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chan.py
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from numpy.lib.function_base import select
from numpy.lib.shape_base import tile
import pandas as pd
import numpy as np
from pyecharts.charts import Kline,Bar,Grid
from pyecharts import options as opts
from pyecharts.options.series_options import LabelOpts
from dataqoute import DataQoute
import json
'''
缠中说禅分析
'''
'''
笔 分型
'''
class ChanAnalyze:
def __init__(self,klines):
self.klines_orig = klines #原始K线
self.klines_merge=[] #合并后的K线
self.fxs=[] #分型
self.fbs=[] #笔列表
self.status="未确定"
self.merge()
self.check_merge()
self.klinefx()
self.klinefb()
self.update_status()
#self.draw()
'''
数据绘制分段
'''
def split_data_part(self) :
mark_line_data = []
idx = 0
for i in range(len(self.klines_merge)):
for bi in self.fbs:
if bi['fx']["k2"]["date"] == self.klines_merge[i]['date']:
mark_line_data.append(
[
{
"xAxis":idx,
"yAxis":self.klines_merge[idx]['high'] if bi["mark"] == 'l' else self.klines_merge[idx]['low'],
},
{
"xAxis":i,
"yAxis":bi['price'],
}
]
)
idx=i
break
return mark_line_data
'''
绘制
'''
def draw(self,freq=""):
kdata=[]
ktime=[]
kvol=[]
for i in range(len(self.klines_merge)):
current_kline = self.klines_merge[i]
onedata=[]
onedata.append(current_kline['open'])
onedata.append(current_kline['close'])
onedata.append(current_kline['low'])
onedata.append(current_kline['high'])
kdata.append(onedata)
ktime.append(current_kline['date'])
kvol.append(current_kline['volume'])
kline=(Kline().add_xaxis(ktime)
.add_yaxis(series_name= self.klines_merge[0]['code'],y_axis= kdata,
markline_opts=opts.MarkLineOpts(label_opts=opts.LabelOpts(position="middle", color="blue", font_size=15),
data=self.split_data_part(),
symbol=["circle", "none"],),
)
.set_global_opts(xaxis_opts=opts.AxisOpts(is_scale=True),
yaxis_opts=opts.AxisOpts(is_scale=True,
splitarea_opts=opts.SplitAreaOpts(is_show=True,areastyle_opts=opts.AreaStyleOpts(opacity=1)),
),
datazoom_opts = [opts.DataZoomOpts()],
title_opts=opts.TitleOpts(title=self.klines_merge[0]['code']) ,
)
.set_series_opts(
markarea_opts=opts.MarkAreaOpts(is_silent=True, data=self.split_data_part())
)
)
bar = (Bar().add_xaxis(ktime).add_yaxis("",kvol))
path =self.klines_merge[0]['code']+"-"+freq+".html";
kline.render(path)
'''
检查函数
'''
def check_merge(self):
for i in range(len(self.klines_merge)-1,-1,-1):
if i <1:
return
curent_kline=self.klines_merge[i]
second_kline = self.klines_merge[i-1]
if (curent_kline['low'] <= second_kline['low'] and curent_kline['high'] >= second_kline['high']) or \
(curent_kline['low'] >= second_kline['low'] and curent_kline['high'] <= second_kline['high']):
print("wrong merge")
print(curent_kline)
print(second_kline)
def has_kine(self,begin,end):
b_start = False
for i in range (self.klines_merge):
current_kline = self.klines_merge[i]
if current_kline['date'] == begin:
b_start=True
continue
if b_start and current_kline['date'] < end:
return True
return False
'''
更新状态为上涨、分型、下跌
'''
def update_status(self):
if len(self.fbs) > 0:
if self.fbs[-1]['fx']['k3']['date'] == self.klines_merge[-1]['date']:
if self.fbs[-1]['fx']['mark'] =='h' :
self.status="顶分型"
else:
self.status="底分型"
else:
if self.fbs[-1]['fx']['mark'] =='h' :
self.status="下降笔"
else:
self.status="上升笔"
'''
笔划分
{'fx': {'mark': 'h', 'low': 16.54, 'high': 18.1,
'k1': {'date': '2020-10-16', 'code': 'sz.000001', 'open': 16.56, 'high': 17.37, 'low': 16.54, 'close': 17.1, 'volume': 209561419, 'amount': 3589229558.57, 'adjustflag': 2},
'k2': {'date': '2020-10-19', 'code': 'sz.000001', 'open': 17.3, 'high': 18.1, 'low': 17.3, 'close': 17.48, 'volume': 201610552, 'amount': 3571336006.25, 'adjustflag': 2},
'k3': {'date': '2020-10-20', 'code': 'sz.000001', 'open': 17.48, 'high': 17.6, 'low': 17.25, 'close': 17.54, 'volume': 96007195, 'amount': 1673173355.65, 'adjustflag': 2},
'date': '2020-10-19'},
'mark': 'h', 'price': 18.1}
'''
def klinefb(self,bold=False):
fxlen = len(self.fxs)
if fxlen < 2:
print("fx is less then 2")
fx_count= len(self.fxs)
for i in range (fx_count):
current_fx = self.fxs[i]
if len(self.fbs)==0:
current_bi = {}
current_bi['fx']= current_fx
current_bi['mark']=current_fx['mark']
current_bi['price']=current_fx['k2']['low'] if current_fx['mark']== 'l' else current_fx['k2']['high']
self.fbs.append(current_bi)
else:
last_bi = self.fbs[-1]
current_bi={}
if last_bi['mark'] == "l":
#延续
if current_fx['mark'] == 'l':
if current_fx['k2']['low'] <last_bi['price']:
self.fbs[-1]['fx']=current_fx
self.fbs[-1]['price']=current_fx['k2']['low']
if current_fx['mark']=='h':
#不共用K线
if current_fx["k1"]['date'] > last_bi['fx']['k3']['date']:
#老笔必须有独立k
if bold == True and self.has_kine(last_bi['fx']['k3']['date'],current_fx["k1"]['date']):
current_bi = {}
current_bi['fx']= current_fx
current_bi['mark']=current_fx['mark']
current_bi['price']=current_fx['k2']['high']
self.fbs.append(current_bi)
else:
current_bi = {}
current_bi['fx']= current_fx
current_bi['mark']=current_fx['mark']
current_bi['price']=current_fx['k2']['high']
self.fbs.append(current_bi)
if last_bi['mark'] == "h":
#延续
if current_fx['mark'] == 'h':
if current_fx['k2']['high'] >last_bi['price']:
self.fbs[-1]['fx']=current_fx
self.fbs[-1]['price']=current_fx['k2']['high']
if current_fx['mark']=='l':
#不共用K线
if current_fx["k1"]['date'] > last_bi['fx']['k3']['date']:
#老笔必须有独立k
if bold == True and self.has_kine(last_bi['fx']['k3']['date'],current_fx["k1"]['date']):
current_bi = {}
current_bi['fx']= current_fx
current_bi['mark']=current_fx['mark']
current_bi['price']=current_fx['k2']['low']
self.fbs.append(current_bi)
else:
current_bi = {}
current_bi['fx']= current_fx
current_bi['mark']=current_fx['mark']
current_bi['price']=current_fx['k2']['low']
self.fbs.append(current_bi)
'''
分型
{'fx': {'mark': 'l', 'low': 15.12, 'high': 15.27,
'k1': {'date': '2020-09-24', 'code': 'sz.000001', 'open': 15.59, 'high': 15.61, 'low': 15.12, 'close': 15.12, 'volume': 106101124, 'amount': 1623376200.81, 'adjustflag': 2},
'k2': {'date': '2020-09-25', 'code': 'sz.000001', 'open': 15.2, 'high': 15.27, 'low': 14.76, 'close': 15.19, 'volume': 61408700, 'amount': 933035044.47, 'adjustflag': 2},
'k3': {'date': '2020-10-09', 'code': 'sz.000001', 'open': 15.3, 'high': 15.55, 'low': 15.13, 'close': 15.18, 'volume': 90042593, 'amount': 1376995906.6, 'adjustflag': 2},
'date': '2020-10-09'
}
'''
def klinefx(self):
if len(self.klines_merge) <3:
print("kline_merge is less")
return
for i in range (len(self.klines_merge)):
if i < 2:
continue
first_k = self.klines_merge[i-2]
second_k= self.klines_merge[i-1]
third_k=self.klines_merge[i]
if (second_k['high'] > first_k['high'] and second_k['high'] > third_k['high'] )and \
(second_k['low'] > first_k['low'] and second_k['low'] > third_k['low']):
fx={}
fx['mark']='h'
fx['low']=first_k['low']
fx['high']=second_k['high']
fx['k1']=first_k
fx['k2']=second_k
fx['k3']=third_k
fx['date']=second_k['date']
self.fxs.append(fx)
if (second_k['low'] < first_k['low'] and second_k['low'] < third_k['low']) and \
(second_k['high'] < first_k['high'] and second_k['high'] < third_k['high']):
fx={}
fx['mark']='l'
fx['low']=first_k['low']
fx['high']=second_k['high']
fx['k1']=first_k
fx['k2']=second_k
fx['k3']=third_k
fx['date']=third_k['date']
self.fxs.append(fx)
'''
合并
'''
def merge(self):
"""
docstring
"""
if len(self.klines_orig) <=2:
self.klines_merge=self.klines_orig
return
direct="unkonw"
for i in range(len(self.klines_orig)):
curent_kline = self.klines_orig[i]
if len(self.klines_merge) < 3 :
#为了防止开始的K线合并，所以去掉合并的K线再进行
if len(self.klines_merge) >0:
second_kline = self.klines_merge[-1]
if (curent_kline['low'] <= second_kline['low'] and curent_kline['high'] >= second_kline['high']) or \
(curent_kline['low'] >= second_kline['low'] and curent_kline['high'] <= second_kline['high']):
continue
self.klines_merge.append(curent_kline)
else:
first_kline = self.klines_merge[-2]
second_kline = self.klines_merge[-1]
if first_kline['high'] < second_kline['high'] and first_kline['low'] < second_kline['low']:
direct = "up"
if first_kline['high'] > second_kline['high'] and first_kline['low'] > second_kline['low']:
direct = "down"
if direct=="unkonw":
print("erro direct")
continue
if (curent_kline['low'] <= second_kline['low'] and curent_kline['high'] >= second_kline['high']) or \
(curent_kline['low'] >= second_kline['low'] and curent_kline['high'] <= second_kline['high']):
if direct == 'up':
maxhigh = max(curent_kline['high'], second_kline['high'])
maxlow = max(curent_kline['low'], second_kline['low'])
self.klines_merge[-1]['high']=maxhigh
self.klines_merge[-1]['low']=maxlow
if direct =="down":
minhigh = min(curent_kline['high'], second_kline['high'])
minlow = min(curent_kline['low'], second_kline['low'])
self.klines_merge[-1]['high']=minhigh
self.klines_merge[-1]['low']=minlow
else:
self.klines_merge.append(curent_kline)
'''
底分型买点
'''
def lfxbuy(self):
fx_count=len(self.fxs)
if fx_count >0:
fx_tail = self.fxs[-1]
if fx_tail['mark'] == 'l' and fx_tail['k3']['date'] == self.klines_merge[-1]['date']:
return True,fx_tail['high'],fx_tail['low']
return False,0,0
'''
强底分型
'''
def stronglfxbuy(self):
blfx,high,low = self.lfxbuy()
if blfx:
fx_tail = self.fxs[-1]
if fx_tail['k3']['low'] >= high:
return True,high,low
return False,0,0
'''
笔三买判断
'''
def thirdbuy(self,bstrong= True):
if len(self.fbs) > 6:
bilist = self.fbs[-6:]
if bilist[-1]['mark'] == 'l':
gg_max=max([x["price"] for x in bilist[:4] if x["mark"] =='h'])
dd_min = min([x['price'] for x in bilist[:4] if x['mark']=='l'])
zs_max = min([x["price"] for x in bilist[:4] if x["mark"] =='h'])
zs_min= max([x['price'] for x in bilist[:4] if x['mark']=='l'])
if bstrong:
if bilist[-1]['price'] > gg_max and zs_max >= zs_min and self.klines_merge[-1]["low"] > bilist[-1]['price'] and bilist[0]['price'] < zs_min :
return True,zs_max
else:
if bilist[-1]['price'] > zs_max and zs_max >= zs_min and self.klines_merge[-1]["low"] > bilist[-1]['price'] and bilist[0]['price'] < zs_min:
return True,zs_max
return False,0
if __name__ == "__main__":
'''
数据格式
{'date': '2020-10-16', 'code': 'sz.000001', 'open': 16.56, 'high': 17.37,
'low': 16.54, 'close': 17.1, 'volume': 209561419, 'amount': 3589229558.57, 'adjustflag': 2}
'''
dataqout = DataQoute()
dataqout.GetHkCodes()
hk_codes = dataqout.hk_codes
for code in hk_codes.keys():
dataqout.SetCode(code)
kline_day=dataqout.GetHkKData("day")
if len(kline_day) > 0 :
chan_day=ChanAnalyze(kline_day)
bthird_buy,price=chan_day.thirdbuy(bstrong=False)
if bthird_buy:
chan_day.draw(code+"_"+hk_codes[code]['name'])