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 on_day_bar(self, dklines):
lastday_bar = 2
hh_30, to_hh_30_bar = pplib.get_hest_in_range2(dklines, 2, 30)
ll_30, to_ll_30_bar = pplib.get_lest_in_range2(dklines, 2, 30)
self.hh_30 = hh_30
self.ll_30 = ll_30
self.to_hh_30_bar = to_hh_30_bar
self.to_ll_30_bar = to_ll_30_bar
self.d_hh_3, self.d_hh_3_bar = pplib.get_hest_in_range2(
dklines, 2, 2 + 3)
self.d_ll_3, self.d_ll_3_bar = pplib.get_lest_in_range2(
dklines, 2, 2 + 3)
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 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 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 make_prediction(self, start_day, dklines):
self.watch_hh = dklines.iloc[-start_day].high + self.ATR_day
self.watch_ll = dklines.iloc[-start_day].low - self.ATR_day
walkpath = WalkPath.InRange
if (self.trend_status.value >= TrendStatus.UpInUp.value):
walkpath = WalkPath.Up
self.watch_hh = dklines.iloc[-start_day].close + self.ATR_day
self.watch_ll = (dklines.iloc[-start_day].low +
dklines.iloc[-start_day].close) / 2
self.debug("WalkPath.Up1")
elif (self.trend_status.value <= TrendStatus.DownInDown.value):
walkpath = WalkPath.Down
self.watch_ll = dklines.iloc[-start_day].close - self.ATR_day
self.watch_hh = (dklines.iloc[-start_day].high +
dklines.iloc[-start_day].close) / 2
self.debug("WalkPath.Down1")
elif (self.trend_status.value >= TrendStatus.WaveBottom.value):
ll_10, to_ll_bar = pplib.get_lest_in_range2(
dklines, start_day, start_day + 10)
to_ll_height = dklines.iloc[-start_day].low - ll_10
if (to_ll_bar >= start_day + 2 and to_ll_bar < start_day + 6
and to_ll_height < self.ATR_day): #
bar_id = start_day + 1
if (dklines.iloc[-bar_id].open > dklines.iloc[-bar_id].close):
walkpath = WalkPath.Up
self.debug("WalkPath.Up2")
self.watch_hh = pplib.get_avg_high2(dklines, start_day,
3) + 10
self.watch_ll = pplib.get_avg_low2(dklines, start_day, 3)
else:
walkpath = WalkPath.Down
self.watch_hh = pplib.get_avg_high2(dklines, start_day,
3) - 10
self.watch_ll = pplib.get_avg_low2(dklines, start_day,
3) - 10
self.debug("WalkPath.Down2")
else:
walkpath = WalkPath.InRange
self.debug("WalkPath.InRange2")
boll = BOLL(dklines, 6, 1.5)
self.watch_ll = list(boll["bottom"])[-start_day]
self.watch_hh = list(boll["top"])[-start_day]
elif (self.trend_status.value <= TrendStatus.WaveTop.value):
hh_10, to_hh_bar = pplib.get_hest_in_range2(
dklines, start_day, start_day + 10)
to_hh_height = hh_10 - dklines.iloc[-start_day].high
if (to_hh_bar >= start_day + 2 and to_hh_bar < start_day + 6
and to_hh_height < self.ATR_day): #
bar_id = start_day + 1
if (dklines.iloc[-bar_id].open > dklines.iloc[-bar_id].close):
walkpath = WalkPath.Up
self.debug("WalkPath.Up3")
else:
walkpath = WalkPath.Down
self.watch_hh = pplib.get_avg_high2(dklines, start_day,
3) + 10
self.watch_ll = pplib.get_avg_low2(dklines, start_day, 3)
self.debug("WalkPath.Down3")
else:
walkpath = WalkPath.InRange
self.debug("WalkPath.InRange3")
boll = BOLL(dklines, 6, 1.5)
self.watch_ll = list(boll["bottom"])[-start_day]
self.watch_hh = list(boll["top"])[-start_day]
else:
self.debug("WalkPath.InRange4")
walkpath = WalkPath.InRange
self.watch_hh = pplib.get_avg_high2(dklines, start_day, 3)
self.watch_ll = pplib.get_avg_low2(dklines, start_day, 3)
self.predict_walkpath = walkpath
self.debug("forecast walkpath=%s self.watch_hh=%d self.watch_ll=%d" %
(walkpath, self.watch_hh, self.watch_ll))
def on_day_bar(self, dklines):
self.dklines = dklines
max_short_pos = 0
max_long_pos = 0
last_close = dklines.iloc[-1].close
lastday_bar = self.lastday_bar
price_flag = 0
bigbang_flag = 0
#控制仓位
hh_50, to_hh_50_bar = pplib.get_hest_in_range2(dklines, 2, 50)
ll_50, to_ll_50_bar = pplib.get_lest_in_range2(dklines, 2, 50)
#顶不追，底不追
to_hh_50 = dklines.iloc[-lastday_bar].high - hh_50
if (to_hh_50_bar >= 4 and to_hh_50 < 30):
price_flag = 1
self.to_hh_50_bar = self.lastday_bar
to_ll_50 = dklines.iloc[-lastday_bar].low - ll_50
if (to_ll_50_bar >= 4 and to_ll_50 < 30):
price_flag = -1
self.to_ll_50_bar = self.lastday_bar
self.hh_50 = hh_50
self.ll_50 = ll_50
self.to_hh_50_bar = to_hh_50_bar
self.to_ll_50_bar = to_ll_50_bar
#大涨、大跌后不追
if (dklines.iloc[-lastday_bar].close - dklines.iloc[-lastday_bar].open
> 45): # big up
self.last_bigbang_up_id = lastday_bar
bigbang_flag = 1
elif (dklines.iloc[-lastday_bar].open -
dklines.iloc[-lastday_bar].close > 45): # big down
self.last_bigbang_down_id = lastday_bar
bigbang_flag = -1
if (bigbang_flag == 1 and price_flag == 1):
if (to_hh_50_bar > 6):
max_long_pos = 2
else:
max_long_pos = 1
elif (bigbang_flag == -1 and price_flag == -1):
if (to_ll_50_bar > 6):
max_short_pos = 2
else:
max_short_pos = 1
elif (bigbang_flag == -1 and price_flag == 1):
max_long_pos = 1
elif (bigbang_flag == 1 and price_flag == -1):
max_short_pos = 1
elif (price_flag == 1):
max_long_pos = 1
elif (price_flag == -1):
max_short_pos = -1
elif (bigbang_flag == 1):
max_long_pos = 1
elif (bigbang_flag == -1):
max_short_pos = 1
if (max_long_pos > 0
and self.manager.get_cfg_max_long_pos() > max_long_pos):
self.manager.set_max_long_pos(max_long_pos)
self.debug("set_max_long_pos(%d)" % (max_long_pos))
if (max_short_pos > 0
and self.manager.get_cfg_max_short_pos() > max_short_pos):
self.manager.set_max_short_pos(max_short_pos)
self.debug("set_max_short_pos(%d)" % (max_short_pos))
#关键价格
self.kp.on_bar(dklines)
#如果key_hh存在，代表是阻力线
self.key_ll = self.kp.get_last_key_ll_price(dklines.iloc[-1].close, 3)
#如果key_ll存在，代表是支撑线
self.key_hh = self.kp.get_last_key_hh_price(dklines.iloc[-1].close, 3)
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