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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"""
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Wyckoff Phase2 对比：同一数据 / 同一成本 / 同一 WFO / 同一 Regime
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对比:
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- Wyckoff_BTC_V1_BASELINE (Spring, range off)
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- Wyckoff_BTC_LPS (LPS continuation, range off)
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统一看 net PF（fee 计入）。
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"""
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from __future__ import annotations
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import json
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import logging
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import sys
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from pathlib import Path
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from typing import Any, Optional
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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 install_offline_markets # noqa: E402
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OUT = ROOT / "user_data/Chan/scripts/wyckoff_phase2_compare_result.json"
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WFO = [
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("train", "20230101-20250101"),
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("validate", "20250101-20260101"),
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("test", "20260101-"),
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("full", "20230101-"),
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]
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BRANCHES = [
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{
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"name": "Spring_V1",
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"strategy": "Wyckoff_BTC_V1_BASELINE",
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"config": ROOT / "user_data/Chan/config/Wyckoff_BTC_V1_BASELINE.json",
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"target": {"pf": 1.3, "dd": 10.0, "note": "Spring: PF>1.3 DD<10%"},
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},
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{
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"name": "LPS_V2",
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"strategy": "Wyckoff_BTC_LPS",
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"config": ROOT / "user_data/Chan/config/Wyckoff_BTC_LPS.json",
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"target": {"pf": 1.2, "dd": 15.0, "note": "LPS V2: 4h SOS→1h LPS; PF>1.2; ~5-15/yr"},
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},
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]
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def run_bt(
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strategy: str,
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config_path: Path,
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timerange: str,
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*,
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fee: float = 0.0005,
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extra_cost: float = 0.0,
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regime: Optional[str] = None,
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) -> dict[str, Any]:
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from freqtrade.configuration import Configuration
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from freqtrade.enums import RunMode
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from freqtrade.optimize.backtesting import Backtesting
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import freqtrade.optimize.optimize_reports.bt_output as bt_output
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bt_output.show_backtest_results = lambda *a, **k: None # type: ignore
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for mod in list(sys.modules):
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if strategy in mod or "Wyckoff_BTC" in mod:
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del sys.modules[mod]
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# 可选：临时改 regime_mode（写文件）
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strat_path = ROOT / "user_data/Chan/strategies" / f"{strategy}.py"
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orig = None
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if regime is not None:
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import re
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orig = strat_path.read_text()
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text2, n = re.subn(
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r'^(\tregime_mode: str = )".*"',
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rf'\g<1>"{regime}"',
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orig,
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count=1,
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flags=re.M,
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)
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if n == 0:
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raise RuntimeError(f"regime_mode not found in {strategy}")
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strat_path.write_text(text2)
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pycache = strat_path.parent / "__pycache__"
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if pycache.is_dir():
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for p in pycache.glob(f"{strategy}*.pyc"):
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p.unlink(missing_ok=True)
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try:
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config = Configuration.from_files([str(config_path)])
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config.update(
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{
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"strategy": strategy,
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"strategy_path": str(ROOT / "user_data/Chan/strategies"),
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"timerange": timerange,
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"timeframe": "1h",
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"export": "none",
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"runmode": RunMode.BACKTEST,
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"datadir": ROOT / "user_data/data/binance",
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"user_data_dir": ROOT / "user_data",
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"enable_protections": False,
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"fee": fee + extra_cost,
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}
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)
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bt = Backtesting(config)
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loaded = getattr(bt.strategylist[0], "regime_mode", None)
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bt.start()
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st = bt.results["strategy"].get(strategy) or list(bt.results["strategy"].values())[0]
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profit = st.get("profit_total_pct")
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if profit is None:
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profit = float(st.get("profit_total") or 0) * 100
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return {
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"profit_pct": float(profit),
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"trades": int(st.get("total_trades") or 0),
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"dd_pct": float(st.get("max_drawdown_account") or 0) * 100,
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"pf": float(st.get("profit_factor") or 0),
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"winrate": float(st.get("winrate") or 0) * 100,
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"final": float(st.get("final_balance") or 0),
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"fee_used": config["fee"],
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"regime_loaded": loaded,
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}
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finally:
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if orig is not None:
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strat_path.write_text(orig)
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def main() -> None:
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logging.getLogger("freqtrade").setLevel(logging.ERROR)
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install_offline_markets()
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results: dict[str, Any] = {"branches": {}}
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for br in BRANCHES:
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name = br["name"]
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print(f"\n===== {name} ({br['strategy']}) =====", flush=True)
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block: dict[str, Any] = {"wfo": {}, "regimes": {}, "cost_stress": {}, "target": br["target"]}
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print("--- WFO ---", flush=True)
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for wname, tr in WFO:
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r = run_bt(br["strategy"], br["config"], tr)
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block["wfo"][wname] = {"timerange": tr, **r}
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print(
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f" {wname:<8} profit={r['profit_pct']:>7.2f}% n={r['trades']:<3} "
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f"dd={r['dd_pct']:.1f}% pf={r['pf']:.2f} wr={r['winrate']:.1f}%",
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flush=True,
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)
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print("--- Regime ---", flush=True)
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for mode in ["trend", "bull", "bear", "range", "all"]:
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r = run_bt(br["strategy"], br["config"], "20230101-", regime=mode)
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block["regimes"][mode] = r
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print(
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f" {mode:<6} profit={r['profit_pct']:>7.2f}% n={r['trades']:<3} "
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f"pf={r['pf']:.2f} (loaded={r['regime_loaded']})",
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flush=True,
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)
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print("--- Cost (net PF) ---", flush=True)
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for label, fee, extra in [
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("fee_5bps", 0.0005, 0.0),
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("fee_5bps+slip_5bps", 0.0005, 0.0005),
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("fee_10bps+slip_10bps", 0.0010, 0.0010),
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]:
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r = run_bt(br["strategy"], br["config"], "20230101-", fee=fee, extra_cost=extra)
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block["cost_stress"][label] = r
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flag = "OK" if r["pf"] >= br["target"]["pf"] else ("WEAK" if r["pf"] >= 1.0 else "FAIL")
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print(
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f" {label:<22} profit={r['profit_pct']:>7.2f}% n={r['trades']:<3} "
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f"pf={r['pf']:.2f} [{flag}]",
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flush=True,
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)
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full = block["wfo"]["full"]
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mid = block["cost_stress"]["fee_5bps+slip_5bps"]
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years = 3.6 # ~2023→2026.6
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tpy = full["trades"] / years if years else 0
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block["verdict"] = {
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"full_pf": full["pf"],
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"full_dd": full["dd_pct"],
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"trades_per_year": tpy,
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"net_mid_pf": mid["pf"],
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"target_pf_ok": mid["pf"] >= br["target"]["pf"],
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"target_dd_ok": full["dd_pct"] <= br["target"]["dd"],
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}
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results["branches"][name] = block
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print(f"Verdict: {json.dumps(block['verdict'], ensure_ascii=False)}", flush=True)
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# 组合粗估：独立回测不可简单相加；只报告各自频率目标
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s = results["branches"]["Spring_V1"]["verdict"]
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l = results["branches"]["LPS_V2"]["verdict"]
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results["portfolio_note"] = {
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"spring_tpy": s["trades_per_year"],
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"lps_tpy": l["trades_per_year"],
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"sum_tpy_approx": s["trades_per_year"] + l["trades_per_year"],
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"combined_target_tpy": "10-20",
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"warning": "频率可近似相加；PF/收益不可相加，需另做组合回测；Spring 冻结勿改",
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}
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print("\n===== Portfolio note =====")
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print(json.dumps(results["portfolio_note"], ensure_ascii=False, indent=2))
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OUT.write_text(json.dumps(results, indent=2, ensure_ascii=False))
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print(f"\nSaved {OUT}")
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if __name__ == "__main__":
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main()
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