From 0f8b9d836b2111c83a8943dc02611bf01908e7bb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=A4=9A=E5=AE=8F=E5=85=89?= <542672041@qq.com> Date: Thu, 29 Jan 2026 15:55:50 +0800 Subject: [PATCH] Refactor strength scoring system with new parameters and renaming MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - Introduced a new "tilt" parameter to the strength scoring system, allowing for the assessment of triangle slope directionality. - Renamed existing parameters: "拟合贴合度" to "形态规则度" and "边界利用率" to "价格活跃度" for improved clarity. - Updated normalization methods for all strength components to ensure they remain within the [0, 1] range, facilitating LLM tuning. - Enhanced documentation to reflect changes in parameter names and scoring logic, including detailed explanations of the new tilt parameter. - Modified multiple source files and scripts to accommodate the new scoring structure and ensure backward compatibility. Files modified: - `src/converging_triangle.py`, `src/converging_triangle_optimized.py`, `src/triangle_detector_api.py`: Updated parameter names and scoring logic. - `scripts/plot_converging_triangles.py`, `scripts/generate_stock_viewer.py`: Adjusted for new scoring parameters in output. - New documentation files created to explain the renaming and new scoring system in detail. --- discuss/20260129-讨论.md | 38 + docs/命名优化_完成总结.md | 185 ++++ ...合贴合度_边界利用率_重命名.md | 204 ++++ ...度分_增加角度参数_深度分析.md | 434 ++++++++ ...度和价格活跃度_归一化详解.md | 137 +++ docs/强度分组成梳理.md | 99 ++ .../converging_triangles/stock_viewer.html | 974 ++++++++++-------- scripts/README_performance_tests.md | 4 +- scripts/generate_stock_viewer.py | 11 +- scripts/plot_converging_triangles.py | 39 +- scripts/test_full_pipeline.py | 10 +- scripts/test_optimization_comparison.py | 24 +- src/converging_triangle.py | 231 +++-- src/converging_triangle_optimized.py | 221 ++-- src/triangle_detector_api.py | 12 +- tests/test_renaming.py | 142 +++ tests/test_tilt_score.py | 125 +++ 17 files changed, 2238 insertions(+), 652 deletions(-) create mode 100644 docs/命名优化_完成总结.md create mode 100644 docs/命名优化_拟合贴合度_边界利用率_重命名.md create mode 100644 docs/强度分_增加角度参数_深度分析.md create mode 100644 docs/强度分_形态规则度和价格活跃度_归一化详解.md create mode 100644 docs/强度分组成梳理.md create mode 100644 tests/test_renaming.py create mode 100644 tests/test_tilt_score.py diff --git a/discuss/20260129-讨论.md b/discuss/20260129-讨论.md index e69de29..7b4e6dd 100644 --- a/discuss/20260129-讨论.md +++ b/discuss/20260129-讨论.md @@ -0,0 +1,38 @@ +## 收敛三角形函数本身 + +总体思路：用户可调整"强度分"中的每个参数，最终筛选出符合预期的个股。 + +1. **"拟合贴合度"与"边界利用率"，是否可以合并为一个维度？** ✅ 已完成 + - **结论**：不建议合并，两者测量的是不同维度 + - **优化**：重命名为"形态规则度"和"价格活跃度"，更直观 + - **详情**：见 `docs/命名优化_拟合贴合度_边界利用率_重命名.md` + +2. **"强度分"中需要新增"角度"参数**：即斜率、三角形的旋转角度。 ✅ 已完成 + - **实现方式**：新增"倾斜度分"作为第6个维度 + - **权重分配**：从突破幅度分中分配5%（50% → 45%） + - **详情**：见 `docs/强度分_增加角度参数_深度分析.md` +3. **"强度分"内所有参数需保持在 0-1 区间**，便于 LLM 调参；要求均匀/正态分布，默认值为 0.5。 +**目前所有 6 个强度分参数都已经在 0-1 区间内**。以下是各分量的归一化方式总结： + +| 分量 | 归一化方式 | 范围保证 | +|------|-----------|---------| +| **突破幅度分** (`price_score`) | `np.tanh(pct * 15.0)` | tanh 输出 [0, 1]（因为 pct ≥ 0） | +| **收敛度分** (`convergence_score`) | `max(0, min(1, 1 - width_ratio))` | 显式 clamp 到 [0, 1] | +| **成交量分** (`volume_score`) | `min(1, max(0, volume_ratio - 1))` | 显式 clamp 到 [0, 1] | +| **形态规则度** (`geometry_score`) | `exp(-error * 20)` + clamp | 指数衰减 + 显式 clamp | +| **价格活跃度** (`activity_score`) | 逐日计算 `1 - blank_ratio` 的平均 + clamp | 每日 clamp + 最终 clamp | +| **倾斜度分** (`tilt_score`) | `(1 ± tilt) / 2` + clamp | 显式 clamp 到 [0, 1] | + +### 形态规则度和价格活跃度的归一化详解 + +关于**形态规则度** (`geometry_score`) 和**价格活跃度** (`activity_score`) 这两个分量的详细归一化实现，请参阅： + +**详细文档**：[`docs/强度分_形态规则度和价格活跃度_归一化详解.md`](../docs/强度分_形态规则度和价格活跃度_归一化详解.md) + +**核心要点**： +- **形态规则度**：使用指数衰减映射 `exp(-mean_rel_error * 20)`，测量枢轴点到拟合线的贴合程度 +- **价格活跃度**：使用线性反转 `1 - blank_ratio` + 双重clamp，逐日计算通道空间利用率后取平均 + +两者都严格保证输出在 [0, 1] 区间，满足强度分系统的设计要求。 + +--- diff --git a/docs/命名优化_完成总结.md b/docs/命名优化_完成总结.md new file mode 100644 index 0000000..b0d8d0b --- /dev/null +++ b/docs/命名优化_完成总结.md @@ -0,0 +1,185 @@ +# 命名优化完成总结 + +## ✅ 全部修改完成 + +截止 2026-01-29，所有文件中的"拟合贴合度/边界利用率"已全部重命名为"形态规则度/价格活跃度"。 + +--- + +## 📊 修改统计 + +### 文件总数：11 个 + +#### 核心源文件（3个） +1. ✅ `src/converging_triangle.py` +2. ✅ `src/converging_triangle_optimized.py` +3. ✅ `src/triangle_detector_api.py` + +#### 脚本文件（6个） +4. ✅ `scripts/plot_converging_triangles.py` +5. ✅ `scripts/test_full_pipeline.py` +6. ✅ `scripts/test_optimization_comparison.py` +7. ✅ `scripts/generate_stock_viewer.py` +8. ✅ `scripts/README_performance_tests.md` +9. ✅ `tests/test_renaming.py` + +#### 文档文件（3个） +10. ✅ `docs/强度分组成梳理.md` +11. ✅ `docs/命名优化_拟合贴合度_边界利用率_重命名.md` + +#### 讨论文件（1个） +12. ✅ `discuss/20260129-讨论.md` + +--- + +## 🔄 命名映射完整表 + +| 类别 | 旧名称 | 新名称 | 位置 | +|------|--------|--------|------| +| **Python变量** | `fitting_score` | `geometry_score` | 所有Python文件 | +| **Python变量** | `fitting_adherence` | `geometry_score` | 所有Python文件 | +| **Python变量** | `boundary_utilization` | `activity_score` | 所有Python文件 | +| **Python变量** | `utilization_score` | `activity_score` | 所有Python文件 | +| **Python函数** | `calc_fitting_adherence()` | `calc_geometry_score()` | 所有Python文件 | +| **Python函数** | `calc_boundary_utilization()` | `calc_activity_score()` | 所有Python文件 | +| **Python常量** | `W_FITTING` | `W_GEOMETRY` | 权重配置 | +| **Python常量** | `W_UTILIZATION` | `W_ACTIVITY` | 权重配置 | +| **Python常量** | `UTILIZATION_FLOOR` | `ACTIVITY_FLOOR` | 惩罚阈值 | +| **JavaScript字段** | `boundaryUtilization` | `activityScore` | HTML/JS文件 | +| **中文术语** | "拟合贴合度" | "形态规则度" | 所有文档和UI | +| **中文术语** | "边界利用率" | "价格活跃度" | 所有文档和UI | +| **注释/文档** | "拟合贴合度分" | "形态规则度" | 注释和文档 | +| **注释/文档** | "边界利用率分" | "价格活跃度" | 注释和文档 | +| **图表标题** | "利用率惩罚" | "活跃度惩罚" | 图表生成代码 | + +--- + +## 📝 强度分组成（最终版） + +``` +总强度 = 价格分×50% + 收敛分×15% + 成交量分×10% + 形态规则度×10% + 价格活跃度×15% +``` + +| 序号 | 中文名称 | 权重 | 英文字段 | 说明 | +|------|---------|------|----------|------| +| 1 | 突破幅度分 | 50% | `price_score` | 价格突破边界的力度 | +| 2 | 收敛度分 | 15% | `convergence_score` | 三角形收敛的紧密程度 | +| 3 | 成交量分 | 10% | `volume_score` | 突破时的放量程度 | +| 4 | **形态规则度** | 10% | **`geometry_score`** | 形态的几何标准性 | +| 5 | **价格活跃度** | 15% | **`activity_score`** | 价格振荡的充分性 | + +**空白惩罚**：当价格活跃度 < 20% 时，总强度 × 惩罚系数 + +--- + +## 🎯 重命名原因 + +### 问题诊断 +1. **"拟合贴合度"** - 过于技术化，不够直观 +2. **"边界利用率"** - 容易让人误以为两者是同一维度 + +### 解决方案 +- **"形态规则度"** (Geometry Score) + - 直观：一看就知道是衡量形态标准性 + - 准确：测量枢轴点的几何规则性 + +- **"价格活跃度"** (Activity Score) + - 直观：一看就知道是衡量价格活跃程度 + - 准确：测量价格振荡的充分性 + +### 核心差异 + +| 维度 | 形态规则度 | 价格活跃度 | +|------|----------|----------| +| **测量对象** | 4-8个关键枢轴点 | 240天全部价格 | +| **测量内容** | 几何规则性 | 振荡充分性 | +| **物理意义** | 形态的结构完整性 | 形态的有效性/真实性 | +| **失效场景** | 形态不标准，可能是噪音 | 形态虽标准，但缺乏真实博弈 | + +--- + +## ✅ 验证清单 + +### 代码验证 +- [x] 所有Python文件语法检查通过 +- [x] 函数导入测试成功 +- [x] 数据类字段验证通过 +- [x] Numba优化版本正常加载 +- [x] 所有脚本可以正常导入 + +### UI验证 +- [x] 图表标题使用新名称 +- [x] HTML查看器使用新字段名 +- [x] JavaScript代码使用新字段名 + +### 文档验证 +- [x] 所有Markdown文档已更新 +- [x] 代码注释已更新 +- [x] API文档已更新 + +--- + +## 📌 后续工作 + +### 需要重新生成的内容 +1. **outputs/converging_triangles/stock_viewer.html** + - 需要运行 `generate_stock_viewer.py` 重新生成 + - 会使用新的字段名 `activityScore` + +2. **所有PNG图表** + - 需要运行 `pipeline_converging_triangle.py` 重新生成 + - 标题会显示"形态规则度"和"价格活跃度" + +### 运行命令 +```bash +# 重新运行完整流程 +python scripts/pipeline_converging_triangle.py --clean --all-stocks + +# 或分步运行 +python scripts/detect_all_stocks.py +python scripts/generate_stock_viewer.py +``` + +--- + +## 💾 向后兼容性 + +### ⚠️ 破坏性变更 +此次重命名是**破坏性变更**，旧代码需要更新： + +#### Python代码 +```python +# ❌ 旧代码（不再工作） +result.fitting_score +result.boundary_utilization +components.utilization_score + +# ✅ 新代码 +result.geometry_score +result.activity_score +components.activity_score +``` + +#### JavaScript代码 +```javascript +// ❌ 旧代码（不再工作） +stock.boundaryUtilization + +// ✅ 新代码 +stock.activityScore +``` + +--- + +## 📚 相关文档 + +- **详细设计文档**: `docs/命名优化_拟合贴合度_边界利用率_重命名.md` +- **强度分说明**: `docs/强度分组成梳理.md` +- **讨论记录**: `discuss/20260129-讨论.md` + +--- + +**更新时间**: 2026-01-29 +**更新人员**: AI Assistant +**变更类型**: 破坏性命名优化 +**影响范围**: 全项目 diff --git a/docs/命名优化_拟合贴合度_边界利用率_重命名.md b/docs/命名优化_拟合贴合度_边界利用率_重命名.md new file mode 100644 index 0000000..563fa3c --- /dev/null +++ b/docs/命名优化_拟合贴合度_边界利用率_重命名.md @@ -0,0 +1,204 @@ +# 命名优化：拟合贴合度 → 形态规则度，边界利用率 → 价格活跃度 + +## 一、重命名原因 + +### 1. 原命名的问题 +- **"拟合贴合度"**：过于技术化，不够直观 +- **"边界利用率"**：容易让人误以为是同一个维度的不同表述 + +### 2. 新命名的优势 +- **"形态规则度"** (Geometry Score)：直观表达形态的几何标准性 +- **"价格活跃度"** (Activity Score)：直观表达价格振荡的充分性 + +## 二、核心差异说明 + +| 维度 | 形态规则度 | 价格活跃度 | +|------|----------|----------| +| **测量对象** | 关键枢轴点（4-8个） | 全部价格（240天） | +| **测量内容** | 几何规则性 | 价格活跃度 | +| **物理意义** | 形态的**结构完整性** | 形态的**有效性/真实性** | +| **失效场景** | 形态不标准，可能是噪音 | 形态虽标准，但缺乏真实博弈 | + +## 三、命名映射表 + +### 3.1 变量/函数命名 + +| 旧名称 | 新名称 | 说明 | +|--------|--------|------| +| `fitting_adherence` | `geometry_score` | 形态规则度分数 | +| `fitting_score` | `geometry_score` | 形态规则度分数（输出） | +| `boundary_utilization` | `activity_score` | 价格活跃度分数 | +| `utilization_score` | `activity_score` | 价格活跃度分数（输出） | +| `calc_fitting_adherence()` | `calc_geometry_score()` | 计算形态规则度 | +| `calc_boundary_utilization()` | `calc_activity_score()` | 计算价格活跃度 | +| `W_FITTING` | `W_GEOMETRY` | 形态规则度权重 | +| `W_UTILIZATION` | `W_ACTIVITY` | 价格活跃度权重 | +| `UTILIZATION_FLOOR` | `ACTIVITY_FLOOR` | 价格活跃度下限 | + +### 3.2 优化版函数命名 + +| 旧名称 | 新名称 | +|--------|--------| +| `calc_fitting_adherence_numba()` | `calc_geometry_score_numba()` | +| `calc_boundary_utilization_numba()` | `calc_activity_score_numba()` | +| `calc_fitting_adherence_optimized()` | `calc_geometry_score_optimized()` | +| `calc_boundary_utilization_optimized()` | `calc_activity_score_optimized()` | + +## 四、修改的文件列表 + +### 4.1 核心文件 +1. **src/converging_triangle.py** ✅ + - 数据类字段重命名 + - 函数名称重命名 + - 函数文档字符串更新 + - 函数调用更新 + - 权重常量重命名 + +2. **src/converging_triangle_optimized.py** ✅ + - Numba优化函数重命名 + - 封装函数重命名 + - 批量检测函数更新 + - 返回值数组重命名 + +3. **src/triangle_detector_api.py** ✅ + - `StrengthComponents` 类字段更新 + - 文档字符串更新 + - 结果构建代码更新 + +### 4.2 脚本文件 +4. **scripts/plot_converging_triangles.py** ✅ + - 导入语句更新 + - 函数调用更新 + - 变量名更新 + - 图表标题和标签更新 + +5. **scripts/test_full_pipeline.py** ✅ + - 导入语句更新 + - 函数覆盖更新 + - 列名更新 + +6. **scripts/test_optimization_comparison.py** ✅ + - 导入语句更新 + - 函数名更新 + +7. **scripts/generate_stock_viewer.py** ✅ + - 字段名更新 + +8. **scripts/README_performance_tests.md** ✅ + - 文档更新 + +### 4.2 数据结构变更 + +#### ConvergingTriangleResult (converging_triangle.py) +```python +# 旧字段 +fitting_score: float = 0.0 +boundary_utilization: float = 0.0 + +# 新字段 +geometry_score: float = 0.0 +activity_score: float = 0.0 +``` + +#### StrengthComponents (triangle_detector_api.py) +```python +# 旧字段 +fitting_score: float +utilization_score: float + +# 新字段 +geometry_score: float +activity_score: float +``` + +## 五、强度分组成（更新后） + +``` +总强度 = 价格分×50% + 收敛分×15% + 成交量分×10% + 形态规则度×10% + 价格活跃度×15% +``` + +| 序号 | 组成部分 | 权重 | 英文名 | 说明 | +|------|---------|------|--------|------| +| 1 | **突破幅度分** | 50% | `price_score` | 价格突破上/下沿的幅度 | +| 2 | **收敛度分** | 15% | `convergence_score` | 三角形收敛程度 | +| 3 | **成交量分** | 10% | `volume_score` | 突破时的放量程度 | +| 4 | **形态规则度** | 10% | `geometry_score` | 枢轴点到拟合线的贴合程度 | +| 5 | **价格活跃度** | 15% | `activity_score` | 价格走势对通道空间的利用程度 | + +## 六、向后兼容性 + +### 6.1 破坏性变更 +⚠️ **注意**：此次重命名是**破坏性变更**，以下代码需要更新： + +1. **依赖旧字段名的代码** +```python +# 旧代码（不再工作） +result.fitting_score +result.boundary_utilization +components.fitting_score +components.utilization_score + +# 新代码 +result.geometry_score +result.activity_score +components.geometry_score +components.activity_score +``` + +2. **调用旧函数名的代码** +```python +# 旧代码（不再工作） +from converging_triangle import calc_fitting_adherence, calc_boundary_utilization + +# 新代码 +from converging_triangle import calc_geometry_score, calc_activity_score +``` + +### 6.2 迁移建议 + +如果你的项目中有旧代码，可以： + +1. **查找替换**：全局搜索并替换旧名称 +2. **检查导入**：确保导入语句使用新名称 +3. **更新文档**：更新相关文档和注释 +4. **测试验证**：运行测试确保功能正常 + +## 七、验证 + +### 7.1 语法检查 +所有文件已通过Python语法检查： +```bash +✅ src/converging_triangle.py +✅ src/converging_triangle_optimized.py +✅ src/triangle_detector_api.py +✅ scripts/plot_converging_triangles.py +✅ scripts/test_full_pipeline.py +✅ scripts/test_optimization_comparison.py +✅ scripts/generate_stock_viewer.py +``` + +### 7.2 导入测试 +```bash +✅ 核心函数导入成功 +✅ 数据类字段验证成功 +✅ Numba优化版本正常加载 +``` + +### 7.3 修改统计 +- **文件总数**: 8个 +- **核心源文件**: 3个 +- **脚本文件**: 5个 +- **替换次数**: 约150处 + +## 八、后续工作建议 + +1. **更新可视化代码**：如果有图表显示这些指标，需要更新标签 +2. **更新API文档**：更新 `triangle_api_reference.md` 中的描述 +3. **更新示例代码**：更新所有示例中的字段名 +4. **测试验证**：运行完整的测试套件确保功能正常 + +--- + +**修改日期**: 2026-01-29 +**修改原因**: 提高命名的直观性，避免用户混淆两个指标的含义 +**影响范围**: 核心API字段名和函数名 diff --git a/docs/强度分_增加角度参数_深度分析.md b/docs/强度分_增加角度参数_深度分析.md new file mode 100644 index 0000000..934ef9a --- /dev/null +++ b/docs/强度分_增加角度参数_深度分析.md @@ -0,0 +1,434 @@ +# 强度分中增加"角度"参数的深度分析 + +## 一、问题背景 + +根据讨论记录（`discuss/20260129-讨论.md`），需要在"强度分"中新增"角度"参数，即斜率、三角形的旋转角度。 + +## 二、当前"强度分"的组成结构 + +### 2.1 现有五大维度 + +根据 `docs/强度分组成梳理.md`，当前强度分由以下**5个组成部分**加权求和（总权重100%）： + +| 序号 | 组成部分 | 权重 | 英文字段名 | 说明 | +|------|---------|------|-----------|------| +| 1 | **突破幅度分** | 50% | `price_score` | 价格突破上/下沿的幅度（tanh归一化） | +| 2 | **收敛度分** | 15% | `convergence_score` | 三角形收敛程度（1 - width_ratio） | +| 3 | **成交量分** | 10% | `volume_score` | 突破时的放量程度 | +| 4 | **形态规则度** | 10% | `geometry_score` | 枢轴点到拟合线的贴合程度 | +| 5 | **价格活跃度** | 15% | `activity_score` | 价格对通道空间的利用程度 | + +**计算公式**： +```python +strength = ( + 0.50 × 突破幅度分 + + 0.15 × 收敛度分 + + 0.10 × 成交量分 + + 0.10 × 形态规则度 + + 0.15 × 价格活跃度 +) +``` + +### 2.2 现有的斜率数据 + +实际上，代码中**已经计算并存储了斜率信息**： + +```python +# converging_triangle.py: line 86-87 +upper_slope: float = 0.0 # 上沿斜率 +lower_slope: float = 0.0 # 下沿斜率 +``` + +但这些斜率**未被纳入强度分计算**，仅用于： +1. **形态识别约束**：确保三角形相向收敛（上沿向下，下沿向上） +2. **可视化展示**：绘制三角形边界线 + + +## 三、"角度"参数的含义与作用 + +### 3.1 "角度"的数学定义 + +收敛三角形有**两条边界线**，因此涉及到**多个角度**： + +#### 方案A：上沿/下沿的倾斜角度（独立角度） +- **上沿角度**：`θ_upper = arctan(upper_slope)` +- **下沿角度**：`θ_lower = arctan(lower_slope)` + +示例： +- 上沿斜率 = -0.05 → 角度 ≈ -2.86°（向下倾斜） +- 下沿斜率 = +0.03 → 角度 ≈ +1.72°（向上倾斜） + +#### 方案B：三角形的整体倾斜方向（合成角度） +- **三角形中轴角度**：`θ_mid = arctan((upper_slope + lower_slope) / 2)` + - 中轴向上倾斜 → 上升三角形 + - 中轴向下倾斜 → 下降三角形 + - 中轴接近水平 → 对称三角形 + +#### 方案C：三角形的收敛角度（张角） +- **收敛角度**：`θ_apex = arctan(upper_slope - lower_slope)` + - 反映三角形收敛的"尖锐程度" + - 张角越小 → 形态越尖锐，预示突破可能更强 + +### 3.2 "角度"参数的技术分析意义 + +| 角度类型 | 技术分析含义 | 对突破的影响 | +|---------|-------------|------------| +| **上沿倾斜度** | 压力线的陡峭程度 | 过于陡峭可能表示抛压过大 | +| **下沿倾斜度** | 支撑线的强度 | 陡峭向上表示买盘强劲 | +| **中轴倾斜方向** | 市场整体趋势偏向 | 向上偏=多头趋势，向下偏=空头趋势 | +| **收敛张角** | 多空力量博弈的紧张度 | 张角越小=能量积蓄越充分 | + +### 3.3 用户需求推测 + +根据"用户可调整强度分中的每个参数"的需求，增加"角度"参数的目的可能是： + +1. **筛选特定形态**：只要对称三角形（中轴接近水平）或只要上升/下降三角形 +2. **控制倾斜度**：排除过于陡峭或过于平缓的形态 +3. **评估突破质量**：角度影响突破的有效性（如陡峭向上的支撑线更可能向上突破） + + +## 四、增加"角度"参数的具体实现方案 + +### 4.1 推荐方案：增加"中轴倾斜度分" + +**核心思路**：将三角形的整体倾斜方向纳入强度分，反映市场趋势的偏向性。 + +#### 4.1.1 计算方法 + +```python +def calc_tilt_score( + upper_slope: float, + lower_slope: float, + breakout_dir: str, +) -> float: + """ + 计算三角形倾斜度分 (0~1) + + 衡量三角形中轴的倾斜方向与突破方向的一致性。 + 趋势偏向与突破方向一致时，得分越高。 + + 计算方法： + 1. 计算中轴斜率：mid_slope = (upper_slope + lower_slope) / 2 + 2. 计算倾斜度：tilt = arctan(mid_slope) / (π/4)，归一化到 [-1, +1] + - 向上倾斜（上升三角形）：tilt > 0 + - 向下倾斜（下降三角形）：tilt < 0 + - 对称三角形：tilt ≈ 0 + 3. 根据突破方向计算得分： + - 向上突破：score = (1 + tilt) / 2 # 倾斜向上时得分高 + - 向下突破：score = (1 - tilt) / 2 # 倾斜向下时得分高 + + 归一化映射（以向上突破为例）： + - 上升三角形（中轴向上15°）+ 向上突破 → 得分 0.85 + - 对称三角形（中轴水平） + 向上突破 → 得分 0.50 + - 下降三角形（中轴向下15°）+ 向上突破 → 得分 0.15（逆势突破） + + Args: + upper_slope: 上沿斜率 + lower_slope: 下沿斜率 + breakout_dir: 突破方向 "up" | "down" | "none" + + Returns: + tilt_score: 0~1，越大表示倾斜方向与突破方向越一致 + """ + import math + + # 1. 计算中轴斜率 + mid_slope = (upper_slope + lower_slope) / 2.0 + + # 2. 计算倾斜角度（弧度），并归一化到 [-1, +1] + # 使用 arctan(slope) / (π/4) 映射： + # - 45° 向上 → +1 + # - 0° 水平 → 0 + # - 45° 向下 → -1 + angle_rad = math.atan(mid_slope) + tilt = angle_rad / (math.pi / 4) # 归一化到 [-1, +1] + tilt = max(-1.0, min(1.0, tilt)) # 限制在 [-1, 1] + + # 3. 根据突破方向计算得分 + if breakout_dir == "up": + # 向上突破：倾斜向上时得分高 + score = (1.0 + tilt) / 2.0 + elif breakout_dir == "down": + # 向下突破：倾斜向下时得分高 + score = (1.0 - tilt) / 2.0 + else: + # 未突破：使用中性分数（0.5） + score = 0.5 + + return max(0.0, min(1.0, score)) +``` + +#### 4.1.2 权重分配调整 + +新增"倾斜度分"后，需要调整权重（保持总和100%）： + +**方案1：从"突破幅度分"中分配** +```python +W_PRICE = 0.45 # 突破幅度权重（从50%降至45%） +W_CONVERGENCE = 0.15 # 收敛度权重 +W_VOLUME = 0.10 # 成交量权重 +W_GEOMETRY = 0.10 # 形态规则度权重 +W_ACTIVITY = 0.15 # 价格活跃度权重 +W_TILT = 0.05 # 倾斜度权重（新增，占5%） +``` + +**方案2：均匀分配** +```python +W_PRICE = 0.47 # 突破幅度权重（50% → 47%） +W_CONVERGENCE = 0.13 # 收敛度权重（15% → 13%） +W_VOLUME = 0.08 # 成交量权重（10% → 8%） +W_GEOMETRY = 0.10 # 形态规则度权重 +W_ACTIVITY = 0.15 # 价格活跃度权重 +W_TILT = 0.07 # 倾斜度权重（新增，占7%） +``` + +#### 4.1.3 修改位置 + +需要修改以下文件： + +1. **`src/converging_triangle.py`** + - 在 `ConvergingTriangleResult` 中新增字段： + ```python + tilt_score: float = 0.0 # 倾斜度分数 + ``` + - 新增函数 `calc_tilt_score()` + - 修改 `calc_breakout_strength()` 函数，纳入倾斜度分 + +2. **`src/converging_triangle_optimized.py`** + - 新增 Numba 优化版本的 `calc_tilt_score_numba()` + - 修改 `calc_breakout_strength_numba()` + +3. **`src/triangle_detector_api.py`** + - 在 `StrengthComponents` 中新增： + ```python + tilt_score: float # 倾斜度分数 + ``` + +4. **`docs/强度分组成梳理.md`** + - 更新为6个组成部分，添加倾斜度的说明 + + +### 4.2 备选方案：增加"收敛角度分" + +**核心思路**：将三角形的收敛尖锐程度纳入强度分。 + +```python +def calc_apex_angle_score( + upper_slope: float, + lower_slope: float, +) -> float: + """ + 计算收敛角度分 (0~1) + + 衡量三角形的收敛尖锐程度（张角大小）。 + 张角越小（形态越尖锐），得分越高。 + + 计算方法： + 1. 张角 = arctan(upper_slope - lower_slope) + 2. 归一化到 [0, 1]： + - 张角 < 5° → 得分 1.0 (极度尖锐) + - 张角 ≈ 15° → 得分 0.7 + - 张角 ≈ 30° → 得分 0.4 + - 张角 > 45° → 得分 0.1 (过于开阔) + + Args: + upper_slope: 上沿斜率 + lower_slope: 下沿斜率 + + Returns: + angle_score: 0~1，越大表示形态越尖锐 + """ + import math + + # 计算张角（绝对值） + slope_diff = abs(upper_slope - lower_slope) + angle_rad = math.atan(slope_diff) + angle_deg = math.degrees(angle_rad) + + # 指数衰减归一化（张角越大分数越低） + # 使用 exp(-angle_deg / 20) 映射： + # - 0° → 1.00 + # - 10° → 0.61 + # - 20° → 0.37 + # - 30° → 0.22 + # - 45° → 0.11 + score = math.exp(-angle_deg / 20.0) + + return max(0.0, min(1.0, score)) +``` + + +## 五、对"LLM 调参"友好性的考虑 + +### 5.1 要求所有参数在 0-1 区间 + +根据讨论记录第3点："强度分内所有参数需保持在 0-1 区间，便于 LLM 调参；要求均匀/正态分布，默认值为 0.5。" + +#### 当前"角度"的原始值范围 +- 斜率范围：约 -0.1 ~ +0.1（受代码约束） +- 角度范围：约 -5.7° ~ +5.7°（arctan(±0.1)） + +#### 归一化到 [0, 1] 的方法 + +**方法1：线性归一化** +```python +# 将 [-5.7°, +5.7°] 映射到 [0, 1] +normalized = (angle_deg + 5.7) / 11.4 +# 默认值 0.5 对应 0° (水平) +``` + +**方法2：sigmoid 归一化** +```python +# 使用 sigmoid 函数，0° 映射到 0.5 +normalized = 1 / (1 + exp(-angle_deg / 3)) +# 默认值 0.5 对应 0° +``` + +**方法3：绝对值归一化（仅关心角度大小，不关心方向）** +```python +# 将 [0°, 5.7°] 映射到 [0, 1] +normalized = abs(angle_deg) / 5.7 +# 默认值 0.5 对应 约 2.85° +``` + +### 5.2 为 LLM 设计的可调参数接口 + +在 `triangle_detector_api.py` 中新增参数： + +```python +@dataclass +class DetectionParams: + """检测参数，都有合理默认值，大多数场景无需调整""" + # ===== 用户可调参数 ===== + window: int = 240 + min_convergence: float = 0.45 + breakout_threshold: float = 0.005 + volume_multiplier: float = 1.5 + + # 【新增】角度相关参数 + tilt_preference: float = 0.5 # 倾斜偏好 [0, 1] + # 0=偏好下降三角形，0.5=中性，1=偏好上升三角形 + + apex_angle_preference: float = 0.5 # 收敛角度偏好 [0, 1] + # 0=偏好开阔形态，0.5=中性，1=偏好尖锐形态 + + # 【新增】权重配置 + weight_price: float = 0.45 # 突破幅度权重 + weight_convergence: float = 0.15 # 收敛度权重 + weight_volume: float = 0.10 # 成交量权重 + weight_geometry: float = 0.10 # 形态规则度权重 + weight_activity: float = 0.15 # 价格活跃度权重 + weight_tilt: float = 0.05 # 倾斜度权重（新增） +``` + + +## 六、实现步骤总结 + +### 6.1 短期方案（最小改动） + +**仅暴露斜率信息，不改变强度分计算** + +1. 在 API 返回结果中添加斜率字段的解释说明 +2. 在可视化和导出中突出显示角度信息 +3. 用户可以在后处理时根据角度手动筛选 + +**优点**：零风险，不影响现有逻辑 +**缺点**：未真正集成到强度分，用户需要自己处理 + +### 6.2 中期方案（推荐） + +**增加"倾斜度分"作为第6个维度** + +1. 新增 `calc_tilt_score()` 函数 +2. 修改 `calc_breakout_strength()` 将倾斜度纳入加权 +3. 调整权重配置（建议从突破幅度中分出5%） +4. 更新文档和测试 + +**优点**：有实际技术分析意义，易于理解 +**缺点**：需要调整权重，可能影响现有结果的一致性 + +### 6.3 长期方案（完全可配置） + +**允许用户自定义强度分的权重** + +1. 将所有权重作为参数暴露给 LLM +2. 新增多种角度相关的分数（倾斜度、收敛角度、上下沿独立角度） +3. 用户可以根据自己的策略调整权重组合 + +**优点**：最大灵活性，适应不同交易策略 +**缺点**：复杂度高，需要大量测试和文档支持 + + +## 七、潜在的技术挑战与注意事项 + +### 7.1 数值稳定性 +- 斜率接近0时，角度变化敏感，需要设置阈值 +- 极端情况（垂直线）需要特殊处理 + +### 7.2 多重共线性 +- 倾斜度与"收敛度"可能相关（如对称三角形收敛度通常更高） +- 需要验证新参数是否引入冗余信息 + +### 7.3 历史数据回测 +- 增加新参数后，需要重新回测所有历史数据 +- 评估对现有高强度信号的影响 + +### 7.4 用户理解成本 +- "角度"参数的含义可能不如"突破幅度"直观 +- 需要提供清晰的文档和示例 + + +## 八、推荐的实施路径 + +### 阶段1：数据验证（2小时） +1. 统计现有数据中斜率的分布情况 +2. 分析角度与突破强度的相关性 +3. 确认增加角度参数的必要性 + +### 阶段2：方案确认（1小时） +1. 与用户确认具体需求（是倾斜度、收敛角度还是其他？） +2. 确定权重分配方案 +3. 确定参数归一化方式 + +### 阶段3：代码实现（4小时） +1. 修改 `converging_triangle.py`（1.5小时） +2. 修改 `converging_triangle_optimized.py`（1.5小时） +3. 修改 `triangle_detector_api.py`（1小时） + +### 阶段4：测试与验证（3小时） +1. 单元测试（1小时） +2. 历史数据回测（1小时） +3. 可视化验证（1小时） + +### 阶段5：文档更新（1小时） +1. 更新 `docs/强度分组成梳理.md` +2. 更新 API 文档 +3. 添加使用示例 + +**总计**：约 11 小时 + + +## 九、决策建议 + +根据以上分析，我的建议是： + +1. **采用中期方案（增加倾斜度分）** + - 有明确的技术分析意义 + - 实现成本适中 + - 对现有系统影响可控 + +2. **参数设计** + - 新增 `tilt_score` 作为第6个维度 + - 权重从突破幅度中分配 5% + - 归一化到 [0, 1]，默认值 0.5 + +3. **下一步行动** + - 与用户确认具体需求（是否就是"倾斜度"） + - 进行小规模数据验证 + - 如果验证通过，再进入实施阶段 + +--- + +**文档创建时间**：2026-01-29 +**作者**：AI Assistant +**状态**：待用户确认 diff --git a/docs/强度分_形态规则度和价格活跃度_归一化详解.md b/docs/强度分_形态规则度和价格活跃度_归一化详解.md new file mode 100644 index 0000000..9fac7f7 --- /dev/null +++ b/docs/强度分_形态规则度和价格活跃度_归一化详解.md @@ -0,0 +1,137 @@ +# 强度分：形态规则度和价格活跃度的归一化详解 + +本文档详细说明**形态规则度** (`geometry_score`) 和**价格活跃度** (`activity_score`) 这两个强度分量的归一化实现方式。 + +--- + +## 4. 形态规则度 (`geometry_score`) 的归一化 + +**目的**：测量枢轴点（4-8个关键点）到拟合线的贴合程度，形态越规则得分越高。 + +### 计算步骤 + +```python +# 1. 计算相对误差：遍历所有枢轴点 +for i in range(n): + fitted_value = slope * pivot_indices[i] + intercept + rel_error = abs(pivot_values[i] - fitted_value) / max(abs(fitted_value), 1e-9) + sum_rel_error += rel_error + +# 2. 计算平均相对误差 +mean_rel_error = sum_rel_error / n + +# 3. 指数衰减归一化 +SCALE_FACTOR = 20.0 +geometry_score = np.exp(-mean_rel_error * SCALE_FACTOR) + +# 4. 显式 clamp 到 [0, 1] +geometry_score = min(1.0, max(0.0, geometry_score)) +``` + +### 归一化原理 + +- **输入**：`mean_rel_error` ∈ [0, +∞)（平均相对误差，0 = 完美拟合） +- **指数衰减**：`exp(-mean_rel_error * 20)` 将误差映射到 (0, 1] 区间 + - 误差 = 0 → 得分 = 1.0（完美拟合） + - 误差 = 0.05 → 得分 ≈ 0.37（中等拟合） + - 误差 = 0.10 → 得分 ≈ 0.14（较差拟合） + - 误差 → ∞ → 得分 → 0（完全不拟合） +- **缩放因子 20**：决定衰减速度，值越大对误差越敏感 + +### 范围保证 + +- 指数函数 `exp(-x)` 对于 x ≥ 0，输出自然在 (0, 1] 区间 +- 最后显式 clamp 确保异常情况下也在 [0, 1] + +### 实现位置 + +- 函数名：`calc_geometry_score_numba()` +- 文件：`src/converging_triangle_optimized.py`（第350-374行） + +--- + +## 5. 价格活跃度 (`activity_score`) 的归一化 + +**目的**：测量价格在通道内的振荡充分性，识别真实博弈 vs 僵尸形态。 + +### 计算步骤 + +```python +# 1. 逐日计算活跃度（遍历 240 天完整数据） +total_activity = 0.0 +valid_days = 0 + +for i in range(start, end + 1): + # 1.1 计算当日通道宽度 + upper_line = upper_slope * i + upper_intercept + lower_line = lower_slope * i + lower_intercept + channel_width = upper_line - lower_line + + if channel_width <= 0: + continue + + # 1.2 计算空白距离 + dist_to_upper = max(0.0, upper_line - high[i]) # 高点未触及上沿的距离 + dist_to_lower = max(0.0, low[i] - lower_line) # 低点未触及下沿的距离 + + # 1.3 计算空白比例 + blank_ratio = (dist_to_upper + dist_to_lower) / channel_width + + # 1.4 单日活跃度 = 1 - 空白比例，并 clamp 到 [0, 1] + day_activity = max(0.0, min(1.0, 1.0 - blank_ratio)) + + total_activity += day_activity + valid_days += 1 + +# 2. 计算平均活跃度（已自动在 [0, 1] 区间） +activity_score = total_activity / valid_days +``` + +### 归一化原理 + +- **输入**：每日的 `blank_ratio`（空白比例）∈ [0, +∞) + - 0 = 价格完全填满通道（高点触上沿且低点触下沿） + - 1 = 价格只占通道一半空间 + - \> 1 = 价格严重偏离通道（理论上不应出现） +- **反转**：`1 - blank_ratio` 将"空白"转为"活跃" + - blank_ratio = 0 → activity = 1（最活跃） + - blank_ratio = 0.5 → activity = 0.5（中等活跃） + - blank_ratio = 1 → activity = 0（不活跃） +- **双重 clamp**： + 1. **每日 clamp**：`max(0.0, min(1.0, ...))` 确保单日得分在 [0, 1] + 2. **最终平均**：因为每日都在 [0, 1]，平均值自然在 [0, 1] + +### 范围保证 + +- 每日活跃度通过双边 clamp 严格限制在 [0, 1] +- 最终得分是所有有效日的平均值，数学上保证在 [0, 1] + +### 实际意义 + +- **0.8-1.0**：价格充分振荡，真实博弈形态 +- **0.5-0.8**：价格较活跃，形态有效 +- **0.2-0.5**：价格偏弱，形态存疑 +- **< 0.2**：僵尸形态，触发空白惩罚机制 + +### 实现位置 + +- 函数名：`calc_activity_score_numba()` +- 文件：`src/converging_triangle_optimized.py`（第378-412行） + +--- + +## 总结 + +这两个分量的归一化方式各有特点： + +1. **形态规则度**：使用指数衰减映射，对误差敏感度高，适合质量评估 +2. **价格活跃度**：使用线性反转+双重clamp，逐日计算后取平均，适合统计性指标 + +两者都严格保证输出在 [0, 1] 区间，满足强度分系统的设计要求。 + +--- + +**文档创建日期**：2026-01-29 +**相关文档**： +- `docs/强度分组成梳理.md`：6个强度分量的完整说明 +- `discuss/20260129-讨论.md`：强度分参数讨论 diff --git a/docs/强度分组成梳理.md b/docs/强度分组成梳理.md new file mode 100644 index 0000000..3eabb00 --- /dev/null +++ b/docs/强度分组成梳理.md @@ -0,0 +1,99 @@ +# 强度分组成梳理 + +根据当前代码，**强度分由 6 个组成部分**： + +```python +# 权重配置(调整后，总和 = 100%) +W_PRICE = 0.45 # 突破幅度权重（从50%降至45%） +W_CONVERGENCE = 0.15 # 收敛度权重 +W_VOLUME = 0.10 # 成交量权重 +W_GEOMETRY = 0.10 # 形态规则度权重 +W_ACTIVITY = 0.15 # 价格活跃度权重 +W_TILT = 0.05 # 倾斜度权重（新增） +``` + +## 组成详情 + +| 序号 | 组成部分 | 权重 | 英文字段名 | 说明 | 归一化方式 | 范围保证 | +|------|---------|------|-----------|------|-----------|---------| +| 1 | **突破幅度分** | 45% | `price_score` | 价格突破上/下沿的幅度 | `np.tanh(pct * 15.0)` | tanh 输出 [0, 1]（因为 pct ≥ 0） | +| 2 | **收敛度分** | 15% | `convergence_score` | 三角形收敛程度（1 - width_ratio） | `max(0, min(1, 1 - width_ratio))` | 显式 clamp 到 [0, 1] | +| 3 | **成交量分** | 10% | `volume_score` | 突破时的放量程度 | `min(1, max(0, volume_ratio - 1))` | 显式 clamp 到 [0, 1] | +| 4 | **形态规则度** | 10% | `geometry_score` | 枢轴点到拟合线的贴合程度，形态的几何标准性 | `exp(-error * 20)` + clamp | 指数衰减 + 显式 clamp | +| 5 | **价格活跃度** | 15% | `activity_score` | 价格走势对通道空间的利用程度，振荡充分性 | 逐日计算 `1 - blank_ratio` 的平均 + clamp | 每日 clamp + 最终 clamp | +| 6 | **倾斜度分** | 5% | `tilt_score` | 中轴倾斜方向与突破方向的一致性（新增） | `(1 ± tilt) / 2` + clamp | 显式 clamp 到 [0, 1] | + +**总计：100%** + +## 计算公式 + +```python +strength = ( + 0.45 × 突破幅度分 + + 0.15 × 收敛度分 + + 0.10 × 成交量分 + + 0.10 × 形态规则度 + + 0.15 × 价格活跃度 + + 0.05 × 倾斜度分 +) +``` + +## 空白惩罚机制 + +当**价格活跃度**低于 20% 时，会对总强度进行额外的降分惩罚，避免"通道很宽但价格很空"的误判。 + +## 命名说明 + +> **注意**：自 2026-01-29 起，原"拟合贴合度"重命名为"形态规则度"，原"边界利用率"重命名为"价格活跃度"，以更直观地表达其含义。 +> +> - **形态规则度**：测量枢轴点的几何标准性（4-8个关键点） +> - **价格活跃度**：测量价格振荡的充分性（240天完整数据） +> +> 详见：`docs/命名优化_拟合贴合度_边界利用率_重命名.md` + +## 各分量的含义 + +### 1. 突破幅度分 (50%) +- **作用**：衡量价格突破三角形边界的力度 +- **计算**：使用 tanh 非线性归一化 + - 1% 突破 → 0.15 + - 3% 突破 → 0.42 + - 5% 突破 → 0.64 + - 10% 突破 → 0.91 + +### 2. 收敛度分 (15%) +- **作用**：衡量三角形收敛的紧密程度 +- **计算**：1 - width_ratio（末端宽度/起始宽度） +- **示例**：收敛到 30% → 得分 0.7 + +### 3. 成交量分 (10%) +- **作用**：衡量突破时的成交量放大程度 +- **计算**：(当前成交量/均值 - 1)，上限为 1.0 +- **示例**：成交量为均值的 2 倍 → 得分 1.0 + +### 4. 形态规则度 (10%) +- **作用**：衡量形态的几何标准性 +- **测量**：4-8 个关键枢轴点到拟合线的距离 +- **特点**：关注形态结构的完整性 + +### 5. 价格活跃度 (15%) +- **作用**：衡量价格振荡的充分性 +- **测量**：240 天价格对通道空间的利用程度 +- **特点**：识别真实博弈 vs 僵尸形态 + +### 6. 倾斜度分 (5%) +- **作用**：衡量三角形中轴倾斜方向与突破方向的一致性 +- **计算步骤**： + 1. 计算中轴斜率：`mid_slope = (上沿斜率 + 下沿斜率) / 2` + 2. 计算倾斜程度：`tilt = arctan(mid_slope) / (π/4)`，范围 [-1, +1] + - -1 = 强烈向下倾斜，0 = 水平，+1 = 强烈向上倾斜 + 3. 根据突破方向计算得分（范围 [0, 1]）： + - 向上突破：`score = (1 + tilt) / 2` + - 向下突破：`score = (1 - tilt) / 2` + - 未突破：`score = 0.5` +- **示例**（实际计算结果）： + - 上升三角形（斜率0.025）+ 向上突破 → tilt≈0.032 → 得分 0.516（略顺势） + - 对称三角形（斜率0）+ 向上突破 → tilt=0 → 得分 0.500（中性） + - 下降三角形（斜率-0.025）+ 向上突破 → tilt≈-0.032 → 得分 0.484（略逆势） + - 强向上倾斜（斜率0.10）+ 向上突破 → tilt≈0.127 → 得分 0.563（明显顺势） +- **特点**：评估突破方向与形态趋势的协调性，得分始终在 [0, 1] 范围内 diff --git a/outputs/converging_triangles/stock_viewer.html b/outputs/converging_triangles/stock_viewer.html index 0d1d316..bce79f2 100644 --- a/outputs/converging_triangles/stock_viewer.html +++ b/outputs/converging_triangles/stock_viewer.html @@ -1068,17 +1068,18 @@ "idx": 28, "code": "SH603379", "name": "三美股份", - "strengthUp": 0.2718794483272821, - "strengthDown": 0.09070852657198746, + "strengthUp": 0.26552211680191823, + "strengthDown": 0.10246828722215302, "direction": "up", "widthRatio": 0.08922158280365546, "touchesUpper": 4, "touchesLower": 4, "volumeConfirmed": "False", - "boundaryUtilization": 0.0918991906342708, + "activityScore": 0.0918991906342708, + "tiltScore": 0.5118548082524743, "date": 20260120, "hasTriangle": true, - "strength": 0.2718794483272821, + "strength": 0.26552211680191823, "chartPath": "charts/20260120_SH603379_三美股份.png", "chartPathDetail": "charts/20260120_SH603379_三美股份_detail.png" }, @@ -1086,71 +1087,75 @@ "idx": 13, "code": "SH600744", "name": "华银电力", - "strengthUp": 0.15706248130235445, - "strengthDown": 0.05487856283191771, + "strengthUp": 0.1522090509643363, + "strengthDown": 0.06024352434094318, "direction": "up", "widthRatio": 0.2867596230842454, "touchesUpper": 5, "touchesLower": 2, "volumeConfirmed": "True", - "boundaryUtilization": 0.043431555801019366, + "activityScore": 0.043431555801019366, + "tiltScore": 0.4941072370149417, "date": 20260120, "hasTriangle": true, - "strength": 0.15706248130235445, + "strength": 0.1522090509643363, "chartPath": "charts/20260120_SH600744_华银电力.png", "chartPathDetail": "charts/20260120_SH600744_华银电力_detail.png" }, - { - "idx": 20, - "code": "SH601609", - "name": "金田股份", - "strengthUp": 0.12491668196385437, - "strengthDown": 0.08566223307080872, - "direction": "up", - "widthRatio": 0.03896315672868362, - "touchesUpper": 4, - "touchesLower": 6, - "volumeConfirmed": "True", - "boundaryUtilization": 0.06788056841717838, - "date": 20260120, - "hasTriangle": true, - "strength": 0.12491668196385437, - "chartPath": "charts/20260120_SH601609_金田股份.png", - "chartPathDetail": "charts/20260120_SH601609_金田股份_detail.png" - }, { "idx": 95, "code": "SZ300737", "name": "科顺股份", - "strengthUp": 0.12060013192131139, - "strengthDown": 0.12060013192131139, + "strengthUp": 0.13400783708484898, + "strengthDown": 0.13400783708484898, "direction": "none", "widthRatio": 0.21325532904558048, "touchesUpper": 6, "touchesLower": 7, "volumeConfirmed": "", - "boundaryUtilization": 0.10726164130830072, + "activityScore": 0.10726164130830072, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.12060013192131139, + "strength": 0.13400783708484898, "chartPath": "charts/20260120_SZ300737_科顺股份.png", "chartPathDetail": "charts/20260120_SZ300737_科顺股份_detail.png" }, + { + "idx": 20, + "code": "SH601609", + "name": "金田股份", + "strengthUp": 0.12944397068032543, + "strengthDown": 0.09411496667658434, + "direction": "up", + "widthRatio": 0.03896315672868362, + "touchesUpper": 4, + "touchesLower": 6, + "volumeConfirmed": "True", + "activityScore": 0.06788056841717838, + "tiltScore": 0.4980944504664168, + "date": 20260120, + "hasTriangle": true, + "strength": 0.12944397068032543, + "chartPath": "charts/20260120_SH601609_金田股份.png", + "chartPathDetail": "charts/20260120_SH601609_金田股份_detail.png" + }, { "idx": 91, "code": "SZ300530", "name": "领湃科技", - "strengthUp": 0.11111761818295247, - "strengthDown": 0.11111761818295247, + "strengthUp": 0.1208592686961565, + "strengthDown": 0.1208592686961565, "direction": "none", "widthRatio": 0.12780633375372022, "touchesUpper": 3, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.0779332041056322, + "activityScore": 0.0779332041056322, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.11111761818295247, + "strength": 0.1208592686961565, "chartPath": "charts/20260120_SZ300530_领湃科技.png", "chartPathDetail": "charts/20260120_SZ300530_领湃科技_detail.png" }, @@ -1158,17 +1163,18 @@ "idx": 26, "code": "SH603237", "name": "五芳斋", - "strengthUp": 0.1024610736254772, - "strengthDown": 0.1024610736254772, + "strengthUp": 0.11693159036032842, + "strengthDown": 0.11693159036032842, "direction": "none", "widthRatio": 0.1737453100820701, "touchesUpper": 5, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.11576413387880975, + "activityScore": 0.11576413387880975, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.1024610736254772, + "strength": 0.11693159036032842, "chartPath": "charts/20260120_SH603237_五芳斋.png", "chartPathDetail": "charts/20260120_SH603237_五芳斋_detail.png" }, @@ -1176,71 +1182,75 @@ "idx": 76, "code": "SZ002802", "name": "洪汇新材", - "strengthUp": 0.10100693556969877, - "strengthDown": 0.10100693556969877, + "strengthUp": 0.1157886059983914, + "strengthDown": 0.1157886059983914, "direction": "none", "widthRatio": 0.23884176697328596, "touchesUpper": 5, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.11825336342954114, + "activityScore": 0.11825336342954114, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.10100693556969877, + "strength": 0.1157886059983914, "chartPath": "charts/20260120_SZ002802_洪汇新材.png", "chartPathDetail": "charts/20260120_SZ002802_洪汇新材_detail.png" }, - { - "idx": 54, - "code": "SZ000722", - "name": "湖南发展", - "strengthUp": 0.10089807923588778, - "strengthDown": 0.10089807923588778, - "direction": "none", - "widthRatio": 0.16117444007433868, - "touchesUpper": 5, - "touchesLower": 2, - "volumeConfirmed": "", - "boundaryUtilization": 0.08798114509673645, - "date": 20260120, - "hasTriangle": true, - "strength": 0.10089807923588778, - "chartPath": "charts/20260120_SZ000722_湖南发展.png", - "chartPathDetail": "charts/20260120_SZ000722_湖南发展_detail.png" - }, { "idx": 22, "code": "SH603005", "name": "晶方科技", - "strengthUp": 0.1004173045532496, - "strengthDown": 0.1004173045532496, + "strengthUp": 0.11219704543568702, + "strengthDown": 0.11219704543568702, "direction": "none", "widthRatio": 0.34612788685827206, "touchesUpper": 4, "touchesLower": 6, "volumeConfirmed": "", - "boundaryUtilization": 0.09423792705949945, + "activityScore": 0.09423792705949945, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.1004173045532496, + "strength": 0.11219704543568702, "chartPath": "charts/20260120_SH603005_晶方科技.png", "chartPathDetail": "charts/20260120_SH603005_晶方科技_detail.png" }, + { + "idx": 54, + "code": "SZ000722", + "name": "湖南发展", + "strengthUp": 0.11189572237297984, + "strengthDown": 0.11189572237297984, + "direction": "none", + "widthRatio": 0.16117444007433868, + "touchesUpper": 5, + "touchesLower": 2, + "volumeConfirmed": "", + "activityScore": 0.08798114509673645, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.11189572237297984, + "chartPath": "charts/20260120_SZ000722_湖南发展.png", + "chartPathDetail": "charts/20260120_SZ000722_湖南发展_detail.png" + }, { "idx": 79, "code": "SZ002966", "name": "苏州银行", - "strengthUp": 0.09178123721898465, - "strengthDown": 0.09178123721898465, + "strengthUp": 0.10487848984668484, + "strengthDown": 0.10487848984668484, "direction": "none", "widthRatio": 0.15024073729732276, "touchesUpper": 3, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.1047780210216016, + "activityScore": 0.1047780210216016, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.09178123721898465, + "strength": 0.10487848984668484, "chartPath": "charts/20260120_SZ002966_苏州银行.png", "chartPathDetail": "charts/20260120_SZ002966_苏州银行_detail.png" }, @@ -1248,17 +1258,18 @@ "idx": 63, "code": "SZ002142", "name": "宁波银行", - "strengthUp": 0.09042608326894579, - "strengthDown": 0.09042608326894579, + "strengthUp": 0.10477713216177321, + "strengthDown": 0.10477713216177321, "direction": "none", "widthRatio": 0.13991351758720233, "touchesUpper": 4, "touchesLower": 6, "volumeConfirmed": "", - "boundaryUtilization": 0.11480839114261941, + "activityScore": 0.11480839114261941, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.09042608326894579, + "strength": 0.10477713216177321, "chartPath": "charts/20260120_SZ002142_宁波银行.png", "chartPathDetail": "charts/20260120_SZ002142_宁波银行_detail.png" }, @@ -1266,17 +1277,18 @@ "idx": 98, "code": "SZ300892", "name": "品渥食品", - "strengthUp": 0.08334022107272326, - "strengthDown": 0.08334022107272326, + "strengthUp": 0.09790798372541941, + "strengthDown": 0.09790798372541941, "direction": "none", "widthRatio": 0.2865112467693385, "touchesUpper": 4, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.11654210122156917, + "activityScore": 0.11654210122156917, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.08334022107272326, + "strength": 0.09790798372541941, "chartPath": "charts/20260120_SZ300892_品渥食品.png", "chartPathDetail": "charts/20260120_SZ300892_品渥食品_detail.png" }, @@ -1284,17 +1296,18 @@ "idx": 72, "code": "SZ002594", "name": "比亚迪", - "strengthUp": 0.0808193394980936, - "strengthDown": 0.0808193394980936, + "strengthUp": 0.09233096068217786, + "strengthDown": 0.09233096068217786, "direction": "none", "widthRatio": 0.08603808634243997, "touchesUpper": 4, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.0920929694726742, + "activityScore": 0.0920929694726742, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.0808193394980936, + "strength": 0.09233096068217786, "chartPath": "charts/20260120_SZ002594_比亚迪.png", "chartPathDetail": "charts/20260120_SZ002594_比亚迪_detail.png" }, @@ -1302,143 +1315,151 @@ "idx": 97, "code": "SZ300841", "name": "康华生物", - "strengthUp": 0.07511559116446827, - "strengthDown": 0.07511559116446827, + "strengthUp": 0.08635645424076827, + "strengthDown": 0.08635645424076827, "direction": "none", "widthRatio": 0.13074436892117244, "touchesUpper": 4, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.08992690461040005, + "activityScore": 0.08992690461040005, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.07511559116446827, + "strength": 0.08635645424076827, "chartPath": "charts/20260120_SZ300841_康华生物.png", "chartPathDetail": "charts/20260120_SZ300841_康华生物_detail.png" }, - { - "idx": 21, - "code": "SH601868", - "name": "中国能建", - "strengthUp": 0.07285097771913748, - "strengthDown": 0.07285097771913748, - "direction": "none", - "widthRatio": 0.18980028469994004, - "touchesUpper": 2, - "touchesLower": 10, - "volumeConfirmed": "", - "boundaryUtilization": 0.060127412133448764, - "date": 20260120, - "hasTriangle": true, - "strength": 0.07285097771913748, - "chartPath": "charts/20260120_SH601868_中国能建.png", - "chartPathDetail": "charts/20260120_SH601868_中国能建_detail.png" - }, { "idx": 34, "code": "SH603990", "name": "麦迪科技", - "strengthUp": 0.07122406340255104, - "strengthDown": 0.07122406340255104, + "strengthUp": 0.08462117122189203, + "strengthDown": 0.08462117122189203, "direction": "none", "widthRatio": 0.22196961351919475, "touchesUpper": 6, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.10717686255472789, + "activityScore": 0.10717686255472789, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.07122406340255104, + "strength": 0.08462117122189203, "chartPath": "charts/20260120_SH603990_麦迪科技.png", "chartPathDetail": "charts/20260120_SH603990_麦迪科技_detail.png" }, { - "idx": 60, - "code": "SZ001391", - "name": "国货航", - "strengthUp": 0.0693249791454885, - "strengthDown": 0.0693249791454885, + "idx": 21, + "code": "SH601868", + "name": "中国能建", + "strengthUp": 0.08036690423581859, + "strengthDown": 0.08036690423581859, "direction": "none", - "widthRatio": 0.23528860034807667, - "touchesUpper": 6, - "touchesLower": 2, + "widthRatio": 0.18980028469994004, + "touchesUpper": 2, + "touchesLower": 10, "volumeConfirmed": "", - "boundaryUtilization": 0.06875238312611007, + "activityScore": 0.060127412133448764, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.0693249791454885, - "chartPath": "charts/20260120_SZ001391_国货航.png", - "chartPathDetail": "charts/20260120_SZ001391_国货航_detail.png" - }, - { - "idx": 25, - "code": "SH603183", - "name": "建研院", - "strengthUp": 0.06877168132898767, - "strengthDown": 0.06877168132898767, - "direction": "none", - "widthRatio": 0.08924582407848107, - "touchesUpper": 3, - "touchesLower": 4, - "volumeConfirmed": "", - "boundaryUtilization": 0.08633813680920435, - "date": 20260120, - "hasTriangle": true, - "strength": 0.06877168132898767, - "chartPath": "charts/20260120_SH603183_建研院.png", - "chartPathDetail": "charts/20260120_SH603183_建研院_detail.png" + "strength": 0.08036690423581859, + "chartPath": "charts/20260120_SH601868_中国能建.png", + "chartPathDetail": "charts/20260120_SH601868_中国能建_detail.png" }, { "idx": 29, "code": "SH603527", "name": "众源新材", - "strengthUp": 0.06822445969741203, - "strengthDown": 0.06822445969741203, + "strengthUp": 0.07963635816120598, + "strengthDown": 0.07963635816120598, "direction": "none", "widthRatio": 0.0950555464327197, "touchesUpper": 5, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.09129518771035168, + "activityScore": 0.09129518771035168, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06822445969741203, + "strength": 0.07963635816120598, "chartPath": "charts/20260120_SH603527_众源新材.png", "chartPathDetail": "charts/20260120_SH603527_众源新材_detail.png" }, + { + "idx": 25, + "code": "SH603183", + "name": "建研院", + "strengthUp": 0.07956394843013821, + "strengthDown": 0.07956394843013821, + "direction": "none", + "widthRatio": 0.08924582407848107, + "touchesUpper": 3, + "touchesLower": 4, + "volumeConfirmed": "", + "activityScore": 0.08633813680920435, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.07956394843013821, + "chartPath": "charts/20260120_SH603183_建研院.png", + "chartPathDetail": "charts/20260120_SH603183_建研院_detail.png" + }, { "idx": 27, "code": "SH603315", "name": "福鞍股份", - "strengthUp": 0.06614875251036849, - "strengthDown": 0.06614875251036849, + "strengthUp": 0.07857406162319625, + "strengthDown": 0.07857406162319625, "direction": "none", "widthRatio": 0.22510872342227875, "touchesUpper": 4, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.09940247290262211, + "activityScore": 0.09940247290262211, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06614875251036849, + "strength": 0.07857406162319625, "chartPath": "charts/20260120_SH603315_福鞍股份.png", "chartPathDetail": "charts/20260120_SH603315_福鞍股份_detail.png" }, + { + "idx": 60, + "code": "SZ001391", + "name": "国货航", + "strengthUp": 0.07791902703625227, + "strengthDown": 0.07791902703625227, + "direction": "none", + "widthRatio": 0.23528860034807667, + "touchesUpper": 6, + "touchesLower": 2, + "volumeConfirmed": "", + "activityScore": 0.06875238312611007, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.07791902703625227, + "chartPath": "charts/20260120_SZ001391_国货航.png", + "chartPathDetail": "charts/20260120_SZ001391_国货航_detail.png" + }, { "idx": 5, "code": "SH600281", "name": "华阳新材", - "strengthUp": 0.06527286407926562, - "strengthDown": 0.06527286407926562, + "strengthUp": 0.0760262283650135, + "strengthDown": 0.0760262283650135, "direction": "none", "widthRatio": 0.07438652259509536, "touchesUpper": 5, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.08602691428598316, + "activityScore": 0.08602691428598316, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06527286407926562, + "strength": 0.0760262283650135, "chartPath": "charts/20260120_SH600281_华阳新材.png", "chartPathDetail": "charts/20260120_SH600281_华阳新材_detail.png" }, @@ -1446,215 +1467,265 @@ "idx": 19, "code": "SH601236", "name": "红塔证券", - "strengthUp": 0.06457139044520376, - "strengthDown": 0.06457139044520376, + "strengthUp": 0.0749961896581831, + "strengthDown": 0.0749961896581831, "direction": "none", "widthRatio": 0.05887454623774115, "touchesUpper": 3, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.08339839370383481, + "activityScore": 0.08339839370383481, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06457139044520376, + "strength": 0.0749961896581831, "chartPath": "charts/20260120_SH601236_红塔证券.png", "chartPathDetail": "charts/20260120_SH601236_红塔证券_detail.png" }, - { - "idx": 87, - "code": "SZ300328", - "name": "宜安科技", - "strengthUp": 0.06316736600444743, - "strengthDown": 0.06316736600444743, - "direction": "none", - "widthRatio": 0.13703331095825805, - "touchesUpper": 2, - "touchesLower": 6, - "volumeConfirmed": "", - "boundaryUtilization": 0.08584252992085407, - "date": 20260120, - "hasTriangle": true, - "strength": 0.06316736600444743, - "chartPath": "charts/20260120_SZ300328_宜安科技.png", - "chartPathDetail": "charts/20260120_SZ300328_宜安科技_detail.png" - }, { "idx": 24, "code": "SH603118", "name": "共进股份", - "strengthUp": 0.06283308319739513, - "strengthDown": 0.06283308319739513, + "strengthUp": 0.07410259723680666, + "strengthDown": 0.07410259723680666, "direction": "none", "widthRatio": 0.2105774382355951, "touchesUpper": 5, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.0901561123152923, + "activityScore": 0.0901561123152923, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06283308319739513, + "strength": 0.07410259723680666, "chartPath": "charts/20260120_SH603118_共进股份.png", "chartPathDetail": "charts/20260120_SH603118_共进股份_detail.png" }, + { + "idx": 87, + "code": "SZ300328", + "name": "宜安科技", + "strengthUp": 0.07389768224455419, + "strengthDown": 0.07389768224455419, + "direction": "none", + "widthRatio": 0.13703331095825805, + "touchesUpper": 2, + "touchesLower": 6, + "volumeConfirmed": "", + "activityScore": 0.08584252992085407, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.07389768224455419, + "chartPath": "charts/20260120_SZ300328_宜安科技.png", + "chartPathDetail": "charts/20260120_SZ300328_宜安科技_detail.png" + }, { "idx": 57, "code": "SZ000931", "name": "中关村", - "strengthUp": 0.06058140475842155, - "strengthDown": 0.06058140475842155, + "strengthUp": 0.0726854614298274, + "strengthDown": 0.0726854614298274, "direction": "none", "widthRatio": 0.2691795834744121, "touchesUpper": 4, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.09683245337124678, + "activityScore": 0.09683245337124678, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.06058140475842155, + "strength": 0.0726854614298274, "chartPath": "charts/20260120_SZ000931_中关村.png", "chartPathDetail": "charts/20260120_SZ000931_中关村_detail.png" }, - { - "idx": 38, - "code": "SH688089", - "name": "嘉必优", - "strengthUp": 0.05992176218369937, - "strengthDown": 0.05992176218369937, - "direction": "none", - "widthRatio": 0.15997473554088507, - "touchesUpper": 3, - "touchesLower": 2, - "volumeConfirmed": "", - "boundaryUtilization": 0.06899678345140317, - "date": 20260120, - "hasTriangle": true, - "strength": 0.05992176218369937, - "chartPath": "charts/20260120_SH688089_嘉必优.png", - "chartPathDetail": "charts/20260120_SH688089_嘉必优_detail.png" - }, { "idx": 100, "code": "SZ300998", "name": "宁波方正", - "strengthUp": 0.05892778600698566, - "strengthDown": 0.05892778600698566, + "strengthUp": 0.06949501124252137, + "strengthDown": 0.06949501124252137, "direction": "none", "widthRatio": 0.20127021221897767, "touchesUpper": 5, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.0845378018842857, + "activityScore": 0.0845378018842857, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.05892778600698566, + "strength": 0.06949501124252137, "chartPath": "charts/20260120_SZ300998_宁波方正.png", "chartPathDetail": "charts/20260120_SZ300998_宁波方正_detail.png" }, { - "idx": 59, - "code": "SZ001287", - "name": "中电港", - "strengthUp": 0.05492696430715849, - "strengthDown": 0.05492696430715849, + "idx": 38, + "code": "SH688089", + "name": "嘉必优", + "strengthUp": 0.06854636011512477, + "strengthDown": 0.06854636011512477, "direction": "none", - "widthRatio": 0.12706716054053835, - "touchesUpper": 2, - "touchesLower": 5, + "widthRatio": 0.15997473554088507, + "touchesUpper": 3, + "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.06085899816450469, + "activityScore": 0.06899678345140317, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.05492696430715849, - "chartPath": "charts/20260120_SZ001287_中电港.png", - "chartPathDetail": "charts/20260120_SZ001287_中电港_detail.png" - }, - { - "idx": 94, - "code": "SZ300683", - "name": "海特生物", - "strengthUp": 0.04511755232687821, - "strengthDown": 0.053844470846544146, - "direction": "none", - "widthRatio": 0.0440222754787381, - "touchesUpper": 2, - "touchesLower": 3, - "volumeConfirmed": "", - "boundaryUtilization": 0.059218473592453844, - "date": 20260120, - "hasTriangle": true, - "strength": 0.053844470846544146, - "chartPath": "charts/20260120_SZ300683_海特生物.png", - "chartPathDetail": "charts/20260120_SZ300683_海特生物_detail.png" + "strength": 0.06854636011512477, + "chartPath": "charts/20260120_SH688089_嘉必优.png", + "chartPathDetail": "charts/20260120_SH688089_嘉必优_detail.png" }, { "idx": 67, "code": "SZ002343", "name": "慈文传媒", - "strengthUp": 0.053350355288705936, - "strengthDown": 0.053350355288705936, + "strengthUp": 0.06442862184910073, + "strengthDown": 0.06442862184910073, "direction": "none", "widthRatio": 0.2873372553832457, "touchesUpper": 4, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.08862613248315838, + "activityScore": 0.08862613248315838, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.053350355288705936, + "strength": 0.06442862184910073, "chartPath": "charts/20260120_SZ002343_慈文传媒.png", "chartPathDetail": "charts/20260120_SZ002343_慈文传媒_detail.png" }, + { + "idx": 59, + "code": "SZ001287", + "name": "中电港", + "strengthUp": 0.06253433907772157, + "strengthDown": 0.06253433907772157, + "direction": "none", + "widthRatio": 0.12706716054053835, + "touchesUpper": 2, + "touchesLower": 5, + "volumeConfirmed": "", + "activityScore": 0.06085899816450469, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.06253433907772157, + "chartPath": "charts/20260120_SZ001287_中电港.png", + "chartPathDetail": "charts/20260120_SZ001287_中电港_detail.png" + }, { "idx": 77, "code": "SZ002857", "name": "三晖电气", - "strengthUp": 0.05233292182558794, - "strengthDown": 0.05233292182558794, + "strengthUp": 0.061613610621135996, + "strengthDown": 0.061613610621135996, "direction": "none", "widthRatio": 0.1347956582800327, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.07424551036438445, + "activityScore": 0.07424551036438445, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.05233292182558794, + "strength": 0.061613610621135996, "chartPath": "charts/20260120_SZ002857_三晖电气.png", "chartPathDetail": "charts/20260120_SZ002857_三晖电气_detail.png" }, + { + "idx": 94, + "code": "SZ300683", + "name": "海特生物", + "strengthUp": 0.052519861525934936, + "strengthDown": 0.06037408819363428, + "direction": "none", + "widthRatio": 0.0440222754787381, + "touchesUpper": 2, + "touchesLower": 3, + "volumeConfirmed": "", + "activityScore": 0.059218473592453844, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.06037408819363428, + "chartPath": "charts/20260120_SZ300683_海特生物.png", + "chartPathDetail": "charts/20260120_SZ300683_海特生物_detail.png" + }, + { + "idx": 107, + "code": "SZ301458", + "name": "钧崴电子", + "strengthUp": 0.05835969611375812, + "strengthDown": 0.05835969611375812, + "direction": "none", + "widthRatio": 0.4366678022030362, + "touchesUpper": 5, + "touchesLower": 3, + "volumeConfirmed": "", + "activityScore": 0.08774351971765405, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.05835969611375812, + "chartPath": "charts/20260120_SZ301458_钧崴电子.png", + "chartPathDetail": "charts/20260120_SZ301458_钧崴电子_detail.png" + }, { "idx": 33, "code": "SH603900", "name": "莱绅通灵", - "strengthUp": 0.049120854458999996, - "strengthDown": 0.049120854458999996, + "strengthUp": 0.057882464087807915, + "strengthDown": 0.057882464087807915, "direction": "none", "widthRatio": 0.13682392471321897, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.07009287703046332, + "activityScore": 0.07009287703046332, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.049120854458999996, + "strength": 0.057882464087807915, "chartPath": "charts/20260120_SH603900_莱绅通灵.png", "chartPathDetail": "charts/20260120_SH603900_莱绅通灵_detail.png" }, + { + "idx": 105, + "code": "SZ301290", + "name": "东星医疗", + "strengthUp": 0.05669665519074302, + "strengthDown": 0.05669665519074302, + "direction": "none", + "widthRatio": 0.23779614697305917, + "touchesUpper": 3, + "touchesLower": 3, + "volumeConfirmed": "", + "activityScore": 0.07509605911987326, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.05669665519074302, + "chartPath": "charts/20260120_SZ301290_东星医疗.png", + "chartPathDetail": "charts/20260120_SZ301290_东星医疗_detail.png" + }, { "idx": 31, "code": "SH603707", "name": "健友股份", - "strengthUp": 0.04872350052593199, - "strengthDown": 0.04872350052593199, + "strengthUp": 0.05630072651301386, + "strengthDown": 0.05630072651301386, "direction": "none", "widthRatio": 0.00781033600291944, "touchesUpper": 5, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.06061780789665496, + "activityScore": 0.06061780789665496, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04872350052593199, + "strength": 0.05630072651301386, "chartPath": "charts/20260120_SH603707_健友股份.png", "chartPathDetail": "charts/20260120_SH603707_健友股份_detail.png" }, @@ -1662,125 +1733,94 @@ "idx": 7, "code": "SH600395", "name": "盘江股份", - "strengthUp": 0.04829618142276936, - "strengthDown": 0.04829618142276936, + "strengthUp": 0.056187035542285074, + "strengthDown": 0.056187035542285074, "direction": "none", "widthRatio": 0.06674904774137999, "touchesUpper": 3, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.06312683295612573, + "activityScore": 0.06312683295612573, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04829618142276936, + "strength": 0.056187035542285074, "chartPath": "charts/20260120_SH600395_盘江股份.png", "chartPathDetail": "charts/20260120_SH600395_盘江股份_detail.png" }, { - "idx": 93, - "code": "SZ300632", - "name": "光莆股份", - "strengthUp": 0.04818691391738742, - "strengthDown": 0.042191281646060855, + "idx": 86, + "code": "SZ300278", + "name": "华昌达", + "strengthUp": 0.05589886043710886, + "strengthDown": 0.05589886043710886, "direction": "none", - "widthRatio": 0.02846616403214607, - "touchesUpper": 3, + "widthRatio": 0.36793662378306974, + "touchesUpper": 4, "touchesLower": 5, "volumeConfirmed": "", - "boundaryUtilization": 0.054809356716155194, + "activityScore": 0.08411646140089421, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04818691391738742, - "chartPath": "charts/20260120_SZ300632_光莆股份.png", - "chartPathDetail": "charts/20260120_SZ300632_光莆股份_detail.png" - }, - { - "idx": 40, - "code": "SH688202", - "name": "美迪西", - "strengthUp": 0.04758849421328544, - "strengthDown": 0.04758849421328544, - "direction": "none", - "widthRatio": 0.31351008126626717, - "touchesUpper": 2, - "touchesLower": 3, - "volumeConfirmed": "", - "boundaryUtilization": 0.06468849967464027, - "date": 20260120, - "hasTriangle": true, - "strength": 0.04758849421328544, - "chartPath": "charts/20260120_SH688202_美迪西.png", - "chartPathDetail": "charts/20260120_SH688202_美迪西_detail.png" - }, - { - "idx": 107, - "code": "SZ301458", - "name": "钧崴电子", - "strengthUp": 0.04739175614905136, - "strengthDown": 0.04739175614905136, - "direction": "none", - "widthRatio": 0.4366678022030362, - "touchesUpper": 5, - "touchesLower": 3, - "volumeConfirmed": "", - "boundaryUtilization": 0.08774351971765405, - "date": 20260120, - "hasTriangle": true, - "strength": 0.04739175614905136, - "chartPath": "charts/20260120_SZ301458_钧崴电子.png", - "chartPathDetail": "charts/20260120_SZ301458_钧崴电子_detail.png" - }, - { - "idx": 105, - "code": "SZ301290", - "name": "东星医疗", - "strengthUp": 0.047309647800758865, - "strengthDown": 0.047309647800758865, - "direction": "none", - "widthRatio": 0.23779614697305917, - "touchesUpper": 3, - "touchesLower": 3, - "volumeConfirmed": "", - "boundaryUtilization": 0.07509605911987326, - "date": 20260120, - "hasTriangle": true, - "strength": 0.047309647800758865, - "chartPath": "charts/20260120_SZ301290_东星医疗.png", - "chartPathDetail": "charts/20260120_SZ301290_东星医疗_detail.png" + "strength": 0.05589886043710886, + "chartPath": "charts/20260120_SZ300278_华昌达.png", + "chartPathDetail": "charts/20260120_SZ300278_华昌达_detail.png" }, { "idx": 35, "code": "SH605138", "name": "盛泰集团", - "strengthUp": 0.04723792082752581, - "strengthDown": 0.04723792082752581, + "strengthUp": 0.055865202210705366, + "strengthDown": 0.055865202210705366, "direction": "none", "widthRatio": 0.29759336000089764, "touchesUpper": 2, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.06901825106543649, + "activityScore": 0.06901825106543649, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04723792082752581, + "strength": 0.055865202210705366, "chartPath": "charts/20260120_SH605138_盛泰集团.png", "chartPathDetail": "charts/20260120_SH605138_盛泰集团_detail.png" }, + { + "idx": 40, + "code": "SH688202", + "name": "美迪西", + "strengthUp": 0.05567455667261547, + "strengthDown": 0.05567455667261547, + "direction": "none", + "widthRatio": 0.31351008126626717, + "touchesUpper": 2, + "touchesLower": 3, + "volumeConfirmed": "", + "activityScore": 0.06468849967464027, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.05567455667261547, + "chartPath": "charts/20260120_SH688202_美迪西.png", + "chartPathDetail": "charts/20260120_SH688202_美迪西_detail.png" + }, { "idx": 42, "code": "SH688318", "name": "财富趋势", - "strengthUp": 0.045923049325178864, - "strengthDown": 0.045923049325178864, + "strengthUp": 0.05547353256292839, + "strengthDown": 0.05547353256292839, "direction": "none", "widthRatio": 0.27505993688351926, "touchesUpper": 2, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.07640386590199624, + "activityScore": 0.07640386590199624, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.045923049325178864, + "strength": 0.05547353256292839, "chartPath": "charts/20260120_SH688318_财富趋势.png", "chartPathDetail": "charts/20260120_SH688318_财富趋势_detail.png" }, @@ -1788,89 +1828,75 @@ "idx": 99, "code": "SZ300946", "name": "恒而达", - "strengthUp": 0.04570070738192357, - "strengthDown": 0.04570070738192357, + "strengthUp": 0.05471545201814328, + "strengthDown": 0.05471545201814328, "direction": "none", "widthRatio": 0.22719307281507875, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.07211795708975773, + "activityScore": 0.07211795708975773, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04570070738192357, + "strength": 0.05471545201814328, "chartPath": "charts/20260120_SZ300946_恒而达.png", "chartPathDetail": "charts/20260120_SZ300946_恒而达_detail.png" }, + { + "idx": 93, + "code": "SZ300632", + "name": "光莆股份", + "strengthUp": 0.054438520279774166, + "strengthDown": 0.04904245123558025, + "direction": "none", + "widthRatio": 0.02846616403214607, + "touchesUpper": 3, + "touchesLower": 5, + "volumeConfirmed": "", + "activityScore": 0.054809356716155194, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.054438520279774166, + "chartPath": "charts/20260120_SZ300632_光莆股份.png", + "chartPathDetail": "charts/20260120_SZ300632_光莆股份_detail.png" + }, { "idx": 61, "code": "SZ002042", "name": "华孚时尚", - "strengthUp": 0.045680217648273125, - "strengthDown": 0.045680217648273125, + "strengthUp": 0.053820385373766585, + "strengthDown": 0.053820385373766585, "direction": "none", "widthRatio": 0.1301004225125526, "touchesUpper": 4, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.0651213418039477, + "activityScore": 0.0651213418039477, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.045680217648273125, + "strength": 0.053820385373766585, "chartPath": "charts/20260120_SZ002042_华孚时尚.png", "chartPathDetail": "charts/20260120_SZ002042_华孚时尚_detail.png" }, - { - "idx": 86, - "code": "SZ300278", - "name": "华昌达", - "strengthUp": 0.04538430276199708, - "strengthDown": 0.04538430276199708, - "direction": "none", - "widthRatio": 0.36793662378306974, - "touchesUpper": 4, - "touchesLower": 5, - "volumeConfirmed": "", - "boundaryUtilization": 0.08411646140089421, - "date": 20260120, - "hasTriangle": true, - "strength": 0.04538430276199708, - "chartPath": "charts/20260120_SZ300278_华昌达.png", - "chartPathDetail": "charts/20260120_SZ300278_华昌达_detail.png" - }, - { - "idx": 30, - "code": "SH603618", - "name": "杭电股份", - "strengthUp": 0.04444160124729136, - "strengthDown": 0.04444160124729136, - "direction": "none", - "widthRatio": 0.15144818048774875, - "touchesUpper": 3, - "touchesLower": 2, - "volumeConfirmed": "", - "boundaryUtilization": 0.048952579398915515, - "date": 20260120, - "hasTriangle": true, - "strength": 0.04444160124729136, - "chartPath": "charts/20260120_SH603618_杭电股份.png", - "chartPathDetail": "charts/20260120_SH603618_杭电股份_detail.png" - }, { "idx": 96, "code": "SZ300790", "name": "宇瞳光学", - "strengthUp": 0.043513037557854975, - "strengthDown": 0.043513037557854975, + "strengthUp": 0.05257179061101287, + "strengthDown": 0.05257179061101287, "direction": "none", "widthRatio": 0.3018970777007482, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.0724700244252632, + "activityScore": 0.0724700244252632, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.043513037557854975, + "strength": 0.05257179061101287, "chartPath": "charts/20260120_SZ300790_宇瞳光学.png", "chartPathDetail": "charts/20260120_SZ300790_宇瞳光学_detail.png" }, @@ -1878,71 +1904,56 @@ "idx": 83, "code": "SZ300128", "name": "锦富技术", - "strengthUp": 0.04167849536810688, - "strengthDown": 0.04167849536810688, + "strengthUp": 0.05137309586579778, + "strengthDown": 0.05137309586579778, "direction": "none", "widthRatio": 0.3612532098770752, "touchesUpper": 3, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.07755680398152726, + "activityScore": 0.07755680398152726, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04167849536810688, + "strength": 0.05137309586579778, "chartPath": "charts/20260120_SZ300128_锦富技术.png", "chartPathDetail": "charts/20260120_SZ300128_锦富技术_detail.png" }, { - "idx": 17, - "code": "SH600984", - "name": "建设机械", - "strengthUp": 0.04124324183514141, - "strengthDown": 0.04124324183514141, + "idx": 30, + "code": "SH603618", + "name": "杭电股份", + "strengthUp": 0.0505606736721558, + "strengthDown": 0.0505606736721558, "direction": "none", - "widthRatio": 0.06214193787665361, - "touchesUpper": 2, - "touchesLower": 5, + "widthRatio": 0.15144818048774875, + "touchesUpper": 3, + "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.051936635225559434, + "activityScore": 0.048952579398915515, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04124324183514141, - "chartPath": "charts/20260120_SH600984_建设机械.png", - "chartPathDetail": "charts/20260120_SH600984_建设机械_detail.png" - }, - { - "idx": 9, - "code": "SH600531", - "name": "豫光金铅", - "strengthUp": 0.04121635294344127, - "strengthDown": 0.04121635294344127, - "direction": "none", - "widthRatio": 0.22872671560227054, - "touchesUpper": 2, - "touchesLower": 4, - "volumeConfirmed": "", - "boundaryUtilization": 0.053857924216099126, - "date": 20260120, - "hasTriangle": true, - "strength": 0.04121635294344127, - "chartPath": "charts/20260120_SH600531_豫光金铅.png", - "chartPathDetail": "charts/20260120_SH600531_豫光金铅_detail.png" + "strength": 0.0505606736721558, + "chartPath": "charts/20260120_SH603618_杭电股份.png", + "chartPathDetail": "charts/20260120_SH603618_杭电股份_detail.png" }, { "idx": 75, "code": "SZ002748", "name": "世龙实业", - "strengthUp": 0.040859083087833745, - "strengthDown": 0.040859083087833745, + "strengthUp": 0.048085901229749366, + "strengthDown": 0.048085901229749366, "direction": "none", "widthRatio": 0.1157279750374011, "touchesUpper": 3, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.057814545135324975, + "activityScore": 0.057814545135324975, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.040859083087833745, + "strength": 0.048085901229749366, "chartPath": "charts/20260120_SZ002748_世龙实业.png", "chartPathDetail": "charts/20260120_SZ002748_世龙实业_detail.png" }, @@ -1950,71 +1961,113 @@ "idx": 55, "code": "SZ000796", "name": "凯撒旅业", - "strengthUp": 0.04002292068141737, - "strengthDown": 0.04002292068141737, + "strengthUp": 0.047962173181559146, + "strengthDown": 0.047962173181559146, "direction": "none", "widthRatio": 0.2257372064001412, "touchesUpper": 3, "touchesLower": 2, "volumeConfirmed": "", - "boundaryUtilization": 0.06351402000113422, + "activityScore": 0.06351402000113422, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.04002292068141737, + "strength": 0.047962173181559146, "chartPath": "charts/20260120_SZ000796_凯撒旅业.png", "chartPathDetail": "charts/20260120_SZ000796_凯撒旅业_detail.png" }, { - "idx": 14, - "code": "SH600795", - "name": "国电电力", - "strengthUp": 0.0381352739657863, - "strengthDown": 0.018200466054414978, - "direction": "up", - "widthRatio": 0.032561936783290356, + "idx": 9, + "code": "SH600531", + "name": "豫光金铅", + "strengthUp": 0.04794859347045365, + "strengthDown": 0.04794859347045365, + "direction": "none", + "widthRatio": 0.22872671560227054, "touchesUpper": 2, - "touchesLower": 3, - "volumeConfirmed": "False", - "boundaryUtilization": 0.020274915613298243, + "touchesLower": 4, + "volumeConfirmed": "", + "activityScore": 0.053857924216099126, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.0381352739657863, - "chartPath": "charts/20260120_SH600795_国电电力.png", - "chartPathDetail": "charts/20260120_SH600795_国电电力_detail.png" + "strength": 0.04794859347045365, + "chartPath": "charts/20260120_SH600531_豫光金铅.png", + "chartPathDetail": "charts/20260120_SH600531_豫光金铅_detail.png" + }, + { + "idx": 17, + "code": "SH600984", + "name": "建设机械", + "strengthUp": 0.04773532123833634, + "strengthDown": 0.04773532123833634, + "direction": "none", + "widthRatio": 0.06214193787665361, + "touchesUpper": 2, + "touchesLower": 5, + "volumeConfirmed": "", + "activityScore": 0.051936635225559434, + "tiltScore": 0.5, + "date": 20260120, + "hasTriangle": true, + "strength": 0.04773532123833634, + "chartPath": "charts/20260120_SH600984_建设机械.png", + "chartPathDetail": "charts/20260120_SH600984_建设机械_detail.png" }, { "idx": 73, "code": "SZ002644", "name": "佛慈制药", - "strengthUp": 0.03617763751854338, - "strengthDown": 0.03617763751854338, + "strengthUp": 0.043384034691262105, + "strengthDown": 0.043384034691262105, "direction": "none", "widthRatio": 0.22414110145582697, "touchesUpper": 2, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.05765117738174981, + "activityScore": 0.05765117738174981, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.03617763751854338, + "strength": 0.043384034691262105, "chartPath": "charts/20260120_SZ002644_佛慈制药.png", "chartPathDetail": "charts/20260120_SZ002644_佛慈制药_detail.png" }, + { + "idx": 14, + "code": "SH600795", + "name": "国电电力", + "strengthUp": 0.038558112155860205, + "strengthDown": 0.020616785035626018, + "direction": "up", + "widthRatio": 0.032561936783290356, + "touchesUpper": 2, + "touchesLower": 3, + "volumeConfirmed": "False", + "activityScore": 0.020274915613298243, + "tiltScore": 0.47671103096995127, + "date": 20260120, + "hasTriangle": true, + "strength": 0.038558112155860205, + "chartPath": "charts/20260120_SH600795_国电电力.png", + "chartPathDetail": "charts/20260120_SH600795_国电电力_detail.png" + }, { "idx": 65, "code": "SZ002242", "name": "九阳股份", - "strengthUp": 0.03241479917766246, - "strengthDown": 0.03241479917766246, + "strengthUp": 0.03807088178982384, + "strengthDown": 0.03807088178982384, "direction": "none", "widthRatio": 0.10849554328152096, "touchesUpper": 2, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.045248660897291, + "activityScore": 0.045248660897291, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.03241479917766246, + "strength": 0.03807088178982384, "chartPath": "charts/20260120_SZ002242_九阳股份.png", "chartPathDetail": "charts/20260120_SZ002242_九阳股份_detail.png" }, @@ -2022,17 +2075,18 @@ "idx": 15, "code": "SH600846", "name": "同济科技", - "strengthUp": 0.03030281745352293, - "strengthDown": 0.03030281745352293, + "strengthUp": 0.035044683673365586, + "strengthDown": 0.035044683673365586, "direction": "none", "widthRatio": 0.04230672506104188, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.037934929758741257, + "activityScore": 0.037934929758741257, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.03030281745352293, + "strength": 0.035044683673365586, "chartPath": "charts/20260120_SH600846_同济科技.png", "chartPathDetail": "charts/20260120_SH600846_同济科技_detail.png" }, @@ -2040,17 +2094,18 @@ "idx": 49, "code": "SZ000039", "name": "中集集团", - "strengthUp": 0.027762834661772765, - "strengthDown": 0.027762834661772765, + "strengthUp": 0.03282153828304035, + "strengthDown": 0.03282153828304035, "direction": "none", "widthRatio": 0.14102846289352128, "touchesUpper": 2, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.040469628970140684, + "activityScore": 0.040469628970140684, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.027762834661772765, + "strength": 0.03282153828304035, "chartPath": "charts/20260120_SZ000039_中集集团.png", "chartPathDetail": "charts/20260120_SZ000039_中集集团_detail.png" }, @@ -2058,17 +2113,18 @@ "idx": 78, "code": "SZ002910", "name": "庄园牧场", - "strengthUp": 0.02595109833198887, - "strengthDown": 0.02595109833198887, + "strengthUp": 0.029462837189994914, + "strengthDown": 0.029462837189994914, "direction": "none", "widthRatio": 0.057656261422220724, "touchesUpper": 2, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.028093910864048357, + "activityScore": 0.028093910864048357, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.02595109833198887, + "strength": 0.029462837189994914, "chartPath": "charts/20260120_SZ002910_庄园牧场.png", "chartPathDetail": "charts/20260120_SZ002910_庄园牧场_detail.png" }, @@ -2076,17 +2132,18 @@ "idx": 64, "code": "SZ002192", "name": "融捷股份", - "strengthUp": 0.02338013665457102, - "strengthDown": 0.02338013665457102, + "strengthUp": 0.028213852163709897, + "strengthDown": 0.028213852163709897, "direction": "none", "widthRatio": 0.23256546452034127, "touchesUpper": 2, "touchesLower": 4, "volumeConfirmed": "", - "boundaryUtilization": 0.03866972407311103, + "activityScore": 0.03866972407311103, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.02338013665457102, + "strength": 0.028213852163709897, "chartPath": "charts/20260120_SZ002192_融捷股份.png", "chartPathDetail": "charts/20260120_SZ002192_融捷股份_detail.png" }, @@ -2094,17 +2151,18 @@ "idx": 44, "code": "SH688472", "name": "阿特斯", - "strengthUp": 0.022000344046398605, - "strengthDown": 0.022000344046398605, + "strengthUp": 0.025963265889003457, + "strengthDown": 0.025963265889003457, "direction": "none", "widthRatio": 0.22726004705445743, "touchesUpper": 3, "touchesLower": 3, "volumeConfirmed": "", - "boundaryUtilization": 0.03170337474083884, + "activityScore": 0.03170337474083884, + "tiltScore": 0.5, "date": 20260120, "hasTriangle": true, - "strength": 0.022000344046398605, + "strength": 0.025963265889003457, "chartPath": "charts/20260120_SH688472_阿特斯.png", "chartPathDetail": "charts/20260120_SH688472_阿特斯_detail.png" }, @@ -3261,8 +3319,12 @@ ${volumeText}
- 边界利用率 - ${(stock.boundaryUtilization || 0).toFixed(2)} + 价格活跃度 + ${(stock.activityScore || 0).toFixed(2)} +
+
+ 倾斜度 + ${(stock.tiltScore || 0).toFixed(2)}
diff --git a/scripts/README_performance_tests.md b/scripts/README_performance_tests.md index 90ea114..80bbdad 100644 --- a/scripts/README_performance_tests.md +++ b/scripts/README_performance_tests.md @@ -47,8 +47,8 @@ python scripts/test_optimization_comparison.py 1. `pivots_fractal` - 枢轴点检测 2. `pivots_fractal_hybrid` - 混合枢轴点检测 3. `fit_boundary_anchor` - 锚点拟合 -4. `calc_fitting_adherence` - 拟合贴合度 -5. `calc_boundary_utilization` - 边界利用率 +4. `calc_geometry_score` - 形态规则度 +5. `calc_activity_score` - 价格活跃度 6. `calc_breakout_strength` - 突破强度 **预期结果**: diff --git a/scripts/generate_stock_viewer.py b/scripts/generate_stock_viewer.py index 2537163..8a7477a 100644 --- a/scripts/generate_stock_viewer.py +++ b/scripts/generate_stock_viewer.py @@ -68,7 +68,8 @@ def load_stock_data(csv_path: str, target_date: int = None, all_stocks_mode: boo 'touchesUpper': int(row.get('touches_upper', '0')), 'touchesLower': int(row.get('touches_lower', '0')), 'volumeConfirmed': row.get('volume_confirmed', ''), - 'boundaryUtilization': float(row.get('boundary_utilization', '0')), + 'activityScore': float(row.get('activity_score', '0')), + 'tiltScore': float(row.get('tilt_score', '0')), # 新增：倾斜度分 'date': date, 'hasTriangle': True # 标记为有三角形形态 } @@ -1438,8 +1439,12 @@ def generate_html(stocks: list, date: int, output_path: str): ${volumeText}
- 边界利用率 - ${(stock.boundaryUtilization || 0).toFixed(2)} + 价格活跃度 + ${(stock.activityScore || 0).toFixed(2)} +
+
+ 倾斜度 + ${(stock.tiltScore || 0).toFixed(2)}
diff --git a/scripts/plot_converging_triangles.py b/scripts/plot_converging_triangles.py index 23d22e8..9ae135d 100644 --- a/scripts/plot_converging_triangles.py +++ b/scripts/plot_converging_triangles.py @@ -36,7 +36,7 @@ sys.path.append(os.path.join(os.path.dirname(__file__), "..", "src")) from converging_triangle import ( ConvergingTriangleParams, - calc_fitting_adherence, + calc_geometry_score, detect_converging_triangle, fit_pivot_line_dispatch, line_y, @@ -290,25 +290,25 @@ def plot_triangle( # 如果使用收盘价拟合，重新计算贴合度（基于实际拟合线） if plot_boundary_source == "close" and len(selected_ph) > 0 and len(selected_pl) > 0: # 使用收盘价重新计算贴合度 - adherence_upper_close = calc_fitting_adherence( + adherence_upper_close = calc_geometry_score( pivot_indices=selected_ph_pos.astype(float), pivot_values=close_win[selected_ph_pos], slope=a_u, intercept=b_u, ) - adherence_lower_close = calc_fitting_adherence( + adherence_lower_close = calc_geometry_score( pivot_indices=selected_pl_pos.astype(float), pivot_values=close_win[selected_pl_pos], slope=a_l, intercept=b_l, ) - fitting_adherence_plot = (adherence_upper_close + adherence_lower_close) / 2.0 + geometry_score_plot = (adherence_upper_close + adherence_lower_close) / 2.0 else: # 使用检测算法计算的贴合度 - fitting_adherence_plot = result.fitting_score if result else 0.0 + geometry_score_plot = result.geometry_score if result else 0.0 else: # 无三角形时，贴合度为0 - fitting_adherence_plot = 0.0 + geometry_score_plot = 0.0 # 创建图表 fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(14, 8), @@ -435,21 +435,22 @@ def plot_triangle( strength = max(result.breakout_strength_up, result.breakout_strength_down) price_score = max(result.price_score_up, result.price_score_down) - # 获取边界利用率与惩罚系数（兼容旧数据） - boundary_util = getattr(result, 'boundary_utilization', 0.0) - utilization_floor = 0.20 - if utilization_floor > 0: - utilization_penalty = min(1.0, boundary_util / utilization_floor) + # 获取价格活跃度与惩罚系数（兼容旧数据） + activity_score = getattr(result, 'activity_score', 0.0) + tilt_score = getattr(result, 'tilt_score', 0.0) # 新增：获取倾斜度分 + activity_floor = 0.20 + if activity_floor > 0: + activity_penalty = min(1.0, activity_score / activity_floor) else: - utilization_penalty = 1.0 + activity_penalty = 1.0 # 选择显示的贴合度：如果使用收盘价拟合，显示重新计算的贴合度 if plot_boundary_source == "close" and has_triangle and has_enough_data: - display_fitting_score = fitting_adherence_plot - fitting_note = f"拟合贴合度(收盘价): {display_fitting_score:.3f}" + display_geometry = geometry_score_plot + geometry_note = f"形态规则度(收盘价): {display_geometry:.3f}" else: - display_fitting_score = result.fitting_score - fitting_note = f"拟合贴合度: {display_fitting_score:.3f}" + display_geometry = result.geometry_score + geometry_note = f"形态规则度: {display_geometry:.3f}" ax1.set_title( f"{stock_code} {stock_name} - 收敛三角形 (检测窗口: {detect_dates[0]} ~ {detect_dates[-1]})\n" @@ -458,9 +459,9 @@ def plot_triangle( f"枢轴点: 高{len(ph_idx)}/低{len(pl_idx)} 触碰: 上{result.touches_upper}/下{result.touches_lower} " f"放量确认: {'是' if result.volume_confirmed else '否' if result.volume_confirmed is False else '-'}\n" f"强度分: {strength:.3f} " - f"(价格: {price_score:.3f}×50% + 收敛: {result.convergence_score:.3f}×15% + " - f"成交量: {result.volume_score:.3f}×10% + {fitting_note}×10% + " - f"边界利用率: {boundary_util:.3f}×15%) × 利用率惩罚: {utilization_penalty:.2f}", + f"(突破幅度: {price_score:.3f}×45% + 收敛度: {result.convergence_score:.3f}×15% + " + f"成交量: {result.volume_score:.3f}×10% + {geometry_note}×10% + " + f"价格活跃度: {activity_score:.3f}×15% + 倾斜度: {tilt_score:.3f}×5%) × 活跃度惩罚: {activity_penalty:.2f}", fontsize=11, pad=10 ) else: diff --git a/scripts/test_full_pipeline.py b/scripts/test_full_pipeline.py index 27b9f0e..9eb422c 100644 --- a/scripts/test_full_pipeline.py +++ b/scripts/test_full_pipeline.py @@ -120,8 +120,8 @@ def test_pipeline( pivots_fractal_optimized, pivots_fractal_hybrid_optimized, fit_boundary_anchor_optimized, - calc_fitting_adherence_optimized, - calc_boundary_utilization_optimized, + calc_geometry_score_optimized, + calc_activity_score_optimized, calc_breakout_strength_optimized, ) @@ -129,8 +129,8 @@ def test_pipeline( converging_triangle.pivots_fractal = pivots_fractal_optimized converging_triangle.pivots_fractal_hybrid = pivots_fractal_hybrid_optimized converging_triangle.fit_boundary_anchor = fit_boundary_anchor_optimized - converging_triangle.calc_fitting_adherence = calc_fitting_adherence_optimized - converging_triangle.calc_boundary_utilization = calc_boundary_utilization_optimized + converging_triangle.calc_geometry_score = calc_geometry_score_optimized + converging_triangle.calc_activity_score = calc_activity_score_optimized converging_triangle.calc_breakout_strength = calc_breakout_strength_optimized print(" [OK] Numba优化已启用") @@ -233,7 +233,7 @@ def compare_results(df_original, df_optimized): numeric_cols = [ 'breakout_strength_up', 'breakout_strength_down', 'price_score_up', 'price_score_down', - 'convergence_score', 'volume_score', 'fitting_score', + 'convergence_score', 'volume_score', 'geometry_score', 'upper_slope', 'lower_slope', 'width_ratio', 'touches_upper', 'touches_lower', 'apex_x' ] diff --git a/scripts/test_optimization_comparison.py b/scripts/test_optimization_comparison.py index ea1a875..229aa11 100644 --- a/scripts/test_optimization_comparison.py +++ b/scripts/test_optimization_comparison.py @@ -18,8 +18,8 @@ from converging_triangle import ( pivots_fractal, pivots_fractal_hybrid, fit_boundary_anchor, - calc_fitting_adherence, - calc_boundary_utilization, + calc_geometry_score, + calc_activity_score, calc_breakout_strength, ) @@ -28,8 +28,8 @@ from converging_triangle_optimized import ( pivots_fractal_optimized, pivots_fractal_hybrid_optimized, fit_boundary_anchor_optimized, - calc_fitting_adherence_optimized, - calc_boundary_utilization_optimized, + calc_geometry_score_optimized, + calc_activity_score_optimized, calc_breakout_strength_optimized, ) @@ -250,7 +250,7 @@ def main(): results.append(result) # ======================================================================== - # 测试 4: 拟合贴合度计算 + # 测试 4: 形态规则度计算 # ======================================================================== if len(ph) >= 5: pivot_indices = ph[:10] @@ -258,25 +258,25 @@ def main(): slope, intercept = 0.01, 100.0 result = compare_functions( - calc_fitting_adherence, - calc_fitting_adherence_optimized, - "calc_fitting_adherence", + calc_geometry_score, + calc_geometry_score_optimized, + "calc_geometry_score", pivot_indices, pivot_values, slope, intercept, n_iterations=n_iterations ) results.append(result) # ======================================================================== - # 测试 5: 边界利用率计算 + # 测试 5: 价格活跃度计算 # ======================================================================== upper_slope, upper_intercept = -0.02, 120.0 lower_slope, lower_intercept = 0.02, 80.0 start, end = 0, len(high) - 1 result = compare_functions( - calc_boundary_utilization, - calc_boundary_utilization_optimized, - "calc_boundary_utilization", + calc_activity_score, + calc_activity_score_optimized, + "calc_activity_score", high, low, upper_slope, upper_intercept, lower_slope, lower_intercept, start, end, n_iterations=n_iterations ) diff --git a/src/converging_triangle.py b/src/converging_triangle.py index ccfcaac..17b22fb 100644 --- a/src/converging_triangle.py +++ b/src/converging_triangle.py @@ -79,8 +79,10 @@ class ConvergingTriangleResult: price_score_down: float = 0.0 # 价格突破分数(向下) convergence_score: float = 0.0 # 收敛分数 volume_score: float = 0.0 # 成交量分数 - fitting_score: float = 0.0 # 拟合贴合度分数 - boundary_utilization: float = 0.0 # 边界利用率分数 + geometry_score: float = 0.0 # 形态规则度分数 + activity_score: float = 0.0 # 价格活跃度分数 + tilt_score: float = 0.0 # 倾斜度分数 + tilt_score: float = 0.0 # 倾斜度分数 # 几何属性 upper_slope: float = 0.0 @@ -758,7 +760,7 @@ def fit_pivot_line_dispatch( # 突破强度计算 # ============================================================================ -def calc_fitting_adherence( +def calc_geometry_score( pivot_indices: np.ndarray, pivot_values: np.ndarray, slope: float, @@ -777,10 +779,10 @@ def calc_fitting_adherence( 4. 用指数函数归一化：score = exp(-mean_rel_error * scale_factor) 归一化映射（scale_factor = 20）： - - 误差 0% → 分数 1.00 (完美拟合) - - 误差 2% → 分数 0.67 (良好拟合) - - 误差 5% → 分数 0.37 (一般拟合) - - 误差 10% → 分数 0.14 (较差拟合) + - 误差 0% → 分数 1.00 (完美规则) + - 误差 2% → 分数 0.67 (良好规则) + - 误差 5% → 分数 0.37 (一般规则) + - 误差 10% → 分数 0.14 (较差规则) Args: pivot_indices: 选中枢轴点的X坐标（索引） @@ -789,7 +791,7 @@ def calc_fitting_adherence( intercept: 拟合线截距 Returns: - adherence_score: 0~1 分数，越大表示枢轴点越贴合拟合线 + geometry_score: 0~1 分数，越大表示形态越规则标准 """ import math @@ -807,12 +809,12 @@ def calc_fitting_adherence( # 指数衰减归一化到 0~1 SCALE_FACTOR = 20.0 # 控制衰减速度 - adherence_score = math.exp(-mean_rel_error * SCALE_FACTOR) + geometry_score = math.exp(-mean_rel_error * SCALE_FACTOR) - return min(1.0, max(0.0, adherence_score)) + return min(1.0, max(0.0, geometry_score)) -def calc_boundary_utilization( +def calc_activity_score( high: np.ndarray, low: np.ndarray, upper_slope: float, @@ -823,21 +825,21 @@ def calc_boundary_utilization( end: int, ) -> float: """ - 计算边界利用率 (0~1) + 计算价格活跃度 (0~1) - 衡量价格走势对三角形通道空间的利用程度。 - 如果价格总是远离边界线（大量空白），利用率低。 - 如果价格频繁接近或触碰边界线，利用率高。 + 衡量价格走势对三角形通道空间的利用程度（价格振荡的充分性）。 + 如果价格总是远离边界线（大量空白），活跃度低。 + 如果价格频繁接近或触碰边界线，活跃度高。 计算方法： 1. 对窗口内每一天，计算价格到上下边界的相对距离 - 2. 利用率 = 1 - 平均相对空白比例 + 2. 活跃度 = 1 - 平均相对空白比例 归一化映射： - - 空白 0% → 利用率 1.00 (价格完全贴合边界) - - 空白 25% → 利用率 0.75 (良好) - - 空白 50% → 利用率 0.50 (一般) - - 空白 75% → 利用率 0.25 (较差，大量空白) + - 空白 0% → 活跃度 1.00 (价格完全贴合边界) + - 空白 25% → 活跃度 0.75 (良好) + - 空白 50% → 活跃度 0.50 (一般) + - 空白 75% → 活跃度 0.25 (较差，大量空白) Args: high, low: 价格数据 @@ -846,9 +848,9 @@ def calc_boundary_utilization( start, end: 窗口范围 Returns: - utilization: 0~1，越大表示利用率越高 + activity_score: 0~1，越大表示价格越活跃 """ - total_utilization = 0.0 + total_activity = 0.0 valid_days = 0 for i in range(start, end + 1): @@ -866,16 +868,75 @@ def calc_boundary_utilization( # 当日空白比例 = (到上沿距离 + 到下沿距离) / 通道宽度 blank_ratio = (dist_to_upper + dist_to_lower) / channel_width - # 当日利用率 = 1 - 空白比例，限制在 [0, 1] - day_utilization = max(0.0, min(1.0, 1.0 - blank_ratio)) + # 当日活跃度 = 1 - 空白比例，限制在 [0, 1] + day_activity = max(0.0, min(1.0, 1.0 - blank_ratio)) - total_utilization += day_utilization + total_activity += day_activity valid_days += 1 if valid_days == 0: return 0.0 - return total_utilization / valid_days + return total_activity / valid_days + + +def calc_tilt_score( + upper_slope: float, + lower_slope: float, + breakout_dir: str, +) -> float: + """ + 计算三角形倾斜度分 (0~1) + + 衡量三角形中轴的倾斜方向与突破方向的一致性。 + 趋势偏向与突破方向一致时，得分越高。 + + 计算方法： + 1. 计算中轴斜率：mid_slope = (upper_slope + lower_slope) / 2 + 2. 计算倾斜角度并归一化到 [-1, +1]： + - 使用 arctan(mid_slope) / (π/4) 映射 + - 45° 向上 → +1 + - 0° 水平 → 0 + - 45° 向下 → -1 + 3. 根据突破方向计算得分： + - 向上突破：倾斜向上时得分高 + - 向下突破：倾斜向下时得分高 + + 归一化映射（以向上突破为例）： + - 上升三角形（中轴向上15°）+ 向上突破 → 得分 0.85 + - 对称三角形（中轴水平） + 向上突破 → 得分 0.50 + - 下降三角形（中轴向下15°）+ 向上突破 → 得分 0.15（逆势突破） + + Args: + upper_slope: 上沿斜率 + lower_slope: 下沿斜率 + breakout_dir: 突破方向 "up" | "down" | "none" + + Returns: + tilt_score: 0~1，越大表示倾斜方向与突破方向越一致 + """ + import math + + # 1. 计算中轴斜率 + mid_slope = (upper_slope + lower_slope) / 2.0 + + # 2. 计算倾斜角度并归一化到 [-1, +1] + angle_rad = math.atan(mid_slope) + tilt = angle_rad / (math.pi / 4) + tilt = max(-1.0, min(1.0, tilt)) + + # 3. 根据突破方向计算得分 + if breakout_dir == "up": + # 向上突破：倾斜向上时得分高 + score = (1.0 + tilt) / 2.0 + elif breakout_dir == "down": + # 向下突破：倾斜向下时得分高 + score = (1.0 - tilt) / 2.0 + else: + # 未突破或其他情况：使用中性分数（0.5） + score = 0.5 + + return max(0.0, min(1.0, score)) def calc_breakout_strength( @@ -884,9 +945,12 @@ def calc_breakout_strength( lower_line: float, volume_ratio: float, width_ratio: float, - fitting_adherence: float, - boundary_utilization: float, -) -> Tuple[float, float, float, float, float, float, float, float]: + geometry_score: float, + activity_score: float, + upper_slope: float, # 新增 + lower_slope: float, # 新增 + breakout_dir: str, # 新增 +) -> Tuple[float, float, float, float, float, float, float, float, float]: """ 计算形态强度分 (0~1) @@ -894,11 +958,12 @@ def calc_breakout_strength( 可用于评估"待突破"形态的潜在价值，或"已突破"形态的有效性。 使用加权求和，各分量权重： - - 突破幅度分 (50%): tanh 非线性归一化，3%突破≈0.42，5%突破≈0.64，10%突破≈0.91 + - 突破幅度分 (45%): tanh 非线性归一化，3%突破≈0.42，5%突破≈0.64，10%突破≈0.91 - 收敛分 (15%): 1 - width_ratio，收敛越强分数越高 - 成交量分 (10%): 放量程度，2倍放量=满分 - - 拟合贴合度 (10%): 枢轴点到拟合线的贴合程度，形态纯度 - - 边界利用率 (15%): 价格走势对通道空间的利用程度 + - 形态规则度 (10%): 枢轴点到拟合线的贴合程度，形态的几何标准性 + - 价格活跃度 (15%): 价格走势对通道空间的利用程度，振荡充分性 + - 倾斜度分 (5%): 中轴倾斜方向与突破方向的一致性（新增） 额外惩罚项： - 当边界利用率过低时，对总强度进行空白惩罚，避免“通道很宽但价格很空”的误判 @@ -917,24 +982,29 @@ def calc_breakout_strength( lower_line: 下沿价格 volume_ratio: 成交量相对均值的倍数 width_ratio: 末端宽度/起始宽度 - fitting_adherence: 拟合贴合度分数 (0~1) - boundary_utilization: 边界利用率分数 (0~1) + geometry_score: 形态规则度分数 (0~1) + activity_score: 价格活跃度分数 (0~1) + upper_slope: 上沿斜率 + lower_slope: 下沿斜率 + breakout_dir: 突破方向 "up" | "down" | "none" Returns: (strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, boundary_util_score) + convergence_score, vol_score, geometry_score_out, + activity_score_out, tilt_score_out) 返回总强度和各分量分数，用于可视化和分析 """ import math # 权重配置（调整后，总和 = 100%） - W_PRICE = 0.50 # 突破幅度权重 - W_CONVERGENCE = 0.15 # 收敛度权重（原 20%，降低） - W_VOLUME = 0.10 # 成交量权重（原 15%，降低） - W_FITTING = 0.10 # 拟合贴合度权重（原 15%，降低） - W_UTILIZATION = 0.15 # 边界利用率权重（新增） + W_PRICE = 0.45 # 突破幅度权重（从50%降至45%） + W_CONVERGENCE = 0.15 # 收敛度权重 + W_VOLUME = 0.10 # 成交量权重 + W_GEOMETRY = 0.10 # 形态规则度权重 + W_ACTIVITY = 0.15 # 价格活跃度权重 + W_TILT = 0.05 # 倾斜度权重（新增） TANH_SCALE = 15.0 # tanh 缩放因子 - UTILIZATION_FLOOR = 0.20 # 边界利用率下限（用于空白惩罚） + ACTIVITY_FLOOR = 0.20 # 价格活跃度下限（用于空白惩罚） # 1. 价格突破分数（tanh 非线性归一化） if upper_line > 0: @@ -955,33 +1025,38 @@ def calc_breakout_strength( # 3. 成交量分数（vol_ratio > 1 时才有分） vol_score = min(1.0, max(0.0, volume_ratio - 1.0)) if volume_ratio > 0 else 0.0 - # 4. 拟合贴合度分数（直接使用传入的分数） - fitting_score = max(0.0, min(1.0, fitting_adherence)) + # 4. 形态规则度分数（直接使用传入的分数） + geometry_score_out = max(0.0, min(1.0, geometry_score)) - # 5. 边界利用率分数（直接使用传入的分数） - boundary_util_score = max(0.0, min(1.0, boundary_utilization)) + # 5. 价格活跃度分数（直接使用传入的分数） + activity_score_out = max(0.0, min(1.0, activity_score)) - # 6. 加权求和（计算综合强度分） + # 6. 倾斜度分数（新增） + tilt_score_out = calc_tilt_score(upper_slope, lower_slope, breakout_dir) + + # 7. 加权求和（计算综合强度分） # 不再要求必须突破，而是计算形态的综合质量分数 strength_up = ( W_PRICE * price_score_up + W_CONVERGENCE * convergence_score + W_VOLUME * vol_score + - W_FITTING * fitting_score + - W_UTILIZATION * boundary_util_score + W_GEOMETRY * geometry_score_out + + W_ACTIVITY * activity_score_out + + W_TILT * tilt_score_out ) strength_down = ( W_PRICE * price_score_down + W_CONVERGENCE * convergence_score + W_VOLUME * vol_score + - W_FITTING * fitting_score + - W_UTILIZATION * boundary_util_score + W_GEOMETRY * geometry_score_out + + W_ACTIVITY * activity_score_out + + W_TILT * tilt_score_out ) - # 7. 空白惩罚（边界利用率过低时降低总分） - if UTILIZATION_FLOOR > 0: - utilization_penalty = min(1.0, boundary_util_score / UTILIZATION_FLOOR) + # 8. 空白惩罚（价格活跃度过低时降低总分） + if ACTIVITY_FLOOR > 0: + utilization_penalty = min(1.0, activity_score_out / ACTIVITY_FLOOR) else: utilization_penalty = 1.0 @@ -995,8 +1070,9 @@ def calc_breakout_strength( price_score_down, convergence_score, vol_score, - fitting_score, - boundary_util_score + geometry_score_out, + activity_score_out, + tilt_score_out ) @@ -1198,24 +1274,24 @@ def detect_converging_triangle( # 注意: 这里是基于历史数据，无法检测假突破 # 假突破需要看"未来"数据，与当前设计不符 - # 计算拟合贴合度（上下沿综合） - adherence_upper = calc_fitting_adherence( + # 计算形态规则度（上下沿综合） + geometry_upper = calc_geometry_score( pivot_indices=selected_ph, pivot_values=high[selected_ph], slope=a_u, intercept=b_u, ) - adherence_lower = calc_fitting_adherence( + geometry_lower = calc_geometry_score( pivot_indices=selected_pl, pivot_values=low[selected_pl], slope=a_l, intercept=b_l, ) - # 综合上下沿贴合度（取平均） - fitting_adherence = (adherence_upper + adherence_lower) / 2.0 + # 综合上下沿规则度（取平均） + geometry_score = (geometry_upper + geometry_lower) / 2.0 - # 计算边界利用率（价格走势对三角形通道的利用程度） - boundary_utilization = calc_boundary_utilization( + # 计算价格活跃度（价格走势对三角形通道的利用程度） + activity_score = calc_activity_score( high=high, low=low, upper_slope=a_u, @@ -1229,15 +1305,18 @@ def detect_converging_triangle( # 计算突破强度（返回总强度和各分量分数） (strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, - boundary_util_score) = calc_breakout_strength( + convergence_score, vol_score, geometry_score_out, + activity_score_out, tilt_score_out) = calc_breakout_strength( close=close[end], upper_line=upper_end, lower_line=lower_end, volume_ratio=volume_ratio, width_ratio=width_ratio, - fitting_adherence=fitting_adherence, - boundary_utilization=boundary_utilization, + geometry_score=geometry_score, + activity_score=activity_score, + upper_slope=a_u, + lower_slope=a_l, + breakout_dir=breakout_dir, ) return ConvergingTriangleResult( @@ -1250,8 +1329,9 @@ def detect_converging_triangle( price_score_down=price_score_down, convergence_score=convergence_score, volume_score=vol_score, - fitting_score=fitting_score, - boundary_utilization=boundary_util_score, + geometry_score=geometry_score_out, + activity_score=activity_score_out, + tilt_score=tilt_score_out, upper_slope=a_u, lower_slope=a_l, width_ratio=width_ratio, @@ -1413,8 +1493,8 @@ try: pivots_fractal_optimized, pivots_fractal_hybrid_optimized, fit_boundary_anchor_optimized, - calc_fitting_adherence_optimized, - calc_boundary_utilization_optimized, + calc_geometry_score_optimized, + calc_activity_score_optimized, calc_breakout_strength_optimized, # v2优化：预计算枢轴点 precompute_pivots_numba, @@ -1424,8 +1504,8 @@ try: pivots_fractal = pivots_fractal_optimized pivots_fractal_hybrid = pivots_fractal_hybrid_optimized fit_boundary_anchor = fit_boundary_anchor_optimized - calc_fitting_adherence = calc_fitting_adherence_optimized - calc_boundary_utilization = calc_boundary_utilization_optimized + calc_geometry_score = calc_geometry_score_optimized + calc_activity_score = calc_activity_score_optimized calc_breakout_strength = calc_breakout_strength_optimized _HAS_V2_OPTIMIZATION = True @@ -1511,7 +1591,7 @@ def detect_converging_triangle_batch_v2( # 批量检测（单次Numba调用处理所有日期） (date_indices, is_valid_arr, strength_up_arr, strength_down_arr, price_score_up_arr, price_score_down_arr, convergence_score_arr, - vol_score_arr, fitting_score_arr, boundary_util_score_arr, + vol_score_arr, geometry_score_arr, activity_score_arr, tilt_score_arr, upper_slope_arr, lower_slope_arr, width_ratio_arr, touches_upper_arr, touches_lower_arr, apex_x_arr, breakout_dir_arr, volume_confirmed_arr) = \ @@ -1547,8 +1627,9 @@ def detect_converging_triangle_batch_v2( 'price_score_down': float(price_score_down_arr[i]), 'convergence_score': float(convergence_score_arr[i]), 'volume_score': float(vol_score_arr[i]), - 'fitting_score': float(fitting_score_arr[i]), - 'boundary_utilization': float(boundary_util_score_arr[i]), + 'geometry_score': float(geometry_score_arr[i]), + 'activity_score': float(activity_score_arr[i]), + 'tilt_score': float(tilt_score_arr[i]), 'upper_slope': float(upper_slope_arr[i]), 'lower_slope': float(lower_slope_arr[i]), 'width_ratio': float(width_ratio_arr[i]), diff --git a/src/converging_triangle_optimized.py b/src/converging_triangle_optimized.py index 0f01d6f..7c7a00d 100644 --- a/src/converging_triangle_optimized.py +++ b/src/converging_triangle_optimized.py @@ -347,13 +347,13 @@ def fit_boundary_anchor_numba( @numba.jit(nopython=True, cache=True) -def calc_fitting_adherence_numba( +def calc_geometry_score_numba( pivot_indices: np.ndarray, pivot_values: np.ndarray, slope: float, intercept: float, ) -> float: - """Numba优化的拟合贴合度计算""" + """Numba优化的形态规则度计算""" if len(pivot_indices) == 0 or len(pivot_values) == 0: return 0.0 @@ -369,13 +369,13 @@ def calc_fitting_adherence_numba( # 指数衰减归一化 SCALE_FACTOR = 20.0 - adherence_score = np.exp(-mean_rel_error * SCALE_FACTOR) + geometry_score = np.exp(-mean_rel_error * SCALE_FACTOR) - return min(1.0, max(0.0, adherence_score)) + return min(1.0, max(0.0, geometry_score)) @numba.jit(nopython=True, cache=True) -def calc_boundary_utilization_numba( +def calc_activity_score_numba( high: np.ndarray, low: np.ndarray, upper_slope: float, @@ -385,8 +385,8 @@ def calc_boundary_utilization_numba( start: int, end: int, ) -> float: - """Numba优化的边界利用率计算""" - total_utilization = 0.0 + """Numba优化的价格活跃度计算""" + total_activity = 0.0 valid_days = 0 for i in range(start, end + 1): @@ -401,15 +401,53 @@ def calc_boundary_utilization_numba( dist_to_lower = max(0.0, low[i] - lower_line) blank_ratio = (dist_to_upper + dist_to_lower) / channel_width - day_utilization = max(0.0, min(1.0, 1.0 - blank_ratio)) + day_activity = max(0.0, min(1.0, 1.0 - blank_ratio)) - total_utilization += day_utilization + total_activity += day_activity valid_days += 1 if valid_days == 0: return 0.0 - return total_utilization / valid_days + return total_activity / valid_days + + +@numba.jit(nopython=True, cache=True) +def calc_tilt_score_numba( + upper_slope: float, + lower_slope: float, + breakout_dir: int, # 0=none, 1=up, 2=down +) -> float: + """ + Numba优化的倾斜度分数计算 + + 计算三角形中轴的倾斜方向与突破方向的一致性。 + + Args: + upper_slope: 上沿斜率 + lower_slope: 下沿斜率 + breakout_dir: 突破方向 (0=none, 1=up, 2=down) + + Returns: + tilt_score: 0~1，越大表示倾斜方向与突破方向越一致 + """ + # 1. 计算中轴斜率 + mid_slope = (upper_slope + lower_slope) / 2.0 + + # 2. 计算倾斜角度并归一化到 [-1, +1] + angle_rad = np.arctan(mid_slope) + tilt = angle_rad / (np.pi / 4) + tilt = max(-1.0, min(1.0, tilt)) + + # 3. 根据突破方向计算得分 + if breakout_dir == 1: # up + score = (1.0 + tilt) / 2.0 + elif breakout_dir == 2: # down + score = (1.0 - tilt) / 2.0 + else: + score = 0.5 + + return max(0.0, min(1.0, score)) @numba.jit(nopython=True, cache=True) @@ -419,24 +457,29 @@ def calc_breakout_strength_numba( lower_line: float, volume_ratio: float, width_ratio: float, - fitting_adherence: float, - boundary_utilization: float, -) -> Tuple[float, float, float, float, float, float, float, float]: + geometry_score: float, + activity_score: float, + upper_slope: float, # 新增 + lower_slope: float, # 新增 + breakout_dir: int, # 新增: 0=none, 1=up, 2=down +) -> Tuple[float, float, float, float, float, float, float, float, float]: """ Numba优化的突破强度计算 Returns: (strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, boundary_util_score) + convergence_score, vol_score, geometry_score_out, + activity_score_out, tilt_score_out) """ # 权重配置 - W_PRICE = 0.50 + W_PRICE = 0.45 # 从50%降至45% W_CONVERGENCE = 0.15 W_VOLUME = 0.10 - W_FITTING = 0.10 - W_UTILIZATION = 0.15 + W_GEOMETRY = 0.10 + W_ACTIVITY = 0.15 + W_TILT = 0.05 # 新增 TANH_SCALE = 15.0 - UTILIZATION_FLOOR = 0.20 + ACTIVITY_FLOOR = 0.20 # 1. 价格突破分数 if upper_line > 0: @@ -457,37 +500,42 @@ def calc_breakout_strength_numba( # 3. 成交量分数 vol_score = min(1.0, max(0.0, volume_ratio - 1.0)) if volume_ratio > 0 else 0.0 - # 4. 拟合贴合度分数 - fitting_score = max(0.0, min(1.0, fitting_adherence)) + # 4. 形态规则度分数 + geometry_score_out = max(0.0, min(1.0, geometry_score)) - # 5. 边界利用率分数 - boundary_util_score = max(0.0, min(1.0, boundary_utilization)) + # 5. 价格活跃度分数 + activity_score_out = max(0.0, min(1.0, activity_score)) - # 6. 加权求和 + # 6. 倾斜度分数（新增） + tilt_score_out = calc_tilt_score_numba(upper_slope, lower_slope, breakout_dir) + + # 7. 加权求和 strength_up = ( W_PRICE * price_score_up + W_CONVERGENCE * convergence_score + W_VOLUME * vol_score + - W_FITTING * fitting_score + - W_UTILIZATION * boundary_util_score + W_GEOMETRY * geometry_score_out + + W_ACTIVITY * activity_score_out + + W_TILT * tilt_score_out ) strength_down = ( W_PRICE * price_score_down + W_CONVERGENCE * convergence_score + W_VOLUME * vol_score + - W_FITTING * fitting_score + - W_UTILIZATION * boundary_util_score + W_GEOMETRY * geometry_score_out + + W_ACTIVITY * activity_score_out + + W_TILT * tilt_score_out ) - # 7. 空白惩罚 - if UTILIZATION_FLOOR > 0: - utilization_penalty = min(1.0, boundary_util_score / UTILIZATION_FLOOR) + # 8. 空白惩罚 + if ACTIVITY_FLOOR > 0: + activity_penalty = min(1.0, activity_score_out / ACTIVITY_FLOOR) else: - utilization_penalty = 1.0 + activity_penalty = 1.0 - strength_up *= utilization_penalty - strength_down *= utilization_penalty + strength_up *= activity_penalty + strength_down *= activity_penalty return ( min(1.0, strength_up), @@ -496,8 +544,9 @@ def calc_breakout_strength_numba( price_score_down, convergence_score, vol_score, - fitting_score, - boundary_util_score + geometry_score_out, + activity_score_out, + tilt_score_out ) @@ -548,21 +597,21 @@ def fit_boundary_anchor_optimized( return slope, intercept, np.arange(len(pivot_indices)) -def calc_fitting_adherence_optimized( +def calc_geometry_score_optimized( pivot_indices: np.ndarray, pivot_values: np.ndarray, slope: float, intercept: float, ) -> float: - """优化版拟合贴合度计算（兼容原API）""" - return calc_fitting_adherence_numba( + """优化版形态规则度计算（兼容原API）""" + return calc_geometry_score_numba( pivot_indices.astype(np.float64), pivot_values.astype(np.float64), slope, intercept ) -def calc_boundary_utilization_optimized( +def calc_activity_score_optimized( high: np.ndarray, low: np.ndarray, upper_slope: float, @@ -572,8 +621,8 @@ def calc_boundary_utilization_optimized( start: int, end: int, ) -> float: - """优化版边界利用率计算（兼容原API）""" - return calc_boundary_utilization_numba( + """优化版价格活跃度计算（兼容原API）""" + return calc_activity_score_numba( high, low, upper_slope, upper_intercept, lower_slope, lower_intercept, start, end ) @@ -585,13 +634,31 @@ def calc_breakout_strength_optimized( lower_line: float, volume_ratio: float, width_ratio: float, - fitting_adherence: float, - boundary_utilization: float, -) -> Tuple[float, float, float, float, float, float, float, float]: - """优化版突破强度计算（兼容原API）""" + geometry_score: float, + activity_score: float, + upper_slope: float, # 新增 + lower_slope: float, # 新增 + breakout_dir, # 新增，可以是 str 或 int +) -> Tuple[float, float, float, float, float, float, float, float, float]: + """优化版突破强度计算（兼容原API） + + 支持 breakout_dir 为 str ("up"/"down"/"none") 或 int (1/2/0) + """ + # 转换breakout_dir为int（如果输入是str） + if isinstance(breakout_dir, str): + if breakout_dir == "up": + breakout_dir_int = 1 + elif breakout_dir == "down": + breakout_dir_int = 2 + else: # "none" + breakout_dir_int = 0 + else: + breakout_dir_int = breakout_dir + return calc_breakout_strength_numba( close, upper_line, lower_line, volume_ratio, - width_ratio, fitting_adherence, boundary_utilization + width_ratio, geometry_score, activity_score, + upper_slope, lower_slope, breakout_dir_int ) @@ -776,14 +843,14 @@ def detect_single_with_precomputed_pivots( break_tol: float, vol_window: int, vol_k: float, -) -> Tuple[bool, float, float, float, float, float, float, float, float, +) -> Tuple[bool, float, float, float, float, float, float, float, float, float, float, float, float, int, int, float, int, int]: """ 使用预计算枢轴点的单点检测（纯Numba实现） Returns: (is_valid, strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, boundary_util_score, + convergence_score, vol_score, geometry_score, activity_score, tilt_score, upper_slope, lower_slope, width_ratio, touches_upper, touches_lower, apex_x, breakout_dir, volume_confirmed) @@ -792,8 +859,8 @@ def detect_single_with_precomputed_pivots( """ n = window_end - window_start + 1 - # 默认无效结果 - invalid_result = (False, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, + # 默认无效结果（18个元素，包含tilt_score） + invalid_result = (False, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0, 0, 0.0, 0, -1) if n < 50: # 最小窗口检查 @@ -922,31 +989,33 @@ def detect_single_with_precomputed_pivots( if breakout_dir != 0: volume_confirmed = 1 if volume[window_end] > vol_ma * vol_k else 0 - # 计算拟合贴合度 - adherence_upper = calc_fitting_adherence_numba( + # 计算形态规则度 + geometry_upper = calc_geometry_score_numba( ph_indices.astype(np.float64), ph_values, a_u, b_u ) - adherence_lower = calc_fitting_adherence_numba( + geometry_lower = calc_geometry_score_numba( pl_indices.astype(np.float64), pl_values, a_l, b_l ) - fitting_adherence = (adherence_upper + adherence_lower) / 2.0 + geometry_score = (geometry_upper + geometry_lower) / 2.0 - # 计算边界利用率 - boundary_util = calc_boundary_utilization_numba( + # 计算价格活跃度 + activity_score = calc_activity_score_numba( high_win, low_win, a_u, b_u, a_l, b_l, 0, n - 1 ) # 计算突破强度 (strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, boundary_util_score) = \ + convergence_score, vol_score, geometry_score_out, activity_score_out, + tilt_score_out) = \ calc_breakout_strength_numba( close_val, upper_end, lower_end, volume_ratio, - width_ratio, fitting_adherence, boundary_util + width_ratio, geometry_score, activity_score, + a_u, a_l, breakout_dir ) return (True, strength_up, strength_down, price_score_up, price_score_down, - convergence_score, vol_score, fitting_score, boundary_util_score, - a_u, a_l, width_ratio, touches_upper, touches_lower, + convergence_score, vol_score, geometry_score_out, activity_score_out, + tilt_score_out, a_u, a_l, width_ratio, touches_upper, touches_lower, apex_x, breakout_dir, volume_confirmed) @@ -973,12 +1042,12 @@ def detect_batch_with_precomputed_pivots_numba( ) -> Tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray, - np.ndarray, np.ndarray, np.ndarray]: + np.ndarray, np.ndarray, np.ndarray, np.ndarray]: """ 使用预计算枢轴点的批量检测（单只股票，多日期） Returns: - 多个数组，每个元素对应一个检测点 + 多个数组，每个元素对应一个检测点（新增 tilt_score） """ n_valid = len(valid_indices) n_dates = 0 @@ -998,8 +1067,9 @@ def detect_batch_with_precomputed_pivots_numba( price_score_down = np.zeros(n_dates, dtype=np.float64) convergence_score = np.zeros(n_dates, dtype=np.float64) vol_score = np.zeros(n_dates, dtype=np.float64) - fitting_score = np.zeros(n_dates, dtype=np.float64) - boundary_util_score = np.zeros(n_dates, dtype=np.float64) + geometry_score = np.zeros(n_dates, dtype=np.float64) + activity_score = np.zeros(n_dates, dtype=np.float64) + tilt_score = np.zeros(n_dates, dtype=np.float64) # 新增 upper_slope = np.zeros(n_dates, dtype=np.float64) lower_slope = np.zeros(n_dates, dtype=np.float64) width_ratio = np.zeros(n_dates, dtype=np.float64) @@ -1039,22 +1109,23 @@ def detect_batch_with_precomputed_pivots_numba( price_score_down[result_idx] = result[4] convergence_score[result_idx] = result[5] vol_score[result_idx] = result[6] - fitting_score[result_idx] = result[7] - boundary_util_score[result_idx] = result[8] - upper_slope[result_idx] = result[9] - lower_slope[result_idx] = result[10] - width_ratio[result_idx] = result[11] - touches_upper[result_idx] = result[12] - touches_lower[result_idx] = result[13] - apex_x[result_idx] = result[14] - breakout_dir[result_idx] = result[15] - volume_confirmed[result_idx] = result[16] + geometry_score[result_idx] = result[7] + activity_score[result_idx] = result[8] + tilt_score[result_idx] = result[9] # 新增 + upper_slope[result_idx] = result[10] + lower_slope[result_idx] = result[11] + width_ratio[result_idx] = result[12] + touches_upper[result_idx] = result[13] + touches_lower[result_idx] = result[14] + apex_x[result_idx] = result[15] + breakout_dir[result_idx] = result[16] + volume_confirmed[result_idx] = result[17] result_idx += 1 return (date_indices, is_valid, strength_up, strength_down, price_score_up, price_score_down, convergence_score, - vol_score, fitting_score, boundary_util_score, + vol_score, geometry_score, activity_score, tilt_score, upper_slope, lower_slope, width_ratio, touches_upper, touches_lower, apex_x, breakout_dir, volume_confirmed) diff --git a/src/triangle_detector_api.py b/src/triangle_detector_api.py index edd3dc0..a068d8a 100644 --- a/src/triangle_detector_api.py +++ b/src/triangle_detector_api.py @@ -289,13 +289,14 @@ class StrengthComponents: """ 强度分分量（用于分析和可视化） - 总强度 = 价格分×50% + 收敛分×15% + 成交量分×10% + 拟合分×10% + 边界利用率×15% + 总强度 = 价格分×45% + 收敛分×15% + 成交量分×10% + 形态规则度×10% + 价格活跃度×15% + 倾斜度×5% """ price_score: float # 价格突破分数 (0~1) convergence_score: float # 收敛分数 (0~1) volume_score: float # 成交量分数 (0~1) - fitting_score: float # 拟合贴合度分数 (0~1) - utilization_score: float # 边界利用率分数 (0~1) + geometry_score: float # 形态规则度分数 (0~1) + activity_score: float # 价格活跃度分数 (0~1) + tilt_score: float # 倾斜度分数 (0~1，新增) def to_dict(self) -> Dict[str, float]: return asdict(self) @@ -475,8 +476,9 @@ def detect_triangle( price_score=result.price_score_up if result.breakout_dir != "down" else result.price_score_down, convergence_score=result.convergence_score, volume_score=result.volume_score, - fitting_score=result.fitting_score, - utilization_score=result.boundary_utilization, + geometry_score=result.geometry_score, + activity_score=result.activity_score, + tilt_score=result.tilt_score, ) # 构建前端图表数据 diff --git a/tests/test_renaming.py b/tests/test_renaming.py new file mode 100644 index 0000000..6a85821 --- /dev/null +++ b/tests/test_renaming.py @@ -0,0 +1,142 @@ +""" +测试重命名后的API是否正常工作 +""" +import numpy as np +from converging_triangle import ( + calc_geometry_score, + calc_activity_score, + calc_breakout_strength, +) + +def test_geometry_score(): + """测试形态规则度计算""" + pivot_indices = np.array([0, 10, 20, 30]) + pivot_values = np.array([100.0, 95.0, 90.0, 85.0]) + slope = -0.5 + intercept = 100.0 + + score = calc_geometry_score(pivot_indices, pivot_values, slope, intercept) + print(f"✅ 形态规则度计算成功: {score:.4f}") + assert 0 <= score <= 1, "分数应在 0~1 之间" + return score + +def test_activity_score(): + """测试价格活跃度计算""" + high = np.array([105, 102, 100, 98, 96, 94, 92, 90, 88, 86]) + low = np.array([95, 92, 90, 88, 86, 84, 82, 80, 78, 76]) + + upper_slope = -1.0 + upper_intercept = 105.0 + lower_slope = -1.0 + lower_intercept = 95.0 + + score = calc_activity_score(high, low, upper_slope, upper_intercept, + lower_slope, lower_intercept, 0, 9) + print(f"✅ 价格活跃度计算成功: {score:.4f}") + assert 0 <= score <= 1, "分数应在 0~1 之间" + return score + +def test_breakout_strength(): + """测试突破强度计算（使用新的参数名）""" + geometry_score = 0.8 + activity_score = 0.7 + + strength_up, strength_down, price_up, price_down, conv, vol, geom, act = \ + calc_breakout_strength( + close=105.0, + upper_line=100.0, + lower_line=90.0, + volume_ratio=1.5, + width_ratio=0.3, + geometry_score=geometry_score, + activity_score=activity_score, + ) + + print(f"✅ 突破强度计算成功:") + print(f" - 向上强度: {strength_up:.4f}") + print(f" - 形态规则度: {geom:.4f}") + print(f" - 价格活跃度: {act:.4f}") + + assert 0 <= strength_up <= 1, "强度应在 0~1 之间" + assert abs(geom - geometry_score) < 0.01, "形态规则度应正确传递" + assert abs(act - activity_score) < 0.01, "价格活跃度应正确传递" + + return strength_up, strength_down + +def test_imports(): + """测试新命名的导入""" + try: + from converging_triangle import calc_geometry_score, calc_activity_score + from converging_triangle_optimized import ( + calc_geometry_score_optimized, + calc_activity_score_optimized, + ) + print("✅ 所有函数导入成功") + return True + except ImportError as e: + print(f"❌ 导入失败: {e}") + return False + +def test_dataclass_fields(): + """测试数据类字段重命名""" + from converging_triangle import ConvergingTriangleResult + from triangle_detector_api import StrengthComponents + + # 检查 ConvergingTriangleResult 字段 + result = ConvergingTriangleResult() + assert hasattr(result, 'geometry_score'), "应有 geometry_score 字段" + assert hasattr(result, 'activity_score'), "应有 activity_score 字段" + assert not hasattr(result, 'fitting_score'), "不应有旧的 fitting_score 字段" + assert not hasattr(result, 'boundary_utilization'), "不应有旧的 boundary_utilization 字段" + print("✅ ConvergingTriangleResult 字段正确") + + # 检查 StrengthComponents 字段 + comp = StrengthComponents( + price_score=0.5, + convergence_score=0.6, + volume_score=0.4, + geometry_score=0.7, + activity_score=0.8, + ) + assert comp.geometry_score == 0.7, "geometry_score 应正确设置" + assert comp.activity_score == 0.8, "activity_score 应正确设置" + print("✅ StrengthComponents 字段正确") + + return True + +if __name__ == "__main__": + print("=" * 60) + print("测试重命名后的API") + print("=" * 60) + + try: + # 1. 测试导入 + print("\n[1/5] 测试函数导入...") + test_imports() + + # 2. 测试数据类字段 + print("\n[2/5] 测试数据类字段...") + test_dataclass_fields() + + # 3. 测试形态规则度 + print("\n[3/5] 测试形态规则度计算...") + test_geometry_score() + + # 4. 测试价格活跃度 + print("\n[4/5] 测试价格活跃度计算...") + test_activity_score() + + # 5. 测试突破强度 + print("\n[5/5] 测试突破强度计算...") + test_breakout_strength() + + print("\n" + "=" * 60) + print("✅ 所有测试通过！重命名成功！") + print("=" * 60) + + except Exception as e: + print("\n" + "=" * 60) + print(f"❌ 测试失败: {e}") + print("=" * 60) + import traceback + traceback.print_exc() diff --git a/tests/test_tilt_score.py b/tests/test_tilt_score.py new file mode 100644 index 0000000..616e4f7 --- /dev/null +++ b/tests/test_tilt_score.py @@ -0,0 +1,125 @@ +""" +测试倾斜度分数计算功能 + +测试 calc_tilt_score() 函数的正确性 +""" +import sys +import os +sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..', 'src')) + +from converging_triangle import calc_tilt_score + + +def test_basic_cases(): + """测试基本情况""" + print("\n=== 测试基本情况 ===") + + # 1. 对称三角形 + 向上突破（中轴水平） + score = calc_tilt_score(-0.03, 0.03, "up") + print(f"对称三角形 + 向上突破: {score:.3f} (期望 = 0.5)") + assert abs(score - 0.5) < 0.01, f"对称三角形应该得0.5，实际: {score:.3f}" + + # 2. 对称三角形 + 向下突破 + score = calc_tilt_score(-0.03, 0.03, "down") + print(f"对称三角形 + 向下突破: {score:.3f} (期望 = 0.5)") + assert abs(score - 0.5) < 0.01, f"对称三角形应该得0.5，实际: {score:.3f}" + + # 3. 任意形态 + 未突破 + score = calc_tilt_score(0.01, -0.01, "none") + print(f"任意形态 + 未突破: {score:.3f} (期望 = 0.5)") + assert score == 0.5, f"未突破应该得0.5，实际: {score:.3f}" + + +def test_upward_tilt(): + """测试向上倾斜的情况""" + print("\n=== 测试向上倾斜 ===") + + # 轻微向上倾斜 + 向上突破（顺势） + score = calc_tilt_score(0.0, 0.05, "up") + print(f"向上倾斜 + 向上突破: {score:.3f} (期望 > 0.5)") + assert score > 0.5, f"向上倾斜向上突破应该 > 0.5，实际: {score:.3f}" + + # 轻微向上倾斜 + 向下突破（逆势） + score = calc_tilt_score(0.0, 0.05, "down") + print(f"向上倾斜 + 向下突破: {score:.3f} (期望 < 0.5)") + assert score < 0.5, f"向上倾斜向下突破应该 < 0.5，实际: {score:.3f}" + + # 强烈向上倾斜 + 向上突破 + score = calc_tilt_score(0.0, 0.20, "up") + print(f"强向上倾斜 + 向上突破: {score:.3f} (期望明显 > 0.5)") + assert score > 0.55, f"强向上倾斜向上突破应该 > 0.55，实际: {score:.3f}" + + +def test_downward_tilt(): + """测试向下倾斜的情况""" + print("\n=== 测试向下倾斜 ===") + + # 轻微向下倾斜 + 向下突破（顺势） + score = calc_tilt_score(-0.05, 0.0, "down") + print(f"向下倾斜 + 向下突破: {score:.3f} (期望 > 0.5)") + assert score > 0.5, f"向下倾斜向下突破应该 > 0.5，实际: {score:.3f}" + + # 轻微向下倾斜 + 向上突破（逆势） + score = calc_tilt_score(-0.05, 0.0, "up") + print(f"向下倾斜 + 向上突破: {score:.3f} (期望 < 0.5)") + assert score < 0.5, f"向下倾斜向上突破应该 < 0.5，实际: {score:.3f}" + + # 强烈向下倾斜 + 向下突破 + score = calc_tilt_score(-0.20, 0.0, "down") + print(f"强向下倾斜 + 向下突破: {score:.3f} (期望明显 > 0.5)") + assert score > 0.55, f"强向下倾斜向下突破应该 > 0.55，实际: {score:.3f}" + + +def test_bounds(): + """测试边界""" + print("\n=== 测试边界 ===") + + test_cases = [ + (0.1, 0.1, "up"), + (-0.1, -0.1, "down"), + (0.0, 0.0, "none"), + (0.05, -0.05, "up"), + (-0.05, 0.05, "down"), + (0.5, 0.5, "up"), # 极端情况 + (-0.5, -0.5, "down"), # 极端情况 + ] + + for upper, lower, direction in test_cases: + score = calc_tilt_score(upper, lower, direction) + print(f" 斜率({upper:+.2f}, {lower:+.2f}) + {direction:5s}: {score:.3f}") + assert 0.0 <= score <= 1.0, f"分数超出 [0, 1] 范围: {score}" + + print("所有分数都在 [0, 1] 范围内") + + +def run_all_tests(): + """运行所有测试""" + print("=" * 60) + print("倾斜度分数计算 - 单元测试") + print("=" * 60) + + try: + test_basic_cases() + test_upward_tilt() + test_downward_tilt() + test_bounds() + + print("\n" + "=" * 60) + print("[PASS] 所有测试通过！") + print("=" * 60) + return True + except AssertionError as e: + print("\n" + "=" * 60) + print(f"[FAIL] 测试失败: {e}") + print("=" * 60) + return False + except Exception as e: + print("\n" + "=" * 60) + print(f"[ERROR] 运行错误: {e}") + print("=" * 60) + return False + + +if __name__ == "__main__": + success = run_all_tests() + sys.exit(0 if success else 1)