unify status

chan/a/__init__.py

@@ -7,5 +7,5 @@
 
 from .daily_classfier import daily_classifier
 from .utils import get_kline, get_realtime_kline
-from .status import kline_status, share_status, index_status
+from .status import share_status, index_status
 

chan/a/status.py

@@ -2,38 +2,39 @@
 
 from collections import OrderedDict
 from chan import a
-from chan.utils import preprocess
-
-
-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)
+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"):
@@ -41,7 +42,8 @@ def _status(ts_code, trade_date, asset="I"):
     status['上一交易日状态'] = a.daily_classifier(ts_code, trade_date, asset=asset)
 
     for freq in ['30min', 'D', 'W']:
-        status[freq] = kline_status(ts_code, trade_date, freq=freq, asset=asset)
+        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'])

chan/a/utils.py

@@ -41,6 +41,9 @@ def get_kline(ts_code, end_date, start_date=None, freq='30min', asset='E', indic
     >>> 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':

chan/utils.py

@@ -12,7 +12,12 @@ class OrderedAttrDict(OrderedDict):
 
 
 def preprocess(kline):
-    """去除包含关系"""
+    """去除包含关系
+
+    :param kline: pd.DataFrame
+        K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
+    :return: pd.DataFrame
+    """
     kline['high_m'] = None
     kline['low_m'] = None
 
@@ -75,7 +80,8 @@ def find_bi(kline):
     2 - 无效分型
 
     :param kline: pd.DataFrame
-        经过预处理，去除了包含关系的 K 线
+        经过预处理，去除了包含关系的 K 线，
+        columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
     :return: kline: pd.DataFrame
     """
     kline['bi_fx'] = None
@@ -127,8 +133,12 @@ def find_bi(kline):
 
 
 def find_xd(kline):
-    """线段查找。输入：确定了分型的 K 线；输出：加入线段查找结果的 K 线"""
+    """线段查找。输入：确定了分型的 K 线；输出：加入线段查找结果的 K 线
 
+    :param kline: pd.DataFrame
+        K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
+    :return:
+    """
     # 找出所有可能的线段终点
     gd1 = kline[kline['bi_mark'] == 0].iloc[0]
     gd2 = kline[kline['bi_mark'] == 2].iloc[0]
@@ -172,7 +182,7 @@ def ma(kline, params=(5, 10, 20, 60, 120, 250)):
     """计算指定周期的若干 MA 均线
 
     :param kline: pd.DataFrame
-        K线，确保含有 close 列
+        K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
     :param params: tuple
     :return: pd.DataFrame
         在原始数据中新增若干 MA 均线
@@ -188,7 +198,7 @@ def macd(kline):
     """计算 MACD 指标
 
     :param kline: pd.DataFrame
-        K线，确保含有 close 列
+        K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
     :return: pd.DataFrame
         在原始数据中新增 diff,dea,macd 三列
     """
@@ -209,7 +219,7 @@ def boll(kline):
     """计算 BOLL 指标
 
     :param kline: pd.DataFrame
-        K线，确保含有 close 列
+        K线，columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
     :return: pd.DataFrame
         在原始数据中新增 BOLL 指标结果
     """
@@ -224,3 +234,40 @@ def boll(kline):
     kline['boll-bottom'] = kline['boll-bottom'].apply(round, args=(4,))
     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)