8dfeb15d050c3 100644 --- a/setup.py +++ b/setup.py @@ -1,18 +1,17 @@ # coding: utf-8 from setuptools import setup, find_packages -import chan setup( name="chan", - version=chan.version, + version="V 0.0.1", keywords=("缠论", "技术分析"), description="缠论技术分析工具", long_description="缠论技术分析工具", license="MIT", url="https://github.com/zengbin93/chan", - author=chan.author, - author_email=chan.email, + author="zengbin93", + author_email="zeng_bin8888@163.com", packages=find_packages(exclude=['test', 'images']), include_package_data=True, diff --git a/test/__init__.py b/test/__init__.py deleted file mode 100644 index e69de29bb2d1d6434b8b29ae775ad8c2e48c5391..0000000000000000000000000000000000000000 diff --git a/test/test_analyze.py b/test/test_analyze.py deleted file mode 100644 index f9d1f3ea1df8b20594f11a935a09c68a33496a76..0000000000000000000000000000000000000000 --- a/test/test_analyze.py +++ /dev/null @@ -1,652 +0,0 @@ -# coding: utf-8 - -import sys -sys.path.insert(0, r"C:\ZB\git_repo\zengbin93\chan") - -import os -import webbrowser -from pyecharts import options as opts -from pyecharts.charts import Kline, Grid, Line, Bar, Scatter -from pyecharts.globals import ThemeType -from chan.a import get_kline -from chan import cache_path -from chan.analyze import preprocess, find_fx, find_bi, find_xd - - -def show_preprocessed_kline(kline_raw, show=True): - x_data = kline_raw.dt.values.tolist() - oclh = kline_raw[['open', 'close', 'low', 'high']].values.tolist() - symbol = kline_raw.iloc[0]['symbol'] - start_dt = kline_raw.iloc[0]["dt"] - end_dt = kline_raw.iloc[-1]["dt"] - - kline = ( - Kline(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name=symbol, - y_axis=oclh, - itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"), - ) - .set_global_opts( - title_opts=opts.TitleOpts( - title="缠论分析结果：%s" % symbol, - subtitle="时间区间：%s 至 %s" % (start_dt, end_dt) - ), - xaxis_opts=opts.AxisOpts(type_="category"), - yaxis_opts=opts.AxisOpts( - is_scale=True, - splitarea_opts=opts.SplitAreaOpts( - is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1) - ), - ), - legend_opts=opts.LegendOpts( - is_show=True, pos_top=10, pos_left="center" - ), - datazoom_opts=[ - opts.DataZoomOpts( - is_show=False, - type_="inside", - xaxis_index=[0, 1], - range_start=0, - range_end=100, - ), - opts.DataZoomOpts( - is_show=True, - xaxis_index=[0, 1], - type_="slider", - pos_top="90%", - range_start=0, - range_end=100, - ), - ], - tooltip_opts=opts.TooltipOpts( - trigger="axis", - axis_pointer_type="cross", - background_color="rgba(245, 245, 245, 0.8)", - border_width=1, - border_color="#ccc", - textstyle_opts=opts.TextStyleOpts(color="#000"), - ), - visualmap_opts=opts.VisualMapOpts( - is_show=False, - dimension=2, - series_index=5, - is_piecewise=True, - pieces=[ - {"value": 1, "color": "#ec0000"}, - {"value": -1, "color": "#00da3c"}, - ], - ), - axispointer_opts=opts.AxisPointerOpts( - is_show=True, - link=[{"xAxisIndex": "all"}], - label=opts.LabelOpts(background_color="#777"), - ), - brush_opts=opts.BrushOpts( - x_axis_index="all", - brush_link="all", - out_of_brush={"colorAlpha": 0.1}, - brush_type="lineX", - ), - ) - ) - - bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.vol.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - # Kline And Line - # kline = kline.overlap(line) - - # Grid Overlap + Bar - grid_chart = Grid(opts.InitOpts(width="1400px", height="800px", theme=ThemeType.WHITE)) - grid_chart.add( - kline, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", height="60%" - ), - ) - grid_chart.add( - bar, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="70%", height="16%" - ), - ) - - graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, 'preprocessed')) - grid_chart.render(path=graph_path) - - # 调用浏览器打开可视化结果 - if show: - webbrowser.open(graph_path) - - -def show_fx_kline(kline_raw, show=True): - freq = '5min' - start_dt = kline_raw.iloc[0]["dt"] - end_dt = kline_raw.iloc[-1]["dt"] - - x_data = kline_raw.dt.values.tolist() - oclh = kline_raw[['open', 'close', 'low', 'high']].values.tolist() - symbol = kline_raw.iloc[0]['symbol'] - - kline = ( - Kline(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name=symbol, - y_axis=oclh, - itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"), - ) - .set_global_opts( - title_opts=opts.TitleOpts( - title="缠论分析结果：%s-%s" % (symbol, freq), - subtitle="时间区间：%s 至 %s" % (start_dt, end_dt) - ), - xaxis_opts=opts.AxisOpts(type_="category"), - yaxis_opts=opts.AxisOpts( - is_scale=True, - splitarea_opts=opts.SplitAreaOpts( - is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1) - ), - ), - legend_opts=opts.LegendOpts( - is_show=True, pos_top=10, pos_left="center" - ), - datazoom_opts=[ - opts.DataZoomOpts( - is_show=False, - type_="inside", - xaxis_index=[0, 1], - range_start=0, - range_end=100, - ), - opts.DataZoomOpts( - is_show=True, - xaxis_index=[0, 1], - type_="slider", - pos_top="90%", - range_start=0, - range_end=100, - ), - ], - tooltip_opts=opts.TooltipOpts( - trigger="axis", - axis_pointer_type="cross", - background_color="rgba(245, 245, 245, 0.8)", - border_width=1, - border_color="#ccc", - textstyle_opts=opts.TextStyleOpts(color="#000"), - ), - visualmap_opts=opts.VisualMapOpts( - is_show=False, - dimension=2, - series_index=5, - is_piecewise=True, - pieces=[ - {"value": 1, "color": "#ec0000"}, - {"value": -1, "color": "#00da3c"}, - ], - ), - axispointer_opts=opts.AxisPointerOpts( - is_show=True, - link=[{"xAxisIndex": "all"}], - label=opts.LabelOpts(background_color="#777"), - ), - brush_opts=opts.BrushOpts( - x_axis_index="all", - brush_link="all", - out_of_brush={"colorAlpha": 0.1}, - brush_type="lineX", - ), - ) - ) - - chan = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("分型标记", kline_raw.fx.values.tolist(), - label_opts=opts.LabelOpts(is_show=False)) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.vol.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - # Kline And Line - kline = kline.overlap(chan) - - # Grid Overlap + Bar - grid_chart = Grid(opts.InitOpts(width="1400px", height="800px", theme=ThemeType.WHITE)) - grid_chart.add( - kline, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", height="60%" - ), - ) - grid_chart.add( - bar, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="70%", height="16%" - ), - ) - - graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, "fx")) - grid_chart.render(path=graph_path) - - # 调用浏览器打开可视化结果 - if show: - webbrowser.open(graph_path) - - -def show_bi_kline(kline_raw, show=True): - freq = '5min' - start_dt = kline_raw.iloc[0]["dt"] - end_dt = kline_raw.iloc[-1]["dt"] - - x_data = kline_raw.dt.values.tolist() - oclh = kline_raw[['open', 'close', 'low', 'high']].values.tolist() - symbol = kline_raw.iloc[0]['symbol'] - - kline = ( - Kline(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name=symbol, - y_axis=oclh, - itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"), - ) - .set_global_opts( - title_opts=opts.TitleOpts( - title="缠论分析结果：%s-%s" % (symbol, freq), - subtitle="时间区间：%s 至 %s" % (start_dt, end_dt) - ), - xaxis_opts=opts.AxisOpts(type_="category"), - yaxis_opts=opts.AxisOpts( - is_scale=True, - splitarea_opts=opts.SplitAreaOpts( - is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1) - ), - ), - legend_opts=opts.LegendOpts( - is_show=True, pos_top=10, pos_left="center" - ), - datazoom_opts=[ - opts.DataZoomOpts( - is_show=False, - type_="inside", - xaxis_index=[0, 1], - range_start=0, - range_end=100, - ), - opts.DataZoomOpts( - is_show=True, - xaxis_index=[0, 1], - type_="slider", - pos_top="90%", - range_start=0, - range_end=100, - ), - ], - tooltip_opts=opts.TooltipOpts( - trigger="axis", - axis_pointer_type="cross", - background_color="rgba(245, 245, 245, 0.8)", - border_width=1, - border_color="#ccc", - textstyle_opts=opts.TextStyleOpts(color="#000"), - ), - visualmap_opts=opts.VisualMapOpts( - is_show=False, - dimension=2, - series_index=5, - is_piecewise=True, - pieces=[ - {"value": 1, "color": "#ec0000"}, - {"value": -1, "color": "#00da3c"}, - ], - ), - axispointer_opts=opts.AxisPointerOpts( - is_show=True, - link=[{"xAxisIndex": "all"}], - label=opts.LabelOpts(background_color="#777"), - ), - brush_opts=opts.BrushOpts( - x_axis_index="all", - brush_link="all", - out_of_brush={"colorAlpha": 0.1}, - brush_type="lineX", - ), - ) - ) - - chan = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("笔标记", kline_raw.bi.values.tolist(), - label_opts=opts.LabelOpts(is_show=False)) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.vol.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - # Kline And Line - kline = kline.overlap(chan) - - # Grid Overlap + Bar - grid_chart = Grid(opts.InitOpts(width="1400px", height="800px", theme=ThemeType.WHITE)) - grid_chart.add( - kline, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", height="60%" - ), - ) - grid_chart.add( - bar, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="70%", height="16%" - ), - ) - - graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, "fx")) - grid_chart.render(path=graph_path) - - # 调用浏览器打开可视化结果 - if show: - webbrowser.open(graph_path) - - -def show_xd_kline(kline_raw, show=True): - freq = '5min' - start_dt = kline_raw.iloc[0]["dt"] - end_dt = kline_raw.iloc[-1]["dt"] - - x_data = kline_raw.dt.values.tolist() - oclh = kline_raw[['open', 'close', 'low', 'high']].values.tolist() - symbol = kline_raw.iloc[0]['symbol'] - - kline = ( - Kline(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name=symbol, - y_axis=oclh, - itemstyle_opts=opts.ItemStyleOpts(color="#ec0000", color0="#00da3c"), - ) - .set_global_opts( - title_opts=opts.TitleOpts( - title="缠论分析结果：%s-%s" % (symbol, freq), - subtitle="时间区间：%s 至 %s" % (start_dt, end_dt) - ), - xaxis_opts=opts.AxisOpts(type_="category"), - yaxis_opts=opts.AxisOpts( - is_scale=True, - splitarea_opts=opts.SplitAreaOpts( - is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1) - ), - ), - legend_opts=opts.LegendOpts( - is_show=True, pos_top=10, pos_left="center" - ), - datazoom_opts=[ - opts.DataZoomOpts( - is_show=False, - type_="inside", - xaxis_index=[0, 1], - range_start=0, - range_end=100, - ), - opts.DataZoomOpts( - is_show=True, - xaxis_index=[0, 1], - type_="slider", - pos_top="90%", - range_start=0, - range_end=100, - ), - ], - tooltip_opts=opts.TooltipOpts( - trigger="axis", - axis_pointer_type="cross", - background_color="rgba(245, 245, 245, 0.8)", - border_width=1, - border_color="#ccc", - textstyle_opts=opts.TextStyleOpts(color="#000"), - ), - visualmap_opts=opts.VisualMapOpts( - is_show=False, - dimension=2, - series_index=5, - is_piecewise=True, - pieces=[ - {"value": 1, "color": "#ec0000"}, - {"value": -1, "color": "#00da3c"}, - ], - ), - axispointer_opts=opts.AxisPointerOpts( - is_show=True, - link=[{"xAxisIndex": "all"}], - label=opts.LabelOpts(background_color="#777"), - ), - brush_opts=opts.BrushOpts( - x_axis_index="all", - brush_link="all", - out_of_brush={"colorAlpha": 0.1}, - brush_type="lineX", - ), - ) - ) - - chan_fx = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("分型标记", kline_raw.fx.values.tolist(), - label_opts=opts.LabelOpts(is_show=False)) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - chan_bi = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("笔标记", kline_raw.bi.values.tolist(), - label_opts=opts.LabelOpts(is_show=False)) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - chan_xd = ( - Scatter(init_opts=opts.InitOpts(theme=ThemeType.WHITE)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis("线段标记", kline_raw.xd.values.tolist(), - label_opts=opts.LabelOpts(is_show=False)) - .set_global_opts( - visualmap_opts=opts.VisualMapOpts(type_="size", max_=150, min_=20), - ) - ) - - bar = ( - Bar(init_opts=opts.InitOpts(theme=ThemeType.LIGHT)) - .add_xaxis(xaxis_data=x_data) - .add_yaxis( - series_name="Volume", - yaxis_data=kline_raw.vol.values.tolist(), - xaxis_index=1, - yaxis_index=1, - label_opts=opts.LabelOpts(is_show=False), - ) - .set_global_opts( - xaxis_opts=opts.AxisOpts( - type_="category", - is_scale=True, - grid_index=1, - boundary_gap=False, - axisline_opts=opts.AxisLineOpts(is_on_zero=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - axislabel_opts=opts.LabelOpts(is_show=False), - split_number=20, - min_="dataMin", - max_="dataMax", - ), - yaxis_opts=opts.AxisOpts( - grid_index=1, - is_scale=True, - split_number=2, - axislabel_opts=opts.LabelOpts(is_show=False), - axisline_opts=opts.AxisLineOpts(is_show=False), - axistick_opts=opts.AxisTickOpts(is_show=False), - splitline_opts=opts.SplitLineOpts(is_show=False), - ), - legend_opts=opts.LegendOpts(is_show=False), - ) - ) - - # Kline And Line - kline = kline.overlap(chan_fx) - kline = kline.overlap(chan_bi) - kline = kline.overlap(chan_xd) - - # Grid Overlap + Bar - grid_chart = Grid(opts.InitOpts(width="1400px", height="800px", theme=ThemeType.WHITE)) - grid_chart.add( - kline, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", height="60%" - ), - ) - grid_chart.add( - bar, - grid_opts=opts.GridOpts( - pos_left="8%", pos_right="8%", pos_top="70%", height="16%" - ), - ) - - graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, "fx")) - grid_chart.render(path=graph_path) - - # 调用浏览器打开可视化结果 - if show: - webbrowser.open(graph_path) - - -if __name__ == '__main__': - kline = get_kline('000001.SH', freq='5min', end_date='20190810', asset="I", indicators=("ma", 'macd')) - kline = preprocess(kline) - # show_preprocessed_kline(kline) - kline = find_fx(kline) - # show_fx_kline(kline) - kline = find_bi(kline) - # show_bi_kline(kline, show=True) - kline = find_xd(kline) - show_xd_kline(kline, show=True) - diff --git a/test/test_kline_viewer.py b/test/test_kline_viewer.py deleted file mode 100644 index 6e3d0f51764b401b680c86c2cd30594a44d270a6..0000000000000000000000000000000000000000 --- a/test/test_kline_viewer.py +++ /dev/null @@ -1,18 +0,0 @@ -# coding: utf-8 - -import sys -sys.path.insert(0, "..") - -import os -from datetime import datetime -import pandas as pd -import chan -from tqdm import tqdm - -shares = pd.read_excel(os.path.join(chan.cache_path, 'shares.xlsx'), sheets='pool') - -today = datetime.now().date().__str__().replace("-", '') - -chan.kline_viewer(ts_code='000001.SH', freq='5min', end_date=today, asset='I', show=True) - - diff --git a/test/test_utils.py b/test/test_utils.py deleted file mode 100644 index 8dd5fab4ee69229bdb54cb660fe6a69d7f0873c5..0000000000000000000000000000000000000000 --- a/test/test_utils.py +++ /dev/null @@ -1,32 +0,0 @@ -# coding: utf-8 - -import unittest -from chan.a import get_kline -import chan.utils as u - - -class TestAnalyze(unittest.TestCase): - def setUp(self): - self.kline = get_kline(ts_code='600977.SH', start_date='20190501', end_date='20190725', freq='5min') - - def test_utils(self): - kline_new = u.preprocess(self.kline) - self.assertTrue(len(kline_new) < len(self.kline)) - - kline_bi = u.find_bi(kline_new) - self.assertTrue("bi_mark" in kline_bi.columns) - - kline_xd = u.find_xd(kline_bi) - self.assertTrue("xd_mark" in kline_xd.columns) - - kline_macd = u.macd(kline_xd) - self.assertTrue("macd" in kline_macd.columns) - - kline_boll = u.boll(kline_macd) - self.assertTrue("boll-top" in kline_boll.columns) - - -if __name__ == "__main__": - unittest.main() - -