Coder Social home page Coder Social logo

yijixiuxin / chanlun-pro Goto Github PK

View Code? Open in Web Editor NEW
341.0 23.0 156.0 76.48 MB

基于缠中说禅所讲缠论理论,以便量化分析市场行情的工具

License: Apache License 2.0

Python 83.41% JavaScript 0.17% Batchfile 0.01% CSS 0.67% HTML 15.13% TypeScript 0.60%
python chanlun czsc

chanlun-pro's Introduction

缠论市场 WEB 分析工具


Documentation Status

基于缠论的市场行情分析工具

Github 地址

Gitee 地址

在线文档

B站视频教程

更新日志

  • 缠论图表展示(沪深股市、港股、美股、期货、数字货币)
  • 行情数据下载(沪深股市、港股、美股、期货、数字货币)
  • 行情监控(背驰、买卖点),可发送钉钉消息
  • 行情回放练习(基于本地行情数据)
  • 小周期数据递归计算到高周期图表展示
  • 自定义缠论策略进行回测
  • 实盘策略交易
  • VNPY 策略与实盘支持
  • 掘金量化回测与仿真
  • TradingView 图表

项目中的计算方法

缠论数据的计算,采用逐Bar方式进行计算,根据当前Bar变化,计算并合并缠论K线,再计算分型、笔、线段、中枢、走势段、背驰、买卖点数据;

再根据下一根K线数据,更新以上缠论数据;

如已经是形成并确认的分型、笔、线段、中枢、走势段等,后续无特殊情况,则不会进行变更。

如上,程序会给出当下的一个背驰或买卖点信息,至于后续行情如何走,有可能确认,也有可能继续延续,最终背驰或买卖点消失;

这种情况就需要通过其他的辅助加以判断,如均线、布林线等指标,也可以看小级别的走势进行判断,以此来增加成功的概率。

这种计算方式,可以很方便实现增量更新,process_klines 方法可以一直喂数据,内部会判断,已处理的不会重新计算,新K线会重复以上的计算步骤;

在进行策略回测的时候,采用以上的增量计算,可以大大缩减计算时间,从而提升回测的效率。

感兴趣可加微信进行了解

加好友可免费获取20天使用授权

请先阅读安装文档,确保自己能够正常安装后,在添加微信好友;

扫码添加作者微信,备注 :“chanlun-pro 试用”

微信

QQ 群

QQ

实际运行效果展示

股票行情页面

  • 支持切换深色与浅色主题
  • 支持切换单图或双图模式

通过掘金量化进行回测

掘金量化回测

通过 Jupyterlab 进行策略回测,图表展示回测结果;并展示回测标的历史行情,并标注买卖订单,从而进行策略优化

策略回测结果查看

项目的回测没有资金与仓位管理,每次下单固定金额10W,主要用于测试策略信号的胜率与盈亏比

策略回测结果查看 策略回测结果查看 策略回测结果查看 策略回测结果查看

监控任务管理

chanlun-pro's People

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

chanlun-pro's Issues

start web error

Traceback (most recent call last):
File "D:\git\chanlun-pro\web\chanlun_chart\app.py", line 15, in
from app import create_app
File "D:\git\chanlun-pro\web\chanlun_chart\app_init_.py", line 33, in
from chanlun.cl_utils import (
File "D:\git\chanlun-pro\src\chanlun\cl_utils.py", line 3, in
from chanlun.exchange import exchange
File "D:\git\chanlun-pro\src\chanlun\exchange_init_.py", line 5, in
from chanlun.exchange.exchange_tdx import ExchangeTDX
File "D:\git\chanlun-pro\src\chanlun\exchange\exchange_tdx.py", line 17, in
from chanlun.file_db import FileCacheDB
File "D:\git\chanlun-pro\src\chanlun\file_db.py", line 13, in
from chanlun import cl
File "D:\git\chanlun-pro\src\chanlun\cl.py", line 2, in
from pyarmor_runtime_005445 import pyarmor
File "D:\git\chanlun-pro\src\pyarmor_runtime_005445_init_.py", line 49, in
pyarmor = pyarmor().pyarmor
File "D:\git\chanlun-pro\src\pyarmor_runtime_005445_init_.py", line 48, in pyarmor
return import(name, globals(), locals(), ['pyarmor'], level=1)
RuntimeError: missing license key to run the script (1:10606)
missing license key to run the script (1:10606)
出现异常,按回车键退出Traceback (most recent call last):
File "D:\git\chanlun-pro\web\chanlun_chart\app.py", line 15, in
from app import create_app
File "D:\git\chanlun-pro\web\chanlun_chart\app_init_.py", line 33, in
from chanlun.cl_utils import (
File "D:\git\chanlun-pro\src\chanlun\cl_utils.py", line 3, in
from chanlun.exchange import exchange
File "D:\git\chanlun-pro\src\chanlun\exchange_init_.py", line 5, in
from chanlun.exchange.exchange_tdx import ExchangeTDX
File "D:\git\chanlun-pro\src\chanlun\exchange\exchange_tdx.py", line 17, in
from chanlun.file_db import FileCacheDB
File "D:\git\chanlun-pro\src\chanlun\file_db.py", line 13, in
from chanlun import cl
File "D:\git\chanlun-pro\src\chanlun\cl.py", line 2, in
from pyarmor_runtime_005445 import pyarmor
File "D:\git\chanlun-pro\src\pyarmor_runtime_005445_init_.py", line 49, in
pyarmor = pyarmor().pyarmor
File "D:\git\chanlun-pro\src\pyarmor_runtime_005445_init_.py", line 48, in pyarmor
return import(name, globals(), locals(), ['pyarmor'], level=1)
RuntimeError: missing license key to run the script (1:10606)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "D:\git\chanlun-pro\web\chanlun_chart\app.py", line 20, in
input("出现异常,按回车键退出")
AttributeError: 'filter' object has no attribute 'readline'

(chanlun) D:\git\chanlun-pro\web\chanlun_chart>

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.