Add files via upload

2026-08-04 13:27:43 +00:00 · 2025-11-14 23:16:51 +00:00
parent 8c9371683e
commit 53c7aa9182
85 changed files with 6789 additions and 0 deletions
@@ -0,0 +1,138 @@
+# scripts/plot_indicators.py
+import os
+from datetime import datetime
+
+import numpy as np
+import pandas as pd
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+
+BASE_DIR = os.path.dirname(os.path.dirname(__file__))
+DERIVED_DATA_DIR = os.path.join(BASE_DIR, "data", "derived")
+CHARTS_DIR = os.path.join(BASE_DIR, "charts")
+os.makedirs(CHARTS_DIR, exist_ok=True)
+
+DATA_PATH = os.path.join(DERIVED_DATA_DIR, "EURUSD_H1_with_indicators.csv")
+
+# 自动生成带时间戳的输出文件名
+timestamp = datetime.now().strftime("%Y%m%d_%H%M")
+OUTPUT_PATH = os.path.join(CHARTS_DIR, f"EURUSD_H1_with_indicators_{timestamp}.html")
+
+df = pd.read_csv(DATA_PATH, parse_dates=["time"])
+
+# 计算均线（若已存在将覆盖为最新计算）
+if {"close"}.issubset(df.columns):
+    df["SMA_20"] = df["close"].rolling(20).mean()
+    df["SMA_200"] = df["close"].rolling(200).mean()
+
+# 创建两行子图，共享x轴
+fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
+                    vertical_spacing=0.1,
+                    row_heights=[0.7, 0.3],
+                    specs=[[{"type": "candlestick"}],
+                           [{"secondary_y": True}]])
+
+# 第一个子图：蜡烛图 + 均线
+fig.add_trace(go.Candlestick(
+    x=df['time'],
+    open=df['open'],
+    high=df['high'],
+    low=df['low'],
+    close=df['close'],
+    name='Candlestick'
+), row=1, col=1)
+
+if 'SMA_20' in df.columns:
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['SMA_20'],
+        line=dict(color='blue', width=1),
+        name='SMA 20'
+    ), row=1, col=1)
+
+if 'EMA_50' in df.columns:
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['EMA_50'],
+        line=dict(color='orange', width=1),
+        name='EMA 50'
+    ), row=1, col=1)
+
+# 绘制 SMA 200
+if 'SMA_200' in df.columns:
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['SMA_200'],
+        line=dict(width=1),
+        name='SMA 200'
+    ), row=1, col=1)
+
+# 金叉/死叉标记：SMA20 与 SMA200 交叉
+if 'SMA_20' in df.columns and 'SMA_200' in df.columns:
+    sign = np.sign(df["SMA_20"] - df["SMA_200"])
+    cross = sign.diff().fillna(0).ne(0) & df["SMA_20"].notna() & df["SMA_200"].notna()
+    golden = cross & (sign > 0)
+    dead = cross & (sign < 0)
+
+    # 金叉
+    fig.add_trace(go.Scatter(
+        x=df.loc[golden, "time"], y=df.loc[golden, "SMA_20"],
+        mode="markers", name="Golden Cross",
+        marker_symbol="triangle-up", marker_size=9
+    ), row=1, col=1)
+
+    # 死叉
+    fig.add_trace(go.Scatter(
+        x=df.loc[dead, "time"], y=df.loc[dead, "SMA_20"],
+        mode="markers", name="Dead Cross",
+        marker_symbol="triangle-down", marker_size=9
+    ), row=1, col=1)
+
+# 第二个子图：RSI 和 MACD
+rsi_exists = 'RSI' in df.columns
+macd_exists = 'MACD' in df.columns and 'MACD_signal' in df.columns and 'MACD_hist' in df.columns
+
+if rsi_exists:
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['RSI'],
+        line=dict(color='purple', width=1),
+        name='RSI'
+    ), row=2, col=1, secondary_y=False)
+
+if macd_exists:
+    # MACD 柱状图
+    fig.add_trace(go.Bar(
+        x=df['time'], y=df['MACD_hist'],
+        marker_color='grey',
+        name='MACD Hist'
+    ), row=2, col=1, secondary_y=True)
+    # MACD 线
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['MACD'],
+        line=dict(color='blue', width=1),
+        name='MACD'
+    ), row=2, col=1, secondary_y=True)
+    # MACD 信号线
+    fig.add_trace(go.Scatter(
+        x=df['time'], y=df['MACD_signal'],
+        line=dict(color='orange', width=1, dash='dot'),
+        name='MACD Signal'
+    ), row=2, col=1, secondary_y=True)
+
+# 布局设置
+fig.update_layout(
+    title="EUR/USD with Technical Indicators",
+    xaxis_title="Time",
+    yaxis_title="Price",
+    xaxis_rangeslider_visible=False,
+    legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1)
+)
+
+# RSI y轴范围限制
+if rsi_exists:
+    fig.update_yaxes(title_text="RSI", row=2, col=1, secondary_y=False, range=[0, 100])
+
+# MACD y轴标题
+if macd_exists:
+    fig.update_yaxes(title_text="MACD", row=2, col=1, secondary_y=True)
+
+# 保存图表
+fig.write_html(OUTPUT_PATH)
+print(f"✅ 图表已保存至 {OUTPUT_PATH}")