stock/Chan241206/identify_fractals.py

def identify_fractals(df):
    """
    标记顶底分型
    :param df: 无包含关系的 K 线 DataFrame
    :return: 顶底分型的索引和类型列表 [(index, 'Top'), (index, 'Bottom')]
    """
    fractals = []
    for i in range(1, len(df) - 1):
        # 顶分型
        if df.loc[i, 'High'] > df.loc[i-1, 'High'] and df.loc[i, 'High'] > df.loc[i+1, 'High']:
            fractals.append((i, 'Top'))
        # 底分型
        elif df.loc[i, 'Low'] < df.loc[i-1, 'Low'] and df.loc[i, 'Low'] < df.loc[i+1, 'Low']:
            fractals.append((i, 'Bottom'))
    return fractals