コード例 #1
0
ファイル: run_jq_web.py プロジェクト: zhangyiyao3/czsc_web_ui
    def get(self):
        ts_code = self.get_argument('ts_code')
        freq = self.get_argument('freq')
        trade_date = self.get_argument('trade_date')
        if trade_date == 'null':
            trade_date = datetime.now().date()
        else:
            trade_date = datetime.strptime(trade_date, "%Y%m%d")
        kline = get_kline(symbol=ts_code,
                          end_date=trade_date,
                          freq=freq,
                          count=5000)
        kline.loc[:, "dt"] = pd.to_datetime(kline.dt)

        # kline.loc[:, "is_end"] = True
        if czsc.__version__ < "0.5":
            ka = KlineAnalyze(kline, bi_mode="new", xd_mode='strict')
            kline = pd.DataFrame(ka.kline_new)
        else:
            ka = KlineAnalyze(kline, bi_mode="new", verbose=False)
            kline = ka.to_df(ma_params=(5, 20), use_macd=True, max_count=5000)
        kline = kline.fillna("")
        kline.loc[:, "dt"] = kline.dt.apply(str)
        columns = [
            "dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi',
            'xd'
        ]

        self.finish({'kdata': kline[columns].values.tolist()})
コード例 #2
0
    def get(self):
        ts_code = self.get_argument('ts_code')
        freq = self.get_argument('freq')
        asset = self.get_argument('asset', "E")
        trade_date = self.get_argument('trade_date')
        if trade_date == 'null':
            trade_date = datetime.now().date().__str__().replace("-", "")
        kline = get_kline(ts_code=ts_code,
                          end_date=trade_date,
                          freq=freq,
                          asset=asset)
        kline.loc[:, "dt"] = pd.to_datetime(kline.dt)

        if czsc.__version__ < "0.5":
            ka = KlineAnalyze(kline, bi_mode="new")
            kline = pd.DataFrame(ka.kline_new)
        else:
            ka = KlineAnalyze(kline, verbose=False)
            kline = ka.to_df(ma_params=(5, 20), use_macd=True, max_count=5000)

        kline = kline.fillna("")
        kline.loc[:, "dt"] = kline.dt.apply(str)
        columns = [
            "dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi',
            'xd'
        ]

        self.finish({'kdata': kline[columns].values.tolist()})
コード例 #3
0
ファイル: run_gm_web.py プロジェクト: zengbin93/czsc_web_ui
    def get(self):
        ts_code = self.get_argument('ts_code')
        freq = self.get_argument('freq')
        trade_date = self.get_argument('trade_date')
        if trade_date == 'null':
            trade_date = datetime.now().date().__str__().replace("-", "")
        kline = get_gm_kline(symbol=ts_code,
                             end_date=trade_date,
                             freq=freq,
                             k_count=3000)
        ka = KlineAnalyze(kline,
                          bi_mode="new",
                          verbose=False,
                          use_xd=True,
                          max_count=5000)
        kline = ka.to_df(ma_params=(5, 20),
                         use_macd=True,
                         max_count=5000,
                         mode='new')
        kline = kline.fillna("")
        kline.loc[:, "dt"] = kline.dt.apply(str)
        columns = [
            "dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi',
            'xd'
        ]

        self.finish({'kdata': kline[columns].values.tolist()})
コード例 #4
0
def use_kline_analyze():
    kline = get_kline(symbol="000001.XSHG",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="D",
                      count=5000)
    ka = KlineAnalyze(kline, name="日线", max_raw_len=5000, verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    kline = get_kline(symbol="300803.XSHE",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="30min",
                      count=5000)
    ka = KlineAnalyze(kline, name="30分钟", max_raw_len=5000, verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    kline = get_kline(symbol="300803.XSHE",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="5min",
                      count=5000)
    ka = KlineAnalyze(kline, name="5分钟", max_raw_len=5000, verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])
コード例 #5
0
def analysis(symbol=None):
    end_date = '2021-04-19'
    start_date = '2020-05-20'
    kline_1min = get_local_kline(symbol=[symbol], end=end_date, freq='1min', start=start_date)
    kline_5min = get_local_kline(symbol=[symbol], end=end_date, freq='5min', start=start_date)
    kline_30min = get_local_kline(symbol=[symbol], end=end_date, freq='30min', start=start_date)
    kline_day = get_local_day_kline(symbol, end_date, start_date)

    if kline_5min is None or kline_1min is None or kline_30min is None or kline_day is None:
        return

    ka_1m = KlineAnalyze(kline_1min, name="1min", verbose=False)
    tig_5m = TechIndicatorGenerator(kline_5min, name="5min", verbose=False)
    tig_30m = TechIndicatorGenerator(kline_30min, name="30min", verbose=False)
    tig_day = TechIndicatorGenerator(kline_day, name='day', verbose=False)

    fds = get_fd_from_points(ka_1m.bi_list, ka_1m.macd, symbol=ka_1m.symbol)

    ka_1m = TrendAnalyser(fds, ka_1m.macd)
    ta_5m = TrendAnalyser(ka_1m.get_zoushi_list(), tig_5m.macd)
    ta_30m = TrendAnalyser(ta_5m.get_zoushi_list(), tig_30m.macd)
    ta_day = TrendAnalyser(ta_30m.get_zoushi_list(), tig_day.macd)

    print("result is:")
    print(ta_30m.getAnalysisResult())
コード例 #6
0
def kline():
    if request.method == "POST":
        data = json.loads(request.get_data(as_text=True))
    elif request.method == "GET":
        data = request.args
    else:
        raise ValueError

    ts_code = data.get('ts_code')
    freq = data.get('freq')
    k = get_kline(symbol=ts_code, freq=freq, k_count=5000)
    if czsc.__version__ < "0.5":
        ka = KlineAnalyze(k, bi_mode="new", xd_mode='strict')
        k = pd.DataFrame(ka.kline_new)
    else:
        ka = KlineAnalyze(k, min_bi_k=5, verbose=False)
        k = ka.to_df(ma_params=(5, 20), use_macd=True, max_count=5000)

    k = k.fillna("")
    kline.loc[:, "dt"] = kline.dt.apply(str)
    columns = ["dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi', 'xd']
    res = make_response(jsonify({'kdata': k[columns].values.tolist()}))
    res.headers['Access-Control-Allow-Origin'] = '*'
    res.headers['Access-Control-Allow-Method'] = '*'
    res.headers['Access-Control-Allow-Headers'] = '*'
    return res
コード例 #7
0
ファイル: use_czsc_with_tq.py プロジェクト: xunfeng191/czsc
 def __init__(self, klines):
     self.klines = klines
     self.ka_1min = KlineAnalyze(self.klines['1分钟'], name='1分钟')
     self.ka_5min = KlineAnalyze(self.klines['5分钟'], name="5分钟")
     self.ka_D = KlineAnalyze(self.klines['日线'], name='日线')
     self.symbol = self.ka_1min.symbol
     self.end_dt = self.ka_1min.end_dt
     self.latest_price = self.ka_1min.latest_price
     self.s = self.signals()
     self.desc = self.__doc__
コード例 #8
0
ファイル: test_analyze.py プロジェクト: icaicai/czsc
def test_kline_analyze():
    df = get_kline(ts_code="300008.SZ",
                   end_dt="2020-03-23 15:00:00",
                   freq='30min',
                   asset='E')
    ka = KlineAnalyze(df)

    # 测试识别结果
    assert ka.bi[-1]['fx_mark'] == 'g'
    assert ka.xd[-1]['fx_mark'] == 'g'

    # 测试背驰识别
    assert not ka.bi_bei_chi()
    assert not ka.xd_bei_chi()
    print(ka.zs[-2])
コード例 #9
0
def use_kline_analyze():
    # kline = get_kline(symbol="000001.XSHG", end_date=datetime.strptime("20200830", "%Y%m%d"), freq="D", count=5000)
    # ka = KlineAnalyze(kline, name="日线", verbose=False)
    # print("分型识别结果:", ka.fx_list[-3:])
    # print("笔识别结果:", ka.bi_list[-3:])
    # print("线段识别结果:", ka.xd_list[-3:])
    #
    # kline = get_kline(symbol="300803.XSHE", end_date=datetime.strptime("20200830", "%Y%m%d"), freq="30min", count=5000)
    # ka = KlineAnalyze(kline, name="30分钟", verbose=False)
    # print("分型识别结果:", ka.fx_list[-3:])
    # print("笔识别结果:", ka.bi_list[-3:])
    # print("线段识别结果:", ka.xd_list[-3:])

    kline = get_kline(symbol="000001.XSHE",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="5min",
                      count=5000)
    ka = KlineAnalyze(kline, name="5分钟", verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    zx = find_zs(ka)

    print(jsonpath.jsonpath(zx, '$..third_buy'))
コード例 #10
0
def use_kline_analyze():
    print('=' * 100, '\n')
    print("KlineAnalyze 的使用方法:\n")
    kline = get_kline(symbol='SHSE.000300', end_date="2020-02-02")
    ka = KlineAnalyze(kline)
    print("线段:", ka.xd, "\n")
    print("中枢:", ka.zs, "\n")
コード例 #11
0
def use_kline_analyze():
    kline = get_kline(symbol="000001.XSHG",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="D",
                      count=5000)
    ka = KlineAnalyze(kline,
                      name="日线",
                      bi_mode="new",
                      use_xd=True,
                      max_count=2000,
                      ma_params=(5, 34, 120),
                      verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    kline = get_kline(symbol="300803.XSHE",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="30min",
                      count=5000)
    ka = KlineAnalyze(kline,
                      name="30分钟",
                      bi_mode="new",
                      use_xd=True,
                      max_count=2000,
                      ma_params=(5, 34, 120),
                      verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    kline = get_kline(symbol="300803.XSHE",
                      end_date=datetime.strptime("20200830", "%Y%m%d"),
                      freq="5min",
                      count=5000)
    ka = KlineAnalyze(kline,
                      name="5分钟",
                      bi_mode="new",
                      use_xd=True,
                      max_count=2000,
                      ma_params=(5, 34, 120),
                      verbose=False)
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])
コード例 #12
0
def use_kline_analyze():
    print('=' * 100, '\n')
    print("KlineAnalyze 的使用方法:\n")
    kline = get_kline(ts_code="000009.SZ",
                      end_date="20200210",
                      freq='30min',
                      asset="I")
    ka = KlineAnalyze(kline)
    print("线段:", ka.xd, "\n")
    print("中枢:", ka.zs, "\n")
コード例 #13
0
ファイル: trade_simulator.py プロジェクト: zhydong1989/czsc
def check_trade(ts_code, file_bs, freq, end_date="20200314", asset="E", file_html="bs.html"):
    """在图上画出买卖点"""
    bs = pd.read_excel(file_bs)
    bs.loc[:, 'f'] = bs.apply(lambda x: 1 if x['交易级别'] == freq_map[freq] else 0, axis=1)
    bs = bs[bs.f == 1]
    bs.loc[:, '操作提示'] = bs['操作提示'].apply(lambda x: x.replace(freq_map[freq], ""))
    bs = bs[["操作提示", "交易时间", "交易价格"]]
    print(bs)
    df = get_kline(ts_code, freq=freq, end_date=end_date, asset=asset)
    ka = KlineAnalyze(df)
    plot_kline(ka, bs, file_html, width="1400px", height="680px")
コード例 #14
0
ファイル: make_data.py プロジェクト: zhydong1989/czsc
def make_one_day(ts_code, trade_date, asset="E"):
    if "-" in trade_date:
        end_date = datetime.strptime(trade_date, '%Y-%m-%d')
    else:
        end_date = datetime.strptime(trade_date, '%Y-%m-%d')
    start_date = end_date - timedelta(days=1)
    end_dt = end_date + timedelta(days=30)
    start_date = start_date.strftime("%Y-%m-%d")
    end_date = end_date.strftime("%Y-%m-%d")

    if not is_trade_day(start_date):
        return
    print(f"start trade simulator on {start_date}")
    trade_simulator(ts_code=ts_code,
                    start_date=start_date,
                    end_date=end_date,
                    asset=asset,
                    watch_interval=1)

    for freq in ['1min', '5min', '30min']:
        file_signals = os.path.join(
            data_path, f"{ts_code}_{start_date}_{end_date}_signals.txt")
        signals = [
            eval(x) for x in open(file_signals, encoding='utf-8').readlines()
        ]
        df = pd.DataFrame(signals)
        kline = get_kline(ts_code,
                          end_dt=end_dt.strftime("%Y-%m-%d %H:%M:%S"),
                          freq=freq,
                          asset=asset)
        ka = KlineAnalyze(kline)
        print(kline.head(), "\n\n")
        xd = deepcopy(ka.xd)
        xd = sorted(xd, key=lambda row: row['dt'], reverse=False)
        print(xd, "\n\n")

        def ___xd_status(dt):
            for x in xd:
                if x['dt'] >= dt:
                    if x['fx_mark'] == 'd':
                        s = "向下段"
                    elif x['fx_mark'] == 'g':
                        s = "向上段"
                    else:
                        raise ValueError
                    return s
            return "o"

        col = f'{freq}线段状态'
        df[col] = df['交易时间'].apply(___xd_status)
        file_excel = "./data/%s_%s_%s_%s.xlsx" % (ts_code, start_date,
                                                  end_date, freq)
        df.to_excel(file_excel, index=False)
コード例 #15
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def level_1_analysis(symbol=None):
    end_date = '2021-02-05'
    start_date = '2020-10-11'
    kline_day = get_local_day_kline(symbol, end_date, start_date)
    ka_day = KlineAnalyze(kline_day, name="30min", verbose=False)

    tig_day = TechIndicatorGenerator(kline_day, name="day", verbose=False)
    fds = get_fd_from_points(ka_day.bi_list, ka_day.macd, symbol=ka_day.symbol)

    ta_day = TrendAnalyser(fds, tig_day.macd)

    print(ta_day.getAnalysisResult())
コード例 #16
0
ファイル: combine_with_tushare.py プロジェクト: zyt9812/czsc
def use_kline_analyze():
    print('=' * 100, '\n')
    print("KlineAnalyze 的使用方法:\n")
    kline = get_kline(ts_code="000009.SZ",
                      end_date="20200210",
                      freq='30min',
                      asset="I")
    ka = KlineAnalyze(kline,
                      name="本级别",
                      min_bi_k=5,
                      max_raw_len=10000,
                      verbose=False)
    print("分型:", ka.fx_list, "\n")
    print("线段:", ka.xd_list, "\n")
コード例 #17
0
ファイル: run_gm_web.py プロジェクト: zhangyiyao3/czsc_web_ui
    def get(self):
        ts_code = self.get_argument('ts_code')
        freq = self.get_argument('freq')
        trade_date = self.get_argument('trade_date')
        if trade_date == 'null':
            trade_date = datetime.now().date().__str__().replace("-", "")
        kline = get_gm_kline(symbol=ts_code, end_date=trade_date, freq=freq, k_count=3000)
        ka = KlineAnalyze(kline)
        kline = pd.DataFrame(ka.kline)
        kline = kline.fillna("")
        kline.loc[:, "dt"] = kline.dt.apply(str)
        columns = ["dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi', 'xd']

        self.finish({'kdata': kline[columns].values.tolist()})
コード例 #18
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def use_kline_analyze():
    print('=' * 100, '\n')
    print("KlineAnalyze 的使用方法:\n")
    kline = get_kline(ts_code="000009.SZ",
                      end_date="20200210",
                      freq='30min',
                      asset="I")
    ka = KlineAnalyze(kline,
                      name="本级别",
                      bi_mode="new",
                      max_xd_len=20,
                      ma_params=(5, 34, 120),
                      verbose=False)
    print("分型:", ka.fx_list, "\n")
    print("线段:", ka.xd_list, "\n")
コード例 #19
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def use_kline_analyze():
    print('=' * 100, '\n')
    print("KlineAnalyze 的使用方法:\n")
    ts_code = "300033.SZ"
    asset = "E"
    kline = get_kline("{}-{}".format(ts_code, asset),
                      end_date="20201212",
                      freq='30min',
                      count=2000)
    ka = KlineAnalyze(kline,
                      name="本级别",
                      bi_mode="new",
                      max_count=2000,
                      use_ta=False,
                      use_xd=True)
    print("分型:", ka.fx_list, "\n")
    print("线段:", ka.xd_list, "\n")
コード例 #20
0
ファイル: use_czsc_with_jq.py プロジェクト: zhizunbao84/czsc
def use_kline_analyze():
    kline = get_kline(symbol="000001.XSHG", end_date="20200616", freq="D", count=5000)

    # 输入K线即完成分析
    ka = KlineAnalyze(kline, name="日线", min_bi_k=5, max_raw_len=10000, verbose=False)

    # 查看结果
    print("分型识别结果:", ka.fx_list[-3:])
    print("笔识别结果:", ka.bi_list[-3:])
    print("线段识别结果:", ka.xd_list[-3:])

    # 用图片或者HTML可视化
    ka.to_image("test.png")
    ka.to_html("test.html")
コード例 #21
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def kline():
    if request.method == "POST":
        data = json.loads(request.get_data(as_text=True))
    elif request.method == "GET":
        data = request.args
    else:
        raise ValueError
    print(data)
    ts_code = data.get('ts_code')
    freq = data.get('freq')
    k = get_kline(symbol=ts_code, freq=freq, k_count=5000)
    ka = KlineAnalyze(k, bi_mode="new", xd_mode='strict')
    k = pd.DataFrame(ka.kline)
    k = k.fillna("")
    columns = ["dt", "open", "close", "low", "high", "vol", 'fx_mark', 'fx', 'bi', 'xd']
    res = make_response(jsonify({'kdata': k[columns].values.tolist()}))
    res.headers['Access-Control-Allow-Origin'] = '*'
    res.headers['Access-Control-Allow-Method'] = '*'
    res.headers['Access-Control-Allow-Headers'] = '*'
    return res
コード例 #22
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def test_bei_chi():
    df = get_kline(ts_code="000001.SH",
                   end_dt="2020-04-28 15:00:00",
                   freq='D',
                   asset='I')
    ka = KlineAnalyze(df, name="日线")
    plot_ka(ka, file_image="test.jpg")

    # 线段背驰
    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 = {
        "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 = {"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 = {"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)
コード例 #23
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def enhanced_analysis(symbol=None, start_date='2020-05-20', end_date='2021-02-22'):
    kline_1min = get_local_kline(symbol=[symbol], end=end_date, freq='1min', start=start_date)
    kline_5min = get_local_kline(symbol=[symbol], end=end_date, freq='5min', start=start_date)
    kline_30min = get_local_kline(symbol=[symbol], end=end_date, freq='30min', start=start_date)
    kline_day = get_local_day_kline(symbol, end_date, start_date)

    if kline_5min is None or kline_1min is None or kline_30min is None or kline_day is None:
        return
    ka_1m = KlineAnalyze(kline_1min, bi_mode='old', name="1min", verbose=False)
    tig_5m = TechIndicatorGenerator(kline_5min, name="5min", verbose=False)
    tig_30m = TechIndicatorGenerator(kline_30min, name="30min", verbose=False)
    tig_day = TechIndicatorGenerator(kline_day, name='day', verbose=False)

    fds = get_fd_from_points(ka_1m.bi_list, ka_1m.macd, symbol=ka_1m.symbol)

    ta_1m = EnhancedTrendAnalyser(fds, ka_1m.macd)
    ta_5m = EnhancedTrendAnalyser(ta_1m.get_zoushi_list(), tig_5m.macd)
    ta_30m = EnhancedTrendAnalyser(ta_5m.get_zoushi_list(), tig_30m.macd)
    ta_day = EnhancedTrendAnalyser(ta_30m.get_zoushi_list(), tig_day.macd)

    judge_No2_buy_point(ta_day, ta_30m, end=end_date)
コード例 #24
0
def use_kline_analyze():
    kline = get_kline(symbol="000001.XSHG",
                      end_date="20200616",
                      freq="D",
                      count=5000)

    # 输入K线即完成分析
    ka = KlineAnalyze(kline, name="日线")

    # 查看结果
    print("分型识别结果:", ka.fx[-3:])
    print("笔识别结果:", ka.bi[-3:])
    print("线段识别结果:", ka.xd[-3:])
    print("中枢识别结果:", ka.zs[-1])

    # 用图片或者HTML可视化
    ka.to_image("test.png")
    ka.to_html("test.html")
コード例 #25
0
def test_use_local_data():
    kline_1min = get_local_kline(symbol=['300494'], end='2020-12-31', freq='1min', start='2020-01-01')
    kline_5min = get_local_kline(symbol=['300494'], end='2020-12-31', freq='5min', start='2020-01-01')
    # kline = get_local_day_kline(symbol=['000001'], end='2019-04-31', start='2018-01-01')
    # kline = QA_fetch_stock_week('000002', end='2019-12-13', start='2019-03-29')

    ka_1min = KlineAnalyze(kline_1min, name="1min", verbose=False)
    ka_5min = KlineAnalyze(kline_5min, name="5min", verbose=False)
    print("分型识别结果:", ka_1min.fx_list[-3:])
    print("笔识别结果:", ka_1min.bi_list[-3:])
    print("线段识别结果:", ka_1min.xd_list[-3:])
    fds = get_fd_from_points(ka_1min.bi_list, ka_1min.macd, symbol=ka_1min.symbol)
    # zoushi = construct_zoushi(fds, ka.macd)
    ta_1min = TrendAnalyser(fds, ka_1min.macd)
    ta_5min = TrendAnalyser(ta_1min.get_zoushi_list(), ka_5min.macd)
    result = ta_5min.getAnalysisResult()

    bc = common_check_beichi(ka_1min.xd_list[-5:])
    zx = find_zs_enhanced_v1(ka_1min.bi_list, ka_1min.macd)
    print("中枢识别结果:", zx)

    bei_chi = jsonpath.jsonpath(zx, '$..bei_chi')
    if isinstance(bei_chi, bool):
        bei_chi = pd.DataFrame()
    else:
        bei_chi = json_normalize(bei_chi)
        bei_chi.set_index('dt', inplace=True)

    third_buy = jsonpath.jsonpath(zx, '$..third_buy')
    if isinstance(third_buy, bool):
        third_buy = pd.DataFrame()
    else:
        third_buy = json_normalize(third_buy)
        third_buy['type'] = "3"

    second_buy = jsonpath.jsonpath(zx, '$..second_buy')
    if isinstance(second_buy, bool):
        second_buy = pd.DataFrame()
    else:
        second_buy = json_normalize(second_buy)
        second_buy['type'] = "2"

    first_buy = jsonpath.jsonpath(zx, '$..first_buy')
    if isinstance(first_buy, bool):
        first_buy = pd.DataFrame()
    else:
        first_buy = json_normalize(first_buy)
        first_buy['type'] = 1

    # third_bs = jsonpath.jsonpath(zx, '$..third_bs_section')
    # third_bs = json_normalize(third_bs)
    # third_bs.set_index('dt', inplace=True)

    dfs = [first_buy, second_buy, third_buy]
    points = reduce(lambda left, right: pd.concat([left, right], axis=0, join='outer'), dfs)
    if len(points) == 0:
        pass
    else:
        points = pd.DataFrame(points).set_index('dt').sort_index()
        points = pd.concat([points, bei_chi], axis=1, join='outer')
        # points = pd.concat([points, third_bs], axis=1, join='outer')

        kline_1min = pd.DataFrame(kline_1min).set_index(['dt'])
        result = pd.concat([kline_1min, points], axis=1, join='outer').reset_index()

        result = result.fillna(0).set_index(['symbol', 'dt'])

        print(result)

    # 用图片或者HTML可视化
    ka_1min.to_image("test.png")
コード例 #26
0
ファイル: test_analyze.py プロジェクト: xunfeng191/czsc
import sys
import warnings
from cobra.data.kline import get_kline
sys.path.insert(0, '.')
sys.path.insert(0, '..')
import czsc
from czsc import KlineAnalyze
from czsc.analyze import is_bei_chi, find_zs

warnings.warn(f"czsc version is {czsc.__version__}")

df = get_kline(ts_code="000001.SH",
               end_dt="2020-04-28 15:00:00",
               freq='D',
               asset='I')
ka = KlineAnalyze(df, name="日线", bi_mode='old')
print(ka)


def test_kline_analyze():
    assert ka.bi[-1]['fx_mark'] == 'g'
    assert ka.xd[-1]['fx_mark'] == 'd'

    # 测试背驰识别
    assert ka.bi_bei_chi()
    assert ka.xd_bei_chi()
    print(ka.zs[-2])

    ka.to_html("kline.html")
    ka.to_image("kline.png")