feat: 第四类买卖点(B4/S4)融入缠论引擎与 web 展示
研究侧的 fast_bsp3 一直只活在 research/lib/ 里,web 端看不到,回测与目视 两条线对不上。这次把它搬进引擎,作为独立的第四类买卖点。 之所以单独立类而不是当作 B3/S3 的低滞后版:step30/31 显示引擎原生的 B3/S3 统计上呈逆势、显著亏损(胜率 27.4%、PF 0.66、t −18.76),而同一组 过滤器把 B4 从 PF 1.59 提到 2.26 却对它无效(0.66→0.71)。两者选的是 不同的交易群体,不是同一信号的早晚两版。 - chanlun/analysis/fast_bsp.py 原样搬入 find_fast_bsp3 与 build_htf_zones, 另加 add_zone_ladder / htf_fx_timeline / attach_htf_agree - research/lib/ 两个模块改为转发,所有 step 脚本导入不变,信号逐条比对一致 - 大级别上下文用 resample 从同一份 df 构建,不额外拉数据,因此与界面上选的 周期和时间范围无关 - 前端三个复选框 + 过滤模式下拉;未过滤的原始信号用浅色,避免与主口径混淆 Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -30,13 +30,14 @@ from chanlun.core.ChanZS import ChanZS, ChanZS_Big
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from chanlun.indicators.ChanMACD import ChanMACD
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from chanlun.pipeline.builders.bi import BiBuilderMixin
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from chanlun.pipeline.builders.bsp import BspBuilderMixin
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from chanlun.pipeline.builders.fast_bsp import FastBspBuilderMixin
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from chanlun.pipeline.builders.incremental import IncrementalBuilderMixin
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from chanlun.pipeline.builders.indicators import IndicatorsBuilderMixin
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from chanlun.pipeline.builders.kline import KlineBuilderMixin
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from chanlun.pipeline.builders.seg import SegBuilderMixin
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from chanlun.pipeline.builders.zs import ZsBuilderMixin
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class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilderMixin, ZsBuilderMixin, BspBuilderMixin, IncrementalBuilderMixin):
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class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilderMixin, ZsBuilderMixin, BspBuilderMixin, FastBspBuilderMixin, IncrementalBuilderMixin):
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def __init__(self, df=None, interval=0, timeframe=None):
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if df is not None:
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self.init_TF_DF(df, interval, timeframe)
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@@ -61,6 +62,7 @@ class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilde
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self.zs_list = []
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self.bi_zs_list = []
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self.bsp_list = []
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self.fast_bsp_list = []
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self.seg_list = []
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self.klc_fx_list = []
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self.klu_list = self.cal_kl_data(self.dataframe)
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