feat(web): 增量自动刷新、结构区修复与默认指标/周期

自动刷新常态只拉 recent 尾部 K,每 1 分钟全量重算缠论;修复结构区缓存导入;默认指标/4h·1h·15m/近30天;同步 ECR-009 screener 相关改动。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
2026-08-08 15:45:40 +08:00
co-authored by Cursor
parent 0f6eb92a1f
commit 18a7f485e6
23 changed files with 2133 additions and 310 deletions
+48 -24
View File
@@ -1,4 +1,4 @@
"""Scan pipeline: load local frames → engines → store."""
"""Scan pipeline: load local frames → engines → store (per TF combo)."""
from __future__ import annotations
@@ -6,25 +6,27 @@ import json
import logging
from datetime import date, datetime, timezone
from crypto_wyckoff.combos import ROLE_HIGH, ROLE_LOW, ROLE_MID, get_combo, lookback_for
from crypto_wyckoff.cycle import CycleEngine
from crypto_wyckoff.decision import DecisionEngine
from crypto_wyckoff.domain_models import WyckoffScanRow
from crypto_wyckoff.event import EventEngine
from crypto_wyckoff.features import FeatureEngine
from crypto_wyckoff.io import LOOKBACK, TF_LIST, load_frame
from crypto_wyckoff.io import load_frame
from crypto_wyckoff.phase import PhaseEngine
from crypto_wyckoff.plan import PlanEngine
from crypto_wyckoff.signal import SignalEngine
from crypto_wyckoff.store import upsert_row
from crypto_wyckoff.symbols_cn import display_name_cn
from crypto_wyckoff.version import WYCKOFF_ENGINE_VERSION
logger = logging.getLogger(__name__)
def analyze_symbol(
daily_frame,
weekly_frame,
monthly_frame,
low_frame,
mid_frame,
high_frame,
*,
feature_eng: FeatureEngine,
cycle_eng: CycleEngine,
@@ -34,18 +36,22 @@ def analyze_symbol(
decision_eng: DecisionEngine,
plan_eng: PlanEngine,
) -> dict:
f_d = feature_eng.run(daily_frame, "1d")
f_w = feature_eng.run(weekly_frame, "1w")
f_m = feature_eng.run(monthly_frame, "1M")
"""Run engines with D/W/M *role* aliases so existing rules match.
c_m = cycle_eng.run(f_m, "1M")
c_w = cycle_eng.run(f_w, "1w")
Frames may be any TF combo (e.g. 1h/4h/8h); rules still see 1d/1w/1M roles.
"""
f_d = feature_eng.run(low_frame, ROLE_LOW)
f_w = feature_eng.run(mid_frame, ROLE_MID)
f_m = feature_eng.run(high_frame, ROLE_HIGH)
p_w = phase_eng.run(c_w, f_w, "1w")
p_d = phase_eng.run(c_w, f_d, "1d")
c_m = cycle_eng.run(f_m, ROLE_HIGH)
c_w = cycle_eng.run(f_w, ROLE_MID)
e_w = event_eng.run(c_w, p_w, f_w, "1w")
e_d = event_eng.run(c_w, p_d, f_d, "1d")
p_w = phase_eng.run(c_w, f_w, ROLE_MID)
p_d = phase_eng.run(c_w, f_d, ROLE_LOW)
e_w = event_eng.run(c_w, p_w, f_w, ROLE_MID)
e_d = event_eng.run(c_w, p_d, f_d, ROLE_LOW)
s_d = signal_eng.run(e_d, p_d)
decision = decision_eng.run(c_m, c_w, p_w, e_w, e_d, s_d)
@@ -59,7 +65,14 @@ def analyze_symbol(
}
def _to_row(trade_date: date, symbol: str, result: dict) -> WyckoffScanRow:
def _to_row(
trade_date: date,
symbol: str,
result: dict,
*,
combo_id: str,
combo_label: str,
) -> WyckoffScanRow:
d = result["decision"]
p = result["plan"]
c_m, c_w, p_w = result["c_m"], result["c_w"], result["p_w"]
@@ -67,6 +80,8 @@ def _to_row(trade_date: date, symbol: str, result: dict) -> WyckoffScanRow:
f_d, f_w, f_m = result["f_d"], result["f_w"], result["f_m"]
snapshot = {
"combo_id": combo_id,
"combo_label": combo_label,
"daily": {k: f_d.payload.get(k) for k in (
"ma20", "ma60", "ma120", "atr", "adx", "volume_ratio",
"range_high", "range_low", "swing_high", "swing_low", "close",
@@ -82,7 +97,7 @@ def _to_row(trade_date: date, symbol: str, result: dict) -> WyckoffScanRow:
return WyckoffScanRow(
trade_date=trade_date,
ts_code=symbol,
name=symbol,
name=display_name_cn(symbol),
industry="crypto",
engine_version=WYCKOFF_ENGINE_VERSION,
m_cycle=c_m.payload.get("cycle", "Unknown"),
@@ -120,6 +135,7 @@ def _to_row(trade_date: date, symbol: str, result: dict) -> WyckoffScanRow:
feature_snapshot_json=json.dumps(snapshot, ensure_ascii=False),
markers_json=json.dumps(markers, ensure_ascii=False),
scanned_at=datetime.now(timezone.utc),
combo_id=combo_id,
)
@@ -141,17 +157,25 @@ def _engines():
return _ENGINES
def analyze_and_store(symbol: str, trade_date: date | None = None) -> WyckoffScanRow | None:
def analyze_and_store(
symbol: str,
trade_date: date | None = None,
*,
combo_id: str | None = None,
) -> WyckoffScanRow | None:
eng = _engines()
daily = load_frame(symbol, "1d", LOOKBACK["1d"])
weekly = load_frame(symbol, "1w", LOOKBACK["1w"])
monthly = load_frame(symbol, "1M", LOOKBACK["1M"])
if daily is None or len(daily) < 40:
combo = get_combo(combo_id)
low_tf, mid_tf, high_tf = combo["low"], combo["mid"], combo["high"]
low = load_frame(symbol, low_tf, lookback_for(low_tf))
mid = load_frame(symbol, mid_tf, lookback_for(mid_tf))
high = load_frame(symbol, high_tf, lookback_for(high_tf))
if low is None or len(low) < 40:
return None
result = analyze_symbol(daily, weekly, monthly, **eng)
result = analyze_symbol(low, mid, high, **eng)
td = trade_date or (
daily.trade_dates[-1] if daily.trade_dates else datetime.now(timezone.utc).date()
low.trade_dates[-1] if low.trade_dates else datetime.now(timezone.utc).date()
)
row = _to_row(td, symbol, result)
row = _to_row(td, symbol, result, combo_id=combo["id"], combo_label=combo["label"])
upsert_row(row)
return row