chan-lun

缠论(缠中说禅理论)量化核心库 —— 分型 / 笔 / 线段 / 中枢 / 背驰 / 三类买卖点, 外加日线信号 → 30 分钟级别的跨级别共振确认(区间套)。

纯 Python 实现,不依赖任何行情接口:输入标准化 bar 序列,输出结构对象与信号。只依赖 numpy(背驰计算)与 pandas(bars 归一化辅助)。

发行名:chan-lun-core(PyPI 上 chan 已被占用, chan-lun 与现有 chanlun 冲突, 故加 -core 后缀)
import 名:chan
许可证:MIT

安装

从 PyPI 安装(打 v* tag 后 CI 自动发布):

pip install chan-lun-core

从 GitHub Release 安装(同样由 CI 自动构建):

pip install https://github.com/lushi78778/chan-lun/releases/download/v0.1.4/chan_lun_core-0.1.4-py3-none-any.whl

或源码安装:

pip install git+https://github.com/lushi78778/chan-lun.git

要求 Python >= 3.6、numpy >= 1.14、pandas >= 0.23 (与聚宽研究环境 3.6.7 / numpy 1.14.6 / pandas 0.23.4 对齐,新版同样兼容)。

数据约定

所有模块的输入/输出都是纯 Python 结构(list of dict / 简单对象), 与数据来源无关:

# 标准 bar: 按时间升序的 dict 列表
bars = [
    {"dt": ..., "open": ..., "high": ..., "low": ..., "close": ..., "volume": ...},
    ...
]

chan.bars.normalize_bars 负责把聚宽 get_price/get_bars 等返回的 DataFrame 转成标准 bar 序列(列名可配置)。

模块与流水线

模块	功能	主要入口
`chan.bars`	行情归一化	`normalize_bars`, `bars_to_df`
`chan.fx`	包含处理 + 分型	`remove_includes`, `find_fxs`
`chan.bi`	笔识别	`find_bis`, `chan_fx_bi`
`chan.xd`	线段(特征序列两种标准)	`find_xds`, `chan_bis_xds`
`chan.zs`	中枢与走势类型	`find_zs`, `classify_trend`
`chan.bc`	背驰(MACD 辅助)	`macd_series`, `find_trend_bc`, `find_pan_bc`
`chan.bs`	三类买卖点	`find_buy_points`, `find_sell_points`
`chan.cross30`	30m 跨级别共振确认	`confirm_buy3_30m`, `confirm_sell3_30m`

最小示例(完整管线):

from chan.bars import normalize_bars
from chan.bi import chan_fx_bi
from chan.xd import chan_bis_xds
from chan.zs import find_zs
from chan.bc import macd_series, find_trend_bc
from chan.bs import find_buy_points

bars = normalize_bars(df)          # df -> 标准 bar 列表
bis = chan_fx_bi(bars)             # 分型 -> 笔
xds = chan_bis_xds(bars)           # 笔 -> 线段
zss = find_zs(xds)                 # 线段 -> 中枢
dif, dea, hist = macd_series(bars) # MACD
bc = find_trend_bc(bis, zss, bars) # 趋势背驰
buys = find_buy_points(bis, zss)   # 三类买点

跨级别确认(日线三买 → 30 分钟底背驰 + 守中枢上沿):

from chan.cross30 import confirm_buy3_30m

r = confirm_buy3_30m(bars30, zd=zg_of_day_zs, zg=zg_of_day_zs, signal_dt=...)
# r["status"] in {"confirmed", "weak", "no_exhaustion", "broke", "stale", "no_data"}

兼容性

Python 3.6+ 语法(无 walrus / dataclasses / f-string 自描述等 3.7+ 特性)
pandas 0.23+ API(无 to_numpy / to_markdown 等新 API)

免责声明

本库仅用于研究与学习,输出不构成任何投资建议。

许可证

MIT,见 LICENSE。

Metadata

Release files for chan-lun-core 0.1.4

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Source distribution for chan-lun-core 0.1.4
File	Size	Uploaded
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Table of built distributions (wheels) for chan-lun-core 0.1.4
File	Interpreter	ABI	Platform	Reset
chan_lun_core-0.1.4-py3-none-any.whl 24.5 kB Aug 14, 2026	Python 3	none	any	Details

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