褚宏光
543572667b
- Created README.md and USAGE.md for project overview and usage instructions. - Added core algorithm in src/converging_triangle.py for batch processing of stock data. - Introduced data files (open.pkl, high.pkl, low.pkl, close.pkl, volume.pkl) for OHLCV data. - Developed output documentation for results and breakout strength calculations. - Implemented scripts for running the detection and generating reports. - Added SVG visualizations and markdown documentation for algorithm details and usage examples.
1.8 KiB
1.8 KiB
使用说明
快速启动
.\.venv\Scripts\Activate.ps1
python scripts/run_converging_triangle.py
1. 创建与激活虚拟环境
# 创建环境（首次）
python -m venv .venv
# 激活环境
.\.venv\Scripts\Activate.ps1
2. 安装依赖
pip install numpy pandas matplotlib
3. 运行脚本
收敛三角形批量检测（主脚本）
python scripts/run_converging_triangle.py
输出：
outputs/converging_triangles/all_results.csv- 全部检测结果outputs/converging_triangles/strong_breakout_up.csv- 高强度向上突破outputs/converging_triangles/strong_breakout_down.csv- 高强度向下突破
对称三角形检测（单点检测）
python scripts/run_sym_triangle_pkl.py
输出：
outputs/sym_triangles/*.png- 各股票图表outputs/sym_triangles/summary.csv- 汇总表
4. 参数调整
编辑 scripts/run_converging_triangle.py 顶部的参数区：
PARAMS = ConvergingTriangleParams(
window=400, # 分析窗口大小
pivot_k=20, # 枢轴点检测窗口
shrink_ratio=0.8, # 收敛比阈值
# ...
)
RECENT_DAYS = 500 # 计算最近 N 天（None=全部历史）
ONLY_VALID = True # 只输出有效三角形
5. 数据格式
数据文件位于 data/ 目录，格式为 pkl：
{
'mtx': ndarray (n_stocks, n_days), # 数据矩阵
'dtes': ndarray (n_days,), # 日期 (20050104)
'tkrs': ndarray (n_stocks,), # 股票代码 (SH600000)
'tkrs_name': ndarray (n_stocks,), # 股票名称
}
6. 备注
- 关闭环境：
deactivate - 权限问题（PowerShell）：
Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser