polars-ta 0.4.4__tar.gz → 0.4.6__tar.gz

{polars_ta-0.4.4 → polars_ta-0.4.6}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: polars_ta
-Version: 0.4.4
+Version: 0.4.6
 Summary: polars expressions
 Author-email: wukan <wu-kan@163.com>
 License: MIT License

polars_ta-0.4.6/polars_ta/_version.py

@@ -0,0 +1 @@
+__version__ = "0.4.6"

{polars_ta-0.4.4 → polars_ta-0.4.6}/polars_ta/prefix/tdx.py

@@ -56,28 +56,67 @@ from polars_ta.tdx.over_bought_over_sold import MFI as ts_MFI  # noqa
 from polars_ta.tdx.over_bought_over_sold import MTM as ts_MTM  # noqa
 from polars_ta.tdx.over_bought_over_sold import RSI as ts_RSI  # noqa
 from polars_ta.tdx.over_bought_over_sold import RSV as ts_RSV  # noqa
+from polars_ta.tdx.pattern import ts_WINNER_COST  # noqa
+from polars_ta.tdx.pattern_feature import 仙人指路 as ts_仙人指路  # noqa
+from polars_ta.tdx.pattern_feature import 低开大阳线 as ts_低开大阳线  # noqa
+from polars_ta.tdx.pattern_feature import 低点搜寻 as ts_低点搜寻  # noqa
+from polars_ta.tdx.pattern_feature import 出水芙蓉 as ts_出水芙蓉  # noqa
+from polars_ta.tdx.pattern_feature import 出水芙蓉II as ts_出水芙蓉II  # noqa
+from polars_ta.tdx.pattern_feature import 剑 as ts_剑  # noqa
+from polars_ta.tdx.pattern_feature import 单阳不破选股 as ts_单阳不破选股  # noqa
+from polars_ta.tdx.pattern_feature import 四串阳 as ts_四串阳  # noqa
+from polars_ta.tdx.pattern_feature import 四串阴 as ts_四串阴  # noqa
+from polars_ta.tdx.pattern_feature import 回补跳空向上缺口 as ts_回补跳空向上缺口  # noqa
+from polars_ta.tdx.pattern_feature import 均线多头排列 as ts_均线多头排列  # noqa
+from polars_ta.tdx.pattern_feature import 均线空头排列 as ts_均线空头排列  # noqa
+from polars_ta.tdx.pattern_feature import 天量法则 as ts_天量法则  # noqa
+from polars_ta.tdx.pattern_feature import 强势整理 as ts_强势整理  # noqa
+from polars_ta.tdx.pattern_feature import 揉搓线 as ts_揉搓线  # noqa
+from polars_ta.tdx.pattern_feature import 早晨之星 as ts_早晨之星  # noqa
+from polars_ta.tdx.pattern_feature import 旭日初升 as ts_旭日初升  # noqa
+from polars_ta.tdx.pattern_feature import 突破 as ts_突破  # noqa
+from polars_ta.tdx.pattern_feature import 老鸭头 as ts_老鸭头  # noqa
+from polars_ta.tdx.pattern_feature import 蜻蜓点水 as ts_蜻蜓点水  # noqa
+from polars_ta.tdx.pattern_feature import 跳空缺口选股 as ts_跳空缺口选股  # noqa
+from polars_ta.tdx.pattern_feature import 近日创历史新低 as ts_近日创历史新低  # noqa
+from polars_ta.tdx.pattern_feature import 近日创历史新高 as ts_近日创历史新高  # noqa
+from polars_ta.tdx.pattern_feature import 高开大阴线 as ts_高开大阴线  # noqa
+from polars_ta.tdx.pattern_feature import 鸳鸯底 as ts_鸳鸯底  # noqa
 from polars_ta.tdx.pressure_support import BOLL as ts_BOLL  # noqa
 from polars_ta.tdx.pressure_support import BOLL_M as ts_BOLL_M  # noqa
 from polars_ta.tdx.reference import BARSLAST as ts_BARSLAST  # noqa
 from polars_ta.tdx.reference import BARSLASTCOUNT as ts_BARSLASTCOUNT  # noqa
 from polars_ta.tdx.reference import BARSSINCE as ts_BARSSINCE  # noqa
 from polars_ta.tdx.reference import BARSSINCEN as ts_BARSSINCEN  # noqa
+from polars_ta.tdx.reference import COUNT as ts_COUNT  # noqa
 from polars_ta.tdx.reference import CUMSUM as ts_CUMSUM  # noqa
+from polars_ta.tdx.reference import DIFF as ts_DIFF  # noqa
 from polars_ta.tdx.reference import DMA as ts_DMA  # noqa
 from polars_ta.tdx.reference import EMA as ts_EMA  # noqa
 from polars_ta.tdx.reference import EXPMA as ts_EXPMA  # noqa
 from polars_ta.tdx.reference import EXPMEMA as ts_EXPMEMA  # noqa
 from polars_ta.tdx.reference import FILTER as ts_FILTER  # noqa
+from polars_ta.tdx.reference import HHV as ts_HHV  # noqa
+from polars_ta.tdx.reference import HHVBARS as ts_HHVBARS  # noqa
 from polars_ta.tdx.reference import HOD as ts_HOD  # noqa
+from polars_ta.tdx.reference import LLV as ts_LLV  # noqa
+from polars_ta.tdx.reference import LLVBARS as ts_LLVBARS  # noqa
 from polars_ta.tdx.reference import LOD as ts_LOD  # noqa
+from polars_ta.tdx.reference import LOWRANGE  # noqa
+from polars_ta.tdx.reference import MA as ts_MA  # noqa
 from polars_ta.tdx.reference import MAX  # noqa
 from polars_ta.tdx.reference import MEMA as ts_MEMA  # noqa
 from polars_ta.tdx.reference import MIN  # noqa
+from polars_ta.tdx.reference import MULAR as ts_MULAR  # noqa
 from polars_ta.tdx.reference import RANGE  # noqa
+from polars_ta.tdx.reference import REF as ts_REF  # noqa
+from polars_ta.tdx.reference import REFX as ts_REFX  # noqa
 from polars_ta.tdx.reference import SMA_CN as ts_SMA_CN  # noqa
+from polars_ta.tdx.reference import SUM as ts_SUM  # noqa
 from polars_ta.tdx.reference import SUMIF as ts_SUMIF  # noqa
 from polars_ta.tdx.reference import TMA as ts_TMA  # noqa
 from polars_ta.tdx.reference import TR as ts_TR  # noqa
+from polars_ta.tdx.reference import WMA as ts_WMA  # noqa
 from polars_ta.tdx.statistic import AVEDEV as ts_AVEDEV  # noqa
 from polars_ta.tdx.statistic import COVAR as ts_COVAR  # noqa
 from polars_ta.tdx.statistic import DEVSQ as ts_DEVSQ  # noqa
@@ -97,5 +136,34 @@ from polars_ta.tdx.trend import MINUS_DI as ts_MINUS_DI  # noqa
 from polars_ta.tdx.trend import MINUS_DM as ts_MINUS_DM  # noqa
 from polars_ta.tdx.trend import PLUS_DI as ts_PLUS_DI  # noqa
 from polars_ta.tdx.trend import PLUS_DM as ts_PLUS_DM  # noqa
+from polars_ta.tdx.trend_feature import N天内出现以涨停收盘 as ts_N天内出现以涨停收盘  # noqa
+from polars_ta.tdx.trend_feature import N天内出现涨停 as ts_N天内出现涨停  # noqa
+from polars_ta.tdx.trend_feature import N天内有跳空向上缺口 as ts_N天内有跳空向上缺口  # noqa
+from polars_ta.tdx.trend_feature import N天内经常涨停 as ts_N天内经常涨停  # noqa
+from polars_ta.tdx.trend_feature import N日内上涨多于下跌 as ts_N日内上涨多于下跌  # noqa
+from polars_ta.tdx.trend_feature import N日内下跌多于上涨 as ts_N日内下跌多于上涨  # noqa
+from polars_ta.tdx.trend_feature import N日内创新低 as ts_N日内创新低  # noqa
+from polars_ta.tdx.trend_feature import N日内创新高 as ts_N日内创新高  # noqa
+from polars_ta.tdx.trend_feature import N日内阳线多于阴线 as ts_N日内阳线多于阴线  # noqa
+from polars_ta.tdx.trend_feature import N日内阴线多于阳线 as ts_N日内阴线多于阳线  # noqa
+from polars_ta.tdx.trend_feature import 下跌多日再放量上涨 as ts_下跌多日再放量上涨  # noqa
+from polars_ta.tdx.trend_feature import 价量渐低后阳包阴 as ts_价量渐低后阳包阴  # noqa
+from polars_ta.tdx.trend_feature import 单日放量 as ts_单日放量  # noqa
+from polars_ta.tdx.trend_feature import 小步碎阳 as ts_小步碎阳  # noqa
+from polars_ta.tdx.trend_feature import 平台整理 as ts_平台整理  # noqa
+from polars_ta.tdx.trend_feature import 拉升后多日调整 as ts_拉升后多日调整  # noqa
+from polars_ta.tdx.trend_feature import 持续放量 as ts_持续放量  # noqa
+from polars_ta.tdx.trend_feature import 持续缩量 as ts_持续缩量  # noqa
+from polars_ta.tdx.trend_feature import 放量上攻 as ts_放量上攻  # noqa
+from polars_ta.tdx.trend_feature import 昨日底部十字星 as ts_昨日底部十字星  # noqa
+from polars_ta.tdx.trend_feature import 温和放量上攻 as ts_温和放量上攻  # noqa
+from polars_ta.tdx.trend_feature import 突然放量 as ts_突然放量  # noqa
+from polars_ta.tdx.trend_feature import 突破长期盘整 as ts_突破长期盘整  # noqa
+from polars_ta.tdx.trend_feature import 跳空高开或低开 as ts_跳空高开或低开  # noqa
+from polars_ta.tdx.trend_feature import 连续N天收阳线 as ts_连续N天收阳线  # noqa
+from polars_ta.tdx.trend_feature import 连续N天收阴线 as ts_连续N天收阴线  # noqa
+from polars_ta.tdx.trend_feature import 间隔放量 as ts_间隔放量  # noqa
+from polars_ta.tdx.trend_feature import 阶段放量 as ts_阶段放量  # noqa
+from polars_ta.tdx.trend_feature import 阶段缩量 as ts_阶段缩量  # noqa
 from polars_ta.tdx.volume import OBV as ts_OBV  # noqa
 from polars_ta.tdx.volume import VR as ts_VR  # noqa

{polars_ta-0.4.4 → polars_ta-0.4.6}/polars_ta/tdx/__init__.py

@@ -4,8 +4,11 @@ from polars_ta.tdx.energy import *  # noqa
 from polars_ta.tdx.logical import *  # noqa
 from polars_ta.tdx.moving_average import *  # noqa
 from polars_ta.tdx.over_bought_over_sold import *  # noqa
+from polars_ta.tdx.pattern import *  # noqa
+from polars_ta.tdx.pattern_feature import *  # noqa
 from polars_ta.tdx.pressure_support import *  # noqa
 from polars_ta.tdx.reference import *  # noqa
 from polars_ta.tdx.statistic import *  # noqa
 from polars_ta.tdx.trend import *  # noqa
+from polars_ta.tdx.trend_feature import *  # noqa
 from polars_ta.tdx.volume import *  # noqa

polars_ta-0.4.6/polars_ta/tdx/_chip.py

@@ -0,0 +1,121 @@
+import numba
+import numpy as np
+
+
+@numba.jit(nopython=True, nogil=True, fastmath=True, cache=True)
+def nb_chip(high, low, avg, turnover,
+            start=None, stop=None, step=0.2):
+    """筹码分布，可用于WINNER或COST指标
+
+    不可能完全还原真实的筹码分布，只能接近。所以做了一下特别处理
+
+    1. 三角分布，比平均分布更接近
+    2. 步长。没有必要每个价格都统计，特别是复权后价格也无法正好是0.01间隔
+        高价股建议步长设大些，低价股步长需设小些
+
+    Parameters
+    ----------
+    high
+    low
+    avg
+        一维序列
+    turnover:
+        换手率，需要在外转成0~1范围内
+    start
+        开始价格
+    stop
+        结束价格
+    step
+        步长。一字涨停时，三角分布的底为1，高为2。但无法当成梯形计算面积，所以从中用半步长切开计算
+
+    Returns
+    -------
+    out
+        筹码分布
+    columns
+        价格表头
+
+    """
+    # 网格范围
+    if start is None:
+        start = np.min(low)
+    if stop is None:
+        stop = np.max(high)
+
+    left = round(start / step) * 2 - 1
+    right = round(stop / step) * 2 + 1
+
+    # 最小最大值左右要留半格，range是左闭右开，长度必须为2n+1
+    columns = np.arange(left, right + 1)
+    grid_shape = (len(turnover), len(columns))
+
+    # numba中round写法特殊
+    _high = np.empty_like(high)
+    _low = np.empty_like(low)
+    _avg = np.empty_like(avg)
+
+    # high和low必须落到边缘上
+    _high = np.round(high / step, 0, _high) * 2 + 1
+    _low = np.round(low / step, 0, _low) * 2 - 1
+    # avg必须落在实体上
+    _avg = np.round(avg / step, 0, _avg) * 2
+    tri_height = 2 / ((_high - _low) // 2)  # 三角形高度
+
+    # 得到三组值在网格中的位置
+    high_arg = np.argwhere(columns == _high.reshape(-1, 1))[:, 1]
+    avg_arg = np.argwhere(columns == _avg.reshape(-1, 1))[:, 1]
+    low_arg = np.argwhere(columns == _low.reshape(-1, 1))[:, 1]
+
+    # 高度表
+    height = np.zeros(grid_shape)
+    for i in range(len(height)):
+        la = low_arg[i]
+        aa = avg_arg[i]
+        ha = high_arg[i]
+        th = tri_height[i]
+        height[i, la:aa + 1] = np.linspace(0, th, aa - la + 1)
+        height[i, aa:ha + 1] = np.linspace(th, 0, ha - aa + 1)
+
+    # 计算半块面积, 三角形的高变成了梯形的上下底，梯形高固定为0.5，*0.5/2=/4
+    # 宽度-1，例如，原长度为5，-1后为4
+    area = (height[:, :-1] + height[:, 1:]) / 4
+    # 合成一块。宽度/2，例如原长度为4，/2后为2
+    weight = area[:, ::2] + area[:, 1::2]
+
+    # 输出
+    out = np.zeros_like(weight)
+    # 剩余换手率
+    turnover2 = 1 - turnover
+    # 第一天其实应当用上市发行价，过于麻烦，还是将第一天等权
+    # 取巧方法，利用-1的特性，可减少if判断，
+    out[-1] = weight[0]
+    # 这里现在用的numpy, 还要快可考虑numba
+    for i in range(len(turnover)):
+        out[i] = out[i - 1] * turnover2[i] + weight[i] * turnover[i]
+
+    # print(out.sum(axis=1))
+    return out, (step / 2) * columns[1::2]
+
+
+@numba.jit(nopython=True, nogil=True, fastmath=True, cache=True)
+def _WINNER_COST(high, low, avg, turnover, close, cost, step):
+    out, columns = nb_chip(high, low, avg, turnover, step=step)
+
+    # WINNER
+    cheap = np.where(columns <= close.reshape(-1, 1), out, 0)
+    sum_cheap = np.sum(cheap, axis=1)
+
+    # COST
+    # cum = np.cumsum(out, axis=1)
+    cum = np.copy(out)
+    for i in range(0, out.shape[0]):
+        cum[i, :] = np.cumsum(out[i, :])
+
+    prices = np.where(cum <= cost.reshape(-1, 1), columns, 0)
+
+    # np.max(prices, axis=1)
+    max_price = prices[:, 0]
+    for i in range(0, out.shape[0]):
+        max_price[i] = np.max(prices[i, :])
+
+    return sum_cheap, max_price

{polars_ta-0.4.4 → polars_ta-0.4.6}/polars_ta/tdx/logical.py

@@ -15,22 +15,25 @@ def CROSS(a: Expr, b: Expr) -> Expr:
         'a': [None, -1, 1, 1, 2],
         'b': [None, -1, 0, 1, 2],
         'c': [None, 0, 0, 0, 0],
+        'd': [None, False, False, True, True],
     }).with_columns(
         out1=CROSS(pl.col('a'), pl.col('c')),
         out2=CROSS(pl.col('b'), pl.col('c')),
+        out3=CROSS(0, pl.col('b')),
+        out4=CROSS(pl.col('d'), 0.5),
     )
-    shape: (5, 5)
-    ┌──────┬──────┬──────┬───────┬───────┐
-    │ a    ┆ b    ┆ c    ┆ out1  ┆ out2  │
-    │ ---  ┆ ---  ┆ ---  ┆ ---   ┆ ---   │
-    │ i64  ┆ i64  ┆ i64  ┆ bool  ┆ bool  │
-    ╞══════╪══════╪══════╪═══════╪═══════╡
-    │ null ┆ null ┆ null ┆ null  ┆ null  │
-    │ -1   ┆ -1   ┆ 0    ┆ false ┆ false │
-    │ 1    ┆ 0    ┆ 0    ┆ true  ┆ false │
-    │ 1    ┆ 1    ┆ 0    ┆ false ┆ true  │
-    │ 2    ┆ 2    ┆ 0    ┆ false ┆ false │
-    └──────┴──────┴──────┴───────┴───────┘
+    shape: (5, 8)
+    ┌──────┬──────┬──────┬───────┬───────┬───────┬───────┬───────┐
+    │ a    ┆ b    ┆ c    ┆ d     ┆ out1  ┆ out2  ┆ out3  ┆ out4  │
+    │ ---  ┆ ---  ┆ ---  ┆ ---   ┆ ---   ┆ ---   ┆ ---   ┆ ---   │
+    │ i64  ┆ i64  ┆ i64  ┆ bool  ┆ bool  ┆ bool  ┆ bool  ┆ bool  │
+    ╞══════╪══════╪══════╪═══════╪═══════╪═══════╪═══════╪═══════╡
+    │ null ┆ null ┆ null ┆ null  ┆ null  ┆ null  ┆ null  ┆ null  │
+    │ -1   ┆ -1   ┆ 0    ┆ false ┆ false ┆ false ┆ null  ┆ false │
+    │ 1    ┆ 0    ┆ 0    ┆ false ┆ true  ┆ false ┆ false ┆ false │
+    │ 1    ┆ 1    ┆ 0    ┆ true  ┆ false ┆ true  ┆ false ┆ true  │
+    │ 2    ┆ 2    ┆ 0    ┆ true  ┆ false ┆ false ┆ false ┆ false │
+    └──────┴──────┴──────┴───────┴───────┴───────┴───────┴───────┘
     ```
 
     """

polars_ta-0.4.6/polars_ta/tdx/pattern.py

@@ -0,0 +1,49 @@
+from polars import Expr, Struct, Field, Float64, struct
+
+from polars_ta.tdx._chip import _WINNER_COST
+from polars_ta.utils.numba_ import batches_i2_o2
+
+
+def ts_WINNER_COST(high: Expr, low: Expr, avg: Expr, turnover: Expr, close: Expr, cost: Expr = 0.5, step: float = 0.1) -> Expr:
+    """
+    获利盘比例
+        WINNER(CLOSE),表示以当前收市价卖出的获利盘比例,例如返回0.1表示10%获利盘;WINNER(10.5)表示10.5元价格的获利盘比例
+
+    成本分布价
+         COST(10),表示10%获利盘的价格是多少,即有10%的持仓量在该价格以下,其余90%在该价格以上,为套牢盘
+
+    Parameters
+    ----------
+    high
+        最高价
+    low
+        最低价
+    avg
+        平均价。可以用vwap
+    turnover:
+        换手率。需要在外转成0~1范围内
+    close
+        判断获利比例的价格，可以用收盘价，也可以用均价
+    cost
+        成本比例，0~1
+    step
+        步长。一字涨停时，三角分布的底为1，高为2。但无法当成梯形计算面积，所以从中用半步长切开计算
+
+    Returns
+    -------
+    winner
+        获利盘比例
+    cost
+        成本分布价
+
+    Examples
+    --------
+    >>> WINNER_COST = ts_WINNER_COST(HIGH, LOW, VWAP, turnover_ratio / 100, CLOSE, 0.5)
+
+    Notes
+    -----
+    该函数仅对日线分析周期有效
+
+    """
+    dtype = Struct([Field(f"column_{i}", Float64) for i in range(2)])
+    return struct([high, low, avg, turnover, close, cost]).map_batches(lambda xx: batches_i2_o2([xx.struct[i].to_numpy().astype(float) for i in range(6)], _WINNER_COST, step), return_dtype=dtype)

polars_ta-0.4.6/polars_ta/tdx/pattern_feature.py

@@ -0,0 +1,236 @@
+from polars import Expr
+
+from polars_ta.tdx.arithmetic import ABS, BETWEEN
+from polars_ta.tdx.arithmetic import MAX
+from polars_ta.tdx.arithmetic import MIN
+from polars_ta.tdx.choice import IF
+from polars_ta.tdx.logical import EVERY, CROSS, LAST, EXIST, NOT
+from polars_ta.tdx.reference import COUNT, BARSLASTCOUNT, BARSLAST, EMA, FILTER, LOWRANGE
+from polars_ta.tdx.reference import HHV
+from polars_ta.tdx.reference import LLV
+from polars_ta.tdx.reference import MA
+from polars_ta.tdx.reference import REF
+from polars_ta.wq.time_series import ts_cum_max, ts_cum_min
+
+
+def 早晨之星(OPEN: Expr, CLOSE: Expr) -> Expr:
+    """MSTAR 早晨之星"""
+    A1 = REF(CLOSE, 2) / REF(OPEN, 2) < 0.95
+    A2 = REF(OPEN, 1) < REF(CLOSE, 2)
+    A3 = ABS(REF(OPEN, 1) - REF(CLOSE, 1)) / REF(CLOSE, 1) < 0.03
+    A4 = CLOSE / OPEN > 1.05
+    A5 = CLOSE > REF(CLOSE, 2)
+    return A1 & A2 & A3 & A4 & A5
+
+
+def 剑(OPEN: Expr, HIGH: Expr, LOW: Expr, CLOSE: Expr, VOL: Expr, CAPITAL: Expr) -> Expr:
+    """SWORD 剑"""
+    AA = (VOL > REF(VOL, 1)) | (VOL > CAPITAL)
+    BB = (OPEN >= REF(HIGH, 1)) & (REF(HIGH, 1) > REF(HIGH, 2) * 1.06)
+    CC = CLOSE > (REF(CLOSE, 1) - REF(CLOSE, 1) * 0.01)
+    DD = (CLOSE < HIGH * 0.965) & (HIGH > OPEN * 1.05)
+    EE = (LOW < OPEN) & (LOW < CLOSE) & (HIGH > REF(CLOSE, 1) * 1.06)
+    FF = (HIGH - MAX(OPEN, CLOSE)) / 2 > (MIN(OPEN, CLOSE) - LOW)
+    GG = (ABS(OPEN - CLOSE)) / 2 < (MIN(OPEN, CLOSE) - LOW)
+    return AA & BB & CC & DD & EE & FF & GG
+
+
+def 天量法则(OPEN: Expr, CLOSE: Expr) -> Expr:
+    """TLFZ 天量法则"""
+    A1 = CLOSE > OPEN
+    A2 = HHV(CLOSE, 50) == CLOSE
+    # DYNAINFO(37) > 0.1 & &
+    # DYNAINFO(13) < 0.14;
+    raise
+
+
+def 四串阴(OPEN: Expr, CLOSE: Expr) -> Expr:
+    """GREEN4 四串阴"""
+    return EVERY(CLOSE < OPEN, 4)
+
+
+def 四串阳(OPEN: Expr, CLOSE: Expr) -> Expr:
+    """RED4 四串阳"""
+    return EVERY(CLOSE > OPEN, 4)
+
+
+def 鸳鸯底(O: Expr, LOW: Expr, C: Expr, V: Expr, N: int = 50) -> Expr:
+    """YYD 鸳鸯底"""
+    return (C > O) & (REF(C, 1) < REF(O, 1)) & (C > REF(O, 1)) & (V > REF(V, 1)) & EXIST(LOWRANGE(LOW) > N, 3)
+
+
+def 出水芙蓉(OPEN: Expr, CLOSE: Expr, S: int = 20, M: int = 40, N: int = 60) -> Expr:
+    """CSFR 出水芙蓉"""
+    AAA = CLOSE > OPEN
+    BBB = AAA & (CLOSE > MA(CLOSE, S)) & (CLOSE > MA(CLOSE, M)) & (CLOSE > MA(CLOSE, N))
+    CCC = BBB & (OPEN < MA(CLOSE, M)) & (OPEN < MA(CLOSE, N))
+    return CCC & (CLOSE - OPEN > 0.0618 * CLOSE)
+
+
+def 出水芙蓉II(C: Expr, V: Expr, N: float = 0.05, M: float = 2.0) -> Expr:
+    """CSFR2 出水芙蓉II"""
+    ZF = C / REF(C, 1)
+    FLTJ = V > REF(V, 1) * M
+    A1 = CROSS(C, MA(C, 5)) & CROSS(C, MA(C, 10)) & CROSS(C, MA(C, 20)) & CROSS(C, MA(C, 60))
+    return (ZF > 1 + N) & FLTJ & A1
+
+
+def 近日创历史新高(HIGH: Expr, N: int = 3, M: int = 0) -> Expr:
+    """NHIGH 近日创历史新高"""
+    if M == 0:
+        return HHV(HIGH, N) == ts_cum_max(HIGH)
+    else:
+        return HHV(HIGH, N) == HHV(HIGH, M)
+
+
+def 近日创历史新低(LOW: Expr, N: int = 3, M: int = 0) -> Expr:
+    """NLOW 近日创历史新低"""
+    if M == 0:
+        return LLV(LOW, N) == ts_cum_min(LOW)
+    else:
+        return LLV(LOW, N) == LLV(LOW, M)
+
+
+def 旭日初升(CLOSE: Expr, VOL: Expr, N: int = 120) -> Expr:
+    """XRDS 旭日初升"""
+    BUY1 = LAST(CLOSE < MA(CLOSE, N), 0, 5)
+    return (CLOSE > MA(CLOSE, N)) & (VOL > MA(VOL, 5) * 2) & BUY1
+
+
+def 蜻蜓点水(CLOSE: Expr, N: int = 120) -> Expr:
+    """QTDS 蜻蜓点水"""
+    BUY1 = LAST(CLOSE > MA(CLOSE, N), 0, 5)
+    BUY2 = EXIST(CLOSE < MA(CLOSE, N), 5)
+    return (CLOSE > MA(CLOSE, N)) & BUY1 & BUY2
+
+
+def 均线多头排列(OPEN: Expr, CLOSE: Expr, N: int = 5, N1: int = 10, N2: int = 20, N3: int = 30) -> Expr:
+    """DTPL 均线多头排列"""
+    A1 = MA(CLOSE, N)
+    A2 = MA(CLOSE, N1)
+    A3 = MA(CLOSE, N2)
+    A4 = MA(CLOSE, N3)
+    return (CLOSE > A1) & (A1 > A2) & (A2 > A3) & (A3 > A4) & (CLOSE > OPEN)
+
+
+def 均线空头排列(OPEN: Expr, CLOSE: Expr, N: int = 5, N1: int = 10, N2: int = 20, N3: int = 30) -> Expr:
+    """KTPL 均线空头排列"""
+    A1 = MA(CLOSE, N)
+    A2 = MA(CLOSE, N1)
+    A3 = MA(CLOSE, N2)
+    A4 = MA(CLOSE, N3)
+    return (CLOSE < A1) & (A1 < A2) & (A2 < A3) & (A3 < A4) & (CLOSE < OPEN)
+
+
+def 强势整理(OPEN: Expr, CLOSE: Expr, N: int = 2, M: float = 0.05) -> Expr:
+    """QSZL 强势整理"""
+    A1 = ABS(CLOSE - OPEN) / OPEN < 0.015
+    A2 = COUNT(A1, N) == N
+    A3 = (REF(OPEN, N) < REF(CLOSE, N)) & (REF(CLOSE, N) / REF(CLOSE, N + 1) > 1 + M)
+    return A2 & A3
+
+
+def 高开大阴线(OPEN: Expr, CLOSE: Expr, N: float = 0.06, M: float = 0.04) -> Expr:
+    """W103 高开大阴线"""
+    A1 = OPEN / REF(CLOSE, 1) >= 1 + M
+    A2 = CLOSE / OPEN <= 1 - N
+    return A1 & A2
+
+
+def 低开大阳线(OPEN: Expr, CLOSE: Expr, N: float = 0.06, M: float = 0.04) -> Expr:
+    """W104 低开大阳线"""
+    A1 = OPEN / REF(CLOSE, 1) <= 1 - M
+    A2 = CLOSE / OPEN >= 1 + N
+    return A1 & A2
+
+
+def 跳空缺口选股(HIGH: Expr, LOW: Expr) -> Expr:
+    """W105 跳空缺口选股"""
+    A1 = HIGH < (REF(LOW, 1) - 0.001)
+    A2 = LOW > (REF(HIGH, 1) + 0.001)
+    return A1 | A2
+
+
+def 单阳不破选股(O: Expr, H: Expr, L: Expr, C: Expr, N1: int = 2, N2: int = 7) -> Expr:
+    """W106 单阳不破选股
+    """
+    A0 = ((C > O * 1.08) | (C > REF(C, 1) * 1.08)) & NOT(H == L) & NOT(H == C & H == O)  # {大阳超8%，排除当天一字、T字板}
+    A1 = A0 & BARSLASTCOUNT(A0) == 1
+    A2 = BARSLAST(A1)  # {距离大阳几根K}
+    ZCX = REF(O, A2)  # {获取大阳位置的开盘价作为支撑线}
+    ZHX = REF(C, A2)  # {获取大阳位置的收盘价作为选股最高区间}
+    ZD = LLV(L, A2)  # {大阳之后的最低价}
+    ZH = HHV(H, A2)  # {大阳之后的最高价}
+    A3 = BARSLASTCOUNT(ZD >= ZCX)
+    return (A3 <= N2) & (A3 > N1) & BETWEEN(C, ZCX, ZHX) & (ZH < ZHX) & (A2 > 0)
+
+
+def 回补跳空向上缺口(O: Expr, H: Expr, L: Expr, C: Expr, N1: int = 2, N2: int = 7) -> Expr:
+    """W107 回补跳空向上缺口"""
+    raise
+
+
+def 揉搓线(O: Expr, H: Expr, L: Expr, C: Expr, V: Expr, N: int = 50) -> Expr:
+    """RUBLINE 揉搓线
+    """
+    A1 = (REF(H, 1) - MAX(REF(C, 1), REF(O, 1))) / (REF(H, 1) - REF(L, 1)) * 100 > N  # {上影线占K线的N % 以上}
+    A2 = (MIN(O, C) - L) / (H - L) * 100 > N  # {下影线占K线的N % 以上}
+    A3 = ABS(C - REF(C, 1)) / MIN(C, REF(C, 1)) * 100 < 2  # {下影K的跌幅不能超过2 %}
+    A4 = REF(C, 2) > REF(C, 3)  # {揉搓形态前收涨}
+    A5 = V < REF(V, 1)  # {缩量}
+    return A1 & A2 & A3 & A4 & A5
+
+
+def 老鸭头(L: Expr, C: Expr, V: Expr) -> Expr:
+    """OLDDUCK 老鸭头
+    """
+    E1 = EMA(C, 13)
+    E2 = EMA(C, 55)
+    A1 = (COUNT(E1 < REF(E1, 1), 5) >= 3) & (E1 > REF(E1, 1))
+    A2 = (COUNT(E2 > REF(E2, 1), 13) >= 8) & (E2 < REF(E2, 1))
+    A3 = LLV((L / E2 - 1), 13) <= 0.1
+    A4 = COUNT(E1 > E2, 13) == 13
+    A5 = COUNT(C > E2, 5) == 5
+    A6 = CROSS(C, E1)
+    A7 = V > MA(V, 5)
+    YT = A1 & A2 & A3 & A4 & A5 & A6 & A7
+    LYT = FILTER(YT, 10)
+    # FXG:=FINANCE(42)>100;
+    # NTP:=DYNAINFO(8)>0;
+    # LYT AND FXG AND NTP;
+    return LYT
+
+
+def 仙人指路(O: Expr, H: Expr, C: Expr) -> Expr:
+    """WISEWAY 仙人指路
+    """
+    TUPO = 0.5 * (C + H) > HHV(REF(C, 1), 60)
+    SSQS = (MA(C, 5) > MA(C, 60)) & (MA(C, 10) > MA(C, 60))
+    YINX = ((H - MAX(O, C)) / REF(C, 1) > 0.045) & (ABS(C - O) / REF(C, 1) < 0.035) & ((H - MAX(O, C)) > 2.0 * ABS(C - O))
+    QIANG1 = (REF(C, 1) / REF(C, 6) > 1.04) & (REF(C, 1) / REF(C, 6) < 1.18)
+    QIANG2 = (REF(C, 1) / REF(C, 6) > 1.04) & (REF(C, 1) / REF(C, 6) < 1.27)
+    QIANG = IF(True, QIANG2, QIANG1)  # TODO 要改
+    QIANK = (REF((H - C), 1) / REF(C, 2) < 1.045) & (REF(C, 1) / REF(C, 2) > 0.97)
+    return TUPO & SSQS & YINX & QIANG & QIANK
+
+
+def 低点搜寻(HIGH: Expr, LOW: Expr, CLOSE: Expr, N: int = 5) -> Expr:
+    """SP 低点搜寻"""
+    W = MA((LLV(LOW, 45) - CLOSE) / (HHV(HIGH, 45) - LLV(LOW, 45)), N)
+    return CROSS(-0.05, W)
+
+
+def 突破(C: Expr, N1: int = 5, N2: int = 10, N3: int = 30) -> Expr:
+    """TP 突破"""
+    M1 = MA(C, N1)  # {短期参数：5}
+    M2 = MA(C, N2)  # {中期参数：10}
+    M3 = MA(C, N3)  # {长期参数：30}
+    # {以下计算交叉点距今的天数}
+    D1 = BARSLAST(CROSS(M1, M2))  # {短上穿中}
+    D2 = BARSLAST(CROSS(M1, M3))  # {短上穿长}
+    D3 = BARSLAST(CROSS(M2, M3))  # {中上穿长}
+    T1 = CROSS(M2, M3)  # {今天中线上穿长线}
+    T2 = (D1 >= D2) & (D2 >= D3)  # {交叉按指定的先后出现}
+    T3 = COUNT(CROSS(M2, M1) | CROSS(M3, M2) | CROSS(M3, M1), D1) == 0  # {中间无夹杂其它交叉}
+    T4 = REF(M1 < M3 & M2 < M3, D1 + 1)  # {短上穿中前一天短、中线在长线之下}
+    return T1 & T2 & T3 & T4  # {价托确定};

{polars_ta-0.4.4 → polars_ta-0.4.6}/polars_ta/tdx/reference.py

@@ -128,6 +128,12 @@ def LOD(close: Expr, N: int = 30) -> Expr:
     return close.map_batches(lambda a: roll_rank(a, N, pct=False, ascending=True))
 
 
+def LOWRANGE(close: Expr) -> Expr:
+    """rolling rank of each data in ascending order
+    LOD(X,N):求当前X数据是N周期内的第几个低值"""
+    raise
+
+
 def MEMA(close: Expr, N: int = 30) -> Expr:
     """Exponential moving average given N
     Y = X / N + last_Y * (N-1) / N
@@ -154,7 +160,7 @@ def SMA_CN(X: Expr, N: int, M: int) -> Expr:
 
 
 def SUMIF(condition: Expr, close: Expr, N: int = 30) -> Expr:
-    return SUM(condition.cast(Int32) * close, N)
+    return SUM(condition.cast(Boolean).cast(Int32) * close, N)
 
 
 def TMA(close: Expr, N: int = 30) -> Expr:
@@ -164,3 +170,8 @@ def TMA(close: Expr, N: int = 30) -> Expr:
 
 def FILTER(close: Expr, N: int = 30) -> Expr:
     raise
+
+
+def REFX(close: Expr, N: int = 30) -> Expr:
+    """属于未来函数,引用若干周期后的数据"""
+    return REF(close, -N)