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>

strategies/BTC_Perpetual_Futures.py

@@ -3,8 +3,8 @@ from freqtrade.strategy import IStrategy, stoploss_from_absolute
 import sys
 import os
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_15.py

@@ -5,7 +5,7 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta
@@ -15,7 +15,7 @@ from freqtrade.persistence import Trade
 from typing import Optional
 import logging
 logger = logging.getLogger(__name__)
-from TF_DF import TF_DF
+from chan.pipeline.TF_DF import TF_DF
 ### Now you can use logger.info('asfd') to log
 # freqtrade plot-dataframe --strategy ChanLun_BTC_15 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_15.json --timerange=20250309-
 

strategies/ChanLun_BTC_15_back.py

@@ -5,9 +5,9 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_1m.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_1m_old.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_30.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_5m.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_60.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_BTC_K.py

@@ -5,10 +5,10 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
-from ChanPY import ChanPY
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.analysis.ChanPY import ChanPY
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_EMA52.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_EMA_Align.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_ETH_60.py

@@ -5,10 +5,10 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
-from ChanPY import ChanPY
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.analysis.ChanPY import ChanPY
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_MACD.py

@@ -5,10 +5,10 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
-from ChanPY import ChanPY
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.analysis.ChanPY import ChanPY
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta
@@ -112,8 +112,8 @@ class ChanLun_MACD(IStrategy):
 
 		# ====== 结构：基于 ChanMACD 的 UnitTF 结束点（与零轴定义一致） ======
 		try:
-			from ChanKLU import ChanKLU
-			from ChanMACD import ChanMACD
+			from chan.core.ChanKLU import ChanKLU
+			from chan.analysis.ChanMACD import ChanMACD
 			klu_list = []
 			prev = None
 			for idx, row in dataframe.iterrows():

strategies/ChanLun_SOL.py

@@ -10,8 +10,8 @@ import os
 #sys.setrecursionlimit(1000000) #例如这里设置为一百万
 #sys.path.append(os.path.abspath("/freqtrade/user_data/Chan"))
 #sys.path.append(os.path.abspath("/Users/jack/Project/freqtrade/user_data/Chan"))
-sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/freqtrade/user_data/Chan"))
-from ChanLun import ChanLun
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from chan.pipeline.ChanLun import ChanLun
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_SOL_1.py

@@ -10,8 +10,8 @@ import os
 #sys.setrecursionlimit(1000000) #例如这里设置为一百万
 #sys.path.append(os.path.abspath("/freqtrade/user_data/Chan"))
 #sys.path.append(os.path.abspath("/Users/jack/Project/freqtrade/user_data/Chan"))
-sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/freqtrade/user_data/Chan"))
-from ChanLun import ChanLun
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from chan.pipeline.ChanLun import ChanLun
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_SOL_15.py

@@ -4,9 +4,9 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_SOL_5.py

@@ -5,9 +5,9 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ChanLun_SOL_Optimized.py

@@ -12,9 +12,9 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanLun_Classifier import ChanLunClassifier
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.analysis.ChanLun_Classifier import ChanLunClassifier
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/Chan_SOL_60.py

@@ -9,14 +9,14 @@ import sys
 import os
 #sys.setrecursionlimit(1000000) #例如这里设置为一百万
 #sys.path.append(os.path.abspath("/freqtrade/user_data/Chan"))
-sys.path.append(os.path.abspath("/Users/jack/Project/freqtrade/user_data/Chan"))
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 #sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/freqtrade/user_data/Chan"))
 
-from ChanEnum import Chan_AUTYPE, Chan_DATA_FIELD, Chan_FX_TYPE, Chan_KLINE_DIR, Chan_KL_TYPE, Chan_BI_DIR
-from ChanKLU import ChanKLU
-from ChanCTime import ChanCTime
-from ChanKLC import ChanKLC
-from ChanBI import ChanBI
+from chan.core.ChanEnum import Chan_AUTYPE, Chan_DATA_FIELD, Chan_FX_TYPE, Chan_KLINE_DIR, Chan_KL_TYPE, Chan_BI_DIR
+from chan.core.ChanKLU import ChanKLU
+from chan.core.ChanCTime import ChanCTime
+from chan.core.ChanKLC import ChanKLC
+from chan.core.ChanBI import ChanBI
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/Deepseek_BTC.py

@@ -9,9 +9,9 @@ import sys
 import os
 #sys.setrecursionlimit(1000000) #例如这里设置为一百万
 #sys.path.append(os.path.abspath("/freqtrade/user_data/Chan"))
-sys.path.append(os.path.abspath("/Users/jack/Project/freqtrade/user_data/Chan"))
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 #sys.path.append(os.path.abspath("/Users/jack/Documents/GitHub/freqtrade/user_data/Chan"))
-from ChanLun import ChanLun
+from chan.pipeline.ChanLun import ChanLun
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta
@@ -19,7 +19,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade, Order
 from typing import Optional
-from ChanPY import ChanPY
+from chan.analysis.ChanPY import ChanPY
 import logging
 logger = logging.getLogger(__name__)
 from openai import OpenAI

strategies/EMA26_EMA52_Cross.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/EMA_Cross.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta

strategies/ElliottWaveBTCStrategy.py

@@ -20,7 +20,7 @@
 import sys
 import os
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
+from chan.pipeline.ChanLun import ChanLun
 
 from freqtrade.strategy import IStrategy
 from pandas import DataFrame

strategies/ElliottWaveBTCStrategyV2.py

@@ -21,7 +21,7 @@ Elliott Wave Strategy for BTC Perpetual Futures V2
 import sys
 import os
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
+from chan.pipeline.ChanLun import ChanLun
 
 from freqtrade.strategy import IStrategy
 from pandas import DataFrame

strategies/Template.py

@@ -5,8 +5,8 @@ import sys
 import os
 # 添加父目录到系统路径
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from ChanLun import ChanLun
-from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
+from chan.pipeline.ChanLun import ChanLun
+from chan.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
 # --------------------------------
 from technical.util import resample_to_interval, resampled_merge
 import talib.abstract as ta