fix(web): 自动刷新保留 K 线视窗；威科夫与图表增量更新
自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
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jackyu66git
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#!/usr/bin/env python3
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"""在最优周期 1h/4h/8h 上扫 ATR 与关键参数。"""
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from __future__ import annotations
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import itertools
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import json
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import logging
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import re
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import sys
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[3]
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sys.path.insert(0, str(ROOT))
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from user_data.Chan.scripts.wyckoff_tf_grid import ( # noqa: E402
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STRAT_PATH,
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install_offline_markets,
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patch_strategy,
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run_one,
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)
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# 参数名 -> (正则匹配赋值行前缀, 候选值列表)
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PARAM_GRID = {
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"atr_sl_mult": (
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r'^(\tatr_sl_mult = DecimalParameter\([^\n]*default=)([0-9.]+)',
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[1.5, 2.0, 2.5, 3.0],
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),
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"vol_spike_mult": (
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r'^(\tvol_spike_mult = DecimalParameter\([^\n]*default=)([0-9.]+)',
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[1.2, 1.4, 1.8],
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),
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"spring_pierce_pct": (
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r'^(\tspring_pierce_pct = DecimalParameter\([^\n]*default=)([0-9.]+)',
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[0.002, 0.004, 0.008],
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),
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"range_lookback": (
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r'^(\trange_lookback = IntParameter\([^\n]*default=)([0-9]+)',
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[18, 24, 36],
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),
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}
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def set_defaults(text: str, values: dict[str, Any]) -> str:
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for key, (pat, _) in PARAM_GRID.items():
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val = values[key]
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text = re.sub(pat, rf"\g<1>{val}", text, count=1, flags=re.M)
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return text
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def main() -> None:
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logging.getLogger("freqtrade").setLevel(logging.ERROR)
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timerange = sys.argv[1] if len(sys.argv) > 1 else "20240101-"
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install_offline_markets()
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orig = STRAT_PATH.read_text()
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keys = list(PARAM_GRID.keys())
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combos = list(itertools.product(*[PARAM_GRID[k][1] for k in keys]))
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# 全组合太多：改为坐标下降式 — 先基线，再逐参扫描
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base = {k: PARAM_GRID[k][1][len(PARAM_GRID[k][1]) // 2] for k in keys}
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# 确保与当前文件接近的中心点
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base.update(
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{
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"atr_sl_mult": 2.0,
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"vol_spike_mult": 1.4,
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"spring_pierce_pct": 0.004,
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"range_lookback": 24,
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}
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)
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trials = [dict(base)]
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for k in keys:
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for v in PARAM_GRID[k][1]:
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if v == base[k]:
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continue
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t = dict(base)
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t[k] = v
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trials.append(t)
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rows = []
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try:
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patch_strategy("1h", "4h", "8h")
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for i, vals in enumerate(trials):
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text = set_defaults(STRAT_PATH.read_text(), vals)
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STRAT_PATH.write_text(text)
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label = ",".join(f"{k}={vals[k]}" for k in keys)
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print(f"[{i+1}/{len(trials)}] {label}", flush=True)
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try:
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res = run_one("1h", timerange)
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res.update(vals)
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res["label"] = label
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res["ok"] = True
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except Exception as e:
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res = {"ok": False, "error": str(e), "label": label, **vals}
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rows.append(res)
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if res.get("ok"):
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print(
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f" -> profit={res['profit_pct']:.2f}% trades={res['trades']} "
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f"dd={res['dd_pct']:.2f}% pf={res['pf']:.2f}",
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flush=True,
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)
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else:
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print(f" FAILED {res.get('error')}", flush=True)
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finally:
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STRAT_PATH.write_text(orig)
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ok = [r for r in rows if r.get("ok")]
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ok.sort(key=lambda r: (r["profit_pct"], r["pf"]), reverse=True)
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print("\n========== PARAM RANKING ==========")
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for r in ok[:10]:
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print(
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f"{r['profit_pct']:>7.2f}% pf={r['pf']:.2f} dd={r['dd_pct']:.1f}% "
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f"n={r['trades']:<3} {r['label']}"
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)
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out = ROOT / "user_data/Chan/scripts/wyckoff_param_grid_result.txt"
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out.write_text(json.dumps({"timerange": timerange, "rows": rows}, indent=2))
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print(f"\nSaved {out}")
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if ok:
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best = ok[0]
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print("\nBEST params:", {k: best[k] for k in keys})
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# 写回最优 default
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text = set_defaults(orig, {k: best[k] for k in keys})
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# 保持最优周期
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text2 = text
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text2 = re.sub(r'^(\ttimeframe = ).*$', r'\g<1>"1h"', text2, count=1, flags=re.M)
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text2 = re.sub(
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r'^(\tstructure_timeframe = ).*$', r'\g<1>"4h"', text2, count=1, flags=re.M
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)
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text2 = re.sub(
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r'^(\tbias_timeframe: Optional\[str\] = ).*$',
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r'\g<1>"8h"',
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text2,
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count=1,
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flags=re.M,
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)
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STRAT_PATH.write_text(text2)
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print("Wrote best defaults into Wyckoff_BTC.py")
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# 长周期验证
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print("\nValidate 20230101- ...", flush=True)
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res = run_one("1h", "20230101-")
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print(res)
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if __name__ == "__main__":
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main()
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