mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 15:44:15 +08:00
Justin Gu
fd4a1233b4
- New chanlun/ subpackage: K-line merge, fractal, bi/xianduan/zhongshu/mmd/beichi - New 'easy-tdx chanlun' CLI command with JSON/table output - MACD calculation (pure numpy, no extra dependencies) - Multi-level analysis (MultiLevelAnalyser) - Pipeline: DataFrame -> merge -> fractal -> bi -> zhongshu -> xd -> mmd -> beichi - 49 offline unit tests covering all calculation steps - Detailed README docs with output explanation - Bump version: pyproject.toml 1.6.1 -> 1.7.0, cli 1.5.0 -> 1.7.0
507 lines
18 KiB
Python
507 lines
18 KiB
Python
"""缠论核心计算 单元测试。"""
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from __future__ import annotations
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from datetime import datetime
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from easy_tdx.chanlun.bi import find_bis
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from easy_tdx.chanlun.fractal import find_fractals
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from easy_tdx.chanlun.kline_merge import merge_klines
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from easy_tdx.chanlun.types import CLKline, Direction, FXType, Kline
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from easy_tdx.chanlun.zs import find_zss
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# ── helpers ──────────────────────────────────────────────────────────────
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def _k(
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idx: int,
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dt: str,
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o: float,
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c: float,
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h: float,
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l: float,
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a: float = 0.0,
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) -> Kline:
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"""快速构造 Kline。"""
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return Kline(
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index=idx,
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date=datetime.strptime(dt, "%Y-%m-%d"),
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open=o,
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close=c,
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high=h,
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low=l,
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amount=a,
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)
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def _ck(
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idx: int,
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dt: str,
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o: float,
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c: float,
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h: float,
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l: float,
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merged_count: int = 1,
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direction: str = "",
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) -> CLKline:
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"""快速构造 CLKline。"""
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return CLKline(
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k_index=idx,
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date=datetime.strptime(dt, "%Y-%m-%d"),
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open=o,
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close=c,
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high=h,
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low=l,
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amount=0.0,
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index=0, # 由 merge_klines 赋值
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merged_count=merged_count,
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direction=direction,
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)
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# ── K 线合并测试 ──────────────────────────────────────────────────────────
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class TestMergeKlines:
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"""merge_klines 测试。"""
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def test_no_merge_needed(self) -> None:
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"""K 线无包含关系，应原样返回。"""
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klines = [
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_k(0, "2025-01-02", 10, 12, 13, 9),
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_k(1, "2025-01-03", 11, 16, 17, 11), # 高于前一根高点、低于前根低点 → 无包含
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_k(2, "2025-01-06", 13, 11, 18, 12), # 继续新高 → 无包含
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]
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result = merge_klines(klines)
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assert len(result) == 3
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# 每个 CLKline 没有合并
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assert all(ck.merged_count == 1 for ck in result)
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def test_upward_include(self) -> None:
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"""向上趋势中的包含关系应合并。
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K1: h=15 l=10 (向上)
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K2: h=13 l=11 ← K2 被 K1 包含 (15>13 and 10<11 => 15>=13 and 10<=11)
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合并后取高高：h=15, l=11
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"""
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klines = [
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_k(0, "2025-01-02", 10, 14, 15, 10),
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_k(1, "2025-01-03", 11, 13, 13, 11),
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]
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result = merge_klines(klines)
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assert len(result) == 1
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assert result[0].high == 15.0
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assert result[0].low == 11.0
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assert result[0].merged_count == 2
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def test_downward_include(self) -> None:
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"""向下趋势中的包含关系应合并。
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K1: h=10 l=5 (向下)
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K2: h=9 l=6 ← K2 被 K1 包含 (10>=9 and 5<=6)
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合并后取低低：h=9, l=5
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"""
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klines = [
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_k(0, "2025-01-02", 12, 8, 10, 5),
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_k(1, "2025-01-03", 8, 7, 9, 6),
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]
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result = merge_klines(klines)
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assert len(result) == 1
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assert result[0].high == 9.0
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assert result[0].low == 5.0
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assert result[0].merged_count == 2
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def test_three_klines_with_two_merges(self) -> None:
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"""连续包含：三根 K 线合并为一根。"""
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klines = [
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_k(0, "2025-01-02", 10, 14, 15, 10), # 大阳线
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_k(1, "2025-01-03", 11, 13, 14, 11), # 被包含
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_k(2, "2025-01-06", 12, 14, 14, 12), # 被包含
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]
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result = merge_klines(klines)
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assert len(result) == 1
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assert result[0].merged_count == 3
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# 向上合并：取高高 => h=15, l=12
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assert result[0].high == 15.0
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assert result[0].low == 12.0
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def test_empty_input(self) -> None:
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"""空输入返回空列表。"""
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assert merge_klines([]) == []
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def test_single_kline(self) -> None:
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"""单根 K 线返回单个 CLKline。"""
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klines = [_k(0, "2025-01-02", 10, 12, 13, 9)]
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result = merge_klines(klines)
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assert len(result) == 1
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assert result[0].high == 13.0
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assert result[0].low == 9.0
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def test_mixed_merge_and_non_merge(self) -> None:
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"""混合场景：部分合并，部分不合并。"""
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klines = [
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_k(0, "2025-01-02", 10, 14, 15, 10), # 大阳线
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_k(1, "2025-01-03", 11, 13, 14, 11), # 被包含，合并
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_k(2, "2025-01-06", 16, 18, 19, 15), # 新高，不合并
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_k(3, "2025-01-07", 17, 15, 18, 14), # 阴线，不包含
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]
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result = merge_klines(klines)
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assert len(result) == 3
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assert result[0].merged_count == 2 # K0+K1 合并
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assert result[1].merged_count == 1 # K2 独立
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assert result[2].merged_count == 1 # K3 独立
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def test_index_assignment(self) -> None:
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"""CLKline.index 应从 0 递增。"""
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klines = [
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_k(0, "2025-01-02", 10, 14, 15, 10),
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_k(1, "2025-01-03", 14, 16, 17, 13),
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_k(2, "2025-01-06", 16, 12, 17, 11),
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]
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result = merge_klines(klines)
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for i, ck in enumerate(result):
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assert ck.index == i
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def test_klines_reference_preserved(self) -> None:
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"""CLKline.klines 应包含合并前的原始 K 线。"""
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klines = [
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_k(0, "2025-01-02", 10, 14, 15, 10),
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_k(1, "2025-01-03", 11, 13, 14, 11), # 被包含
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]
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result = merge_klines(klines)
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assert len(result[0].klines) == 2
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# ── 分型识别测试 ──────────────────────────────────────────────────────────
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class TestFindFractals:
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"""find_fractals 测试。"""
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def test_simple_ding_fx(self) -> None:
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"""简单的顶分型：中间高，两边低。"""
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cks = [
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_ck(0, "2025-01-02", 10, 12, 12, 10),
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_ck(1, "2025-01-03", 12, 15, 15, 11),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 1
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assert fxs[0].fx_type == FXType.DING
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assert fxs[0].val == 15.0
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assert fxs[0].k == cks[1]
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def test_simple_di_fx(self) -> None:
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"""简单的底分型：中间低，两边高。"""
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cks = [
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_ck(0, "2025-01-02", 15, 12, 16, 12),
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_ck(1, "2025-01-03", 11, 9, 12, 9),
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_ck(2, "2025-01-06", 10, 13, 14, 10),
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 1
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assert fxs[0].fx_type == FXType.DI
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assert fxs[0].val == 9.0
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def test_no_fractal(self) -> None:
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"""单调序列不应有分型。"""
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cks = [
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_ck(0, "2025-01-02", 10, 12, 12, 10),
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_ck(1, "2025-01-03", 12, 14, 14, 12),
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_ck(2, "2025-01-06", 14, 16, 16, 14),
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 0
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def test_alternating_ding_di(self) -> None:
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"""交替的顶底分型。"""
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cks = [
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_ck(0, "2025-01-02", 10, 12, 12, 10), # 上升
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_ck(1, "2025-01-03", 12, 15, 15, 11), # 顶 (12<15, 14<15)
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_ck(2, "2025-01-06", 14, 11, 14, 10), # 下降
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_ck(3, "2025-01-07", 10, 8, 11, 8), # 底 (10>8, 9>8)
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_ck(4, "2025-01-08", 9, 13, 16, 9), # 大幅上升
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_ck(5, "2025-01-09", 15, 10, 15, 10), # 下降 → ck[4] 成为顶
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 3
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assert fxs[0].fx_type == FXType.DING # ck[1]
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assert fxs[1].fx_type == FXType.DI # ck[3]
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assert fxs[2].fx_type == FXType.DING # ck[4]
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def test_insufficient_klines(self) -> None:
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"""少于3根K线不应有分型。"""
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assert find_fractals([]) == []
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assert find_fractals([_ck(0, "2025-01-02", 10, 12, 12, 10)]) == []
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assert (
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find_fractals(
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[
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_ck(0, "2025-01-02", 10, 12, 12, 10),
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_ck(1, "2025-01-03", 12, 15, 15, 11),
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]
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)
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== []
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)
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def test_equal_highs_no_ding(self) -> None:
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"""相等高点不应形成顶分型。"""
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cks = [
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_ck(0, "2025-01-02", 10, 12, 15, 10),
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_ck(1, "2025-01-03", 12, 14, 15, 11),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 0
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def test_equal_lows_no_di(self) -> None:
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"""相等低点不应形成底分型。"""
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cks = [
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_ck(0, "2025-01-02", 15, 12, 16, 9),
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_ck(1, "2025-01-03", 11, 10, 12, 9),
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_ck(2, "2025-01-06", 10, 13, 14, 10),
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]
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fxs = find_fractals(cks)
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assert len(fxs) == 0
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# ── 笔计算测试 ────────────────────────────────────────────────────────────
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class TestFindBis:
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"""find_bis 测试。"""
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def test_simple_up_down_bi(self) -> None:
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"""一组顶底分型应产生两笔（向上 + 向下）。"""
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cks = [
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_ck(0, "2025-01-02", 10, 12, 12, 10),
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_ck(1, "2025-01-03", 12, 15, 15, 11),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 8, 11, 8),
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_ck(4, "2025-01-08", 9, 13, 16, 9),
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_ck(5, "2025-01-09", 15, 10, 15, 10),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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# ding(1) → di(3) 向下笔, di(3) → ding(4) 向上笔
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assert len(bis) >= 2
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assert bis[0].direction == Direction.DOWN # 顶→底
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assert bis[1].direction == Direction.UP # 底→顶
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def test_new_bi_rule_needs_gap(self) -> None:
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"""新笔规则：分型之间至少1根独立K线。
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如果两个分型相邻（中间无独立K线），不构成笔。
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"""
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# 只有3根K线，产生1个分型，不足以成笔
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cks = [
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_ck(0, "2025-01-02", 10, 12, 12, 10),
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_ck(1, "2025-01-03", 12, 15, 15, 11),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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assert len(bis) == 0 # 1个分型无法成笔
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def test_ding_di_must_alternate(self) -> None:
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"""笔的起止分型必须顶底交替：顶→底 或 底→顶。"""
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 7, 11, 7),
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_ck(4, "2025-01-08", 8, 13, 14, 8),
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_ck(5, "2025-01-09", 13, 10, 14, 10),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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for bi in bis:
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if bi.direction == Direction.UP:
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assert bi.start.fx_type == FXType.DI
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assert bi.end.fx_type == FXType.DING
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else:
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assert bi.start.fx_type == FXType.DING
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assert bi.end.fx_type == FXType.DI
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def test_empty_fractals(self) -> None:
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"""空分型列表应返回空笔列表。"""
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assert find_bis([]) == []
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def test_bi_high_low(self) -> None:
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"""笔的 high/low 应正确反映区间最高最低价。"""
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 7, 11, 7),
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_ck(4, "2025-01-08", 8, 13, 14, 8),
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_ck(5, "2025-01-09", 13, 10, 13, 10),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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if len(bis) > 0:
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# 第一笔：顶→底（向下），high=16, low=7
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assert bis[0].high == 16.0
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assert bis[0].low == 7.0
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def test_full_pipeline_merge_to_bi(self) -> None:
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"""完整管道测试：原始K线 → 合并 → 分型 → 笔。"""
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klines = [
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_k(0, "2025-01-02", 10, 8, 11, 8),
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_k(1, "2025-01-03", 8, 12, 13, 7),
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_k(2, "2025-01-06", 12, 16, 17, 11),
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_k(3, "2025-01-07", 16, 14, 18, 13),
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_k(4, "2025-01-08", 14, 10, 15, 9),
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_k(5, "2025-01-09", 10, 6, 11, 5),
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_k(6, "2025-01-10", 7, 12, 13, 6),
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_k(7, "2025-01-13", 12, 9, 14, 8),
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]
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merged = merge_klines(klines)
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fxs = find_fractals(merged)
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bis = find_bis(fxs)
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assert len(bis) >= 1
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# ── 中枢计算测试 ──────────────────────────────────────────────────────────
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class TestFindZss:
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"""find_zss 测试。"""
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def test_three_overlapping_bis_form_zs(self) -> None:
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"""三笔重叠形成中枢。"""
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 11, 14, 10),
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_ck(3, "2025-01-07", 10, 12, 13, 9),
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_ck(4, "2025-01-08", 12, 14, 15, 11),
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_ck(5, "2025-01-09", 14, 12, 14, 11),
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_ck(6, "2025-01-10", 11, 9, 12, 9),
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_ck(7, "2025-01-13", 10, 11, 12, 10),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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zss = find_zss(bis)
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assert len(zss) >= 1
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zs = zss[0]
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assert zs.zg > zs.zd
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assert zs.gg >= zs.zg
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assert zs.dd <= zs.zd
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def test_no_overlap_no_zs(self) -> None:
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"""笔之间无重叠不应形成中枢。"""
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cks = [
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_ck(0, "2025-01-02", 10, 8, 11, 8),
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_ck(1, "2025-01-03", 9, 15, 16, 9),
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_ck(2, "2025-01-06", 14, 16, 18, 15),
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_ck(3, "2025-01-07", 16, 20, 22, 16),
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_ck(4, "2025-01-08", 20, 25, 26, 20),
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_ck(5, "2025-01-09", 25, 22, 26, 22),
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]
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fxs = find_fractals(cks)
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bis = find_bis(fxs)
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zss = find_zss(bis)
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assert len(zss) == 0
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def test_empty_bis_no_zs(self) -> None:
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"""空笔列表不应有中枢。"""
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assert find_zss([]) == []
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|
|
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def test_zs_overlap_properties(self) -> None:
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|
"""中枢应有正确的重叠区间属性。"""
|
|
cks = [
|
|
_ck(0, "2025-01-02", 10, 12, 13, 10),
|
|
_ck(1, "2025-01-03", 12, 15, 16, 11),
|
|
_ck(2, "2025-01-06", 14, 11, 14, 10),
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|
_ck(3, "2025-01-07", 10, 13, 14, 9),
|
|
_ck(4, "2025-01-08", 12, 14, 15, 11),
|
|
_ck(5, "2025-01-09", 14, 12, 14, 11),
|
|
_ck(6, "2025-01-10", 11, 9, 12, 8),
|
|
_ck(7, "2025-01-13", 10, 11, 12, 9),
|
|
_ck(8, "2025-01-14", 11, 6, 12, 5),
|
|
_ck(9, "2025-01-15", 7, 8, 9, 6),
|
|
]
|
|
fxs = find_fractals(cks)
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|
bis = find_bis(fxs)
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|
zss = find_zss(bis)
|
|
if len(zss) > 0:
|
|
zs = zss[0]
|
|
# 中枢基本属性
|
|
assert zs.zg > zs.zd
|
|
assert zs.gg >= zs.zg
|
|
assert zs.dd <= zs.zd
|
|
assert zs.line_count >= 3
|
|
|
|
|
|
# ── Analyser 集成测试 ────────────────────────────────────────────────────
|
|
|
|
|
|
class TestChanlunAnalyser:
|
|
"""ChanlunAnalyser 完整管道测试。"""
|
|
|
|
def test_analyse_with_dataframe(self) -> None:
|
|
"""使用模拟 DataFrame 测试完整管道。"""
|
|
import pandas as pd
|
|
|
|
from easy_tdx.chanlun.analyser import ChanlunAnalyser
|
|
|
|
dates = pd.date_range("2025-01-02", periods=20, freq="B")
|
|
data = {
|
|
"datetime": dates,
|
|
"open": [10, 8, 12, 16, 14, 10, 7, 12, 14, 12, 10, 6, 7, 12, 9, 10, 14, 12, 8, 9],
|
|
"close": [8, 12, 16, 14, 10, 7, 12, 14, 12, 10, 6, 7, 12, 9, 10, 14, 12, 8, 9, 11],
|
|
"high": [11, 13, 17, 18, 15, 11, 13, 15, 14, 13, 11, 8, 13, 12, 11, 15, 14, 13, 9, 12],
|
|
"low": [7, 7, 11, 13, 9, 5, 6, 11, 11, 9, 5, 5, 6, 8, 8, 9, 11, 7, 7, 9],
|
|
"vol": [1000] * 20,
|
|
}
|
|
df = pd.DataFrame(data)
|
|
|
|
analyser = ChanlunAnalyser(code="SZ000001", frequency="DAILY")
|
|
result = analyser.process_klines(df)
|
|
|
|
assert result.code == "SZ000001"
|
|
assert result.frequency == "DAILY"
|
|
assert len(result.klines) == 20
|
|
assert len(result.cklines) > 0
|
|
assert len(result.cklines) <= 20
|
|
assert len(result.fractals) >= 0
|
|
assert len(result.bis) >= 0
|
|
|
|
def test_empty_dataframe(self) -> None:
|
|
"""空 DataFrame 应返回空结果。"""
|
|
import pandas as pd
|
|
|
|
from easy_tdx.chanlun.analyser import ChanlunAnalyser
|
|
|
|
df = pd.DataFrame(columns=["datetime", "open", "close", "high", "low", "vol"])
|
|
analyser = ChanlunAnalyser(code="SZ000001")
|
|
result = analyser.process_klines(df)
|
|
assert len(result.klines) == 0
|
|
assert len(result.bis) == 0
|
|
|
|
def test_result_to_dict(self) -> None:
|
|
"""结果应可序列化为字典。"""
|
|
import pandas as pd
|
|
|
|
from easy_tdx.chanlun.analyser import ChanlunAnalyser
|
|
|
|
dates = pd.date_range("2025-01-02", periods=10, freq="B")
|
|
data = {
|
|
"datetime": dates,
|
|
"open": [10, 8, 12, 16, 14, 10, 7, 12, 14, 12],
|
|
"close": [8, 12, 16, 14, 10, 7, 12, 14, 12, 10],
|
|
"high": [11, 13, 17, 18, 15, 11, 13, 15, 14, 13],
|
|
"low": [7, 7, 11, 13, 9, 5, 6, 11, 11, 9],
|
|
"vol": [1000] * 10,
|
|
}
|
|
df = pd.DataFrame(data)
|
|
analyser = ChanlunAnalyser(code="SZ000001")
|
|
result = analyser.process_klines(df)
|
|
d = result.to_dict()
|
|
|
|
assert "code" in d
|
|
assert "bi_count" in d
|
|
assert "zs_count" in d
|
|
assert "bis" in d
|
|
assert "zss" in d
|