diff --git a/ChanEnum.py b/ChanEnum.py index 9cc4bf0..76a7b6a 100644 --- a/ChanEnum.py +++ b/ChanEnum.py @@ -72,8 +72,27 @@ class Chan_KLC_FX(Enum): BOTTOM3 = auto() BOTTOM4 = auto() UNKNOWN = auto() - - +class Chan_MACD_STATE(Enum): + GW = auto() + GWK = auto() + UP = auto() + DOWN = auto() + CROSS0 = auto() + UNKNOWN = auto() + START = auto() + NEAR0 = auto() +class Chan_MACDSEG_DIR(Enum): + ABOVE = auto() + UNDER = auto() +class Chan_MACDHISTSET_DIR(Enum): + ABOVE = auto() + UNDER = auto() +class Chan_MACDHIST_STATE(Enum): + UP = auto() + DOWN = auto() + PEAK = auto() + UNKNOWN = auto() + class Chan_BI_DIR(Enum): UP = auto() DOWN = auto() diff --git a/ChanKLC.py b/ChanKLC.py index 7172096..68f004f 100644 --- a/ChanKLC.py +++ b/ChanKLC.py @@ -71,11 +71,11 @@ class ChanKLC(): if self.high >= klu.bbup302 and klu.bbup302 > 0 and (self.klc_fx_type == Chan_KLC_FX.TOP1 or self.klc_fx_type == Chan_KLC_FX.TOP2): self.bb_out = True #print(self.end_time, self.high, klu.bbup302, self.klc_fx_type) - if self.high >= klu.bbup30 and klu.bbup30 > 0: + if self.high >= klu.bbup30 and klu.bbup30 > 0 and self.next and (self.next.macd - self.macd) < 0: self.klc_fx_type = Chan_KLC_FX.TOP4 if self.low <= klu.bblow302 and klu.bblow302 > 0 and (self.klc_fx_type == Chan_KLC_FX.BOTTOM1 or self.klc_fx_type == Chan_KLC_FX.BOTTOM2): self.bb_out = True - if self.low <= klu.bblow30 and klu.bblow30 > 0: + if self.low <= klu.bblow30 and klu.bblow30 > 0 and self.next and (self.macd - self.next.macd) < 0: self.klc_fx_type = Chan_KLC_FX.BOTTOM4 if self.fx ==Chan_FX_TYPE.TOP: if self.macd > 0: @@ -85,7 +85,7 @@ class ChanKLC(): if self.macd < 0: self.bb_out = True def cal_macd_state(self, dir): - + macd_state = 0 return macd_state def cal_indicators(self): for index in range(1, len(self.klus)): diff --git a/ChanKLU.py b/ChanKLU.py index 8144a64..c92cc38 100644 --- a/ChanKLU.py +++ b/ChanKLU.py @@ -1,4 +1,4 @@ -from ChanEnum import Chan_FX_TYPE, Chan_KLU_TYPE, Chan_K_DIR +from ChanEnum import Chan_FX_TYPE, Chan_KLU_TYPE, Chan_K_DIR, Chan_MACD_STATE, Chan_MACDHIST_STATE class ChanKLU: def __init__(self, time, open, high, low, close, volume): # _time, _close, _open, _high, _low, _extra_info={} @@ -42,15 +42,24 @@ class ChanKLU: self.fx_confirmed = False # 分型是否确认 self.klu_type = None self.cal_klu_min_max() + self.range = self.high - self.low self.body = abs(self.close - self.open) self.upper_shadow = self.high - max(self.close, self.open) self.lower_shadow = min(self.close, self.open) - self.low - self.body_ratio = self.body / self.open - self.upper_shadow_ratio = self.upper_shadow / self.open - self.lower_shadow_ratio = self.lower_shadow / self.open + self.body_ratio = self.body / self.range + self.upper_shadow_ratio = self.upper_shadow / self.body + self.lower_shadow_ratio = self.lower_shadow / self.body self.candle_dir = Chan_K_DIR.CROSS if self.close == self.open else Chan_K_DIR.BULL if self.close > self.open else Chan_K_DIR.BEAR - self.range = self.high - self.low self.strength = 0 if self.candle_dir == Chan_K_DIR.CROSS else self.cal_klu_strength() + + self.ema52 = 0 + self.ema24 = 0 + self.macd_slop = 0 + self.signal_slop = 0 + self.hist_slop = 0 + self.hist_state = Chan_MACDHIST_STATE.UNKNOWN + self.macd_state = Chan_MACD_STATE.UNKNOWN + self.macd_hist_gap = 0 #print(self.open, self.close, self.high, self.low, self.candle_dir, self.strength) def cal_klu_strength(self): strength = 0 @@ -599,13 +608,35 @@ class ChanKLU: self.bblow365 = float(item['bblow365']) if 'bblow365' in item and item['bblow365'] else 0 # 设置指标后更新实时分析 self.update_realtime_analysis() - + self.cal_macd_state() def cal_macd_state(self): - if self.pre: - pre_macd_slop = self.macd - self.pre.macd - pre_signal_slop = self.signal - self.pre.signal - pre_hist_slop = self.macdhist - self.pre.macdhist - + if self.macd == 0 and self.signal == 0 and self.macdhist == 0: + return Chan_MACD_STATE.UNKNOWN + if self.pre and self.pre.macd_state != Chan_MACD_STATE.UNKNOWN: + self.macd_slop = self.macd - self.pre.macd + self.signal_slop = self.signal - self.pre.signal + self.hist_slop = self.macdhist - self.pre.macdhist + self.macd_hist_gap = abs(self.macdhist - self.macd) + if self.pre.signal >= 0 and self.signal < 0 and self.ema52 > self.close and self.next and self.next.signal < 0: + self.macd_state = Chan_MACD_STATE.CROSS0 + elif self.pre.signal <= 0 and self.signal > 0 and self.ema52 < self.close and self.next and self.next.signal > 0: + self.macd_state = Chan_MACD_STATE.CROSS0 + elif self.macd > 0 and self.signal > 0 and self.macdhist > 0: + if self.signal > self.macdhist: + self.macd_state = Chan_MACD_STATE.GW + if self.macdhist < self.pre.macdhist and self.macd_slop > 0 and self.signal_slop > 0 and self.macd_slop < self.pre.macd_slop and self.signal_slop < self.pre.signal_slop and self.macd_hist_gap > self.pre.macd_hist_gap: + self.macd_state = Chan_MACD_STATE.GWK + elif self.macd_slop > 0 and self.signal_slop > 0: + self.macd_state = Chan_MACD_STATE.UP + elif self.macd < 0 and self.signal < 0 and self.macdhist < 0: + if self.signal < self.macdhist: + self.macd_state = Chan_MACD_STATE.GW + if self.macdhist > self.pre.macdhist and self.macd_slop < 0 and self.signal_slop < 0 and self.macd_slop > self.pre.macd_slop and self.signal_slop > self.pre.signal_slop and self.macd_hist_gap > self.pre.macd_hist_gap: + self.macd_state = Chan_MACD_STATE.GWK + elif self.macd_slop < 0 and self.signal_slop < 0: + self.macd_state = Chan_MACD_STATE.DOWN + else: + self.macd_state = Chan_MACD_STATE.START return self.macd_state def get_feature_data(self): diff --git a/ChanMACD.py b/ChanMACD.py new file mode 100644 index 0000000..76b1fbc --- /dev/null +++ b/ChanMACD.py @@ -0,0 +1,117 @@ +from ChanKLU import ChanKLU +from ChanEnum import Chan_MACD_STATE, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR +from ChanMACDSeg import ChanMACDSeg +from ChanMACDUnitTF import ChanMACDUnitTF +from ChanMACDHistSet import ChanMACDHistSet + +class ChanMACD(): + def __init__(self, klu_list: list[ChanKLU]): + self.klu_list = klu_list + self.seg_list = [] + self.unittf_list = [] + self.histset_list = [] + self.cal_macd() + def cal_macd(self): + last_seg = None + last_unittf = None + last_histset = None + + last_klu = None + for klu in self.klu_list: + klu.cal_macd_state() + + # 1) 只有当 MACD 已可用(非 UNKNOWN)时，才开始初始化段/单元 + if last_seg is None: + if klu.macd_state != Chan_MACD_STATE.UNKNOWN: + # 初始化首段与首单元 + seg_dir = Chan_MACDSEG_DIR.ABOVE if klu.macd >= 0 else Chan_MACDSEG_DIR.UNDER + seg = ChanMACDSeg(klu.time, klu, None, seg_dir) + self.seg_list.append(seg) + last_seg = seg + + unittf = ChanMACDUnitTF(klu.time, klu, None, None) + self.unittf_list.append(unittf) + last_unittf = unittf + + # 初始化首个直方图集合（根据当前柱体正负） + if klu.macdhist >= 0: + histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE) + else: + histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER) + self.histset_list.append(histset) + last_histset = histset + last_seg.add_histset(histset) + last_unittf.add_histset(histset) + last_seg.add_unittf(unittf) + # 未就绪则继续等下一根；已就绪亦已完成首个结构初始化，继续下一根 + last_klu = klu + continue + + # 2) 过零切段/切单元 + if klu.macd_state == Chan_MACD_STATE.CROSS0: + # 收尾旧段 + last_seg.end_klu = last_klu + last_seg.end_time = last_klu.time + # 新段方向取反 + new_dir = Chan_MACDSEG_DIR.UNDER if last_seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else Chan_MACDSEG_DIR.ABOVE + seg = ChanMACDSeg(klu.time, klu, last_seg, new_dir) + self.seg_list.append(seg) + last_seg.set_next(seg) + last_seg = seg + + # 切换 unit tf（以当前histset收尾为边界） + unittf = ChanMACDUnitTF(klu.time, klu, last_histset, None) + self.unittf_list.append(unittf) + if last_unittf: + last_unittf.end_klu = last_klu + last_unittf.end_time = last_klu.time + last_unittf.set_next(unittf) + last_unittf = unittf + + # 3) 直方图集合（基于当前 unittf） + if klu.macdhist >= 0: + if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE: + last_histset.add_klu(klu) + else: + # 结束旧 histset（以前一根结束更合理） + if last_histset: + end_klu = getattr(klu, 'pre', None) or klu + last_histset.end_klu = end_klu + last_histset.end_time = end_klu.time + histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.ABOVE) + self.histset_list.append(histset) + if last_histset: + last_histset.set_next(histset) + last_histset = histset + if last_seg: + last_seg.add_histset(histset) + if last_unittf: + last_unittf.add_histset(histset) + else: + if last_histset and last_histset.histset_dir == Chan_MACDHISTSET_DIR.UNDER: + last_histset.add_klu(klu) + else: + if last_histset: + end_klu = getattr(klu, 'pre', None) or klu + last_histset.end_klu = end_klu + last_histset.end_time = end_klu.time + histset = ChanMACDHistSet(klu.time, klu, last_unittf, Chan_MACDHISTSET_DIR.UNDER) + self.histset_list.append(histset) + if last_histset: + last_histset.set_next(histset) + last_histset = histset + if last_seg: + last_seg.add_histset(histset) + if last_unittf: + last_unittf.add_histset(histset) + last_klu = klu + # 循环结束后，收尾当前打开的结构 + if last_seg and getattr(last_seg, 'end_klu', None) is None: + last_seg.end_klu = last_klu + last_seg.end_time = last_klu.time + if last_unittf and getattr(last_unittf, 'end_klu', None) is None: + last_unittf.end_klu = last_klu + last_unittf.end_time = last_klu.time + if last_histset and getattr(last_histset, 'end_klu', None) is None: + last_histset.end_klu = last_klu + last_histset.end_time = last_klu.time \ No newline at end of file diff --git a/ChanMACDHistSet.py b/ChanMACDHistSet.py new file mode 100644 index 0000000..48802c4 --- /dev/null +++ b/ChanMACDHistSet.py @@ -0,0 +1,15 @@ + + +class ChanMACDHistSet(): + def __init__(self, start_time, start_klu, hist_set_dir, pre_histset): + self.klu_list = [] + self.klu_list.append(start_klu) + self.ref_klu = None + self.hist_set_dir = hist_set_dir + self.next = None + self.pre = pre_histset + def set_next(self, next_histset): + self.next = next_histset + def add_klu(self, klu): + self.klu_list.append(klu) + klu.set_histset(self) \ No newline at end of file diff --git a/ChanMACDSeg.py b/ChanMACDSeg.py new file mode 100644 index 0000000..44673ef --- /dev/null +++ b/ChanMACDSeg.py @@ -0,0 +1,27 @@ + + + +class ChanMACDSeg(): + def __init__(self, start_time, start_klu, pre_seg, seg_dir): + self.start_time = start_time + self.end_time = None + self.start_klu = start_klu + self.end_klu = None + self.klu_list = [] + self.klu_list.append(start_klu) + self.unittf_list = [] + self.hist_set = [] + self.seg_dir = seg_dir + self.pre = pre_seg + self.next = None + def set_next(self, next_seg): + self.next = next_seg + def add_klu(self, klu): + self.klu_list.append(klu) + klu.set_seg(self) + def add_unittf(self, unittf): + self.unittf_list.append(unittf) + unittf.set_next(self) + def add_histset(self, histset): + self.hist_set.append(histset) + histset.set_next(self) \ No newline at end of file diff --git a/ChanMACDUnitTF.py b/ChanMACDUnitTF.py new file mode 100644 index 0000000..90a48a0 --- /dev/null +++ b/ChanMACDUnitTF.py @@ -0,0 +1,24 @@ + + + +class ChanMACDUnitTF(): + def __init__(self, start_time, start_klu, start_histset, pre_unittf, dir): + self.start_time = start_time + self.end_time = None + self.start_klu = start_klu + self.end_klu = None + self.klu_list = [] + self.klu_list.append(start_klu) + self.histset_list = [] + self.histset_list.append(start_histset) + self.next = None + self.pre = pre_unittf + self.uinttf_dir = dir + def set_next(self, next_unittf): + self.next = next_unittf + def add_histset(self, histset): + self.histset_list.append(histset) + histset.set_next(self) + def add_klu(self, klu): + self.klu_list.append(klu) + klu.set_unittf(self) \ No newline at end of file diff --git a/datasvc/Dockerfile b/datasvc/Dockerfile new file mode 100644 index 0000000..44f15fb --- /dev/null +++ b/datasvc/Dockerfile @@ -0,0 +1,17 @@ +FROM python:3.11-slim + +ENV PYTHONUNBUFFERED=1 \ + PIP_NO_CACHE_DIR=1 + +WORKDIR /app + +COPY requirements.txt /app/requirements.txt +RUN pip install -r /app/requirements.txt + +COPY app /app/app + +EXPOSE 9000 + +CMD ["uvicorn", "app.main:app", "--host", "0.0.0.0", "--port", "9000"] + + diff --git a/datasvc/README.md b/datasvc/README.md new file mode 100644 index 0000000..7a40f33 --- /dev/null +++ b/datasvc/README.md @@ -0,0 +1,48 @@ +# Local Data Service (REST + WebSocket) + +一键部署、跨平台的本地行情数据服务。默认抓取 Binance 永续合约 `BTC/USDT:USDT, ETH/USDT:USDT` 的 `1m/5m/15m/1h` K 线，增量写入本地 Parquet 并通过 WebSocket 推送。 + +## 快速开始（方式B：已安装 Docker） + +```bash +cd user_data/Chan/datasvc +docker compose up -d +``` + +- REST: http://localhost:9000/api/candles?symbol=BTC/USDT:USDT&tf=1m +- WS: ws://localhost:9000/ws?symbol=BTC/USDT:USDT&tf=1m&since=1690000000000 +- Swagger: http://localhost:9000/docs + +## 环境变量（docker-compose.yml） +- EXCHANGE: 交易所，默认 binance +- SYMBOLS: 逗号分隔交易对 +- TIMEFRAMES: 逗号分隔周期 +- START_DAYS: 首次启动回补最近 N 天 +- POLL_FACTOR: 轮询因子，间隔=周期毫秒*factor +- DATA_DIR: 容器内数据目录（已映射到 `./data`） + +## 数据位置 +- 本地缓存：`user_data/Chan/datasvc/data/{timeframe}/{symbol}.parquet` + +## 常用命令 +```bash +docker compose logs -f + +docker compose down +``` + +## 接口说明 +- GET /api/candles + - 参数：symbol, tf, start(ms), end(ms) + - 返回：[{timestamp, open, high, low, close, volume}] +- WS /ws + - 参数：symbol, tf, since(ms) + - 消息： + - snapshot: 初始快照数组 + - upsert: 单根K线增量（尾部修正） + +## 注意 +- 默认未带交易所 API Key，仅公共行情。 +- 如需更多交易对/周期，修改 `docker-compose.yml` 后重启。 + + diff --git a/datasvc/app/main.py b/datasvc/app/main.py new file mode 100644 index 0000000..85a5c78 --- /dev/null +++ b/datasvc/app/main.py @@ -0,0 +1,207 @@ +import os +import asyncio +import json +from datetime import datetime, timedelta +from typing import Dict, List, Optional + +import ccxt +import pandas as pd +from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Query +from fastapi.responses import JSONResponse +from fastapi.middleware.cors import CORSMiddleware + +from .storage import ( + ensure_storage, + read_candles, + upsert_candles, + get_last_timestamp, +) + + +DATA_DIR = os.environ.get("DATA_DIR", "/data") +EXCHANGE = os.environ.get("EXCHANGE", "binance") +SYMBOLS = [s.strip() for s in os.environ.get("SYMBOLS", "BTC/USDT:USDT,ETH/USDT:USDT").split(",") if s.strip()] +TIMEFRAMES = [t.strip() for t in os.environ.get("TIMEFRAMES", "1m,5m,15m,1h").split(",") if t.strip()] +START_FROM = os.environ.get("START_FROM", "2025-01-01") # 首次启动拉取起始日期（UTC） +POLL_FACTOR = float(os.environ.get("POLL_FACTOR", "0.5")) # 轮询间隔 = tf_ms * factor + +ensure_storage(DATA_DIR) + +app = FastAPI(title="Local Data Service", version="0.1.0") +app.add_middleware( + CORSMiddleware, + allow_origins=["*"], + allow_credentials=True, + allow_methods=["*"], + allow_headers=["*"], +) + + +def tf_to_ms(tf: str) -> int: + table = { + "1m": 60_000, + "3m": 3 * 60_000, + "5m": 5 * 60_000, + "15m": 15 * 60_000, + "30m": 30 * 60_000, + "1h": 60 * 60_000, + "2h": 2 * 60 * 60_000, + "4h": 4 * 60 * 60_000, + "1d": 24 * 60 * 60_000, + } + return table.get(tf, 60_000) + + +def parse_start_from_ms(val: str) -> int: + """将 START_FROM 解析成毫秒级时间戳。 + 支持两种格式： + - YYYY-MM-DD（UTC 00:00:00） + - 整型毫秒时间戳字符串 + """ + try: + return int(val) + except Exception: + pass + try: + dt = datetime.fromisoformat(val) # 允许 '2025-01-01' 或 '2025-01-01T00:00:00' + except Exception: + # 回退到固定日期 + dt = datetime(2025, 1, 1) + return int(dt.timestamp() * 1000) + + +class Hub: + def __init__(self) -> None: + self.subscribers: Dict[str, List[WebSocket]] = {} + + def topic(self, symbol: str, timeframe: str) -> str: + return f"candles::{symbol}::{timeframe}" + + async def subscribe(self, ws: WebSocket, symbol: str, timeframe: str): + topic = self.topic(symbol, timeframe) + await ws.accept() + self.subscribers.setdefault(topic, []).append(ws) + + def _clean(self, topic: str): + conns = self.subscribers.get(topic, []) + self.subscribers[topic] = [w for w in conns if not w.client_state.name == "DISCONNECTED"] + + async def publish(self, symbol: str, timeframe: str, payload: dict): + topic = self.topic(symbol, timeframe) + conns = self.subscribers.get(topic, []) + if not conns: + return + message = json.dumps(payload, ensure_ascii=False) + dead: List[WebSocket] = [] + for ws in conns: + try: + await ws.send_text(message) + except Exception: + dead.append(ws) + if dead: + self.subscribers[topic] = [w for w in conns if w not in dead] + + +hub = Hub() + + +def build_exchange(): + if EXCHANGE.lower() == "binance": + return ccxt.binance({"enableRateLimit": True}) + raise RuntimeError(f"Unsupported EXCHANGE: {EXCHANGE}") + + +async def fetch_loop(symbol: str, timeframe: str): + """持续增量抓取并广播。""" + exchange = build_exchange() + tf_ms = tf_to_ms(timeframe) + start_since = parse_start_from_ms(START_FROM) + last_ts = get_last_timestamp(DATA_DIR, symbol, timeframe) + since = max(start_since, (last_ts + tf_ms) if last_ts else start_since) + + while True: + try: + candles = exchange.fetch_ohlcv(symbol, timeframe, since=since, limit=1000) + if candles: + upsert_candles(DATA_DIR, symbol, timeframe, candles) + for row in candles[-3:]: + payload = { + "topic": f"candles.{symbol}.{timeframe}", + "type": "upsert", + "data": { + "t": row[0], + "o": row[1], + "h": row[2], + "l": row[3], + "c": row[4], + "v": row[5], + }, + } + await hub.publish(symbol, timeframe, payload) + since = candles[-1][0] + tf_ms + await asyncio.sleep(max(1.0, tf_ms * POLL_FACTOR / 1000.0)) + except Exception: + await asyncio.sleep(3.0) + + +@app.on_event("startup") +async def on_start(): + ensure_storage(DATA_DIR) + for s in SYMBOLS: + for tf in TIMEFRAMES: + asyncio.create_task(fetch_loop(s, tf)) + + +@app.get("/api/candles") +def api_candles( + symbol: str = Query(..., description="如 BTC/USDT:USDT"), + tf: str = Query("1m", description="时间周期"), + start: Optional[int] = Query(None, description="开始时间戳(ms)"), + end: Optional[int] = Query(None, description="结束时间戳(ms)"), +): + try: + df = read_candles(DATA_DIR, symbol, tf, start, end) + records = df.to_dict("records") if not df.empty else [] + return JSONResponse(records) + except Exception as e: + return JSONResponse({"error": str(e)}, status_code=500) + + +@app.websocket("/ws") +async def ws_endpoint(websocket: WebSocket, symbol: str, tf: str, since: Optional[int] = None): + await hub.subscribe(websocket, symbol, tf) + try: + snap = read_candles(DATA_DIR, symbol, tf, since, None) + await websocket.send_text( + json.dumps( + { + "topic": f"candles.{symbol}.{tf}", + "type": "snapshot", + "data": [ + {"t": int(r["timestamp"]), "o": r["open"], "h": r["high"], "l": r["low"], "c": r["close"], "v": r["volume"]} + for _, r in snap.iterrows() + ], + }, + ensure_ascii=False, + ) + ) + except Exception: + pass + try: + while True: + await asyncio.sleep(30) + await websocket.send_text(json.dumps({"type": "ping", "ts": int(datetime.utcnow().timestamp() * 1000)})) + except WebSocketDisconnect: + return + + +@app.get("/") +def root(): + return { + "service": "Local Data Service", + "exchange": EXCHANGE, + "symbols": SYMBOLS, + "timeframes": TIMEFRAMES, + } + + diff --git a/datasvc/app/storage.py b/datasvc/app/storage.py new file mode 100644 index 0000000..a73e45f --- /dev/null +++ b/datasvc/app/storage.py @@ -0,0 +1,57 @@ +import os +import threading +from typing import List, Optional + +import pandas as pd + + +_lock = threading.Lock() + + +def ensure_storage(base_dir: str): + os.makedirs(base_dir, exist_ok=True) + + +def _path(base_dir: str, symbol: str, timeframe: str) -> str: + safe_symbol = symbol.replace("/", "_").replace(":", "_") + d = os.path.join(base_dir, timeframe) + os.makedirs(d, exist_ok=True) + return os.path.join(d, f"{safe_symbol}.parquet") + + +def read_candles(base_dir: str, symbol: str, timeframe: str, start: Optional[int], end: Optional[int]) -> pd.DataFrame: + p = _path(base_dir, symbol, timeframe) + if not os.path.exists(p): + return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"]) # empty + df = pd.read_parquet(p) + if start is not None: + df = df[df["timestamp"] >= int(start)] + if end is not None: + df = df[df["timestamp"] <= int(end)] + df = df.sort_values("timestamp") + return df + + +def upsert_candles(base_dir: str, symbol: str, timeframe: str, candles: List[List[float]]): + p = _path(base_dir, symbol, timeframe) + new_df = pd.DataFrame(candles, columns=["timestamp", "open", "high", "low", "close", "volume"]) + with _lock: + if os.path.exists(p): + old = pd.read_parquet(p) + merged = pd.concat([old, new_df], ignore_index=True) + merged = merged.drop_duplicates(subset=["timestamp"], keep="last").sort_values("timestamp") + else: + merged = new_df.sort_values("timestamp") + merged.to_parquet(p, index=False) + + +def get_last_timestamp(base_dir: str, symbol: str, timeframe: str) -> Optional[int]: + p = _path(base_dir, symbol, timeframe) + if not os.path.exists(p): + return None + df = pd.read_parquet(p) + if df.empty: + return None + return int(df["timestamp"].iloc[-1]) + + diff --git a/datasvc/docker-compose.yml b/datasvc/docker-compose.yml new file mode 100644 index 0000000..bb586db --- /dev/null +++ b/datasvc/docker-compose.yml @@ -0,0 +1,19 @@ +version: "3.9" +services: + datasvc: + build: . + container_name: datasvc + restart: unless-stopped + environment: + - EXCHANGE=binance + - SYMBOLS=BTC/USDT:USDT,ETH/USDT:USDT + - TIMEFRAMES=1m,5m,15m,1h + - START_FROM=2025-01-01 + - POLL_FACTOR=0.5 + - DATA_DIR=/data + - TZ=Asia/Shanghai + ports: + - "9000:9000" + volumes: + - ./data:/data + diff --git a/datasvc/requirements.txt b/datasvc/requirements.txt new file mode 100644 index 0000000..da6ce3b --- /dev/null +++ b/datasvc/requirements.txt @@ -0,0 +1,7 @@ +fastapi==0.111.0 +uvicorn[standard]==0.29.0 +ccxt==4.4.27 +pandas==2.2.2 +pyarrow==16.1.0 +orjson==3.10.3 + diff --git a/strategies/ChanLun_BTC_30.py b/strategies/ChanLun_BTC_30.py index 7671bf1..ff3612d 100644 --- a/strategies/ChanLun_BTC_30.py +++ b/strategies/ChanLun_BTC_30.py @@ -67,15 +67,15 @@ class ChanLun_BTC_30(IStrategy): can_short = True lev = 1.0 stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制 - use_custom_stoploss = False # 启用自定义止损 + use_custom_stoploss = True # 启用自定义止损 trailing_stop = False trailing_stop_positive = 0.025 trailing_stop_positive_offset = 0.045 trailing_only_offset_is_reached = False - # 启用仓位调整功能以支持分批止盈 - position_adjustment_enable = True + # 关闭分批止盈/仓位调整 + position_adjustment_enable = False startup_candle_count = 2880 time5 = 5 @@ -119,9 +119,14 @@ class ChanLun_BTC_30(IStrategy): #self.chan.plot_dual(dataframe_5, dataframe_30) #chanpy_state = self.chanpy.get_bsp_state(dataframe_5) #dataframe_5['chanpy_state'] = chanpy_state + state_list = self.chan.get_klc_state_list(dataframe_5) + dataframe_5['state'] = state_list + state_list = self.chan.get_klc_state_list(dataframe_15) + dataframe_15['state'] = state_list + state_list = self.chan.get_klc_state_list(dataframe_30) + dataframe_30['state'] = state_list state_list = self.chan.get_klc_state_list(dataframe_60) dataframe_60['state'] = state_list - dataframe_60['fx'] = state_list #bi_list_1 = self.chan.get_bi_list(dataframe) #bi_list_5 = self.chan.get_bi_list(dataframe_5) #bi_list_15 = self.chan.get_bi_list(dataframe_15) @@ -138,7 +143,7 @@ class ChanLun_BTC_30(IStrategy): self.last_time = datetime.now() dataframe = resampled_merge(dataframe, dataframe_3) dataframe = resampled_merge(dataframe, dataframe_5) - #dataframe = resampled_merge(dataframe, dataframe_15) + dataframe = resampled_merge(dataframe, dataframe_15) #dataframe = resampled_merge(dataframe, dataframe_30) dataframe = resampled_merge(dataframe, dataframe_60) #dataframe = resampled_merge(dataframe, dataframe_4h) @@ -166,7 +171,8 @@ class ChanLun_BTC_30(IStrategy): bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0) bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0) bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0) - + bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) + bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) # 计算布林带中轨（移动平均线） bb30_middle = ta.SMA(df, timeperiod=90) @@ -230,162 +236,63 @@ class ChanLun_BTC_30(IStrategy): new_exitprice = proposed_rate - 50 return new_exitprice - def adjust_trade_position1(self, trade: Trade, current_time: datetime, + def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, **kwargs) -> Optional[float]: - """ - 基于布林带的分批止盈逻辑 - """ - # 获取当前数据 - dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) - if dataframe is None or len(dataframe) == 0: - return None - - last_candle = dataframe.iloc[-1] - - # 获取布林带数据 - bb30_middle = last_candle['bbmiddle30'] - bb30_upper = last_candle['bbup30'] - bb30_lower = last_candle['bblow30'] - bb302_upper = last_candle['bbup302'] - bb302_lower = last_candle['bblow302'] - - # 获取交易的状态标记 - first_tp_triggered = trade.get_custom_data(key="first_tp_triggered", default=False) - second_tp_triggered = trade.get_custom_data(key="second_tp_triggered", default=False) - - if trade.is_short: - # 做空逻辑 - if not first_tp_triggered and current_rate <= bb30_middle: - # 第一次止盈：价格跌到bb30中轨，止盈50% - logger.info(f"做空第一次止盈触发：价格{current_rate} <= BB30中轨{bb30_middle}") - trade.set_custom_data(key="first_tp_triggered", value=True) - trade.set_custom_data(key="new_stoploss", value=trade.open_rate) # 设置止损为开仓价 - return -(trade.amount * 0.5) # 减少50%仓位 - - elif first_tp_triggered and not second_tp_triggered and current_rate <= bb302_lower: - # 第二次止盈：继续跌到bb302下轨，止盈剩余仓位的60% - logger.info(f"做空第二次止盈触发：价格{current_rate} <= BB302下轨{bb302_lower}") - trade.set_custom_data(key="second_tp_triggered", value=True) - trade.set_custom_data(key="new_stoploss", value=bb30_middle) # 移动止损到bb30中轨 - remaining_amount = trade.amount * 0.5 # 剩余50% - return -(remaining_amount * 0.6) # 减少剩余仓位的60% - - else: - # 做多逻辑 - if not first_tp_triggered and current_rate >= bb30_middle: - # 第一次止盈：价格涨到bb30中轨，止盈50% - logger.info(f"做多第一次止盈触发：价格{current_rate} >= BB30中轨{bb30_middle}") - trade.set_custom_data(key="first_tp_triggered", value=True) - trade.set_custom_data(key="new_stoploss", value=trade.open_rate) # 设置止损为开仓价 - return -(trade.amount * 0.5) # 减少50%仓位 - - elif first_tp_triggered and not second_tp_triggered and current_rate >= bb302_upper: - # 第二次止盈：继续涨到bb302上轨，止盈剩余仓位的60% - logger.info(f"做多第二次止盈触发：价格{current_rate} >= BB302上轨{bb302_upper}") - trade.set_custom_data(key="second_tp_triggered", value=True) - trade.set_custom_data(key="new_stoploss", value=bb30_middle) # 移动止损到bb30中轨 - remaining_amount = trade.amount * 0.5 # 剩余50% - return -(remaining_amount * 0.6) # 减少剩余仓位的60% - + # 关闭分批止盈，始终不调整仓位 return None def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, after_fill: bool, **kwargs) -> float | None: """ - 动态止损逻辑 + 止损 = 开仓价 ± 1 * ATR（开仓时的ATR）。 + 多单: 开仓价 - ATR；空单: 开仓价 + ATR。 """ - # 检查是否有自定义的新止损价格（分批止盈后的动态止损） - new_stoploss_price = trade.get_custom_data(key="new_stoploss") - if new_stoploss_price: - logger.info(f"使用动态止损价格: {new_stoploss_price}") - return stoploss_from_absolute(new_stoploss_price, current_rate, is_short=trade.is_short) - - - # 如果没有ATR数据，使用固定的5%止损作为备用 - logger.warning(f"未找到开仓时ATR数据，使用默认5%止损") - return -0.05 + entry_atr = trade.get_custom_data(key="entry_atr") + if entry_atr is None: + # 回退：取当前数据的 ATR 估算 + dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) + if dataframe is not None and len(dataframe) > 0 and 'atr' in dataframe.columns: + entry_atr = float(dataframe.iloc[-1]['atr']) + else: + # 最保守的回退：5% + return -0.05 + + if trade.is_short: + stop_price = trade.open_rate + float(entry_atr) + else: + stop_price = trade.open_rate - float(entry_atr) + return stoploss_from_absolute(stop_price, current_rate, is_short=trade.is_short) def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs): - """ - 自定义退出逻辑 - 处理最终止盈条件 - """ - # 获取当前数据 - dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) - if dataframe is None or len(dataframe) == 0: - return None - - last_candle = dataframe.iloc[-1] - - # 获取布林带数据 - bb30_upper = last_candle['bbup30'] - bb30_lower = last_candle['bblow30'] - - # 检查是否已经触发过前两次止盈 - first_tp_triggered = trade.get_custom_data(key="first_tp_triggered", default=False) - second_tp_triggered = trade.get_custom_data(key="second_tp_triggered", default=False) - - if trade.is_short: - # 做空：如果价格跌到bb30下轨，全部止盈 - if first_tp_triggered and second_tp_triggered and current_rate <= bb30_lower: - logger.info(f"做空最终止盈触发：价格{current_rate} <= BB30下轨{bb30_lower}") - return "short_final_tp_bb30_lower" - else: - # 做多：如果价格涨到bb30上轨，全部止盈 - if first_tp_triggered and second_tp_triggered and current_rate >= bb30_upper: - logger.info(f"做多最终止盈触发：价格{current_rate} >= BB30上轨{bb30_upper}") - return "long_final_tp_bb30_upper" - - # 原有退出逻辑 - if trade.is_short: - last_high = trade.get_custom_data(key="entry_candle_high") - if last_high and current_rate > last_high: - return "Relay Top FX exit" - else: - last_low = trade.get_custom_data(key="entry_candle_low") - if last_low and current_rate < last_low: - return "Relay Bottom FX exit" - + # 不做分批止盈/最终止盈处理，退出由策略信号/ROI/止损决定 return None - - def confirm_trade_entry1(self, pair: str, order_type: str, amount: float, rate: float, + + def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, entry_tag: str | None, side: str, **kwargs) -> bool: - if self.last_trade: - if self.last_trade.is_short: - if side == 'short': - if self.last_trade.open_date + timedelta(minutes=30) > current_time: - return False - else: - return True - else: - if side == 'long': - if self.last_trade.open_date + timedelta(minutes=30) > current_time: - return True - else: - return False - #if self.last_trade: - #print(self.last_trade.open_date, current_time, self.last_trade.open_date + timedelta(minutes=self.time5)) - return True - def custom_stoploss1(self, pair: str, trade: Trade, current_time: datetime, - current_rate: float, current_profit: float, after_fill: bool, - **kwargs) -> float | None: - - last_high = trade.get_custom_data(key="entry_candle_high") - last_low = trade.get_custom_data(key="entry_candle_low") - - # Convert absolute price to percentage relative to current_rate - if last_high: - return stoploss_from_absolute(last_high, current_rate, is_short=trade.is_short) - if last_low: - return stoploss_from_absolute(last_low, current_rate, is_short=trade.is_short) - # return maximum stoploss value, keeping current stoploss price unchanged - return None + """ + ATR 过滤：atr < 100 不开单。 + """ + try: + dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) + if dataframe is None or len(dataframe) == 0: + return False + last = dataframe.iloc[-1] + atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time30) + atr_val = float(last.get(atr_str, 0) or 0) + if atr_val < 100: + logger.info(f"ATR过滤：atr={atr_val:.2f} < 100, 拒绝进场 {pair}") + return False + return True + except Exception as e: + logger.warning(f"confirm_trade_entry 异常: {e}") + return True def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None: """ @@ -400,10 +307,10 @@ class ChanLun_BTC_30(IStrategy): # Obtain pair dataframe (just to show how to access it) dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe) last_candle = dataframe.iloc[-1].squeeze() - + atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time30) # 保存开仓时的ATR值用于止损计算 if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side): - entry_atr = last_candle['atr'] + entry_atr = last_candle[atr_str] * 4 trade.set_custom_data(key="entry_atr", value=entry_atr) logger.info(f"保存开仓时ATR值: {entry_atr}") return None @@ -427,7 +334,7 @@ class ChanLun_BTC_30(IStrategy): ['enter_long', 'enter_tag']] = (1, 'long_signal_chan') dataframe.loc[ ( - (dataframe[state_str].shift(shift_time) == "10") + (dataframe[state_str].shift(shift_time) == "10") #(dataframe[fx_str].shift(shift_time) == 1) #(dataframe[chanpy_state_str].shift(shift_time+30) == -1) #(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") & diff --git a/web/app.py b/web/app.py index 9261a3d..34233f3 100644 --- a/web/app.py +++ b/web/app.py @@ -267,6 +267,18 @@ def add_indicators(df): df['ma10'] = (ta.MA(df, timeperiod=10)).fillna(0) df['ma30'] = (ta.EMA(df, timeperiod=30)).fillna(0) df['ma250'] = (ta.MA(df, timeperiod=250)).fillna(0) + # 新增 EMA 指标 + df['ema5'] = (ta.EMA(df, timeperiod=5)).fillna(0) + df['ema10'] = (ta.EMA(df, timeperiod=10)).fillna(0) + df['ema24'] = (ta.EMA(df, timeperiod=24)).fillna(0) + df['ema52'] = (ta.EMA(df, timeperiod=52)).fillna(0) + # 常用SMA 24/52 + try: + df['sma24'] = (ta.SMA(df, timeperiod=24)).fillna(0) + df['sma52'] = (ta.SMA(df, timeperiod=52)).fillna(0) + except Exception: + df['sma24'] = 0 + df['sma52'] = 0 df['rsi'] = ta.RSI(df, timeperiod=14) # 计算布林带 (当前周期 - 20周期，2标准差) @@ -275,9 +287,11 @@ def add_indicators(df): df['bb_middle'] = bb['middleband'].fillna(0) df['bb_lower'] = bb['lowerband'].fillna(0) bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0) + bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) df['bbup30'] = bb30['upperband'].fillna(0) df['bblow30'] = bb30['lowerband'].fillna(0) bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0) + bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0) df['bbup302'] = bb302['upperband'].fillna(0) df['bblow302'] = bb302['lowerband'].fillna(0) # 计算次周期布林带 (14周期，2标准差) @@ -293,6 +307,12 @@ def add_indicators(df): df['ma10'] = df['ma10'].fillna(0) df['ma30'] = df['ma30'].fillna(0) df['ma250'] = df['ma250'].fillna(0) + df['ema5'] = df['ema5'].fillna(0) + df['ema10'] = df['ema10'].fillna(0) + df['ema24'] = df['ema24'].fillna(0) + df['ema52'] = df['ema52'].fillna(0) + df['sma24'] = df['sma24'].fillna(0) + df['sma52'] = df['sma52'].fillna(0) df['rsi'] = df['rsi'].fillna(0) df['avg_volume'] = df['volume'].rolling(10).mean() # 计算量比，避免产生Infinity值 @@ -312,10 +332,10 @@ def add_indicators(df): def calculate_macd(df): """计算MACD指标""" - exp1 = df['close'].ewm(span=24, adjust=False).mean() - exp2 = df['close'].ewm(span=52, adjust=False).mean() + exp1 = df['close'].ewm(span=12, adjust=False).mean() + exp2 = df['close'].ewm(span=26, adjust=False).mean() macd = exp1 - exp2 - signal = macd.ewm(span=18, adjust=False).mean() + signal = macd.ewm(span=9, adjust=False).mean() histogram = macd - signal return { @@ -1035,6 +1055,228 @@ def clean_dataframe_for_json(df): return clean_df +# ====== 趋势判定与趋势筛选（币对） ====== + +def classify_trend_stage(df): + """根据 EMA 斜率与多空排列判断趋势方向与阶段 + 返回: direction in {"bull","bear","sideways"}, stage in {"early","mid","late"}, strength_score (0-100) + """ + if df is None or len(df) < 60: + return "sideways", "early", 0 + + # 使用 EMA5/10/24/52 + closes = df['close'].values + ema5 = df['ema5'].values if 'ema5' in df else ta.EMA(df, timeperiod=5) + ema10 = df['ema10'].values if 'ema10' in df else ta.EMA(df, timeperiod=10) + ema24 = df['ema24'].values if 'ema24' in df else ta.EMA(df, timeperiod=24) + ema52 = df['ema52'].values if 'ema52' in df else ta.EMA(df, timeperiod=52) + + # 最近N根用于斜率与排列判定 + lookback = min(30, len(df) - 1) + if lookback <= 5: + return "sideways", "early", 0 + + # 简单斜率: 最近k根的线性变化率近似 + def slope(arr, k=10): + k = min(k, len(arr) - 1) + if k < 2: + return 0.0 + y = arr[-k:] + x = np.arange(k) + # 最小二乘拟合斜率 + denom = np.dot(x - x.mean(), x - x.mean()) + if denom == 0: + return 0.0 + m = np.dot(y - y.mean(), x - x.mean()) / denom + return float(m) + + k_slope = 12 # 斜率窗口 + s5 = slope(ema5, k_slope) + s10 = slope(ema10, k_slope) + s24 = slope(ema24, k_slope) + s52 = slope(ema52, k_slope) + + # 多空排列 + last5, last10, last24, last52 = ema5[-1], ema10[-1], ema24[-1], ema52[-1] + bull_stack = last5 > last10 > last24 > last52 + bear_stack = last5 < last10 < last24 < last52 + + # 波动性与动量增强: MACD 柱体最近均值 + macdhist = df['macdhist'].values if 'macdhist' in df else calculate_macd(df)['histogram'] + hist_recent = macdhist[-lookback:] + hist_power = float(np.mean(np.abs(hist_recent))) if len(hist_recent) else 0.0 + + # 方向 + if bull_stack and s24 > 0 and s52 > 0: + direction = "bull" + elif bear_stack and s24 < 0 and s52 < 0: + direction = "bear" + else: + # 用价格相对 EMA52 辅助 + if closes[-1] > last52 and (s24 + s52) > 0: + direction = "bull" + elif closes[-1] < last52 and (s24 + s52) < 0: + direction = "bear" + else: + direction = "sideways" + + # 阶段: 依据（斜率大小、与EMA52距离、MACD柱体扩张/收敛） + dist52 = float((closes[-1] - last52) / last52) if last52 else 0.0 + slope_score = max(0.0, (abs(s24) + abs(s52)) * 1000.0) # 归一化 + dist_score = min(50.0, abs(dist52) * 200.0) + hist_score = min(30.0, hist_power * 10.0) + strength = float(min(100.0, slope_score + dist_score + hist_score)) + + # 简单阶段判定 + if direction == "sideways": + stage = "early" + strength = min(strength, 30.0) + else: + # 查看最近 hist 是否在扩大或收敛 + if len(hist_recent) >= 6: + recent_growth = np.mean(np.abs(hist_recent[-3:])) - np.mean(np.abs(hist_recent[-6:-3])) + else: + recent_growth = 0.0 + + if recent_growth > 0 and abs(dist52) < 0.05: + stage = "early" + elif recent_growth > 0 and abs(dist52) >= 0.05: + stage = "mid" + else: + stage = "late" + + return direction, stage, strength + + +def load_crypto_symbols(limit=200): + """加载常见USDT永续合约交易对，返回列表""" + try: + markets = exchange.load_markets() + symbols = [s for s in markets.keys() if '/USDT' in s and ':USDT' in s] + return symbols[:limit] + except Exception: + return SYMBOLS + + +@app.route('/api/trend_filter', methods=['GET']) +def trend_filter(): + """趋势筛选接口（币对） + 参数: + timeframe: K线周期 + start_time, end_time: 毫秒时间戳，可选 + direction: bull/bear/sideways 可选 + stage: early/mid/late 可选 + min_strength: 0-100 可选 + symbols: 逗号分隔列表，可选；不传则自动加载部分USDT币对 + 返回符合条件的币对与简要统计 + """ + timeframe = request.args.get('timeframe', '1h') + start_time = request.args.get('start_time') + end_time = request.args.get('end_time') + want_direction = request.args.get('direction') # 可为 None + want_stage = request.args.get('stage') # 可为 None + try: + min_strength = float(request.args.get('min_strength', '0')) + except ValueError: + min_strength = 0.0 + + symbols_param = request.args.get('symbols') + if symbols_param: + symbols_list = [s.strip() for s in symbols_param.split(',') if s.strip()] + else: + symbols_list = load_crypto_symbols(limit=150) + + results = [] + for sym in symbols_list: + try: + df = get_crypto_kl_data(sym, timeframe, start_time=start_time, end_time=end_time) + if df is None or len(df) < 60: + continue + df = add_indicators(df) + direction, stage, strength = classify_trend_stage(df) + + if want_direction and direction != want_direction: + continue + if want_stage and stage != want_stage: + continue + if strength < min_strength: + continue + + last_row = df.iloc[-1] + results.append({ + 'symbol': sym, + 'time': int(last_row['timestamp']), + 'close': float(last_row['close']), + 'direction': direction, + 'stage': stage, + 'strength': float(round(strength, 2)), + 'ema5': float(last_row['ema5']), + 'ema10': float(last_row['ema10']), + 'ema24': float(last_row['ema24']), + 'ema52': float(last_row['ema52']) + }) + except Exception: + continue + + # 按强度降序 + results.sort(key=lambda x: x['strength'], reverse=True) + return jsonify({ + 'count': len(results), + 'results': results + }) + + +@app.route('/api/trend_detail', methods=['GET']) +def trend_detail(): + """返回单个币对的K线与EMA、用于前端绘制趋势线 + 参数: symbol, timeframe, start_time, end_time + """ + symbol = request.args.get('symbol') + timeframe = request.args.get('timeframe', '1h') + start_time = request.args.get('start_time') + end_time = request.args.get('end_time') + timezone_name = request.args.get('timezone', 'Asia/Shanghai') + + if not symbol: + return jsonify({'error': 'symbol不能为空'}) + + df = get_crypto_kl_data(symbol, timeframe, start_time=start_time, end_time=end_time) + if df is None or len(df) == 0: + return jsonify({'error': '获取数据失败'}) + + df = add_indicators(df) + direction, stage, strength = classify_trend_stage(df) + + # 简单趋势线: 用最近N根收盘价做线性拟合 + N = min(80, len(df)) + sub = df.tail(N) + y = sub['close'].values + x = np.arange(len(y)) + denom = np.dot(x - x.mean(), x - x.mean()) + if denom != 0: + m = float(np.dot(y - y.mean(), x - x.mean()) / denom) + b = float(y.mean() - m * x.mean()) + else: + m, b = 0.0, float(y[-1]) + + client_tz = timezone(timezone_name) + + return jsonify({ + 'symbol': symbol, + 'timeframe': timeframe, + 'timezone': timezone_name, + 'direction': direction, + 'stage': stage, + 'strength': 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