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weeklyLineJudge0206.py
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weeklyLineJudge0206.py
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# -*- coding: utf-8 -*-
"""
Created on Wed Dec 6 09:40:13 2017
@author: Administrator
"""
import numpy as np
import copy
import matplotlib.pyplot as plt
#import sys
from matplotlib.dates import DateFormatter
from matplotlib.dates import DayLocator
from matplotlib.dates import MonthLocator
from matplotlib.dates import date2num
from matplotlib.finance import candlestick_ohlc
from datetime import datetime
#import tushare as ts
def datestr2num(s):
date1 = datetime.strptime(s.decode('ascii'), "%Y/%m/%d").date()
date = date2num(date1)
return date
###############################################################################
############################ 一、画出峰谷折线图 ################################
# 1、提取数据并绘FG0图 #########################################################
alldays = DayLocator()
months = MonthLocator()
month_formatter = DateFormatter("%b %Y")
#quotes的内容(time, open, high, low, close)
#quotes_pre = np.loadtxt('RU1801WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
#quotes_pre = np.loadtxt('RU1709WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
#quotes_pre = np.loadtxt('Y1801WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
quotes_pre = np.loadtxt('RM801WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
#quotes_pre = np.loadtxt('RB1801WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
#quotes_pre = np.loadtxt('J1801WeeklyData.csv', delimiter=',', usecols=(0,1,2,3,4,), converters={0:datestr2num}, unpack=True)
quotes = []
tick = 5 #期货橡胶ru的刻度,即一手价格变动的最低价
global g_resistanceList_wk #[0] W(N)中的 周数N 列表
global g_resistanceList #[1] W(N)的 resistanceList 列表
global g_resceAbateList #[0] W(N)失效阻力的周序数及类型,结构为[[weekNo0,resceType0],[weekNo1,resceType1],[weekNo2,resceType2]]
global g_selfAdjustTrend_wk #[0] W(N)中的 周数N 列表
global g_selfAdjustTrend #[1] W(N)的 selfAdjustTrend 列表
global g_synthesizeTrend_wk #[0] W(N)中的 synthesizeTrend 列表
global g_synthesizeTrend #[1] W(N)的 synthesizeTrend 列表
global g_week_trend_wk #[0] W(N)中的 周数N 列表
global g_week_trend #[1] W(N)的 FinalTrend 列表
g_resistanceList_wk = []
g_resistanceList = []
g_resceAbateList = []
g_selfAdjustTrend_wk = []
g_selfAdjustTrend = []
g_synthesizeTrend_wk = []
g_synthesizeTrend = []
g_week_trend_wk = []
g_week_trend = []
for i in range( len(quotes_pre[0]) ):
datas = (quotes_pre[0][i],quotes_pre[1][i],quotes_pre[2][i],quotes_pre[3][i],quotes_pre[4][i])
quotes.append(datas)
#alldays = DayLocator()
#months = MonthLocator()
#month_formatter = DateFormatter("%b %Y")
#fig = plt.figure(figsize=(18, 9))
#ax = fig.add_subplot(111)
#ax.xaxis.set_major_locator(months)
#ax.xaxis.set_minor_locator(alldays)
#ax.xaxis.set_major_formatter(month_formatter)
#plt.title("Weekly Line")
#plt.xlabel("Week")
#plt.ylabel("Price")
#candlestick_ohlc(ax,quotes,width=0.2, colorup='r',colordown='g')
#plt.plot(quotes_pre[0], quotes_pre[4], 'r', lw=1.0) #画出收盘价折线图
# 2、找到极值点 ################################################################
#需考虑临值相等的情况 #
quotes_fg0_date = [] #峰谷的日期
quotes_fg0_price = [] #峰谷的价格
quotes_fg0_index = [] #峰谷在原时间序列中的位置
quotes_fg0_direction = [] #值为1表示波峰,值为0表示波谷
for i in range( len(quotes_pre[0]) )[1:-1]:
#波峰:
if quotes_pre[4][i]>quotes_pre[4][i-1] and quotes_pre[4][i]>quotes_pre[4][i+1]:
quotes_fg0_date.append(quotes_pre[0][i])
quotes_fg0_price.append(quotes_pre[4][i])
quotes_fg0_index.append(i)
quotes_fg0_direction.append(1)
#波谷:
if quotes_pre[4][i]<quotes_pre[4][i-1] and quotes_pre[4][i]<quotes_pre[4][i+1]:
quotes_fg0_date.append(quotes_pre[0][i])
quotes_fg0_price.append(quotes_pre[4][i])
quotes_fg0_index.append(i)
quotes_fg0_direction.append(0)
#3、修正极值点 #################################################################
#第1步:对于波峰(波谷),用本周最大值(最小值)代替收盘价
j = 0 # 记录quotes_fg0_price中元素的坐标
for i in range( len(quotes_fg0_index) ):
fg0_index = quotes_fg0_index[i]
#本极值点为波谷,用最低价代替收盘价
if quotes_fg0_direction[i] == 0:
quotes_fg0_price[j] = quotes_pre[3][fg0_index]
#开盘价<收盘价,本极值点为波峰,用最高价代替收盘价
if quotes_fg0_direction[i] == 1:
quotes_fg0_price[j] = quotes_pre[2][fg0_index]
j = j + 1 # quotes_fg0_price下一个元素的坐标
#plt.plot(quotes_fg0_date, quotes_fg0_price, 'y', lw=1.5) #画出极值点折线图
#ax.scatter(quotes_fg0_date, quotes_fg0_price, alpha=0.5) #画出极值点散点图
#第2步:根据规则,用新峰谷时间点代替部分原峰谷时间点
quotes_fg_date = copy.deepcopy(quotes_fg0_date)
quotes_fg_price = copy.deepcopy(quotes_fg0_price)
quotes_fg_index = copy.deepcopy(quotes_fg0_index)
quotes_fg_direction = copy.deepcopy(quotes_fg0_direction) #值为1表示波峰,值为0表示波谷
#先根据波峰确定波次,调整波谷
for j in range(len(quotes_fg_index)):
if quotes_fg_direction[j] == 1 and j + 2 < len(quotes_fg_index):#本波峰后面还有一个波峰,能构成完整波次,才在本波次内调整波谷
quotes_fwave_begin = quotes_fg_index[j] #第一个波峰在quotes的序号
quotes_fwave_end = quotes_fg_index[j+2] #第二个波峰在quotes的序号
quotes_wave_low = copy.deepcopy(quotes_pre[3][quotes_fwave_begin: quotes_fwave_end + 1])
quotes_wave_low_min_index = np.argmin(quotes_wave_low)
quotes_wave_low_min = quotes_wave_low[ quotes_wave_low_min_index ]
quotes_g_index = quotes_fwave_begin + quotes_wave_low_min_index #新波谷在quotes的序号
if quotes_wave_low_min < quotes_fg_price[j+1]:
# 用新波谷代替旧波谷:
quotes_fg_date[j+1] = quotes_pre[0][quotes_g_index]
quotes_fg_price[j+1] = quotes_pre[3][quotes_g_index]
quotes_fg_index[j+1] = quotes_g_index
#再根据波谷确定波次,调整波峰
for j in range(len(quotes_fg_index)):
if quotes_fg_direction[j] == 0 and j + 2 < len(quotes_fg_index):#本波谷后面还有一个波谷,能构成完整波次,才在本波次内调整波峰
quotes_gwave_begin = quotes_fg_index[j] #第一个波谷在quotes的序号
quotes_gwave_end = quotes_fg_index[j+2] #第二个波谷在quotes的序号
quotes_wave_high = copy.deepcopy(quotes_pre[2][quotes_gwave_begin: quotes_gwave_end + 1])
quotes_wave_high_max_index = np.argmax(quotes_wave_high)
quotes_wave_high_max = quotes_wave_high[ quotes_wave_high_max_index ]
quotes_f_index = quotes_gwave_begin + quotes_wave_high_max_index #新波峰在quotes的序号
if quotes_wave_high_max > quotes_fg_price[j+1]:
# 用新波峰代替旧波峰:
quotes_fg_date[j+1] = quotes_pre[0][quotes_f_index]
quotes_fg_price[j+1] = quotes_pre[2][quotes_f_index]
quotes_fg_index[j+1] = quotes_f_index
#plt.plot(quotes_fg_date, quotes_fg_price, 'b--', lw=2.0) #画出调整后的峰谷折线图
#ax.scatter(quotes_fg_date, quotes_fg_price, alpha=0.5) #画出调整后的峰谷散点图
#标注各周编号
#wk_no = range(len(quotes_pre[0])) # 周序号
#for i in range(len(quotes_pre[0])):
# wk_number = wk_no[i] + 1
# plt.text(quotes_pre[0][i], quotes_pre[2][i], wk_number, alpha=0.5)
#fig.autofmt_xdate()
#plt.savefig("wave.png")
#plt.show()
###############################################################################
############################ 二、定义函数 ######################################
# 本节定义这些函数:反转周函数getReverse、突破周函数getBreak、阻力定义函数getResistance、
# 反转首周定义函数getFirstReverse、突破首周定义函数getFirstBreak、本身K线含义函数getSelfTrend、
# 阻力空间函数getBreakTrend、本身定义调整函数getSelfAdjustTrend
# 1、本身K线含义函数:getSelfTrend(week_N)######################################
# 通过K线本身判断week_N的趋势,selfTrend = -1
# 表示本身K线趋势空,=1表示本身K线趋势多,=10 表示本身K线宽幅震荡。
def getSelfTrend(week_N):
selfTrend = 10
week_N_rise = 0
week_N_rise_rate = 0
# week_N的涨幅(跌幅):
if week_N == 1:
week_N_rise = (quotes_pre[4][week_N-1] - quotes_pre[1][week_N-1]) #上涨(下跌)值
week_N_rise_rate = week_N_rise / quotes_pre[1][week_N-1] #涨幅(跌幅)
elif week_N >= 2:
week_N_rise = (quotes_pre[4][week_N-1] - quotes_pre[4][week_N-2]) #上涨(下跌)值
week_N_rise_rate = week_N_rise / quotes_pre[4][week_N-2] #涨幅(跌幅)
# week_N的上(下)影线:
up_shadow = quotes_pre[2][week_N-1] - max(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) #上影线
down_shadow = min(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) - quotes_pre[3][week_N-1] #下影线
if week_N_rise_rate >= 0 :
if week_N_rise_rate>0.03 : selfTrend =1
elif week_N_rise_rate>0.012 and up_shadow < week_N_rise: selfTrend =1
elif week_N_rise_rate>0.012 and up_shadow >= week_N_rise: selfTrend =10
elif week_N_rise_rate>=0 : selfTrend =10
if week_N_rise_rate < 0 :
if abs(week_N_rise_rate)>0.03 : selfTrend =-1
elif abs(week_N_rise_rate)>0.012 and down_shadow < abs(week_N_rise): selfTrend =-1
elif abs(week_N_rise_rate)>0.012 and down_shadow >= abs(week_N_rise): selfTrend =10
elif abs(week_N_rise_rate)>0 : selfTrend =10
return selfTrend
# 2、反转周函数:getReverse(week_N)#############################################
# 判断第N周是否为反转周,reverse_wk = 0表示非反转周,=1表示反转周
def getReverse(week_N):
reverse_wk = 0
if quotes_pre[1][week_N-2] > quotes_pre[4][week_N-2] and quotes_pre[1][week_N-1] < quotes_pre[4][week_N-1]:
reverse_wk = 1
if quotes_pre[1][week_N-2] < quotes_pre[4][week_N-2] and quotes_pre[1][week_N-1] > quotes_pre[4][week_N-1]:
reverse_wk = 1
return reverse_wk
# 3、突破周函数:getBreak(week_N)###############################################
# 判断第N周是否为突破周,break_wk = 0表示非突破周,=1/-1表示突破周(趋势多/趋势空)
# 返回值break_list:[0]为week_N、[1]为break_wk(可取值:0,1,-1)、[2]突破的波峰f1(或波谷g1)在quotes中的序列
def getBreak(week_N):
break_wk = 0
break_list = [week_N,break_wk,-1] # 分别为week_N、 break_wk(可取值:0,1,-1)、 波峰f1(或波谷g1)
# week_N的涨幅(跌幅):
week_N_rise = (quotes_pre[4][week_N-1] - quotes_pre[4][week_N-2]) #上涨(下跌)值
week_N_rise_rate = week_N_rise / quotes_pre[4][week_N-2] #涨幅(跌幅)
# week_N的上(下)影线:
up_shadow = quotes_pre[2][week_N-1] - max(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) #上影线
down_shadow = min(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) - quotes_pre[3][week_N-1] #下影线
quotes_f_list = [[],[]] #将所有波峰,按时间从近到远进行排序,[0]存储价格,[1]存储波峰属于哪一周
quotes_g_list = [[],[]] #将所有波谷,按时间从近到远进行排序,[0]存储价格,[1]存储波峰属于哪一周
for i in range( len(quotes_fg_price) )[::-1]:
if( quotes_fg_direction[i] == 1 and quotes_fg_index[i] < week_N - 1 ):# week_N 之前的波峰
quotes_f_list[0].append( quotes_fg_price[i] )
quotes_f_list[1].append( quotes_fg_index[i] )
elif( quotes_fg_direction[i] == 0 and quotes_fg_index[i] < week_N - 1 ):# week_N 之前的波谷
quotes_g_list[0].append( quotes_fg_price[i] )
quotes_g_list[1].append( quotes_fg_index[i] )
last_f_price = 0 #记录上一个可能的阻力值
last_g_Price = 200000 #记录可能的阻力值
if week_N_rise_rate > 0.03 or ( 0.012 < week_N_rise_rate <= 0.03 and up_shadow < week_N_rise ):
#找符合约束条件的波峰:
quotes_f_index = -1 # quotes_f_index即为所求波峰
j1 = 0 # 记录遍历符合条件波峰的个数
for i in range( len(quotes_f_list[0]) ):
quotes_f_index = quotes_f_list[1][i]#波峰周在quotes序列中的下标
if j1 == 5: #如果已查找了5个波峰,直接结束循环
break
if quotes_f_list[0][i] > last_f_price: #找比f1之前更高的波峰f2
if quotes_pre[2][week_N-2] < quotes_pre[2][quotes_f_index] <= quotes_pre[2][week_N-1] - 5*tick and \
quotes_pre[4][quotes_f_index] <= quotes_pre[4][week_N-1] - 3*tick:#找到了符合条件的波峰
break_wk = 1 # 本周为突破周趋势多
break_list = [week_N, break_wk, quotes_f_index + 1]
break
else:
last_f_price = quotes_f_list[0][i] #将当前波峰价格设为f2,以此为基础找f3
j1 = j1 + 1
if week_N_rise_rate < -0.03 or ( -0.03 <= week_N_rise_rate < -0.012 and down_shadow < abs(week_N_rise) ):
#找符合约束条件的波谷:
quotes_g_index = -1 # quotes_g_index即为所求波谷
j1 = 0 # 记录遍历符合条件波谷的个数
for i in range( len(quotes_g_list[0]) ):
quotes_g_index = quotes_g_list[1][i]#波谷周在quotes序列中的下标
if j1 == 5: #如果已查找了5个波谷,直接结束循环
break
if quotes_g_list[0][i] < last_g_Price: #找比g1之前更低的波谷g2
if quotes_pre[3][week_N-2] > quotes_pre[3][quotes_g_index] >= quotes_pre[3][week_N-1] + 5*tick and \
quotes_pre[4][quotes_g_index] >= quotes_pre[4][week_N-1] + 3*tick:#找到了符合条件的波峰
break_wk = -1 # 本周为突破周趋势空
break_list = [week_N, break_wk, quotes_g_index + 1]
break
else:
last_g_Price = quotes_g_list[0][i] #将当前波峰价格设为g2,以此为基础找g3
j1 = j1 + 1
return break_list
# 4、本身定义调整函数:getSelfAdjustTrend(week_N)##############################
# 通过week_N-1的首周判断函数,得到week_N的本身定义调整函数,selfAdjustTrend=-1表示趋势明显空;# =1表示趋势明显多;=10表示宽幅震荡。
def getSelfAdjustTrend(week_N):
week_N_trend = 10
week_1N_trend = 10
if week_N in [1, 2, 3]: #前3周,用本身函数代替本身调整函数
week_N_trend = getSelfTrend(week_N)
return week_N_trend
# 数据准备1:week_2N,即W(N-2):
week_2N_rise = (quotes_pre[4][week_N-3] - quotes_pre[4][week_N-4]) #上涨(下跌)值
week_2N_rise_rate = week_2N_rise / quotes_pre[4][week_N-4] #涨幅(跌幅)
# 数据准备2:week_1N,即W(N-1):
week_1N_rise = (quotes_pre[4][week_N-2] - quotes_pre[4][week_N-3]) #上涨(下跌)值
week_1N_rise_rate = week_1N_rise / quotes_pre[4][week_N-3] #涨幅(跌幅)
week_1N_upShadow = quotes_pre[2][week_N-2]-max(quotes_pre[1][week_N-2], quotes_pre[4][week_N-2]) #上影线
week_1N_lowShadow = min(quotes_pre[1][week_N-2], quotes_pre[4][week_N-2]) - quotes_pre[3][week_N-2] #下影线
if week_N-1 in g_week_trend_wk: #如全局变量列表中已有数据,则使用全局变量
index_g_finalTrend = g_week_trend_wk.index( week_N-1 )
week_1N_trend = copy.deepcopy( g_week_trend[index_g_finalTrend] )
else:
week_1N_trend = getFinalTrend(week_N-1)
# 数据准备3:week_N,即W(N):
week_N_rise = (quotes_pre[4][week_N-1] - quotes_pre[4][week_N-2]) #上涨(下跌)值
week_N_rise_rate = week_N_rise / quotes_pre[4][week_N-2] #涨幅(跌幅)
week_N_upShadow = quotes_pre[2][week_N-1]-max(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) #上影线
week_N_lowShadow = min(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) - quotes_pre[3][week_N-1] #下影线
#情况(01)时W(N)周线定义:#####################
if week_1N_trend == 2:
if week_N_rise_rate >= 0:
if quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate < 0:
if week_N_rise_rate < 0 and week_1N_rise_rate > 0:
if abs(week_N_rise_rate) < week_1N_rise_rate * 0.5:
week_N_trend = 1
elif week_1N_rise_rate * 0.5 <= abs(week_N_rise_rate) <= week_1N_rise_rate:
week_N_trend = 10
elif abs(week_N_rise_rate) > week_1N_rise_rate:
week_N_trend = -1
#情况(02)时W(N)周线定义:#####################
if week_1N_trend == 1 and week_1N_rise_rate > 0.03:
if week_N_rise_rate >= 0:
if quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] > quotes_pre[2][week_N - 2] :
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] <= quotes_pre[2][week_N - 2] :
week_N_trend = 10
elif week_N_rise_rate < 0:
if week_1N_rise_rate > 0:
if abs(week_N_rise_rate) < week_1N_rise_rate/3:
week_N_trend = 1
elif week_1N_rise_rate/3 <= abs(week_N_rise_rate) <= week_1N_rise_rate * 0.5:
week_N_trend = 10
elif abs(week_N_rise_rate) > week_1N_rise_rate * 0.5:
week_N_trend = -1
#情况(03)时W(N)周线定义:#####################
if week_1N_trend == 1 and 0.012 < week_1N_rise_rate < 0.03 and week_1N_upShadow < week_1N_rise:
if week_N_rise_rate > 0:
if quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate < 0:
if week_1N_rise_rate > 0:
if abs(week_N_rise_rate) < week_1N_rise_rate/3:
week_N_trend = 1
elif week_1N_rise_rate/3 <= abs(week_N_rise_rate) <= week_1N_rise_rate * 0.5:
week_N_trend = 10
elif abs(week_N_rise_rate) > week_1N_rise_rate * 0.5:
week_N_trend = -1
#情况(04)时W(N)周线定义:#####################
if week_1N_trend == 1 and 0.012 < week_1N_rise_rate < 0.03 and week_1N_upShadow >= week_1N_rise:
if week_N_rise_rate > 0:
if quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2] and quotes_pre[4][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03:
week_N_trend = 1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise):
if abs(week_N_rise_rate) > week_1N_rise_rate:
week_N_trend = -1
elif abs(week_N_rise_rate) <= week_1N_rise_rate:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise):
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
#情况(05)时W(N)周线定义:#####################
if week_1N_trend == 1 and 0 <= week_1N_rise_rate <= 0.012:
if week_N_rise_rate > 0:
if week_N_rise_rate > 0.03:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0 < week_N_rise_rate <= 0.012 and quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0 < week_N_rise_rate <= 0.012 and quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate < 0:
week_N_trend = getSelfTrend(week_N )
#情况(06)时W(N)周线定义:#####################
if week_1N_trend == 1 and -0.012 <= week_1N_rise_rate < 0:
if week_N_rise_rate > 0:
if week_N_rise_rate > 0.03:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
quotes_pre[4][week_N-1] >= quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
quotes_pre[4][week_N-1] < quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[4][week_N-1] >= quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[4][week_N-1] < quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate <= 0.012 :
week_N_trend = 10
elif week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) > week_2N_rise_rate * 0.5 > 0:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) <= week_2N_rise_rate * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise_rate) > week_2N_rise_rate * 0.5 > 0:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise_rate) < week_2N_rise_rate * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise):
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012 :
week_N_trend = 10
#情况(07)时W(N)周线定义:#####################
if week_1N_trend == 1 and week_1N_rise_rate < 0 and \
0.012< abs(week_1N_rise_rate) <0.03 and week_1N_lowShadow > abs(week_1N_rise):
if week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
quotes_pre[4][week_N-1] >= quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
quotes_pre[4][week_N-1] < quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[4][week_N-1] >= quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and \
quotes_pre[4][week_N-1] < quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate <= 0.012:
week_N_trend = 10
elif week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) > week_2N_rise_rate * 0.5 > 0:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) <= week_2N_rise_rate * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) > week_2N_rise * 0.5 > 0:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) <= week_2N_rise * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise):
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
#情况(08)时W(N)周线定义:#####################
if week_1N_trend == 1 and week_1N_rise_rate < 0 and 0.012 < abs(week_1N_rise_rate) <= 0.03 and week_1N_lowShadow < abs(week_1N_rise):
if week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and quotes_pre[4][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and quotes_pre[4][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and quotes_pre[4][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise and quotes_pre[4][week_N-1] < quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0 < week_N_rise_rate <= 0.012:
week_N_trend = 10
elif week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) >= week_2N_rise_rate * 0.5 > 0:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) <= week_2N_rise_rate * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) > week_2N_rise * 0.5 > 0:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) <= week_2N_rise * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise):
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
#情况(09)时W(N)周线定义:#####################
if week_1N_trend == 1 and week_1N_rise_rate < 0 and abs(week_1N_rise_rate) > 0.03:
if week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2]:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise:
week_N_trend = 10
elif week_N_rise_rate <= 0.012:
week_N_trend = 10
elif week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) > week_2N_rise_rate * 0.5 > 0:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and abs(week_N_rise_rate) <= week_2N_rise_rate * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) > week_2N_rise * 0.5 > 0:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
abs(week_N_rise) <= week_2N_rise * 0.5:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise):
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
#情况(10)时W(N)周线定义:#####################
if week_1N_trend == -2:
if week_N_rise_rate < 0:
if quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_1N_rise_rate < 0 and week_N_rise_rate < abs(week_1N_rise_rate) * 0.5:
week_N_trend = -1
elif week_1N_rise_rate < 0 and abs(week_1N_rise_rate) * 0.5 < week_N_rise_rate < abs(week_1N_rise_rate):
week_N_trend = 10
elif week_1N_rise_rate < 0 and week_N_rise_rate > abs(week_1N_rise_rate):
week_N_trend = 1
#情况(11)时W(N)周线定义:#####################
if week_1N_trend == -1 and week_1N_rise_rate < 0 and abs(week_1N_rise_rate) > 0.03:
if week_N_rise_rate < 0:
if quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate < abs(week_1N_rise_rate)/3:
week_N_trend = -1
elif abs(week_1N_rise_rate)/3 <= week_N_rise_rate <= abs(week_1N_rise_rate) * 0.5:
week_N_trend = 10
elif week_N_rise_rate > abs(week_1N_rise_rate) * 0.5:
week_N_trend = 1
#情况(12)时W(N)周线定义:#####################
if week_1N_trend == -1 and week_1N_rise_rate < 0 and 0.012 < abs(week_1N_rise_rate) < 0.03 and week_1N_lowShadow < abs(week_1N_rise):
if week_N_rise_rate < 0:
if quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate < abs(week_1N_rise_rate)/3:
week_N_trend = -1
elif abs(week_1N_rise_rate)/3 <= week_N_rise_rate <= abs(week_1N_rise_rate) * 0.5:
week_N_trend = 10
elif week_N_rise_rate > abs(week_1N_rise_rate) * 0.5:
week_N_trend = 1
#情况(13)时W(N)周线定义:#####################
if week_1N_trend == -1 and week_1N_rise_rate < 0 and 0.012 < abs(week_1N_rise_rate) < 0.03 and week_1N_lowShadow > abs(week_1N_rise):
if week_N_rise_rate < 0:
if quotes_pre[2][week_N-1] <= quotes_pre[2][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif quotes_pre[2][week_N-1] > quotes_pre[2][week_N - 2] and quotes_pre[4][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate > 0.03:
week_N_trend = 1
elif 0.012 < week_N_rise_rate < 0.03 and week_N_upShadow < week_N_rise and week_N_rise_rate > abs(week_1N_rise_rate):
week_N_trend = 1
elif 0.012 < week_N_rise_rate < 0.03 and week_N_upShadow < week_N_rise and week_N_rise_rate <= abs(week_1N_rise_rate):
week_N_trend = 10
elif 0.012 < week_N_rise_rate < 0.03 and week_N_upShadow >= week_N_rise:
week_N_trend = 10
elif week_N_rise_rate <= 0.012:
week_N_trend = 10
#情况(14)时W(N)周线定义:#####################
if week_1N_trend == -1 and week_1N_rise_rate < 0 and abs(week_1N_rise_rate) < 0.012:
if week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise):
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012 and quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif abs(week_N_rise_rate) <= 0.012 and quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif week_N_rise_rate > 0:
week_N_trend = getSelfTrend(week_N)
#情况(15)时W(N)周线定义:#####################
if week_1N_trend == -1 and 0 < week_1N_rise_rate <= 0.012:
if week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise:
week_N_trend = 10
elif week_N_rise_rate <= 0.012:
week_N_trend = 10
#情况(16)时W(N)周线定义:#####################
if week_1N_trend ==-1 and 0.012 < week_1N_rise_rate <= 0.03 and week_1N_upShadow > week_1N_rise:
if week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow > week_N_rise:
week_N_trend = 10
if week_N_rise_rate <= 0.012:
week_N_trend = 10
#情况(17)时W(N)周线定义:#####################
if week_1N_trend ==-1 and 0.012 < week_1N_rise_rate <= 0.03 and week_1N_upShadow < week_1N_rise:
if week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] <= quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) and \
quotes_pre[4][week_N-1] > quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise:
week_N_trend = 10
if week_N_rise_rate <= 0.012:
week_N_trend = 10
#情况(18)时W(N)周线定义:#####################
if week_1N_trend == -1 and week_1N_rise_rate > 0.03:
if week_N_rise_rate < 0:
if abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] < quotes_pre[3][week_N - 2]:
week_N_trend = -1
elif abs(week_N_rise_rate) > 0.03 and quotes_pre[3][week_N-1] >= quotes_pre[3][week_N - 2]:
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow < abs(week_N_rise) :
week_N_trend = 10
elif 0.012 < abs(week_N_rise_rate) <= 0.03 and week_N_lowShadow >= abs(week_N_rise) :
week_N_trend = 10
elif abs(week_N_rise_rate) <= 0.012:
week_N_trend = 10
elif week_N_rise_rate > 0:
if week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif week_N_rise_rate > 0.03 and week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate > abs(week_2N_rise_rate) * 0.5:
week_N_trend = 1
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow < week_N_rise and \
week_2N_rise_rate < 0 and week_N_rise_rate <= abs(week_2N_rise_rate) * 0.5:
week_N_trend = 10
elif 0.012 < week_N_rise_rate <= 0.03 and week_N_upShadow >= week_N_rise:
week_N_trend = 10
if week_N_rise_rate <= 0.012:
week_N_trend = 10
#情况(19、20)时W(N)周线定义:#####################
if week_1N_trend in [0, 10]:
week_N_trend = getSelfTrend(week_N)
#将W(N)周的 selfAdjustTrend 存入全局变量:
if week_N not in g_selfAdjustTrend_wk: #如全局变量列表中没有数据,则将该值存入全局变量中
g_selfAdjustTrend_wk.append( week_N )
g_selfAdjustTrend.append( week_N_trend )
return week_N_trend
# 5、阻力定义函数: getResistanceList(week_N)##############################################
# 获得第N周的阻力 resistanceList, [0]阻力价格列表,[1]阻力类型,[2]存储阻力来源。阻力由小到达进行排序
def getResistanceList(week_N):
resistancePrice = [] #存储 week_N 周所有的阻力值。
resistanceOrigin = [] #存储 week_N 周所有阻力类型。=11,反转阻力;=22,突破阻力;=33,重现阻力。
resistanceWeekNo = [] #存储 week_N 周所有阻力的来源周。
resistanceList = [[],[],[]] #阻力列表:[0]存储resistancePrice, [1]存储resistanceOrigin,[2]存储阻力的来源周
resistancePrice_1N = []
resistanceOrigin_1N = []
resistanceWeekNo_1N = []
resistanceList_1N = [[],[]]
# week_N的涨幅(跌幅):
week_N_rise = (quotes_pre[4][week_N-1] - quotes_pre[4][week_N-2]) #上涨(下跌)值
week_N_rise_rate = week_N_rise / quotes_pre[4][week_N-2] #涨幅(跌幅)
# week_N的上(下)影线:
up_shadow = quotes_pre[2][week_N-1] - max(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) #上影线
down_shadow = min(quotes_pre[1][week_N-1], quotes_pre[4][week_N-1]) - quotes_pre[3][week_N-1] #下影线
quotes_f_list = [[],[]] #将所有波峰,按时间从近到远进行排序,[0]存储价格,[1]存储波峰属于哪一周
quotes_g_list = [[],[]] #将所有波谷,按时间从近到远进行排序,[0]存储价格,[1]存储波峰属于哪一周
for i in range( len(quotes_fg_price) )[::-1]:
if( quotes_fg_direction[i] == 1 and quotes_fg_index[i] < week_N - 2 ):# week_1N 之前(不含week_1N)的波峰
quotes_f_list[0].append( quotes_fg_price[i] )
quotes_f_list[1].append( quotes_fg_index[i] )
elif( quotes_fg_direction[i] == 0 and quotes_fg_index[i] < week_N - 2 ):# week_1N 之前(不含week_1N)的波谷
quotes_g_list[0].append( quotes_fg_price[i] )
quotes_g_list[1].append( quotes_fg_index[i] )
if week_N in [1, 2, 3]:#第三周的阻力,设为默认值为本周阻力:
resistancePrice.append(0)
resistanceOrigin.append(33)
resistanceWeekNo.append(week_N)
resistancePrice.append(200000)
resistanceOrigin.append(33)
resistanceWeekNo.append(week_N)
elif week_N > 3:#第三周之后某周的阻力,用递归方法得到本周阻力:
#步骤1:得到本周前一周阻力
if week_N -1 in g_resistanceList_wk:#如全局变量列表中已有数据,则使用全局变量
index_g_resceList = g_resistanceList_wk.index(week_N -1 )
resistanceList_1N = copy.deepcopy( g_resistanceList[index_g_resceList] )
else:
resistanceList_1N = getResistanceList(week_N -1)
resistancePrice_1N = copy.deepcopy( resistanceList_1N[0] )
resistanceOrigin_1N = copy.deepcopy( resistanceList_1N[1] )
resistanceWeekNo_1N = copy.deepcopy( resistanceList_1N[2] )
existedResceList = [] #以[[weekNo0,resceType0],,,,]结构存储已有阻力
for i in range( len(resistancePrice_1N) ):
existedResceList.append( [resistanceWeekNo_1N[i],resistanceOrigin_1N[i]] )
#步骤2:得到本周失效的阻力
#第一类失效:反转了阻力11,
reverse = getReverse(week_N)
if reverse==1: #删除11类阻力
if 11 in resistanceOrigin_1N:
resistanceIndex = resistanceOrigin_1N.index(11) # 11类阻力最多只有一个
g_resceAbateList.append( [resistanceWeekNo_1N[resistanceIndex],11] )
resistancePrice_1N.pop(resistanceIndex) #删除11阻力价格
resistanceOrigin_1N.pop(resistanceIndex) #删除11阻力类型
resistanceWeekNo_1N.pop(resistanceIndex) #删除11阻力类型
#第二类失效:击穿了阻力11、22、33
for i in range(len(resistancePrice_1N))[::-1]: #resistancePrice_1N.pop()函数会改变resistancePrice_1N的长度,导致坐标i错位,所以逆序删除。
resistancePrice = resistancePrice_1N[i]
if resistancePrice in [0,200000]:#默认阻力[0,200000]不会被击穿
continue
elif resistancePrice < quotes_pre[4][week_N - 2]:#阻力小于W(N-1)收盘价,属于W(N)的下阻力
if quotes_pre[3][week_N - 1] < resistancePrice - 20*tick:
g_resceAbateList.append( [resistanceWeekNo_1N[i],resistanceOrigin_1N[i]] )
resistancePrice_1N.pop(i)
resistanceOrigin_1N.pop(i)
resistanceWeekNo_1N.pop(i)
elif resistancePrice >= quotes_pre[4][week_N - 2]:#阻力大于W(N-1)收盘价,属于W(N)的上阻力
if quotes_pre[2][week_N - 1] > resistancePrice + 20*tick:
g_resceAbateList.append( [resistanceWeekNo_1N[i],resistanceOrigin_1N[i]] )
resistancePrice_1N.pop(i)
resistanceOrigin_1N.pop(i)
resistanceWeekNo_1N.pop(i)
#步骤3:得到本周新增的阻力
resistancePrice = copy.deepcopy( resistancePrice_1N )
resistanceOrigin = copy.deepcopy( resistanceOrigin_1N )
resistanceWeekNo = copy.deepcopy( resistanceWeekNo_1N )
resceIndex = 0
#第一类阻力来源:产生新反转类阻力11
if reverse == 1:
if week_N_rise_rate > 0 and len(quotes_f_list[0]) > 0:
resceIndex = quotes_f_list[1][0]
if quotes_f_list[0][0] > quotes_pre[2][week_N-1] - 20*tick and [resceIndex,11] not in existedResceList and [resceIndex,11] not in g_resceAbateList:
resistancePrice.append( quotes_f_list[0][0] )
resistanceOrigin.append(11)
resistanceWeekNo.append( resceIndex )
elif week_N_rise_rate < 0 and len(quotes_g_list[0]) > 0:
resceIndex = quotes_g_list[1][0]
if quotes_g_list[0][0] < quotes_pre[3][week_N-1] + 20*tick and [resceIndex,11] not in existedResceList and [resceIndex,11] not in g_resceAbateList:
resistancePrice.append( quotes_g_list[0][0] )
resistanceOrigin.append(11)
resistanceWeekNo.append( resceIndex )
#第二类阻力来源:产生新突破类阻力22
poss_f_Price = 0 #记录上一个可能的阻力值
poss_g_Price = 200000 #记录可能的阻力值
if week_N_rise_rate > 0.03 or ( 0.012 < week_N_rise_rate <= 0.03 and up_shadow < week_N_rise ):
#找符合约束条件的波峰:
quotes_f_index = -1 # quotes_f_index即为所求波峰
j1 = 0 # 记录遍历符合条件波峰的个数
for i in range( len(quotes_f_list[0]) ):
quotes_f_index = quotes_f_list[1][i]#波峰周在quotes序列中的下标
if j1 == 5: #如果已查找了5个波峰,直接结束循环
break
if quotes_f_list[0][i] > poss_f_Price: #找比f1之前更高的波峰f2
if quotes_pre[2][week_N-2] < quotes_pre[2][quotes_f_index] <= quotes_pre[2][week_N-1] - 40*tick and \
quotes_pre[4][quotes_f_index] <= quotes_pre[4][week_N-1] - 3*tick:#找到了符合条件的波峰
poss_f_Price = quotes_pre[2][quotes_f_index] #将当前波峰价格设为f2,以此为基础找f3
j1 = j1 + 1
if poss_f_Price != 0 and [quotes_f_index,22] not in existedResceList and [quotes_f_index,22] not in g_resceAbateList: #当前可能的阻力不是默认值0,该阻力即为要找的22类阻力
resistancePrice.append( poss_f_Price )
resistanceOrigin.append(22)
resistanceWeekNo.append( quotes_f_index )
if week_N_rise_rate < -0.03 or ( -0.03 <= week_N_rise_rate < -0.012 and down_shadow < abs(week_N_rise) ):
#找符合约束条件的波谷:
quotes_g_index = -1 # quotes_g_index即为所求波谷
j1 = 0 # 记录遍历符合条件波谷的个数
for i in range( len(quotes_g_list[0]) ):
quotes_g_index = quotes_g_list[1][i]#波谷周在quotes序列中的下标
if j1 == 5: #如果已查找了5个波谷,直接结束循环
break
if quotes_g_list[0][i] < poss_g_Price: #找比g1之前更低的波谷g2
if quotes_pre[3][week_N-2] > quotes_pre[3][quotes_g_index] >= quotes_pre[3][week_N-1] + 40*tick and \
quotes_pre[4][quotes_g_index] >= quotes_pre[4][week_N-1] + 3*tick:#找到了符合条件的波峰
poss_g_Price = quotes_pre[3][quotes_g_index] #将当前波谷价格设为g2,以此为基础找g3
j1 = j1 + 1
if poss_g_Price != 200000 and [quotes_g_index,22] not in existedResceList and [quotes_g_index,22] not in g_resceAbateList: #当前可能的阻力即要找的22类阻力
resistancePrice.append( poss_g_Price )
resistanceOrigin.append(22)
resistanceWeekNo.append( quotes_g_index )
#第三类阻力来源:产生新重现类阻力33的“上阻力”
f_list_np = np.array(quotes_f_list) # 将阻力数组(list)转换成numpy数组(array)
f_list_np_order = f_list_np.T[np.lexsort(f_list_np[::-1,:])].T #按第1行价格值,从小到大进行排序
f_list_np_order_diff = [[],[]]
f_list_np_order_diff[0] = np.diff(f_list_np_order[0])
f_list_np_order_diff[0] = np.append(f_list_np_order_diff[0], [0]) # f_list_np_order_diff 比 f_list_np_order 少一个元素,用0补上空位。
f_list_np_order_diff[1] = copy.deepcopy( f_list_np_order[1] )
for i in range( len(f_list_np_order_diff[1]) - 1 ):
if f_list_np_order_diff[0][i] < 10 * tick: # 即 0<=峰值2-峰值1<10,波峰1是阻力
# 检查两个波峰间的元素是否符合要求:
begin = int( min( f_list_np_order_diff[1][i] , f_list_np_order_diff[1][i+1] ) )
end = int( max( f_list_np_order_diff[1][i] , f_list_np_order_diff[1][i+1] ) )
quotes_high_between = quotes_pre[2][ begin+1 : end] # 提取在两个波峰间的最高价
quotes_high_between_np = np.array(quotes_high_between) # 将阻力数组(list)转换成numpy数组(array)
if len(quotes_high_between_np) == 0 :
continue
elif quotes_high_between_np.max() < f_list_np_order[0][i] and [end,33] not in existedResceList and [end,33] not in g_resceAbateList:
#产生一个阻力值:
resistancePrice.append( f_list_np_order[0][i] ) #波谷数组中存的价格即为当日最高价
resistanceOrigin.append( 33 )
resistanceWeekNo.append( end )
#第三类阻力来源:产生新重现类阻力33的“下阻力”
g_list_np = np.array(quotes_g_list) # 将阻力数组(list)转换成numpy数组(array)
g_list_np_order = g_list_np.T[np.lexsort(g_list_np[::-1,:])].T #按第1行价格值,从小到大进行排序
g_list_np_order_diff = [[],[]]
g_list_np_order_diff[0] = np.diff(g_list_np_order[0])
g_list_np_order_diff[0] = np.append(g_list_np_order_diff[0], [0]) # g_list_np_order_diff 比 g_list_np_order 少一个元素,用0补上空位。
g_list_np_order_diff[1] = copy.deepcopy( g_list_np_order[1] )
for i in range( len(g_list_np_order_diff[1]) - 1 ):
if g_list_np_order_diff[0][i] < 10 * tick: # 即 0<=谷值2-谷值1<10,波谷2是阻力
# 检查两个波谷间的元素是否符合要求:
begin = int( min( g_list_np_order_diff[1][i] , g_list_np_order_diff[1][i+1] ) )
end = int( max( g_list_np_order_diff[1][i] , g_list_np_order_diff[1][i+1] ) )
quotes_low_between = quotes_pre[3][ begin+1 : end] # 提取在两个波谷间各点的最低价
quotes_low_between_np = np.array(quotes_low_between) # 将阻力数组(list)转换成numpy数组(array)
if len(quotes_low_between_np) == 0 :
continue
elif quotes_low_between_np.min() > g_list_np_order[0][i+1] and [end,33] not in existedResceList and [end,33] not in g_resceAbateList:
#产生一个阻力值:
resistancePrice.append(g_list_np_order[0][i+1]) #波谷数组中存的价格即为当日最高价
resistanceOrigin.append( 33 )
resistanceWeekNo.append( end )
resistanceList[0] = copy.deepcopy( resistancePrice )
resistanceList[1] = copy.deepcopy( resistanceOrigin )
resistanceList[2] = copy.deepcopy( resistanceWeekNo )
#将W(N)周的 resistanceList 存入全局变量:
if week_N not in g_resistanceList_wk: #如全局变量列表中没有数据,则将该值存入全局变量中
g_resistanceList_wk.append( week_N )
g_resistanceList.append( resistanceList )
return resistanceList
# 6、综合周线判断函数:getSynthesizeTrend(week_N)########################################
# 通过W(N-1)的综合周线判断,结合W(N)的阻力空间,判断出W(N)的综合周线判断。
# SynthesizeTrend = =-1表示趋势明显空,=1表示趋势明显多,=10表示宽幅震荡。