crypto_quant/metrics_config.py

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METRICS_CONFIG = {
"macd": {
"金叉": 1.5,
"死叉": 0.5,
"底背离": 1.5,
"顶背离": 0.5,
},
"kdj": {
"金叉": 1.5,
"死叉": 0.5,
"超超卖": 1.5,
"超卖": 1.2,
"超超买": 0.5,
"超买": 0.8,
},
"rsi": {
"超卖": 1.2,
"超买": 0.8,
},
"boll": {
"突破下轨": 1.2,
"击穿上轨": 0.8,
"超超卖": 1.5,
"超卖": 1.2,
"超超买": 0.5,
"超买": 0.8,
},
"ma_long_short": {
"": 1.2,
"": 0.8,
},
"ma_divergence": {
"": {
"超买": {
"超发散": 0.8,
"粘合": 0.8,
},
"非超买": {
"发散": 1.2,
"适中": 1.2,
"粘合": 1.5,
},
},
"": {
"超卖": {
"超发散": 1.2,
"粘合": 1.2,
},
"非超卖": {
"发散": 0.8,
"适中": 0.8,
"粘合": 0.8,
},
},
},
"ma5102030": {
"5穿10": 1.1,
"5穿20": 1.2,
"5穿30": 1.3,
"10穿30": 1.3,
"10穿5": 0.8,
"20穿5": 0.7,
"30穿5": 0.6,
"30穿10": 0.5,
},
"k_shape": {
"超买": {
"阳线": {
"一字": 0.8,
"长吊锤线": 0.8,
"吊锤线": 0.9,
"长倒T线": 0.8,
"倒T线": 0.9,
"长十字星": 0.8,
"十字星": 0.9,
"长上影线纺锤体": 0.8,
"长下影线纺锤体": 0.9,
"大实体": 1.1,
"超大实体": 1.2,
"超大实体+光头光脚": 1.3,
},
"阴线": {
"一字": 0.7,
"长吊锤线": 0.7,
"吊锤线": 0.8,
"长倒T线": 0.7,
"倒T线": 0.8,
"长十字星": 0.7,
"十字星": 0.8,
"长上影线纺锤体": 0.7,
"长下影线纺锤体": 0.8,
"大实体": 0.7,
"超大实体": 0.6,
"光头光脚": 0.8,
"超大实体+光头光脚": 0.5,
},
},
"超卖": {
"阳线": {
"一字": 1.5,
"长吊锤线": 1.5,
"吊锤线": 1.2,
"长倒T线": 1.5,
"倒T线": 1.2,
"长十字星": 1.6,
"十字星": 1.3,
"长上影线纺锤体": 1.2,
"长下影线纺锤体": 1.5,
"小实体": 1.2,
"大实体": 1.5,
"超大实体": 1.8,
"光头光脚": 1.5,
"超大实体+光头光脚": 2,
},
"阴线": {
"一字": 1.2,
"长吊锤线": 1.2,
"吊锤线": 1.1,
"长倒T线": 1.2,
"倒T线": 1.1,
"长十字星": 1.3,
"十字星": 1.1,
"长上影线纺锤体": 1.1,
"长下影线纺锤体": 1.2,
"大实体": 0.8,
"超大实体": 0.7,
"光头光脚": 0.9,
"超大实体+光头光脚": 0.6,
},
},
},
"huge_volume": {
"阳线": {
"": {
"非超买": {
"any": 1.2,
},
},
"": {
"超卖": {
"close_20_low": 1.2,
"close_10_low": 1.3,
"low_20_low": 1.3,
"low_10_low": 1.5,
"any": 1.1,
},
},
},
"阴线": {
"": {
"超买": {
"close_80_high": 0.8,
"close_90_high": 0.7,
"high_80_high": 0.7,
"high_90_high": 0.6,
"any": 0.9,
},
},
"": {
"非超卖": {
"any": 0.8,
},
},
},
},
}