def find_down_mode(self, klines):
mode_type = 0
down_idx1 = self.find_event(RecordEvent.Down, 1)
down_idx2 = self.find_event(RecordEvent.Down, 2)
down_up_idx1 = self.find_event(RecordEvent.UpAfterDown, 1)
up_idx1 = self.find_event(RecordEvent.Up, 1)
sr_event1 = self.get_event_iloc(down_idx1)
down1 = int(sr_event1.param)
sr_event2 = self.get_event_iloc(down_idx2)
down2 = int(sr_event2.param)
sr_event3 = self.get_event_iloc(up_idx1)
ups = int(sr_event3.param)
if (down1>110 and down2>110 and down_idx1-down_idx2<20):
#if (up_down_idx1 > ):
self.debug("strong_down_mode")
mode_type = -2
if (down1>110 and down2>10 and down_idx1-down_idx2<50):
start_bar = self.cur_bar_id - down_idx1
end_bar = self.cur_bar_id - down_idx2
range_height = pplib.get_height_in_range(klines, start_bar, end_bar)
if (range_height < 15):
self.debug("strong_down_mode")
mode_type = -2
else:
self.debug("rushup_and_down_mode")
mode_type = 1
elif (down1>110 and ups>30 and up_idx1>down_idx1):
start_bar = self.cur_bar_id - down_idx1
end_bar = self.cur_bar_id - down_idx2
range_height = pplib.get_height_in_range(klines, start_bar, end_bar)
if (range_height > 20):
self.debug("rushdown_and_up")
mode_type = 1
def generate_indicator_event(self, klines):
if (self.cur_bar < 2):
return
idor_list = []
idor_list.append([Indicator.SCheckSum, self.s_checksum])
idor_list.append([Indicator.CurPrice, self.cur_price])
idor_list.append([Indicator.CurBar, self.cur_bar])
#idor_list.append([Indicator.SCheckSum, self.s_checksum])
idor_list.append([Indicator.LCheckSum, self.l_checksum])
idor_list.append(
[Indicator.GreaterContinuousCount, self.overs_of_this])
idor_list.append([Indicator.LessContinuousCount, self.downs_of_this])
idor_list.append([Indicator.Ups,
self.overs_of_this]) # 和GreaterContinuousCount重复
idor_list.append([Indicator.Downs, self.downs_of_this])
idor_list.append([Indicator.UndersAvg, self.avg_unders])
idor_list.append([Indicator.OversAvg, self.avg_overs])
avg_overs_per = int((self.avg_overs / self.cur_bar) * 100)
avg_unders_per = int((self.avg_unders / self.cur_bar) * 100)
idor_list.append([Indicator.UndersAvgPer, avg_unders_per])
idor_list.append([Indicator.OversAvgPer, avg_overs_per])
idor_list.append([Indicator.AvgLine, self.avg_price])
idor_list.append([Indicator.HestInDay, self.hest_inday])
idor_list.append([Indicator.LestInDay, self.lest_inday])
idor_list.append([Indicator.CheckSum12, self.csum_12])
csum6 = pplib.get_checksum(klines, 6, 1)
idor_list.append([Indicator.CheckSum5, csum6])
csum12 = pplib.get_checksum(klines, 12, 1)
idor_list.append([Indicator.CheckSum12, csum12])
csum15 = pplib.get_checksum(klines, 16, 1)
idor_list.append([Indicator.CheckSum15, csum15])
csum45 = pplib.get_checksum(klines, 45, 1)
idor_list.append([Indicator.LCheckSum, csum45])
idor_list.append([Indicator.SCheckSum, csum15])
height_8 = pplib.get_height_in_range(klines, 1, 8)
idor_list.append([Indicator.RangeHeight8, height_8])
height_10 = pplib.get_height_in_range(klines, 1, 11)
idor_list.append([Indicator.RangeHeight10, height_10])
height_15 = pplib.get_height_in_range(klines, 1, 16)
idor_list.append([Indicator.RangeHeight15, height_15])
height_30 = pplib.get_height_in_range(klines, 1, 30)
idor_list.append([Indicator.RangeHeight30, height_30])
height_50 = pplib.get_height_in_range(klines, 1, 50)
idor_list.append([Indicator.RangeHeight50, height_50])
idor_list.append([Indicator.OpenPrice, self.open_price])
idor_list.append([Indicator.LestInDay, self.lest_inday])
idor_list.append([Indicator.HestInDay, self.hest_inday])
idor_list.append([Indicator.HestBarInDay, self.hest_bar_inday])
idor_list.append([Indicator.LestBarInDay, self.lest_bar_inday])
for idor in idor_list:
self.manager.drive_indicator(idor[0], idor[1])
def on_day_bar(self, dklines):
start_id = 2
#low range and break
height_3 = pplib.get_height_in_range(dklines, start_id, start_id + 4)
open_close_3 = 0
oc_sum = 0
for i in range(start_id, start_id + 2):
oc_sum += dklines.iloc[-i].open - dklines.iloc[-i].close
open_close_3 = int(oc_sum / 2)
if (height_3 < 60 or abs(open_close_3) < 20):
self.low_range_flag = True
self.hh_3day = pplib.get_hest_in_range2(dklines, start_id,
start_id + 3)
self.ll_3day = pplib.get_lest_in_range2(dklines, start_id,
start_id + 3)
hh_10day_bar = pplib.get_hest_in_range2(dklines, 2, 2 + 4)
if (hh_10day_bar >= 2): #2 是昨天，1 是今
self.continue_flag = False
elif (hh_10day_bar == 2):
self.continue_flag = True
if (dklines.iloc[-start_id].open > dklines.iloc[-start_id].open):
self.last_red_or_green = -1
else:
self.last_red_or_green = 1
self.lastday_close = dklines.iloc[-start_id].close
self.lastday_high = dklines.iloc[-start_id].high
if (dklines.iloc[-1].open - dklines.iloc[-2].close > 15):
self.skip_flag = True
def on_bar_10(self, klines):
self.range_height_30 = pplib.get_height_in_range(klines, 1, 31)
if (self.range_height_30 < 20):
hh = pplib.get_hest_in_range(klines, 1, 30)
ll = pplib.get_lest_in_range(klines, 1, 30)
bars = pplib.get_continus_bars_in_height(klines, 1, self.cur_bar,
hh, ll) #在区间范围内的bar数
range_inday = self.hest_inday - self.lest_inday
if (range_inday > 30):
# todo: 排除个别
param = ParamUnion()
param.put_param("bars", bars)
param.put_param("height", self.range_height_30)
avg_10 = pplib.get_avg_price(klines, 11)
if (self.hest_inday - avg_10 < (avg_10 - self.lest_inday)):
self.manager.drive_event(self.TAG, StgEvent.LowRangeAtTop,
range_inday)
else:
self.manager.drive_event(self.TAG,
StgEvent.LowRangeAtBottom,
range_inday)
else:
self.manager.drive_event(self.TAG, StgEvent.LowRange,
range_inday)
self.generate_price_action()
def on_bar5(self, klines):
#低波动
cur_bar = self.get_current_minute_bar()
if (self.get_current_minute_bar() > 120):
height = pplib.get_height_in_range(klines, 1, cur_bar)
if (height <= 35):
self.count_for_checksum = 15 # low range z这个值需要调整
self.low_range_flag = True
else:
#self.count_for_checksum = 15 #15好像太大了
self.count_for_checksum = 8
self.low_range_flag = False
#监控行情情况，不断更新cond_up_count, cond_down_count
if (self.ups > 210):
if (self.low_range_flag == False):
self.cond_down_count = 45
self.cond_up_count = 60
else:
self.cond_down_count = 60
self.cond_up_count = 60
self.debug("change cond_down_count=%d cond_up_count=%d" %
(self.cond_down_count, self.cond_up_count))
if (self.downs > 210):
if (self.low_range_flag == False):
self.cond_down_count = 60
self.cond_up_count = 45
else:
self.cond_down_count = 60
self.cond_up_count = 60
self.debug("change cond_down_count=%d cond_up_count=%d" %
(self.cond_down_count, self.cond_up_count))
def parse_trend(self, start_day, dklines):
reds = pplib.get_reds_candle2(dklines, start_day, start_day + 6)
greens = pplib.get_greens_candle2(dklines, start_day, start_day + 6)
height_7 = pplib.get_height_in_range(dklines, start_day, start_day + 7)
cksum_8 = pplib.get_checksum2(dklines, start_day, 5, 1)
last_crosdwn_bar = pplib.get_crossdown_ma_bar2(dklines, start_day, 10)
last_crosovr_bar = pplib.get_crossover_ma_bar2(dklines, start_day, 10)
hh_60, hh_60_bar = pplib.get_hest_in_range2(dklines, start_day,
start_day + 60)
ll_60, ll_60_bar = pplib.get_lest_in_range2(dklines, start_day,
start_day + 60)
self.debug("height_7=%d cksum_8=%d" % (height_7, cksum_8))
self.debug("reds=%d green=%d" % (reds, greens))
self.debug("ll_60_bar=%d hh_60_bar=%d" % (ll_60_bar, hh_60_bar))
trend_type = 0
if ((reds >= 4) or (ll_60_bar >= 2 and reds >= 2)):
trend_type += 1
if (cksum_8 > 50 and height_7 > 70):
trend_type += 1
if (last_crosovr_bar > start_day + 3):
trend_type = 1
if ((greens >= 4) or (hh_60_bar >= 2 and greens >= 2)):
trend_type -= 1
if (cksum_8 < -50 and height_7 > 70):
trend_type -= 1
if (last_crosdwn_bar > start_day + 3):
trend_type -= 1
self.debug("trend_type score=%d" % (trend_type))
self.trend_status = TrendStatus.Unkown
if (trend_type >= 2):
self.debug("......trend up......")
hh_12, hh_12_bar = pplib.get_hest_in_range2(
dklines, start_day, start_day + 12)
if (hh_12_bar == 1):
self.trend_status = TrendStatus.UpInUp
if (hh_12_bar > start_day and hh_12_bar < start_day + 5):
self.trend_status = TrendStatus.WaveInUp
elif (trend_type <= -2):
ll_12, ll_12_bar = pplib.get_lest_in_range2(
dklines, start_day, start_day + 12)
if (ll_12_bar == 1):
self.trend_status = TrendStatus.DownInDown
if (ll_12_bar > start_day and ll_12_bar < start_day + 5):
self.trend_status = TrendStatus.WaveInDown
if (self.trend_status == TrendStatus.Unkown):
hh_22, hh_22_bar = pplib.get_hest_in_range2(
dklines, start_day, start_day + 22)
ll_22, ll_22_bar = pplib.get_lest_in_range2(
dklines, start_day, start_day + 22)
if (hh_22_bar < ll_22_bar):
self.trend_status = TrendStatus.WaveTop
else:
self.trend_status = TrendStatus.WaveBottom
self.debug("trend_status=%s" % (self.trend_status))
def find_lowrange(self, klines):
if (self.cur_bar < 20):
return
l_checksum = pplib.get_checksum(klines, 2, 30)
if (abs(l_checksum) < 10):
range_len = 50
if (self.cur_bar < 50):
range_len = self.cur_bar
recent_height = pplib.get_height_in_range(klines, 1, range_len)
if (recent_height < 25):
self.debug("find lowrange")
def find_bigbang2(self, klines):
reds = pplib.get_reds_candle(klines, 20)
greens = pplib.get_greens_candle(klines, 20)
height = pplib.get_height_in_range(klines, 1, 20)
if (reds>15 or height>20):
self.bigbang_up_height = height
tmp, self.bigbang_up_bar_start = pplib.get_lest_in_range2(klines, 1, 20)
self.bigbang_up_bar_start = self.cur_bar - self.bigbang_up_bar_start
tmp, self.bigbang_up_bar_end = pplib.get_hest_in_range2(klines, 1, 20)
self.bigbang_up_bar_end = self.cur_bar - self.bigbang_up_bar_end
elif (greens>15 or height<-20):#
self.bigbang_up_height = height
tmp, self.bigbang_down_bar_start = pplib.get_hest_in_range2(klines, 1, 20)
self.bigbang_down_bar_start = self.cur_bar - self.bigbang_down_bar_start
tmp, self.bigbang_down_bar_end = pplib.get_lest_in_range2(klines, 1, 20)
self.bigbang_down_bar_end = self.cur_bar - self.bigbang_down_bar_end
def find_bigbang(self, klines):
#速度
ck_sum_10 = pplib.get_checksum(klines, 11, 1)
if (abs(ck_sum_10) > 10):
msg = "ck_sum_10=%d" % (ck_sum_10)
self.info(msg)
'''
if (ck_sum_10 > self.max_ck_sum):
self.max_ck_sum = ck_sum_10
if (ck_sum_10 < self.min_ck_sum):
self.min_ck_sum = ck_sum_10
'''
# 高度
# cksum 和 height有重复
height_10 = pplib.get_height_in_range(klines, 1, 11)
if (height_10 > 20):
msg = "height_10=%d" % (height_10)
self.info(msg)
self.debug("bigbang")
if (ck_sum_10 > 20 or (height_10 > 20 and ck_sum_10 > 10)):
self.last_bigbang_up = self.get_current_minute_bar()
if (ck_sum_10 < -20 or (height_10 > 20 and ck_sum_10 < -10)):
self.last_bigbang_down = self.get_current_minute_bar()
def get_daybar_score(self, klines, id):
self.debug("======analyze [%s] daybar=========" %
(tafunc.time_to_str(klines.iloc[-id].datetime)))
self.debug("当日：open=%d close=%d" %
(klines.iloc[-1].open, klines.iloc[-1].close))
self.debug("昨日：open=%d close=%d" %
(klines.iloc[-id].open, klines.iloc[-id].close))
#突破+40
#Bigbang30
#连续+10
#震荡上一个绿+10
#底部+10
BreakScore = 30
BigBangScore = 20
CheckSumScore = 20
ContinueScore = 10
InRangeAdjust = 10
TopBomScore = 10
RED_GREEN_SCORE = 10
self.kpi = 0
self.cur_day_bar = id
if (self.cur_price == 0):
self.cur_price = klines.iloc[-id].close
#常用数据
atr = ATR(klines, 30)
self.ATR_day = int(atr.atr.iloc[-id])
print("[%s] self.ATR_day=%d" % (self.TAG, self.ATR_day))
# big bang find
self.last_big_green_candle, self.last_big_green_candle_hight = pplib.find_big_green_candle(
klines, 1, id, id + 20, atr.atr.iloc[-id] * 1.5)
self.last_big_red_candle, self.last_big_red_candle_height = pplib.find_big_red_candle(
klines, 1, id, id + 20, atr.atr.iloc[-id] * 1.5)
# big bang score
if (self.last_big_red_candle - id < 10
and self.last_big_red_candle < self.last_big_green_candle):
self.kpi = self.kpi + (11 - (self.last_big_red_candle - id)) * (
BigBangScore / 10) + int(
(self.last_big_red_candle - atr.atr.iloc[-id] * 1.5) /
50) * 5
if (self.last_big_green_candle - id < 10
and self.last_big_red_candle < self.last_big_green_candle):
self.kpi = self.kpi - (11 - (self.last_big_green_candle - 1)) * (
BigBangScore / 10) - int(
(self.last_big_red_candle - atr.atr.iloc[-id] * 1.5) /
50) * 5
print(
"[%s] self.last_big_red_candle=%d, self.last_big_green_candle=%d" %
(self.TAG, self.last_big_red_candle, self.last_big_green_candle))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#continue find
self.last_continue_up_bar = 999
self.last_continue_down_bar = 999
for i in range(id, id + 6):
count = 0
for j in range(0, 3):
if (klines.iloc[-(i + j)].open < klines.iloc[-(i + j)].close):
count = count + 1
else:
count = count - 1
if (count >= 3):
self.last_continue_up_bar = i
break
elif (count <= -3):
self.last_continue_down_bar = i
break
#连续
if (self.last_continue_up_bar - id <= 1):
self.kpi = self.kpi + ContinueScore
if (self.last_continue_down_bar - id <= 1):
self.kpi = self.kpi - ContinueScore
print(
"[%s] self.last_continue_up_bar=%d self.last_continue_down_bar=%d"
%
(self.TAG, self.last_continue_up_bar, self.last_continue_down_bar))
print("[%s] kpi=%d after ContinueScore" % (self.TAG, self.kpi))
#checksum
self.day_checksum_4 = pplib.get_checksum(klines, 5, 1)
cks_ret = abs(self.day_checksum_4) / self.ATR_day
print("[%s] self.day_checksum_4=%d cks_ret=%f" %
(self.TAG, self.day_checksum_4, cks_ret))
cks_score = 0
cks_weight = 0.2
if (cks_ret > 1.5):
cks_weight = 1
elif (cks_ret > 1):
cks_weight = 0.7
elif (cks_ret > 0.5):
cks_weight = 0.5
else:
cks_weight = 0.2
if (self.day_checksum_4 > 0):
cks_score = int(CheckSumScore * cks_weight)
if (self.day_checksum_4 < 0):
cks_score = -int(CheckSumScore * cks_weight)
print("[%s] cks_score=%d" % (self.TAG, cks_score))
# inrange find
heightest = 1000
heightest_bar = 1
'''
for i in range(id, id+2):
height = pplib.get_height_in_range(klines, i, i+3)
if (height > heightest):
heightest = height
heightest_bar = i
'''
heightest = pplib.get_height_in_range(klines, id, id + 5)
result = heightest / atr.atr.iloc[-i]
print("[%s] result=%f" % (self.TAG, result))
if (result < 1.5):
self.last_inrange_bar = heightest_bar
self.last_inrange_height = heightest
self.last_inrange_high = pplib.get_hest_in_range(klines, id, id + 5)
self.last_inrange_low = pplib.get_lest_in_range(klines, id, id + 5)
#inrange score
if (self.last_inrange_bar - id < 2
and self.last_continue_up_bar - id > 3
and self.last_continue_down_bar - id > 3):
if (klines.iloc[-id].close > klines.iloc[-id].open):
self.kpi = self.kpi - InRangeAdjust
else:
self.kpi = self.kpi - InRangeAdjust
print("[%s] last_inrange_bar=%d" % (self.TAG, self.last_inrange_bar))
self.debug(
"last_inrange_high=%d last_inrange_low=%d last_inrange_height=%d" %
(self.last_inrange_high, self.last_inrange_low,
self.last_inrange_height))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#===================================================#
# break find
self.last_break_up_bar = 999
self.last_break_down_bar = 999
for i in range(id, id + 6):
tmp = pplib.get_hest_in_range(klines, i + 1, i + 1 + 4)
if (klines.iloc[-i].close > tmp):
self.last_break_up_bar = i
break
for i in range(id, id + 6):
tmp = pplib.get_lest_in_range(klines, i + 1, i + 1 + 4)
if (klines.iloc[-i].close < tmp):
self.last_break_down_bar = i
break
#break
if (self.last_break_up_bar - id == 0):
self.kpi = self.kpi + BreakScore
elif (self.last_break_up_bar - id == 1):
self.kpi = self.kpi + int(BreakScore / 2)
elif (self.last_break_up_bar - id == 2):
self.kpi = self.kpi + int(BreakScore / 3)
if (self.last_break_down_bar - id == 0):
self.kpi = self.kpi - BreakScore
elif (self.last_break_down_bar - id == 1):
self.kpi = self.kpi - int(BreakScore / 2)
elif (self.last_break_down_bar - id == 2):
self.kpi = self.kpi - int(BreakScore / 3)
print("[%s] self.last_break_up_bar=%d self.last_break_down_bar=%d " %
(self.TAG, self.last_break_up_bar, self.last_break_down_bar))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#=====================================#
# price pos find
self.hh_100, self.hh_100_bar = pplib.get_hest_in_range2(
klines, id, id + 100)
self.ll_100, self.ll_100_bar = pplib.get_lest_in_range2(
klines, id, id + 100)
price_pos_ratio = (self.cur_price - self.ll_100) / (self.hh_100 -
self.ll_100)
if (price_pos_ratio <= 0.5):
self.kpi = self.kpi + (5 - int(price_pos_ratio * TopBomScore)) * 2
else:
self.kpi = self.kpi - (int(price_pos_ratio * TopBomScore) - 5) * 2
print("[%s] price_pos_ratio=%f" % (self.TAG, price_pos_ratio))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++#
#修正
if (self.last_break_up_bar - id <= 2
and self.last_big_red_candle - id < 6):
print("last_break_up_bar=%d last_big_red_candle=%d " %
(self.last_break_up_bar - id <= 2,
self.last_big_red_candle - id))
self.kpi += 20
if (self.last_break_down_bar - id <= 2
and self.last_big_green_candle - id < 6):
self.kpi -= 20
if (self.last_break_up_bar - id <= 2 and price_pos_ratio < 0.6):
self.kpi += 20
print("last_break_up_bar=%d price_pos_ratio=%d " %
(self.last_break_up_bar - id <= 2, price_pos_ratio))
if (self.last_break_down_bar - id <= 2
and self.last_big_green_candle - id < 6):
self.kpi -= 20
#print ("height=%d atr=%d wave ratio=%f "%(height, atr.atr.iloc[-i], height/atr.atr.iloc[-i]))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#=====================================================================#
# 距离底、顶的距离
self.hh_20, self.hh_20_bar = pplib.get_hest_in_range2(
klines, id, id + 20)
self.ll_20, self.ll_20_bar = pplib.get_lest_in_range2(
klines, id, id + 20)
self.hh_10, self.hh_10_bar = pplib.get_hest_in_range2(
klines, id, id + 10)
self.ll_10, self.ll_10_bar = pplib.get_lest_in_range2(
klines, id, id + 10)
self.hh_5, self.hh_5_bar = pplib.get_hest_in_range2(klines, id, id + 6)
self.ll_5, self.ll_5_bar = pplib.get_lest_in_range2(klines, id, id + 6)
dif = self.hh_10_bar - id
if (dif == 0):
self.kpi += TopBomScore
if (dif == 1):
self.kpi += int(TopBomScore / 2)
elif (dif == 2):
self.kpi -= TopBomScore
elif (dif == 3):
self.kpi += TopBomScore
elif (dif > 3 and dif <= 5):
self.kpi -= TopBomScore
self.to_top = dif
dif = self.ll_10_bar - id
if (dif == 0):
self.kpi -= TopBomScore
if (dif == 1):
self.kpi -= int(TopBomScore / 2)
elif (dif == 2):
self.kpi += TopBomScore
elif (dif == 3):
self.kpi -= TopBomScore
elif (dif > 3 and dif <= 5):
self.kpi += TopBomScore
self.to_bottom = dif
print("[%s] to top=%d, to bottom=%d " %
(self.TAG, self.hh_10_bar - id, self.ll_10_bar - id))
print("[%s] kpi=%d" % (self.TAG, self.kpi))
#==============================================================#
# 红绿数量
red_gre_score = 0
self.reds = pplib.get_reds_candle(klines, 6)
self.greens = pplib.get_greens_candle(klines, 6)
if (self.greens > 0):
red_gre_score -= self.greens * 20
if (self.reds > 0):
red_gre_score += self.reds * 20
self.kpi += red_gre_score * (RED_GREEN_SCORE / 100)
#跳空
print("[%s] greens=%d reds=%d" % (self.TAG, self.greens, self.reds))
gap_v = klines.iloc[-id].open - klines.iloc[-(id + 1)].close
if (gap_v > 10):
print("[%s] 高跳" % (self.TAG))
self.manager.drive_event(self.TAG, StgEvent.GapUp, gap_v)
self.kpi += 10
gap_v = klines.iloc[-(id + 1)].close - klines.iloc[-id].open
if (gap_v > 10):
print("[%s] 低跳" % (self.TAG))
self.manager.drive_event(self.TAG, StgEvent.GapDown, gap_v)
self.kpi -= 10
print("[%s] kpi=%d" % (self.TAG, self.kpi))
def get_score_inday(self, klines):
#======================================================#
#计算得分
open_score = 0
trend_score = 0
o_d_score = 0
self.score = 0
lt = self.get_real_time()
cur_bar = self.get_current_minute_bar()
#前日高低
#开仓判断
if (((lt.tm_hour == 21 or lt.tm_hour == 9) and lt.tm_min < 30
and lt.tm_min > 5) or (self.open_score == 0 and cur_bar > 30)):
#跳空 50
if (cur_bar < 2):
open_ma5 = klines.iloc[-1].close
elif (cur_bar < 7):
open_ma5 = pplib.get_average2(klines, 1, cur_bar - 1)
else:
open_ma5 = pplib.get_average2(klines, cur_bar - 6, 6)
#================================#
if (lt.tm_hour == 21 and lt.tm_min < 7):
self.gap_height = open_ma5 - self.lastday_quote[1].close
elif (lt.tm_hour == 9 and lt.tm_min < 7):
pre_ma5 = pplib.get_average2(klines, cur_bar + 6, 6)
self.gap_height = open_ma5 - pre_ma5
if (self.open_score == 0 and cur_bar > 30):
open_ma5 = pplib.get_average2(klines, cur_bar - 6, 6)
self.gap_height = open_ma5 - self.lastday_quote[1].close
gap_height = self.gap_height
if (abs(gap_height) > 30):
open_score = 50
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 20):
open_score = 40
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 15):
open_score = 25
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 5):
open_score = 10
self.debug("gap_height=%d" % (gap_height))
elif (abs(gap_height) > 0):
open_score = 5
self.debug("gap_height=%d" % (gap_height))
else:
open_score = 0
if (gap_height < 0):
open_score = -open_score
#================================#
#冲高回落50
hh = pplib.get_highest_price_today(klines)
ll = pplib.get_lowest_price_today(klines)
open_p = pplib.get_open_today(klines, 0)
if (hh > open_p + 15 and hh - self.ask_price > 15):
open_score = open_score - 30
if (hh > open_p + 15 and hh - self.ask_price > 15):
open_score = open_score - 30
#连续性
trend_score = 0
ma5 = pplib.get_average(klines, 6)
dif = ma5 - open_p
d_v = int((abs(dif) / 35) * 50)
if (dif > 0):
trend_score = d_v
else:
trend_score = -d_v
open_score += trend_score
self.open_score = open_score
return self.open_score
else:
pass
#波峰、波谷计算趋势性
if (cur_bar > 60):
open_p = pplib.get_open_today(klines, 60)
m_opens = pplib.get_M_opens(klines, 10)
m_len = 0
#===========向下开口得分==============#
if (m_opens is not None):
m_len = len(m_opens)
m_difsum = 0
if (m_len >= 2):
for i in range(0, m_len - 1):
m_difsum += m_opens.loc[i].high - m_opens.loc[i + 1].high
if (m_len >= 1):
m_difsum += m_opens.loc[m_len - 1].high - open_p
#==========向上开口得分===============#
w_difsum = 0
w_opens = pplib.get_W_opens(klines, 20)
w_len = 0
if (w_opens is not None):
w_len = len(w_opens)
if (w_len >= 2):
for i in range(0, w_len - 1):
w_difsum += w_opens.loc[i].low - w_opens.loc[i + 1].low
if (w_len >= 1):
w_difsum += w_opens.loc[w_len - 1].low - open_p
#=============综合计算===================#
#是否一致性
if (self.atr_daily < 40):
self.atr_daily = 50
if (w_difsum > 0 and m_difsum > 0):
a_sum = w_difsum + m_difsum
'''
if (w_difsum+m_difsum > self.atr_daily):
trend_score = 70
if (w_difsum+m_difsum > self.atr_daily/2):
trend_score = 40
'''
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
trend_score = ret * 100
trend_score = trend_score + 30
if (trend_score > 100):
trend_score = 100
elif (w_difsum < 0 and m_difsum < 0):
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
trend_score = -ret * 100
trend_score = trend_score - 30
if (trend_score < -100):
trend_score = -100
else:
a_sum = w_difsum + m_difsum
ret = abs(a_sum) / self.atr_daily
if (ret > 1):
ret = 1
if (a_sum > 0):
trend_score = ret * 100
else:
trend_score = -ret * 100
if (trend_score < -100):
trend_score = -100
if (trend_score > 100):
trend_score = 100
if (trend_score == 0): #未形成开口
l_chsum = pplib.get_checksum(klines, cur_bar, 1)
hour_pass = (cur_bar / 60) + 1
d_v = int(abs(l_chsum) / hour_pass)
if (d_v > 35):
trend_score = 50
elif (d_v > 20):
trend_score = 40
elif (d_v > 10):
trend_score = 20
elif (d_v > 5):
trend_score = 10
if (l_chsum < 0):
trend_score = -trend_score
self.info("get_score_inday: trend_score=%d" % (trend_score))
# avg overs、Downs
# 数量和占比得分
if (self.avg_overs > self.avg_unders and self.cur_bar > 0):
if (self.avg_overs > 110 and self.avg_unders < 9):
o_d_score = 100
elif (self.avg_overs - self.avg_unders < 20):
o_d_score = 10
elif (self.avg_overs / self.cur_bar > 0.9):
o_d_score = 90
elif (self.avg_overs / self.cur_bar > 0.8):
o_d_score = 80
elif (self.avg_overs / self.cur_bar > 0.7):
o_d_score = 60
elif (self.avg_overs / self.cur_bar > 0.6):
o_d_score = 30
elif (self.avg_overs / self.cur_bar > 0.5):
o_d_score = 10
elif (self.avg_overs < self.avg_unders and self.cur_bar > 0):
if (self.avg_unders > 110 and self.avg_overs < 9):
o_d_score = -100
elif (self.avg_unders - self.avg_overs < 20):
o_d_score = -10
elif (self.avg_unders / self.cur_bar > 0.9):
o_d_score = -90
elif (self.avg_unders / self.cur_bar > 0.8):
o_d_score = -80
elif (self.avg_unders / self.cur_bar > 0.7):
o_d_score = -60
elif (self.avg_unders / self.cur_bar > 0.6):
o_d_score = -30
elif (self.avg_unders / self.cur_bar > 0.5):
o_d_score = -10
#bigbang_down
if ((self.cur_bar - self.last_bigbang_down < 10)
and (self.last_bigbang_down < self.last_bigbang_up)):
#pass
bar_len = self.get_current_minute_bar()
if (bar_len > 100):
bar_len = 100
#break
ll_100, ll_100_bar = pplib.get_lest_in_range2(klines, 1, bar_len)
#高度
height_100 = pplib.get_height_in_range(klines, 1, bar_len)
param = ParamUnion()
param.put_param("height", self.height_12)
if (ll_100_bar < 10 or height_100 > 45):
self.manager.drive_event(self.TAG, StgEvent.BigBangBreakDown,
param)
else:
self.manager.drive_event(self.TAG, StgEvent.BigBangDown, param)
if ((self.cur_bar - self.last_bigbang_up < 10)
and (self.last_bigbang_up < self.last_bigbang_down)):
#pass
bar_len = self.get_current_minute_bar()
if (bar_len > 100):
bar_len = 100
#break
hh_100, hh_100_bar = pplib.get_hest_in_range2(klines, 1, bar_len)
#高度
height_100 = pplib.get_height_in_range(klines, 1, bar_len)
param = ParamUnion()
param.put_param("height", self.height_12)
if (hh_100_bar < 10 or height_100 > 45):
self.manager.drive_event(self.TAG, StgEvent.BigBangBreakUp,
param)
else:
self.manager.drive_event(self.TAG, StgEvent.BigBangUp, param)
#脱离顶底部得分
distance_score = 0
hh_inday, hh_inday_bar = pplib.get_highest_bar_today2(
klines) #不用替换成_fix
ll_inday, ll_inday_bar = pplib.get_lowest_bar_today2(klines)
self.debug("hh_inday=%d hh_inday_bar=%d cur_bar=%d" %
(hh_inday, hh_inday_bar, cur_bar))
self.debug("ll_inday=%d ll_inday_bar=%d" % (ll_inday, ll_inday_bar))
if (hh_inday_bar < ll_inday_bar and hh_inday_bar > 110):
distance_score = -30
elif (hh_inday_bar < ll_inday_bar):
avg_p = pplib.get_average(klines, 6)
if (hh_inday_bar < 20):
if (hh_inday - avg_p < 15):
distance_score += 100
else:
distance_score += 60
elif (hh_inday_bar > 25 and hh_inday_bar < 55):
if (hh_inday - avg_p < 15):
distance_score += 15
elif (hh_inday - avg_p > 25):
distance_score -= 30
elif (hh_inday - avg_p > 30):
distance_score -= 50
else:
distance_score -= 30
elif (hh_inday_bar < ll_inday_bar and ll_inday_bar > 110):
distance_score = 30
else:
avg_p = pplib.get_average(klines, 6)
if (ll_inday_bar < 20):
if (avg_p - ll_inday < 15):
distance_score -= 100
else:
distance_score -= 60
elif (ll_inday_bar > 25 and ll_inday_bar < 55):
if (avg_p - ll_inday < 15):
distance_score -= 15
elif (avg_p - ll_inday > 25):
distance_score += 30
elif (avg_p - ll_inday > 30):
distance_score += 50
else:
distance_score += 30
#新高
#key hour
if (lt.tm_hour == 9 and lt.tm_min < 20):
self.key_hour_score = 0
pass
if (lt.tm_hour == 13 and lt.tm_min < 40):
pass
#根据运行过程
self.debug(
"open_score=%d trend_score=%d o_d_score=%d distance_score=%d" %
(open_score, trend_score, o_d_score, distance_score))
if (lt.tm_hour == 21):
self.score = int(self.open_score * 0.3 + o_d_score * 0.6 +
distance_score * 0.1)
else:
self.score = int(self.open_score * 0.1 + trend_score * 0.3 +
o_d_score * 0.5 + distance_score * 0.2)
self.kpi = self.score
def find_strong(self, klines):
#===============================================#
if (self.downs_of_this > 100):
self.last_fit_less_bar = self.get_current_minute_bar()
if (self.overs_of_this > 100):
self.last_fit_greater_bar = self.get_current_minute_bar()
#range break
#last 5 break last 120
#
hh_5 = pplib.get_hest_in_range(klines, 1, 6)
ll_5 = pplib.get_lest_in_range(klines, 1, 6)
range_width = 120
if (self.cur_bar < 120):
range_width = self.cur_bar
if (range_width <= 6):
return
hh_120 = pplib.get_hest_in_range(klines, 6, range_width)
ll_120 = pplib.get_lest_in_range(klines, 6, range_width)
bk_last_break_down_bar = self.last_break_down_bar
bk_last_break_up_bar = self.last_break_up_bar
if (hh_120 - ll_120 < 30):
if (ll_120 - ll_5 > 10):
self.last_break_down_bar = self.get_current_minute_bar()
self.last_after_break_ll = ll_5
elif (hh_5 - hh_120 > 10):
self.last_break_up_bar = self.get_current_minute_bar()
self.last_after_break_hh = hh_5
self.last_inrange_end_bar = self.get_current_minute_bar() - 5
#突破、拉回、反向创新高
#突破,判断回调、再突破
if (self.last_break_down_bar < 150
and self.cur_bar - self.last_break_down_bar < 20 + 6
and self.ma5 > self.last_inrange_ll): # 折回
pass
elif (self.last_break_down_bar > 10
and self.ma5 < self.last_after_break_ll): # 连续突破
self.strong_result = -1
self.strong_direction = -1
# 多
if (self.last_break_up_bar < 150
and self.cur_bar - self.last_break_up_bar < 20 + 6
and self.ma5 > self.last_inrange_hh): # 折回
self.strong_result = 1
self.strong_direction = 1
elif (self.last_break_down_bar > 10
and self.ma5 < self.last_after_break_ll): # 连续突破
self.strong_result = 1
self.strong_direction = 1
#突破、反向创新高
if (self.cur_price > hh_120
and (self.cur_bar - self.last_break_up_bar < 30 + 6)
and (self.cur_bar - self.last_break_down_bar < 120
and self.last_break_down_bar > 20)):
self.strong_result = 2
self.strong_direction = 2
if (self.cur_price < ll_120
and self.cur_bar - self.last_break_down_bar < 30 + 6
and (self.last_break_up_bar > 20
and self.cur_bar - self.last_break_up_bar < 120)):
self.strong_result = -2
self.strong_direction = -2
height_12 = pplib.get_height_in_range(klines, 1, 13)
csum = pplib.get_checksum(klines, 13, 1)
if (csum > 25 or (csum > 0 and height_12 > 18)):
self.debug("strong up chsum=%d height_12=%d" % (csum, height_12))
self.info("strong up chsum=%d height_12=%d" % (csum, height_12))
self.csum_12 = csum
self.height_12 = height_12
self.last_bigbang_up = self.cur_bar
if (csum < -25 or (csum < 0 and height_12 > 18)):
self.debug("strong down chsum=%d height_12=%d" % (csum, height_12))
self.info("strong down chsum=%d height_12=%d" % (csum, height_12))
self.csum_12 = csum
self.height_12 = height_12
self.last_bigbang_down = self.cur_bar
def on_bar(self, klines):
StrategyBase.on_bar(self, klines)
#if (self.run_flag == False or self.hh <= 0 or self.ll <= 0):
self.generate_indicator(klines)
if (self.run_flag == False):
return
if (self.cur_bar < 10):
return
height8 = pplib.get_height_in_range(klines, 1, 10)
cksum = pplib.get_checksum(klines, 10, 1)
l_height = pplib.get_height_in_range(klines, 1, 30)
l_cksum = pplib.get_checksum(klines, 30, 1)
pre_height8 = pplib.get_height_in_range(klines, 4, 4+8)
overs = self.get_avg_overs()
unders = self.get_avg_unders()
greaters = pplib.get_count_of_greater(klines, self.cur_bar)
lesses = pplib.get_count_of_less(klines, self.cur_bar)
self.greaters = greaters
self.lesses = lesses
if (height8 < 15 and abs(cksum) < 3):
self.debug("height8=%d cksum=%d"%(height8, cksum))
if (l_height< 20 and abs(l_cksum) < 5):
self.debug("l_height=%d l_cksum=%d"%(l_height, l_cksum))
'''
if (greaters > 30):
self.last_greaters = overs
else:
if (self.last_greaters > 60):
self.last_lesses = lesses
if (self.last)
self.add_event()
if (downs > 30):
self.last_downs = downs
else:
if (self.last_downs>60 and overs > 5):
self.last_downs =
if (overs > 2 and self.last_downs > 30):
pass
if (downs > 2 and self.last_overs > 30):
pass
'''
lt = self.get_real_time()
tmp_position = self.position
#===============make==================#
#一、根据均线上线
if (self.ask_price<self.avg_price and self.position <= 0):
kpi_daily = self.get_kpi_daily()
cond = False
if (unders > 15 and overs/unders > 1.3):
cond = True
if (kpi_daily > 10):
cond = True
else:
cond = False
if (abs(cksum) < 4 and self.avg_price-self.ask_price<20):
if (cond == True):
self.debug("under avg open......")
tmp_position = 1
self.make_type = 1
self.hh = self.ask_price + self.RUSH_PROFIT
elif(self.position<0):
tmp_position = 0 #有漏洞
elif (self.ask_price > self.avg_price and self.position >=0):
kpi_daily = self.get_kpi_daily()
cond = False
if (unders > 15 and overs/unders > 1.3):
cond = True
if (kpi_daily < -10):
cond = True
else:
cond = False
if (abs(cksum) < 4 and self.ask_price-self.avg_price<20):
if (cond == True):
self.debug("over avg open......")
tmp_position = -1
self.make_type = 1
self.ll = self.ask_price - self.RUSH_PROFIT
elif(self.position>0):
tmp_position = 0 #有漏洞
#二、根据突破
last_cru_avg = self.get_last_avg_crossdown()
last_cro_avg = self.get_last_avg_crossover()
kpi_daily = self.get_kpi_daily()
if (((last_cro_avg > 38 and last_cro_avg<last_cru_avg)
or(kpi_daily > 35 and greaters > 120))
and self.position <=0):
if (self.last_greaters > 60 and greaters > 4 and self.cur_bar_id - self.last_greaters_mark_bar < 30):
my_kpi = self.get_kpi_myself()
dist = self.cur_bar_id - self.last_greaters_mark_bar
#短 连续
if (kpi_daily > 35 and greaters>self.last_greaters and dist>3 and dist<10):
self.hh = self.ask_price + self.BREAK_PROFIT2
tmp_position = 1
self.make_type = 2
self.debug("连续。。。。")
if (tmp_position != 1 and kpi_daily>30 and dist>15):
height12 = 100
rang = self.cur_bar_id - self.last_greaters_mark_bar
if (rang > 2):
height12 = pplib.get_height_in_range(klines, 1, 15)
if (height12<14 and abs(cksum)<3):
self.hh = self.ask_price + self.BREAK_PROFIT1
tmp_position = 1
self.make_type = 2
self.debug("横盘 等待 break...")
if (tmp_position != 1 and self.last_greaters > 240):
if (greaters > self.last_greaters and greaters > 5 and greaters < 30):
tmp_position = 1
self.make_type = 2
self.debug("长突破。。")
if (((last_cro_avg > 38 and last_cro_avg<last_cru_avg) #条件1
or (kpi_daily<-35 and lesses > 120))
and self.position >=0):
if (self.last_lesses > 60 and lesses > 4 and self.cur_bar_id - self.last_lesses_mark_bar < 30):
my_kpi = self.get_kpi_myself()
dist = self.cur_bar_id - self.last_lesses_mark_bar
#短 连续
if (kpi_daily < -35 and lesses>self.last_lesses and dist>3 and dist<10):
self.ll = self.ask_price - self.BREAK_PROFIT2
tmp_position = -1
self.make_type = 2
self.debug("连续。。。。")
if (tmp_position != 1 and kpi_daily>30 and dist>15):
height12 = 100
rang = self.cur_bar_id - self.last_greaters_mark_bar
if (rang > 2):
height12 = pplib.get_height_in_range(klines, 1, 15)
if (height12<14 and abs(cksum)<3):
self.ll = self.ask_price - self.BREAK_PROFIT1
tmp_position = -1
self.make_type = 2
self.debug("横盘 等待 break...")
if (tmp_position != 1 and self.last_lesses > 240):
if (lesses > self.last_greaters and greaters > 5 and greaters < 30):
tmp_position = -1
self.make_type = 2
self.debug("长突破。。")
self.ll = self.ask_price - self.BREAK_PROFIT1
#长 高度小
#三、出现长横盘
#四、开盘来一发
if (self.cur_bar < 30):
if (kpi_daily > 35 and self.position <=0):
open_p = self.get_open_price()
if (open_p-self.ask_price >= 10):
tmp_position = 1
self.make_type = 4
self.debug("开盘 enter.....")
self.hh = self.ask_price+self.RUSH_PROFIT
elif (self.cur_bar>10 and lesses > 9):
tmp_position = 1
self.make_type = 4
self.debug("开盘 超时enter.....")
self.hh = self.ask_price+self.RUSH_PROFIT
if (kpi_daily < -35 and self.position >=0):
open_p = self.get_open_price()
if (self.ask_price- open_p>= 10):
tmp_position = -1
self.make_type = 4
self.ll = self.ask_price - self.RUSH_PROFIT
self.debug("开盘 enter.....")
elif (self.cur_bar>10 and lesses > 9):
tmp_position = -1
self.make_type = 4
self.ll = self.ask_price - self.RUSH_PROFIT
self.debug("开盘 超时enter.....")
#==================exit===========================#
if (self.position > 0 and self.ask_price>=self.hh):
tmp_position = 0
self.debug("arrive hh")
if (self.position < 0 and self.ask_price<=self.ll):
tmp_position = 0
self.debug("arrive ll")
if (self.position == 1):
if (self.cur_bar - self.entry_bar > 5 and self.bid_price-self.entry_price >= self.MAX_EARN):
tmp_position = 0
if (self.position == -1):
if (self.cur_bar - self.entry_bar > 5 and self.entry_price-self.bid_price >= self.MAX_EARN):# 达到最大profit
tmp_position = 0
if (self.position !=0 and self.make_type == 0):
self.monitor_position(klines, 30)
elif (self.position !=0 and self.make_type == 1):
self.monitor_position(klines, 40)
elif (self.position !=0 and self.make_type == 2):
self.monitor_position(klines, 50)
elif (self.position !=0 and self.make_type == 2):
self.monitor_position(klines, 30)
#===============================================#
#更新放后
if (self.last_greaters>40):
if (greaters == 0):
self.add_event(RecordEvent.Up, self.last_greaters, self.cur_bar_id, self.cur_bar_time)
if (self.cur_bar_id - self.last_greaters_mark_bar < 20 and lesses >5):
self.add_event(RecordEvent.DownAfterUp, lesses, self.cur_bar_id, self.cur_bar_time)
if (self.last_lesses>40):
if (lesses == 0):
self.add_event(RecordEvent.Down, self.last_lesses, self.cur_bar_id, self.cur_bar_time)
if (self.cur_bar_id - self.last_lesses_mark_bar < 20 and greaters > 5):
self.add_event(RecordEvent.UpAfterDown, greaters, self.cur_bar_id, self.cur_bar_time)
if (greaters > 30):
self.last_greaters = greaters
if (greaters > 60):
self.last_greaters_mark_bar = self.cur_bar_id
if (lesses > 30):
self.last_lesses = lesses
if (lesses > 60):
self.last_lesses_mark_bar = self.cur_bar_id
#===================================#
if (tmp_position != self.position):
if (self.check_order(5)):
self.set_position(tmp_position)
else:
self.debug("间隔检测 false")
def generate_hh_ll(self, klines):
#开仓
#排列
swing_hh = self.hh
swing_ll = self.ll
hh_msg = "change swing_hh "
ll_msg = "change swing_ll"
if (self.m_size > 0 and self.w_size > 0):
m_ret = self.check_open_queue("m_opens", self.m_opens)
w_ret = self.check_open_queue("w_opens", self.w_opens)
#swing_hh = self.m_opens.loc[0].high + 40
#swing_ll = self.w_opens.loc[0].low - 40
if (m_ret == 1 and w_ret == 1):
#几浪
if (self.m_size > 3):
swing_hh = self.m_opens.loc[0].high + 2
swing_ll = swing_hh - 30
elif (self.m_size > 2):
swing_hh = self.m_opens.loc[0].high + 10
swing_ll = pplib.get_lest_in_range(klines, 1, 51)
elif (self.m_size > 1):
swing_hh = self.m_opens.loc[0].high + 20
swing_ll = pplib.get_lest_in_range(klines, 1, 31)
else:
swing_hh = self.m_opens.loc[0].high + 38
swing_ll = pplib.get_lest_in_range(klines, 1, 21)
hh_msg = "排列多"
ll_msg = "排列多"
elif (m_ret == -1 and w_ret == -1):
#几浪
if (self.w_size > 3):
swing_ll = self.m_opens.loc[0].low - 2
swing_hh = swing_ll + 30
elif (self.w_size > 2):
swing_ll = self.m_opens.loc[0].low - 10
swing_hh = pplib.get_hest_in_range(klines, 1, 51)
elif (self.w_size > 1):
swing_ll = self.m_opens.loc[0].low - 20
swing_hh = pplib.get_hest_in_range(klines, 1, 31)
else:
swing_ll = self.m_opens.loc[0].low - 38
swing_hh = pplib.get_hest_in_range(klines, 1, 21)
hh_msg = "排列空"
ll_msg = "排列空"
else:
#未突破
hh_msg = "找swing_high"
ll_msg = "找swing_low"
range_heigh_8 = pplib.get_height_in_range(klines, 1, 8)
l_cksum = pplib.get_checksum(klines, 10, 1)
avg_price = pplib.get_average(klines, 6)
if (self.w_opens.loc[0].lcount > 60):
#突破
'''
swing_hh = self.w_opens.loc[0].close + 20
if(self.w_size > 2):
swing_ll = self.w_opens.loc[0].low-15
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low-25
'''
if (abs(avg_price - self.w_opens.loc[0].low) < 3
and range_heigh_8 < 15 and l_cksum < 0
and l_cksum > -15):
swing_ll = avg_price
ll_msg = "在上一个swing_low附近形成震荡"
#突破
else:
#偏空
if (self.w_size > 2):
swing_ll = self.w_opens.loc[0].low - 8
ll_msg = "w_size>2 and ll=swing_low - 8"
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low - 15
ll_msg = "w_size>2 and ll=swing_low - 15"
if (self.get_kpi_daily() > 10):
swing_ll += int(self.get_kpi_daily() / 10) + 1
ll_msg += "调整%d" % (
int(self.get_kpi_daily() / 10) + 1)
elif (self.w_opens.loc[0].lcount < 30
and self.w_opens.loc[0].lcount > 60):
if (avg_price < self.w_opens.loc[0].close - 8):
swing_hh = self.w_opens.loc[0].close
swing_ll = self.w_opens.loc[0].close - 28
ll_msg = "swing_low 大小桥 ll下移21"
hh_msg = "swing_low 大小桥 low变high 阻变支"
else:
swing_ll = self.w_opens.loc[0].close
ll_msg = "swing_low 大小桥 使用swing_low"
#突破跟进
#突破
if (self.m_opens.loc[0].lcount > 60):
#突破
'''
swing_hh = self.w_opens.loc[0].close + 20
if(self.w_size > 2):
swing_ll = self.w_opens.loc[0].low-15
if (self.w_size >= 1):
swing_ll = self.w_opens.loc[0].low-25
'''
if (abs(avg_price - self.m_opens.loc[0].high) < 3
and range_heigh_8 < 15 and l_cksum > 0
and l_cksum < 15):
swing_hh = avg_price
hh_msg = "swing_high 使用swing_high附件avg_price"
#突破
else:
#偏空
if (self.m_size > 2):
swing_hh = self.m_opens.loc[0].high + 8
hh_msg = "m_size > 2 swing_high0+8"
if (self.m_size >= 1):
swing_hh = self.m_opens.loc[0].high + 15
hh_msg = "m_size >= 1 swing_high0+15"
if (self.get_kpi_daily() < -10):
swing_hh += int(self.get_kpi_daily() / 10) + 1
hh_msg += "调整%d" % (int(self.get_kpi_daily() / 10) + 1)
elif (self.m_opens.loc[0].lcount < 30
and self.m_opens.loc[0].lcount > 60):
if (avg_price > self.m_opens.loc[0].close + 5):
swing_ll = self.m_opens.loc[0].close - 5
swing_hh = self.m_opens.loc[0].close + 25
hh_msg = "swing_high 上移21"
ll_msg = "swing_high0-5 变ll"
else:
swing_hh = self.m_opens.loc[0].high
hh_msg = "大小乔 使用swing_high"
#
elif (self.m_size > 0):
#强升
m_ret = self.check_open_queue("m_opens", self.m_opens)
if (m_ret == 1 and self.cur_bar < 110
and self.get_kpi_daily() > 30):
ll_10 = pplib.get_lest_in_range(klines, 1, 11)
swing_ll = ll_10
ll_msg = "强升，ll=ll_10"
elif (self.w_size > 0):
#强降
m_ret = self.check_open_queue("w_opens", self.m_opens)
if (m_ret == -1 and self.cur_bar < 110
and self.get_kpi_daily() < -30):
hh_10 = pplib.get_hest_in_range(klines, 1, 11)
swing_hh = hh_10
hh_msg = "强降，hh=hh_10"
elif (self.cur_bar > 50):
avg_price = pplib.get_average(klines, 5)
open_p = self.get_open_price()
if (avg_price > open_p):
swing_ll = pplib.get_lest_in_range(klines, 1, 11)
ll_msg = "流畅上升，ll=ll_10"
elif (open_p > avg_price):
swing_hh = pplib.get_hest_in_range(klines, 1, 11)
hh_msg = "流畅下降，hh=hh_10"
elif (self.cur_bar < 50):
ups = pplib.get_count_of_greater(klines, self.cur_bar)
downs = pplib.get_count_of_less(klines, self.cur_bar)
if (ups > self.ups_at_open):
self.ups_at_open = ups
if (downs > self.downs_at_open):
self.downs_at_open = downs
if (self.cur_bar > 25 and self.downs_at_open < 10):
avg_price = pplib.get_average(klines, 9)
ll_msg = "未形成swing前强升，ll=lavg9"
swing_ll = avg_price
if (self.cur_bar > 25 and self.downs_at_open < 10):
avg_price = pplib.get_average(klines, 9)
hh_msg = "未形成swing前强降，hh=avg9"
swing_hh = avg_price
if (self.hh == 0):
swing_hh = self.get_open_price + self.get_atr_daily()
hh_msg = "hh=0, hh=open+atr"
elif (self.hh < self.ask_price - 10):
#突破
avg_price = pplib.get_average(klines, 15)
if (avg_price > self.hh + 5):
swing_ll = self.hh
swing_hh = self.ask_price + 25
hh_msg = "逃出区间, hh=cur_price+25"
ll_msg = "逃出区间, ll = last_hh"
if (self.ll == 0):
swing_ll = self.get_open_price - self.get_atr_daily()
ll_msg = "ll = 0, ll=open-atr"
elif (self.ll > self.ask_price + 10):
avg_price = pplib.get_average(klines, 15)
if (avg_price < self.ll - 5):
swing_hh = self.ll
swing_ll = self.ask_price - 23
hh_msg = "逃出区间, hh=swing+25"
ll_msg = "逃出区间, ll = cur_price-23"
if (swing_hh != self.hh):
self.change_hh(swing_hh, hh_msg)
if (swing_ll != self.ll):
self.change_ll(swing_ll, ll_msg)
