bsp_monitor: 支持全部20个币对 + 数据源切换至data_provider + Python 3.9兼容
- fetcher.py: 数据源从CCXT改为data_provider HTTP API，新增get_symbols()自动获取所有币对 - main.py: 重构为多币对架构，每个币对独立SymbolState（pivot_monitor/BSP去重/首轮抑制） - engine.py: format_bsp_detail()支持动态币对名 - ChanPivotMonitor/Classifier: 修复Python 3.9类型注解兼容（X|None → Optional[X]） - 首轮初始化时不推送中枢和BSP，避免启动时20条消息轰炸 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
jackyu66git
co-authored by
Claude Opus 4.7
Claude Opus 4.7
parent
b1cbdca707
commit
881c9d5eac
@@ -8,6 +8,7 @@ Feature 描述中枢内部结构，Label 记录中枢后实际演化。
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import math
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import json
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from typing import Optional
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from ChanEnum import Chan_BI_DIR
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@@ -90,7 +91,7 @@ class ChanPivotClassifier:
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return duration_raw / avg
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@staticmethod
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def compute_features(zs, historical_durations: list | None = None):
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def compute_features(zs, historical_durations: Optional[list] = None):
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"""计算单个中枢的全部结构特征（实时友好）"""
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duration_raw = ChanPivotClassifier.calc_duration(zs)
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contraction = ChanPivotClassifier.calc_contraction(zs)
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+5
-4
@@ -8,6 +8,7 @@ shift / contraction / duration。
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"""
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from collections import deque
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from typing import Optional
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from ChanPivotClassifier import ChanPivotClassifier
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@@ -22,17 +23,17 @@ class ChanPivotMonitor:
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def __init__(self, window_size: int = 10):
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self._window_size = window_size
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self._duration_history: deque[int] = deque(maxlen=window_size)
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self._current_zs_id: tuple | None = None
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self._current_zs_id: Optional[tuple] = None
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self._current_bi_count: int = 0
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self._current_is_sure: bool = False
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self._current_state: dict | None = None
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self._current_state: Optional[dict] = None
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self._duration_added_for_zs: set = set() # 已加入窗口的中枢 ID
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# ------------------------------------------------------------------
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# Public API
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# ------------------------------------------------------------------
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def update(self, bi_zs_list: list) -> dict | None:
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def update(self, bi_zs_list: list) -> Optional[dict]:
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"""
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主入口：检测当前中枢特征变化。
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@@ -96,7 +97,7 @@ class ChanPivotMonitor:
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return self._current_state
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def get_current(self) -> dict | None:
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def get_current(self) -> Optional[dict]:
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"""返回当前中枢的最新特征"""
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return self._current_state
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@@ -127,7 +127,7 @@ class ChanEngine:
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cst = dt.astimezone(timezone(timedelta(hours=8)))
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return cst.strftime("%Y-%m-%d %H:%M:%S CST")
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def format_bsp_detail(self, bsp: ChanBSP) -> str:
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def format_bsp_detail(self, bsp: ChanBSP, symbol: str = "BTC/USDT:USDT") -> str:
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bi = bsp.bi
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klc = bsp.klc
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bsp_type = bsp.type
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@@ -136,8 +136,9 @@ class ChanEngine:
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emoji = "🟢" if bsp_dir == Chan_BSP_DIR.BUY else "🔴"
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dir_label = "买点" if bsp_dir == Chan_BSP_DIR.BUY else "卖点"
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symbol_short = symbol.split(":")[0].replace("/", "")
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lines = [
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f"{emoji} [{dir_label}] {self._bsp_type_name(bsp_type)} — <b>BTC/USDT 1m</b>",
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f"{emoji} [{dir_label}] {self._bsp_type_name(bsp_type)} — <b>{symbol_short} 1m</b>",
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"",
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f"⏰ 确认: <code>{self._utc_to_cst(klc.end_time)}</code>",
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f"💰 价格: <b>{klc.close:.2f}</b>",
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+24
-6
@@ -2,23 +2,42 @@
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fetcher.py - 从 data_provider HTTP API 拉取 K 线数据。
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"""
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from typing import List, Optional
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import requests
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import pandas as pd
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import logging
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logger = logging.getLogger(__name__)
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SYMBOL = "BTC/USDT:USDT"
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TIMEFRAME = "1m"
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PROVIDER_URL = "http://103.179.242.166"
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FETCH_LIMIT = 1000
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_symbols_cache: Optional[List[str]] = None
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def fetch_ohlcv() -> pd.DataFrame:
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"""从 data_provider API 拉取最近 FETCH_LIMIT 根 1m K 线。"""
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def get_symbols() -> list[str]:
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"""从 data_provider /health 获取所有可用币对（缓存）。"""
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global _symbols_cache
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if _symbols_cache is not None:
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return _symbols_cache
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try:
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resp = requests.get(f"{PROVIDER_URL}/health", timeout=10)
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resp.raise_for_status()
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_symbols_cache = resp.json().get("symbols", [])
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logger.info(f"获取到 {len(_symbols_cache)} 个币对")
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except Exception as e:
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logger.error(f"获取币对列表失败: {e}")
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_symbols_cache = ["BTC/USDT:USDT"]
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return _symbols_cache
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def fetch_ohlcv(symbol: str) -> pd.DataFrame:
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"""从 data_provider API 拉取某个币对最近 FETCH_LIMIT 根 1m K 线。"""
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url = f"{PROVIDER_URL}/api/candles"
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params = {
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"symbol": SYMBOL,
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"symbol": symbol,
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"tf": TIMEFRAME,
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"limit": FETCH_LIMIT,
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}
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@@ -27,7 +46,7 @@ def fetch_ohlcv() -> pd.DataFrame:
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data = resp.json()
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if not data:
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logger.warning("API 返回空数据")
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logger.warning(f"{symbol}: API 返回空数据")
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return pd.DataFrame()
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df = pd.DataFrame(data)
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@@ -35,5 +54,4 @@ def fetch_ohlcv() -> pd.DataFrame:
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df["date"] = df["timestamp"]
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df = df.drop_duplicates(subset="timestamp").sort_values("timestamp").reset_index(drop=True)
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logger.info(f"拉取 {len(df)} 根 {TIMEFRAME} K 线 from {PROVIDER_URL}")
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return df
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+119
-104
@@ -3,21 +3,22 @@
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main.py - 缠论买卖点监控主程序。
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每整分钟：
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1. 从 Binance 拉取最新 1m K 线
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2. 跑完整缠论管线
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3. 检测新出现的买卖点（BSP）
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4. 推送到 Telegram（同一 BSP 只推一次）
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1. 从 data_provider 拉取所有币对最新 1m K 线
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2. 每个币对独立跑缠论管线
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3. 检测新出现的买卖点（BSP）+ 中枢特征变化
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4. 推送到 Telegram
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"""
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import asyncio
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import logging
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import sys
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import os
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import time
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from dataclasses import dataclass, field
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from datetime import datetime, timezone, timedelta
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from fetcher import fetch_ohlcv
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from fetcher import fetch_ohlcv, get_symbols
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from engine import ChanEngine
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from notify import send_bsp_alert, send_telegram_message, BOT_TOKEN, CHAT_ID
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@@ -33,149 +34,148 @@ logging.basicConfig(
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logger = logging.getLogger("bsp_monitor")
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def _bsp_stable_key(bsp) -> str:
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"""生成 BSP 的稳定唯一键（不依赖笔边界的微小变化）。"""
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return f"{bsp.type}_{bsp.klc.end_time}"
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def _short(symbol: str) -> str:
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"""BTC/USDT:USDT → BTCUSDT"""
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return symbol.split(":")[0].replace("/", "")
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@dataclass
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class SymbolState:
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symbol: str
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pivot_monitor: ChanPivotMonitor = field(default_factory=ChanPivotMonitor)
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known_bsp_keys: set = field(default_factory=set)
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last_df_ts: object = None
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first_run: bool = True
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class BSPMonitor:
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def __init__(self):
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self._first_run = True
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self._last_df_ts = None
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self._known_bsp_keys: set = set() # 已见过的 BSP 键（含已推送和历史的）
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self.pivot_monitor = ChanPivotMonitor(window_size=10)
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symbols = get_symbols()
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self._states: dict[str, SymbolState] = {
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s: SymbolState(symbol=s) for s in symbols
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}
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logger.info(f"监控 {len(symbols)} 个币对: {', '.join(_short(s) for s in symbols)}")
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async def tick(self):
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"""单次 tick。"""
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tick_start = time.monotonic()
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logger.info("── tick 开始 ──")
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for symbol, st in self._states.items():
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await self._tick_symbol(symbol, st)
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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async def _tick_symbol(self, symbol: str, st: SymbolState):
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name = _short(symbol)
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# 1. 拉取 K 线
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try:
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df = fetch_ohlcv()
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df = fetch_ohlcv(symbol)
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except Exception as e:
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logger.error(f"拉取 K 线失败: {e}")
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logger.error(f"[{name}] 拉取失败: {e}")
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return
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if df.empty:
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logger.warning("DataFrame 为空，跳过")
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logger.warning(f"[{name}] DataFrame 为空")
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return
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latest_ts = df.iloc[-1]["timestamp"]
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if self._last_df_ts and latest_ts <= self._last_df_ts:
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logger.info("无新 K 线，跳过")
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return
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self._last_df_ts = latest_ts
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if st.last_df_ts and latest_ts <= st.last_df_ts:
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return # 无新K线
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st.last_df_ts = latest_ts
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# 2. 运行缠论管线
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try:
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engine = ChanEngine(df)
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except Exception as e:
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logger.error(f"缠论计算失败: {e}", exc_info=True)
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logger.error(f"[{name}] 缠论计算失败: {e}", exc_info=True)
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return
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# 2.5 更新中枢特征监控 + 推送
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pivot_state = self.pivot_monitor.update(engine.bi_zs_list)
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if pivot_state:
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logger.info(
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f"中枢特征更新: bi_count={pivot_state['bi_count']} "
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f"is_sure={pivot_state['is_sure']} "
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f"contraction={pivot_state['contraction']:.4f} "
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f"shift_norm={pivot_state['shift_norm']:+.4f} "
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f"duration_norm={pivot_state['duration_norm']:.4f}"
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)
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# Telegram 推送
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if pivot_state["is_sure"]:
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phase = "✅ 已确认"
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elif pivot_state["bi_count"] > 3:
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phase = "🔄 延伸中"
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else:
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phase = "🆕 刚形成"
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zs_dir = pivot_state["zs_dir"]
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dir_label = "⬆️ 向上" if "UP" in zs_dir else "⬇️ 向下"
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# 3. 中枢特征监控 + 推送
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pivot_state = st.pivot_monitor.update(engine.bi_zs_list)
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# 白话解释
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c = pivot_state["contraction"]
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if c < 0.85:
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contraction_note = "收敛（振幅缩小，可能快出方向）"
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elif c > 1.15:
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contraction_note = "扩张（振幅放大，波动加剧）"
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else:
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contraction_note = "稳定"
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s = pivot_state["shift_norm"]
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if s > 0.3:
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shift_note = "重心上移（偏多）"
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elif s < -0.3:
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shift_note = "重心下移（偏空）"
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else:
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shift_note = "重心居中"
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msg = (
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f"🏠 <b>中枢更新</b> — BTC/USDT 1m\n"
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f"\n"
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f"📐 笔数: <b>{pivot_state['bi_count']}</b> {dir_label} {phase}\n"
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f"📏 收敛率: <b>{pivot_state['contraction']:.4f}</b> → {contraction_note}\n"
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f"⚖️ 重心漂移: <b>{pivot_state['shift_norm']:+.4f}</b> → {shift_note}\n"
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f"⏱️ 持续: {pivot_state['duration_raw']}K "
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f"(norm: {pivot_state['duration_norm']:.2f})\n"
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f"📦 区间: {pivot_state['zd']:.2f} – {pivot_state['zg']:.2f} "
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f"(gg/dd: {pivot_state['gg']:.2f}/{pivot_state['dd']:.2f})"
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)
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send_telegram_message(msg)
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# 3. 检测新 BSP（用 stable key 去重）
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# 4. BSP 检测 + 推送
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current_bsps = engine.bsp_list
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current_keys = {_bsp_stable_key(b) for b in current_bsps}
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current_keys = {_bsp_stable_key(b, symbol) for b in current_bsps}
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if self._first_run:
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self._first_run = False
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self._known_bsp_keys = current_keys
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if st.first_run:
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st.first_run = False
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st.known_bsp_keys = current_keys
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confirmed = [b for b in engine.bi_list if b.is_sure]
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logger.info(
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f"首次运行完成 — {len(confirmed)} 笔已确认, "
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f"{len(current_bsps)} 个买卖点 (不推送历史)"
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f"[{name}] 首次完成 — {len(confirmed)} 笔, "
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f"{len(current_bsps)} BSP (不推送)"
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)
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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return
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new_keys = current_keys - self._known_bsp_keys
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self._known_bsp_keys |= current_keys # 永增，BSP 一旦见过就不会再"新"
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if pivot_state:
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logger.info(
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f"[{name}] 中枢更新: bi_count={pivot_state['bi_count']} "
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f"contraction={pivot_state['contraction']:.4f} "
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f"shift={pivot_state['shift_norm']:+.4f}"
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)
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self._push_pivot(pivot_state, name)
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new_keys = current_keys - st.known_bsp_keys
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st.known_bsp_keys |= current_keys
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if not new_keys:
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logger.debug("无新买卖点")
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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return
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logger.info(f"检测到 {len(new_keys)} 个新买卖点")
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# 4. 推送新 BSP
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logger.info(f"[{name}] {len(new_keys)} 个新 BSP")
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for bsp in current_bsps:
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key = _bsp_stable_key(bsp)
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key = _bsp_stable_key(bsp, symbol)
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if key not in new_keys:
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continue
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msg = engine.format_bsp_detail(bsp)
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# HTML 转义（Telegram parse_mode=HTML 要求）
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msg = msg.replace("&", "&")
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msg = msg.replace("<b>", "\x00B\x00").replace("</b>", "\x00/B\x00")
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msg = msg.replace("<code>", "\x00C\x00").replace("</code>", "\x00/C\x00")
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msg = msg.replace("<", "<").replace(">", ">")
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msg = msg.replace("\x00B\x00", "<b>").replace("\x00/B\x00", "</b>")
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msg = msg.replace("\x00C\x00", "<code>").replace("\x00/C\x00", "</code>")
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ok = send_bsp_alert(msg, bsp_key=key)
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if ok:
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logger.info(f"✅ 推送: {key}")
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else:
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logger.warning(f"❌ 推送失败: {key}")
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msg = engine.format_bsp_detail(bsp, symbol)
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msg = _escape_html(msg)
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if send_bsp_alert(msg, bsp_key=key):
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logger.info(f"[{name}] ✅ BSP: {key}")
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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def _push_pivot(self, state: dict, name: str):
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if state["is_sure"]:
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phase = "✅ 已确认"
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elif state["bi_count"] > 3:
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phase = "🔄 延伸中"
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else:
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phase = "🆕 刚形成"
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zs_dir = state["zs_dir"]
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dir_label = "⬆️ 向上" if "UP" in zs_dir else "⬇️ 向下"
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c = state["contraction"]
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if c < 0.85:
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contraction_note = "收敛（振幅缩小，可能快出方向）"
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||||
elif c > 1.15:
|
||||
contraction_note = "扩张（振幅放大，波动加剧）"
|
||||
else:
|
||||
contraction_note = "稳定"
|
||||
|
||||
s = state["shift_norm"]
|
||||
if s > 0.3:
|
||||
shift_note = "重心上移（偏多）"
|
||||
elif s < -0.3:
|
||||
shift_note = "重心下移（偏空）"
|
||||
else:
|
||||
shift_note = "重心居中"
|
||||
|
||||
msg = (
|
||||
f"🏠 <b>中枢更新</b> — {name} 1m\n"
|
||||
f"\n"
|
||||
f"📐 笔数: <b>{state['bi_count']}</b> {dir_label} {phase}\n"
|
||||
f"📏 收敛率: <b>{state['contraction']:.4f}</b> → {contraction_note}\n"
|
||||
f"⚖️ 重心漂移: <b>{state['shift_norm']:+.4f}</b> → {shift_note}\n"
|
||||
f"⏱️ 持续: {state['duration_raw']}K "
|
||||
f"(norm: {state['duration_norm']:.2f})\n"
|
||||
f"📦 区间: {state['zd']:.2f} – {state['zg']:.2f} "
|
||||
f"(gg/dd: {state['gg']:.2f}/{state['dd']:.2f})"
|
||||
)
|
||||
send_telegram_message(msg)
|
||||
|
||||
async def run(self):
|
||||
logger.info("=" * 50)
|
||||
logger.info("bsp_monitor 启动 — BTC/USDT 1m 缠论买卖点监控")
|
||||
logger.info(f"bsp_monitor 启动 — {len(self._states)} 币对 1m 缠论监控")
|
||||
logger.info(f"Telegram: {'已配置' if BOT_TOKEN and CHAT_ID else '⚠️ 未配置'}")
|
||||
logger.info("=" * 50)
|
||||
|
||||
@@ -197,6 +197,21 @@ class BSPMonitor:
|
||||
await asyncio.sleep(5)
|
||||
|
||||
|
||||
def _bsp_stable_key(bsp, symbol: str) -> str:
|
||||
return f"{symbol}_{bsp.type}_{bsp.klc.end_time}"
|
||||
|
||||
|
||||
def _escape_html(msg: str) -> str:
|
||||
"""HTML 转义，保留已有的 <b>/<code> 标签。"""
|
||||
msg = msg.replace("&", "&")
|
||||
msg = msg.replace("<b>", "\x00B\x00").replace("</b>", "\x00/B\x00")
|
||||
msg = msg.replace("<code>", "\x00C\x00").replace("</code>", "\x00/C\x00")
|
||||
msg = msg.replace("<", "<").replace(">", ">")
|
||||
msg = msg.replace("\x00B\x00", "<b>").replace("\x00/B\x00", "</b>")
|
||||
msg = msg.replace("\x00C\x00", "<code>").replace("\x00/C\x00", "</code>")
|
||||
return msg
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
monitor = BSPMonitor()
|
||||
try:
|
||||
|
||||
Reference in New Issue
Block a user