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
2026-08-27 01:05:12 +08:00
co-authored by Cursor
parent 5c10e35b76
commit 7f393b93ed
360 changed files with 140008 additions and 41167 deletions
+5 -103
View File
@@ -1,4 +1,4 @@
"""ECR-002加深 /api/analyze 相关契约 —— mock 行情 + analyze_chan 关键字段快照。"""
"""加深 /api/analyze 相关契约 —— mock 行情 + analyze_chan 关键字段快照。"""
from __future__ import annotations
import json
@@ -10,25 +10,21 @@ import pandas as pd
import pytest
ROOT = Path(__file__).resolve().parents[2]
WEB_ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT))
sys.path.insert(0, str(ROOT / "web"))
sys.path.insert(0, str(WEB_ROOT))
from tests.generate_golden import make_ohlcv # noqa: E402
from tests.helpers import make_ohlcv # noqa: E402
_CONTRACT_DOC = json.loads(
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(encoding="utf-8")
(Path(__file__).resolve().parent / "fixtures" / "analyze_contract_keys.json").read_text(encoding="utf-8")
)
CONTRACT_KEYS = (
_CONTRACT_DOC["required"]
if isinstance(_CONTRACT_DOC, dict) and "required" in _CONTRACT_DOC
else _CONTRACT_DOC
)
WYCKOFF_KEYS = (
_CONTRACT_DOC.get("wyckoff_keys", [])
if isinstance(_CONTRACT_DOC, dict)
else []
)
# analyze_chan 直接返回的对象字段(未序列化前)
ANALYZE_CHAN_KEYS = {
@@ -74,7 +70,6 @@ def test_klines_recent_returns_tail_only():
from app import app
df = make_ohlcv(n=30)
# analyze 蓝图 star-import 后绑定在 api.analyze 命名空间
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
@@ -88,7 +83,6 @@ def test_klines_recent_returns_tail_only():
assert isinstance(body.get("kline_data"), list)
assert len(body["kline_data"]) == 2
assert "bi_list" not in body
assert "wyckoff" not in body
def test_contract_keys_stable():
@@ -119,7 +113,6 @@ def test_serialize_chan_macd_shape():
result = analyze_chan(df)
serialized = serialize_chan_macd_data(result["chan_macd"], timezone("Asia/Shanghai"))
assert set(serialized.keys()) == CHAN_MACD_SERIALIZED_KEYS
# JSON 可序列化
json.dumps(serialized)
@@ -133,7 +126,6 @@ def test_analyze_http_contract_with_mocked_kl():
if "timestamp" not in df.columns:
df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
# analyze 路由使用 `from services.runtime import *`,须 patch 其模块命名空间
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
@@ -149,93 +141,3 @@ def test_analyze_http_contract_with_mocked_kl():
assert payload is not None and "error" not in payload
missing = [k for k in CONTRACT_KEYS if k not in payload]
assert not missing, f"missing contract keys: {missing}"
assert "wyckoff" in payload
for k in WYCKOFF_KEYS:
assert k in payload["wyckoff"], f"missing wyckoff key: {k}"
def test_analyze_http_wyckoff_can_opt_out():
"""include_wyckoff=0 时可显式跳过威科夫。"""
from app import app
from services.runtime import add_indicators
df = add_indicators(make_ohlcv(300))
df = df.copy()
if "timestamp" not in df.columns:
df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
"/api/analyze",
query_string={
"symbol": "BTC/USDT:USDT",
"timeframe": "5m",
"timezone": "Asia/Shanghai",
"include_wyckoff": 0,
},
)
assert resp.status_code == 200, resp.data[:500]
payload = resp.get_json()
assert payload is not None and "wyckoff" not in payload
def test_analyze_http_wyckoff_for_three_timeframes():
"""主/次/次次均返回各自 wyckoff 载荷。"""
from app import app
from services.runtime import add_indicators
df = add_indicators(make_ohlcv(300))
df = df.copy()
if "timestamp" not in df.columns:
df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
"/api/analyze",
query_string={
"symbol": "BTC/USDT:USDT",
"timeframe": "4h",
"element_timeframe": "2h",
"sub_sub_timeframe": "1h",
"timezone": "Asia/Shanghai",
},
)
assert resp.status_code == 200, resp.data[:500]
payload = resp.get_json()
assert payload is not None and "error" not in payload
assert "wyckoff" in payload
assert "element_wyckoff" in payload
assert "sub_sub_wyckoff" in payload
for key in ("wyckoff", "element_wyckoff", "sub_sub_wyckoff"):
for k in WYCKOFF_KEYS:
assert k in payload[key], f"missing {k} in {key}"
def test_analyze_http_wyckoff_skipped_when_elements_only():
"""elements_only=true 时不返回 wyckoff。"""
from app import app
from services.runtime import add_indicators
df = add_indicators(make_ohlcv(300))
df = df.copy()
if "timestamp" not in df.columns:
df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
"/api/analyze",
query_string={
"symbol": "BTC/USDT:USDT",
"timeframe": "5m",
"element_timeframe": "1m",
"timezone": "Asia/Shanghai",
"elements_only": "true",
},
)
assert resp.status_code == 200, resp.data[:500]
payload = resp.get_json()
assert payload is not None
assert "wyckoff" not in payload