修改当下笔和线段成立的假设

Former-commit-id: 58fb28cae2c4d1a6583368d16c5eb05b2bf11cc8

chan/__init__.py

@@ -3,7 +3,7 @@
 from .analyze import KlineAnalyze, SolidAnalyze
 
 
-__version__ = "0.1.5"
+__version__ = "0.1.6"
 __author__ = "zengbin93"
 __email__ = "zeng_bin8888@163.com"
 

chan/analyze.py

@@ -213,12 +213,16 @@ class KlineAnalyze(object):
 
         """
         last_bi = bi[-1]
-        fx_last_d = [x for x in self.fx if x['fx_mark'] == "d"][-1]
-        fx_last_g = [x for x in self.fx if x['fx_mark'] == "g"][-1]
-
-        if (last_bi['fx_mark'] == 'g' and fx_last_d['fx'] >= last_bi['bi']) or \
-                (last_bi['fx_mark'] == 'd' and fx_last_g['fx'] <= last_bi['bi']):
+        last_k = self.kline_new[-1]
+        if (last_bi['fx_mark'] == 'g' and last_k['high'] >= last_bi['bi'])or \
+                (last_bi['fx_mark'] == 'd' and last_k['low'] <= last_bi['bi']):
             bi.pop()
+
+        # fx_last_d = [x for x in self.fx if x['fx_mark'] == "d"][-1]
+        # fx_last_g = [x for x in self.fx if x['fx_mark'] == "g"][-1]
+        # if (last_bi['fx_mark'] == 'g' and fx_last_d['fx'] >= last_bi['bi']) or \
+        #         (last_bi['fx_mark'] == 'd' and fx_last_g['fx'] <= last_bi['bi']):
+        #     bi.pop()
         return bi
 
     def _find_bi(self, version='v2'):
@@ -321,12 +325,16 @@ class KlineAnalyze(object):
 
         """
         last_xd = xd_v[-1]
-        bi_last_d = [x for x in self.bi if x['fx_mark'] == "d"][-1]
-        bi_last_g = [x for x in self.bi if x['fx_mark'] == "g"][-1]
-
-        if (last_xd['fx_mark'] == 'g' and bi_last_d['bi'] >= last_xd['xd']) or \
-                (last_xd['fx_mark'] == 'd' and bi_last_g['bi'] <= last_xd['xd']):
+        last_k = self.kline_new[-1]
+        if (last_xd['fx_mark'] == 'g' and last_k['high'] >= last_xd['xd']) or \
+                (last_xd['fx_mark'] == 'd' and last_k['low'] <= last_xd['xd']):
             xd_v.pop()
+
+        # bi_last_d = [x for x in self.bi if x['fx_mark'] == "d"][-1]
+        # bi_last_g = [x for x in self.bi if x['fx_mark'] == "g"][-1]
+        # if (last_xd['fx_mark'] == 'g' and bi_last_d['bi'] >= last_xd['xd']) or \
+        #         (last_xd['fx_mark'] == 'd' and bi_last_g['bi'] <= last_xd['xd']):
+        #     xd_v.pop()
         return xd_v
 
     def _find_xd(self):
@@ -650,15 +658,18 @@ class KlineAnalyze(object):
 
     def is_potential_third_buy(self):
         """判断当下是否是潜在的三买"""
-        potential_xd = self.xd_end_potential()
-        if potential_xd['fx_mark'] == 'g' or potential_xd['prob'] == 0:
-            return False
-        else:
-            zs_g = min([x['xd'] for x in self.xd[-5:] if x['fx_mark'] == 'g'])
-            if potential_xd['xd'] > zs_g:
-                return True
-            else:
+        try:
+            potential_xd = self.xd_end_potential()
+            if potential_xd['fx_mark'] == 'g' or potential_xd['prob'] == 0:
                 return False
+            else:
+                zs_g = min([x['xd'] for x in self.xd[-5:] if x['fx_mark'] == 'g'])
+                if potential_xd['xd'] > zs_g:
+                    return True
+                else:
+                    return False
+        except:
+            return False
 
     def is_third_sell(self):
         """判断当下是否是三卖"""
@@ -670,15 +681,18 @@ class KlineAnalyze(object):
 
     def is_potential_third_sell(self):
         """判断当下是否是潜在的三卖"""
-        potential_xd = self.xd_end_potential()
-        if potential_xd['fx_mark'] == 'd' or potential_xd['prob'] == 0:
-            return False
-        else:
-            zs_d = max([x['xd'] for x in self.xd[-5:] if x['fx_mark'] == 'd'])
-            if potential_xd['xd'] < zs_d:
-                return True
-            else:
+        try:
+            potential_xd = self.xd_end_potential()
+            if potential_xd['fx_mark'] == 'd' or potential_xd['prob'] == 0:
                 return False
+            else:
+                zs_d = max([x['xd'] for x in self.xd[-5:] if x['fx_mark'] == 'd'])
+                if potential_xd['xd'] < zs_d:
+                    return True
+                else:
+                    return False
+        except:
+            return False
 
     def is_xd_buy(self):
         """判断当下是否是线段买点（即同级别分解买点）"""
@@ -691,20 +705,23 @@ class KlineAnalyze(object):
 
     def is_potential_xd_buy(self):
         """判断当下是否是潜在的线段买点（即同级别分解买点）"""
-        potential_xd = self.xd_end_potential()
-        if potential_xd['fx_mark'] == 'g' or potential_xd['prob'] == 0:
-            return False
-        else:
-            k_xd = self.xd
-            direction = "down"
-            zs1 = [k_xd[-1]['dt'], potential_xd['dt']]
-            zs2 = [k_xd[-3]['dt'], k_xd[-2]['dt']]
-            bc = self.cal_bei_chi(zs1, zs2, direction, mode='xd')
-
-            if bc == "背驰" or potential_xd['xd'] >= self.xd[-2]['xd']:
-                return True
-            else:
+        try:
+            potential_xd = self.xd_end_potential()
+            if potential_xd['fx_mark'] == 'g' or potential_xd['prob'] == 0:
                 return False
+            else:
+                k_xd = self.xd
+                direction = "down"
+                zs1 = [k_xd[-1]['dt'], potential_xd['dt']]
+                zs2 = [k_xd[-3]['dt'], k_xd[-2]['dt']]
+                bc = self.cal_bei_chi(zs1, zs2, direction, mode='xd')
+
+                if bc == "背驰" or potential_xd['xd'] >= self.xd[-2]['xd']:
+                    return True
+                else:
+                    return False
+        except:
+            return False
 
     def is_xd_sell(self):
         """判断当下是否是线段卖点（即同级别分解卖点）"""
@@ -717,20 +734,23 @@ class KlineAnalyze(object):
 
     def is_potential_xd_sell(self):
         """判断当下是否是潜在的线段卖点（即同级别分解卖点）"""
-        potential_xd = self.xd_end_potential()
-        if potential_xd['fx_mark'] == 'd' or potential_xd['prob'] == 0:
-            return False
-        else:
-            k_xd = self.xd
-            direction = "up"
-            zs1 = [k_xd[-1]['dt'], potential_xd['dt']]
-            zs2 = [k_xd[-3]['dt'], k_xd[-2]['dt']]
-            bc = self.cal_bei_chi(zs1, zs2, direction, mode='xd')
-
-            if bc == "背驰" or potential_xd['xd'] <= self.xd[-2]['xd']:
-                return True
-            else:
+        try:
+            potential_xd = self.xd_end_potential()
+            if potential_xd['fx_mark'] == 'd' or potential_xd['prob'] == 0:
                 return False
+            else:
+                k_xd = self.xd
+                direction = "up"
+                zs1 = [k_xd[-1]['dt'], potential_xd['dt']]
+                zs2 = [k_xd[-3]['dt'], k_xd[-2]['dt']]
+                bc = self.cal_bei_chi(zs1, zs2, direction, mode='xd')
+
+                if bc == "背驰" or potential_xd['xd'] <= self.xd[-2]['xd']:
+                    return True
+                else:
+                    return False
+        except:
+            return False
 
 
 class SolidAnalyze:

test/test_kline_analyze.py

@@ -2,7 +2,8 @@
 import tushare as ts
 from datetime import datetime, timedelta
 import sys
-sys.path.insert(0, 'C:\git_repo\zengbin93\chan')
+sys.path.insert(0, '.')
+sys.path.insert(0, '..')
 
 from chan.analyze import KlineAnalyze
 
@@ -46,9 +47,6 @@ def get_kline(ts_code, end_date, freq='30min', asset='E'):
     """
     start_date = _get_start_date(end_date, freq)
     start_date = start_date.date().__str__().replace("-", "")
-    end_date = datetime.strptime(end_date, '%Y%m%d')
-    end_date = end_date + timedelta(days=1)
-    end_date = end_date.date().__str__().replace("-", "")
 
     df = ts.pro_bar(ts_code=ts_code, freq=freq, start_date=start_date, end_date=end_date,
                     adj='qfq', asset=asset)