modify

chan/utils.py

@@ -83,6 +83,8 @@ def find_bi(kline):
     1 - 底分型
     2 - 无效分型
 
+    一个分型能否成为笔的一部分，至少需要看到后面两个分型的情况才能确定。
+
     :param kline: pd.DataFrame
         经过预处理，去除了包含关系的 K 线，
         columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
@@ -94,7 +96,6 @@ def find_bi(kline):
     for i in range(1, len(kline) - 1):
         data = kline.iloc[i - 1: i + 2]
         row = kline.iloc[i]
-
         if max(data['high']) == row['high']:
             kline.loc[row.name, 'fx'] = 0
         elif min(data['low']) == row['low']:
@@ -105,7 +106,8 @@ def find_bi(kline):
     # 确定分型的有效性：满足结合律；实现方式：从后往前，不满足结合律就处理成无效分型
     last_index = None
 
-    for i in kline.index[::-1]:
+    # for i in kline.index[::-1]:
+    for i in kline.index:
         if kline.loc[i, 'fx'] not in [0, 1]:
             continue
 
@@ -114,10 +116,12 @@ def find_bi(kline):
                 last_index = i
             else:
                 curr_index = i
-                if last_index - curr_index < 3:
+                if curr_index - last_index < 4:
                     kline.loc[last_index, 'fx'] = 2
                     kline.loc[curr_index, 'fx'] = 2
-                    last_index = None
+                    kline_part = kline.iloc[:i]
+                    last_index = kline_part[kline_part['fx'].isin([0, 1])].iloc[-1].name
+                    last_index = int(last_index)
                 else:
                     last_index = curr_index
 
@@ -203,7 +207,7 @@ def ma(kline, params=(5, 10, 20, 60, 120, 250)):
     for p in params:
         col = "ma"+str(p)
         kline[col] = kline['close'].rolling(p).mean()
-        kline[col] = kline[col].apply(round, args=(4,))
+        kline[col] = kline[col].apply(round, args=(2,))
     return kline
 
 
@@ -222,9 +226,9 @@ def macd(kline):
     kline['dea'] = kline['diff'].ewm(adjust=False, alpha=2 / (m + 1), ignore_na=True).mean()
     kline['macd'] = 2 * (kline['diff'] - kline['dea'])
 
-    kline['diff'] = kline['diff'].apply(round, args=(4,))
-    kline['dea'] = kline['dea'].apply(round, args=(4,))
-    kline['macd'] = kline['macd'].apply(round, args=(4,))
+    kline['diff'] = kline['diff'].apply(round, args=(2,))
+    kline['dea'] = kline['dea'].apply(round, args=(2,))
+    kline['macd'] = kline['macd'].apply(round, args=(2,))
     return kline
 
 
@@ -241,10 +245,10 @@ def boll(kline):
     kline['boll-top'] = kline['boll-mid'] + 2*kline['boll-tmp2']
     kline['boll-bottom'] = kline['boll-mid'] - 2*kline['boll-tmp2']
 
-    kline['boll-mid'] = kline['boll-mid'].apply(round, args=(4,))
-    kline['boll-tmp2'] = kline['boll-tmp2'].apply(round, args=(4,))
-    kline['boll-top'] = kline['boll-top'].apply(round, args=(4,))
-    kline['boll-bottom'] = kline['boll-bottom'].apply(round, args=(4,))
+    kline['boll-mid'] = kline['boll-mid'].apply(round, args=(2,))
+    kline['boll-tmp2'] = kline['boll-tmp2'].apply(round, args=(2,))
+    kline['boll-top'] = kline['boll-top'].apply(round, args=(2,))
+    kline['boll-bottom'] = kline['boll-bottom'].apply(round, args=(2,))
     return kline
 
 

chan/web/vis_kline.py

@@ -11,8 +11,10 @@ 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 preprocess, find_bi, find_xd, cache_path
+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"
@@ -34,9 +36,14 @@ def kline_viewer(ts_code, freq, end_date, asset='E', show=True):
     >>> 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(preprocess(kline_raw)))
     kline_chan = kline_chan[['dt', 'fx', 'bi_mark', 'bi', 'xd_mark']]
     kline_raw = kline_raw.merge(kline_chan, how='left', on='dt')
+    # kline_raw = kline_raw.merge(kline_chan, how='right', on='dt')
     start_dt = kline_raw.iloc[0]["dt"]
     end_dt = kline_raw.iloc[-1]["dt"]
 

test/test_kline_viewer.py

+# 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)
+
+