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Update chan.py
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@YuYuKunKun
YuYuKunKun authored Jun 29, 2024
1 parent 3fa6bed commit f06b9ac
Showing 1 changed file with 153 additions and 28 deletions.
181 changes: 153 additions & 28 deletions chan.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1277,7 +1277,7 @@ def append(bis, bi, _from):
if _from == "analyzer":
bi.notify_observer(cmd=Bi.CMD_APPEND, obj=bi)
ZhongShu.analyzer_push(bi, ZhongShu.BI_OBJS, Bi.OBJS, 0, _from)
Duan.analyzer_append(bi, Duan.OBJS)
Duan.analyzer_append(bi, Duan.OBJS, 0, _from)

@staticmethod
def pop(bis, fx, _from):
Expand All @@ -1288,7 +1288,7 @@ def pop(bis, fx, _from):
if _from == "analyzer":
bi.notify_observer(cmd=Bi.CMD_REMOVE, obj=bi)
ZhongShu.analyzer_pop(bi, ZhongShu.BI_OBJS, 0, _from)
Duan.analyzer_pop(bi, Duan.OBJS)
Duan.analyzer_pop(bi, Duan.OBJS, 0, _from)
return bi
else:
raise ValueError("最后一笔终点错误", fx, bis[-1].end)
Expand Down Expand Up @@ -2056,7 +2056,7 @@ def set_done(self, fx: FenXing):
return elements

@staticmethod
def append(xds, duan, _from="analyzer"):
def append(xds, duan, _from):
if xds and xds[-1].end is not duan.start:
raise TypeError("线段连续性错误")
i = 0
Expand All @@ -2072,7 +2072,7 @@ def append(xds, duan, _from="analyzer"):
ZhongShu.analyzer_push(duan, ZhongShu.DUAN_OBJS, Duan.OBJS, 0, _from)

@staticmethod
def pop(xds, duan, _from="analyzer"):
def pop(xds, duan, _from):
if xds:
if xds[-1] is duan:
duan = xds.pop()
Expand All @@ -2084,7 +2084,7 @@ def pop(xds, duan, _from="analyzer"):
raise ValueError

@staticmethod
def analyzer_pop(bi, xds: List["Duan"], level=0):
def analyzer_pop(bi, xds: List["Duan"], level, _from):
ddp()
cmd = "Duans.POP"
duan: Duan = xds[-1]
Expand All @@ -2104,7 +2104,7 @@ def analyzer_pop(bi, xds: List["Duan"], level=0):
if (last.right and bi in last.right) or (
last.right is None and bi in last.left
):
Duan.pop(xds, duan)
Duan.pop(xds, duan, _from)
last.pop_element(bi)
# last.features = [last.left, last.mid, None]
last.right = None
Expand All @@ -2113,15 +2113,15 @@ def analyzer_pop(bi, xds: List["Duan"], level=0):
if duan.elements:
duan.left, duan.mid, duan.right = duan.get_features()
else:
Duan.pop(xds, duan)
Duan.pop(xds, duan, _from)
return

@staticmethod
def analyzer_append(bi: Bi, xds: list["Duan"], level: int = 0):
def analyzer_append(bi: Bi, xds: list["Duan"], level: int, _from: str):
cmd = "Duans.PUSH"
new = Duan(None, bi.start, bi.end, [bi])
if not xds:
Duan.append(xds, new)
Duan.append(xds, new, _from)
return
duan: Duan = xds[-1]
state: States = duan.state
Expand Down Expand Up @@ -2161,25 +2161,25 @@ def analyzer_append(bi: Bi, xds: list["Duan"], level: int = 0):
and len(duan.elements) == 1
):
new = new = Duan(None, bi.start, bi.end, [bi])
Duan.pop(xds, duan)
Duan.append(xds, new, None)
Duan.pop(xds, duan, _from)
Duan.append(xds, new, _from)
return
if (
(duan.direction is Direction.Down)
and (bi.high > duan.start.speck)
and len(duan.elements) == 1
):
new = new = Duan(None, bi.start, bi.end, [bi])
Duan.pop(xds, duan)
Duan.append(xds, new, None)
Duan.pop(xds, duan, _from)
Duan.append(xds, new, _from)
return

duan.append_element(bi)
l, m, r = duan.get_features()
if r:
elements = duan.set_done(m.start)
new = Duan(duan, elements[0].start, elements[-1].end, elements)
Duan.append(xds, new)
Duan.append(xds, new, _from)
new.left, new.mid, new.right = new.get_features()
if duan.direction is Direction.Up:
fx = "顶分型"
Expand Down Expand Up @@ -2252,17 +2252,18 @@ def __eq__(self, other: "ZhongShu") -> bool:
def update(self, observable: "Observable", **kwords: Any):
cmd = kwords.get("cmd")
obj = kwords.get("obj")
print(cmd)
if cmd == f"{self.__class__.__name__}_{BaseChanObject.CMD_DONE}":
self.notify_observer(cmd=ZhongShu.CMD_MODIFY, obj=self)
return

if cmd == f"{Duan.__class__.__name__}_{BaseChanObject.CMD_DONE}":
self.notify_observer(cmd=ZhongShu.CMD_MODIFY, obj=self)
return

if cmd == Duan.CDM_ZS_OBSERVER:
self.notify_observer(cmd=ZhongShu.CMD_MODIFY, obj=self)
return

if cmd == Duan.CMD_MODIFY: # 线段end改变事件
if obj is self.third:
if double_relation(self, self.third) in (
Expand Down Expand Up @@ -2716,6 +2717,65 @@ def update(self, observable: "Observable", **kwords: Any):
super().update(observable, **kwords)


class KlineGenerator:
def __init__(self, arr=[3, 2, 5, 3, 7, 4, 7, 2.5, 5, 4, 8, 6]):
self.dt = datetime(2021, 9, 3, 19, 50, 40, 916152)
self.arr = arr

def up(self, start, end, size=8):
n = 0
m = round(abs(start - end) * (1 / size), 8)
o = start
# c = round(o + m, 4)

while n < size:
c = round(o + m, 4)
yield RawBar(self.dt, o, c, o, c, 1)
o = c
n += 1
self.dt = datetime.fromtimestamp(self.dt.timestamp() + 60 * 60)

def down(self, start, end, size=8):
n = 0
m = round(abs(start - end) * (1 / size), 8)
o = start
# c = round(o - m, 4)

while n < size:
c = round(o - m, 4)
yield RawBar(self.dt, o, o, c, c, 1)
o = c
n += 1
self.dt = datetime.fromtimestamp(self.dt.timestamp() + 60 * 60)

@property
def result(self):
size = len(self.arr)
i = 0
# sizes = [5 for i in range(l)]
result = []
while i + 1 < size:
s = self.arr[i]
e = self.arr[i + 1]
if s > e:
for k in self.down(s, e):
result.append(k)
else:
for k in self.up(s, e):
result.append(k)
i += 1
return result


def gen(arr) -> "CZSCAnalyzer":
g = KlineGenerator(arr)

c = CZSCAnalyzer("test", 60, [])
for b in g.result:
c.push(b)
return c


class BaseAnalyzer:
def __init__(self, symbol: str, freq: int):
self.__symbol = symbol
Expand Down Expand Up @@ -2984,15 +3044,76 @@ def load_file(cls, path: str) -> "Self":
return cls.load_bytes(symbol, dat, int(freq))


class CZSCSigal(bt.Indicator):
def __init__(self):
self.base_analyzer = CZSCAnalyzer(
"btcusd",
300,
[
300,
],
)
class Bitstamp(CZSCAnalyzer):
""" """

def __init__(self, symbol: str, freq: Union[Freq, int, str], size: int = 0):
if type(freq) is Freq:
super().__init__(symbol, freq.value)
self.freq: int = freq.value
elif type(freq) is int:
super().__init__(symbol, freq)
self.freq: int = freq
elif type(freq) is str:
super().__init__(symbol, int(freq))
self.freq: int = int(freq)
else:
raise

def init(self, size):
self.left_date_timestamp: int = int(datetime.now().timestamp() * 1000)
left = int(self.left_date_timestamp / 1000) - self.freq * size
if left < 0:
raise ChanException
_next = left
while 1:
data = self.ohlc(
self.symbol, self.freq, _next, _next := _next + self.freq * 1000
)
if not data.get("data"):
print(data)
raise ChanException
for bar in data["data"]["ohlc"]:
try:
self.step(
bar["timestamp"],
bar["open"],
bar["high"],
bar["low"],
bar["close"],
bar["volume"],
)
except ChanException as e:
# continue
self.save_file()
raise e

# start = int(data["data"]["ohlc"][0]["timestamp"])
end = int(data["data"]["ohlc"][-1]["timestamp"])

_next = end
if len(data["data"]["ohlc"]) < 100:
break
if Observer.CAN and Observer.thread is None:
break

@staticmethod
def ohlc(pair: str, step: int, start: int, end: int, length: int = 1000) -> Dict:
proxies = {
"http": "http://127.0.0.1:11809",
"https": "http://127.0.0.1:11809",
}
s = requests.Session()

s.headers = {
"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_2) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
"content-type": "application/json",
}
url = f"https://www.bitstamp.net/api/v2/ohlc/{pair}/?step={step}&limit={length}&start={start}&end={end}"
resp = s.get(url, timeout=5, proxies=proxies)
json = resp.json()
# print(json)
return json


class CZSCStrategy(bt.Strategy): # BOLL策略程序
Expand Down Expand Up @@ -3095,6 +3216,13 @@ def main_load_file1(path: str = "btcusd-300-1713295800-1715695500.dat"):
return obj


def main_bitstamp():
bitstamp = Bitstamp("btcusd", freq=Freq.m5)
bitstamp.init(2000)
bitstamp.toCharts()
return bitstamp


app = FastAPI()
# priority_queue = asyncio.PriorityQueue()
# queue = Observer.queue # asyncio.Queue()
Expand Down Expand Up @@ -3147,9 +3275,7 @@ async def websocket_endpoint(websocket: WebSocket):
ZhongShu.DUAN_OBJS = []
tmp.join(1)
time.sleep(1)
Observer.thread = Thread(
target=main_load_file1
) # 使用线程来运行main函数
Observer.thread = Thread(target=main_bitstamp) # 使用线程来运行main函数
Observer.thread.start()
except WebSocketDisconnect:
manager.disconnect(websocket)
Expand Down Expand Up @@ -3714,4 +3840,3 @@ def huice():
print("期末总资金: %.2f" % end_value)
cerebro.plot()
print(len(Observer.sigals))
# 巨亏～

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