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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"""TF_DF builder mixin — 由 split_tfdf_builders 自动生成，逻辑与原 TF_DF 一致。"""
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from __future__ import annotations
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from datetime import timedelta
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from decimal import Decimal
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import numpy as np
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import pandas as pd
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import talib.abstract as ta
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from pandas import DataFrame
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from technical.util import resample_to_interval
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from chanlun.core.ChanBI import ChanBI
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from chanlun.core.ChanBIZS import ChanBIZS
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from chanlun.core.ChanBSP import ChanBSP
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from chanlun.core.ChanEnum import (
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Chan_BI_DIR,
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Chan_BSP_DIR,
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Chan_BSP_TYPE,
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Chan_FX_TYPE,
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Chan_K_DIR,
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Chan_KLC_FX,
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Chan_KLC_STATE,
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Chan_KLINE_DIR,
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Chan_KLU_PATTERN,
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Chan_PRICE_TREND,
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Chan_SEG_DIR,
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Chan_ZS_DIR,
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)
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from chanlun.core.ChanKLC import ChanKLC
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from chanlun.core.ChanKLU import ChanKLU
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from chanlun.core.ChanSBI import ChanSBI
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from chanlun.core.ChanSEG import ChanSEG
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from chanlun.core.ChanZS import ChanZS, ChanZS_Big
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from chanlun.indicators.ChanMACD import ChanMACD
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class SegBuilderMixin:
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def get_seg_list(self, bi_list):
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seg_list = []
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up_bi_list = []
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down_bi_list = []
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last_up_bi = None
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last_down_bi = None
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last_up_sbi = None
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last_down_sbi = None
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last_seg = None
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up_sbi_list = []
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down_sbi_list = []
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look_for_bottom = False
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look_for_top = False
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for bi in bi_list:
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#print(len(up_sbi_list), len(down_sbi_list))
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if len(seg_list) > 0:
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# Last seg is up
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if last_seg.dir == Chan_SEG_DIR.UP:
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if bi.dir == Chan_BI_DIR.DOWN:
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if len(down_sbi_list) > 1:
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# Check down sbi inclusion
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included = last_down_sbi.check_bi_included(bi)
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if not included:
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down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
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last_down_sbi.set_next(down_sbi)
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last_down_sbi.set_end_bi(last_down_bi)
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down_sbi.set_pre(last_down_sbi)
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down_sbi_list.append(down_sbi)
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fx = last_down_sbi.check_fx()
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# Found top
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if fx == Chan_FX_TYPE.TOP:
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if look_for_top:
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seg_list[-2].set_sure(bi)
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look_for_top = False
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#print(bi.start_time, look_for_top, "UP 1")
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# Has gap and search for bottom fx
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if last_down_sbi.has_fx_gap:
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look_for_bottom = True
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last_seg.pre_set_end_bi(bi_list[last_down_sbi.start_bi.index - 1])
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seg = ChanSEG(last_down_sbi.start_bi, len(seg_list), Chan_SEG_DIR.DOWN, bi)
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seg_list.append(seg)
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last_seg.set_next(seg)
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seg.set_pre(last_seg)
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last_seg = seg
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up_sbi_list = []
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last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
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up_sbi_list.append(last_up_sbi)
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#up_sbi_list.append(last_up_sbi)
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#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 1")
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#print(bi.start_time, look_for_top, "UP 2")
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# No gap end SEG
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else:
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if look_for_bottom:
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look_for_bottom = False
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last_seg.set_start_bi(last_down_sbi.start_bi)
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seg_list[-2].set_end_bi(bi_list[last_down_sbi.start_bi.index - 1], bi)
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up_sbi_list = []
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last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
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up_sbi_list.append(last_up_sbi)
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last_seg.add_bi(bi)
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#up_sbi_list.append(last_up_sbi)
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#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 2")
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#print(bi.start_time, look_for_top, "UP 3")
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else:
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last_seg.set_end_bi(bi_list[last_down_sbi.start_bi.index - 1], bi)
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seg = ChanSEG(last_down_sbi.start_bi, len(seg_list), Chan_SEG_DIR.DOWN, bi)
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seg_list.append(seg)
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last_seg.set_next(seg)
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seg.set_pre(last_seg)
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last_seg = seg
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#print(last_down_sbi.end_bi.start_time, "Normal UP SEG", last_up_sbi.start_bi.start_time, bi.start_time)
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#l_up_sbi = up_sbi_list[-1]
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up_sbi_list = []
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last_up_sbi = ChanSBI(last_up_bi, len(up_sbi_list), last_up_bi.dir)
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up_sbi_list.append(last_up_sbi)
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#up_sbi_list.append(last_up_sbi)
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#print(last_up_bi.start_time, last_up_sbi.start_bi.start_time, "Reset up sbi list 3")
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last_down_sbi = down_sbi
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last_seg.add_bi(bi)
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else:
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if len(down_sbi_list) == 1:
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included = last_down_sbi.check_bi_included(bi)
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if not included:
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down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
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last_down_sbi.set_next(down_sbi)
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last_down_sbi.set_end_bi(last_down_bi)
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down_sbi.set_pre(last_down_sbi)
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down_sbi_list.append(down_sbi)
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last_down_sbi = down_sbi
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#print(bi.start_time, look_for_top, "UP 4")
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last_seg.add_bi(bi)
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else:
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last_down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
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down_sbi_list.append(last_down_sbi)
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last_seg.add_bi(bi)
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#print(bi.start_time, look_for_top, "UP 5")
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else:
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if last_up_sbi:
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included = last_up_sbi.check_bi_included(bi)
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if not included:
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up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
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last_up_sbi.set_next(up_sbi)
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last_up_sbi.set_end_bi(last_up_bi)
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up_sbi.set_pre(last_up_sbi)
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up_sbi_list.append(up_sbi)
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last_up_sbi = up_sbi
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#print(bi.start_time, look_for_top, "UP 6")
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last_seg.add_bi(bi)
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# Last seg is down
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else:
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if bi.dir == Chan_BI_DIR.UP:
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if len(up_sbi_list) > 1:
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# Check down sbi inclusion
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included = last_up_sbi.check_bi_included(bi)
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if not included:
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up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
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last_up_sbi.set_next(up_sbi)
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last_up_sbi.set_end_bi(last_up_bi)
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up_sbi.set_pre(last_up_sbi)
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up_sbi_list.append(up_sbi)
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fx = last_up_sbi.check_fx()
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# Found bottom
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if fx == Chan_FX_TYPE.BOTTOM:
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if look_for_bottom:
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seg_list[-2].set_sure(bi)
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look_for_bottom = False
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#print(bi.start_time, look_for_top, "DOWN 1")
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# Has gap and search for bottom fx
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if last_up_sbi.has_fx_gap:
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look_for_top = True
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last_seg.pre_set_end_bi(bi_list[last_up_sbi.start_bi.index - 1])
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seg = ChanSEG(last_up_sbi.start_bi, len(seg_list), Chan_SEG_DIR.UP, bi)
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seg_list.append(seg)
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last_seg.set_next(seg)
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seg.set_pre(last_seg)
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last_seg = seg
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down_sbi_list = []
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last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
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down_sbi_list.append(last_down_sbi)
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#down_sbi_list.append(last_down_sbi)
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#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 1")
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#print(bi.start_time, look_for_top, "DOWN 2")
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# No gap end SEG
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else:
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if look_for_top:
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look_for_top = False
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last_seg.set_start_bi(last_up_sbi.start_bi)
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seg_list[-2].set_end_bi(bi_list[last_up_sbi.start_bi.index - 1], bi)
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down_sbi_list = []
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last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
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down_sbi_list.append(last_down_sbi)
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last_seg.add_bi(bi)
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#down_sbi_list.append(last_down_sbi)
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#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 2")
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#print(bi.start_time, look_for_top, "DOWN 3")
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else:
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last_seg.set_end_bi(bi_list[last_up_sbi.start_bi.index - 1], bi)
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seg = ChanSEG(last_up_sbi.start_bi, len(seg_list), Chan_SEG_DIR.UP, bi)
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#print(last_up_sbi.start_bi.start_time)
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last_seg.set_next(seg)
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seg.set_pre(last_seg)
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seg_list.append(seg)
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last_seg = seg
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#print(last_up_sbi.end_bi.start_time, "Normal DOWN SEG", last_down_sbi.start_bi.start_time, bi.start_time)
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down_sbi_list = []
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last_down_sbi = ChanSBI(last_down_bi, len(down_sbi_list), last_down_bi.dir)
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down_sbi_list.append(last_down_sbi)
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#down_sbi_list.append(last_down_sbi)
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#print(last_down_bi.start_time, last_down_sbi.start_bi.start_time, "Reset down sbi list 3")
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last_up_sbi = up_sbi
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last_seg.add_bi(bi)
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else:
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if len(up_sbi_list) == 1:
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#last_up_sbi = up_sbi_list[-1]
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included = last_up_sbi.check_bi_included(bi)
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if not included:
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up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
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last_up_sbi.set_next(up_sbi)
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last_up_sbi.set_end_bi(last_up_bi)
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up_sbi.set_pre(last_up_sbi)
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up_sbi_list.append(up_sbi)
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last_up_sbi = up_sbi
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last_seg.add_bi(bi)
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#print(bi.start_time, look_for_top, "DOWN 4")
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else:
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last_up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
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up_sbi_list.append(last_up_sbi)
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last_seg.add_bi(bi)
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#print(bi.start_time, look_for_top, "DOWN 5")
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else:
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if last_down_sbi:
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included = last_down_sbi.check_bi_included(bi)
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if not included:
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down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
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last_down_sbi.set_next(down_sbi)
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last_down_sbi.set_end_bi(last_down_bi)
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down_sbi.set_pre(last_down_sbi)
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down_sbi_list.append(down_sbi)
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last_down_sbi = down_sbi
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last_seg.add_bi(bi)
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#print(bi.start_time, look_for_top, look_for_bottom, "DOWN 6")
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# len(seg_list) = 0
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else:
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if bi.check_overlap():
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if bi.dir == Chan_BI_DIR.UP:
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seg = ChanSEG(bi, len(seg_list), Chan_SEG_DIR.UP, bi)
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last_up_bi = bi
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last_up_sbi = ChanSBI(bi, len(up_sbi_list), bi.dir)
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seg_list.append(seg)
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last_seg = seg
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#print(bi.start_time, 'Create first UP SEG')
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else:
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seg = ChanSEG(bi, len(seg_list), Chan_SEG_DIR.DOWN, bi)
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last_down_bi = bi
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last_down_sbi = ChanSBI(bi, len(down_sbi_list), bi.dir)
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seg_list.append(seg)
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last_seg = seg
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#print(bi.start_time, 'Create first DOWN SEG')
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if bi.dir == Chan_BI_DIR.UP:
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last_up_bi = bi
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up_bi_list.append(bi)
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else:
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last_down_bi = bi
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down_bi_list.append(bi)
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"""
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if len(seg_list) > 1:
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seg = seg_list[-1]
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last_seg = seg_list[-2]
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last_seg_bi = last_seg.bi_list[-3]
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bi_index = seg.start_bi.index
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for i in range(bi_index, len(bi_list) - 1):
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# last seg is down
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if seg.dir == Chan_SEG_DIR.UP:
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if bi_list[i].dir == Chan_BI_DIR.UP:
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last_seg_peak = last_seg_bi.high
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if bi_list[i].high > last_seg_peak:
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# The confirmed
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print("Last UP seg is broken, create a new seg. 1")
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seg.pre_set_end_bi(bi_list[i])
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seg = ChanSEG(bi_list[i+1], len(seg_list), Chan_SEG_DIR.DOWN, bi)
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seg_list.append(seg)
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last_seg = seg_list[-2]
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if len(last_seg.bi_list) > 3:
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last_seg_bi = last_seg.bi_list[-3]
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else:
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if bi_list[i].dir == Chan_BI_DIR.DOWN:
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last_seg_peak = last_seg_bi.low
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if bi_list[i].low < last_seg_peak:
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print("Last DOWN seg is broken, create a new seg. 1")
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seg.pre_set_end_bi(bi_list[i])
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seg = ChanSEG(bi_list[i+1], len(seg_list), Chan_SEG_DIR.UP, bi)
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seg_list.append(seg)
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last_seg = seg_list[-2]
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if len(last_seg.bi_list) > 3:
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last_seg_bi = last_seg.bi_list[-3]
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else:
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if len(seg_list) == 1:
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last_seg = seg_list[-1]
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bi_index = last_seg.bi_list[0].index
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for i in range(bi_index, len(bi_list) - 1):
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if i > bi_index + 2:
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last_seg_peak = bi_list[i-2].high
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# last seg is down
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if last_seg.dir == Chan_SEG_DIR.DOWN:
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if bi_list[i].dir == Chan_BI_DIR.UP:
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if bi_list[i].high > last_seg_peak:
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print("Last seg is broken, create a new seg. 2")
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last_seg.pre_set_end_bi(bi_list[i-1])
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seg = ChanSEG(bi_list[i], len(seg_list), Chan_SEG_DIR.UP, bi)
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seg_list.append(seg)
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last_seg = seg
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last_seg_bi = bi_list[i]
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break
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"""
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#self.cal_bi_zs(seg_list)
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return seg_list
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