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>
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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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