褚宏光
5455f8e456
- Added pipeline_converging_triangle.py for streamlined execution of detection, reporting, and chart generation. - Introduced triangle_config.py for centralized parameter management across scripts. - Updated plot_converging_triangles.py to utilize parameters from the new config file. - Revised report_converging_triangles.py to reflect dynamic detection window based on configuration. - Enhanced existing scripts for improved error handling and output consistency. - Added new documentation files for usage instructions and parameter configurations.
167 lines
5.1 KiB
Python
167 lines
5.1 KiB
Python
"""
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收敛三角形检测参数配置
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所有相关脚本共享此配置，确保参数一致性：
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- run_converging_triangle.py (批量检测)
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- report_converging_triangles.py (报告生成)
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- plot_converging_triangles.py (图表绘制)
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"""
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import os
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import sys
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# 让脚本能找到 src/ 下的模块
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sys.path.append(os.path.join(os.path.dirname(__file__), "..", "src"))
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from converging_triangle import ConvergingTriangleParams
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# ============================================================================
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# 核心检测参数
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# ============================================================================
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# 严格模式：更严格的收敛和突破要求（当前激活）
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DETECTION_PARAMS = ConvergingTriangleParams(
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# 基础窗口
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window=120, # 检测窗口大小（交易日）
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pivot_k=15, # 枢轴点检测周期
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# 边界拟合
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boundary_n_segments=2, # 边界线分段数
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boundary_source="full", # 边界拟合数据源: "full"(全部) 或 "pivot"(仅枢轴点)
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# 斜率约束
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upper_slope_max=0.10, # 上沿最大斜率（正值，向上倾斜）
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lower_slope_min=-0.10, # 下沿最小斜率（负值，向下倾斜）
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# 触碰检测
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touch_tol=0.10, # 触碰容差（10%以内算触碰）
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touch_loss_max=0.10, # 平均触碰误差上限
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# 收敛度要求
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shrink_ratio=0.6, # 🔧 更严格：末端≤60%起始宽度
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# 突破检测
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break_tol=0.005, # 🔧 更明显的突破（0.5%）
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# 成交量确认
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vol_window=20, # 成交量移动窗口
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vol_k=1.5, # 🔧 更强的放量要求
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# 假突破过滤
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false_break_m=5, # 假突破回看天数
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)
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# 默认模式（备用）
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DEFAULT_PARAMS = ConvergingTriangleParams(
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window=120,
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pivot_k=15,
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boundary_n_segments=2,
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boundary_source="full",
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upper_slope_max=0.10,
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lower_slope_min=-0.10,
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touch_tol=0.10,
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touch_loss_max=0.10,
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shrink_ratio=0.8,
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break_tol=0.001,
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vol_window=20,
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vol_k=1.3,
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false_break_m=5,
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)
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# ============================================================================
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# 数据范围配置
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# ============================================================================
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# 计算范围：None = 全部历史，具体数字 = 最近N天
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RECENT_DAYS = 500
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# 显示范围：图表中显示的交易日数
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DISPLAY_WINDOW = 500
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# ============================================================================
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# 输出控制
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# ============================================================================
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# 是否只输出有效三角形
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ONLY_VALID = True
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# 是否显示详细日志
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VERBOSE = True
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# ============================================================================
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# 推荐参数预设（备选方案）
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# ============================================================================
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# 宽松模式：捕获更多潜在形态
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LOOSE_PARAMS = ConvergingTriangleParams(
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window=120,
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pivot_k=15,
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boundary_n_segments=2,
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boundary_source="full",
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upper_slope_max=0.15, # 允许更陡峭的斜率
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lower_slope_min=-0.15,
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touch_tol=0.12,
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touch_loss_max=0.12,
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shrink_ratio=0.85, # 更宽松的收敛要求
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break_tol=0.001,
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vol_window=20,
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vol_k=1.2,
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false_break_m=5,
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)
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# ============================================================================
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# 使用说明
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# ============================================================================
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def get_params(mode: str = "strict") -> ConvergingTriangleParams:
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"""
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获取检测参数
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Args:
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mode: 参数模式，可选值：
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- "strict": 严格模式（当前默认，推荐）
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- "default": 默认参数
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- "loose": 宽松模式
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Returns:
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ConvergingTriangleParams 实例
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"""
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if mode == "default":
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return DEFAULT_PARAMS
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elif mode == "loose":
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return LOOSE_PARAMS
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else:
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return DETECTION_PARAMS # strict
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if __name__ == "__main__":
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print("=" * 70)
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print("收敛三角形检测参数配置")
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print("=" * 70)
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print("\n[当前激活: 严格模式]")
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print(f" 检测窗口: {DETECTION_PARAMS.window} 个交易日")
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print(f" 收敛比例: ≤ {DETECTION_PARAMS.shrink_ratio} (末端宽度/起始宽度)")
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print(f" 突破阈值: {DETECTION_PARAMS.break_tol * 100:.2f}%")
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print(f" 放量倍数: ≥ {DETECTION_PARAMS.vol_k}x")
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print("\n[数据范围]")
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print(f" 计算范围: 最近 {RECENT_DAYS} 个交易日")
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print(f" 图表显示: {DISPLAY_WINDOW} 个交易日")
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print("\n[可选模式]")
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print(" - strict: 严格模式（当前使用，高质量）")
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print(" - default: 默认参数（较宽松）")
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print(" - loose: 宽松模式（更多候选）")
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print("\n[关键差异]")
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print(" 参数 | 严格模式 | 默认模式 | 宽松模式")
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print(" ------------|---------|---------|----------")
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print(" 收敛比例 | ≤0.6 | ≤0.8 | ≤0.85")
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print(" 突破阈值 | 0.5% | 0.1% | 0.1%")
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print(" 放量倍数 | ≥1.5x | ≥1.3x | ≥1.2x")
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print("=" * 70)
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