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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"""离线网格：对比 Wyckoff 多周期组合（不依赖 Binance API）。"""
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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 re
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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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STRAT_PATH = ROOT / "user_data/Chan/strategies/Wyckoff_BTC.py"
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CONFIG_PATH = ROOT / "user_data/Chan/config/Wyckoff_BTC.json"
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COMBOS = [
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("1h_4h_noBias", "1h", "4h", None),
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("1h_4h_8h", "1h", "4h", "8h"),
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("1h_8h_noBias", "1h", "8h", None),
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("30m_4h_8h", "30m", "4h", "8h"),
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("30m_4h_noBias", "30m", "4h", None),
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("15m_1h_4h", "15m", "1h", "4h"),
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("15m_4h_8h", "15m", "4h", "8h"),
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("4h_8h_noBias", "4h", "8h", None),
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]
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def stub_market(symbol: str = "BTC/USDT:USDT") -> dict[str, Any]:
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base = symbol.split("/")[0]
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return {
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"id": symbol,
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"symbol": symbol,
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"base": base,
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"quote": "USDT",
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"settle": "USDT",
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"baseId": base,
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"quoteId": "USDT",
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"settleId": "USDT",
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"type": "swap",
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"spot": False,
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"swap": True,
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"future": False,
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"option": False,
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"active": True,
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"contract": True,
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"linear": True,
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"inverse": False,
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"contractSize": 1.0,
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"precision": {"amount": 0.001, "price": 0.1},
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"limits": {
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"amount": {"min": 0.001, "max": 1000.0},
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"price": {"min": 0.1, "max": None},
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"cost": {"min": 5.0, "max": None},
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"leverage": {"min": 1.0, "max": 125.0},
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},
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"percentage": True,
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"taker": 0.0005,
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"maker": 0.0002,
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"info": {},
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}
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def install_offline_markets(pairs: Optional[list[str]] = None) -> None:
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import ccxt
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import freqtrade.exchange.exchange as exmod
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from freqtrade.util import dt_ts
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if pairs is None:
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pairs = ["BTC/USDT:USDT"]
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markets = {p: stub_market(p) for p in pairs}
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tiers = {
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p: [
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{
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"minNotional": 0,
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"maxNotional": 1e12,
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"maintenanceMarginRate": 0.005,
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"maxLeverage": 125,
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"info": {},
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}
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]
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for p in pairs
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}
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def fake_reload(self, force: bool = False, *, load_leverage_tiers: bool = True) -> None:
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self._markets = markets
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try:
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self._api.precisionMode = ccxt.TICK_SIZE
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self._api_async.precisionMode = ccxt.TICK_SIZE
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except Exception:
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pass
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try:
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self._api.set_markets(markets)
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except Exception:
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pass
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try:
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self._api_async.set_markets(markets)
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except Exception:
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pass
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self._last_markets_refresh = dt_ts()
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self._leverage_tiers = tiers
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self._trading_fees = {}
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exmod.Exchange.reload_markets = fake_reload # type: ignore
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exmod.Exchange.fills_leverage_tiers = lambda self: setattr(self, "_leverage_tiers", tiers) # type: ignore
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def patch_strategy(exec_tf: str, structure_tf: str, bias_tf: Optional[str]) -> None:
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text = STRAT_PATH.read_text()
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bias_repr = "None" if bias_tf is None else f'"{bias_tf}"'
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text = re.sub(r'^(\ttimeframe = ).*$', rf'\g<1>"{exec_tf}"', text, count=1, flags=re.M)
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text = re.sub(
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r'^(\tstructure_timeframe = ).*$', rf'\g<1>"{structure_tf}"', text, count=1, flags=re.M
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)
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text = re.sub(
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r'^(\tbias_timeframe: Optional\[str\] = ).*$',
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rf'\g<1>{bias_repr}',
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text,
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count=1,
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flags=re.M,
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)
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startup = 220 if exec_tf in ("1h", "4h", "8h") else 400
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text = re.sub(
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r'^(\tstartup_candle_count = ).*$', rf'\g<1>{startup}', text, count=1, flags=re.M
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)
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STRAT_PATH.write_text(text)
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def run_one(exec_tf: str, timerange: str) -> 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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# 静默打印
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bt_output.show_backtest_results = lambda *a, **k: None # type: ignore
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bt_output.show_backtest_result = lambda *a, **k: None # type: ignore
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for mod in list(sys.modules):
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if "Wyckoff_BTC" in mod or mod.endswith("Wyckoff_BTC"):
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del sys.modules[mod]
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config = Configuration.from_files([str(CONFIG_PATH)])
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config["strategy"] = "Wyckoff_BTC"
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config["strategy_path"] = str(ROOT / "user_data/Chan/strategies")
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config["timerange"] = timerange
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config["timeframe"] = exec_tf
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config["export"] = "none"
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config["runmode"] = RunMode.BACKTEST
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config["datadir"] = ROOT / "user_data/data/binance"
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config["user_data_dir"] = ROOT / "user_data"
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config["enable_protections"] = False
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bt = Backtesting(config)
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bt.start()
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stats = bt.results
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strat_stats = stats["strategy"].get("Wyckoff_BTC") or list(stats["strategy"].values())[0]
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trades = int(strat_stats.get("total_trades") or 0)
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profit_pct = strat_stats.get("profit_total_pct")
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if profit_pct is None:
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profit_pct = float(strat_stats.get("profit_total") or 0) * 100
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dd = float(strat_stats.get("max_drawdown_account") or 0) * 100
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wr = float(strat_stats.get("winrate") or 0) * 100
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return {
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"ok": True,
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"profit_pct": float(profit_pct),
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"trades": trades,
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"dd_pct": dd,
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"pf": float(strat_stats.get("profit_factor") or 0),
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"winrate": wr,
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"rejected": int(strat_stats.get("rejected_signals") or 0),
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"timeframe_used": config.get("timeframe"),
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}
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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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rows: list[dict[str, Any]] = []
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try:
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for label, exec_tf, stf, btf in COMBOS:
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print(f"=== {label} ===", flush=True)
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patch_strategy(exec_tf, stf, btf)
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try:
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res = run_one(exec_tf, timerange)
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except Exception as e:
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res = {"ok": False, "error": f"{type(e).__name__}: {e}"}
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res["label"] = label
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res["exec"] = exec_tf
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res["struct"] = stf
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res["bias"] = btf or "-"
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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} wr={res['winrate']:.1f}% "
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f"rej={res['rejected']}",
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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========== RANKING ==========")
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print(f"{'label':<16} {'E':<5} {'S':<5} {'B':<5} {'profit%':>8} {'trades':>7} {'dd%':>7} {'pf':>6} {'wr%':>6}")
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for r in ok:
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print(
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f"{r['label']:<16} {r['exec']:<5} {r['struct']:<5} {r['bias']:<5} "
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f"{r['profit_pct']:>8.2f} {r['trades']:>7} {r['dd_pct']:>7.2f} {r['pf']:>6.2f} {r['winrate']:>6.1f}"
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)
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out = ROOT / "user_data/Chan/scripts/wyckoff_tf_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(f"BEST: {best['label']} -> 将写入策略默认周期")
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if __name__ == "__main__":
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main()
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