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>
2026-08-25 22:57:43 +08:00
parent 1e60ab3bfa
commit 8ee11317d3
104 changed files with 21452 additions and 4988 deletions
@@ -2,9 +2,103 @@
 from flask import Blueprint, jsonify, request
 from services.runtime import *  # noqa: F403
 from services import runtime as R
+# import * 不会带出下划线私有名；结构区缓存需显式导入
+from services.runtime.state import _zone_cache
+from services.runtime.timeframes import _zone_cache_ttl

 bp = Blueprint("analyze", __name__)

+_WYCKOFF_EMPTY = {
+	'trading_range': None,
+	'bias': 'unknown',
+	'phases': [],
+	'events': [],
+	'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
+	'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
+	'cycles': [],
+	'live': None,
+	'lifecycle': 'UNKNOWN',
+}
+
+
+def _localize_wyckoff_payload(w, client_tz):
+	"""把威科夫时间统一成客户端时区 ISO，便于与主图对齐。"""
+	if not w:
+		return w
+
+	def _loc_tr(tr):
+		if not tr:
+			return
+		tr['start_time'] = format_time_safely(tr.get('start_time'), client_tz) or tr.get('start_time')
+		tr['end_time'] = format_time_safely(tr.get('end_time'), client_tz) or tr.get('end_time')
+
+	def _loc_cycle(c):
+		if not c:
+			return
+		per = c.get('period') or {}
+		per['start_time'] = format_time_safely(per.get('start_time'), client_tz) or per.get('start_time')
+		per['end_time'] = format_time_safely(per.get('end_time'), client_tz) or per.get('end_time')
+		c['period'] = per
+		_loc_tr(c.get('trading_range'))
+		for ph in c.get('phases') or []:
+			ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
+			ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
+		for ev in c.get('events') or []:
+			ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
+
+	_loc_tr(w.get('trading_range'))
+	for ph in w.get('phases') or []:
+		ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
+		ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
+	for ev in w.get('events') or []:
+		ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
+	for c in w.get('cycles') or []:
+		_loc_cycle(c)
+	return w
+
+
+def _compute_wyckoff_from_df(df, tf, vp_bins, client_tz=None, range_start_time=None, prefer_start_time=None):
+	"""直接用该周期已有 DataFrame（与缠论同一份）。
+	搜索窗口 = 整段数据；箱体在窗内评分选取（近优分取更长），
+	次/次次可用 prefer_start_time 对齐主箱起点。
+	"""
+	from chanlun.analysis.wyckoff import analyze_wyckoff
+
+	try:
+		if df is None or len(df) < 30:
+			empty = dict(_WYCKOFF_EMPTY)
+			empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
+			empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
+			empty['timeframe'] = tf
+			return empty
+		lookback = len(df)
+		min_bars = max(24, min(80, lookback // 12))
+		out = analyze_wyckoff(
+			df,
+			lookback=lookback,
+			vp_bins=vp_bins,
+			min_bars=min_bars,
+			range_start_time=range_start_time,
+			prefer_start_time=prefer_start_time,
+		)
+		out['timeframe'] = tf
+		out['lookback'] = lookback
+		out['min_bars'] = min_bars
+		if client_tz is not None:
+			_localize_wyckoff_payload(out, client_tz)
+		return out
+	except Exception as e:
+		print(f"Wyckoff 分析出错 ({tf}): {e}")
+		import traceback
+		traceback.print_exc()
+		empty = dict(_WYCKOFF_EMPTY)
+		empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
+		empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
+		empty['timeframe'] = tf
+		empty['error'] = str(e)
+		return empty
+
+
@bp.route('/api/analyze')
 def analyze():
 	"""分析接口"""
@@ -25,6 +119,9 @@ def analyze():
 	# 获取分形元素时间周期与次次周期
 	element_timeframe = request.args.get('element_timeframe')
 	sub_sub_timeframe = request.args.get('sub_sub_timeframe')
+	# 供文末三周期威科夫复用（避免重复拉数）
+	element_df_for_wyckoff = None
+	sub_sub_df_for_wyckoff = None
 	
 	# 获取是否只需要分形元素数据的参数
 	elements_only_param = request.args.get('elements_only')
@@ -249,6 +346,7 @@ def analyze():
 		if element_df is not None and len(element_df) > 0:
 			# 添加小周期技术指标（包括布林带）
 			element_df = add_indicators(element_df)
+			element_df_for_wyckoff = element_df
 			
 			# 对小周期数据进行缠论分析
 			element_analysis = analyze_chan(element_df, symbol, element_timeframe)
@@ -427,6 +525,7 @@ def analyze():
 				sub_sub_df = get_kl_data(symbol, sub_sub_timeframe, start_time=start_time, end_time=end_time)
 				if sub_sub_df is not None and len(sub_sub_df) > 0:
 					sub_sub_df = add_indicators(sub_sub_df)
+					sub_sub_df_for_wyckoff = sub_sub_df
 					sub_sub_analysis = analyze_chan(sub_sub_df, symbol, sub_sub_timeframe)
 					result['sub_sub_timeframe'] = sub_sub_timeframe
 					result['sub_sub_kline_data'] = clean_dataframe_for_json(sub_sub_df).to_dict('records')
@@ -656,33 +755,110 @@ def analyze():
 	else:
 		result['structure_zones'] = []

-	# 威科夫分析 —— 按需：include_wyckoff=1，且须有主周期分析（非 elements_only）
-	include_wyckoff_param = request.args.get('include_wyckoff', '')
-	include_wyckoff = str(include_wyckoff_param).lower() in ('1', 'true', 'yes')
+	# 威科夫：主 / 次 / 次次各算一份（非 elements_only）；前端开关只控制绘制
+	# include_wyckoff=0 可显式跳过；缺省与其它真值均计算
+	include_wyckoff_param = request.args.get('include_wyckoff', '1')
+	include_wyckoff = str(include_wyckoff_param).lower() not in ('0', 'false', 'no')
 	if include_wyckoff and not elements_only:
-		try:
-			from chanlun.analysis.wyckoff import analyze_wyckoff
-			wyckoff_lookback = int(request.args.get('wyckoff_lookback', 120))
-			# ECR-004：默认/上限 24 bins（A+C）
-			wyckoff_bins = int(request.args.get('wyckoff_vp_bins', 24))
-			result['wyckoff'] = analyze_wyckoff(
-				df,
-				lookback=max(40, min(wyckoff_lookback, 500)),
-				vp_bins=max(10, min(wyckoff_bins, 24)),
+		# 主周期先算；次/次次只同步 active=cycles[0] 的 start（WYCKOFF-MULTI-CYCLE-001）
+		wyckoff_bins = max(10, min(int(request.args.get('wyckoff_vp_bins', 24)), 24))
+		result['wyckoff'] = _compute_wyckoff_from_df(df, timeframe, wyckoff_bins, client_tz=None)
+		main_w = result.get('wyckoff') or {}
+		cycles = main_w.get('cycles') or []
+		# active 唯一来源 cycles[0]；禁止 cycles[-1]
+		active = cycles[0] if cycles else None
+		prefer_start = None
+		if active:
+			prefer_start = ((active.get('trading_range') or {}).get('start_time')
+				or (active.get('period') or {}).get('start_time'))
+		elif main_w.get('trading_range'):
+			prefer_start = main_w['trading_range'].get('start_time')
+		if client_tz is not None:
+			_localize_wyckoff_payload(result['wyckoff'], client_tz)
+		if element_timeframe:
+			result['element_wyckoff'] = _compute_wyckoff_from_df(
+				element_df_for_wyckoff, element_timeframe, wyckoff_bins, client_tz,
+				prefer_start_time=prefer_start,
+			)
+		if sub_sub_timeframe:
+			result['sub_sub_wyckoff'] = _compute_wyckoff_from_df(
+				sub_sub_df_for_wyckoff, sub_sub_timeframe, wyckoff_bins, client_tz,
+				prefer_start_time=prefer_start,
 			)
-		except Exception as e:
-			print(f"Wyckoff 分析出错: {e}")
-			import traceback
-			traceback.print_exc()
-			result['wyckoff'] = {
-				'trading_range': None,
-				'bias': 'unknown',
-				'phases': [],
-				'events': [],
-				'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
-				'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
-				'error': str(e),
-			}
+
+	return jsonify(result)
+
+
+def _serialize_kl_tail(df, limit: int):
+	"""只序列化最近 limit 根，供自动刷新增量合并。"""
+	if df is None or getattr(df, "empty", True):
+		return []
+	tail = df.tail(limit)
+	clean = clean_dataframe_for_json(tail)
+	records = clean.to_dict("records")
+	for row in records:
+		d = row.get("date")
+		if hasattr(d, "isoformat"):
+			try:
+				row["date"] = d.isoformat()
+			except Exception:
+				row["date"] = str(d)
+		# timestamp 统一成 int ms，便于前端按 key 合并
+		ts = row.get("timestamp")
+		if ts is not None:
+			try:
+				row["timestamp"] = int(ts)
+			except (TypeError, ValueError):
+				pass
+		elif hasattr(d, "timestamp"):
+			try:
+				row["timestamp"] = int(d.timestamp() * 1000)
+			except Exception:
+				pass
+	return records
+
+
+@bp.route("/api/klines/recent")
+def klines_recent():
+	"""轻量拉取最近 N 根 K 线（不做缠论/威科夫），供主站自动刷新增量。"""
+	symbol = (request.args.get("symbol") or "").strip()
+	if not symbol:
+		return jsonify({"error": "交易对不能为空"}), 400
+
+	timeframe = request.args.get("timeframe", "5m")
+	try:
+		limit = int(request.args.get("limit", 2))
+	except (TypeError, ValueError):
+		limit = 2
+	limit = max(1, min(limit, 20))
+
+	element_timeframe = request.args.get("element_timeframe") or None
+	sub_sub_timeframe = request.args.get("sub_sub_timeframe") or None
+
+	# 只取尾部：不传 start/end，避免全量窗口回拉
+	df = get_kl_data(symbol, timeframe, limit=limit)
+	if df is None:
+		return jsonify({"error": "获取数据失败"}), 502
+	if len(df) == 0:
+		return jsonify({"error": "没有数据"}), 404
+
+	result = {
+		"partial": True,
+		"symbol": symbol,
+		"timeframe": timeframe,
+		"limit": limit,
+		"kline_data": _serialize_kl_tail(df, limit),
+	}
+
+	if element_timeframe:
+		edf = get_kl_data(symbol, element_timeframe, limit=limit)
+		result["element_timeframe"] = element_timeframe
+		result["element_kline_data"] = _serialize_kl_tail(edf, limit) if edf is not None else []
+
+	if sub_sub_timeframe:
+		sdf = get_kl_data(symbol, sub_sub_timeframe, limit=limit)
+		result["sub_sub_timeframe"] = sub_sub_timeframe
+		result["sub_sub_kline_data"] = _serialize_kl_tail(sdf, limit) if sdf is not None else []

 	return jsonify(result)

@@ -1,5 +1,5 @@
 """页面路由。"""
-from flask import Blueprint, render_template, send_from_directory
+from flask import Blueprint, jsonify, render_template, request, send_from_directory
 from config import DATA_SERVICE_URL, DATA_SERVICE_WS_URL
 from services.runtime import *  # noqa: F403
 from services import runtime as R
@@ -0,0 +1,236 @@
+"""Crypto Wyckoff Screener API + page (independent of /api/analyze)."""
+
+from __future__ import annotations
+
+import os
+import threading
+
+from flask import Blueprint, jsonify, render_template, request
+
+from crypto_wyckoff.combos import (
+    ALLOWED_TFS,
+    add_combo,
+    delete_combo,
+    get_combo,
+    list_combos,
+)
+from crypto_wyckoff.domain_models import DecisionSignal, WyckoffCycle, WyckoffEvent, WyckoffPhase
+from crypto_wyckoff.scheduler import get_status, run_tick, start_scheduler
+from crypto_wyckoff import store as wyckoff_store
+from crypto_wyckoff.symbols_cn import display_name_cn, symbol_name_map
+from crypto_wyckoff.version import ARCHITECTURE_VERSION, WYCKOFF_ENGINE_VERSION
+
+bp = Blueprint("wyckoff_crypto", __name__)
+
+_scheduler_started = False
+_sched_lock = threading.Lock()
+
+
+def ensure_scheduler() -> None:
+    global _scheduler_started
+    with _sched_lock:
+        if _scheduler_started:
+            return
+        if os.environ.get("CRYPTO_WYCKOFF_DISABLE", "").lower() in ("1", "true", "yes"):
+            return
+        interval = int(os.environ.get("CRYPTO_WYCKOFF_INTERVAL", "60"))
+        max_sym = os.environ.get("CRYPTO_WYCKOFF_MAX_SYMBOLS")
+        max_symbols = int(max_sym) if max_sym else None
+        start_scheduler(interval_sec=interval, max_symbols=max_symbols)
+        _scheduler_started = True
+
+
+def _safe_int(raw, default: int, *, lo: int | None = None, hi: int | None = None) -> int:
+    try:
+        v = int(raw)
+    except (TypeError, ValueError):
+        v = default
+    if lo is not None:
+        v = max(lo, v)
+    if hi is not None:
+        v = min(hi, v)
+    return v
+
+
+@bp.route("/wyckoff_crypto")
+def page():
+    ensure_scheduler()
+    return render_template("wyckoff_crypto.html")
+
+
+@bp.route("/api/wyckoff_crypto/meta")
+def meta():
+    ensure_scheduler()
+    combo_id = request.args.get("combo_id")
+    combo = get_combo(combo_id)
+    latest = wyckoff_store.latest_trade_date(combo["id"])
+    return jsonify(
+        {
+            "architecture_version": ARCHITECTURE_VERSION,
+            "engine_version": WYCKOFF_ENGINE_VERSION,
+            "latest_trade_date": latest,
+            "scan_count": wyckoff_store.count_for_date(latest, combo["id"]),
+            "cycles": [c.value for c in WyckoffCycle],
+            "phases": [p.value for p in WyckoffPhase],
+            "events": [e.value for e in WyckoffEvent],
+            "decision_signals": [s.value for s in DecisionSignal],
+            "timezone": "Asia/Shanghai",
+            "utc_offset": "+08:00",
+            "timeframes": [combo["low"], combo["mid"], combo["high"]],
+            "combo": combo,
+            "combos": list_combos(),
+            "allowed_tfs": list(ALLOWED_TFS),
+            "symbol_names": symbol_name_map(),
+            "default_symbol": "BTC/USDT:USDT",
+            "status": get_status(),
+        }
+    )
+
+
+@bp.route("/api/wyckoff_crypto/combos", methods=["GET"])
+def combos_list():
+    ensure_scheduler()
+    return jsonify({"combos": list_combos(), "allowed_tfs": list(ALLOWED_TFS)})
+
+
+@bp.route("/api/wyckoff_crypto/combos", methods=["POST"])
+def combos_add():
+    ensure_scheduler()
+    body = request.get_json(silent=True) or {}
+    high = (body.get("high") or request.args.get("high") or "").strip()
+    mid = (body.get("mid") or request.args.get("mid") or "").strip()
+    low = (body.get("low") or request.args.get("low") or "").strip()
+    label = (body.get("label") or request.args.get("label") or "").strip() or None
+    try:
+        row = add_combo(high, mid, low, label=label)
+    except ValueError as e:
+        return jsonify({"error": str(e)}), 400
+    return jsonify({"ok": True, "combo": row, "combos": list_combos()})
+
+
+@bp.route("/api/wyckoff_crypto/combos/<combo_id>", methods=["DELETE"])
+def combos_delete(combo_id: str):
+    ensure_scheduler()
+    try:
+        removed = delete_combo(combo_id)
+    except ValueError as e:
+        return jsonify({"error": str(e)}), 400
+    if not removed:
+        return jsonify({"error": "not_found"}), 404
+    return jsonify({"ok": True, "combos": list_combos()})
+
+
+@bp.route("/api/wyckoff_crypto/status")
+def status():
+    ensure_scheduler()
+    return jsonify(get_status())
+
+
+@bp.route("/api/wyckoff_crypto/scan")
+def scan():
+    ensure_scheduler()
+    combo = get_combo(request.args.get("combo_id"))
+    rows = wyckoff_store.query_scan(
+        trade_date=request.args.get("trade_date"),
+        combo_id=combo["id"],
+        m_cycle=request.args.get("m_cycle"),
+        w_phase=request.args.get("w_phase"),
+        d_event=request.args.get("d_event"),
+        decision_signal=request.args.get("decision_signal"),
+        min_overall_score=_float_or_none(request.args.get("min_overall_score")),
+        min_alignment=_float_or_none(request.args.get("min_alignment")),
+        sort=request.args.get("sort") or "overall_score",
+        limit=_safe_int(request.args.get("limit"), 100, lo=1, hi=500),
+        offset=_safe_int(request.args.get("offset"), 0, lo=0),
+    )
+    for row in rows:
+        row["name"] = display_name_cn(row.get("ts_code") or "")
+    return jsonify({"rows": rows, "count": len(rows), "combo": combo})
+
+
+@bp.route("/api/wyckoff_crypto/symbol/<path:symbol>")
+def symbol_detail(symbol: str):
+    ensure_scheduler()
+    combo = get_combo(request.args.get("combo_id"))
+    row = wyckoff_store.get_symbol(symbol, request.args.get("trade_date"), combo["id"])
+    if not row:
+        return jsonify({"error": "not_found"}), 404
+    return jsonify(row)
+
+
+@bp.route("/api/wyckoff_crypto/tick", methods=["POST"])
+def manual_tick():
+    """Manual one-shot tick (debug). Optional JSON/query max_symbols."""
+    ensure_scheduler()
+    body = request.get_json(silent=True) or {}
+    max_sym = request.args.get("max_symbols") or body.get("max_symbols")
+    max_symbols = int(max_sym) if max_sym not in (None, "") else None
+
+    def _job():
+        try:
+            run_tick(max_symbols=max_symbols, force_rescan=True)
+        except Exception:
+            pass
+
+    threading.Thread(target=_job, daemon=True).start()
+    return jsonify({"ok": True, "started": True})
+
+
+@bp.route("/api/wyckoff_crypto/klines")
+def klines():
+    """Local cached OHLCV for chart (combo TFs)."""
+    ensure_scheduler()
+    from crypto_wyckoff.io import is_intraday_tf, load_bars_with_ts
+
+    symbol = request.args.get("symbol") or ""
+    combo = get_combo(request.args.get("combo_id"))
+    allowed = {combo["low"], combo["mid"], combo["high"]}
+    tf = request.args.get("tf") or combo["low"]
+    limit = _safe_int(request.args.get("limit"), 180, lo=1, hi=500)
+    if not symbol or tf not in allowed:
+        return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
+    items = load_bars_with_ts(symbol, tf, lookback=limit)
+    return jsonify({
+        "items": items,
+        "symbol": symbol,
+        "tf": tf,
+        "count": len(items),
+        "intraday": is_intraday_tf(tf),
+        "combo": combo,
+    })
+
+
+@bp.route("/api/wyckoff_crypto/overlay")
+def overlay():
+    """Phase/event overlay for chart."""
+    ensure_scheduler()
+    from crypto_wyckoff.annotate import annotate_symbol
+
+    symbol = request.args.get("symbol") or ""
+    combo = get_combo(request.args.get("combo_id"))
+    allowed = {combo["low"], combo["mid"], combo["high"]}
+    tf = request.args.get("tf") or combo["low"]
+    bars = _safe_int(request.args.get("bars"), 180, lo=20, hi=400)
+    if not symbol or tf not in allowed:
+        return jsonify({"error": "bad_request", "allowed": sorted(allowed)}), 400
+    try:
+        data = annotate_symbol(symbol, freq=tf, lookback=bars, combo_id=combo["id"])
+    except Exception:
+        return jsonify({
+            "error": "overlay_failed",
+            "phases": [],
+            "events": [],
+            "levels": {},
+            "zones": [],
+            "combo_id": combo["id"],
+        }), 500
+    return jsonify(data)
+
+
+def _float_or_none(v):
+    if v in (None, ""):
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None