refactor: 精简仓库为 chanlun 核心与 web 分析，移除威科夫与遗留模块
删除根目录旧 Chan 模块、策略、配置、文档及 wyckoff 相关代码；更新缠论 pipeline 与笔中枢计算；补充 research 研究与 web 测试。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
@@ -8,96 +8,6 @@ from services.runtime.timeframes import _zone_cache_ttl
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bp = Blueprint("analyze", __name__)
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_WYCKOFF_EMPTY = {
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'trading_range': None,
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'bias': 'unknown',
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'phases': [],
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'events': [],
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'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
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'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
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'cycles': [],
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'live': None,
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'lifecycle': 'UNKNOWN',
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}
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def _localize_wyckoff_payload(w, client_tz):
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"""把威科夫时间统一成客户端时区 ISO，便于与主图对齐。"""
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if not w:
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return w
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def _loc_tr(tr):
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if not tr:
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return
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tr['start_time'] = format_time_safely(tr.get('start_time'), client_tz) or tr.get('start_time')
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tr['end_time'] = format_time_safely(tr.get('end_time'), client_tz) or tr.get('end_time')
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def _loc_cycle(c):
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if not c:
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return
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per = c.get('period') or {}
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per['start_time'] = format_time_safely(per.get('start_time'), client_tz) or per.get('start_time')
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per['end_time'] = format_time_safely(per.get('end_time'), client_tz) or per.get('end_time')
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c['period'] = per
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_loc_tr(c.get('trading_range'))
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for ph in c.get('phases') or []:
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ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
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ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
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for ev in c.get('events') or []:
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ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
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_loc_tr(w.get('trading_range'))
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for ph in w.get('phases') or []:
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ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
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ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
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for ev in w.get('events') or []:
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ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
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for c in w.get('cycles') or []:
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_loc_cycle(c)
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return w
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def _compute_wyckoff_from_df(df, tf, vp_bins, client_tz=None, range_start_time=None, prefer_start_time=None):
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"""直接用该周期已有 DataFrame（与缠论同一份）。
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搜索窗口 = 整段数据；箱体在窗内评分选取（近优分取更长），
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次/次次可用 prefer_start_time 对齐主箱起点。
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"""
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from chanlun.analysis.wyckoff import analyze_wyckoff
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try:
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if df is None or len(df) < 30:
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empty = dict(_WYCKOFF_EMPTY)
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empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
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empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
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empty['timeframe'] = tf
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return empty
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lookback = len(df)
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min_bars = max(24, min(80, lookback // 12))
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out = analyze_wyckoff(
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df,
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lookback=lookback,
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vp_bins=vp_bins,
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min_bars=min_bars,
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range_start_time=range_start_time,
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prefer_start_time=prefer_start_time,
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)
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out['timeframe'] = tf
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out['lookback'] = lookback
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out['min_bars'] = min_bars
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if client_tz is not None:
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_localize_wyckoff_payload(out, client_tz)
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return out
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except Exception as e:
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print(f"Wyckoff 分析出错 ({tf}): {e}")
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import traceback
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traceback.print_exc()
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empty = dict(_WYCKOFF_EMPTY)
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empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
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empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
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empty['timeframe'] = tf
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empty['error'] = str(e)
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return empty
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@bp.route('/api/analyze')
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def analyze():
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@@ -119,9 +29,6 @@ def analyze():
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# 获取分形元素时间周期与次次周期
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element_timeframe = request.args.get('element_timeframe')
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sub_sub_timeframe = request.args.get('sub_sub_timeframe')
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# 供文末三周期威科夫复用（避免重复拉数）
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element_df_for_wyckoff = None
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sub_sub_df_for_wyckoff = None
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# 获取是否只需要分形元素数据的参数
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elements_only_param = request.args.get('elements_only')
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@@ -346,7 +253,6 @@ def analyze():
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if element_df is not None and len(element_df) > 0:
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# 添加小周期技术指标（包括布林带）
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element_df = add_indicators(element_df)
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element_df_for_wyckoff = element_df
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# 对小周期数据进行缠论分析
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element_analysis = analyze_chan(element_df, symbol, element_timeframe)
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@@ -525,7 +431,6 @@ def analyze():
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sub_sub_df = get_kl_data(symbol, sub_sub_timeframe, start_time=start_time, end_time=end_time)
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if sub_sub_df is not None and len(sub_sub_df) > 0:
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sub_sub_df = add_indicators(sub_sub_df)
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sub_sub_df_for_wyckoff = sub_sub_df
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sub_sub_analysis = analyze_chan(sub_sub_df, symbol, sub_sub_timeframe)
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result['sub_sub_timeframe'] = sub_sub_timeframe
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result['sub_sub_kline_data'] = clean_dataframe_for_json(sub_sub_df).to_dict('records')
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@@ -755,37 +660,6 @@ def analyze():
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else:
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result['structure_zones'] = []
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# 威科夫：主 / 次 / 次次各算一份（非 elements_only）；前端开关只控制绘制
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# include_wyckoff=0 可显式跳过；缺省与其它真值均计算
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include_wyckoff_param = request.args.get('include_wyckoff', '1')
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include_wyckoff = str(include_wyckoff_param).lower() not in ('0', 'false', 'no')
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if include_wyckoff and not elements_only:
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# 主周期先算；次/次次只同步 active=cycles[0] 的 start（WYCKOFF-MULTI-CYCLE-001）
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wyckoff_bins = max(10, min(int(request.args.get('wyckoff_vp_bins', 24)), 24))
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result['wyckoff'] = _compute_wyckoff_from_df(df, timeframe, wyckoff_bins, client_tz=None)
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main_w = result.get('wyckoff') or {}
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cycles = main_w.get('cycles') or []
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# active 唯一来源 cycles[0]；禁止 cycles[-1]
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active = cycles[0] if cycles else None
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prefer_start = None
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if active:
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prefer_start = ((active.get('trading_range') or {}).get('start_time')
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or (active.get('period') or {}).get('start_time'))
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elif main_w.get('trading_range'):
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prefer_start = main_w['trading_range'].get('start_time')
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if client_tz is not None:
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_localize_wyckoff_payload(result['wyckoff'], client_tz)
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if element_timeframe:
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result['element_wyckoff'] = _compute_wyckoff_from_df(
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element_df_for_wyckoff, element_timeframe, wyckoff_bins, client_tz,
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prefer_start_time=prefer_start,
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)
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if sub_sub_timeframe:
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result['sub_sub_wyckoff'] = _compute_wyckoff_from_df(
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sub_sub_df_for_wyckoff, sub_sub_timeframe, wyckoff_bins, client_tz,
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prefer_start_time=prefer_start,
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)
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return jsonify(result)
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@@ -1,236 +0,0 @@
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"""Crypto Wyckoff Screener API + page (independent of /api/analyze)."""
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from __future__ import annotations
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import os
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import threading
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from flask import Blueprint, jsonify, render_template, request
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from crypto_wyckoff.combos import (
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ALLOWED_TFS,
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add_combo,
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delete_combo,
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get_combo,
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list_combos,
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)
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from crypto_wyckoff.domain_models import DecisionSignal, WyckoffCycle, WyckoffEvent, WyckoffPhase
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from crypto_wyckoff.scheduler import get_status, run_tick, start_scheduler
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from crypto_wyckoff import store as wyckoff_store
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from crypto_wyckoff.symbols_cn import display_name_cn, symbol_name_map
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from crypto_wyckoff.version import ARCHITECTURE_VERSION, WYCKOFF_ENGINE_VERSION
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bp = Blueprint("wyckoff_crypto", __name__)
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_scheduler_started = False
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_sched_lock = threading.Lock()
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def ensure_scheduler() -> None:
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global _scheduler_started
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with _sched_lock:
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if _scheduler_started:
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return
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if os.environ.get("CRYPTO_WYCKOFF_DISABLE", "").lower() in ("1", "true", "yes"):
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return
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interval = int(os.environ.get("CRYPTO_WYCKOFF_INTERVAL", "60"))
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max_sym = os.environ.get("CRYPTO_WYCKOFF_MAX_SYMBOLS")
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max_symbols = int(max_sym) if max_sym else None
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start_scheduler(interval_sec=interval, max_symbols=max_symbols)
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_scheduler_started = True
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def _safe_int(raw, default: int, *, lo: int | None = None, hi: int | None = None) -> int:
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try:
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v = int(raw)
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except (TypeError, ValueError):
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v = default
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if lo is not None:
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v = max(lo, v)
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if hi is not None:
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v = min(hi, v)
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return v
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@bp.route("/wyckoff_crypto")
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def page():
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ensure_scheduler()
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return render_template("wyckoff_crypto.html")
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@bp.route("/api/wyckoff_crypto/meta")
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def meta():
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ensure_scheduler()
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combo_id = request.args.get("combo_id")
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combo = get_combo(combo_id)
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latest = wyckoff_store.latest_trade_date(combo["id"])
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return jsonify(
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{
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"architecture_version": ARCHITECTURE_VERSION,
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"engine_version": WYCKOFF_ENGINE_VERSION,
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"latest_trade_date": latest,
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"scan_count": wyckoff_store.count_for_date(latest, combo["id"]),
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"cycles": [c.value for c in WyckoffCycle],
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"phases": [p.value for p in WyckoffPhase],
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"events": [e.value for e in WyckoffEvent],
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"decision_signals": [s.value for s in DecisionSignal],
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"timezone": "Asia/Shanghai",
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"utc_offset": "+08:00",
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"timeframes": [combo["low"], combo["mid"], combo["high"]],
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"combo": combo,
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"combos": list_combos(),
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"allowed_tfs": list(ALLOWED_TFS),
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"symbol_names": symbol_name_map(),
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"default_symbol": "BTC/USDT:USDT",
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"status": get_status(),
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}
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)
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@bp.route("/api/wyckoff_crypto/combos", methods=["GET"])
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def combos_list():
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ensure_scheduler()
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return jsonify({"combos": list_combos(), "allowed_tfs": list(ALLOWED_TFS)})
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@bp.route("/api/wyckoff_crypto/combos", methods=["POST"])
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def combos_add():
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ensure_scheduler()
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body = request.get_json(silent=True) or {}
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high = (body.get("high") or request.args.get("high") or "").strip()
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mid = (body.get("mid") or request.args.get("mid") or "").strip()
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low = (body.get("low") or request.args.get("low") or "").strip()
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label = (body.get("label") or request.args.get("label") or "").strip() or None
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try:
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row = add_combo(high, mid, low, label=label)
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except ValueError as e:
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return jsonify({"error": str(e)}), 400
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return jsonify({"ok": True, "combo": row, "combos": list_combos()})
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@bp.route("/api/wyckoff_crypto/combos/<combo_id>", methods=["DELETE"])
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def combos_delete(combo_id: str):
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ensure_scheduler()
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try:
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removed = delete_combo(combo_id)
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except ValueError as e:
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return jsonify({"error": str(e)}), 400
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if not removed:
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return jsonify({"error": "not_found"}), 404
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return jsonify({"ok": True, "combos": list_combos()})
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@bp.route("/api/wyckoff_crypto/status")
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def status():
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ensure_scheduler()
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return jsonify(get_status())
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@bp.route("/api/wyckoff_crypto/scan")
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def scan():
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ensure_scheduler()
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combo = get_combo(request.args.get("combo_id"))
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rows = wyckoff_store.query_scan(
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trade_date=request.args.get("trade_date"),
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combo_id=combo["id"],
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m_cycle=request.args.get("m_cycle"),
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w_phase=request.args.get("w_phase"),
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d_event=request.args.get("d_event"),
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decision_signal=request.args.get("decision_signal"),
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min_overall_score=_float_or_none(request.args.get("min_overall_score")),
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min_alignment=_float_or_none(request.args.get("min_alignment")),
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sort=request.args.get("sort") or "overall_score",
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limit=_safe_int(request.args.get("limit"), 100, lo=1, hi=500),
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offset=_safe_int(request.args.get("offset"), 0, lo=0),
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)
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for row in rows:
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row["name"] = display_name_cn(row.get("ts_code") or "")
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return jsonify({"rows": rows, "count": len(rows), "combo": combo})
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@bp.route("/api/wyckoff_crypto/symbol/<path:symbol>")
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def symbol_detail(symbol: str):
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ensure_scheduler()
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combo = get_combo(request.args.get("combo_id"))
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row = wyckoff_store.get_symbol(symbol, request.args.get("trade_date"), combo["id"])
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if not row:
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return jsonify({"error": "not_found"}), 404
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return jsonify(row)
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@bp.route("/api/wyckoff_crypto/tick", methods=["POST"])
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def manual_tick():
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"""Manual one-shot tick (debug). Optional JSON/query max_symbols."""
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ensure_scheduler()
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body = request.get_json(silent=True) or {}
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max_sym = request.args.get("max_symbols") or body.get("max_symbols")
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max_symbols = int(max_sym) if max_sym not in (None, "") else None
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def _job():
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try:
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run_tick(max_symbols=max_symbols, force_rescan=True)
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except Exception:
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pass
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threading.Thread(target=_job, daemon=True).start()
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return jsonify({"ok": True, "started": True})
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@bp.route("/api/wyckoff_crypto/klines")
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def klines():
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"""Local cached OHLCV for chart (combo TFs)."""
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ensure_scheduler()
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from crypto_wyckoff.io import is_intraday_tf, load_bars_with_ts
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symbol = request.args.get("symbol") or ""
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combo = get_combo(request.args.get("combo_id"))
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allowed = {combo["low"], combo["mid"], combo["high"]}
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tf = request.args.get("tf") or combo["low"]
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limit = _safe_int(request.args.get("limit"), 180, lo=1, hi=500)
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if not symbol or tf not in allowed:
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return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
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items = load_bars_with_ts(symbol, tf, lookback=limit)
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return jsonify({
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"items": items,
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"symbol": symbol,
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"tf": tf,
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"count": len(items),
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"intraday": is_intraday_tf(tf),
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"combo": combo,
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})
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@bp.route("/api/wyckoff_crypto/overlay")
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def overlay():
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"""Phase/event overlay for chart."""
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ensure_scheduler()
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from crypto_wyckoff.annotate import annotate_symbol
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symbol = request.args.get("symbol") or ""
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combo = get_combo(request.args.get("combo_id"))
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allowed = {combo["low"], combo["mid"], combo["high"]}
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tf = request.args.get("tf") or combo["low"]
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bars = _safe_int(request.args.get("bars"), 180, lo=20, hi=400)
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if not symbol or tf not in allowed:
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return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
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try:
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data = annotate_symbol(symbol, freq=tf, lookback=bars, combo_id=combo["id"])
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except Exception:
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return jsonify({
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"error": "overlay_failed",
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"phases": [],
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"events": [],
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"levels": {},
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"zones": [],
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"combo_id": combo["id"],
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}), 500
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return jsonify(data)
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def _float_or_none(v):
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if v in (None, ""):
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return None
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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Reference in New Issue
Block a user