0.5.5 新增井、背驰计算的单元测试

czsc/signals.py

@@ -77,7 +77,7 @@ def check_jing(fd1, fd2, fd3, fd4, fd5):
                 jing = {"jing": "向下小井", "notes": "12345向下，3最低5次之1最高，力度上5的力度比1小"}
 
             # 第二种小井：12345向下，5最低3次之1最高，力度上1大于5，5大于3
-            if fd3["low"] > fd5['low'] > fd1['low'] and fd1['power'] > fd5['power'] > fd3['power']:
+            if fd5['low'] < fd3['low'] < fd1['low'] and fd1['power'] > fd5['power'] > fd3['power']:
                 jing = {"jing": "向下小井", "notes": "12345向下，5最低3次之1最高，力度上1大于5，5大于3"}
     else:
         # 第三种小井：12345类趋势，力度依次降低，可以看成小井

test/test_signals.py

@@ -4,12 +4,121 @@ import sys
 
 sys.path.insert(0, '.')
 sys.path.insert(0, '..')
-from czsc.signals import check_jing
+from czsc.signals import check_jing, check_bei_chi
+
+
+def test_check_jing_up():
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "up", "high": 3, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 3, "low": 1.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "up", "high": 4, "low": 1.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向上大井" and j['notes'] == '12345向上，5最高3次之1最低，力度上1大于3，3大于5'
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 1, "direction": "up", "high": 3, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 3, "low": 1.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 3, "direction": "up", "high": 4, "low": 1.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向上小井" and j['notes'] == "12345向上，5最高3次之1最低，力度上1大于5，5大于3"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 1, "direction": "up", "high": 4, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 4, "low": 1.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 3, "direction": "up", "high": 3, "low": 1.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向上小井" and j['notes'] == "12345向上，3最高5次之1最低，力度上5的力度比1小"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "up", "high": 3, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 3, "low": 2.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "up", "high": 4, "low": 2.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向上小井" and j['notes'] == "12345类上涨趋势，力度依次降低"
+
+
+def test_check_jing_down():
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "down", "high": 4, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 3.5, "low": 1, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "down", "high": 3.5, "low": 0.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向下大井" and j['notes'] == "12345向下，5最低3次之1最高，力度上1大于3，3大于5"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "down", "high": 4, "low": 0.5, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 3.5, "low": 0.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "down", "high": 3.5, "low": 1, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向下小井" and j['notes'] == "12345向下，3最低5次之1最高，力度上5的力度比1小"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 1, "direction": "down", "high": 4, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 3.5, "low": 1, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 3, "direction": "down", "high": 3.5, "low": 0.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向下小井" and j['notes'] == "12345向下，5最低3次之1最高，力度上1大于5，5大于3"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "down", "high": 4, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 2, "low": 1, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "down", "high": 2, "low": 0.5, "mode": "bi"}
+
+    j = check_jing(fd1, fd2, fd3, fd4, fd5)
+    assert j['jing'] == "向下小井" and j['notes'] == "12345类下跌趋势，力度依次降低"
+
+
+def test_check_bei_chi():
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "up", "high": 3, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 3, "low": 1.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "up", "high": 4, "low": 1.5, "mode": "bi"}
+
+    bc = check_bei_chi(fd1, fd2, fd3, fd4, fd5)
+    assert bc['bc'] == "向上趋势背驰" and bc['notes'] == '12345向上，234构成中枢，5最高，力度上1大于5'
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "up", "high": 2, "low": 0, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "down", "high": 2, "low": 1, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "up", "high": 3, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "down", "high": 3, "low": 2.5, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "up", "high": 4, "low": 2.5, "mode": "bi"}
+
+    bc = check_bei_chi(fd1, fd2, fd3, fd4, fd5)
+    assert bc['bc'] == "向上盘整背驰" and bc['notes'] == '12345向上，234不构成中枢，5最高，力度上1大于5'
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "down", "high": 4, "low": 1, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 3.5, "low": 1, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "down", "high": 3.5, "low": 0.5, "mode": "bi"}
+
+    bc = check_bei_chi(fd1, fd2, fd3, fd4, fd5)
+    assert bc['bc'] == "向下趋势背驰" and bc['notes'] == "12345向下，234构成中枢，5最低，力度上1大于5"
+
+    fd1 = {"start_dt": 0, "end_dt": 1, "power": 5, "direction": "down", "high": 5, "low": 3, "mode": "bi"}
+    fd2 = {"start_dt": 1, "end_dt": 2, "power": 4, "direction": "up", "high": 4, "low": 3, "mode": "bi"}
+    fd3 = {"start_dt": 2, "end_dt": 3, "power": 3, "direction": "down", "high": 4, "low": 2, "mode": "bi"}
+    fd4 = {"start_dt": 4, "end_dt": 5, "power": 2, "direction": "up", "high": 2.5, "low": 2, "mode": "bi"}
+    fd5 = {"start_dt": 5, "end_dt": 6, "power": 1, "direction": "down", "high": 2.5, "low": 0.5, "mode": "bi"}
+
+    bc = check_bei_chi(fd1, fd2, fd3, fd4, fd5)
+    assert bc['bc'] == "向下盘整背驰" and bc['notes'] == "12345向下，234不构成中枢，5最低，力度上1大于5"
+
 
 
-def test_check_jing():
-    fd1 = {"start_dt": 0, "end_dt": 1, "power": 0, "direction": "up", "high": 0, "low": 0, "mode": "bi"}
-    fd2 = {"start_dt": 1, "end_dt": 2, "power": 0, "direction": "up", "high": 0, "low": 0, "mode": "bi"}
-    fd3 = {"start_dt": 2, "end_dt": 3, "power": 0, "direction": "up", "high": 0, "low": 0, "mode": "bi"}
-    fd4 = {"start_dt": 4, "end_dt": 5, "power": 0, "direction": "up", "high": 0, "low": 0, "mode": "bi"}
-    fd5 = {"start_dt": 5, "end_dt": 6, "power": 0, "direction": "up", "high": 0, "low": 0, "mode": "bi"}