diff --git a/main.py b/main.py index b905449..cf787de 100644 --- a/main.py +++ b/main.py @@ -71,13 +71,38 @@ class TelegramQuantStateMachine(QuantStateMachine): if self.current_state in ["STATE_1_OSCILLATION", "STATE_1_OSCILLATION_SQUEEZE"]: if self.current_state == "STATE_1_OSCILLATION_SQUEEZE": msg += "⚠️ *[变盘警告]*:弹簧已压紧,随时大突破,做T手速要快!\n" - if f['percent_b'] >= 1.0 or f['min_bias'] > 0.035: + + ## 盘整阶段,三个指标会触发卖出提醒 + ## kdj死叉,且cci在下降中,且收盘价在5日均线下 + ## cci顶背离,且k线在d线之下,且收盘价在5日均线下 + ## cci从100以上下降到100以下,且k线在d线之下,且收盘价在5日均线下 + + if ((f['K'] < f['D'] and f['prev_K'] > f['prev_D']) ## kdj死叉 + and (f['cci'] < f['prev_cci']) ## cci在下降中 + and (f['close'] < f['ma5'])): ## 收盘价在5日均线下 msg += f"🟢 *【建议高抛】*:当前处于震荡高位(价格:{f['close']}),建议尾盘或明日开盘*手动卖出网格仓*!" - # elif f['percent_b'] <= 0.0 or f['min_bias'] < -0.035: + + elif ((f['close'] > f['prev_close'] and f['cci'] < f['prev_cci']) ## cci顶背离 + and (f['K'] < f['D']) ## k线在d线之下 + and (f['close'] < f['ma5'])): ## 收盘价在5日均线下 + msg += f"🟢 *【建议高抛】*:当前处于震荡高位(价格:{f['close']}),建议尾盘或明日开盘*手动卖出网格仓*!" + + elif ((f['cci'] < 100 and f['prev_cci'] > 100) ## cci从100跌到100以下 + and (f['K'] < f['D']) ## k线在d线之下 + and (f['close'] < f['ma5'])): ## 收盘价在5日均线下 + msg += f"🟢 *【建议高抛】*:当前处于震荡高位(价格:{f['close']}),建议尾盘或明日开盘*手动卖出网格仓*!" + + ## 盘整阶段,两个指标会触发买入提醒 + ## kdj金叉,且cci连续两天上涨,且收盘价在5日均线上 + ## cci连续两天上涨,且k线在d线上,且收盘价在5日均线上 elif ((f['cci'] > f['prev_cci'] and f['prev_cci'] > f['prev_cci_2']) ## cci连续两天上涨 and (f['K'] > f['D'] and f['prev_K'] <= f['prev_D']) ## kdj金叉 and (f['close'] > f['ma5'])): ## 收盘价站上五日线 - msg += f"🔴 *【建议低吸】*:当前处于震荡超跌区(价格:{f['close']},J:{f['J']}),建议尾盘或明日开盘*手动买回筹码*!" + msg += f"🔴 *【建议低吸】*:当前处于震荡超跌区(价格:{f['close']}),建议尾盘或明日开盘*手动买回筹码*!" + elif ((f['cci'] > f['prev_cci'] and f['prev_cci'] > f['prev_cci_2'] and f['prev_cci_2'] < f['prev_cci_3']) + and (f['K'] >= f['D']) + and (f['close'] > f['ma5'])): + msg += f"🔴 *【建议低吸】*:当前处于震荡超跌区(价格:{f['close']}),建议尾盘或明日开盘*手动买回筹码*!" else: msg += "⚪ *【建议观望】*:处于安全中枢内,未触及边界,明天*不要乱动*。" elif self.current_state == "STATE_3_MAIN_WAVE": diff --git a/quant_strategy.py b/quant_strategy.py index cf862a8..1b03b72 100644 --- a/quant_strategy.py +++ b/quant_strategy.py @@ -84,6 +84,7 @@ class FeatureEngine: latest = self.df.iloc[-1] prev = self.df.iloc[-2] prev_2 = self.df.iloc[-3] + prev_3 = self.df.iloc[-4] # 如果 5分钟线数据拿到了,现价以 5分钟最新收盘价为准(更接近 14:48 真实盘面) # 如果没拿到,退化使用日线昨日收盘(做测试用) @@ -123,6 +124,7 @@ class FeatureEngine: features["cci"] = latest["cci"] features["prev_cci"] = prev["cci"] features["prev_cci_2"] = prev_2["cci"] + features["prev_cci_3"] = prev_3["cci"] history_bw = self.df["bandwidth"].iloc[-250:] features["bw_quantile"] = (history_bw < latest["bandwidth"]).mean()