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 +1,153 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+分型强度检测配置文件
+用于调整分型强度计算的各项参数和权重
+"""
+
+class FxStrengthConfig:
+    """分型强度检测配置类"""
+    
+    def __init__(self):
+        # ===== 权重配置 (总分100分) =====
+        self.price_difference_weight = 40  # 价格差异强度权重
+        self.breakthrough_weight = 20      # 突破历史点位权重  
+        self.volume_weight = 15           # 成交量确认权重
+        self.rsi_divergence_weight = 15   # RSI背离权重
+        self.macd_divergence_weight = 10  # MACD背离权重
+        
+        # ===== 价格差异参数 =====
+        self.price_diff_multiplier = 1000  # 价格差异放大倍数
+        self.max_price_score = 20          # 价格差异最高得分
+        
+        # ===== 突破检测参数 =====
+        self.breakthrough_lookback = 10    # 回看K线数量
+        self.breakthrough_multiplier = 500 # 突破幅度放大倍数
+        self.max_breakthrough_score = 20   # 突破最高得分
+        
+        # ===== 成交量参数 =====
+        self.volume_lookback = 5           # 计算平均成交量的回看期数
+        self.volume_multiplier = 10        # 成交量放大倍数
+        self.max_volume_score = 15         # 成交量最高得分
+        self.min_volume_ratio = 1.0        # 最小成交量比率
+        
+        # ===== RSI背离参数 =====
+        self.rsi_divergence_divisor = 2    # RSI背离除数
+        self.max_rsi_score = 15            # RSI最高得分
+        
+        # ===== MACD背离参数 =====
+        self.macd_divergence_multiplier = 100  # MACD背离放大倍数
+        self.max_macd_score = 10               # MACD最高得分
+        
+        # ===== 强度等级阈值 =====
+        self.extreme_threshold = 80   # 极强分型阈值
+        self.strong_threshold = 60    # 强分型阈值
+        self.medium_threshold = 40    # 中等分型阈值
+        self.weak_threshold = 20      # 弱分型阈值
+        
+        # ===== 其他参数 =====
+        self.min_strength = 0         # 最小强度分数
+        self.max_strength = 100       # 最大强度分数
+        
+    def get_strength_level_name(self, strength):
+        """根据强度分数获取等级名称"""
+        if strength >= self.extreme_threshold:
+            return "极强"
+        elif strength >= self.strong_threshold:
+            return "强"
+        elif strength >= self.medium_threshold:
+            return "中等"
+        elif strength >= self.weak_threshold:
+            return "弱"
+        else:
+            return "极弱"
+    
+    def is_strong_fractal(self, strength, custom_threshold=None):
+        """判断是否为强分型"""
+        threshold = custom_threshold if custom_threshold is not None else self.strong_threshold
+        return strength >= threshold
+    
+    def validate_config(self):
+        """验证配置参数的合理性"""
+        total_weight = (self.price_difference_weight + 
+                       self.breakthrough_weight + 
+                       self.volume_weight + 
+                       self.rsi_divergence_weight + 
+                       self.macd_divergence_weight)
+        
+        if total_weight != 100:
+            print(f"警告: 权重总和为{total_weight}，不等于100")
+            
+        if not (0 <= self.extreme_threshold <= 100):
+            print(f"警告: 极强阈值{self.extreme_threshold}不在合理范围内")
+            
+        if not (self.weak_threshold < self.medium_threshold < 
+                self.strong_threshold < self.extreme_threshold):
+            print("警告: 强度阈值设置不合理")
+            
+        return True
+    
+    def print_config(self):
+        """打印当前配置"""
+        print("=== 分型强度检测配置 ===")
+        print(f"价格差异权重: {self.price_difference_weight}分")
+        print(f"突破点位权重: {self.breakthrough_weight}分")
+        print(f"成交量权重: {self.volume_weight}分")
+        print(f"RSI背离权重: {self.rsi_divergence_weight}分")
+        print(f"MACD背离权重: {self.macd_divergence_weight}分")
+        print()
+        print("=== 强度等级阈值 ===")
+        print(f"极强: >={self.extreme_threshold}分")
+        print(f"强: {self.strong_threshold}-{self.extreme_threshold-1}分")
+        print(f"中等: {self.medium_threshold}-{self.strong_threshold-1}分")
+        print(f"弱: {self.weak_threshold}-{self.medium_threshold-1}分")
+        print(f"极弱: <{self.weak_threshold}分")
+
+
+# 默认配置实例
+DEFAULT_CONFIG = FxStrengthConfig()
+
+# 保守配置 (更严格的分型识别)
+CONSERVATIVE_CONFIG = FxStrengthConfig()
+CONSERVATIVE_CONFIG.price_difference_weight = 50
+CONSERVATIVE_CONFIG.breakthrough_weight = 25
+CONSERVATIVE_CONFIG.volume_weight = 15
+CONSERVATIVE_CONFIG.rsi_divergence_weight = 10
+CONSERVATIVE_CONFIG.macd_divergence_weight = 0
+CONSERVATIVE_CONFIG.strong_threshold = 70
+CONSERVATIVE_CONFIG.extreme_threshold = 85
+
+# 激进配置 (更宽松的分型识别)
+AGGRESSIVE_CONFIG = FxStrengthConfig()
+AGGRESSIVE_CONFIG.price_difference_weight = 30
+AGGRESSIVE_CONFIG.breakthrough_weight = 15
+AGGRESSIVE_CONFIG.volume_weight = 20
+AGGRESSIVE_CONFIG.rsi_divergence_weight = 20
+AGGRESSIVE_CONFIG.macd_divergence_weight = 15
+AGGRESSIVE_CONFIG.strong_threshold = 50
+AGGRESSIVE_CONFIG.extreme_threshold = 70
+
+# 技术指标重点配置 (重视技术指标背离)
+TECHNICAL_CONFIG = FxStrengthConfig()
+TECHNICAL_CONFIG.price_difference_weight = 25
+TECHNICAL_CONFIG.breakthrough_weight = 15
+TECHNICAL_CONFIG.volume_weight = 10
+TECHNICAL_CONFIG.rsi_divergence_weight = 25
+TECHNICAL_CONFIG.macd_divergence_weight = 25
+
+
+if __name__ == "__main__":
+    print("=== 分型强度配置演示 ===\n")
+    
+    configs = {
+        "默认配置": DEFAULT_CONFIG,
+        "保守配置": CONSERVATIVE_CONFIG,  
+        "激进配置": AGGRESSIVE_CONFIG,
+        "技术指标配置": TECHNICAL_CONFIG
+    }
+    
+    for name, config in configs.items():
+        print(f"=== {name} ===")
+        config.print_config()
+        config.validate_config()
+        print()