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 +1,571 @@
+/* trend.js */
+function initTrendTables() {
+    if (!FEATURES.trendFilter) return; // 未启用则跳过初始化
+    if (!trendTable) {
+        trendTable = $('#trendFilterTable').DataTable({
+            paging: true,
+            searching: false,
+            info: true,
+            order: [[4, 'desc']],
+        });
+    }
+    if (!trendDetailTable) {
+        trendDetailTable = $('#trendDetailTable').DataTable({
+            paging: true,
+            searching: false,
+            info: true,
+            order: [[0, 'desc']],
+        });
+    }
+}
+
+function bindTrendControls() {
+    // 双向绑定强度滑块与数字框
+    $('#trendMinStrength').on('input change', function(){
+        $('#trendMinStrengthNum').val($(this).val());
+    });
+    $('#trendMinStrengthNum').on('input change', function(){
+        let v = Math.max(0, Math.min(100, parseFloat($(this).val()||0)));
+        $(this).val(v);
+        $('#trendMinStrength').val(v);
+    });
+
+    // 周期变化时，自动填充当前时间回溯300根K线的时间范围
+    $('#trendTimeframe').on('change', function(){
+        const tf = $(this).val();
+        const step = window.timeframeToMs(tf) || (60*60*1000);
+        const now = new Date();
+        const endMs = now.getTime();
+        const startMs = endMs - 300 * step;
+        const toLocal = (ms) => new Date(ms - new Date(ms).getTimezoneOffset()*60000).toISOString().slice(0,16);
+        $('#trendEnd').val(toLocal(endMs));
+        $('#trendStart').val(toLocal(startMs));
+    });
+
+    $('#btnTrendFilter').on('click', async function(){
+        await runTrendFilter();
+    });
+}
+
+async function runTrendFilter() {
+    if (!FEATURES.trendFilter) return; // 未启用则早退
+    initTrendTables();
+    trendTable.clear().draw();
+
+    const timeframe = $('#trendTimeframe').val();
+    const direction = $('#trendDirection').val();
+    const stage = $('#trendStage').val();
+    const minStrength = $('#trendMinStrength').val();
+    const symbols = $('#trendSymbols').val();
+    let start = $('#trendStart').val();
+    let end = $('#trendEnd').val();
+
+    // 前端必须提供时间范围：若为空，自动以当前时间回溯300根
+    if (!start || !end) {
+        const step = window.timeframeToMs(timeframe) || (60*60*1000);
+        const now = Date.now();
+        const startMsAuto = now - 300 * step;
+        const toLocal = (ms) => new Date(ms - new Date(ms).getTimezoneOffset()*60000).toISOString().slice(0,16);
+        if (!end) $('#trendEnd').val(toLocal(now));
+        if (!start) $('#trendStart').val(toLocal(startMsAuto));
+        start = $('#trendStart').val();
+        end = $('#trendEnd').val();
+    }
+
+    let startMs = start ? new Date(start).getTime() : '';
+    let endMs = end ? new Date(end).getTime() : '';
+
+    const params = $.param({
+        timeframe: timeframe,
+        direction: direction || '',
+        stage: stage || '',
+        min_strength: minStrength,
+        symbols: symbols || '',
+        start_time: startMs || '',
+        end_time: endMs || ''
+    });
+
+    // 显示筛选状态
+    $('#trendFilterStatus').show();
+    try {
+        const res = await $.getJSON(`/api/trend_filter?${params}`);
+        // 初筛后端结果，再次用前端方向筛选（避免后端噪声）
+        const dirVal = $('#trendDirection').val();
+        const rows = (res.results || [])
+            .filter(r => {
+                if (!dirVal) return true;
+                return r.direction === dirVal;
+            })
+            .map(r => [
+                r.symbol,
+                new Date(r.time).toLocaleString('zh-CN', { timeZone: $('#timezone').val() || 'Asia/Shanghai' }),
+                r.direction === 'bull' ? '多头' : (r.direction === 'bear' ? '空头' : '盘整'),
+                r.stage === 'early' ? '初期' : (r.stage === 'mid' ? '中期' : '末期'),
+                r.strength,
+                r.close,
+                r.ema5,
+                r.ema10,
+                r.ema26,
+                r.ema52,
+                `<button class="btn btn-sm btn-outline-primary" data-symbol="${r.symbol}" data-timeframe="${timeframe}">查看</button>`
+            ]);
+        trendTable.rows.add(rows).draw();
+
+        // 绑定查看按钮
+        $('#trendFilterTable').off('click', 'button').on('click', 'button', function(){
+            const sym = $(this).data('symbol');
+            const tf = $(this).data('timeframe');
+            loadTrendDetail(sym, tf, startMs, endMs);
+        });
+
+        // 精细化阶段判定（前端基于明细重算）
+        refineTrendStages(Array.from(new Set((res.results||[]).map(r => r.symbol))).slice(0, 20), timeframe, startMs, endMs);
+    } catch (e) {
+        alert('趋势筛选失败: ' + e);
+    } finally {
+        $('#trendFilterStatus').hide();
+    }
+}
+
+async function loadTrendDetail(symbol, timeframe, startMs, endMs) {
+    const params = $.param({
+        symbol: symbol,
+        timeframe: timeframe,
+        start_time: startMs || '',
+        end_time: endMs || '',
+        timezone: $('#timezone').val() || 'Asia/Shanghai'
+    });
+
+    // 显示详情加载状态
+    $('#trendDetailStatus').show();
+    try {
+        const data = await $.getJSON(`/api/trend_detail?${params}`);
+        // 填表
+        trendDetailTable.clear();
+        (data.kline_data || []).forEach(row => {
+            trendDetailTable.row.add([
+                new Date(row.timestamp).toLocaleString('zh-CN', { timeZone: data.timezone }),
+                row.open, row.high, row.low, row.close, row.volume,
+                row.ema5, row.ema10, row.ema26, row.ema52
+            ]);
+        });
+        trendDetailTable.draw();
+
+        // 画图
+        drawTrendChart(data);
+    } catch (e) {
+        alert('加载趋势详情失败: ' + e);
+    } finally {
+        $('#trendDetailStatus').hide();
+    }
+}
+
+function drawTrendChart(data) {
+    const container = document.getElementById('trendChartContainer');
+    if (!container) return;
+    container.innerHTML = '';
+
+    const chart = LightweightCharts.createChart(container, {
+        layout: { background: { color: '#ffffff' }, textColor: '#333' },
+        rightPriceScale: { visible: true },
+        timeScale: { timeVisible: true, secondsVisible: false },
+        crosshair: { mode: LightweightCharts.CrosshairMode.Normal },
+        grid: { vertLines: { color: '#eee' }, horzLines: { color: '#eee' } },
+        autoSize: true
+    });
+    trendChart = chart;
+
+    const candle = chart.addCandlestickSeries();
+    // 关闭均线的价格线与最后值标签，仅保留K线的当前价格虚线
+    const ema5 = chart.addLineSeries({ color: '#ff0000', lineWidth: 2, lastValueVisible: false, priceLineVisible: false });
+    const ema10 = chart.addLineSeries({ color: '#2962FF', lineWidth: 2, lastValueVisible: false, priceLineVisible: false });
+    const ema26 = chart.addLineSeries({ color: '#008000', lineWidth: 2, lastValueVisible: false, priceLineVisible: false });
+    const ema52 = chart.addLineSeries({ color: '#800080', lineWidth: 2, lastValueVisible: false, priceLineVisible: false });
+
+    const k = (data.kline_data || []).map(r => ({
+        time: Math.floor(r.timestamp / 1000),
+        open: Number(r.open), high: Number(r.high), low: Number(r.low), close: Number(r.close)
+    }));
+    candle.setData(k);
+
+    // 前端过滤均线前导缺失/无效值，避免绘制为0
+    const sanitizeMA = (field) => {
+        const rows = data.kline_data || [];
+        const out = [];
+        let started = false;
+        for (let i = 0; i < rows.length; i++) {
+            const r = rows[i];
+            const raw = r[field];
+            const v = Number(raw);
+            const valid = Number.isFinite(v) && v > 0;
+            if (!started) {
+                if (!valid) continue;
+                started = true;
+            }
+            if (!valid) continue;
+            out.push({ time: Math.floor(r.timestamp / 1000), value: v });
+        }
+        return out;
+    };
+    ema5.setData(sanitizeMA('ema5'));
+    ema10.setData(sanitizeMA('ema10'));
+    ema26.setData(sanitizeMA('ema26'));
+    ema52.setData(sanitizeMA('ema52'));
+
+    // 趋势线（使用返回的拟合参数）
+    const trend = data.trend_line || null;
+    if (trend && k.length > 1) {
+        const L = Math.min(trend.length, k.length);
+        const startIdx = k.length - L;
+        const lineData = [];
+        for (let i = 0; i < L; i++) {
+            const y = trend.slope * i + trend.intercept;
+            const point = { time: k[startIdx + i].time, value: y };
+            lineData.push(point);
+        }
+        const trendSeries = chart.addLineSeries({ color: '#ffa500', lineWidth: 2, lineStyle: 0, lastValueVisible: false, priceLineVisible: false });
+        trendSeries.setData(lineData);
+    }
+}
+
+// ===== 前端精细化阶段判定 =====
+function computeEMA() {
+    if (window.App && window.App.Indicators && typeof window.App.Indicators.computeEMA === 'function') {
+        return window.App.Indicators.computeEMA.apply(null, arguments);
+    }
+    console.warn('computeEMA 未就绪，返回空数组');
+    return [];
+}
+
+function computeMACDSeries(close) {
+    const ema12 = computeEMA(close, 12);
+    const ema26 = computeEMA(close, 26);
+    const macd = close.map((_, i) => (ema12[i] != null && ema26[i] != null) ? (ema12[i] - ema26[i]) : null);
+    const signal = computeEMA(macd.map(v => v ?? null), 9);
+    const hist = macd.map((v, i) => (v != null && signal[i] != null) ? (v - signal[i]) : null);
+    return { macd, signal, hist };
+}
+
+function slope(series, win) {
+    const n = series.length;
+    const k = Math.min(win, n);
+    if (k < 3) return 0;
+    const y = series.slice(n - k).filter(v => v != null && isFinite(v));
+    if (y.length < 3) return 0;
+    const x = [...Array(y.length).keys()];
+    const xm = x.reduce((a,b)=>a+b,0)/x.length;
+    const ym = y.reduce((a,b)=>a+b,0)/y.length;
+    let num = 0, den = 0;
+    for (let i=0;i<x.length;i++){ num += (x[i]-xm)*(y[i]-ym); den += (x[i]-xm)*(x[i]-xm); }
+    return den ? num/den : 0;
+}
+
+function classifyStageFrontend(kline, directionHint) {
+    const close = kline.map(r => Number(r.close));
+    const ema26 = computeEMA(close, 26);
+    const ema52 = computeEMA(close, 52);
+    const last = close[close.length-1];
+    const e26 = ema26[ema26.length-1];
+    const e52 = ema52[ema52.length-1];
+    const s26 = slope(ema26, 20);
+    const s52 = slope(ema52, 30);
+    const dist52 = (e52 && isFinite(e52)) ? (last - e52)/e52 : 0;
+    const { hist } = computeMACDSeries(close);
+    const recent = hist.slice(-9).filter(v => v != null);
+    const earlier = hist.slice(-18, -9).filter(v => v != null);
+    const growth = (recent.length && earlier.length) ? (avgAbs(recent) - avgAbs(earlier)) : 0;
+
+    function avgAbs(arr){ return arr.reduce((a,b)=>a+Math.abs(b),0)/arr.length; }
+
+    let direction = directionHint;
+    if (!direction) {
+        if (e26 > e52 && s26 > 0 && s52 > 0) direction = 'bull';
+        else if (e26 < e52 && s26 < 0 && s52 < 0) direction = 'bear';
+        else direction = 'sideways';
+    }
+
+    let stage = 'early';
+    const ad = Math.abs(dist52);
+    if (direction === 'bull') {
+        if (ad < 0.03 && growth > 0) stage = 'early';
+        else if (ad < 0.10 && (growth >= 0 || s26 > 0)) stage = 'mid';
+        else stage = 'late';
+    } else if (direction === 'bear') {
+        if (ad < 0.03 && growth > 0) stage = 'early';
+        else if (ad < 0.10 && (growth >= 0 || s26 < 0)) stage = 'mid';
+        else stage = 'late';
+    } else {
+        stage = 'early';
+    }
+    return { direction, stage };
+}
+
+async function refineTrendStages(symbols, timeframe, startMs, endMs) {
+    if (!symbols || symbols.length === 0) return;
+    // 在表头上方提示
+    const info = $('<div class="text-muted mb-2" id="refineInfo">正在优化阶段判定...</div>');
+    $('#trendFilterTable').before(info);
+    const tz = $('#timezone').val() || 'Asia/Shanghai';
+    const selectedDir = $('#trendDirection').val(); // bull/bear/sideways/''
+    for (const sym of symbols) {
+        try {
+            const params = $.param({ symbol: sym, timeframe, start_time: startMs, end_time: endMs, timezone: tz });
+            const data = await $.getJSON(`/api/trend_detail?${params}`);
+            const { direction, stage } = classifyStageFrontend(data.kline_data || [], null);
+            // 若与选择的方向不一致，则在前端移除该行，避免"选择多头仍出现空头/盘整"
+            if (selectedDir && direction !== selectedDir) {
+                if (trendTable) {
+                    trendTable.rows().every(function(){
+                        const rowData = this.data();
+                        if (rowData && rowData[0] === sym) {
+                            this.remove();
+                        }
+                    });
+                    trendTable.draw(false);
+                }
+                continue;
+            }
+
+            // 否则更新该行方向与阶段展示
+            $('#trendFilterTable tbody tr').each(function(){
+                const tds = $(this).find('td');
+                if (tds.eq(0).text() === sym) {
+                    tds.eq(2).text(direction === 'bull' ? '多头' : (direction === 'bear' ? '空头' : '盘整'));
+                    tds.eq(3).text(stage === 'early' ? '初期' : stage === 'mid' ? '中期' : '末期');
+                }
+            });
+        } catch(e) {
+            // 忽略单个失败
+        }
+    }
+    info.remove();
+}
+
+// 页面初始化时绑定控件
+$(function(){
+    initTrendTables();
+    bindTrendControls();
+});
+var tvWidget = {
+    mainChart: null,
+    volumeChart: null,
+    macdChart: null,
+    chanMacdChart: null,  // 新增ChanMACD图表
+    series: {
+        candleSeries: null,
+        barSeries: null,
+        lineSeries: null,
+        areaSeries: null,
+        baselineSeries: null,
+        renkoSeries: null,
+        volumeSeries: null,
+        atrLineSeries: null,
+        macdLineSeries: null,
+        signalLineSeries: null,
+        histogramSeries: null,
+        mainBiSeries: [],
+        mainSegSeries: [],
+        mainZsSeries: [],
+        mainUncompletedZsSeries: [],
+        elementBiSeries: [],
+        elementSegSeries: [],
+        elementZsSeries: [],
+        elementUncompletedZsSeries: [],
+        subSubBiSeries: [],
+        subSubSegSeries: [],
+        subSubZsSeries: [],
+        subSubUncompletedZsSeries: [],
+        mainBollingerSeries: [],
+        elementBollingerSeries: [],
+        maSeries: [],  // 添加均线系列
+        bbSeries: [],   // 添加布林带系列
+        ema52Series: [], // 添加EMA52系列数组
+        chanMacdLineSeries: null,    // ChanMACD线
+        chanMacdSignalSeries: null,  // ChanMACD信号线
+        chanMacdHistSeries: null,    // ChanMACD柱状图
+        chanMacdSegSeries: [],       // ChanMACD段
+        chanMacdUnitTFSeries: [],    // ChanMACD UnitTF
+        chanMacdHistSetSeries: []    // ChanMACD HistSet
+    },
+    state: {
+        isInitialized: false,
+        visibleRange: null,
+        logicalRange: null
+    }
+};
+
+// 默认EMA初始化哨兵，防止删除后再次被自动添加
+var hasInitializedDefaultMAs = false;
+
+// 买卖点类型定义
+const TRADE_POINT_TYPE = {
+    BUY1: 1,   // 一类买点
+    BUY2: 2,   // 二类买点
+    BUY3: 3,   // 三类买点
+    SELL1: -1, // 一类卖点
+    SELL2: -2, // 二类卖点
+    SELL3: -3  // 三类卖点
+};
+
+// 买卖点样式定义
+const TRADE_POINT_STYLE = {
+    [TRADE_POINT_TYPE.BUY1]: {color: '#FF1744', shape: 'arrowUp', text: '买1', size: 2},
+    [TRADE_POINT_TYPE.BUY2]: {color: '#F50057', shape: 'circle', text: '买2', size: 2},
+    [TRADE_POINT_TYPE.BUY3]: {color: '#D500F9', shape: 'square', text: '买3', size: 2},
+    [TRADE_POINT_TYPE.SELL1]: {color: '#00E676', shape: 'arrowDown', text: '卖1', size: 2},
+    [TRADE_POINT_TYPE.SELL2]: {color: '#00B0FF', shape: 'circle', text: '卖2', size: 2},
+    [TRADE_POINT_TYPE.SELL3]: {color: '#FFEA00', shape: 'square', text: '卖3', size: 2}
+};
+
+// 定义标记垂直偏移系数 - 合约市场通常波动较大，减小偏移防止显示在范围外
+const TRADE_POINT_OFFSET = {
+    [TRADE_POINT_TYPE.BUY1]: 0,   // 一类买点向下偏移2.0%的价格
+    [TRADE_POINT_TYPE.BUY2]: 0,  // 二类买点向下偏移1.5%的价格
+    [TRADE_POINT_TYPE.BUY3]: 0,   // 三类买点向下偏移1.0%的价格
+    [TRADE_POINT_TYPE.SELL1]: 0, // 一类卖点向上偏移2.0%的价格
+    [TRADE_POINT_TYPE.SELL2]: 0,// 二类卖点向上偏移1.5%的价格
+    [TRADE_POINT_TYPE.SELL3]: 0  // 三类卖点向上偏移1.0%的价格
+};
+
+// 更改为基于价格百分比的垂直偏移 - 合约市场适用的更小偏移
+const PRICE_PERCENT_OFFSET = {
+    [TRADE_POINT_TYPE.BUY1]: 0,   // 一类买点向下偏移价格的0.2%
+    [TRADE_POINT_TYPE.BUY2]: 0,  // 二类买点向下偏移价格的0.15%
+    [TRADE_POINT_TYPE.BUY3]: 0,   // 三类买点向下偏移价格的0.1%
+    [TRADE_POINT_TYPE.SELL1]: 0,  // 一类卖点向上偏移价格的0.2%
+    [TRADE_POINT_TYPE.SELL2]: 0, // 二类卖点向上偏移价格的0.15%
+    [TRADE_POINT_TYPE.SELL3]: 0   // 三类卖点向上偏移价格的0.1%
+};
+
+// 对于高价格标的如BTC，设置零偏移，完全不影响价格显示
+const USE_FIXED_OFFSET = true; // 是否使用固定偏移而非百分比
+const PRICE_FIXED_OFFSET = {
+    [TRADE_POINT_TYPE.BUY1]: 0,   // 一类买点零偏移
+    [TRADE_POINT_TYPE.BUY2]: 0,   // 二类买点零偏移
+    [TRADE_POINT_TYPE.BUY3]: 0,   // 三类买点零偏移
+    [TRADE_POINT_TYPE.SELL1]: 0,  // 一类卖点零偏移
+    [TRADE_POINT_TYPE.SELL2]: 0,  // 二类卖点零偏移
+    [TRADE_POINT_TYPE.SELL3]: 0   // 三类卖点零偏移
+};
+
+// 同一时间点的标记堆叠间距系数
+const STACK_OFFSET_FACTOR = 5;  // 增加堆叠标记的间距
+
+// 添加CSS样式定义买卖点标记的样式
+const styleElement = document.createElement('style');
+styleElement.textContent = `
+    .point-tooltip {
+        position: absolute;
+        background: rgba(40, 40, 40, 0.9);
+        color: white;
+        padding: 8px 12px;
+        border-radius: 4px;
+        font-size: 12px;
+        z-index: 1000;
+        pointer-events: none;
+        max-width: 300px;
+        box-shadow: 0 2px 5px rgba(0,0,0,0.2);
+        display: none;
+    }
+    
+    .buy-point {
+        color: #ff1744;
+        font-weight: bold;
+    }
+    
+    .sell-point {
+        color: #00e676;
+        font-weight: bold;
+    }
+    
+    .buy-marker {
+        background-color: #ff1744;
+        border: 2px solid white;
+    }
+    
+    .sell-marker {
+        background-color: #00e676;
+        border: 2px solid white;
+    }
+`;
+document.head.appendChild(styleElement);
+
+// 添加买卖点悬浮提示元素
+const tooltipElement = document.createElement('div');
+tooltipElement.className = 'point-tooltip';
+// document.body.appendChild(tooltipElement);
+
+// 添加自定义十字线信息显示
+const crosshairTooltip = document.createElement('div');
+crosshairTooltip.className = 'crosshair-tooltip';
+crosshairTooltip.style.position = 'absolute';
+crosshairTooltip.style.backgroundColor = 'rgba(0, 0, 0, 0.7)';
+crosshairTooltip.style.color = 'white';
+crosshairTooltip.style.padding = '5px 10px';
+crosshairTooltip.style.borderRadius = '4px';
+crosshairTooltip.style.fontSize = '12px';
+crosshairTooltip.style.zIndex = '1000';
+crosshairTooltip.style.pointerEvents = 'none';
+crosshairTooltip.style.display = 'none';
+// document.body.appendChild(crosshairTooltip);
+
+// 助手函数：转换UTC时间到所选时区
+function convertToTimezone(utcDate, timezone) {
+    return new Date(utcDate).toLocaleString('zh-CN', { 
+        timeZone: timezone,
+        year: 'numeric',
+        month: '2-digit',
+        day: '2-digit',
+        hour: '2-digit',
+        minute: '2-digit',
+        second: '2-digit'
+    });
+}
+
+// 获取UTC时间戳（秒）
+function getTimestamp(dateStr) {
+    return new Date(dateStr).getTime() / 1000;
+}
+
+// 获取时区偏移量（小时）
+function getTimezoneOffset(timezone) {
+    // 手动定义已知时区的偏移量
+    const offsets = {
+        'UTC': 0,
+        'Asia/Shanghai': 8,
+        'America/New_York': -4, // 夏令时可能是-4，冬令时是-5
+        'Europe/London': 0, // 夏令时可能是+1，冬令时是0
+        'Europe/Berlin': 1, // 夏令时可能是+2，冬令时是+1
+        'Asia/Tokyo': 9
+    };
+    
+    return offsets[timezone] || 0;
+}
+
+// 从日期字符串获取时间戳，应用时区偏移
+function getAdjustedTimestamp(dateStr, applyOffset = true) {
+    const date = new Date(dateStr);
+    const timestamp = Math.floor(date.getTime() / 1000);
+    
+    if (!applyOffset) {
+        return timestamp;
+    }
+    
+    // 不再手动调整时区偏移，使用JavaScript的内置时区支持
+    return timestamp;
+}
+
+// 添加时区选择器变更事件
+$('#timezone').change(function() {
+    if (currentData) {
+        // 重新渲染图表和数据表以使用新的时区
+        initTradingView($('#symbol').val(), $('#timeframe').val());
+        updateTables(currentData);
+    }
+});
+
+// 添加MACD复选框变更事件
+$('#showMacd').change(function() {
+    updateChartDisplay();
+});
+