diff --git a/vnpy/component/cta_line_bar.py b/vnpy/component/cta_line_bar.py index 86be7891..311518fa 100644 --- a/vnpy/component/cta_line_bar.py +++ b/vnpy/component/cta_line_bar.py @@ -961,9 +961,9 @@ class CtaLineBar(object): round(self.line_boll_middle[-1], self.round_n), round(self.line_boll_upper[-1], self.round_n), round(self.line_boll_lower[-1], self.round_n), - round(self.line_middle_atan[-1], 2) if len(self.line_middle_atan) > 0 else 0, - round(self.line_upper_atan[-1], 2) if len(self.line_upper_atan) > 0 else 0, - round(self.line_lower_atan[-1], 2) if len(self.line_lower_atan) > 0 else 0) + round(self.line_middle_atan[-1], self.round_n) if len(self.line_middle_atan) > 0 else 0, + round(self.line_upper_atan[-1], self.round_n) if len(self.line_upper_atan) > 0 else 0, + round(self.line_lower_atan[-1], self.round_n) if len(self.line_lower_atan) > 0 else 0) if (self.para_boll2_len > 0 or self.para_boll2_tb_len > 0) and len(self.line_boll_upper) > 0: msg = msg + u',Boll2({}):std:{},m:{},u:{},l:{}'. \ @@ -998,8 +998,8 @@ class CtaLineBar(object): if self.para_active_skd and len(self.line_sk) > 1 and len(self.line_sd) > 1: msg = msg + u',SK:{}/SD:{}{}{},count:{}' \ - .format(round(self.line_sk[-1], 2), - round(self.line_sd[-1], 2), + .format(round(self.line_sk[-1], self.round_n), + round(self.line_sd[-1], self.round_n), u'金叉' if self.cur_skd_count == 1 else u'', u'死叉' if self.cur_skd_count == -1 else u'', self.cur_skd_count) @@ -1379,7 +1379,7 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_ma1) > 2 and self.line_ma1[-2] != 0: ma1_atan = math.atan((self.line_ma1[-1] / self.line_ma1[-2] - 1) * 100) * 180 / math.pi - ma1_atan = round(ma1_atan, 3) + ma1_atan = round(ma1_atan, self.round_n) if len(self.line_ma1_atan) > self.max_hold_bars: del self.line_ma1_atan[0] self.line_ma1_atan.append(ma1_atan) @@ -1397,7 +1397,7 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_ma2) > 2 and self.line_ma2[-2] != 0: ma2_atan = math.atan((self.line_ma2[-1] / self.line_ma2[-2] - 1) * 100) * 180 / math.pi - ma2_atan = round(ma2_atan, 3) + ma2_atan = round(ma2_atan, self.round_n) if len(self.line_ma2_atan) > self.max_hold_bars: del self.line_ma2_atan[0] self.line_ma2_atan.append(ma2_atan) @@ -1415,7 +1415,7 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_ma3) > 2 and self.line_ma3[-2] != 0: ma3_atan = math.atan((self.line_ma3[-1] / self.line_ma3[-2] - 1) * 100) * 180 / math.pi - ma3_atan = round(ma3_atan, 3) + ma3_atan = round(ma3_atan, self.round_n) if len(self.line_ma3_atan) > self.max_hold_bars: del self.line_ma3_atan[0] self.line_ma3_atan.append(ma3_atan) @@ -2032,21 +2032,21 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_boll_upper) > 2 and self.line_boll_upper[-2] != 0: up_atan = math.atan((self.line_boll_upper[-1] / self.line_boll_upper[-2] - 1) * 100) * 180 / math.pi - up_atan = round(up_atan, 3) + up_atan = round(up_atan, self.round_n) if len(self.line_upper_atan) > self.max_hold_bars: del self.line_upper_atan[0] self.line_upper_atan.append(up_atan) if len(self.line_boll_middle) > 2 and self.line_boll_middle[-2] != 0: mid_atan = math.atan( (self.line_boll_middle[-1] / self.line_boll_middle[-2] - 1) * 100) * 180 / math.pi - mid_atan = round(mid_atan, 3) + mid_atan = round(mid_atan, self.round_n) if len(self.line_middle_atan) > self.max_hold_bars: del self.line_middle_atan[0] self.line_middle_atan.append(mid_atan) if len(self.line_boll_lower) > 2 and self.line_boll_lower[-2] != 0: low_atan = math.atan( (self.line_boll_lower[-1] / self.line_boll_lower[-2] - 1) * 100) * 180 / math.pi - low_atan = round(low_atan, 3) + low_atan = round(low_atan, self.round_n) if len(self.line_lower_atan) > self.max_hold_bars: del self.line_lower_atan[0] self.line_lower_atan.append(low_atan) @@ -2091,21 +2091,21 @@ class CtaLineBar(object): if len(self.line_boll2_upper) > 2 and self.line_boll2_upper[-2] != 0: up_atan = math.atan( (self.line_boll2_upper[-1] / self.line_boll2_upper[-2] - 1) * 100) * 180 / math.pi - up_atan = round(up_atan, 3) + up_atan = round(up_atan, self.round_n) if len(self.line_upper2_atan) > self.max_hold_bars: del self.line_upper2_atan[0] self.line_upper2_atan.append(up_atan) if len(self.line_boll2_middle) > 2 and self.line_boll2_middle[-2] != 0: mid_atan = math.atan( (self.line_boll2_middle[-1] / self.line_boll2_middle[-2] - 1) * 100) * 180 / math.pi - mid_atan = round(mid_atan, 3) + mid_atan = round(mid_atan, self.round_n) if len(self.line_middle2_atan) > self.max_hold_bars: del self.line_middle2_atan[0] self.line_middle2_atan.append(mid_atan) if len(self.line_boll2_lower) > 2 and self.line_boll2_lower[-2] != 0: low_atan = math.atan( (self.line_boll2_lower[-1] / self.line_boll2_lower[-2] - 1) * 100) * 180 / math.pi - low_atan = round(low_atan, 3) + low_atan = round(low_atan, self.round_n) if len(self.line_lower2_atan) > self.max_hold_bars: del self.line_lower2_atan[0] self.line_lower2_atan.append(low_atan) @@ -2147,21 +2147,21 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_boll_upper) > 2 and self.line_boll_upper[-2] != 0: up_atan = math.atan((self.line_boll_upper[-1] / self.line_boll_upper[-2] - 1) * 100) * 180 / math.pi - up_atan = round(up_atan, 3) + up_atan = round(up_atan, self.round_n) if len(self.line_upper_atan) > self.max_hold_bars: del self.line_upper_atan[0] self.line_upper_atan.append(up_atan) if len(self.line_boll_middle) > 2 and self.line_boll_middle[-2] != 0: mid_atan = math.atan( (self.line_boll_middle[-1] / self.line_boll_middle[-2] - 1) * 100) * 180 / math.pi - mid_atan = round(mid_atan, 3) + mid_atan = round(mid_atan, self.round_n) if len(self.line_middle_atan) > self.max_hold_bars: del self.line_middle_atan[0] self.line_middle_atan.append(mid_atan) if len(self.line_boll_lower) > 2 and self.line_boll_lower[-2] != 0: low_atan = math.atan( (self.line_boll_lower[-1] / self.line_boll_lower[-2] - 1) * 100) * 180 / math.pi - low_atan = round(low_atan, 3) + low_atan = round(low_atan, self.round_n) if len(self.line_lower_atan) > self.max_hold_bars: del self.line_lower_atan[0] self.line_lower_atan.append(low_atan) @@ -2202,21 +2202,21 @@ class CtaLineBar(object): if len(self.line_boll2_upper) > 2 and self.line_boll2_upper[-2] != 0: up_atan = math.atan( (self.line_boll2_upper[-1] / self.line_boll2_upper[-2] - 1) * 100) * 180 / math.pi - up_atan = round(up_atan, 3) + up_atan = round(up_atan, self.round_n) if len(self.line_upper2_atan) > self.max_hold_bars: del self.line_upper2_atan[0] self.line_upper2_atan.append(up_atan) if len(self.line_boll2_middle) > 2 and self.line_boll2_middle[-2] != 0: mid_atan = math.atan( (self.line_boll2_middle[-1] / self.line_boll2_middle[-2] - 1) * 100) * 180 / math.pi - mid_atan = round(mid_atan, 3) + mid_atan = round(mid_atan, self.round_n) if len(self.line_middle2_atan) > self.max_hold_bars: del self.line_middle2_atan[0] self.line_middle2_atan.append(mid_atan) if len(self.line_boll2_lower) > 2 and self.line_boll2_lower[-2] != 0: low_atan = math.atan( (self.line_boll2_lower[-1] / self.line_boll2_lower[-2] - 1) * 100) * 180 / math.pi - low_atan = round(low_atan, 3) + low_atan = round(low_atan, self.round_n) if len(self.line_lower2_atan) > self.max_hold_bars: del self.line_lower2_atan[0] self.line_lower2_atan.append(low_atan) @@ -2258,15 +2258,15 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_boll_upper) > 2 and self.line_boll_upper[-1] != 0: up_atan = math.atan((self._rt_upper / self.line_boll_upper[-1] - 1) * 100) * 180 / math.pi - self._rt_upper_atan = round(up_atan, 3) + self._rt_upper_atan = round(up_atan, self.round_n) if len(self.line_boll_middle) > 2 and self.line_boll_middle[-1] != 0: mid_atan = math.atan((self._rt_middle / self.line_boll_middle[-1] - 1) * 100) * 180 / math.pi - self._rt_middle_atan = round(mid_atan, 3) + self._rt_middle_atan = round(mid_atan, self.round_n) if len(self.line_boll_lower) > 2 and self.line_boll_lower[-1] != 0: low_atan = math.atan((self._rt_lower / self.line_boll_lower[-1] - 1) * 100) * 180 / math.pi - self._rt_lower_atan = round(low_atan, 3) + self._rt_lower_atan = round(low_atan, self.round_n) if boll_02_len > 0: if self.bar_len < min(14, boll_02_len) + 1: @@ -2297,15 +2297,15 @@ class CtaLineBar(object): # 计算斜率 if len(self.line_boll2_upper) > 2 and self.line_boll2_upper[-1] != 0: up_atan = math.atan((self._rt_upper2 / self.line_boll2_upper[-1] - 1) * 100) * 180 / math.pi - self._rt_upper2_atan = round(up_atan, 3) + self._rt_upper2_atan = round(up_atan, self.round_n) if len(self.line_boll2_middle) > 2 and self.line_boll2_middle[-1] != 0: mid_atan = math.atan((self._rt_middle2 / self.line_boll2_middle[-1] - 1) * 100) * 180 / math.pi - self._rt_middle2_atan = round(mid_atan, 3) + self._rt_middle2_atan = round(mid_atan, self.round_n) if len(self.line_boll2_lower) > 2 and self.line_boll2_lower[-1] != 0: low_atan = math.atan((self._rt_lower2 / self.line_boll2_lower[-1] - 1) * 100) * 180 / math.pi - self._rt_lower2_atan = round(low_atan, 3) + self._rt_lower2_atan = round(low_atan, self.round_n) @property def rt_upper(self): @@ -2670,15 +2670,15 @@ class CtaLineBar(object): if len(self.line_dif) > self.max_hold_bars: del self.line_dif[0] - self.line_dif.append(round(dif_list[-1], 2)) + self.line_dif.append(round(dif_list[-1], self.round_n)) if len(self.line_dea) > self.max_hold_bars: del self.line_dea[0] - self.line_dea.append(round(dea_list[-1], 2)) + self.line_dea.append(round(dea_list[-1], self.round_n)) if len(self.line_macd) > self.max_hold_bars: del self.line_macd[0] - self.line_macd.append(round(macd_list[-1] * 2, 2)) # 国内一般是2倍 + self.line_macd.append(round(macd_list[-1] * 2, self.round_n)) # 国内一般是2倍 # 更新 “段”（金叉-》死叉；或 死叉-》金叉) segment = self.macd_segment_list[-1] if len(self.macd_segment_list) > 0 else {} @@ -2689,7 +2689,7 @@ class CtaLineBar(object): segment = {} # 金叉/死叉，更新位置&价格 self.cur_macd_count, self.rt_macd_count = (1, 1) if self.line_macd[-1] > 0 else (-1, -1) - self.cur_macd_cross = round((self.line_dif[-1] + self.line_dea[-1]) / 2, 2) + self.cur_macd_cross = round((self.line_dif[-1] + self.line_dea[-1]) / 2, self.round_n) self.cur_macd_cross_price = self.close_array[-1] self.rt_macd_cross = self.cur_macd_cross self.rt_macd_cross_price = self.cur_macd_cross_price @@ -2722,7 +2722,7 @@ class CtaLineBar(object): else: # 继续金叉 - if self.line_macd[-1] > 0 and self.cur_macd_count > 0: + if self.line_macd[-1] > 0 and self.cur_macd_count >= 0: self.cur_macd_count += 1 segment.update({ @@ -2740,7 +2740,7 @@ class CtaLineBar(object): self.rt_macd_cross_price = 0 # 继续死叉 - elif self.line_macd[-1] < 0 and self.cur_macd_count < 0: + elif self.line_macd[-1] < 0 and self.cur_macd_count <= 0: self.cur_macd_count -= 1 segment.update({ 'macd_count': self.cur_macd_count, @@ -2783,22 +2783,22 @@ class CtaLineBar(object): fastperiod=self.para_macd_fast_len, slowperiod=self.para_macd_slow_len, signalperiod=self.para_macd_signal_len) - self._rt_dif = round(dif[-1], 2) if len(dif) > 0 else None - self._rt_dea = round(dea[-1], 2) if len(dea) > 0 else None - self._rt_macd = round(macd[-1] * 2, 2) if len(macd) > 0 else None + self._rt_dif = round(dif[-1], self.round_n) if len(dif) > 0 else None + self._rt_dea = round(dea[-1], self.round_n) if len(dea) > 0 else None + self._rt_macd = round(macd[-1] * 2, self.round_n) if len(macd) > 0 else None # 判断是否实时金叉/死叉 if self._rt_macd is not None: # 实时金叉 if self._rt_macd >= 0 and self.line_macd[-1] < 0: self.rt_macd_count = 1 - self.rt_macd_cross = round((self._rt_dif + self._rt_dea) / 2, 2) + self.rt_macd_cross = round((self._rt_dif + self._rt_dea) / 2, self.round_n) self.rt_macd_cross_price = self.cur_price # 实时死叉 elif self._rt_macd <= 0 and self.line_macd[-1] > 0: self.rt_macd_count = -1 - self.rt_macd_cross = round((self._rt_dif + self._rt_dea) / 2, 2) + self.rt_macd_cross = round((self._rt_dif + self._rt_dea) / 2, self.round_n) self.rt_macd_cross_price = self.cur_price @property @@ -2966,7 +2966,7 @@ class CtaLineBar(object): cur_cci = ta.CCI(high=self.high_array[-2 * self.para_cci_len:], low=self.low_array[-2 * self.para_cci_len:], close=self.close_array[-2 * self.para_cci_len:], timeperiod=self.para_cci_len)[-1] - self.cur_cci = round(float(cur_cci), 3) + self.cur_cci = round(float(cur_cci), self.round_n) if len(self.line_cci) > self.max_hold_bars: del self.line_cci[0] @@ -3068,7 +3068,7 @@ class CtaLineBar(object): # atan2 = math.atan((ma5 / ma5_ref1 - 1) * 100) * 180 / math.pi # atan3 = math.atan(ma5 / ma5_ref1 - 1)* 100 - self.cur_atan = round(self.cur_atan, 3) + self.cur_atan = round(self.cur_atan, self.round_n) # self.write_log(u'{}/{}/{}'.format(self.atan, atan2, atan3)) if self.cur_period is None: @@ -4069,18 +4069,18 @@ class CtaLineBar(object): return False # 振幅 = 高-低 / 收盘价 百分比 - cur_wave_rate = round(100 * float((high - low) / close), 2) + cur_wave_rate = round(100 * float((high - low) / close), self.round_n) # 上涨时，判断上影线 if direction == Direction.LONG: # 上影线比例 = 上影线（高- max（开盘，收盘））/ 当日振幅=（高-低） - cur_shadow_rate = round(100 * float((high - max(open, close)) / (high - low)), 2) + cur_shadow_rate = round(100 * float((high - max(open, close)) / (high - low)), self.round_n) if cur_wave_rate >= wave_rate and cur_shadow_rate >= shadow_rate: return True # 下跌时，判断下影线 elif direction == Direction.SHORT: - cur_shadow_rate = round(100 * float((min(open, close) - low) / (high - low)), 2) + cur_shadow_rate = round(100 * float((min(open, close) - low) / (high - low)), self.round_n) if cur_wave_rate >= wave_rate and cur_shadow_rate >= shadow_rate: return True @@ -4578,7 +4578,7 @@ class CtaMinuteBar(CtaLineBar): if int(bar.datetime.strftime('%H%M')) > 1130 and int(bar.datetime.strftime('%H%M')) < 1600: # 扣除11:30到13:00的中场休息的90分钟 minutes_passed = minutes_passed - 90 - else: + elif not self.is_7x24: if int(bar.datetime.strftime('%H%M')) > 1015 and int(bar.datetime.strftime('%H%M')) <= 1130: # 扣除10:15到10:30的中场休息的15分钟 minutes_passed = minutes_passed - 15