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>

chan/analysis/bsp_macd.py

@@ -0,0 +1,113 @@
+"""买卖点 × MACD：几何候选在 core，背驰确认在此接合。"""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+from typing import Any, List, Optional, Sequence
+
+from ..core.ChanBI import ChanBI
+from ..core.ChanBSP import ChanBSP
+from ..core.ChanEnum import Chan_BI_DIR, Chan_BSP_DIR, Chan_BSP_TYPE
+from ..indicators.store import IndicatorStore
+
+
+def bi_macd_area(bi: ChanBI, store: Optional[IndicatorStore] = None) -> float:
+    """笔内同向 macdhist 累积面积。优先用 IndicatorStore，否则回退 klu.macdhist。"""
+    area = 0.0
+    for klc in bi.klc_list:
+        for klu in klc.klu_list:
+            if store is not None:
+                hist = store.get(klu.idx, "macdhist", 0) or 0
+            else:
+                hist = getattr(klu, "macdhist", 0) or 0
+            try:
+                hist = float(hist)
+            except (TypeError, ValueError):
+                hist = 0.0
+            if bi.dir == Chan_BI_DIR.UP and hist > 0:
+                area += hist
+            elif bi.dir == Chan_BI_DIR.DOWN and hist < 0:
+                area -= hist
+    return area
+
+
+def check_bi_div(
+    zs,
+    leave_bi: ChanBI,
+    store: Optional[IndicatorStore] = None,
+) -> bool:
+    """一类买卖点背驰：离开笔相对进入笔同向 MACD 柱面积收敛。"""
+    enter_bi = zs.bi_list[0].pre if zs.bi_list else None
+    if not enter_bi or enter_bi.dir != leave_bi.dir:
+        return False
+    leave_area = abs(bi_macd_area(leave_bi, store))
+    enter_area = abs(bi_macd_area(enter_bi, store))
+    return leave_area < enter_area
+
+
+def check_bi_pair_div(
+    leave_bi: ChanBI,
+    compare_bi: ChanBI,
+    store: Optional[IndicatorStore] = None,
+) -> bool:
+    """两笔同向力度比较（离开笔面积 < 比较笔）。"""
+    leave_area = abs(bi_macd_area(leave_bi, store))
+    compare_area = abs(bi_macd_area(compare_bi, store))
+    return leave_area < compare_area
+
+
+@dataclass
+class ConfirmedBSP:
+    """几何买卖点 + MACD 确认结果。"""
+
+    bsp: ChanBSP
+    div_confirmed: bool
+    hist_area: float = 0.0
+    compare_hist_area: float = 0.0
+    score: float = 0.0
+    macd_state: Any = None
+
+    @property
+    def type(self) -> Chan_BSP_TYPE:
+        return self.bsp.type
+
+    @property
+    def dir(self) -> Chan_BSP_DIR:
+        return self.bsp.dir
+
+    @property
+    def bi(self) -> ChanBI:
+        return self.bsp.bi
+
+
+def confirm_bsp(
+    geo_bsp_list: Sequence[ChanBSP],
+    store: Optional[IndicatorStore] = None,
+    require_div_for_types: Optional[Sequence[Chan_BSP_TYPE]] = None,
+) -> List[ConfirmedBSP]:
+    """
+    将几何 BSP 升格为 ConfirmedBSP。
+    默认：B1/S1/T1 需要背驰确认；B3/S3 几何即可，div_confirmed=True。
+    """
+    if require_div_for_types is None:
+        require_div_for_types = (
+            Chan_BSP_TYPE.B1,
+            Chan_BSP_TYPE.S1,
+        )
+    out: List[ConfirmedBSP] = []
+    for bsp in geo_bsp_list:
+        area = bi_macd_area(bsp.bi, store)
+        need_div = bsp.type in require_div_for_types
+        if need_div and bsp.zs is not None:
+            div_ok = check_bi_div(bsp.zs, bsp.bi, store)
+        else:
+            div_ok = True
+        out.append(
+            ConfirmedBSP(
+                bsp=bsp,
+                div_confirmed=div_ok,
+                hist_area=area,
+                score=1.0 if div_ok else 0.0,
+            )
+        )
+    return out