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[update] K线

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This commit is contained in:
msincenselee 2021-04-14 16:04:15 +08:00
parent ed3320d7c5
commit a265deb3a1
2 changed files with 770 additions and 377 deletions
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264
vnpy/component/cta_line_bar.py
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@ -493,13 +493,13 @@ class CtaLineBar(object):
self.line_pre_high = [] # K线的前para_pre_len的的最高
self.line_pre_low = [] # K线的前para_pre_len的的最低
# 唐其安高点、低点清单（相当于缠论的分型）
self.tqn_high_list = [] # 所有的创新高的高点(分型）清单 { "price":xxx, "datetime": "yyyy-mm-dd HH:MM:SS"}
self.tqn_low_list = [] # 所有的创新低的低点（分型）清单 { "price":xxx, "datetime": "yyyy-mm-dd HH:MM:SS"}
self.tqa_high_list = [] # 所有的创新高的高点(分型）清单 { "price":xxx, "datetime": "yyyy-mm-dd HH:MM:SS"}
self.tqa_low_list = [] # 所有的创新低的低点（分型）清单 { "price":xxx, "datetime": "yyyy-mm-dd HH:MM:SS"}
# 唐其安笔清单，相当与缠论的笔,最后一笔是未完成的
self.tqn_bi_list = []
self.tqa_bi_list = []
# 唐其安中枢清单，相当于缠论的中枢
self.cur_tqn_zs = {} # 当前唐其安中枢。
self.tqn_zs_list = []
self.cur_tqa_zs = {} # 当前唐其安中枢。
self.tqa_zs_list = []
self.line_ma1 = [] # K线的MA(para_ma1_len)均线，不包含未走完的bar
self.line_ma2 = [] # K线的MA(para_ma2_len)均线，不包含未走完的bar
@ -1462,35 +1462,35 @@ class CtaLineBar(object):
if len(self.line_macd) > 0:
d.update({'macd': self.line_macd[-1]})
# 当前不存在最后的高点，创建一个
if len(self.tqn_high_list) == 0:
self.tqn_high_list.append(d)
if len(self.tqa_high_list) == 0:
self.tqa_high_list.append(d)
return
# 如果存在最后的高点，最后的低点
last_low_time = self.tqn_low_list[-1].get('datetime', None) if len(self.tqn_low_list) > 0 else None
last_high_time = self.tqn_high_list[-1].get('datetime', None) if len(
self.tqn_high_list) > 0 else None
last_high_price = self.tqn_high_list[-1].get('price') if len(
self.tqn_high_list) > 0 else None
last_low_time = self.tqa_low_list[-1].get('datetime', None) if len(self.tqa_low_list) > 0 else None
last_high_time = self.tqa_high_list[-1].get('datetime', None) if len(
self.tqa_high_list) > 0 else None
last_high_price = self.tqa_high_list[-1].get('price') if len(
self.tqa_high_list) > 0 else None
# 低点的时间，比高点的时间更晚, 添加一个新的高点
if last_low_time is not None and last_high_time is not None and last_high_time < last_low_time:
# 添加一个新的高点
self.tqn_high_list.append(d)
self.tqa_high_list.append(d)
# 创建一个未走完的笔，低点-> 高点
self.create_tqn_bi(direction=Direction.LONG)
self.create_tqa_bi(direction=Direction.LONG)
# 输出确定的一笔（高点->低点) =>csv文件
self.export_tqn_bi()
self.export_tqa_bi()
# 计算是否有中枢
self.update_tqn_zs()
self.update_tqa_zs()
return
# 延续当前的高点
if pre_high > last_high_price:
self.tqn_high_list[-1].update(d)
self.tqa_high_list[-1].update(d)
self.update_tnq_bi(point=d, direction=Direction.LONG)
# 计算是否有中枢
self.update_tqn_zs()
self.update_tqa_zs()
# 产生新得低点
if pre_low < self.line_pre_low[-2] and pre_high == self.line_pre_high[-2]:
@ -1505,38 +1505,38 @@ class CtaLineBar(object):
d.update({'macd': self.line_macd[-1]})
# 当前不存在最后的低点，创建一个
if len(self.tqn_low_list) == 0:
self.tqn_low_list.append(d)
if len(self.tqa_low_list) == 0:
self.tqa_low_list.append(d)
return
# 如果存在最后的高点，最后的低点
last_low_time = self.tqn_low_list[-1].get('datetime', None) if len(
self.tqn_low_list) > 0 else None
last_high_time = self.tqn_high_list[-1].get('datetime', None) if len(
self.tqn_high_list) > 0 else None
last_low_price = self.tqn_low_list[-1].get('price', None) if len(
self.tqn_low_list) > 0 else None
last_low_time = self.tqa_low_list[-1].get('datetime', None) if len(
self.tqa_low_list) > 0 else None
last_high_time = self.tqa_high_list[-1].get('datetime', None) if len(
self.tqa_high_list) > 0 else None
last_low_price = self.tqa_low_list[-1].get('price', None) if len(
self.tqa_low_list) > 0 else None
# 高点的时间，比低点的时间更晚, 添加一个新的低点
if last_low_time is not None and last_high_time is not None and last_low_time < last_high_time:
# 添加一个新的低点
self.tqn_low_list.append(d)
self.tqa_low_list.append(d)
# 创建一个未走完的笔， 高点->低点
self.create_tqn_bi(direction=Direction.SHORT)
self.create_tqa_bi(direction=Direction.SHORT)
# 输出确定的一笔（低点->高点) =>csv文件
self.export_tqn_bi()
self.export_tqa_bi()
# 计算是否有中枢
self.update_tqn_zs()
self.update_tqa_zs()
return
# 延续当前的低点
if pre_low < last_low_price:
self.tqn_low_list[-1].update(d)
self.tqa_low_list[-1].update(d)
self.update_tnq_bi(point=d, direction=Direction.SHORT)
# 计算是否有中枢
self.update_tqn_zs()
self.update_tqa_zs()
def create_tqn_bi(self, direction):
def create_tqa_bi(self, direction):
"""
创建唐其安的笔，该笔未走完的
:param direction: 笔的方向 direction Direction.Long, Direction.Short
@ -1548,15 +1548,15 @@ class CtaLineBar(object):
else:
direction = -1
if len(self.tqn_bi_list) > self.max_hold_bars: # 维持最大缓存数量 超过则删除最前面
del self.tqn_bi_list[0]
if len(self.tqa_bi_list) > self.max_hold_bars: # 维持最大缓存数量 超过则删除最前面
del self.tqa_bi_list[0]
# 从低=>高得线段, self.line_low_list[-1] => self.line_high_list[-1]
if direction == 1:
if len(self.tqn_low_list) < 1:
if len(self.tqa_low_list) < 1:
return
low_point = self.tqn_low_list[-1]
high_point = self.tqn_high_list[-1]
low_point = self.tqa_low_list[-1]
high_point = self.tqa_high_list[-1]
d = {
"start": low_point.get('datetime'),
"end": high_point.get('datetime'),
@ -1565,14 +1565,14 @@ class CtaLineBar(object):
"high": high_point.get('price'),
"low": low_point.get('price')
}
self.tqn_bi_list.append(d)
self.tqa_bi_list.append(d)
# 从高=>低得线段, self.line_high_list[-1] => self.line_low_list[-1]
else:
if len(self.tqn_high_list) < 1:
if len(self.tqa_high_list) < 1:
return
high_point = self.tqn_high_list[-1]
low_point = self.tqn_low_list[-1]
high_point = self.tqa_high_list[-1]
low_point = self.tqa_low_list[-1]
d = {
"start": high_point.get('datetime'),
"end": low_point.get('datetime'),
@ -1581,7 +1581,7 @@ class CtaLineBar(object):
"high": high_point.get('price'),
"low": low_point.get('price')
}
self.tqn_bi_list.append(d)
self.tqa_bi_list.append(d)
def update_tnq_bi(self, point, direction):
"""
@ -1590,7 +1590,7 @@ class CtaLineBar(object):
:param direction:
:return:
"""
if len(self.tqn_bi_list) < 1:
if len(self.tqa_bi_list) < 1:
return
# Direction => int
@ -1599,7 +1599,7 @@ class CtaLineBar(object):
else:
direction = -1
bi = self.tqn_bi_list[-1]
bi = self.tqa_bi_list[-1]
if bi.get('direction') != direction:
return
# 方向为多
@ -1617,7 +1617,7 @@ class CtaLineBar(object):
"low": point.get('price'),
})
def export_tqn_bi(self):
def export_tqa_bi(self):
"""
唐其安高点、低点形成的笔，输出.csv文件
start.end,direction,height,high,low
@ -1628,12 +1628,12 @@ class CtaLineBar(object):
if self.export_tqa_bi_filename is None:
return
if len(self.tqn_bi_list) < 2:
if len(self.tqa_bi_list) < 2:
return
# 直接插入倒数第二条记录，即已经走完的笔
self.append_data(file_name=self.export_tqa_bi_filename,
dict_data=self.tqn_bi_list[-2],
dict_data=self.tqa_bi_list[-2],
field_names=["start", "end", "direction", "height", "high", "low"]
)
@ -1645,10 +1645,10 @@ class CtaLineBar(object):
#
# 从低=>高得线段, self.line_low_list[-2] => self.line_high_list[-1]
# if direction == 1:
# if len(self.tqn_low_list) < 2:
# if len(self.tqa_low_list) < 2:
# return
# low_point = self.tqn_low_list[-2]
# high_point = self.tqn_high_list[-1]
# low_point = self.tqa_low_list[-2]
# high_point = self.tqa_high_list[-1]
# d = {
# "start": low_point.get('datetime'),
# "end": high_point.get('datetime'),
@ -1657,7 +1657,7 @@ class CtaLineBar(object):
# "high": high_point.get('price'),
# "low": low_point.get('price')
# }
# if len(self.tqn_bi_list) < 2:
# if len(self.tqa_bi_list) < 2:
# return
#
# self.append_data(file_name=self.export_bi_filename,
@ -1666,10 +1666,10 @@ class CtaLineBar(object):
# )
# 从高=>低得线段, self.line_high_list[-2] => self.line_low_list[-1]
# else:
# if len(self.tqn_high_list) < 2:
# if len(self.tqa_high_list) < 2:
# return
# high_point = self.tqn_high_list[-2]
# low_point = self.tqn_low_list[-1]
# high_point = self.tqa_high_list[-2]
# low_point = self.tqa_low_list[-1]
# d = {
# "start": high_point.get('datetime'),
# "end": low_point.get('datetime'),
@ -1683,7 +1683,7 @@ class CtaLineBar(object):
# field_names=["start", "end", "direction", "height", "high", "low"]
# )
def update_tqn_zs(self):
def update_tqa_zs(self):
"""
更新唐其安中枢
这里跟缠论的中枢不同，主要根据最后一笔，判断是否与前2、前三，形成中枢。
@ -1692,19 +1692,19 @@ class CtaLineBar(object):
如果形成，更新；如果不形成，则剔除
:return:
"""
if len(self.tqn_bi_list) < 4:
if len(self.tqa_bi_list) < 4:
return
cur_bi = self.tqn_bi_list[-1] # 当前笔
second_bi = self.tqn_bi_list[-2] # 倒数第二笔
third_bi = self.tqn_bi_list[-3] # 倒数第三笔
four_bi = self.tqn_bi_list[-4] # 倒数第四笔
cur_bi = self.tqa_bi_list[-1] # 当前笔
second_bi = self.tqa_bi_list[-2] # 倒数第二笔
third_bi = self.tqa_bi_list[-3] # 倒数第三笔
four_bi = self.tqa_bi_list[-4] # 倒数第四笔
# 当前笔的方向
direction = cur_bi.get('direction')
# 当前没有中枢
if len(self.cur_tqn_zs) == 0:
if len(self.cur_tqa_zs) == 0:
# 1,3 的重叠的线段
first_third_high = min(third_bi.get('high'), cur_bi.get('high'))
first_third_low = max(third_bi.get('low'), cur_bi.get('low'))
@ -1716,7 +1716,7 @@ class CtaLineBar(object):
# 上涨中 1-3，2-4 形成重叠
if second_four_low <= first_third_low < second_four_high <= first_third_high:
# 中枢的方向按照第四笔
self.cur_tqn_zs = {
self.cur_tqa_zs = {
"direction": four_bi.get('direction'), # 段的方向：进入笔的方向
"start": four_bi.get('end'), # zs的开始
"end": cur_bi.get("end"), # zs的结束时间
@ -1728,15 +1728,15 @@ class CtaLineBar(object):
"exit_start": cur_bi.get('start')
}
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
return
# 下跌中 1-3，2-4 形成重叠
if first_third_low <= second_four_low < first_third_high <= second_four_high:
# 中枢的方向按照第四笔
self.cur_tqn_zs = {
self.cur_tqa_zs = {
"direction": four_bi.get('direction'), # 段的方向：进入笔的方向
"start": four_bi.get('end'), # zs的开始
"end": cur_bi.get("end"), # zs的结束时间
@ -1748,8 +1748,8 @@ class CtaLineBar(object):
"exit_start": cur_bi.get('start')
}
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
return
@ -1757,112 +1757,112 @@ class CtaLineBar(object):
# 当前存在中枢
# 最后一笔是多，且低点在中枢高点上方，中枢确认结束
if direction == 1 and cur_bi.get('low') > self.cur_tqn_zs.get('high'):
if direction == 1 and cur_bi.get('low') > self.cur_tqa_zs.get('high'):
self.export_tqa_zs()
self.cur_tqn_zs = {}
self.cur_tqa_zs = {}
return
# 最后一笔是空，且高点在中枢下方，中枢确认结束
if direction == -1 and cur_bi.get('high') < self.cur_tqn_zs.get('low'):
if direction == -1 and cur_bi.get('high') < self.cur_tqa_zs.get('low'):
self.export_tqa_zs()
self.cur_tqn_zs = {}
self.cur_tqa_zs = {}
return
# 当前笔，是zs的最后一笔
if cur_bi.get("start") == self.cur_tqn_zs.get("exit_start"):
if cur_bi.get("start") == self.cur_tqa_zs.get("exit_start"):
# 当前笔是做多,判断是否创新高
if direction == 1:
# 对比中枢之前所有的确认高点，不能超过
zs_highs = self.cur_tqn_zs.get("highs", [self.cur_tqn_zs.get('high')])
zs_highs = self.cur_tqa_zs.get("highs", [self.cur_tqa_zs.get('high')])
min_high = min(zs_highs)
new_high = min(min_high, cur_bi.get('high'))
# 当前笔的高度为最短，在生长，则更新中枢的结束时间和高度
if min_high >= new_high > self.cur_tqn_zs.get('high'):
self.cur_tqn_zs.update({
if min_high >= new_high > self.cur_tqa_zs.get('high'):
self.cur_tqa_zs.update({
"end": cur_bi.get('end'),
"high": new_high})
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
else:
# 对比中枢之前所有的确认低点，不能超过
zs_lows = self.cur_tqn_zs.get("lows", [self.cur_tqn_zs.get('low')])
zs_lows = self.cur_tqa_zs.get("lows", [self.cur_tqa_zs.get('low')])
max_low = max(zs_lows)
new_low = max(max_low, cur_bi.get('low'))
# 下跌笔在生长，中枢底部在扩展
if max_low < new_low < self.cur_tqn_zs.get('low'):
self.cur_tqn_zs.update({
if max_low < new_low < self.cur_tqa_zs.get('low'):
self.cur_tqa_zs.update({
"end": cur_bi.get('end'),
"low": new_low})
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
# 当前笔 不是中枢最后一笔， 方向是回归中枢的
else:
# 向下的一笔，且回落中枢高位下方，变成中枢的最后一笔
if direction == -1 and cur_bi.get('low') < self.cur_tqn_zs.get('high') \
and cur_bi.get('high') > self.cur_tqn_zs.get('low'):
if direction == -1 and cur_bi.get('low') < self.cur_tqa_zs.get('high') \
and cur_bi.get('high') > self.cur_tqa_zs.get('low'):
# 对比中枢之前所有的确认低点，不能超过
zs_lows = self.cur_tqn_zs.get("lows", [self.cur_tqn_zs.get('low')])
zs_lows = self.cur_tqa_zs.get("lows", [self.cur_tqa_zs.get('low')])
max_low = max(zs_lows)
new_low = max(max_low, cur_bi.get('low'))
# 下跌笔在生长，中枢底部在扩展
if max_low < new_low < self.cur_tqn_zs.get('low'):
self.cur_tqn_zs.update({
if max_low < new_low < self.cur_tqa_zs.get('low'):
self.cur_tqa_zs.update({
"end": cur_bi.get('end'),
"low": new_low})
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
# 更新中枢的确认高点，更新最后一笔
zs_highs = self.cur_tqn_zs.get("highs", [self.cur_tqn_zs.get('high')])
zs_highs = self.cur_tqa_zs.get("highs", [self.cur_tqa_zs.get('high')])
zs_highs.append(cur_bi.get('high'))
self.cur_tqn_zs.update({
self.cur_tqa_zs.update({
"highs": zs_highs, # 确认的高点清单（后续不能超过）
"exit_direction": cur_bi.get('direction'), # 离开笔的方向
"exit_start": cur_bi.get('start')
})
# 最后一笔的时间，若比中枢的结束时间晚，就更新
if self.cur_tqn_zs.get('end') < cur_bi.get('start'):
self.cur_tqn_zs.update({"end": cur_bi.get("start")})
if self.cur_tqa_zs.get('end') < cur_bi.get('start'):
self.cur_tqa_zs.update({"end": cur_bi.get("start")})
# 向上的一笔，回抽中枢下轨上方，变成中枢的一笔
if direction == 1 and cur_bi.get('high') > self.cur_tqn_zs.get('low') \
and cur_bi.get('low') < self.cur_tqn_zs.get('high'):
if direction == 1 and cur_bi.get('high') > self.cur_tqa_zs.get('low') \
and cur_bi.get('low') < self.cur_tqa_zs.get('high'):
# 对比中枢之前所有的确认高点，不能超过
zs_highs = self.cur_tqn_zs.get("highs", [self.cur_tqn_zs.get('high')])
zs_highs = self.cur_tqa_zs.get("highs", [self.cur_tqa_zs.get('high')])
min_high = min(zs_highs)
new_high = min(min_high, cur_bi.get('high'))
# 当前笔的高度为最短，在生长，则更新中枢的结束时间和高度
if min_high >= new_high > self.cur_tqn_zs.get('high'):
self.cur_tqn_zs.update({
if min_high >= new_high > self.cur_tqa_zs.get('high'):
self.cur_tqa_zs.update({
"end": cur_bi.get('end'),
"high": new_high})
# 更新中枢高度
self.cur_tqn_zs.update({
"height": self.cur_tqn_zs.get('high') - self.cur_tqn_zs.get('low')
self.cur_tqa_zs.update({
"height": self.cur_tqa_zs.get('high') - self.cur_tqa_zs.get('low')
})
# 更新中枢的确认低点，更新最后一笔
zs_lows = self.cur_tqn_zs.get("lows", [self.cur_tqn_zs.get('low')])
zs_lows = self.cur_tqa_zs.get("lows", [self.cur_tqa_zs.get('low')])
zs_lows.append(cur_bi.get('low'))
self.cur_tqn_zs.update({
self.cur_tqa_zs.update({
"lows": zs_lows, # 确认的低点清单（后续不能超过）
"exit_direction": cur_bi.get('direction'), # 离开笔的方向
"exit_start": cur_bi.get('start')
})
# 最后一笔的时间，若比中枢的结束时间晚，就更新
if self.cur_tqn_zs.get('end') < cur_bi.get('start'):
self.cur_tqn_zs.update({"end": cur_bi.get("start")})
if self.cur_tqa_zs.get('end') < cur_bi.get('start'):
self.cur_tqa_zs.update({"end": cur_bi.get("start")})
def export_tqa_zs(self):
"""
@ -1872,12 +1872,12 @@ class CtaLineBar(object):
if self.export_tqa_zs_filename is None:
return
if len(self.cur_tqn_zs) < 1:
if len(self.cur_tqa_zs) < 1:
return
# 将当前中枢的信息写入
self.append_data(file_name=self.export_tqa_zs_filename,
dict_data=self.cur_tqn_zs,
dict_data=self.cur_tqa_zs,
field_names=["start", "end", "direction", "height", "high", "low"]
)
@ -2173,14 +2173,16 @@ class CtaLineBar(object):
golden_cross = False
dead_cross = False
if self.line_ma1[-1] > self.line_ma1[-2] \
and self.line_ma1[-1] > self.line_ma2[-1] \
and self.line_ma1[-2] <= self.line_ma2[-2]:
# if self.line_ma1[-1] > self.line_ma1[-2] \
# and self.line_ma1[-1] > self.line_ma2[-1] \
# and self.line_ma1[-2] <= self.line_ma2[-2]:
if self.ma12_count <=0 and self.line_ma1[-1] > self.line_ma2[-1]:
golden_cross = True
if self.line_ma1[-1] < self.line_ma1[-2] \
and self.line_ma1[-1] < self.line_ma2[-1] \
and self.line_ma1[-2] >= self.line_ma2[-2]:
# if self.line_ma1[-1] < self.line_ma1[-2] \
# and self.line_ma1[-1] < self.line_ma2[-1] \
# and self.line_ma1[-2] >= self.line_ma2[-2]:
if self.ma12_count >=0 and self.line_ma1[-1] < self.line_ma2[-1]:
dead_cross = True
if self.ma12_count <= 0:
@ -2212,14 +2214,16 @@ class CtaLineBar(object):
if len(self.line_ma2) >= 2 and len(self.line_ma3) > 2:
golden_cross = False
dead_cross = False
if self.line_ma2[-1] > self.line_ma2[-2] \
and self.line_ma2[-1] > self.line_ma3[-1] \
and self.line_ma2[-2] <= self.line_ma3[-2]:
# if self.line_ma2[-1] > self.line_ma2[-2] \
# and self.line_ma2[-1] > self.line_ma3[-1] \
# and self.line_ma2[-2] <= self.line_ma3[-2]:
if self.ma23_count <=0 and self.line_ma2[-1] > self.line_ma3[-1]:
golden_cross = True
if self.line_ma2[-1] < self.line_ma2[-2] \
and self.line_ma2[-1] < self.line_ma3[-1] \
and self.line_ma2[-2] >= self.line_ma3[-2]:
# if self.line_ma2[-1] < self.line_ma2[-2] \
# and self.line_ma2[-1] < self.line_ma3[-1] \
# and self.line_ma2[-2] >= self.line_ma3[-2]:
if self.ma23_count >= 0 and self.line_ma2[-1] < self.line_ma3[-1]:
dead_cross = True
if self.ma23_count <= 0:
@ -2251,14 +2255,16 @@ class CtaLineBar(object):
if len(self.line_ma1) >= 2 and len(self.line_ma3) > 2:
golden_cross = False
dead_cross = False
if self.line_ma1[-1] > self.line_ma1[-2] \
and self.line_ma1[-1] > self.line_ma3[-1] \
and self.line_ma1[-2] <= self.line_ma3[-2]:
# if self.line_ma1[-1] > self.line_ma1[-2] \
# and self.line_ma1[-1] > self.line_ma3[-1] \
# and self.line_ma1[-2] <= self.line_ma3[-2]:
if self.ma13_count <=0 and self.line_ma1[-1] > self.line_ma3[-1]:
golden_cross = True
if self.line_ma1[-1] < self.line_ma1[-2] \
and self.line_ma1[-1] < self.line_ma3[-1] \
and self.line_ma1[-2] >= self.line_ma3[-2]:
# if self.line_ma1[-1] < self.line_ma1[-2] \
# and self.line_ma1[-1] < self.line_ma3[-1] \
# and self.line_ma1[-2] >= self.line_ma3[-2]:
if self.ma13_count >=0 and self.line_ma1[-1] < self.line_ma3[-1]:
dead_cross = True
if self.ma13_count <= 0:
@ -4123,7 +4129,7 @@ class CtaLineBar(object):
return False
# 底部背离，只能在零轴下方才判断
if s1_dif_min > 0 or s1_dif_min > 0:
if s1_dif_min > 0 or s2_dif_min > 0:
return False
# 价格创新低，dif没有创新低
@ -5570,13 +5576,15 @@ class CtaLineBar(object):
"""返回段得平均高度"""
if not self.chanlun_calculated:
self.__count_chanlun()
return round(sum([d.height for d in self.duan_list[-duan_len:]]) / duan_len, self.round_n)
duan_list = self.duan_list[-duan_len:]
return round(sum([d.height for d in duan_list]) / max(1,len(duan_list)), self.round_n)
def bi_height_ma(self, bi_len=20):
"""返回分笔得平均高度"""
if not self.chanlun_calculated:
self.__count_chanlun()
return round(sum([bi.height for bi in self.bi_list[-bi_len:]]) / bi_len, self.round_n)
bi_list = self.bi_list[-bi_len:]
return round(sum([bi.height for bi in bi_list]) / max(1,len(bi_list)), self.round_n)
def export_chan(self):
"""

883
vnpy/component/cta_renko_bar.py
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