0.9.53 新增信号函数

czsc/signals/__init__.py

@@ -205,6 +205,7 @@
     tas_macd_bc_ubi_V230804,
     tas_slope_V231019,
     tas_macd_bc_V240307,
+    tas_dma_bs_V240608,
 )
 
 from czsc.signals.pos import (

czsc/signals/cxt.py

@@ -1965,7 +1965,7 @@ def cxt_intraday_V230701(cat: CzscSignals, **kwargs) -> OrderedDict:
     - Signal('30分钟#日线_D2日_走势分类V230701_转折平衡市_任意_任意_0')
     - Signal('30分钟#日线_D2日_走势分类V230701_双中枢上涨_任意_任意_0')
 
-    :param c: CZSC对象
+    :param cat: CzscSignals
     :return: 信号识别结果
     """
     di = int(kwargs.get("di", 2))

czsc/signals/tas.py

@@ -3554,3 +3554,67 @@ def tas_macd_bc_V240307(c: CZSC, **kwargs) -> OrderedDict:
             v2 = f"第{n - ds[-1] - 1}次"
 
     return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1, v2=v2)
+
+
+def tas_dma_bs_V240608(c: CZSC, **kwargs) -> OrderedDict:
+    """双均线多头排列下的回调买点
+
+    参数模板："{freq}_N{n}双均线{t1}#{t2}顺势_BS辅助V240608"
+
+    **信号逻辑：**
+
+    参考链接：https://mp.weixin.qq.com/s/hR6wl3UrWvmLm1j5EABVyA
+
+    买点的定位以均线为主，要求如下。
+    1，做多的情况下5日均线和10日均线必须多头排列，做空的情况下5日均线和10日均线必须空头排列。
+    2，以做多为例，做空反过来就是：日线价格回调到到5日均线或者10日均线。
+
+    **信号列表：**
+
+    - Signal('60分钟_N5双均线5#13顺势_BS辅助V240608_买点_任意_任意_0')
+    - Signal('60分钟_N5双均线5#13顺势_BS辅助V240608_卖点_任意_任意_0')
+
+    :param c: CZSC对象
+    :param kwargs: 无
+
+        - n: int, 默认5，取最近均线附近n个价格
+        - t1: int, 默认5，均线1的周期
+        - t2: int, 默认10，均线2的周期
+    :return: 信号识别结果
+    """
+    n = int(kwargs.get('n', 5))
+    t1 = int(kwargs.get('t1', 5))
+    t2 = int(kwargs.get('t2', 10))
+
+    assert t1 < t2, "均线1的周期必须小于均线2的周期"
+
+    freq = c.freq.value
+    k1, k2, k3 = f"{freq}_N{n}双均线{t1}#{t2}顺势_BS辅助V240608".split('_')
+    v1 = '其他'
+    ma1 = update_ma_cache(c, timeperiod=t1)
+    ma2 = update_ma_cache(c, timeperiod=t2)
+    if len(c.bars_raw) < 110:
+        return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1)
+
+    bars = c.bars_raw[-100:]
+    unique_prices = [x.close for x in bars] + [x.high for x in bars] + [x.low for x in bars] + [x.open for x in bars]
+    unique_prices = sorted(list(set(unique_prices)))
+
+    bar1, bar2 = bars[-2], bars[-1]
+    ma1_value, ma2_value = bar2.cache[ma1], bar2.cache[ma2]
+
+    if ma1_value > ma2_value and bar2.cache[ma2] > bar1.cache[ma2]:
+        # ma2_round_high 是 ma2_value 上方的第 n 个价格
+        ma2_round_high = [x for x in unique_prices if x > ma2_value][n]
+        # 买点：1）上一根K线的最低价小于 ma2_round_high；2）当前K线的最高价大于 ma2_round_high，且收盘价小于 ma2_round_high
+        if bar1.low < ma2_round_high < bar2.high and bar2.close < ma2_round_high:
+            v1 = '买点'
+
+    elif ma1_value < ma2_value and bar2.cache[ma2] < bar1.cache[ma2]:
+        # ma2_round_low 是 ma2_value 下方的第 n 个价格
+        ma2_round_low = [x for x in unique_prices if x < ma2_value][-n]
+        # 卖点：1）上一根K线的最高价大于 ma2_round_low；2）当前K线的收盘价大于 ma2_round_low，且收盘价大于 ma2_round_low
+        if bar1.high > ma2_round_low > bar2.low and bar2.close > ma2_round_low:
+            v1 = '卖点'
+
+    return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1)

examples/signals_dev/tas_dma_bs_V240608.py

@@ -0,0 +1,83 @@
+from collections import OrderedDict
+from czsc.analyze import CZSC
+from czsc.signals.tas import update_ma_cache
+from czsc.utils import create_single_signal
+
+
+def tas_dma_bs_V240608(c: CZSC, **kwargs) -> OrderedDict:
+    """双均线多头排列下的回调买点
+
+    参数模板："{freq}_N{n}双均线{t1}#{t2}顺势_BS辅助V240608"
+
+    **信号逻辑：**
+
+    参考链接：https://mp.weixin.qq.com/s/hR6wl3UrWvmLm1j5EABVyA
+
+    买点的定位以均线为主，要求如下。
+    1，做多的情况下5日均线和10日均线必须多头排列，做空的情况下5日均线和10日均线必须空头排列。
+    2，以做多为例，做空反过来就是：日线价格回调到到5日均线或者10日均线。
+
+    **信号列表：**
+
+    - Signal('60分钟_N5双均线5#13顺势_BS辅助V240608_买点_任意_任意_0')
+    - Signal('60分钟_N5双均线5#13顺势_BS辅助V240608_卖点_任意_任意_0')
+
+    :param c: CZSC对象
+    :param kwargs: 无
+
+        - n: int, 默认5，取最近均线附近n个价格
+        - t1: int, 默认5，均线1的周期
+        - t2: int, 默认10，均线2的周期
+    :return: 信号识别结果
+    """
+    n = int(kwargs.get('n', 5))
+    t1 = int(kwargs.get('t1', 5))
+    t2 = int(kwargs.get('t2', 10))
+
+    assert t1 < t2, "均线1的周期必须小于均线2的周期"
+
+    freq = c.freq.value
+    k1, k2, k3 = f"{freq}_N{n}双均线{t1}#{t2}顺势_BS辅助V240608".split('_')
+    v1 = '其他'
+    ma1 = update_ma_cache(c, timeperiod=t1)
+    ma2 = update_ma_cache(c, timeperiod=t2)
+    if len(c.bars_raw) < 110:
+        return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1)
+
+    bars = c.bars_raw[-100:]
+    unique_prices = [x.close for x in bars] + [x.high for x in bars] + [x.low for x in bars] + [x.open for x in bars]
+    unique_prices = sorted(list(set(unique_prices)))
+
+    bar1, bar2 = bars[-2], bars[-1]
+    ma1_value, ma2_value = bar2.cache[ma1], bar2.cache[ma2]
+
+    if ma1_value > ma2_value and bar2.cache[ma2] > bar1.cache[ma2]:
+        # ma2_round_high 是 ma2_value 上方的第 n 个价格
+        ma2_round_high = [x for x in unique_prices if x > ma2_value][n]
+        # 买点：1）上一根K线的最低价小于 ma2_round_high；2）当前K线的最高价大于 ma2_round_high，且收盘价小于 ma2_round_high
+        if bar1.low < ma2_round_high < bar2.high and bar2.close < ma2_round_high:
+            v1 = '买点'
+
+    elif ma1_value < ma2_value and bar2.cache[ma2] < bar1.cache[ma2]:
+        # ma2_round_low 是 ma2_value 下方的第 n 个价格
+        ma2_round_low = [x for x in unique_prices if x < ma2_value][-n]
+        # 卖点：1）上一根K线的最高价大于 ma2_round_low；2）当前K线的收盘价大于 ma2_round_low，且收盘价大于 ma2_round_low
+        if bar1.high > ma2_round_low > bar2.low and bar2.close > ma2_round_low:
+            v1 = '卖点'
+
+    return create_single_signal(k1=k1, k2=k2, k3=k3, v1=v1)
+
+
+def check():
+    from czsc.connectors import research
+    from czsc.traders.base import check_signals_acc
+
+    symbols = research.get_symbols('A股主要指数')
+    bars = research.get_raw_bars(symbols[0], '15分钟', '20181101', '20210101', fq='前复权')
+
+    signals_config = [{'name': tas_dma_bs_V240608, 'freq': "60分钟", 'n': 5, 't1': 5, 't2': 13}]
+    check_signals_acc(bars, signals_config=signals_config, height='780px', delta_days=5)  # type: ignore
+
+
+if __name__ == '__main__':
+    check()