refactor: 以自实现指标替换 talib 与 technical 依赖
chanlun/indicators/ta.py 接口兼容 talib.abstract,实现代码实际用到的 SMA/MA/EMA/RSI/ATR/MACD/BBANDS;chanlun/pipeline/resample.py 替代 technical.util.resample_to_interval。调用点只改 import,逻辑未动。 暖机长度与平滑种子按 TA-Lib 的约定实现,差一根 K 线就会让下游所有 笔/线段/中枢整体位移。其中 MACD 需特别处理:TA-Lib 让快慢两条 EMA 在同一根 K 线出首值,因而快线的种子取 x[slow-fast:slow] 的均值,而非 从 fastperiod-1 一路递推——两者在百元价位上相差约 0.17。 BBANDS 是有意的分歧:TA-Lib 用 sumsq/n - mean² 求方差,短窗口远离零 时灾难性抵消(timeperiod=2 误差 8.7e-7),本实现用 rolling std,对 50 位精度基准误差为 0。项目实际使用的周期两者一致到 1e-10。 顺带清理 12 个文件中 16 处从未调用的 talib/technical 导入。 验证:9440 组随机对拨;真实 K 线端到端比对 add_indicators 全部 33 个 指标列,NaN 模式一致、MACD 柱符号 100% 相同;屏蔽两个包后 60 个模块 均可导入。新增 test_ta_compat.py 将输出逐 bar 钉在 TA-Lib 上,但该文件 在 TA-Lib 缺失时静默跳过,改动 ta.py 需在装有 TA-Lib 的环境复跑。 Co-authored-by: Cursor <cursoragent@cursor.com>
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"""OHLCV resampling — replaces `technical.util.resample_to_interval`.
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That was the only symbol this project imported from `technical`, which in turn
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pulled in the freqtrade dependency chain. Behaviour is preserved exactly,
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including the left-labelled bins (rows are candle *open* times) and the
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`dropna()` that drops empty intervals.
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"""
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from __future__ import annotations
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import pandas as pd
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__all__ = ["TICKER_INTERVAL_MINUTES", "resample_to_interval"]
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TICKER_INTERVAL_MINUTES: dict[str, int] = {
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"1m": 1,
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"5m": 5,
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"15m": 15,
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"30m": 30,
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"1h": 60,
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"60m": 60,
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"2h": 120,
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"4h": 240,
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"6h": 360,
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"12h": 720,
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"1d": 1440,
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"1w": 10080,
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}
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_OHLC_AGG = {
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"open": "first",
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"high": "max",
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"low": "min",
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"close": "last",
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"volume": "sum",
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}
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def resample_to_interval(dataframe: pd.DataFrame, interval: int | str) -> pd.DataFrame:
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"""Resample OHLCV rows to `interval` minutes (or a timeframe string).
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Merging the result back onto a finer frame requires care to avoid lookahead
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bias; this function only resamples.
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"""
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if isinstance(interval, str):
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interval = TICKER_INTERVAL_MINUTES[interval]
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df = dataframe.copy()
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df = df.set_index(pd.DatetimeIndex(df["date"]))
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df = df.resample(f"{interval}min", label="left").agg(_OHLC_AGG).dropna()
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df.reset_index(inplace=True)
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return df
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