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>
2026-08-27 01:05:12 +08:00
parent 5c10e35b76
commit 7f393b93ed
360 changed files with 140008 additions and 41167 deletions
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+"""测试辅助函数。"""
+from __future__ import annotations
+
+import numpy as np
+import pandas as pd
+
+
+def make_ohlcv(n: int = 400, seed: int = 42) -> pd.DataFrame:
+    rng = np.random.default_rng(seed)
+    dates = pd.date_range("2024-01-01", periods=n, freq="5min", tz="UTC")
+    rets = rng.normal(0, 0.002, size=n)
+    close = 100 * np.exp(np.cumsum(rets))
+    open_ = np.roll(close, 1)
+    open_[0] = close[0]
+    spread = np.abs(rng.normal(0, 0.0015, size=n)) * close
+    high = np.maximum(open_, close) + spread
+    low = np.minimum(open_, close) - spread
+    volume = rng.uniform(100, 1000, size=n)
+    return pd.DataFrame(
+        {
+            "date": dates,
+            "open": open_,
+            "high": high,
+            "low": low,
+            "close": close,
+            "volume": volume,
+        }
+    )