diff --git a/.github/workflows/pythonpackage.yml b/.github/workflows/pythonpackage.yml index 03943908f..eec2601e7 100644 --- a/.github/workflows/pythonpackage.yml +++ b/.github/workflows/pythonpackage.yml @@ -5,7 +5,7 @@ name: Python package on: push: - branches: [ master, V0.9.32 ] + branches: [ master, V0.9.33 ] pull_request: branches: [ master ] diff --git a/czsc/__init__.py b/czsc/__init__.py index d11806684..ade5484ac 100644 --- a/czsc/__init__.py +++ b/czsc/__init__.py @@ -101,10 +101,10 @@ normalize_feature, ) -__version__ = "0.9.32" +__version__ = "0.9.33" __author__ = "zengbin93" __email__ = "zeng_bin8888@163.com" -__date__ = "20231013" +__date__ = "20231018" diff --git a/czsc/signals/__init__.py b/czsc/signals/__init__.py index 28417dbde..5f6084000 100644 --- a/czsc/signals/__init__.py +++ b/czsc/signals/__init__.py @@ -205,6 +205,7 @@ tas_macd_bc_V230803, tas_macd_bc_V230804, tas_macd_bc_ubi_V230804, + tas_slope_V231019, ) from czsc.signals.pos import ( diff --git a/czsc/signals/tas.py b/czsc/signals/tas.py index f553c7fb1..310ad107a 100644 --- a/czsc/signals/tas.py +++ b/czsc/signals/tas.py @@ -21,7 +21,7 @@ from czsc.analyze import CZSC from czsc.objects import Signal, Direction, BI, RawBar, FX, Mark, ZS from czsc.traders.base import CzscSignals -from czsc.utils import get_sub_elements, fast_slow_cross, count_last_same, create_single_signal +from czsc.utils import get_sub_elements, fast_slow_cross, count_last_same, create_single_signal, single_linear from czsc.utils.sig import cross_zero_axis, cal_cross_num, down_cross_count @@ -2789,7 +2789,7 @@ def tas_atr_V230630(c: CZSC, **kwargs) -> OrderedDict: **信号逻辑：** ATR与收盘价的比值衡量了价格振幅比率的大小，对这个值进行分层。 - + **信号列表：** - Signal('日线_D1ATR14_波动V230630_第7层_任意_任意_0') @@ -2802,7 +2802,7 @@ def tas_atr_V230630(c: CZSC, **kwargs) -> OrderedDict: - Signal('日线_D1ATR14_波动V230630_第3层_任意_任意_0') - Signal('日线_D1ATR14_波动V230630_第2层_任意_任意_0') - Signal('日线_D1ATR14_波动V230630_第1层_任意_任意_0') - + :param c: czsc对象 :param kwargs: @@ -2860,15 +2860,15 @@ def tas_rumi_V230704(c: CZSC, **kwargs) -> OrderedDict: rumi_window = int(kwargs.get('rumi_window', 30)) timeperiod1 = int(kwargs.get('timeperiod1', 3)) timeperiod2 = int(kwargs.get('timeperiod2', 50)) - + assert rumi_window < timeperiod2, "rumi_window 必须小于 timeperiod2" freq = c.freq.value k1, k2, k3 = f"{freq}_D{di}F{timeperiod1}S{timeperiod2}R{rumi_window}_BS辅助V230704".split('_') v1 = '其他' - + if len(c.bars_raw) < di + timeperiod2: return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1) - + key1 = update_ma_cache(c, ma_type='SMA', timeperiod=timeperiod1) key2 = update_ma_cache(c, ma_type='WMA', timeperiod=timeperiod2) bars = get_sub_elements(c.bars_raw, di=di, n=timeperiod2) @@ -3204,14 +3204,14 @@ def tas_angle_V230802(c: CZSC, **kwargs) -> OrderedDict: -n：统计笔的数量 -di：取第几笔 - + :return: 信号识别结果 """ di = int(kwargs.get('di', 1)) n = int(kwargs.get('n', 9)) th = int(kwargs.get('th', 50)) assert 300 > th > 30, "th 取值范围为 30 ~ 300" - + freq = c.freq.value k1, k2, k3 = f"{freq}_D{di}N{n}T{th}_笔角度V230802".split('_') v1 = '其他' @@ -3309,7 +3309,7 @@ def tas_macd_bc_V230804(c: CZSC, **kwargs) -> OrderedDict: od_dif = max([x.cache[cache_key]['dif'] for x in b1.fx_b.raw_bars + b3.fx_b.raw_bars]) if 0 < b5_dif < od_dif: v1 = '空头' - + if b5.direction == Direction.Down and b5.low < (dd + (gg - dd) / 4): b5_dif = min([x.cache[cache_key]['dif'] for x in b5.fx_b.raw_bars]) od_dif = min([x.cache[cache_key]['dif'] for x in b1.fx_b.raw_bars + b3.fx_b.raw_bars]) @@ -3358,7 +3358,7 @@ def tas_macd_bc_ubi_V230804(c: CZSC, **kwargs) -> OrderedDict: od_dif = max([x.cache[cache_key]['dif'] for x in b2.fx_b.raw_bars + b4.fx_b.raw_bars]) if 0 < b5_dif < od_dif: v1 = '空头' - + if ubi['direction'] == Direction.Down and ubi['low'] < (dd + (gg - dd) / 4): b5_dif = min([x.cache[cache_key]['dif'] for x in ubi['raw_bars'][-5:]]) od_dif = min([x.cache[cache_key]['dif'] for x in b2.fx_b.raw_bars + b4.fx_b.raw_bars]) @@ -3366,3 +3366,53 @@ def tas_macd_bc_ubi_V230804(c: CZSC, **kwargs) -> OrderedDict: v1 = '多头' return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1) + + +def tas_slope_V231019(c: CZSC, **kwargs) -> OrderedDict: + """DIF趋势线斜率判断多空 + + 参数模板："{freq}_D{di}DIF{n}斜率T{th}_BS辅助V231019" + + **信号逻辑：** + + 取最近 N 根K线的DIF值计算斜率，然后取 N * 10 根K线的斜率值，计算斜率值的分位数， + 如果分位数大于th，则看多，小于1-th，则看空。 + + **信号列表：** + + - Signal('60分钟_D1DIF10斜率T80_BS辅助V231019_看多_任意_任意_0') + - Signal('60分钟_D1DIF10斜率T80_BS辅助V231019_看空_任意_任意_0') + + :param cat: CzscSignals对象 + :param kwargs: 参数字典 + :return: 返回信号结果 + """ + di = int(kwargs.get('di', 1)) + n = int(kwargs.get('n', 10)) + th = int(kwargs.get('th', 80)) + assert th > 50 and th < 100, 'th 参数取值范围为 50 ~ 100' + + freq = c.freq.value + cache_key = update_macd_cache(c, fastperiod=12, slowperiod=26, signalperiod=9) + k1, k2, k3 = f"{freq}_D{di}DIF{n}斜率T{th}_BS辅助V231019".split('_') + v1 = '其他' + if len(c.bars_raw) < 50: + return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1) + + cache_slope_key = f"tas_slope_V231019_{di}_{n}" + for i, bar in enumerate(c.bars_raw): + if i < n: + continue + + if cache_slope_key not in bar.cache: + dif = [x.cache[cache_key]['dif'] for x in c.bars_raw[i - n: i]] + bar.cache[cache_slope_key] = single_linear(dif)['slope'] + + bars = get_sub_elements(c.bars_raw, di=di, n=n * 10) + dif_slope = [x.cache.get(cache_slope_key, 0) for x in bars] + q = (dif_slope[-1] - min(dif_slope)) / (max(dif_slope) - min(dif_slope)) + if q > th / 100: + v1 = '看多' + elif q < 1 - th / 100: + v1 = '看空' + return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1)