add kline_viewer

chan/__init__.py

 # coding: utf-8
 import os
+import shutil
 from . import a
 
 
 author = "zengbin93"
-version = "0.0.1"
+version = "0.0.2"
 email = "zeng_bin8888@163.com"
 
 
@@ -12,3 +13,9 @@ 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)
+
+

chan/utils.py

@@ -84,16 +84,17 @@ def find_bi(kline):
         columns = ["symbol", "dt", "open", "close", "high", "low", "vol"]
     :return: kline: pd.DataFrame
     """
-    kline['bi_fx'] = None
+    kline['fx'] = None
+    kline['bi'] = None
 
     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, 'bi_fx'] = 0
+            kline.loc[row.name, 'fx'] = 0
         elif min(data['low']) == row['low']:
-            kline.loc[row.name, 'bi_fx'] = 1
+            kline.loc[row.name, 'fx'] = 1
         else:
             continue
 
@@ -101,17 +102,17 @@ def find_bi(kline):
     last_index = None
 
     for i in kline.index[::-1]:
-        if kline.loc[i, 'bi_fx'] not in [0, 1]:
+        if kline.loc[i, 'fx'] not in [0, 1]:
             continue
 
-        if kline.loc[i, 'bi_fx'] in [0, 1]:
+        if kline.loc[i, 'fx'] in [0, 1]:
             if last_index is None:
                 last_index = i
             else:
                 curr_index = i
                 if last_index - curr_index < 3:
-                    kline.loc[last_index, 'bi_fx'] = 2
-                    kline.loc[curr_index, 'bi_fx'] = 2
+                    kline.loc[last_index, 'fx'] = 2
+                    kline.loc[curr_index, 'fx'] = 2
                     last_index = None
                 else:
                     last_index = curr_index
@@ -120,14 +121,22 @@ def find_bi(kline):
     kline['bi_mark'] = None
     mark = 0
     for i, row in kline.iterrows():
-        if mark == 0 and row['bi_fx'] == 0:
+        if mark == 0 and row['fx'] == 0:
             kline.loc[i, 'bi_mark'] = mark
+            kline.loc[i, 'bi'] = kline.loc[i, 'high']
             mark += 1
             continue
 
-        if mark > 0 and row['bi_fx'] in [0, 1]:
+        if mark > 0 and row['fx'] in [0, 1]:
             kline.loc[i, 'bi_mark'] = mark
             mark += 1
+            if row['fx'] == 0:
+                kline.loc[i, 'bi'] = kline.loc[i, 'high']
+            elif row['fx'] == 1:
+                kline.loc[i, 'bi'] = kline.loc[i, 'low']
+            else:
+                raise ValueError("fx value error, valid is 0 or 1,"
+                                 " current is %i" % row['fx'])
 
     return kline
 
@@ -160,13 +169,13 @@ def find_xd(kline):
 
         # 第二个顶分型的最高价小于或等于第一个顶分型的最高价，向上过程有可能结束
         if direction == "向上" and gd2['high'] <= gd1['high']:
-            kline.loc[gd1.name, 'xd_mark'] = 0
+            kline.loc[gd1.name, 'xd_mark'] = mark
             mark += 1
             direction = "向下"
 
         # 第二个底分型的最低价大于或等于第一个底分型的最低价，向下过程有可能结束
         elif direction == "向下" and dd2['low'] >= dd1['low']:
-            kline.loc[dd1.name, 'xd_mark'] = 1
+            kline.loc[dd1.name, 'xd_mark'] = mark
             mark += 1
             direction = "向上"
 

chan/web/vis_kline.py

+# 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 preprocess, find_bi, find_xd
+from chan import cache_path
+
+CurrentConfig.PAGE_TITLE = "chan - 缠论分析"
+
+
+def kline_viewer(ts_code, freq, end_date, asset='E'):
+    """
+
+    :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'))
+    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')
+    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",
+            ),
+        )
+    )
+
+    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),
+        )
+        .set_global_opts(xaxis_opts=opts.AxisOpts(type_="category"))
+    )
+
+    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())
+        .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(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%"
+        ),
+    )
+
+    # 调用浏览器打开可视化结果
+    graph_path = os.path.join(cache_path, "%s_kline_%s.html" % (symbol, freq))
+    grid_chart.render(path=graph_path)
+    webbrowser.open(graph_path)

requirements.txt

+pyecharts
 tqdm
 pandas
 tushare