refactor: 缠论引擎迁入 chan/ 分层解耦，指标外置

将核心结构、指标与分析拆到 chan/{core,indicators,analysis,pipeline}；根目录保留兼容 shim；strategies 改为从 chan 包导入；买卖点经 bsp_macd 与 MACD 接合。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-03 14:47:13 +08:00
parent 2e905e7238
commit 2c1232555e
90 changed files with 9067 additions and 8535 deletions
@@ -0,0 +1,117 @@
+from ..core.ChanEnum import Chan_MACDHISTSET_DIR, Chan_MACDUNITTF_DIV, Chan_MACD_STATE
+
+class ChanMACDHistSet():
+    def __init__(self, index, start_time, start_klu, pre_histset, dir):
+        self.index = index
+        self.start_time = start_time
+        self.end_time = None
+        self.klu_list = []
+        self.klu_list.append(start_klu)
+        self.histset_dir = dir
+        self.next = None
+        self.pre = pre_histset
+        self.peak_klu = None
+        self.area = start_klu.macdhist
+        self.unittf_div = Chan_MACDUNITTF_DIV.UNDIV
+        self.middle_klu = None
+        self.div_count = 0
+        self.last_klu = start_klu
+        self.start_klu = start_klu
+        self.peak_div_list = []
+        self.middle_area = 0
+        self.total_macdhist = 0
+    def set_next(self, next_histset):
+        self.next = next_histset
+    def set_pre(self, pre_histset):
+        self.pre = pre_histset
+    def set_middle_klu(self, middle_klu):
+        self.middle_klu = middle_klu
+        #self.middle_area = abs(middle_klu.macdhist)
+        #self.middle_klu = None
+    def set_unittf_div(self, unittf_div):
+        self.unittf_div = unittf_div
+    def add_klu(self, klu):
+        klu.set_histset(self)
+        self.klu_list.append(klu)
+        self.area += abs(klu.macdhist)
+        if self.middle_klu:
+            self.middle_area += abs(klu.macdhist)
+        if self.middle_klu and self.middle_klu.index + 1 == klu.index:
+            self.low_klu = None
+            self.peak_klu = None
+            self.div_count = 0
+            self.peak_div_list = []
+        else:
+            if self.last_klu:
+                self.cal_macdhist_klu(klu)
+        self.last_klu = klu
+    def cal_macdhist_klu(self, klu):
+        if self.middle_klu:
+            if klu.index >= self.middle_klu.index + 2:
+                if klu.pre.pre:
+                    if abs(klu.pre.macdhist) > abs(klu.pre.pre.macdhist) and abs(klu.pre.macdhist) > abs(klu.macdhist):
+                        if self.peak_klu:
+                            if abs(klu.pre.macdhist) > abs(self.peak_klu.macdhist):
+                                self.peak_klu = klu.pre
+                                #self.div_count = 0
+                                #self.peak_div_list = []
+                            else:
+                                if klu.pre.macd * klu.pre.macdhist > 0:
+                                    self.peak_div_list.append(klu.pre)
+                                    self.div_count += 1
+                                    klu.pre.continue_div = True
+                        else:
+                            self.peak_klu = klu.pre
+        else:
+            if len(self.klu_list) >= 3:
+                if klu.pre.pre:
+                    if abs(klu.pre.macdhist) > abs(klu.pre.pre.macdhist) and abs(klu.pre.macdhist) > abs(klu.macdhist):
+                        if self.peak_klu:
+                            if abs(klu.pre.macdhist) > abs(self.peak_klu.macdhist):
+                                self.peak_klu = klu.pre
+                                #self.div_count = 0
+                                #self.peak_div_list = []
+                            else:
+                                if klu.pre.macd * klu.pre.macdhist > 0 and klu.pre.signal * klu.pre.macdhist > 0:
+                                    self.peak_div_list.append(klu.pre)
+                                    self.div_count += 1
+                                    klu.pre.continue_div = True
+                        else:
+                            self.peak_klu = klu.pre
+    def set_end_klu(self, end_klu):
+        self.end_klu = end_klu
+        self.end_time = end_klu.time
+        #if len(self.peak_div_list) > 0:
+            #klu = self.peak_div_list[-1]
+            #if klu.macd * klu.macdhist > 0:
+                #end_klu.continue_div = True
+                #print(end_klu.time, "Continue Div")
+        if self.start_klu.index == end_klu.index:
+            self.peak_klu = self.start_klu
+        if self.start_klu.index + 1 == end_klu.index:
+            if abs(self.start_klu.macdhist) > abs(end_klu.macdhist):
+                self.peak_klu = self.start_klu
+            else:
+                self.peak_klu = end_klu
+        if len(self.klu_list) >= 3 and self.peak_klu == None:
+            self.peak_klu = self.klu_list[0]
+            for klu in self.klu_list:
+                if abs(klu.macdhist) > abs(self.peak_klu.macdhist):
+                    self.peak_klu = klu
+        peak_str = ""
+        state_str = ""
+        for peak_div in self.peak_div_list:
+            peak_str += f"{peak_div.time}, "
+            state_str += f"{peak_div.macd_state}, "
+        total_macdhist = 0
+        first_klu = self.klu_list[0]
+        last_klu = self.klu_list[-1]
+        if (first_klu.macd > 0 and last_klu.macd > 0 and first_klu.macdhist > 0) or (first_klu.macd < 0 and last_klu.macd < 0 and first_klu.macdhist < 0):
+            for klu in self.klu_list:
+                self.total_macdhist += klu.macdhist
+            if abs(self.total_macdhist) < 150:
+                #print(self.end_time, "Total MACDHist: ", self.total_macdhist)
+                last_klu.separate_div = 99999
+        #if self.peak_klu and len(self.peak_div_list) > 0:
+            #print("Continue Div: ",self.start_time, "Peak:", self.peak_klu.time, "Div: ", peak_str, state_str)
+