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feat(web): 增量自动刷新、结构区修复与默认指标/周期

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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
Download Patch File Download Diff File Expand all files Collapse all files
web/api/analyze.py
+77
View File
@@ -2,6 +2,9 @@
from flask import Blueprint, jsonify, request
from services.runtime import * # noqa: F403
from services import runtime as R
# import * 不会带出下划线私有名；结构区缓存需显式导入
from services.runtime.state import _zone_cache
from services.runtime.timeframes import _zone_cache_ttl
bp = Blueprint("analyze", __name__)
@@ -785,3 +788,77 @@ def analyze():
return jsonify(result)
def _serialize_kl_tail(df, limit: int):
"""只序列化最近 limit 根，供自动刷新增量合并。"""
if df is None or getattr(df, "empty", True):
return []
tail = df.tail(limit)
clean = clean_dataframe_for_json(tail)
records = clean.to_dict("records")
for row in records:
d = row.get("date")
if hasattr(d, "isoformat"):
try:
row["date"] = d.isoformat()
except Exception:
row["date"] = str(d)
# timestamp 统一成 int ms，便于前端按 key 合并
ts = row.get("timestamp")
if ts is not None:
try:
row["timestamp"] = int(ts)
except (TypeError, ValueError):
pass
elif hasattr(d, "timestamp"):
try:
row["timestamp"] = int(d.timestamp() * 1000)
except Exception:
pass
return records
@bp.route("/api/klines/recent")
def klines_recent():
"""轻量拉取最近 N 根 K 线（不做缠论/威科夫），供主站自动刷新增量。"""
symbol = (request.args.get("symbol") or "").strip()
if not symbol:
return jsonify({"error": "交易对不能为空"}), 400
timeframe = request.args.get("timeframe", "5m")
try:
limit = int(request.args.get("limit", 2))
except (TypeError, ValueError):
limit = 2
limit = max(1, min(limit, 20))
element_timeframe = request.args.get("element_timeframe") or None
sub_sub_timeframe = request.args.get("sub_sub_timeframe") or None
# 只取尾部：不传 start/end，避免全量窗口回拉
df = get_kl_data(symbol, timeframe, limit=limit)
if df is None:
return jsonify({"error": "获取数据失败"}), 502
if len(df) == 0:
return jsonify({"error": "没有数据"}), 404
result = {
"partial": True,
"symbol": symbol,
"timeframe": timeframe,
"limit": limit,
"kline_data": _serialize_kl_tail(df, limit),
}
if element_timeframe:
edf = get_kl_data(symbol, element_timeframe, limit=limit)
result["element_timeframe"] = element_timeframe
result["element_kline_data"] = _serialize_kl_tail(edf, limit) if edf is not None else []
if sub_sub_timeframe:
sdf = get_kl_data(symbol, sub_sub_timeframe, limit=limit)
result["sub_sub_timeframe"] = sub_sub_timeframe
result["sub_sub_kline_data"] = _serialize_kl_tail(sdf, limit) if sdf is not None else []
return jsonify(result)
web/api/wyckoff_crypto.py
+128 -10
View File
@@ -7,9 +7,17 @@ import threading
from flask import Blueprint, jsonify, render_template, request
from crypto_wyckoff.combos import (
ALLOWED_TFS,
add_combo,
delete_combo,
get_combo,
list_combos,
)
from crypto_wyckoff.domain_models import DecisionSignal, WyckoffCycle, WyckoffEvent, WyckoffPhase
from crypto_wyckoff.scheduler import get_status, run_tick, start_scheduler
from crypto_wyckoff import store as wyckoff_store
from crypto_wyckoff.symbols_cn import display_name_cn, symbol_name_map
from crypto_wyckoff.version import ARCHITECTURE_VERSION, WYCKOFF_ENGINE_VERSION
bp = Blueprint("wyckoff_crypto", __name__)
@@ -32,6 +40,18 @@ def ensure_scheduler() -> None:
_scheduler_started = True
def _safe_int(raw, default: int, *, lo: int | None = None, hi: int | None = None) -> int:
try:
v = int(raw)
except (TypeError, ValueError):
v = default
if lo is not None:
v = max(lo, v)
if hi is not None:
v = min(hi, v)
return v
@bp.route("/wyckoff_crypto")
def page():
ensure_scheduler()
@@ -41,24 +61,65 @@ def page():
@bp.route("/api/wyckoff_crypto/meta")
def meta():
ensure_scheduler()
latest = wyckoff_store.latest_trade_date()
combo_id = request.args.get("combo_id")
combo = get_combo(combo_id)
latest = wyckoff_store.latest_trade_date(combo["id"])
return jsonify(
{
"architecture_version": ARCHITECTURE_VERSION,
"engine_version": WYCKOFF_ENGINE_VERSION,
"latest_trade_date": latest,
"scan_count": wyckoff_store.count_for_date(latest),
"scan_count": wyckoff_store.count_for_date(latest, combo["id"]),
"cycles": [c.value for c in WyckoffCycle],
"phases": [p.value for p in WyckoffPhase],
"events": [e.value for e in WyckoffEvent],
"decision_signals": [s.value for s in DecisionSignal],
"timezone": "UTC",
"timeframes": ["1d", "1w", "1M"],
"timezone": "Asia/Shanghai",
"utc_offset": "+08:00",
"timeframes": [combo["low"], combo["mid"], combo["high"]],
"combo": combo,
"combos": list_combos(),
"allowed_tfs": list(ALLOWED_TFS),
"symbol_names": symbol_name_map(),
"default_symbol": "BTC/USDT:USDT",
"status": get_status(),
}
)
@bp.route("/api/wyckoff_crypto/combos", methods=["GET"])
def combos_list():
ensure_scheduler()
return jsonify({"combos": list_combos(), "allowed_tfs": list(ALLOWED_TFS)})
@bp.route("/api/wyckoff_crypto/combos", methods=["POST"])
def combos_add():
ensure_scheduler()
body = request.get_json(silent=True) or {}
high = (body.get("high") or request.args.get("high") or "").strip()
mid = (body.get("mid") or request.args.get("mid") or "").strip()
low = (body.get("low") or request.args.get("low") or "").strip()
label = (body.get("label") or request.args.get("label") or "").strip() or None
try:
row = add_combo(high, mid, low, label=label)
except ValueError as e:
return jsonify({"error": str(e)}), 400
return jsonify({"ok": True, "combo": row, "combos": list_combos()})
@bp.route("/api/wyckoff_crypto/combos/<combo_id>", methods=["DELETE"])
def combos_delete(combo_id: str):
ensure_scheduler()
try:
removed = delete_combo(combo_id)
except ValueError as e:
return jsonify({"error": str(e)}), 400
if not removed:
return jsonify({"error": "not_found"}), 404
return jsonify({"ok": True, "combos": list_combos()})
@bp.route("/api/wyckoff_crypto/status")
def status():
ensure_scheduler()
@@ -68,8 +129,10 @@ def status():
@bp.route("/api/wyckoff_crypto/scan")
def scan():
ensure_scheduler()
combo = get_combo(request.args.get("combo_id"))
rows = wyckoff_store.query_scan(
trade_date=request.args.get("trade_date"),
combo_id=combo["id"],
m_cycle=request.args.get("m_cycle"),
w_phase=request.args.get("w_phase"),
d_event=request.args.get("d_event"),
@@ -77,16 +140,19 @@ def scan():
min_overall_score=_float_or_none(request.args.get("min_overall_score")),
min_alignment=_float_or_none(request.args.get("min_alignment")),
sort=request.args.get("sort") or "overall_score",
limit=min(int(request.args.get("limit") or 100), 500),
offset=int(request.args.get("offset") or 0),
limit=_safe_int(request.args.get("limit"), 100, lo=1, hi=500),
offset=_safe_int(request.args.get("offset"), 0, lo=0),
)
return jsonify({"rows": rows, "count": len(rows)})
for row in rows:
row["name"] = display_name_cn(row.get("ts_code") or "")
return jsonify({"rows": rows, "count": len(rows), "combo": combo})
@bp.route("/api/wyckoff_crypto/symbol/<path:symbol>")
def symbol_detail(symbol: str):
ensure_scheduler()
row = wyckoff_store.get_symbol(symbol, request.args.get("trade_date"))
combo = get_combo(request.args.get("combo_id"))
row = wyckoff_store.get_symbol(symbol, request.args.get("trade_date"), combo["id"])
if not row:
return jsonify({"error": "not_found"}), 404
return jsonify(row)
@@ -96,8 +162,9 @@ def symbol_detail(symbol: str):
def manual_tick():
"""Manual one-shot tick (debug). Optional JSON/query max_symbols."""
ensure_scheduler()
max_sym = request.args.get("max_symbols") or (request.json or {}).get("max_symbols")
max_symbols = int(max_sym) if max_sym else None
body = request.get_json(silent=True) or {}
max_sym = request.args.get("max_symbols") or body.get("max_symbols")
max_symbols = int(max_sym) if max_sym not in (None, "") else None
def _job():
try:
@@ -109,6 +176,57 @@ def manual_tick():
return jsonify({"ok": True, "started": True})
@bp.route("/api/wyckoff_crypto/klines")
def klines():
"""Local cached OHLCV for chart (combo TFs)."""
ensure_scheduler()
from crypto_wyckoff.io import is_intraday_tf, load_bars_with_ts
symbol = request.args.get("symbol") or ""
combo = get_combo(request.args.get("combo_id"))
allowed = {combo["low"], combo["mid"], combo["high"]}
tf = request.args.get("tf") or combo["low"]
limit = _safe_int(request.args.get("limit"), 180, lo=1, hi=500)
if not symbol or tf not in allowed:
return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
items = load_bars_with_ts(symbol, tf, lookback=limit)
return jsonify({
"items": items,
"symbol": symbol,
"tf": tf,
"count": len(items),
"intraday": is_intraday_tf(tf),
"combo": combo,
})
@bp.route("/api/wyckoff_crypto/overlay")
def overlay():
"""Phase/event overlay for chart."""
ensure_scheduler()
from crypto_wyckoff.annotate import annotate_symbol
symbol = request.args.get("symbol") or ""
combo = get_combo(request.args.get("combo_id"))
allowed = {combo["low"], combo["mid"], combo["high"]}
tf = request.args.get("tf") or combo["low"]
bars = _safe_int(request.args.get("bars"), 180, lo=20, hi=400)
if not symbol or tf not in allowed:
return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
try:
data = annotate_symbol(symbol, freq=tf, lookback=bars, combo_id=combo["id"])
except Exception:
return jsonify({
"error": "overlay_failed",
"phases": [],
"events": [],
"levels": {},
"zones": [],
"combo_id": combo["id"],
}), 500
return jsonify(data)
def _float_or_none(v):
if v in (None, ""):
return None