feat(ECR-007): Wyckoff Live Structure with Confirmed/Live isolation
Add live.py lifecycle and event candidates; assemble confirmed vs live in engine; Summary partition; execution_signal source=confirmed only. Keep strategies untouched; do not lower Confirmed thresholds for Live. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
+244
-166
@@ -40,6 +40,12 @@ function disposeTradingViewCharts() {
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var chartRoot = document.getElementById('tradingview_chart');
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if (chartRoot) {
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// 重建前救出 Cycle Summary，避免 innerHTML 清空时被销毁
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var summaryEl = document.getElementById('wyckoffCycleSummary');
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var chartHost = chartRoot.parentElement;
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if (summaryEl && chartRoot.contains(summaryEl) && chartHost) {
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chartHost.appendChild(summaryEl);
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}
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chartRoot.innerHTML = '';
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}
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} catch (e) {
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@@ -415,6 +421,21 @@ function initTradingView(symbol, timeframe) {
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// 创建主图表
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const mainChart = LightweightCharts.createChart(mainChartContainer, createChartOptions(true, 'main'));
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// Cycle Summary 挂到主图左下角（相对 K 线主图 pane，而非整图底边）
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(function mountWyckoffCycleSummary() {
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var summaryEl = document.getElementById('wyckoffCycleSummary');
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if (!summaryEl) {
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summaryEl = document.createElement('div');
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summaryEl.id = 'wyckoffCycleSummary';
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summaryEl.className = 'wyckoff-cycle-summary';
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summaryEl.setAttribute('aria-live', 'polite');
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}
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mainChartContainer.appendChild(summaryEl);
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if (typeof renderWyckoffCycleSummary === 'function') {
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try { renderWyckoffCycleSummary(); } catch (e) {}
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}
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})();
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// 创建成交量图表 - 只显示底部的时间轴
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const volumeChart = LightweightCharts.createChart(volumeChartContainer, createChartOptions(false, 'volume'));
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@@ -2199,175 +2220,229 @@ function initTradingView(symbol, timeframe) {
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}
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} catch (e) { console.error('结构区整体绘制出错:', e); }
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}
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// 威科夫叠层：区间 / 阶段 / 事件 / VP
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if ($('#showWyckoff').is(':checked') && currentData.wyckoff) {
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try {
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const w = currentData.wyckoff;
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const tr = w.trading_range;
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const parseTs = function(t) {
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if (t == null) return NaN;
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if (typeof t === 'number') return Math.floor(t > 1e12 ? t / 1000 : t);
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const ms = new Date(t).getTime();
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return isNaN(ms) ? NaN : Math.floor(ms / 1000);
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};
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const kd = currentData.kline_data || [];
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const chartEnd = kd.length
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? Math.floor(new Date(kd[kd.length - 1].date).getTime() / 1000)
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: NaN;
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// 区间/阶段/时间/VP：框线同中枢；标记并入主 K（同 BSP），时间对齐 candles
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(function drawWrLikeChan() {
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const candleSeries = tvWidget.series.candleSeries
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|| tvWidget.series.barSeries
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|| tvWidget.series.lineSeries
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|| tvWidget.series.areaSeries
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|| tvWidget.series.heikinSeries
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|| tvWidget.series.renkoSeries;
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const candleTimes = (candles || []).map(function(c) { return c.time; })
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.filter(function(t) { return t != null && !isNaN(t); });
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const barStep = (candleTimes.length >= 2)
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? Math.max(1, candleTimes[1] - candleTimes[0])
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: 3600;
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const lastKlineTime = candleTimes.length ? candleTimes[candleTimes.length - 1] : NaN;
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const chartStart = candleTimes.length ? candleTimes[0] : NaN;
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if ($('#showWyckoffRange').is(':checked') && tr) {
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const t0 = parseTs(tr.start_time);
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const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
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const hi = parseFloat(tr.high), lo = parseFloat(tr.low), mid = parseFloat(tr.mid);
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if (!isNaN(t0) && !isNaN(t1) && !isNaN(hi) && !isNaN(lo)) {
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const fill = 'rgba(52, 152, 219, 0.07)';
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const border = 'rgba(52, 152, 219, 0.75)';
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// ECR-004：填充线 6→3，减 series
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const fillLines = 3;
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const step = (hi - lo) / (fillLines + 1);
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for (let fi = 1; fi <= fillLines; fi++) {
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const fy = lo + step * fi;
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mainChart.addLineSeries({ color: fill, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: fy }, { time: t1, value: fy }]);
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}
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mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: hi }, { time: t1, value: hi }]);
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mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: lo }, { time: t1, value: lo }]);
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if (!isNaN(mid)) {
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mainChart.addLineSeries({ color: border, lineWidth: 1, lineStyle: 2, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: mid }, { time: t1, value: mid }]);
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}
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mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: lo }, { time: t0, value: hi }]);
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mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t1, value: lo }, { time: t1, value: hi }]);
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}
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const toSec = function(t) {
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if (t == null) return NaN;
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if (typeof t === 'number') return t > 1e12 ? Math.floor(t / 1000) : Math.floor(t);
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const ms = new Date(t).getTime();
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return isNaN(ms) ? NaN : Math.floor(ms / 1000);
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};
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// 标记必须落在主 series 的 time 上（与 KLC 趋势 nearestTime 同思路）
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const snapToCandle = function(t) {
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if (!candleTimes.length || isNaN(t)) return t;
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let best = candleTimes[0], bd = Math.abs(candleTimes[0] - t);
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for (let i = 1; i < candleTimes.length; i++) {
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const d = Math.abs(candleTimes[i] - t);
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if (d < bd) { bd = d; best = candleTimes[i]; }
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}
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if ($('#showWyckoffPhases').is(':checked') && w.phases && w.phases.length) {
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const phaseColors = {
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A: 'rgba(241, 196, 15, 0.85)',
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B: 'rgba(155, 89, 182, 0.85)',
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C: 'rgba(230, 126, 34, 0.85)',
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D: 'rgba(46, 204, 113, 0.85)',
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E: 'rgba(52, 152, 219, 0.85)'
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};
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const phaseMarkers = [];
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w.phases.forEach(function(ph) {
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const t0 = parseTs(ph.start_time);
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const t1 = ph.end_time ? parseTs(ph.end_time) : chartEnd;
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if (isNaN(t0) || isNaN(t1) || !tr) return;
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const hi = parseFloat(tr.high);
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if (isNaN(hi)) return;
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const col = phaseColors[ph.phase] || 'rgba(149,165,166,0.85)';
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// 阶段顶部分段色带（略高于区间高）
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const y = hi * 1.002;
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mainChart.addLineSeries({ color: col, lineWidth: 3, lastValueVisible: false, priceLineVisible: false })
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.setData([{ time: t0, value: y }, { time: t1, value: y }]);
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phaseMarkers.push({
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time: t0,
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position: 'aboveBar',
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color: col,
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shape: 'square',
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text: String(ph.phase || ph.label || ''),
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size: 1
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});
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return best;
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};
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const ensureSpan = function(t0, t1) {
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if (isNaN(t0) || isNaN(t1)) return [t0, t1];
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if (t1 < t0) { const x = t0; t0 = t1; t1 = x; }
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if (t1 <= t0) t1 = t0 + barStep;
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return [t0, t1];
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};
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const drawBox = function(t0, t1, hi, lo, color) {
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const span = ensureSpan(t0, t1);
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t0 = span[0]; t1 = span[1];
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if (isNaN(t0) || isNaN(t1) || isNaN(hi) || isNaN(lo)) return;
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const opt = { color: color, lineWidth: 1, lastValueVisible: false, priceLineVisible: false };
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mainChart.addLineSeries(opt).setData([{ time: t0, value: hi }, { time: t1, value: hi }]);
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mainChart.addLineSeries(opt).setData([{ time: t0, value: lo }, { time: t1, value: lo }]);
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mainChart.addLineSeries(opt).setData([{ time: t0, value: lo }, { time: t0, value: hi }]);
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mainChart.addLineSeries(opt).setData([{ time: t1, value: lo }, { time: t1, value: hi }]);
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};
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const mkPL = function(price, color, title, style) {
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if (!candleSeries) return;
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const p = parseFloat(price);
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if (isNaN(p)) return;
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try {
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candleSeries.createPriceLine({
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price: p, color: color,
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lineWidth: style === 2 ? 1 : 2,
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lineStyle: style || 0,
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axisLabelVisible: true,
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title: title
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});
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if (phaseMarkers.length) {
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const phSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
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phSeries.setMarkers(phaseMarkers);
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}
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}
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} catch (e) { console.warn('价位线失败', title, e); }
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};
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const phaseColors = { A: '#f1c40f', B: '#9b59b6', C: '#e67e22', D: '#2ecc71', E: '#3498db' };
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const eventColors = {
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Spring: '#27ae60', SOS: '#2ecc71', LPS: '#16a085',
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UTAD: '#e74c3c', SOW: '#c0392b', LPSY: '#d35400'
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};
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if ($('#showWyckoffEvents').is(':checked') && w.events && w.events.length) {
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const eventColors = {
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Spring: '#27ae60',
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SOS: '#2ecc71',
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LPS: '#16a085',
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UTAD: '#e74c3c',
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SOW: '#c0392b',
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LPSY: '#d35400'
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};
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const checks = (w.volume_confirm && w.volume_confirm.event_checks) || {};
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const markers = [];
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w.events.forEach(function(ev) {
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const t = parseTs(ev.time);
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if (isNaN(t)) return;
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const typ = ev.type || '';
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const chk = checks[typ] || {};
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const volOk = (chk.volume_ok != null) ? chk.volume_ok : ev.volume_ok;
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const ratioVal = (chk.volume_ratio != null) ? chk.volume_ratio : ev.volume_ratio;
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const ok = volOk === true ? '✓' : (volOk === false ? '✗' : '');
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const note = ev.note || '';
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const ratio = (ratioVal != null) ? (' vol×' + Number(ratioVal).toFixed(2)) : '';
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markers.push({
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time: t,
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position: (typ === 'Spring' || typ === 'LPS' || typ === 'SOW') ? 'belowBar' : 'aboveBar',
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color: eventColors[typ] || '#7f8c8d',
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shape: 'arrowUp',
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text: typ + (ok ? ' ' + ok : '') + (note ? ' ' + note : '') + ratio,
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size: 1
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});
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});
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if (markers.length) {
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const evSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
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evSeries.setMarkers(markers);
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}
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}
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const wrMarkers = [];
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window.wrMarkers = [];
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const pushMarker = function(m) {
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if (!m || isNaN(m.time)) return;
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m.time = snapToCandle(m.time);
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if (!isNaN(chartStart) && (m.time < chartStart || m.time > lastKlineTime)) return;
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wrMarkers.push(m);
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};
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if ($('#showWyckoffVP').is(':checked') && w.volume_profile && tr) {
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const vp = w.volume_profile;
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const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
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if (!isNaN(t1)) {
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const bins = vp.bins || [];
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// ECR-004 A+C：只画有量 Top-N，避免每 bin 一条 series
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const TOP_N = 8;
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const ranked = bins
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.filter(function(b) { return b && b.volume > 0; })
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.slice()
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.sort(function(a, b) { return b.volume - a.volume; })
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.slice(0, TOP_N);
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let maxVol = 0;
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ranked.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
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const tStart = parseTs(tr.start_time);
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const maxWidthSec = Math.max(60, Math.floor((t1 - (isNaN(tStart) ? t1 : tStart)) * 0.15));
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ranked.forEach(function(b) {
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if (!b.volume || maxVol <= 0) return;
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const wSec = Math.max(1, Math.floor(maxWidthSec * (b.volume / maxVol)));
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const alpha = 0.2 + 0.55 * (b.volume / maxVol);
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const leftT = Math.max(isNaN(tStart) ? (t1 - wSec) : tStart, t1 - wSec);
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mainChart.addLineSeries({
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color: 'rgba(142, 68, 173, ' + alpha.toFixed(2) + ')',
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lineWidth: 1,
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lastValueVisible: false,
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priceLineVisible: false
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}).setData([
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{ time: leftT, value: b.price },
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{ time: t1, value: b.price }
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]);
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});
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const levels = [
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{ p: vp.poc, c: 'rgba(142, 68, 173, 0.95)', w: 2, style: 0 },
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{ p: vp.vah, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 },
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{ p: vp.val, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 }
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];
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const t0 = parseTs(tr.start_time);
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levels.forEach(function(lv) {
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const p = parseFloat(lv.p);
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if (isNaN(p) || isNaN(t0)) return;
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mainChart.addLineSeries({
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color: lv.c,
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lineWidth: lv.w,
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lineStyle: lv.style,
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lastValueVisible: false,
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priceLineVisible: false
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}).setData([{ time: t0, value: p }, { time: t1, value: p }]);
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});
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}
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}
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} catch (e) { console.error('威科夫绘制出错:', e); }
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}
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const drawOne = function(w, cfg) {
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if (!w) return;
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const showR = $(cfg.rangeSel).is(':checked');
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const showP = $(cfg.phasesSel).is(':checked');
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const showE = $(cfg.eventsSel).is(':checked');
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const showV = $(cfg.vpSel).is(':checked');
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if (!showR && !showP && !showE && !showV) return;
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// WYCKOFF-MULTI-CYCLE-001：遍历 cycles；无则退化为顶层单段
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const cycles = (w.cycles && w.cycles.length)
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? w.cycles
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: (w.trading_range ? [{
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id: 0, status: 'ACTIVE', role: 'latest',
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trading_range: w.trading_range, phases: w.phases, events: w.events,
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volume_profile: w.volume_profile, volume_confirm: w.volume_confirm,
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period: { start_time: w.trading_range.start_time, end_time: w.trading_range.end_time, bars: w.trading_range.bars }
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}] : []);
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const tfLabel = (cfg.tfLabel || cfg.tag || 'TF').toString().toUpperCase();
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cycles.forEach(function(cycle) {
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const tr = cycle.trading_range;
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if (!tr) return;
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const cid = (cycle.id != null) ? cycle.id : 0;
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const isActive = String(cycle.status || '').toUpperCase() === 'ACTIVE';
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const cTag = tfLabel + ' C' + cid + ' ';
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try {
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let t0 = toSec(tr.start_time || (cycle.period && cycle.period.start_time));
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let t1 = toSec(tr.end_time || (cycle.period && cycle.period.end_time));
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// 仅 ACTIVE 可拉到最新 K；历史用 period.end
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if (isActive && !isNaN(lastKlineTime)) {
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t1 = lastKlineTime;
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} else if (cycle.period && cycle.period.end_time) {
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t1 = toSec(cycle.period.end_time);
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}
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const hi = parseFloat(tr.high), lo = parseFloat(tr.low);
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if (showR && !isNaN(hi) && !isNaN(lo)) {
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drawBox(t0, t1, hi, lo, cfg.color);
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if (isActive) {
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mkPL(hi, cfg.color, cfg.hiTag, 0);
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mkPL(lo, cfg.color, cfg.loTag, 0);
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mkPL(tr.mid, cfg.color, cfg.midTag, 2);
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}
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}
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if (showP && cycle.phases && cycle.phases.length && !isNaN(hi)) {
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cycle.phases.forEach(function(ph) {
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let p0 = toSec(ph.start_time);
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let p1 = ph.end_time ? toSec(ph.end_time) : t1;
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const sp = ensureSpan(p0, p1);
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p0 = sp[0]; p1 = sp[1];
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if (isNaN(p0) || isNaN(p1)) return;
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const col = phaseColors[ph.phase] || '#95a5a6';
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mainChart.addLineSeries({
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color: col, lineWidth: 3, lastValueVisible: false, priceLineVisible: false
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}).setData([{ time: p0, value: hi }, { time: p1, value: hi }]);
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pushMarker({
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time: p0, position: 'aboveBar', color: col, shape: 'square',
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text: cTag + 'Phase ' + String(ph.phase || ''), size: 1
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});
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});
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}
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if (showV && isActive && cycle.volume_profile) {
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const vp = cycle.volume_profile;
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mkPL(vp.poc, cfg.vpColor, cfg.pocTag, 0);
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mkPL(vp.vah, cfg.vpColor, cfg.vahTag, 2);
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mkPL(vp.val, cfg.vpColor, cfg.valTag, 2);
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const bins = (vp.bins || []).filter(function(b) { return b && b.volume > 0; })
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.slice().sort(function(a, b) { return b.volume - a.volume; }).slice(0, 8);
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let maxVol = 0;
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bins.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
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const span = (!isNaN(t0) && !isNaN(t1) && t1 > t0) ? (t1 - t0) : barStep * 12;
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bins.forEach(function(b) {
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if (!b.volume || maxVol <= 0 || isNaN(t1)) return;
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const wSec = Math.max(barStep, Math.floor(span * 0.12 * (b.volume / maxVol)));
|
||||
let leftT = Math.max(isNaN(t0) ? (t1 - wSec) : t0, t1 - wSec);
|
||||
if (leftT >= t1) leftT = t1 - barStep;
|
||||
if (leftT >= t1) return;
|
||||
const alpha = 0.25 + 0.55 * (b.volume / maxVol);
|
||||
mainChart.addLineSeries({
|
||||
color: cfg.vpRgb.replace('ALPHA', alpha.toFixed(2)),
|
||||
lineWidth: 2, lastValueVisible: false, priceLineVisible: false
|
||||
}).setData([{ time: leftT, value: b.price }, { time: t1, value: b.price }]);
|
||||
});
|
||||
}
|
||||
if (showE && cycle.events && cycle.events.length) {
|
||||
const checks = (cycle.volume_confirm && cycle.volume_confirm.event_checks) || {};
|
||||
cycle.events.forEach(function(ev) {
|
||||
const t = toSec(ev.time);
|
||||
if (isNaN(t)) return;
|
||||
const typ = ev.type || '';
|
||||
const chk = checks[typ] || {};
|
||||
const volOk = (chk.volume_ok != null) ? chk.volume_ok : ev.volume_ok;
|
||||
const ok = volOk === true ? '✓' : (volOk === false ? '✗' : '');
|
||||
pushMarker({
|
||||
time: t,
|
||||
position: (typ === 'Spring' || typ === 'LPS' || typ === 'SOW') ? 'belowBar' : 'aboveBar',
|
||||
color: eventColors[typ] || '#7f8c8d',
|
||||
shape: (typ === 'Spring' || typ === 'SOW' || typ === 'LPS') ? 'arrowDown' : 'arrowUp',
|
||||
text: cTag + typ + ok,
|
||||
size: 1
|
||||
});
|
||||
});
|
||||
}
|
||||
} catch (e) { console.error('区间叠层出错', cfg.name, 'C' + cid, e); }
|
||||
});
|
||||
};
|
||||
|
||||
if ($('#showMainWrRange').is(':checked') || $('#showMainWrPhases').is(':checked')
|
||||
|| $('#showMainWrEvents').is(':checked') || $('#showMainWrVP').is(':checked')) {
|
||||
drawOne(currentData.wyckoff, {
|
||||
name: '主', tag: '', tfLabel: (currentData.timeframe || '4H'), color: '#3498db', vpColor: '#8e44ad',
|
||||
vpRgb: 'rgba(142, 68, 173, ALPHA)',
|
||||
rangeSel: '#showMainWrRange', phasesSel: '#showMainWrPhases',
|
||||
eventsSel: '#showMainWrEvents', vpSel: '#showMainWrVP',
|
||||
hiTag: 'WR.H', loTag: 'WR.L', midTag: 'WR.M',
|
||||
pocTag: 'POC', vahTag: 'VAH', valTag: 'VAL'
|
||||
});
|
||||
}
|
||||
if ($('#showElementWrRange').is(':checked') || $('#showElementWrPhases').is(':checked')
|
||||
|| $('#showElementWrEvents').is(':checked') || $('#showElementWrVP').is(':checked')) {
|
||||
drawOne(currentData.element_wyckoff, {
|
||||
name: '次', tag: 'e', tfLabel: (currentData.element_timeframe || '2H'), color: '#e67e22', vpColor: '#d35400',
|
||||
vpRgb: 'rgba(211, 84, 0, ALPHA)',
|
||||
rangeSel: '#showElementWrRange', phasesSel: '#showElementWrPhases',
|
||||
eventsSel: '#showElementWrEvents', vpSel: '#showElementWrVP',
|
||||
hiTag: 'eWR.H', loTag: 'eWR.L', midTag: 'eWR.M',
|
||||
pocTag: 'ePOC', vahTag: 'eVAH', valTag: 'eVAL'
|
||||
});
|
||||
}
|
||||
if ($('#showSubSubWrRange').is(':checked') || $('#showSubSubWrPhases').is(':checked')
|
||||
|| $('#showSubSubWrEvents').is(':checked') || $('#showSubSubWrVP').is(':checked')) {
|
||||
drawOne(currentData.sub_sub_wyckoff, {
|
||||
name: '次次', tag: 's', tfLabel: (currentData.sub_sub_timeframe || '1H'), color: '#27ae60', vpColor: '#16a085',
|
||||
vpRgb: 'rgba(22, 160, 133, ALPHA)',
|
||||
rangeSel: '#showSubSubWrRange', phasesSel: '#showSubSubWrPhases',
|
||||
eventsSel: '#showSubSubWrEvents', vpSel: '#showSubSubWrVP',
|
||||
hiTag: 'sWR.H', loTag: 'sWR.L', midTag: 'sWR.M',
|
||||
pocTag: 'sPOC', vahTag: 'sVAH', valTag: 'sVAL'
|
||||
});
|
||||
}
|
||||
|
||||
// 同 BSP：写入 window，稍后与分型/买卖点一并 setMarkers
|
||||
wrMarkers.sort(function(a, b) { return a.time - b.time; });
|
||||
window.wrMarkers = wrMarkers;
|
||||
if (typeof renderWyckoffCycleSummary === 'function') {
|
||||
renderWyckoffCycleSummary();
|
||||
}
|
||||
})();
|
||||
// 显示未完成中枢 - 分别处理主周期、次周期和次次周期
|
||||
if ($('#showMainZs').is(':checked') || $('#showElementZs').is(':checked') || $('#showSubSubZs').is(':checked') || $('#showSubSubBiZs').is(':checked')) {
|
||||
console.log('绘制未完成中枢 - 已启用');
|
||||
@@ -4223,7 +4298,8 @@ function initTradingView(symbol, timeframe) {
|
||||
...(window.kluDivMarkersElement || []),
|
||||
...(window.kluDivMarkersSubSub || []),
|
||||
...trendMarkersToUse,
|
||||
...(window.bspMarkers || [])
|
||||
...(window.bspMarkers || []),
|
||||
...(window.wrMarkers || [])
|
||||
];
|
||||
if (combinedMarkers.length > 0) {
|
||||
console.log(
|
||||
@@ -4232,6 +4308,7 @@ function initTradingView(symbol, timeframe) {
|
||||
'个，小周期分型:', allElementFxMarkers.length,
|
||||
'个，UnitTF:', (window.unittfMarkers || []).length,
|
||||
'个，BSP标记:', (window.bspMarkers || []).length,
|
||||
'个，区间标记:', (window.wrMarkers || []).length,
|
||||
'个）'
|
||||
);
|
||||
|
||||
@@ -4358,7 +4435,8 @@ function initTradingView(symbol, timeframe) {
|
||||
...(window.kluDivMarkersElement || []),
|
||||
...(window.kluDivMarkersSubSub || []),
|
||||
...trendMarkersToUse,
|
||||
...(window.bspMarkers || [])
|
||||
...(window.bspMarkers || []),
|
||||
...(window.wrMarkers || [])
|
||||
];
|
||||
if (onlyMainAndU.length > 0) {
|
||||
console.log('仅设置', onlyMainAndU.length, '个主周期/UnitTF标记（主周期分型:', (window.mainFxMarkers || []).length, '，UnitTF:', (window.unittfMarkers || []).length, '）');
|
||||
|
||||
Reference in New Issue
Block a user