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>
2026-08-05 18:48:20 +08:00
parent e2e45bc1bc
commit 74dec4e50b
160 changed files with 25576 additions and 23104 deletions
@@ -0,0 +1,126 @@
+"""趋势相关 API。"""
+from flask import Blueprint, jsonify, request
+from services.runtime import *  # noqa: F403
+from services import runtime as R
+
+bp = Blueprint("trend", __name__)
+
+@bp.route('/api/trend_filter', methods=['GET'])
+def trend_filter():
+	"""趋势筛选接口（币对）
+	参数:
+	  timeframe: K线周期
+	  start_time, end_time: 毫秒时间戳，可选
+	  direction: bull/bear/sideways 可选
+	  stage: early/mid/late 可选
+	  min_strength: 0-100 可选
+	  symbols: 逗号分隔列表，可选；不传则自动加载部分USDT币对
+	返回符合条件的币对与简要统计
+	"""
+	timeframe = request.args.get('timeframe', '1h')
+	start_time = request.args.get('start_time')
+	end_time = request.args.get('end_time')
+	want_direction = request.args.get('direction')  # 可为 None
+	want_stage = request.args.get('stage')  # 可为 None
+	try:
+		min_strength = float(request.args.get('min_strength', '0'))
+	except ValueError:
+		min_strength = 0.0
+
+	symbols_param = request.args.get('symbols')
+	if symbols_param:
+		symbols_list = [s.strip() for s in symbols_param.split(',') if s.strip()]
+	else:
+		symbols_list = load_crypto_symbols(limit=150)
+
+	results = []
+	for sym in symbols_list:
+		try:
+			df = get_crypto_kl_data(sym, timeframe, start_time=start_time, end_time=end_time)
+			if df is None or len(df) < 60:
+				continue
+			df = add_indicators(df)
+			direction, stage, strength = classify_trend_stage(df)
+
+			if want_direction and direction != want_direction:
+				continue
+			if want_stage and stage != want_stage:
+				continue
+			if strength < min_strength:
+				continue
+
+			last_row = df.iloc[-1]
+			results.append({
+				'symbol': sym,
+				'time': int(last_row['timestamp']),
+				'close': float(last_row['close']),
+				'direction': direction,
+				'stage': stage,
+				'strength': float(round(strength, 2)),
+				'ema5': float(last_row['ema5']),
+				'ema10': float(last_row['ema10']),
+				'ema24': float(last_row['ema24']),
+				'ema52': float(last_row['ema52'])
+			})
+		except Exception:
+			continue
+
+	# 按强度降序
+	results.sort(key=lambda x: x['strength'], reverse=True)
+	return jsonify({
+		'count': len(results),
+		'results': results
+	})
+
+
+@bp.route('/api/trend_detail', methods=['GET'])
+def trend_detail():
+	"""返回单个币对的K线与EMA、用于前端绘制趋势线
+	参数: symbol, timeframe, start_time, end_time
+	"""
+	symbol = request.args.get('symbol')
+	timeframe = request.args.get('timeframe', '1h')
+	start_time = request.args.get('start_time')
+	end_time = request.args.get('end_time')
+	timezone_name = request.args.get('timezone', 'Asia/Shanghai')
+
+	if not symbol:
+		return jsonify({'error': 'symbol不能为空'})
+
+	df = get_crypto_kl_data(symbol, timeframe, start_time=start_time, end_time=end_time)
+	if df is None or len(df) == 0:
+		return jsonify({'error': '获取数据失败'})
+
+	df = add_indicators(df)
+	direction, stage, strength = classify_trend_stage(df)
+
+	# 简单趋势线: 用最近N根收盘价做线性拟合
+	N = min(80, len(df))
+	sub = df.tail(N)
+	y = sub['close'].values
+	x = np.arange(len(y))
+	denom = np.dot(x - x.mean(), x - x.mean())
+	if denom != 0:
+		m = float(np.dot(y - y.mean(), x - x.mean()) / denom)
+		b = float(y.mean() - m * x.mean())
+	else:
+		m, b = 0.0, float(y[-1])
+
+	client_tz = timezone(timezone_name)
+
+	return jsonify({
+		'symbol': symbol,
+		'timeframe': timeframe,
+		'timezone': timezone_name,
+		'direction': direction,
+		'stage': stage,
+		'strength': float(round(strength, 2)),
+		'kline_data': clean_dataframe_for_json(df)[['timestamp','open','high','low','close','volume','ema5','ema10','ema24','ema52']].to_dict('records'),
+		'trend_line': {
+			'offset': int(df.index[-N]),
+			'slope': m,
+			'intercept': b,
+			'length': int(N)
+		}
+	})
+