Doji

 ///指标数据
 QuoteHistoryDay(10, (dic) =>
 {
     if (dic.Count > 0)
     {
         foreach (var item in dic.Keys)
         {
             ///获取指标结果
             var resp = dic[item].GetDoji(0.1);
             Console.WriteLine(resp.ToJson());
         }
     }

 });

from AlgorithmImports import *

class DojiIndicatorStrategy(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetEndDate(2021, 1, 1)
        self.SetCash(100000)
        
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        
        # ========== Doji检测参数 ==========
        self.doji_threshold = 0.001  # 实体大小阈值（价格范围的0.1%）
        self.min_shadow_ratio = 0.3  # 最小影线比率
        
        # 价格历史
        self.price_history = []
        self.lookback = 10
        
        self.SetWarmUp(self.lookback)
        
        # 设置图表
        self.SetupCharts()
    
    def SetupCharts(self):
        """设置图表"""
        # 蜡烛图
        candle_chart = Chart("Candlestick")
        candle_chart.AddSeries(Series("Price", SeriesType.Candle, 0))
        self.AddChart(candle_chart)
        
        # Doji信号
        signal_chart = Chart("Doji Signals")
        signal_chart.AddSeries(Series("Doji", SeriesType.Scatter, 0))
        self.AddChart(signal_chart)
    
    def OnData(self, data):
        if self.IsWarmingUp:
            return
            
        if self.symbol not in data:
            return
            
        bar = data[self.symbol]
        
        # 保存价格历史
        self.UpdatePriceHistory(bar)
        
        # 检测Doji形态
        is_doji = self.IsDoji(bar)
        
        # 如果有Doji信号
        if is_doji:
            self.ProcessDojiSignal(bar)
        
        # 更新图表
        self.UpdateCharts(bar, is_doji)
    
    def UpdatePriceHistory(self, bar):
        """更新价格历史"""
        candle_data = {
            'open': bar.Open,
            'high': bar.High,
            'low': bar.Low,
            'close': bar.Close,
            'time': self.Time
        }
        self.price_history.append(candle_data)
        
        if len(self.price_history) > self.lookback:
            self.price_history.pop(0)
    
    def IsDoji(self, bar):
        """检测Doji形态"""
        
        # 计算蜡烛属性
        body_size = abs(bar.Close - bar.Open)
        total_range = bar.High - bar.Low
        
        # 避免除零错误
        if total_range == 0:
            return False
        
        # 1. 实体非常小（小于价格范围的0.1%）
        body_ratio = body_size / total_range
        
        # 2. 计算影线比率
        upper_shadow = bar.High - max(bar.Open, bar.Close)
        lower_shadow = min(bar.Open, bar.Close) - bar.Low
        shadow_ratio = (upper_shadow + lower_shadow) / total_range
        
        # Doji条件
        is_doji = (body_ratio < self.doji_threshold and 
                  shadow_ratio > self.min_shadow_ratio)
        
        return is_doji
    
    def GetDojiType(self, bar):
        """判断Doji类型"""
        
        if bar.Open == bar.Close and bar.Open == bar.High and bar.Open == bar.Low:
            return "four_price"  # 四价十字星
        
        upper_shadow = bar.High - max(bar.Open, bar.Close)
        lower_shadow = min(bar.Open, bar.Close) - bar.Low
        
        if upper_shadow > lower_shadow * 3:
            return "gravestone"  # 墓碑十字星
        elif lower_shadow > upper_shadow * 3:
            return "dragonfly"   # 蜻蜓十字星
        elif upper_shadow > total_range * 0.3 and lower_shadow > total_range * 0.3:
            return "long_legged" # 长腿十字星
        else:
            return "standard"    # 标准十字星
    
    def ProcessDojiSignal(self, bar):
        """处理Doji信号"""
        
        if len(self.price_history) < 3:
            return
        
        # 分析趋势
        trend = self.AnalyzeTrend()
        doji_type = self.GetDojiType(bar)
        
        holdings = self.Portfolio[self.symbol].Quantity
        
        # 根据位置和类型生成信号
        if trend == "uptrend":
            # 上升趋势中的Doji可能是反转信号
            self.Debug(f"上升趋势Doji: {doji_type}, 价格={bar.Close:.2f}")
            
            if holdings > 0:
                # 考虑卖出
                self.Liquidate(self.symbol)
                self.Debug("Doji反转信号：卖出")
        
        elif trend == "downtrend":
            # 下降趋势中的Doji可能是反转信号
            self.Debug(f"下降趋势Doji: {doji_type}, 价格={bar.Close:.2f}")
            
            if holdings <= 0:
                # 考虑买入
                self.SetHoldings(self.symbol, 0.5)
                self.Debug("Doji反转信号：买入")
    
    def AnalyzeTrend(self):
        """分析趋势"""
        if len(self.price_history) < 3:
            return "neutral"
        
        # 简单趋势判断
        recent_closes = [c['close'] for c in self.price_history[-3:]]
        older_closes = [c['close'] for c in self.price_history[-6:-3]]
        
        if len(recent_closes) < 2 or len(older_closes) < 2:
            return "neutral"
        
        avg_recent = sum(recent_closes) / len(recent_closes)
        avg_older = sum(older_closes) / len(older_closes)
        
        if avg_recent > avg_older * 1.02:
            return "uptrend"
        elif avg_recent < avg_older * 0.98:
            return "downtrend"
        else:
            return "neutral"
    
    def UpdateCharts(self, bar, is_doji):
        """更新图表"""
        # 绘制蜡烛图
        self.Plot("Candlestick", "Price", bar.Close)
        
        # 绘制Doji信号
        if is_doji:
            self.Plot("Doji Signals", "Doji", bar.Close)