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>
This commit is contained in:
jackyu66git
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// TradingView 自定义指标：缠论·笔 / 段 / 中枢 / 段中枢 / 笔BSP / 段BSP。
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//
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// 所有结构都在指标里：
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// - 笔/段（实+虚 4 plot）：line + line_with_breaks，按 bar 索引线性插值连成直线
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// - 中枢 / 段中枢：上下沿 line plot + filled_area 填中间
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// - BSP：chars plot 在 K 上下方显示文字标签（'B'/'S'/'段B'/'段S'）
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//
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// chan 数据从 chanLookupHolder 注入，上层切 symbol/freq 后换 holder.current 并重建 study。
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import type { Bsp, ChanSlice } from '../api/types'
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// 完全按 chan_core 原版 BSP 子类型打标：T1 / T1P / T2 / T2S / T3A / T3B
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// 一个 BSP 的 types 可能同时包含多个子类（如 T1+T2），此时全部打上对应标签（重叠也接受）。
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export const BSP_SUBTYPES = ['T1', 'T1P', 'T2', 'T2S', 'T3A', 'T3B'] as const
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export type BspSubtype = typeof BSP_SUBTYPES[number]
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type BspPlotKey =
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| `bi_bsp_buy_${BspSubtype}` | `bi_bsp_sell_${BspSubtype}`
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| `seg_bsp_buy_${BspSubtype}` | `seg_bsp_sell_${BspSubtype}`
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// BarEntry：8 个线/中枢字段 + 24 个 BSP plot 字段（6 子类 × 买卖 × 笔/段）。
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// 每个字段是 number?，非 undefined 表示该 bar 在该 plot 上有标签 / 数值。
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type BarEntry = {
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bi?: number; bi_pending?: number
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seg?: number; seg_pending?: number
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zs_top?: number; zs_bottom?: number
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segzs_top?: number; segzs_bottom?: number
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} & Partial<Record<BspPlotKey, number>>
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export interface ChanLookup {
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byTimeMs: Map<number, BarEntry>
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}
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// chanLookupHolder.key 标识当前 lookup 属于哪个 (exchange,symbol,freq) 组合。
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// 同 key 时多次 refresh 累积合并（用户拖拽到新区域 → 旧区 BSP 标签仍保留）；
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// key 不同时（切 symbol/freq）整个清空。
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export const chanLookupHolder: {
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current: ChanLookup | null
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key: string | null
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} = { current: null, key: null }
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/** 把 fresh lookup 累积/替换进 chanLookupHolder。同 key 累积，不同 key 替换。 */
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export function commitChanLookup(fresh: ChanLookup, key: string): void {
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if (chanLookupHolder.key !== key || !chanLookupHolder.current) {
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chanLookupHolder.current = fresh
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chanLookupHolder.key = key
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return
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}
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// 同 key：合并 fresh 的 BarEntry 到现有 byTimeMs，让历史区间的 BSP 标签持续保留。
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// 同一 bar 在两次 fetch 中都有数据时，新值覆盖旧值（chan 边界可能微调）。
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const target = chanLookupHolder.current.byTimeMs
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for (const [t, e] of fresh.byTimeMs) {
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const existed = target.get(t)
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if (existed) Object.assign(existed, e)
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else target.set(t, e)
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}
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}
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function lowerBound(arr: number[], v: number): number {
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let lo = 0, hi = arr.length
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while (lo < hi) {
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const mid = (lo + hi) >> 1
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if (arr[mid] < v) lo = mid + 1
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else hi = mid
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}
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return lo
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}
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function upperBound(arr: number[], v: number): number {
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let lo = 0, hi = arr.length
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while (lo < hi) {
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const mid = (lo + hi) >> 1
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if (arr[mid] <= v) lo = mid + 1
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else hi = mid
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}
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return lo
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}
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export function buildChanLookup(
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slice: ChanSlice,
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bars: { t: number; h: number; l: number }[],
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): ChanLookup {
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const byTimeMs = new Map<number, BarEntry>()
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const ensure = (sec: number): BarEntry => {
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const key = sec * 1000
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let e = byTimeMs.get(key)
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if (!e) {
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e = {}
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byTimeMs.set(key, e)
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}
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return e
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}
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const sortedBarTimes = bars.map((b) => b.t).sort((a, b) => a - b)
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// 笔 / 段：按 bar 索引线性插值
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const fillLine = (
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t0: number, t1: number, p0: number, p1: number,
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field: 'bi' | 'bi_pending' | 'seg' | 'seg_pending',
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) => {
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const lo = lowerBound(sortedBarTimes, t0)
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const hi = upperBound(sortedBarTimes, t1)
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const span = hi - 1 - lo
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if (span <= 0) {
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if (lo < sortedBarTimes.length) ensure(sortedBarTimes[lo])[field] = p0
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return
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}
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const step = (p1 - p0) / span
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for (let i = lo; i < hi; i++) {
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ensure(sortedBarTimes[i])[field] = p0 + step * (i - lo)
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}
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}
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for (const b of slice.bis) {
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fillLine(b.t0, b.t1, b.p0, b.p1, b.sure ? 'bi' : 'bi_pending')
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}
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for (const s of slice.segs) {
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fillLine(s.t0, s.t1, s.p0, s.p1, s.sure ? 'seg' : 'seg_pending')
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}
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// 中枢 / 段中枢：[t0, t1] 全段 K 都写 top/bottom；filled_area 自动填出矩形
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const fillZs = (
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t0: number, t1: number, high: number, low: number,
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topField: 'zs_top' | 'segzs_top',
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botField: 'zs_bottom' | 'segzs_bottom',
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) => {
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const lo = lowerBound(sortedBarTimes, t0)
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const hi = upperBound(sortedBarTimes, t1)
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for (let i = lo; i < hi; i++) {
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const e = ensure(sortedBarTimes[i])
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e[topField] = high
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e[botField] = low
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}
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}
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for (const z of slice.zs) fillZs(z.t0, z.t1, z.high, z.low, 'zs_top', 'zs_bottom')
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for (const z of slice.segzs) fillZs(z.t0, z.t1, z.high, z.low, 'segzs_top', 'segzs_bottom')
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// BSP：完全按原版子类型 T1/T1P/T2/T2S/T3A/T3B 打标，多 type 全部展示（重叠也接受）。
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// 每个 BSP 遍历其 types 数组，对每个识别的子类型 mark 对应 plot。
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const placeBsps = (list: Bsp[], prefix: 'bi_bsp' | 'seg_bsp') => {
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for (const bsp of list) {
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const dir = bsp.is_buy ? 'buy' : 'sell'
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const e = ensure(bsp.t)
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for (const raw of bsp.types ?? []) {
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const t = String(raw).toUpperCase()
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if (!(BSP_SUBTYPES as readonly string[]).includes(t)) continue
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const key = `${prefix}_${dir}_${t as BspSubtype}` as BspPlotKey
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e[key] = 1
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}
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}
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}
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placeBsps(slice.bsps, 'bi_bsp')
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placeBsps(slice.seg_bsps ?? [], 'seg_bsp')
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return { byTimeMs }
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}
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// 持久化：用户在指标设置对话框改的颜色保存到 localStorage，下次 makeChanIndicator
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// 时把保存的值合并进 metainfo.defaults，新建 chan study 直接拿到用户的颜色。
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// 按主题分 key（light/dark 互不影响）。不做颜色传播 —— 保存什么读什么。
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function currentTheme(): 'light' | 'dark' {
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try { return (localStorage.getItem('chart-theme') as 'light' | 'dark') ?? 'light' }
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catch { return 'light' }
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}
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function chanStyleKey(): string {
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return `chan-indicator-styles-v3-${currentTheme()}`
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}
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function loadSavedChanStyles(): {
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styles?: Record<string, any>
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filledAreasStyle?: Record<string, any>
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} | null {
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try {
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const raw = localStorage.getItem(chanStyleKey())
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return raw ? JSON.parse(raw) : null
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} catch {
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return null
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}
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}
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/** TradingViewChart 在 study_properties_changed 时调用，把当前 getStyleValues()
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* 原样写入 localStorage。下次刷新时 makeChanIndicator 会把保存值合并回 defaults。 */
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export function saveChanStyles(sv: any): void {
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try {
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localStorage.setItem(chanStyleKey(), JSON.stringify({
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styles: sv?.styles ?? {},
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filledAreasStyle: sv?.filledAreasStyle ?? {},
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}))
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} catch {}
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}
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export function makeChanIndicator(): any {
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const saved = loadSavedChanStyles()
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const isDark = currentTheme() === 'dark'
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// 按主题选笔/段基础色：暗色主题用白笔亮蓝段，亮色主题用黑笔深蓝段
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const biColor = isDark ? '#ffffff' : '#000000'
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const segColor = isDark ? '#42a5f5' : '#1565c0'
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// 把 localStorage 里保存的字段叠在 base 之上 —— 用户改过的字段覆盖默认值
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const mergeStyle = (id: string, base: Record<string, any>) => ({
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...base,
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...(saved?.styles?.[id] ?? {}),
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})
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const mergeFill = (id: string, base: Record<string, any>) => ({
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...base,
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...(saved?.filledAreasStyle?.[id] ?? {}),
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})
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return {
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name: '缠论',
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metainfo: {
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_metainfoVersion: 53,
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id: 'Chan@tv-basicstudies-1',
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scriptIdPart: '',
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description: 'Chan 缠论',
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shortDescription: '缠论',
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is_hidden_study: false,
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isCustomIndicator: true,
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is_price_study: true,
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linkedToSeries: true,
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format: { type: 'inherit' },
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plots: [
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{ id: 'bi', type: 'line' },
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{ id: 'bi_pending', type: 'line' },
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{ id: 'seg', type: 'line' },
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{ id: 'seg_pending', type: 'line' },
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{ id: 'zs_top', type: 'line' },
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{ id: 'zs_bottom', type: 'line' },
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{ id: 'segzs_top', type: 'line' },
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{ id: 'segzs_bottom', type: 'line' },
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// 24 个 BSP chars plot：6 子类 × 买/卖 × 笔/段。
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// 多 type 的 BSP 会同时在多个 plot 上打标（视觉上可能重叠，少见情况可接受）。
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...BSP_SUBTYPES.flatMap((t) => [
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{ id: `bi_bsp_buy_${t}`, type: 'chars' },
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{ id: `bi_bsp_sell_${t}`, type: 'chars' },
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{ id: `seg_bsp_buy_${t}`, type: 'chars' },
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{ id: `seg_bsp_sell_${t}`, type: 'chars' },
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]),
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],
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filledAreas: [
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{ id: 'zs_fill', objAId: 'zs_top', objBId: 'zs_bottom', type: 'plot_plot',
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title: '中枢', isHidden: false },
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{ id: 'segzs_fill', objAId: 'segzs_top', objBId: 'segzs_bottom', type: 'plot_plot',
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title: '段中枢', isHidden: false },
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],
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defaults: {
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// 每个 style 都过一遍 mergeStyle/mergeFill —— 把 localStorage 里上次保存的同名字段
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// 覆盖到内置默认值上，让用户编辑过的颜色/线宽跨浏览器刷新保留。
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// 颜色按白色主题选：笔黑、段蓝、BSP 深色，保证在白底可见。
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styles: {
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bi: mergeStyle('bi', { linestyle: 0, linewidth: 1, plottype: 0, trackPrice: false,
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transparency: 0, visible: true, color: biColor, display: 3 }),
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bi_pending: mergeStyle('bi_pending', { linestyle: 2, linewidth: 1, plottype: 0, trackPrice: false,
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transparency: 0, visible: true, color: biColor, display: 3 }),
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seg: mergeStyle('seg', { linestyle: 0, linewidth: 3, plottype: 0, trackPrice: false,
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transparency: 0, visible: true, color: segColor, display: 3 }),
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seg_pending: mergeStyle('seg_pending', { linestyle: 2, linewidth: 3, plottype: 0, trackPrice: false,
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transparency: 0, visible: true, color: segColor, display: 3 }),
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// 中枢/段中枢上下沿：本身不画线，只作为 filled_area 的边界
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zs_top: mergeStyle('zs_top', { linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
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transparency: 100, visible: false, color: '#e4eaf1', display: 0 }),
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zs_bottom: mergeStyle('zs_bottom', { linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
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transparency: 100, visible: false, color: '#1565c0', display: 0 }),
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segzs_top: mergeStyle('segzs_top', { linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
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transparency: 100, visible: false, color: '#ef6c00', display: 0 }),
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segzs_bottom: mergeStyle('segzs_bottom', { linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
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transparency: 100, visible: false, color: '#ef6c00', display: 0 }),
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// BSP chars plot：12 个 plot 对应 12 种文案。char 给空格占位（TV 仍认 chars plot
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// 结构），实际标签由 styles.<plotId>.text 提供「T1/T1P/T2/T2S/T3A/T3B...」多字符文案。
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// 24 个 BSP plot 默认：买红色 BelowBar，卖绿色 AboveBar。颜色由 char 默认 + styles
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// text 提供。每个子类独立 plot，可在设置对话框单独调颜色。
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...Object.fromEntries(BSP_SUBTYPES.flatMap((t) => [
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[`bi_bsp_buy_${t}`, mergeStyle(`bi_bsp_buy_${t}`,
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{ char: ' ', location: 'BelowBar', visible: true, size: 'large',
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color: '#d32f2f', display: 3 })],
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[`bi_bsp_sell_${t}`, mergeStyle(`bi_bsp_sell_${t}`,
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{ char: ' ', location: 'AboveBar', visible: true, size: 'large',
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color: '#2e7d32', display: 3 })],
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[`seg_bsp_buy_${t}`, mergeStyle(`seg_bsp_buy_${t}`,
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{ char: ' ', location: 'BelowBar', visible: true, size: 'large',
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color: '#d32f2f', display: 3 })],
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[`seg_bsp_sell_${t}`, mergeStyle(`seg_bsp_sell_${t}`,
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{ char: ' ', location: 'AboveBar', visible: true, size: 'large',
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color: '#2e7d32', display: 3 })],
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])),
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},
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filledAreasStyle: {
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zs_fill: mergeFill('zs_fill', { color: '#f1d96a', visible: true, transparency: 75 }),
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segzs_fill: mergeFill('segzs_fill', { color: '#6361f7', visible: true, transparency: 75 }),
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},
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precision: 2,
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// epoch 是个隐藏的整数 input：上层在 chanLookupHolder 更新后通过 setInputValues
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// 改 epoch，逼 TV 重新跑 main() 重算所有 bar。这样 study 对象不需要被 remove+create
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// 重建，用户改的颜色/线宽等样式自然保留。
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inputs: { epoch: 0 },
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},
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styles: {
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bi: { title: '笔', histogramBase: 0 },
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bi_pending: { title: '笔（虚）', histogramBase: 0 },
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seg: { title: '段', histogramBase: 0 },
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seg_pending: { title: '段（虚）', histogramBase: 0 },
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// 上下沿在设置对话框里也隐藏（仅作为 filled_area 边界，用户无需配置）
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zs_top: { title: '中枢上沿', histogramBase: 0, isHidden: true },
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zs_bottom: { title: '中枢下沿', histogramBase: 0, isHidden: true },
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segzs_top: { title: '段中枢上沿', histogramBase: 0, isHidden: true },
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segzs_bottom: { title: '段中枢下沿', histogramBase: 0, isHidden: true },
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// 24 个 BSP plot 的标签：text 字段提供多字符渲染文案。子类型保留 chan_core 原版
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// 后缀（1/1P/2/2S/3A/3B），但前缀用 B（买）/ S（卖）替换 T 来区分方向；段加「段」前缀。
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// 设置对话框只暴露 2 项 —— 「买点」绑到 bi_bsp_buy_T1、「卖点」绑到 bi_bsp_sell_T1；
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// 其他 22 个 plot 全部 isHidden 隐藏。改色后由 saveChanStyles 传播到所有 buy/sell
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// 同方向 plot，刷新后所有标签同步换色。
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...Object.fromEntries(BSP_SUBTYPES.flatMap((t) => {
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const suffix = t.slice(1) // T1 → '1'，T1P → '1P'，T2S → '2S' 等
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const buyText = `B${suffix}`
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const sellText = `S${suffix}`
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const isFirst = t === 'T1' // 用 T1 作为颜色源头暴露给设置对话框
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return [
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[`bi_bsp_buy_${t}`, {
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title: isFirst ? '买点' : `B${suffix} 买点 (内部)`,
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isHidden: !isFirst, text: buyText,
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}],
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[`bi_bsp_sell_${t}`, {
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title: isFirst ? '卖点' : `S${suffix} 卖点 (内部)`,
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isHidden: !isFirst, text: sellText,
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}],
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[`seg_bsp_buy_${t}`, { title: `段 ${buyText} 买点 (内部)`, isHidden: true, text: `段${buyText}` }],
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[`seg_bsp_sell_${t}`, { title: `段 ${sellText} 卖点 (内部)`, isHidden: true, text: `段${sellText}` }],
|
||||
]
|
||||
})),
|
||||
},
|
||||
inputs: [
|
||||
{ id: 'epoch', name: 'epoch', type: 'integer', defval: 0, isHidden: true },
|
||||
],
|
||||
},
|
||||
constructor: function (this: any) {
|
||||
this.init = function (this: any, context: any) {
|
||||
this._context = context
|
||||
}
|
||||
this.main = function (this: any, context: any) {
|
||||
this._context = context
|
||||
// 8 个线/中枢 plot + 24 个 BSP chars plot（6 子类 × 买/卖 × 笔/段） = 32
|
||||
// 顺序必须跟 plots 数组完全一致：先线/中枢 8 个，然后按 BSP_SUBTYPES 顺序展开
|
||||
// 每个 subtype 的 [bi_buy, bi_sell, seg_buy, seg_sell] 共 4 个 plot。
|
||||
const NANS = new Array(32).fill(NaN)
|
||||
const lookup = chanLookupHolder.current
|
||||
if (!lookup) return NANS
|
||||
const t = context.symbol.time
|
||||
const e = lookup.byTimeMs.get(t)
|
||||
if (!e) return NANS
|
||||
const out: number[] = [
|
||||
e.bi ?? NaN, e.bi_pending ?? NaN,
|
||||
e.seg ?? NaN, e.seg_pending ?? NaN,
|
||||
e.zs_top ?? NaN, e.zs_bottom ?? NaN,
|
||||
e.segzs_top ?? NaN, e.segzs_bottom ?? NaN,
|
||||
]
|
||||
for (const sub of BSP_SUBTYPES) {
|
||||
out.push(
|
||||
(e as any)[`bi_bsp_buy_${sub}`] ?? NaN,
|
||||
(e as any)[`bi_bsp_sell_${sub}`] ?? NaN,
|
||||
(e as any)[`seg_bsp_buy_${sub}`] ?? NaN,
|
||||
(e as any)[`seg_bsp_sell_${sub}`] ?? NaN,
|
||||
)
|
||||
}
|
||||
return out
|
||||
}
|
||||
},
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user