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>
2026-08-28 00:05:26 +08:00
parent 7e339d2a54
commit 9b72173285
17 changed files with 702 additions and 209 deletions
@@ -241,7 +241,9 @@ def analyze():
 				'is_sure': bool(bsp.is_sure),
 				'sure_time': format_time_safely(bsp.sure_time, client_tz) if bsp.sure_time else None,
 				'zs_count': int(bsp.zs_count) if hasattr(bsp, 'zs_count') else 0
-			} for bsp in analysis_result.get('bsp_list', [])]
+			} for bsp in analysis_result.get('bsp_list', [])],
+			# 添加主周期第四类买卖点（B4/S4，低滞后三类买卖点）
+			'fast_bsp_list': serialize_fast_bsp_list(analysis_result.get('fast_bsp_list', []), client_tz)
 		})
 		
 	
@@ -425,6 +427,7 @@ def analyze():
 				'sure_time': format_time_safely(bsp.sure_time, client_tz) if bsp.sure_time else None,
 				'zs_count': int(bsp.zs_count) if hasattr(bsp, 'zs_count') else 0
 			} for bsp in element_analysis.get('bsp_list', [])]
+			result['element_fast_bsp_list'] = serialize_fast_bsp_list(element_analysis.get('fast_bsp_list', []), client_tz)

 			# 次次周期：仅当已指定次周期且次次周期有效时获取
 			if sub_sub_timeframe and is_smaller_or_equal_timeframe(sub_sub_timeframe, element_timeframe):
@@ -526,6 +529,7 @@ def analyze():
 						'sure_time': format_time_safely(bsp.sure_time, client_tz) if bsp.sure_time else None,
 						'zs_count': int(bsp.zs_count) if hasattr(bsp, 'zs_count') else 0
 					} for bsp in sub_sub_analysis.get('bsp_list', [])]
+					result['sub_sub_fast_bsp_list'] = serialize_fast_bsp_list(sub_sub_analysis.get('fast_bsp_list', []), client_tz)
 					result['sub_sub_chan_macd'] = serialize_chan_macd_data(sub_sub_analysis.get('chan_macd', {}), client_tz)
 					try:
 						sub_sub_klc_trend = []
@@ -67,6 +67,7 @@ from .serialize import (  # noqa: F401
 	convert_direction,
 	format_time_safely,
 	serialize_chan_macd_data,
+	serialize_fast_bsp_list,
 	clean_dataframe_for_json,
 	get_uncompleted_seg_list,
 )
@@ -30,6 +30,15 @@ def analyze_chan(df, symbol=None, timeframe=None):
 	bsp_list = []
 	if len(bi_zs_list) > 0:
 		bsp_list = chan.find_all_bsp(bi_list, bi_zs_list)
+	# 第四类买卖点（B4/S4）：复用上面刚算好的 bi_zs_list，不重复建中枢。
+	# 大级别由同一份 df 重采样得到，失败时退化为空列表，不拖垮主分析。
+	fast_bsp_list = []
+	try:
+		if len(bi_zs_list) > 0:
+			fast_bsp_list = chan.cal_fast_bsp(df=df, bi_zs_list=bi_zs_list, timeframe=timeframe)
+	except Exception as e:
+		print(f"第四类买卖点计算出错: {e}")
+		fast_bsp_list = []
 	#bsp_state_list = chan.get_bsp_state(df)
 	#for bsp in bsp_list:
 		#print(bsp.end_time, bsp.type, bsp.dir)
@@ -177,6 +186,7 @@ def analyze_chan(df, symbol=None, timeframe=None):
 		'zs_list': zs_list,
 		'bi_zs_list': bi_zs_list,  # 添加BI中枢列表
 		'bsp_list': bsp_list,  # 添加买卖点列表
+		'fast_bsp_list': fast_bsp_list,  # 第四类买卖点（B4/S4）
 		'klc_fx_info': klc_fx_info,  # KLC分型信息
 		'chan_macd': chan_macd_data,   # 添加ChanMACD分析数据
 		'ema52_dict': ema52_dict  # 添加多时间周期EMA52数据
@@ -31,6 +31,36 @@ def format_time_safely(time_obj, client_tz):
 		# 已经是datetime对象
 		return time_obj.astimezone(client_tz).isoformat()

+def serialize_fast_bsp_list(fast_bsp_list, client_tz):
+	"""序列化第四类买卖点（ChanFastBSP）。
+
+	htf_agree（大级别分型同向）与 ladder_ok（中枢顺向推进）分别输出，
+	由前端决定要显示全部还是只显示两者都满足的。
+	"""
+	out = []
+	for bsp in fast_bsp_list or []:
+		try:
+			out.append({
+				'time': format_time_safely(bsp.time, client_tz),
+				'price': float(bsp.price),
+				'type': str(bsp.type).split('.')[-1].split('(')[0],
+				'dir': str(bsp.dir).split('.')[-1].split('(')[0],
+				'is_sure': True,
+				'lag': int(bsp.lag),
+				'depth': float(bsp.depth),
+				'zg': bsp.zg,
+				'zd': bsp.zd,
+				'occ': int(bsp.occ),
+				'htf_agree': bsp.htf_agree,
+				'ladder_ok': bsp.ladder_ok,
+				'bo_time': format_time_safely(bsp.bo_time, client_tz) if bsp.bo_time else None,
+				'pb_time': format_time_safely(bsp.pb_time, client_tz) if bsp.pb_time else None,
+			})
+		except Exception as e:
+			print(f"序列化fast_bsp出错: {e}")
+			continue
+	return out
+
 def serialize_chan_macd_data(chan_macd_data, client_tz):
 	"""序列化ChanMACD数据为JSON可序列化格式"""
 	serialized_data = {
@@ -852,6 +852,8 @@ function chartTvRenderOverlays(ctx) {
                'BSP1_SELL': { color: '#00E676', text: 'S1', position: 'aboveBar', size: 0.5 },
                'BSP2_SELL': { color: '#00B0FF', text: 'S2', position: 'aboveBar', size: 0.5 },
                'BSP3_SELL': { color: '#8B4513', text: 'S3', position: 'aboveBar', size: 0.5 },
+                'BSP4_BUY':  { color: '#FF6D00', text: 'B4', position: 'belowBar', size: 0.5 },
+                'BSP4_SELL': { color: '#0091EA', text: 'S4', position: 'aboveBar', size: 0.5 },
            };
            
            const getBspStyleKey = (bsp) => {
@@ -987,7 +989,57 @@ function chartTvRenderOverlays(ctx) {
            // 关闭 BSP 显示时，清空全局 BSP 标记
            window.bspMarkers = [];
        }
-        
+
+        // 第四类买卖点（B4/S4）：中枢突破回抽后当根入场，位置同 B3/S3 但早 7~8 根。
+        // 与 BSP 分开收集，因为它数量远多于 B1/B2/B3，混在一个开关里图会糊掉。
+        if ($('#showMainFastBsp').is(':checked') || $('#showElementFastBsp').is(':checked') || $('#showSubSubFastBsp').is(':checked')) {
+            // 深色 = 区间套(大级别分型同向) + 中枢顺向推进都满足；浅色 = 未通过过滤
+            const FAST_BSP_STYLE = {
+                'BUY':  { strong: '#FF6D00', weak: '#FFCC80', text: 'B4', position: 'belowBar' },
+                'SELL': { strong: '#0091EA', weak: '#81D4FA', text: 'S4', position: 'aboveBar' },
+            };
+            const onlyFiltered = ($('#fastBspFilterMode').val() || 'all') === 'filtered';
+            const allFastBspMarkers = [];
+
+            const collectFastBsp = function(list, prefix, label) {
+                (list || []).forEach(function(bsp) {
+                    try {
+                        const ts = Math.floor(new Date(bsp.time).getTime() / 1000);
+                        if (isNaN(ts)) return;
+                        const style = FAST_BSP_STYLE[(bsp.dir || '').toUpperCase()];
+                        if (!style) return;
+                        const passed = !!(bsp.htf_agree && bsp.ladder_ok);
+                        if (onlyFiltered && !passed) return;
+                        allFastBspMarkers.push({
+                            time: ts,
+                            position: style.position,
+                            color: passed ? style.strong : style.weak,
+                            text: prefix + (passed ? style.text : style.text.toLowerCase()),
+                            size: passed ? 2 : 1
+                        });
+                    } catch (e) {
+                        console.error(label + '第四类买卖点处理出错:', e);
+                    }
+                });
+            };
+
+            if ($('#showMainFastBsp').is(':checked')) {
+                collectFastBsp(currentData.fast_bsp_list, '', '主周期');
+            }
+            if ($('#showElementFastBsp').is(':checked')) {
+                collectFastBsp(currentData.element_fast_bsp_list, 'e', '次周期');
+            }
+            if ($('#showSubSubFastBsp').is(':checked')) {
+                collectFastBsp(currentData.sub_sub_fast_bsp_list, 's', '次次周期');
+            }
+
+            allFastBspMarkers.sort((a, b) => a.time - b.time);
+            window.fastBspMarkers = allFastBspMarkers;
+            console.log(`绘制第四类买卖点，共${allFastBspMarkers.length}个标记（${onlyFiltered ? '仅过滤后' : '全部'}）`);
+        } else {
+            window.fastBspMarkers = [];
+        }
+
        // 添加买卖点标记（旧版，保留兼容）
        // 这里为了与主面板上的「买卖点」开关保持一致，
        // 同时响应顶部的 `#showMainBsp` 复选框
@@ -2113,7 +2165,8 @@ function chartTvRenderOverlays(ctx) {
                ...(window.kluDivMarkersElement || []),
                ...(window.kluDivMarkersSubSub || []),
                ...trendMarkersToUse,
-                ...(window.bspMarkers || [])
+                ...(window.bspMarkers || []),
+                ...(window.fastBspMarkers || [])
            ];
            if (combinedMarkers.length > 0) {
                console.log(
@@ -2122,6 +2175,7 @@ function chartTvRenderOverlays(ctx) {
                    '个，小周期分型:', allElementFxMarkers.length,
                    '个，UnitTF:', (window.unittfMarkers || []).length,
                    '个，BSP标记:', (window.bspMarkers || []).length,
+                    '个，第四类标记:', (window.fastBspMarkers || []).length,
                    '个）'
                );
                
@@ -2223,14 +2277,15 @@ function chartTvRenderOverlays(ctx) {
            // 这里的 onlyMainAndU 实际上是「最终要挂到主K线上」的一组标记
            // 之前没有把 window.bspMarkers 合进去，导致上面已经合并了 BSP 标记，
            // 但在这里再次调用 setMarkers 时把 BSP 覆盖掉了，从而前端看不到买卖点。
-            // 修复：把 BSP 标记一并合并进来。
+            // 修复：把 BSP 标记一并合并进来。第四类买卖点同理，两处都要带上。
            const onlyMainAndU = [
                ...(window.mainFxMarkers || []),
                ...(window.kluDivMarkersMain || []),
                ...(window.kluDivMarkersElement || []),
                ...(window.kluDivMarkersSubSub || []),
                ...trendMarkersToUse,
-                ...(window.bspMarkers || [])
+                ...(window.bspMarkers || []),
+                ...(window.fastBspMarkers || [])
            ];
            if (onlyMainAndU.length > 0) {
                console.log('仅设置', onlyMainAndU.length, '个主周期/UnitTF标记（主周期分型:', (window.mainFxMarkers || []).length, '，UnitTF:', (window.unittfMarkers || []).length, '）');
@@ -649,6 +649,11 @@ $('#showElementBsp').change(function() {
    updateChartDisplay();
 });

+// 第四类买卖点（B4/S4）显示开关与过滤模式
+$('#showMainFastBsp, #showElementFastBsp, #showSubSubFastBsp, #fastBspFilterMode').change(function() {
+    updateChartDisplay();
+});
+
 // 在控制台输出当前显示状态
 console.log('当前显示状态:', {
    'showOriginalKline': $('#showOriginalKline').is(':checked'),
@@ -1017,6 +1017,17 @@
                            <input class="form-check-input" type="checkbox" id="showMainBsp">
                            <label class="form-check-label" for="showMainBsp">买卖点</label>
                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showMainFastBsp">
+                            <label class="form-check-label" for="showMainFastBsp">第四类</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <select id="fastBspFilterMode" class="form-select form-select-sm" style="width: 130px;"
+                                    title="深色为区间套(大级别分型同向)+中枢顺向推进都满足的信号，浅色为未通过过滤">
+                                <option value="all" selected>第四类:全部</option>
+                                <option value="filtered">第四类:仅过滤后</option>
+                            </select>
+                        </div>
                    </div>
                    <div class="d-flex align-items-center mt-1">
                        <label class="form-label me-0 mb-0">次周期:</label>
@@ -1059,6 +1070,10 @@
                            <input class="form-check-input" type="checkbox" id="showElementBsp">
                            <label class="form-check-label" for="showElementBsp">买卖点</label>
                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showElementFastBsp">
+                            <label class="form-check-label" for="showElementFastBsp">第四类</label>
+                        </div>
                    </div>
                    <div class="d-flex align-items-center mt-1">
                        <label class="form-label me-0 mb-0">次次周期:</label>
@@ -1101,6 +1116,10 @@
                            <input class="form-check-input" type="checkbox" id="showSubSubBsp">
                            <label class="form-check-label" for="showSubSubBsp">买卖点</label>
                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showSubSubFastBsp">
+                            <label class="form-check-label" for="showSubSubFastBsp">第四类</label>
+                        </div>
                    </div>
                </div>
            </div>
@@ -1269,12 +1288,12 @@
    <script defer src="{{ url_for('static', filename='js/app/chart_tv_shell.js') }}?v=20260810e"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_tv_indicators.js') }}?v=20260808i"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_tv_chan.js') }}?v=20260810d"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_tv_overlays.js') }}?v=20260810e"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_tv_overlays.js') }}?v=20260827a"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_tv_finalize.js') }}?v=20260810a"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}?v=20260808i"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_sync.js') }}?v=20260809z"></script>
    <script defer src="{{ url_for('static', filename='js/app/chart_tables.js') }}?v=20260808i"></script>
-    <script defer src="{{ url_for('static', filename='js/app/ui.js') }}?v=20260810e"></script>
+    <script defer src="{{ url_for('static', filename='js/app/ui.js') }}?v=20260827a"></script>
    <script defer src="{{ url_for('static', filename='js/app/overlays.js') }}?v=20260808i"></script>
    <script defer src="{{ url_for('static', filename='js/app/main.js') }}?v=20260808i"></script>

@@ -4,6 +4,7 @@
    "bi_zs_list",
    "bsp_list",
    "chan_macd",
+    "fast_bsp_list",
    "klc_fx_info",
    "klc_list",
    "klc_trend",
@@ -35,6 +35,7 @@ ANALYZE_CHAN_KEYS = {
    "zs_list",
    "bi_zs_list",
    "bsp_list",
+    "fast_bsp_list",
    "klc_fx_info",
    "chan_macd",
    "ema52_dict",
@@ -87,7 +88,7 @@ def test_klines_recent_returns_tail_only():

 def test_contract_keys_stable():
    assert "bi_list" in CONTRACT_KEYS and "seg_list" in CONTRACT_KEYS
-    for k in ("kline_data", "macd", "zs_list", "bsp_list", "chan_macd"):
+    for k in ("kline_data", "macd", "zs_list", "bsp_list", "fast_bsp_list", "chan_macd"):
        assert k in CONTRACT_KEYS