0.9.5 更新一批信号 (waditu#112)

* 0.9.5 start coding * 0.9.5 新增飞书API封装函数 * 0.9.5 新增飞书API封装函数 * 0.9.5 更新一批信号 * 0.9.5 update * 更新Python支持版本 * 0.9.5 update time span * 0.9.5 更新一批信号
WhiteCrow · Dec 18, 2022 · 9c95f24 · 9c95f24
1 parent 80537f5
commit 9c95f24
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Showing 4 changed files with 110 additions and 6 deletions.
diff --git a/czsc/cmd.py b/czsc/cmd.py
@@ -81,7 +81,7 @@ def dummy(file_strategy):
                 dfs = pd.read_pickle(file_dfs)
             else:
                 ts_code, asset = symbol.split('#')
-                dfs = generate_symbol_signals(dc, ts_code, asset, "20150101", "20220101", strategy, 'hfq')
+                dfs = generate_symbol_signals(dc, ts_code, asset, "20170101", "20221001", strategy, 'hfq')
                 dfs.to_pickle(file_dfs)
 
             cdt = CzscDummyTrader(dfs, strategy)

diff --git a/czsc/signals/__init__.py b/czsc/signals/__init__.py
@@ -49,6 +49,7 @@
     bar_zdf_V221203,
     bar_accelerate_V221110,
     bar_accelerate_V221118,
+    bar_fang_liang_break_V221216,
 )
 
 from czsc.signals.jcc import (

diff --git a/czsc/signals/bar.py b/czsc/signals/bar.py
@@ -5,6 +5,7 @@
 create_dt: 2022/11/11 20:18
 describe: bar 作为前缀，代表信号属于基础 K 线信号
 """
+import numpy as np
 from datetime import datetime
 from typing import List
 from collections import OrderedDict
@@ -58,7 +59,9 @@ def bar_zdt_V221110(c: CZSC, di=1) -> OrderedDict:
 
     对于A股，任何K线，只要收盘价是最高价，那就不能买，只要收盘价是最低价，就不能卖。
 
-    **信号逻辑：** close等于high大于前close，近似认为是涨停；反之，跌停。
+    **信号逻辑：**
+
+    close等于high大于前close，近似认为是涨停；反之，跌停。
 
     **信号列表：**
 
@@ -145,7 +148,9 @@ def bar_zdt_V221111(cat: CzscAdvancedTrader, freq: str, di: int = 1) -> OrderedD
 def bar_vol_grow_V221112(c: CZSC, di: int = 2, n: int = 5) -> OrderedDict:
     """倒数第 i 根 K 线的成交量相比于前 N 根 K 线放量
 
-    **信号逻辑: ** 放量的定义为，倒数第i根K线的量能 / 过去N根的平均量能，在2-4倍之间。
+    **信号逻辑: **
+
+    放量的定义为，倒数第i根K线的量能 / 过去N根的平均量能，在2-4倍之间。
 
     **信号列表：**
 
@@ -174,10 +179,63 @@ def bar_vol_grow_V221112(c: CZSC, di: int = 2, n: int = 5) -> OrderedDict:
     return s
 
 
+def bar_fang_liang_break_V221216(c: CZSC, di: int = 1, th=300, ma1="SMA233") -> OrderedDict:
+    """放量向上突破并回踩指定均线，贡献者：琅盎
+
+    **信号逻辑：**
+
+    1. 放量突破
+    2. 缩量回踩，最近一根K线的成交量小于前面一段时间的均量
+
+    **信号列表：**
+
+    - Signal('日线_D1TH300_突破SMA233_放量突破_缩量回踩_任意_0')
+
+    :param c: CZSC对象
+    :param di: 信号计算截止倒数第i根K线
+    :param ma1: 指定均线，这里固定为年线
+    :param th: 当前最低价同指定均线的距离阈值，单位 BP
+    :return: 信号识别结果
+    """
+
+    def _vol_fang_liang_break(bars: List[RawBar]):
+        if len(bars) <= 4:
+            return "其他", "其他"
+
+        # 条件1：放量突破
+        ma1v = bars[-1].cache[ma1]
+        c1 = "放量突破" if bars[-1].vol >= bars[-2].vol and bars[-1].close > ma1v else "其他"
+
+        # 条件2：缩量回踩
+        vol_min = np.mean([x.vol for x in bars[:-1]])
+        distance = all(abs(x.close / ma1v - 1) * 10000 <= th for x in bars[:-1])
+
+        if bars[-1].close >= ma1v and bars[-1].vol < vol_min and distance:
+            c2 = "缩量回踩"
+        else:
+            c2 = "其他"
+
+        return c1, c2
+
+    for n in (5, 6, 7, 8, 9):
+        _bars = get_sub_elements(c.bars_raw[300:], di=di, n=n)
+        v1, v2 = _vol_fang_liang_break(_bars)
+        if v1 != "其他":
+            break
+
+    k1, k2, k3 = f"{c.freq.value}_D{di}TH{th}_突破{ma1.upper()}".split('_')
+    s = OrderedDict()
+    signal = Signal(k1=k1, k2=k2, k3=k3, v1=v1, v2=v2)
+    s[signal.key] = signal.value
+    return s
+
+
 def bar_mean_amount_V221112(c: CZSC, di: int = 1, n: int = 10, th1: int = 1, th2: int = 4) -> OrderedDict:
     """截取一段时间内的平均成交金额分类信号
 
-    **信号逻辑: ** 倒数第i根K线向前n根K线的成交金额均值在 th1 和 th2 之间
+    **信号逻辑: **
+
+    倒数第i根K线向前n根K线的成交金额均值在 th1 和 th2 之间
 
     **信号列表：**
 

diff --git a/czsc/signals/cxt.py b/czsc/signals/cxt.py
@@ -8,8 +8,8 @@
 import numpy as np
 from loguru import logger
 from typing import List
-from czsc import CZSC, Signal
-from czsc.objects import FX, BI, Direction
+from czsc import CZSC, Signal, CzscAdvancedTrader
+from czsc.objects import FX, BI, Direction, ZS
 from czsc.utils import get_sub_elements
 from collections import OrderedDict
 
@@ -252,3 +252,48 @@ def __check(bis: List[BI]):
     s[signal.key] = signal.value
     return s
 
+
+def cxt_sub_b3_V221212(cat: CzscAdvancedTrader, freq='60分钟', sub_freq='15分钟', th=10) -> OrderedDict:
+    """小级别突破大级别中枢形成三买，贡献者：魏永超
+
+    **信号逻辑：**
+
+    1. freq级别中产生笔中枢，最后一笔向上时，中枢由之前3笔构成；最后一笔向下时，中枢由最后3笔构成。
+    2. sub_freq级别中出现向上笔超越大级别中枢最高点，且随后的回落，不回到大级别中枢区间的th%以内。
+
+    **信号列表：**
+
+    - Signal('60分钟_15分钟_3买回踩10_确认_任意_任意_0')
+
+    :param cat:
+    :param freq: 中枢所在的大级别
+    :param sub_freq: 突破大级别中枢，回踩形成小级别类3买的小级别
+    :param th: 小级别回落对大级别中枢区间的回踩程度，0表示回踩不进大级别中枢，10表示回踩不超过中枢区间的10%
+    :return: 信号识别结果
+    """
+    k1, k2, k3 = f"{freq}_{sub_freq}_三买回踩{th}".split('_')
+
+    c: CZSC = cat.kas[freq]
+    sub_c: CZSC = cat.kas[sub_freq]
+
+    v1 = "其他"
+    if len(c.bi_list) > 13 and len(sub_c.bi_list) > 10:
+        last_bi = c.bi_list[-1]
+        if last_bi.direction == Direction.Down:
+            zs = ZS(symbol=cat.symbol, bis=c.bi_list[-3:])
+        else:
+            zs = ZS(symbol=cat.symbol, bis=c.bi_list[-4:-1])
+
+        min7 = min([x.low for x in c.bi_list[-7:]])
+        # 中枢成立，且中枢最低点不是最后7笔的最低点，且最后7笔最低点同时也是最后13笔最低点（保证低点起来第一个中枢）
+        if zs.zd < zs.zg and zs.dd > min7 == min([x.low for x in c.bi_list[-13:]]):
+            last_sub_bi = sub_c.bi_list[-1]
+
+            if last_sub_bi.direction == Direction.Down and last_sub_bi.high > zs.gg \
+                    and last_sub_bi.low > zs.zg - (th / 100) * (zs.zg - zs.zd):
+                v1 = "确认"
+
+    s = OrderedDict()
+    signal = Signal(k1=k1, k2=k2, k3=k3, v1=v1)
+    s[signal.key] = signal.value
+    return s