openfund-core 1.0.10__tar.gz → 1.0.12__tar.gz

{openfund_core-1.0.10 → openfund_core-1.0.12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-core
-Version: 1.0.10
+Version: 1.0.12
 Summary: Openfund-core.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_core-1.0.10 → openfund_core-1.0.12}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-core"
-version = "1.0.10"
+version = "1.0.12"
 description = "Openfund-core."
 authors = []
 readme = "README.md"

{openfund_core-1.0.10 → openfund_core-1.0.12}/src/core/smc/SMCStruct.py

@@ -15,6 +15,7 @@ class SMCStruct(SMCBase):
     STRUCT_DIRECTION_COL = "struct_direction"
     HIGH_START_COL = "high_start"
     LOW_START_COL = "low_start"
+    DIRECTION_COL = "direction"
 
     def __init__(self):  
         super().__init__()
@@ -62,7 +63,7 @@ class SMCStruct(SMCBase):
             self.LOW_COL: df[self.LOW_COL].iloc[0],
             self.HIGH_START_COL: -1,
             self.LOW_START_COL: -1,
-            'direction': 0
+            self.DIRECTION_COL: 0
         }
 
         # 确定突破判断列
@@ -71,8 +72,8 @@ class SMCStruct(SMCBase):
 
         for i in range(1, len(df)):
             curr_prices = {
-                self.HIGH_COL: df[break_price_col].iloc[i],
-                self.LOW_COL: df[break_price_col_low].iloc[i]
+                self.HIGH_COL: self.toDecimal(df[break_price_col].iloc[i]),
+                self.LOW_COL: self.toDecimal(df[break_price_col_low].iloc[i])
             }
             
             # 获取前3根K线价格
@@ -88,8 +89,9 @@ class SMCStruct(SMCBase):
                 prev_prices=prev_prices[self.HIGH_COL],
                 struct_start=structure[self.HIGH_START_COL],
                 i=i,
-                direction=structure['direction'],
-                target_direction=1
+                direction=structure[self.DIRECTION_COL],
+                target_direction=1,
+                mode=self.HIGH_COL
             )
             
             is_low_broken = self._check_structure_break(
@@ -98,26 +100,44 @@ class SMCStruct(SMCBase):
                 prev_prices=prev_prices[self.LOW_COL],
                 struct_start=structure[self.LOW_START_COL],
                 i=i,
-                direction=structure['direction'],
+                direction=structure[self.DIRECTION_COL],
                 target_direction=2,
                 mode=self.LOW_COL
             )
-
-            if is_low_broken:
-                # 处理低点突破
-                structure = self._handle_structure_break(
-                    df, i, structure,
-                    break_type=self.LOW_COL,
-                    struct_type='BOS' if structure['direction'] == 1 else 'CHOCH'
+  
+            if is_low_broken:                       
+       
+                # 获取新的极值点
+                extreme_idx = self._get_structure_extreme_bar(
+                    df, i, struct_index=structure[self.LOW_START_COL],  
+                    mode=self.HIGH_COL
                 )
+                # 如果没有找到swing point，结构突破不成立
+                if extreme_idx != 0 :
+                    # 处理低点突破
+                    structure = self._handle_structure_break(
+                        df, i, structure,
+                        break_type=self.LOW_COL,
+                        struct_type='BOS' if structure[self.DIRECTION_COL] == 1 else 'CHOCH',
+                        extreme_idx=extreme_idx
+                    )
                 
             elif is_high_broken:
-                # 处理高点突破
-                structure = self._handle_structure_break(
-                    df, i, structure,
-                    break_type=self.HIGH_COL, 
-                    struct_type='BOS' if structure['direction'] == 2 else 'CHOCH'
+
+                # 获取新的极值点
+                extreme_idx = self._get_structure_extreme_bar(
+                    df, i, struct_index=structure[self.HIGH_START_COL],  
+                    mode=self.LOW_COL
                 )
+                # 如果没有找到swing point，结构突破不成立
+                if extreme_idx != 0 :
+                    # 处理高点突破
+                    structure = self._handle_structure_break(
+                        df, i, structure,
+                        break_type=self.HIGH_COL, 
+                        struct_type='BOS' if structure[self.DIRECTION_COL] == 2 else 'CHOCH',
+                        extreme_idx=extreme_idx
+                    )
                 
             else:
                 # 更新当前结构
@@ -136,8 +156,8 @@ class SMCStruct(SMCBase):
         获取结构最高点或最低点
         :param df: DataFrame数据
         :param bar_index: 当前K线索引
-        :param lookback: 回溯周期
-        :param mode: self.HIGH_COL寻找最高点,self.LOW_COL寻找最低点
+        :param struct_index: 结构开始索引
+        :param mode: high 寻找最高点,low 寻找最低点
         :return: 结构极值点的索引
         """
         df = df.copy()
@@ -148,11 +168,13 @@ class SMCStruct(SMCBase):
         
         # 获取窗口内的极值点索引
         if mode == self.HIGH_COL:
-            extremeBar = window[self.HIGH_COL].argmax() 
+            # extremeBar = window[self.HIGH_COL].argmax() 
+            extremeBar = window[self.HIGH_COL].idxmax() 
             price_col = self.HIGH_COL
             comp_func = lambda x, y: x > y
         else:
-            extremeBar = window[self.LOW_COL].argmin() 
+            # extremeBar = window[self.LOW_COL].argmin() 
+            extremeBar = window[self.LOW_COL].idxmin() 
             price_col = self.LOW_COL
             comp_func = lambda x, y: x < y
 
@@ -160,7 +182,7 @@ class SMCStruct(SMCBase):
         pivot = 0
         # 从后向前遍历寻找结构极值点
         # for i in range(lookback - 1, -1, -1):
-        for idx in range(bar_index - 1, struct_index - 1, -1):
+        for idx in range(bar_index - 1, struct_index, -1):
             # 计算当前位置的索引
             # idx = bar_index - i
             if idx - 2 < 0 or idx + 1 >= len(df):
@@ -182,10 +204,8 @@ class SMCStruct(SMCBase):
                     # 比较当前点位与之前记录的极值点的价格,因为在区间内有多个极致点，需要比较
                     if comp_func(df[price_col].iloc[idx-1], df[price_col].iloc[pivot]):
                         pivot = idx - 1
-        if pivot != 0:
-            extremeBar = pivot 
                 
-        return extremeBar
+        return pivot
 
     def _check_structure_break(self, curr_price, struct_price, prev_prices, struct_start, i, direction, target_direction, mode='high'):
         """检查结构是否突破"""
@@ -202,21 +222,14 @@ class SMCStruct(SMCBase):
         
         return basic_break or direction_break
 
-    def _handle_structure_break(self, df, i, structure, break_type, struct_type):
+    def _handle_structure_break(self, df, i, structure, break_type, struct_type, extreme_idx ):
         """处理结构突破"""
         is_high_break = break_type == self.HIGH_COL
-        
-        struct_start = structure[self.HIGH_START_COL] if is_high_break else structure[self.LOW_START_COL]
-        
-        # 获取新的极值点
-        extreme_idx = self._get_structure_extreme_bar(
-            df, i, struct_start,  
-            mode=self.LOW_COL if is_high_break else self.HIGH_COL
-        )
+
         
         # 更新结构信息
         new_structure = structure.copy()
-        new_structure['direction'] = 2 if is_high_break else 1
+        new_structure[self.DIRECTION_COL] = 2 if is_high_break else 1
         
         if is_high_break:
             new_structure.update({
@@ -234,7 +247,7 @@ class SMCStruct(SMCBase):
             })
             
         # 更新DataFrame结构信息
-        # df.at[i, self.STRUCT_DIRECTION_COL] = new_structure['direction'] 
+        # df.at[i, self.STRUCT_DIRECTION_COL] = new_structure[self.DIRECTION_COL] 
         df.at[i, self.STRUCT_DIRECTION_COL] = self.BULLISH_TREND if is_high_break else self.BEARISH_TREND
         df.at[i, self.STRUCT_COL] = f"{self.BULLISH_TREND if is_high_break else self.BEARISH_TREND}_{struct_type}"
         
@@ -245,13 +258,13 @@ class SMCStruct(SMCBase):
         new_structure = structure.copy()
         
         # 检查是否需要更新高点
-        if (structure['direction'] in (2,0)) and df.at[i,self.HIGH_COL] > structure[self.HIGH_COL]:
+        if (structure[self.DIRECTION_COL] in (2,0)) and df.at[i,self.HIGH_COL] > structure[self.HIGH_COL]:
             if not (is_struct_body_break and all(i-j > structure[self.HIGH_START_COL] for j in range(1,4))):
                 new_structure[self.HIGH_COL] = df.at[i,self.HIGH_COL]
                 new_structure[self.HIGH_START_COL] = i
                 
         # 检查是否需要更新低点
-        elif (structure['direction'] in (1,0)) and df.at[i,self.LOW_COL] < structure[self.LOW_COL]:
+        elif (structure[self.DIRECTION_COL] in (1,0)) and df.at[i,self.LOW_COL] < structure[self.LOW_COL]:
             if not (is_struct_body_break and all(i-j > structure[self.LOW_START_COL] for j in range(1,4))):
                 new_structure[self.LOW_COL] = df.at[i,self.LOW_COL]
                 new_structure[self.LOW_START_COL] = i