update

.gitignore

@@ -2,7 +2,8 @@
 __pycache__
 *-checkpoint.ipynb
 *.vscode
-bin/*.pstats
-bin/*.png
-log
-secret.py
+*.log
+*.db
+config.yaml
+OpenConfig.yaml
+gotify_push.py

Bi/BiConfig.py

@@ -0,0 +1,15 @@
+from Common.CEnum import FX_CHECK_METHOD
+from Common.ChanException import CChanException, ErrCode
+
+
+class CBiConfig:
+    def __init__(self, is_strict=True, bi_fx_check="half"):
+        self.is_strict = is_strict
+        if bi_fx_check == "strict":
+            self.bi_fx_check = FX_CHECK_METHOD.STRICT
+        elif bi_fx_check == "loss":
+            self.bi_fx_check = FX_CHECK_METHOD.LOSS
+        elif bi_fx_check == "half":
+            self.bi_fx_check = FX_CHECK_METHOD.HALF
+        else:
+            raise CChanException(f"unknown bi_fx_check={bi_fx_check}", ErrCode.PARA_ERROR)

ChanConfig.py

@@ -0,0 +1,233 @@
+from Bi.BiConfig import CBiConfig
+from BuySellPoint.BSPointConfig import CBSPointConfig
+from Common.CEnum import TREND_TYPE
+from Common.ChanException import CChanException, ErrCode
+from Common.func_util import _parse_inf
+from Config.EnvConfig import Env
+from Math.BOLL import BollModel
+from Math.MACD import CMACD
+from Math.TrendModel import CTrendModel
+from Seg.SegConfig import CSegConfig
+from ZS.ZSConfig import CZSConfig
+
+
+class CChanConfig:
+    """
+    conf = {
+        "zs_combine": True,
+        "zs_combine_mode": "zs",  # zs/peak
+        "one_bi_zs": False,
+
+        "bi_strict": True,
+        "bi_fx_check": "strict",  # strict/loss/half
+
+        "mean_metrics": [],
+        "trend_metrics": [],
+        "boll_n": 20,
+
+        "triger_step": False,
+        "skip_step": 0,
+
+        "kl_data_check": True,
+        "max_kl_misalgin_cnt": 2,
+        "max_kl_inconsistent_cnt": 5,
+        "auto_skip_illegal_sub_lv": False,
+        "print_warming": True,
+        "print_err_time": False,
+
+        "seg_algo": "chan", # chan, 1+1, break
+        "left_seg_method": "peak", # all/peak
+
+        "cbsp_stragety": None,
+        "only_judge_last": False,
+
+        "model": None,
+        "cal_feature": False,
+        "cal_cover": True,
+        "cbsp_chek_active": True,
+        "print_inactive_reason": False,
+
+        "od_win_width": 100,
+        "od_mean_thred": 3.0,
+        "od_max_zero_cnt": None,
+        "od_skip_zero": True,
+        "stock_no_active_day": 30,
+        "stock_no_active_thred": 3,
+        "stock_distinct_price_thred": 25,
+
+        # 下面支持配置buy/sell/segbuy/segsell
+        "divergence_rate": 0.9,
+        "min_zs_cnt": 1,  # buy sell point
+        "bsp1_only_multibi_zs": True,
+        "max_bs2_rate": 0.618, # 2买那一笔最大回拉比例
+        "bs1_peak": True,
+        "macd_algo": "peak",  # peak/area/full_area/diff/slope/amp/amount/volumn/amount_avg/volumn_avg/turnrate_avg
+        "bs_type": '1,2,3,2s,1p',
+        "bsp2_follow_1" : True,
+        "bsp3_follow_1" : True,
+        "bsp3_peak" : False,
+        "bsp2s_follow_2" : False,
+        "strict_bsp3": False,
+        "score_thred": None
+        "stragety_para":{
+            "strict_open": True,
+            "use_qjt": True,
+            "short_shelling": True,
+            "judge_on_close": True,
+            "max_sl_rate": None,
+            "max_profit_rate": None,
+        }
+    }
+    """
+    def __init__(self, conf=None):
+        if conf is None:
+            conf = {}
+        conf = ConfigWithCheck(conf)
+        self.bi_conf = CBiConfig(
+                is_strict=conf.get("bi_strict", True),
+                bi_fx_check=conf.get("bi_fx_check", "strict"),
+            )
+        self.seg_conf = CSegConfig(
+                seg_algo=conf.get("seg_algo", "chan"),
+                left_method=conf.get("left_seg_method", "peak"),
+            )
+        self.zs_conf = CZSConfig(
+                need_combine=conf.get("zs_combine", True),
+                zs_combine_mode=conf.get("zs_combine_mode", "zs"),
+                one_bi_zs=conf.get("one_bi_zs", False),
+            )
+
+        self.triger_step = conf.get("triger_step", False)
+        self.skip_step = conf.get("skip_step", 0)
+
+        self.kl_data_check = conf.get("kl_data_check", True)
+        self.max_kl_misalgin_cnt = conf.get("max_kl_misalgin_cnt", 2)
+        self.max_kl_inconsistent_cnt = conf.get("max_kl_inconsistent_cnt", 5)
+        self.auto_skip_illegal_sub_lv = conf.get("auto_skip_illegal_sub_lv", False)
+        self.print_warming = conf.get("print_warming", True)
+        self.print_err_time = conf.get("print_err_time", False)
+
+        self.no_active_metric = {
+            "no_active_day": conf.get("stock_no_active_day", 30),
+            "no_active_thred": conf.get("stock_no_active_thred", 3),
+            "distinct_price_thred": conf.get("stock_distinct_price_thred", 25),
+        }
+
+        self.mean_metrics = conf.get("mean_metrics", [])
+        self.trend_metrics = conf.get("trend_metrics", [])
+        self.boll_n = conf.get("boll_n", 20)
+        self.cbsp_stragety = conf.get("cbsp_stragety", None)
+        self.cal_cover = conf.get("cal_cover", True)
+        self.cbsp_chek_active = conf.get("cbsp_chek_active", True)
+        self.print_inactive_reason = conf.get("print_inactive_reason", False)
+
+        self.model = conf.get("model", None)
+        self.set_env_cal_feature(conf)
+
+        self.od_win_width = conf.get("od_win_width", 100)
+        self.od_mean_thred = conf.get("od_mean_thred", 3.0)
+        self.od_max_zero_cnt = conf.get("od_max_zero_cnt", None)
+        self.od_skip_zero = conf.get("od_skip_zero", True)
+
+        self.only_judge_last = conf.get("only_judge_last", False)
+
+        self.set_bsp_config(conf)
+
+        conf.check()
+
+    def set_env_cal_feature(self, conf):
+        if "cal_feature" in conf.conf:
+            Env.cal_feature = conf.get("cal_feature", False)
+            if (self.model or self.cbsp_stragety is not None) and not Env.cal_feature:
+                Env.cal_feature = True
+                print("[WARMING]Env.cal_feature→True, because model is not None")
+        elif self.model or self.cbsp_stragety is not None:
+            Env.cal_feature = True
+
+    def GetMetricModel(self):
+        res = [CMACD()]
+        res.extend(CTrendModel(TREND_TYPE.MEAN, mean_T) for mean_T in self.mean_metrics)
+
+        for trend_T in self.trend_metrics:
+            res.append(CTrendModel(TREND_TYPE.MAX, trend_T))
+            res.append(CTrendModel(TREND_TYPE.MIN, trend_T))
+        res.append(BollModel(self.boll_n))
+        return res
+
+    def set_bsp_config(self, conf):
+        para_dict = {
+            "divergence_rate": 0.9,
+            "min_zs_cnt": 1,
+            "bsp1_only_multibi_zs": True,
+            "max_bs2_rate": 0.618,
+            "macd_algo": "peak",
+            "bs1_peak": True,
+            "stragety_para": {},
+            "bs_type": "1,2,3,2s,1p",
+            "bsp2_follow_1": True,
+            "bsp3_follow_1": True,
+            "bsp3_peak": False,
+            "bsp2s_follow_2": False,
+            "strict_bsp3": False,
+            "score_thred": None,
+            }
+        args = {para: conf.get(para, default_value) for para, default_value in para_dict.items()}
+        self.bs_point_conf = CBSPointConfig(**args)
+
+        self.seg_bs_point_conf = CBSPointConfig(**args)
+        self.seg_bs_point_conf.b_conf.set("macd_algo", "slope")
+        self.seg_bs_point_conf.s_conf.set("macd_algo", "slope")
+        self.seg_bs_point_conf.b_conf.set("bsp1_only_multibi_zs", False)
+        self.seg_bs_point_conf.s_conf.set("bsp1_only_multibi_zs", False)
+
+        for k, v in conf.items():
+            if type(v) == str:
+                v = f'"{v}"'
+            v = _parse_inf(v)
+            if k.endswith("-buy"):
+                prop = k.replace("-buy", "")
+                exec(f"self.bs_point_conf.b_conf.set('{prop}', {v})")
+            elif k.endswith("-sell"):
+                prop = k.replace("-sell", "")
+                exec(f"self.bs_point_conf.s_conf.set('{prop}', {v})")
+            elif k.endswith("-segbuy"):
+                prop = k.replace("-segbuy", "")
+                exec(f"self.seg_bs_point_conf.b_conf.set('{prop}', {v})")
+            elif k.endswith("-segsell"):
+                prop = k.replace("-segsell", "")
+                exec(f"self.seg_bs_point_conf.s_conf.set('{prop}', {v})")
+            elif k.endswith("-seg"):
+                prop = k.replace("-seg", "")
+                exec(f"self.seg_bs_point_conf.b_conf.set('{prop}', {v})")
+                exec(f"self.seg_bs_point_conf.s_conf.set('{prop}', {v})")
+            elif k in args:
+                exec(f"self.bs_point_conf.b_conf.set({k}, {v})")
+                exec(f"self.bs_point_conf.s_conf.set({k}, {v})")
+            else:
+                raise CChanException(f"unknown para = {k}", ErrCode.PARA_ERROR)
+        self.bs_point_conf.b_conf.parse_target_type()
+        self.bs_point_conf.s_conf.parse_target_type()
+
+
+class ConfigWithCheck:
+    def __init__(self, conf):
+        self.conf = conf
+
+    def get(self, k, default_value=None):
+        res = self.conf.get(k, default_value)
+        if k in self.conf:
+            del self.conf[k]
+        return res
+
+    def items(self):
+        visit_keys = set()
+        for k, v in self.conf.items():
+            yield k, v
+            visit_keys.add(k)
+        for k in visit_keys:
+            del self.conf[k]
+
+    def check(self):
+        if len(self.conf) > 0:
+            invalid_key_lst = ",".join(list(self.conf.keys()))
+            raise CChanException(f"invalid CChanConfig: {invalid_key_lst}", ErrCode.PARA_ERROR)