0.3.3 优化中枢识别代码

chan/__init__.py

@@ -7,7 +7,7 @@ from .solid import SolidAnalyze
 from .solid import is_in_tolerance, is_first_buy, is_first_sell, is_second_buy, \
     is_second_sell, is_third_buy, is_third_sell, is_xd_buy, is_xd_sell
 
-__version__ = "0.3.2"
+__version__ = "0.3.3"
 __author__ = "zengbin93"
 __email__ = "zeng_bin8888@163.com"
 

chan/analyze.py

@@ -461,27 +461,31 @@ class KlineAnalyze(object):
         zs_xd = []
 
         for i in range(len(k_xd)):
-            if len(zs_xd) < 3:
+            if len(zs_xd) < 5:
                 zs_xd.append(k_xd[i])
                 continue
             xd_p = k_xd[i]
-            zs_d = max([x['xd'] for x in zs_xd[:3] if x['fx_mark'] == 'd'])
-            zs_g = min([x['xd'] for x in zs_xd[:3] if x['fx_mark'] == 'g'])
+            zs_d = max([x['xd'] for x in zs_xd[1:5] if x['fx_mark'] == 'd'])
+            zs_g = min([x['xd'] for x in zs_xd[1:5] if x['fx_mark'] == 'g'])
+            if zs_g <= zs_d:
+                zs_xd.append(k_xd[i])
+                zs_xd.pop(0)
+                continue
 
             if xd_p['fx_mark'] == "d" and xd_p['xd'] > zs_g:
                 # 线段在中枢上方结束，形成三买
                 k_zs.append({'zs': (zs_d, zs_g), "zs_xd": deepcopy(zs_xd)})
-                zs_xd = deepcopy(k_xd[i - 2:i + 1])
+                zs_xd = deepcopy(k_xd[i: i+1])
             elif xd_p['fx_mark'] == "g" and xd_p['xd'] < zs_d:
                 # 线段在中枢下方结束，形成三卖
                 k_zs.append({'zs': (zs_d, zs_g), "zs_xd": deepcopy(zs_xd)})
-                zs_xd = deepcopy(k_xd[i - 2:i + 1])
+                zs_xd = deepcopy(k_xd[i: i+1])
             else:
                 zs_xd.append(deepcopy(xd_p))
 
-        if len(zs_xd) >= 4:
-            zs_d = max([x['xd'] for x in zs_xd if x['fx_mark'] == 'd'])
-            zs_g = min([x['xd'] for x in zs_xd if x['fx_mark'] == 'g'])
+        if len(zs_xd) >= 5:
+            zs_d = max([x['xd'] for x in zs_xd[1:5] if x['fx_mark'] == 'd'])
+            zs_g = min([x['xd'] for x in zs_xd[1:5] if x['fx_mark'] == 'g'])
             k_zs.append({'zs': (zs_d, zs_g), "zs_xd": deepcopy(zs_xd)})
 
         return k_zs

test/test_analyze.py

@@ -15,21 +15,21 @@ def test_bei_chi():
     ka = KlineAnalyze(df)
 
     # 线段背驰
-    zs1 = ['2018-07-26 15:00:00', '2018-10-19 15:00:00']
-    zs2 = ['2018-01-29 15:00:00', '2018-07-06 15:00:00']
-    assert is_bei_chi(ka, zs1, zs2, direction='down', mode='xd', adjust=0.9)
+    zs1 = {"start_dt": '2018-07-26 15:00:00', "end_dt": '2018-10-19 15:00:00', "direction": "down"}
+    zs2 = {"start_dt": '2018-01-29 15:00:00', "end_dt": '2018-07-06 15:00:00', "direction": "down"}
+    assert is_bei_chi(ka, zs1, zs2, mode='xd', adjust=0.9)
 
-    zs1 = ['2013-12-10 15:00:00', '2014-01-20 15:00:00']
-    zs2 = ['2013-09-12 15:00:00', '2013-11-14 15:00:00']
-    assert not is_bei_chi(ka, zs1, zs2, direction='down', mode='xd', adjust=0.9)
+    zs1 = {"start_dt": '2013-12-10 15:00:00', "end_dt": '2014-01-20 15:00:00', "direction": "down"}
+    zs2 = {"start_dt": '2013-09-12 15:00:00', "end_dt": '2013-11-14 15:00:00', "direction": "down"}
+    assert not is_bei_chi(ka, zs1, zs2, mode='xd', adjust=0.9)
 
     # 笔背驰
-    zs1 = ['2019-05-17 15:00:00', '2019-06-10 15:00:00']
-    zs2 = ['2019-04-08 15:00:00', '2019-05-10 15:00:00']
+    zs1 = {"start_dt": '2019-05-17 15:00:00', "end_dt": '2019-06-10 15:00:00'}
+    zs2 = {"start_dt": '2019-04-08 15:00:00', "end_dt": '2019-05-10 15:00:00'}
     assert is_bei_chi(ka, zs1, zs2, mode='bi', adjust=0.9)
 
-    zs1 = ['2018-09-28 15:00:00', '2018-10-19 15:00:00']
-    zs2 = ['2018-08-28 15:00:00', '2018-09-12 15:00:00']
+    zs1 = {"start_dt": '2018-09-28 15:00:00', "end_dt": '2018-10-19 15:00:00'}
+    zs2 = {"start_dt": '2018-08-28 15:00:00', "end_dt": '2018-09-12 15:00:00'}
     assert not is_bei_chi(ka, zs1, zs2, mode='bi', adjust=0.9)
 
 
@@ -44,5 +44,6 @@ def test_kline_analyze():
     # 测试背驰识别
     assert not ka.bi_bei_chi()
     assert not ka.xd_bei_chi()
+    print(ka.zs[-2])