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[update] 增加9笔形态中收敛三角中枢的三类买卖点

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msincenselee 2022-01-18 15:42:25 +08:00
parent 2c58c51e7f
commit 994ebb81e4
1 changed files with 27 additions and 3 deletions
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30
vnpy/component/cta_utility.py
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@ -590,6 +590,19 @@ def check_chan_xt_nine_bi(kline, bi_list: List[ChanObject]):
> max([x.low for x in [bi_3, bi_5, bi_7]]) > bi_1.low == min_low:
return ChanSignals.Q3L0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类三买', v2='九笔GG三买')
# 类三买（357构成收敛中枢，8的力度小于2，9回调不跌破收敛中枢的末笔7，构成三买）
if bi_8.height < bi_2.height and max_high == bi_9.high \
> max([x.high for x in [bi_3, bi_5, bi_7]]) \
> min([x.high for x in [bi_3, bi_5, bi_7]]) \
> max([x.low for x in [bi_3, bi_5, bi_7]]) > bi_1.low == min_low:
if bi_3.height > bi_5.height > bi_7.height \
and bi_3.high > bi_5.high > bi_7.high:
# 计算收敛三角的上切线，测算出bi_9对应的切线价格
atan = (bi_3.high - bi_7.high) / (bi_3.bars + bi_4.bars + bi_5.bars + bi_6.bar - 3)
p = bi_7.high - atan * (bi_7.bars + bi_8.bars + bi_9.bars - 2)
if bi_9.low > p:
return ChanSignals.Q3L0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类三买', v2='九笔收敛突破三买')
# # 九笔三买(789回调）中枢可能在3~7内
# if min_low == bi_1.low and max_high == bi_9.high \
# and bi_9.low > min([x.high for x in [bi_3, bi_5, bi_7]]) > max([x.low for x in [bi_3, bi_5, bi_7]]):
@ -605,8 +618,8 @@ def check_chan_xt_nine_bi(kline, bi_list: List[ChanObject]):
# 参考双重底或者圆弧底， 在 bi_5.high => bi_7.high => p点 形成一条斜线，如果bi_9.low 在斜线之上，就是三买
if gg == bi_5.high and zg == bi_7.high:
atan = (gg - zg) / (bi_5.bars + bi_6.bars)
p = bi_7.high - atan * (bi_7.bars + bi_8.bars + bi_9.bars)
atan = (gg - zg) / (bi_5.bars + bi_6.bars - 1)
p = bi_7.high - atan * (bi_7.bars + bi_8.bars + bi_9.bars -2)
if bi_9.low > p:
return ChanSignals.Q3L0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类三买', v2='九笔ZG三买')
@ -649,11 +662,22 @@ def check_chan_xt_nine_bi(kline, bi_list: List[ChanObject]):
and (bi_9.height < bi_5.height or bi_9.atan <= bi_5.atan):
return ChanSignals.Q1S0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类一卖', v2='九笔aAbBc式')
# 九笔类三卖
# 九笔类三卖, 3/5/7形成中枢， 9笔回调不进中枢
if max_high == bi_1.high and min_low == bi_9.low \
and bi_9.high < max([x.low for x in [bi_3, bi_5, bi_7]]) < min([x.high for x in [bi_3, bi_5, bi_7]]):
return ChanSignals.Q3S0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类三卖', v2='九笔')
# 九笔类三卖 3、5、7形成收敛三角中枢， 9笔回调不进三角
if max_high == bi_1.high and min_low == bi_9.low \
and max([x.low for x in [bi_3, bi_5, bi_7]]) < min([x.high for x in [bi_3, bi_5, bi_7]]):
if bi_3.height > bi_5.height > bi_7.height \
and bi_3.low < bi_5.low < bi_7.low:
# 计算收敛三角的下切线，测算出bi_9对应的切线价格
atan = ( bi_7.low - bi_3.low ) / (bi_3.bars + bi_4.bars + bi_5.bars + bi_6.bars -3 )
p = bi_7.low + atan * (bi_7.bars + bi_8.bars + bi_8.bars -2)
if bi_9.high < p:
return ChanSignals.Q3S0.value # Signal(k1=freq.value, k2=di_name, k3='类买卖点', v1='类三卖', v2='九笔')
if min_low == bi_1.low and max_high == bi_5.high and bi_2.high < bi_4.low: # 前五笔构成向上类趋势
zd = max([x.low for x in [bi_5, bi_7]])
zg = min([x.high for x in [bi_5, bi_7]])