openfund-core 1.0.7__tar.gz → 1.0.8__tar.gz

{openfund_core-1.0.7 → openfund_core-1.0.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-core
-Version: 1.0.7
+Version: 1.0.8
 Summary: Openfund-core.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_core-1.0.7 → openfund_core-1.0.8}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-core"
-version = "1.0.7"
+version = "1.0.8"
 description = "Openfund-core."
 authors = []
 readme = "README.md"

{openfund_core-1.0.7 → openfund_core-1.0.8}/src/core/smc/SMCFVG.py

@@ -47,12 +47,12 @@ class SMCFVG(SMCStruct):
         # 使用向量化操作替代apply，提高性能
         if side == self.BUY_SIDE:
             condition = df[self.HIGH_COL].shift(1) < df[self.LOW_COL].shift(-1)
-            side_value = "Bullish"
+            side_value = self.BULLISH_TREND
             price_top = df[self.LOW_COL].shift(-1)
             price_bot = df[self.HIGH_COL].shift(1)
         else:
             condition = df[self.LOW_COL].shift(1) > df[self.HIGH_COL].shift(-1)
-            side_value = "Bearish" 
+            side_value = self.BEARISH_TREND
             price_top = df[self.LOW_COL].shift(1)
             price_bot = df[self.HIGH_COL].shift(-1)
 
@@ -64,9 +64,9 @@ class SMCFVG(SMCStruct):
         df.loc[:, self.FVG_MID] = (df[self.FVG_TOP] + df[self.FVG_BOT]) / 2
 
         fvg_df = df[
-            df[self.FVG_SIDE] == "Bullish"
+            df[self.FVG_SIDE] == self.BULLISH_TREND
             if side == self.BUY_SIDE
-            else df[self.FVG_SIDE] == "Bearish"
+            else df[self.FVG_SIDE] == self.BEARISH_TREND
         ]
         fvg_df = fvg_df.copy()
         if check_balanced:

{openfund_core-1.0.7 → openfund_core-1.0.8}/src/core/smc/SMCLiquidity.py

@@ -1,9 +1,6 @@
 import logging
-from re import S
-import pandas as pd
 from core.smc.SMCStruct import SMCStruct
-from pandas.core.strings.accessor import F
-from pandas.io.parquet import catch_warnings
+
 
 class SMCLiquidity(SMCStruct):
     EQUAL_HIGH_COL = "equal_high"

{openfund_core-1.0.7 → openfund_core-1.0.8}/src/core/smc/SMCOrderBlock.py

@@ -34,7 +34,7 @@ class SMCOrderBlock(SMCStruct):
             symbol (_type_): _description_
             data (pd.DataFrame): _description_
             side (_type_): _description_ 如果是None, 则返回所有OB boxes（包括bullish和bearish）
-            pivot_index (int): _description_ 开始的位置
+            start_index (int): _description_ 开始的位置
             is_valid (bool): _description_ 找到有效的OB，没有被crossed
             if_combine (bool): _description_ 是否合并OB
         Returns:
@@ -63,8 +63,8 @@ class SMCOrderBlock(SMCStruct):
             else any(df.loc[row.name + 1 :, self.HIGH_COL] >= row[self.OB_HIGH_COL]),
             axis=1,
         )
-
-        ob_df = ob_df[~ob_df[self.OB_WAS_CROSSED]]      
+        if is_valid :
+            ob_df = ob_df[~ob_df[self.OB_WAS_CROSSED]]      
 
         if if_combine:
             # 合并OB
@@ -238,7 +238,7 @@ class SMCOrderBlock(SMCStruct):
         # df.at[i, self.OB_START_TS_COL] = df.loc[index, self.TIMESTAMP_COL]
         df.at[index, self.OB_ATR] = atr
 
-    def get_lastest_OB(self, data, trend, start_index=-1):
+    def get_latest_OB(self, data, trend, start_index=-1):
         """
         获取最新的Order Block
 

{openfund_core-1.0.7 → openfund_core-1.0.8}/src/core/smc/SMCPDArray.py

@@ -15,16 +15,15 @@ class SMCPDArray(SMCFVG,SMCOrderBlock):
         self.logger = logging.getLogger(__name__)
 
     def find_PDArrays(
-        self, struct: pd.DataFrame, side, start_index=-1
+        self, struct: pd.DataFrame, side, start_index=-1, check_balanced=True,
     ) -> pd.DataFrame:
         """_summary_
             寻找PDArrays,包括Fair Value Gap (FVG)|Order Block (OB)|Breaker Block(BB)|Mitigation Block(BB) 
         Args:
             data (pd.DataFrame): K线数据
             side (_type_): 交易方向 'buy'|'sell'
-            threshold (_type_): 阈值价格，通常为溢价和折价区的CE
-            check_balanced (bool): 是否检查FVG是否被平衡过,默认为True
             start_index (int): 开始查找索引的起点,默认为-1
+            check_balanced (bool): PD是否有效,默认为True。PD被crossed过,则是无效PD
 
         Returns:
             pd.DataFrame: _description_
@@ -37,11 +36,11 @@ class SMCPDArray(SMCFVG,SMCOrderBlock):
             else struct.copy().iloc[max(0, start_index - 1) :]
         )
 
-        df_FVGs = self.find_FVGs(df, side)
+        df_FVGs = self.find_FVGs(df, side, check_balanced, start_index)
         # self.logger.info(f"fvgs:\n{df_FVGs[['timestamp', self.FVG_SIDE, self.FVG_TOP, self.FVG_BOT, self.FVG_WAS_BALANCED]]}")
 
 
-        df_OBs = self.find_OBs(df, side)
+        df_OBs = self.find_OBs(df, side, start_index, is_valid=check_balanced)
         # self.logger.info("find_OBs:\n %s", df_OBs)
         
         # 使用更简洁的方式重命名和合并时间戳列
@@ -67,9 +66,44 @@ class SMCPDArray(SMCFVG,SMCOrderBlock):
         df_PDArrays.loc[:, self.PD_HIGH_COL] = df_PDArrays[[self.FVG_TOP, self.OB_HIGH_COL]].max(axis=1)
         df_PDArrays.loc[:, self.PD_LOW_COL] = df_PDArrays[[self.FVG_BOT, self.OB_LOW_COL]].min(axis=1)
         df_PDArrays.loc[:, self.PD_MID_COL] = (df_PDArrays[self.PD_HIGH_COL] + df_PDArrays[self.PD_LOW_COL]) / 2
-        
-        
-        
+               
 
         return df_PDArrays
 
+
+    def get_latest_PDArray(self, df_PDArrays: pd.DataFrame, side, start_index=-1, check_balanced=True, mask:str=None) -> dict:
+        """_summary_
+            过滤PDArrays,只保留指定方向的PDArrays
+        Args:
+            df_PDArrays (pd.DataFrame): _description_
+            mask (str): _description_
+
+        Returns:
+            pd.DataFrame: _description_
+        """   
+
+        # 检查数据中是否包含必要的列
+        df = df_PDArrays.copy()
+        check_columns = [self.STRUCT_COL]
+        try:
+            self.check_columns(df, check_columns)
+        except ValueError as e:
+            df = self.build_struct(df)
+       
+        df = self.find_PDArrays(df, side, start_index, check_balanced)
+
+        if mask:
+            df = df[df[mask]]
+            
+        if len(df) == 0:
+            self.logger.info("未找到PDArray.")
+            return None
+        else:
+            last_pd = df.iloc[-1]
+            return {
+                self.TIMESTAMP_COL: last_pd[self.TIMESTAMP_COL],
+                self.PD_TYPE_COL: last_pd[self.PD_TYPE_COL],
+                self.PD_HIGH_COL: last_pd[self.PD_HIGH_COL],
+                self.PD_LOW_COL: last_pd[self.PD_LOW_COL],
+                self.PD_MID_COL: last_pd[self.PD_MID_COL],
+            }

{openfund_core-1.0.7 → openfund_core-1.0.8}/src/core/smc/SMCStruct.py

@@ -265,7 +265,7 @@ class SMCStruct(SMCBase):
         df.at[i, self.STRUCT_HIGH_INDEX_COL] = structure[self.HIGH_START_COL]
         df.at[i, self.STRUCT_LOW_INDEX_COL] = structure[self.LOW_START_COL]
 
-    def get_last_struct(self, df):
+    def get_latest_struct(self, df):
         """
         获取最新的结构
         """