bsp_monitor: 多周期 BSP 推送 (1m/5m/15m/1h)，中枢监控代码保留但暂停
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
42296ef971
commit
8eb50e3eae
+58
-87
@@ -1,12 +1,11 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
main.py - 缠论买卖点监控主程序。
|
||||
main.py - 缠论多周期买卖点监控。
|
||||
|
||||
每整分钟：
|
||||
1. 从 data_provider 拉取所有币对最新 1m K 线
|
||||
2. 每个币对独立跑缠论管线
|
||||
3. 检测新笔 → 检查上一笔终点是否 BSP → 推送
|
||||
4. 检测中枢特征变化 → 推送
|
||||
1. 从 data_provider 拉取所有币对多周期 K 线
|
||||
2. 每个币对 × 每个周期独立跑缠论管线
|
||||
3. 检测新笔确认 → BSP 推送
|
||||
"""
|
||||
import asyncio
|
||||
import logging
|
||||
@@ -21,13 +20,13 @@ sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
|
||||
|
||||
from fetcher import fetch_ohlcv, get_symbols
|
||||
from engine import ChanEngine
|
||||
from notify import send_bsp_alert, send_telegram_message, BOT_TOKEN, CHAT_ID
|
||||
from notify import send_bsp_alert, BOT_TOKEN, CHAT_ID
|
||||
|
||||
_PARENT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
|
||||
if _PARENT not in sys.path:
|
||||
sys.path.insert(0, _PARENT)
|
||||
from ChanPivotMonitor import ChanPivotMonitor
|
||||
from ChanEnum import Chan_BI_DIR
|
||||
# from ChanPivotMonitor import ChanPivotMonitor # 暂停中枢监控
|
||||
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
@@ -35,6 +34,8 @@ logging.basicConfig(
|
||||
)
|
||||
logger = logging.getLogger("bsp_monitor")
|
||||
|
||||
TIMEFRAMES = ["1m", "5m", "15m", "1h"]
|
||||
|
||||
|
||||
def _short(symbol: str) -> str:
|
||||
"""BTC/USDT:USDT → BTCUSDT"""
|
||||
@@ -48,26 +49,39 @@ def _bi_id(bi) -> Optional[tuple]:
|
||||
return (bi.start_klc.start_time,)
|
||||
|
||||
|
||||
def _push_bsp(engine: ChanEngine, bsp, symbol: str, name: str) -> bool:
|
||||
def _push_bsp(engine: ChanEngine, bsp, symbol: str, tf: str) -> bool:
|
||||
"""推送 BSP 到 Telegram（带去重）。"""
|
||||
if bsp.klc is None:
|
||||
return False
|
||||
key = f"{symbol}_{bsp.type}_{bsp.klc.end_time}"
|
||||
key = f"{symbol}_{bsp.type}_{bsp.klc.end_time}_{tf}"
|
||||
msg = engine.format_bsp_detail(bsp, symbol)
|
||||
msg = _escape_html(msg)
|
||||
if send_bsp_alert(msg, bsp_key=key):
|
||||
logger.info(f"[{name}] ✅ BSP: {key}")
|
||||
logger.info(f"[{_short(symbol)} {tf}] ✅ BSP: {key}")
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
@dataclass
|
||||
class TfState:
|
||||
"""单个周期的状态。"""
|
||||
last_bi_id: Optional[tuple] = None
|
||||
last_df_ts: object = None
|
||||
first_run: bool = True
|
||||
# pivot_monitor: ChanPivotMonitor = None # 暂停中枢监控
|
||||
|
||||
# def __post_init__(self):
|
||||
# if self.pivot_monitor is None:
|
||||
# self.pivot_monitor = ChanPivotMonitor()
|
||||
|
||||
|
||||
@dataclass
|
||||
class SymbolState:
|
||||
symbol: str
|
||||
pivot_monitor: ChanPivotMonitor = field(default_factory=ChanPivotMonitor)
|
||||
last_bi_id: Optional[tuple] = None # 上次检查过的最后一笔确认 ID
|
||||
last_df_ts: object = None # 最新已处理的 K 线时间戳
|
||||
first_run: bool = True
|
||||
tfs: dict = field(default_factory=dict)
|
||||
|
||||
def __post_init__(self):
|
||||
self.tfs = {tf: TfState() for tf in TIMEFRAMES}
|
||||
|
||||
|
||||
class BSPMonitor:
|
||||
@@ -76,7 +90,8 @@ class BSPMonitor:
|
||||
self._states: dict[str, SymbolState] = {
|
||||
s: SymbolState(symbol=s) for s in symbols
|
||||
}
|
||||
logger.info(f"监控 {len(symbols)} 个币对: {', '.join(_short(s) for s in symbols)}")
|
||||
logger.info(f"监控 {len(symbols)}×{len(TIMEFRAMES)} 币对×周期: "
|
||||
f"{', '.join(_short(s) for s in symbols)}")
|
||||
|
||||
async def tick(self):
|
||||
tick_start = time.monotonic()
|
||||
@@ -91,31 +106,40 @@ class BSPMonitor:
|
||||
async def _tick_symbol(self, symbol: str, st: SymbolState):
|
||||
name = _short(symbol)
|
||||
|
||||
for tf in TIMEFRAMES:
|
||||
await self._check_tf(symbol, tf, st.tfs[tf], name)
|
||||
|
||||
async def _check_tf(self, symbol: str, tf: str, ts: TfState, name: str):
|
||||
# 1. 拉取 K 线
|
||||
try:
|
||||
df = fetch_ohlcv(symbol)
|
||||
df = fetch_ohlcv(symbol, tf)
|
||||
except Exception as e:
|
||||
logger.error(f"[{name}] 拉取失败: {e}")
|
||||
logger.error(f"[{name} {tf}] 拉取失败: {e}")
|
||||
return
|
||||
|
||||
if df.empty:
|
||||
logger.warning(f"[{name}] DataFrame 为空")
|
||||
return
|
||||
|
||||
# 2. 检查是否有新 K 线
|
||||
latest_ts = df.iloc[-1]["timestamp"]
|
||||
if st.last_df_ts and latest_ts <= st.last_df_ts:
|
||||
if ts.last_df_ts and latest_ts <= ts.last_df_ts:
|
||||
return
|
||||
st.last_df_ts = latest_ts
|
||||
ts.last_df_ts = latest_ts
|
||||
|
||||
# 3. 运行缠论管线
|
||||
try:
|
||||
engine = ChanEngine(df)
|
||||
except Exception as e:
|
||||
logger.error(f"[{name}] 缠论计算失败: {e}", exc_info=True)
|
||||
logger.error(f"[{name} {tf}] 缠论计算失败: {e}", exc_info=True)
|
||||
return
|
||||
|
||||
# 4. 获取已确认的笔
|
||||
# 4. 中枢特征更新（暂停）
|
||||
# try:
|
||||
# ts.pivot_monitor.update(engine.bi_zs_list)
|
||||
# except Exception as e:
|
||||
# logger.debug(f"[{name} {tf}] 中枢特征更新失败: {e}")
|
||||
|
||||
# 5. BSP 检测
|
||||
confirmed = [b for b in engine.bi_list if b.is_sure]
|
||||
if len(confirmed) < 2:
|
||||
return
|
||||
@@ -125,90 +149,37 @@ class BSPMonitor:
|
||||
if current_bi_id is None:
|
||||
return
|
||||
|
||||
# 5. 首轮：记录状态，检查最后一笔的 BSP（可能刚被分型确认）
|
||||
if st.first_run:
|
||||
st.first_run = False
|
||||
st.last_bi_id = current_bi_id
|
||||
st.pivot_monitor.update(engine.bi_zs_list)
|
||||
if ts.first_run:
|
||||
ts.first_run = False
|
||||
ts.last_bi_id = current_bi_id
|
||||
|
||||
bsp = engine.get_bsp_for_bi(last_confirmed)
|
||||
if bsp:
|
||||
_push_bsp(engine, bsp, symbol, name)
|
||||
_push_bsp(engine, bsp, symbol, tf)
|
||||
|
||||
logger.info(
|
||||
f"[{name}] 首次完成 — {len(confirmed)} 笔, "
|
||||
f"{len(engine.bsp_list)} BSP"
|
||||
f"[{name} {tf}] 首次完成 — "
|
||||
f"{len(confirmed)} 笔, {len(engine.bsp_list)} BSP"
|
||||
)
|
||||
return
|
||||
|
||||
# 6. 检测新笔确认（反向二类分型触发 is_sure=True）
|
||||
if current_bi_id == st.last_bi_id:
|
||||
if current_bi_id == ts.last_bi_id:
|
||||
return
|
||||
|
||||
st.last_bi_id = current_bi_id
|
||||
ts.last_bi_id = current_bi_id
|
||||
|
||||
bi_dir = "⬆️" if last_confirmed.dir == Chan_BI_DIR.UP else "⬇️"
|
||||
logger.info(f"[{name}] 新笔确认 — #{len(confirmed)} "
|
||||
logger.info(f"[{name} {tf}] 新笔确认 — #{len(confirmed)} "
|
||||
f"{bi_dir} 高度: ${last_confirmed.height:.2f}")
|
||||
|
||||
# 7. 检查刚被分型确认这笔的终点是否为 BSP
|
||||
bsp = engine.get_bsp_for_bi(last_confirmed)
|
||||
if bsp:
|
||||
_push_bsp(engine, bsp, symbol, name)
|
||||
|
||||
# 8. 中枢特征更新
|
||||
pivot_state = st.pivot_monitor.update(engine.bi_zs_list)
|
||||
if pivot_state:
|
||||
logger.info(
|
||||
f"[{name}] 中枢更新: bi_count={pivot_state['bi_count']} "
|
||||
f"contraction={pivot_state['contraction']:.4f} "
|
||||
f"shift={pivot_state['shift_norm']:+.4f}"
|
||||
)
|
||||
self._push_pivot(pivot_state, name)
|
||||
|
||||
def _push_pivot(self, state: dict, name: str):
|
||||
if state["is_sure"]:
|
||||
phase = "✅ 已确认"
|
||||
elif state["bi_count"] > 3:
|
||||
phase = "🔄 延伸中"
|
||||
else:
|
||||
phase = "🆕 刚形成"
|
||||
|
||||
zs_dir = state["zs_dir"]
|
||||
dir_label = "⬆️ 向上" if "UP" in zs_dir else "⬇️ 向下"
|
||||
|
||||
c = state["contraction"]
|
||||
if c < 0.85:
|
||||
contraction_note = "收敛（振幅缩小，可能快出方向）"
|
||||
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)
|
||||
_push_bsp(engine, bsp, symbol, tf)
|
||||
|
||||
async def run(self):
|
||||
logger.info("=" * 50)
|
||||
logger.info(f"bsp_monitor 启动 — {len(self._states)} 币对 1m 缠论监控")
|
||||
logger.info(f"bsp_monitor 启动 — {len(self._states)} 币对 "
|
||||
f"× {len(TIMEFRAMES)} 周期 ({', '.join(TIMEFRAMES)})")
|
||||
logger.info(f"Telegram: {'已配置' if BOT_TOKEN and CHAT_ID else '⚠️ 未配置'}")
|
||||
logger.info("=" * 50)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user