refactor: 缠论引擎包化与 Web 分层（ECR-001）
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务； 前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。 Co-authored-by: Cursor <cursoragent@cursor.com>
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jackyu66git
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缠论 (Chan Theory) technical analysis system for Freqtrade. Implements Chan Zhong Shui Chan's theory for crypto/stock trading, including fractal (分型), stroke (笔), segment (线段), pivot/center (中枢), and buy/sell point (买卖点) detection.
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## Governance
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- ESS 文档：`docs/PROJECT_PROFILE.md`、`docs/ECR/`、`docs/ENGINEERING_SPEC/`
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- **正式引擎包**：`chanlun/`；strategies / web 已用 `from chanlun import ...`
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- 根目录 `Chan*.py` / `TF_DF.py` 仍为 **兼容 shim**（旧脚本可用）
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## Core Architecture
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### Chan Theory Engine (`Chan*.py`)
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### Chan Theory Engine (`chanlun/`)
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```text
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chanlun/
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core/ # KLU KLC BI SBI SEG ZS BIZS BSP Enum CTime
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pipeline/ # orchestrator(ChanLun) + timeframe(TF_DF) + builders/
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indicators/ # ChanMACD*
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analysis/ # Zone Classifier Pivot Heng PY Find_Trend ...
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```
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Data processing pipeline (each step feeds the next):
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1. **`ChanKLU.py`** — Raw K-line unit with TA indicators (EMA, MACD, RSI, Bollinger Bands) and candlestick pattern recognition (`Chan_KLU_PATTERN`)
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2. **`ChanKLC.py`** — Combined K-line: inclusion processing (包含处理), fractal (分型) detection. Linked-list structure with `.next`/`.pre` pointers
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3. **`ChanBI.py`** — Stroke (笔): basic trend unit connecting alternating fractals
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4. **`ChanSBI.py`** — Special Stroke: aggregates multiple BI into higher-level units with fractal detection, feeds into SEG
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5. **`ChanSEG.py`** — Segment (线段): built from SBI strokes
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6. **`ChanZS.py`** / **`ChanBIZS.py`** — Center/pivot (中枢): consolidation zones (segment-level and stroke-level)
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7. **`ChanBSP.py`** — Buy/Sell points (买卖点): Type 1/2/3 signals
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8. **`ChanLun.py`** — Main orchestrator: ties all steps together, entry point
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9. **`TF_DF.py`** — Timeframe-aware DataFrame processor: resamples data, runs the full pipeline per timeframe, handles multi-timeframe analysis
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### Support modules
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- **`ChanEnum.py`** — All enumerations: K-line types, fractal types, MACD states, buy/sell point types, EMA position/semantic states, K-line patterns
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- **`ChanCTime.py`** — Chan theory time utility: auto-adaptive day understanding (e.g. crypto 24h vs stock market hours)
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- **`ChanMACD.py`** / **`ChanMACDHistSet.py`** / **`ChanMACDSeg.py`** / **`ChanMACDUnitTF.py`** — MACD state analysis and divergence detection
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- **`ChanPY.py`** — Consolidation (盘整) analysis
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- **`ChanHeng.py`** — Sideways market analysis
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- **`Chan_FX_Box.py`** — Fractal box (分型箱体) detection
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- **`ChanLun_Classifier.py`** — Standalone classifier script: runs full pipeline and classifies market states
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1. **`chanlun.core.ChanKLU`** — Raw K-line unit with TA indicators and pattern recognition
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2. **`chanlun.core.ChanKLC`** — Combined K-line: inclusion + fractal; `.next`/`.pre` linked list
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3. **`chanlun.core.ChanBI`** — Stroke (笔)
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4. **`chanlun.core.ChanSBI`** — Special stroke → SEG
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5. **`chanlun.core.ChanSEG`** — Segment (线段)
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6. **`chanlun.core.ChanZS`** / **`ChanBIZS`** — Centers (中枢)
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7. **`chanlun.core.ChanBSP`** — Buy/Sell points
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8. **`chanlun.pipeline.orchestrator.ChanLun`** — Orchestrator
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9. **`chanlun.pipeline.timeframe.TF_DF`** — Timeframe facade；实现拆在 `pipeline/builders/`
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### Services
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- **`data_provider/`** — FastAPI data service: fetches crypto data from Binance via CCXT, caches to CSV, serves REST API + WebSocket. Synthesizes derived timeframes (e.g. 5m/15m/4h from 1m/1h base). Port 9009.
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- **`web/`** — Flask web UI for interactive chart visualization with Chan theory overlays. Port 8123.
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- **`strategies/`** — Freqtrade trading strategies using the Chan theory engine (53 strategies)
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- **`config/`** — Freqtrade JSON config files per pair/timeframe
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- **外部 DATA_SERVICE** — 行情服务（env: `DATA_SERVICE_URL`）；本仓库可不含 data_provider 源码
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- **`web/`** — Flask UI：`create_app()` + `api/` blueprints + `services/`；前端 `static/js/app/`。默认端口见 `web/config.py`（`FLASK_PORT`，常见 8128）
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- **`strategies/`** — Freqtrade strategies（本 ECR 不改）
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- **`config/`** — Freqtrade configs（本 ECR 不改）
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### Data Flow
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```
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Exchange (CCXT) → data_provider (CSV cache) → Freqtrade → Strategy → ChanLun → TF_DF
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→ KLU → KLC → BI → SBI → SEG → ZS → BSP
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Exchange / DATA_SERVICE → Freqtrade Strategy / web → ChanLun → TF_DF
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→ KLU → KLC → BI → SBI → SEG → ZS → BSP
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```
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## Common Commands
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