增加交易策略、交易指标、量化库代码等文件夹

This commit is contained in:
Win_home
2025-04-27 15:54:09 +08:00
parent ca3b209096
commit f57150dae8
589 changed files with 854346 additions and 1757 deletions

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from flask import Flask, render_template, jsonify
import pandas as pd
import numpy as np
import os
import ast
app = Flask(__name__)
# current_dir = os.path.dirname(os.path.abspath(__file__))
# os.chdir(current_dir)
# print("已更改为新的工作目录:", current_dir)
# 获取当前工作目录
current_directory = os.getcwd()
print("当前工作目录:", current_directory)
# 设置新的工作目录
new_directory = "C:/simnow_trader/traderdata"
os.chdir(new_directory)
# 验证新的工作目录
updated_directory = os.getcwd()
print("已更改为新的工作目录:", updated_directory)
# 获取当前文件夹中所有包含"ofdata"字符的CSV文件
def get_csv_files():
files = {}
for filename in os.listdir():
if "ofdata" in filename and filename.endswith(".csv"):
files[filename] = os.path.join(os.getcwd(), filename)
return files
# 根据文件路径加载数据只读取前12列
def load_data(file_path):
df = pd.read_csv(file_path, usecols=range(12)) # 只读取前12列
df["delta"] = df["delta"].astype(float)
df['datetime'] = pd.to_datetime(df['datetime'], format='mixed')
df['delta累计'] = df.groupby(df['datetime'].dt.date)['delta'].cumsum()
df['终极平滑值'],df['趋势方向'] = ultimate_smoother(df["close"],48)
df['datetime'] = df['datetime'].dt.strftime("%Y-%m-%d %H:%M:%S")
df['POC'] = add_poc_column(df)
return df.tail(20).to_dict(orient="records")
def safe_literal_eval(x):
"""带异常处理的安全转换"""
try:
return ast.literal_eval(x)
except:
return [] # 返回空列表作为占位符
def add_poc_column(df):
# 安全转换列数据
df['price'] = df['price'].apply(safe_literal_eval)
df['Ask'] = df['Ask'].apply(lambda x: list(map(int, safe_literal_eval(x))))
df['Bid'] = df['Bid'].apply(lambda x: list(map(int, safe_literal_eval(x))))
# 定义处理函数(带数据验证)
def find_poc(row):
# 验证三个列表长度一致且非空
if not (len(row['price']) == len(row['Ask']) == len(row['Bid']) > 0):
return 0 # 返回空值标记异常数据
sums = [a + b for a, b in zip(row['Ask'], row['Bid'])]
try:
max_index = sums.index(max(sums))
return row['price'][max_index]
except ValueError:
return 0 # 处理空求和列表情况
# 应用处理函数
df['POC'] = df.apply(find_poc, axis=1)
# 可选:统计异常数据
error_count = df['POC'].isnull().sum()
if error_count > 0:
print(f"警告:发现 {error_count} 行异常数据已标记为NaN")
return df['POC']
def ultimate_smoother(price, period):
# 初始化变量(修正角度单位为弧度)
a1 = np.exp(-1.414 * np.pi / period)
b1 = 2 * a1 * np.cos(1.414 * np.pi / period) # 将180改为np.pi
c2 = b1
c3 = -a1 ** 2
c1 = (1 + c2 - c3) / 4
# 准备输出序列
us = np.zeros(len(price))
us_new = np.zeros(len(price))
trend = [None]*(len(price))
ma_close = np.zeros(len(price))
# 前4个点用原始价格初始化
for i in range(len(price)):
if i < 4:
us[i] = price[i]
else:
# 应用递归公式
us[i] = (1 - c1) * price[i] + (2 * c1 - c2) * price[i-1] \
- (c1 + c3) * price[i-2] + c2 * us[i-1] + c3 * us[i-2]
us_new = np.around(us, decimals=2)
ma_close = price.rolling(window=period).mean()
if us_new[i]>price[i] and ma_close[i]>price[i]:
trend[i] = '空头趋势'
elif us_new[i]<price[i] and ma_close[i]<price[i]:
trend[i] = '多头趋势'
else:
trend[i] = '无趋势'
return us_new,trend
@app.route("/")
def index():
files = get_csv_files() # 获取所有符合条件的文件
# 默认显示第一个文件的数据
first_file = list(files.keys())[0] if files else None
data = load_data(files[first_file]) if first_file else []
return render_template("index.html", data=data, files=files, file_name=first_file)
@app.route("/data/<file_name>")
def switch_data(file_name):
files = get_csv_files() # 获取所有符合条件的文件
if file_name in files:
data = load_data(files[file_name])
return jsonify(data)
return jsonify({"error": "File not found"}), 404
if __name__ == "__main__":
app.run(host='0.0.0.0', port=5000, debug=True) # 监听所有网络接口