褚宏光
6d545eb231
- Added support for a detailed chart mode in plot_converging_triangles.py, allowing users to visualize all pivot points and fitting lines. - Improved pivot fitting logic to utilize multiple representative points, enhancing detection accuracy and reducing false positives. - Introduced a new real-time detection mode with flexible zone parameters for better responsiveness in stock analysis. - Updated README.md and USAGE.md to reflect new features and usage instructions. - Added multiple documentation files detailing recent improvements, including pivot point fitting and visualization enhancements. - Cleaned up and archived outdated scripts to streamline the project structure.
149 lines
3.9 KiB
Markdown
149 lines
3.9 KiB
Markdown
# 使用说明
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## 快速启动
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```powershell
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.\.venv\Scripts\Activate.ps1
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python scripts/pipeline_converging_triangle.py
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```
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## 1. 创建与激活虚拟环境
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```powershell
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# 创建环境（首次）
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python -m venv .venv
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# 激活环境
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.\.venv\Scripts\Activate.ps1
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```
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## 2. 安装依赖
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```powershell
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pip install numpy pandas matplotlib
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```
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## 3. 运行脚本
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### 一键流水线（推荐）
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```powershell
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python scripts/pipeline_converging_triangle.py
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```
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常用参数：
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```powershell
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# 指定日期
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python scripts/pipeline_converging_triangle.py --date 20260120
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# 跳过检测（仅生成报告与图表）
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python scripts/pipeline_converging_triangle.py --skip-detection
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```
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### 仅批量检测
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```powershell
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python scripts/run_converging_triangle.py
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```
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### 仅生成报告
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```powershell
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python scripts/report_converging_triangles.py
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```
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### 仅绘制图表
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```powershell
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# 简洁模式（默认）- 仅显示收盘价、上沿、下沿
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# 文件名格式: YYYYMMDD_股票代码_股票名称.png
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python scripts/plot_converging_triangles.py
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# 详细模式 - 显示所有枢轴点、拟合点、分段线等
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# 文件名格式: YYYYMMDD_股票代码_股票名称_detail.png
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python scripts/plot_converging_triangles.py --show-details
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# 指定日期
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python scripts/plot_converging_triangles.py --date 20260120
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# 同时生成两种模式进行对比（先后运行两次）
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python scripts/plot_converging_triangles.py # 生成简洁版
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python scripts/plot_converging_triangles.py --show-details # 生成详细版
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```
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**提示**: 简洁模式和详细模式的文件名不同（详细模式带 `_detail` 后缀），两种模式的图表会同时保留，方便对比查看。
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输出（已被 `.gitignore` 忽略，默认不推送远程）：
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- `outputs/converging_triangles/all_results.csv`
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- `outputs/converging_triangles/strong_breakout_up.csv`
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- `outputs/converging_triangles/strong_breakout_down.csv`
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- `outputs/converging_triangles/report.md`
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- `outputs/converging_triangles/charts/*.png`
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## 4. 参数调整
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编辑 `scripts/triangle_config.py`（统一配置）：
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```python
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DETECTION_PARAMS = ConvergingTriangleParams(
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window=120, # 检测窗口大小
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pivot_k=15, # 枢轴点检测窗口
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shrink_ratio=0.6, # 收敛比阈值（严格模式）
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# ...
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)
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# 实时模式配置
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REALTIME_MODE = True # True=实时模式（默认），False=标准模式
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FLEXIBLE_ZONE = 5 # 灵活区域大小（最近5天）
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# 显示配置
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RECENT_DAYS = 500 # 计算最近 N 天（None=全部历史）
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DISPLAY_WINDOW = 500 # 图表显示范围
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ONLY_VALID = True # 只输出有效三角形
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SHOW_CHART_DETAILS = False # 图表详细模式（False=简洁，True=详细）
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```
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### 实时模式 vs 标准模式
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- **实时模式**（推荐，默认）：
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- ✅ 能捕获最近的枢轴点（无15天滞后）
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- ✅ 适合实时选股
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- ⚠️ 候选枢轴点置信度较低
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- **标准模式**：
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- ✅ 枢轴点质量高（完整窗口确认）
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- ✅ 适合历史回测
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- ⚠️ 有15天确认滞后
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### 图表详细模式
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- **简洁模式**（默认，`SHOW_CHART_DETAILS = False`）：
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- 仅显示收盘价、上沿线、下沿线
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- 图表清爽，适合日常使用
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- **详细模式**（`SHOW_CHART_DETAILS = True` 或命令行 `--show-details`）：
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- 额外显示所有枢轴点、拟合点、分段线
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- 便于理解算法逻辑和调试
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## 5. 数据格式
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数据文件位于 `data/` 目录，格式为 pkl：
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```python
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{
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'mtx': ndarray (n_stocks, n_days), # 数据矩阵
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'dtes': ndarray (n_days,), # 日期 (20050104)
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'tkrs': ndarray (n_stocks,), # 股票代码 (SH600000)
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'tkrs_name': ndarray (n_stocks,), # 股票名称
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}
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```
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## 6. 备注
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- 关闭环境：`deactivate`
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- 权限问题（PowerShell）：
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```powershell
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Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser
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```
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