ChanPivotMonitor: 实时中枢特征跟踪 + Telegram推送

- ChanPivotClassifier: 提取 calc_duration/contraction/shift 为 @staticmethod，新增 compute_features() - ChanPivotMonitor: 实时追踪当前中枢，bi_count 增长时重新计算 shift/contraction/duration - bsp_monitor/fetcher: 改用 data_provider HTTP API 替代直连 CCXT - bsp_monitor/notify: 新增 send_telegram_message() 通用推送 - bsp_monitor/main: 集成 ChanPivotMonitor，有新笔或 BSP 时推送到 Telegram Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 11:35:09 +08:00
parent 5ad761fad4
commit b1cbdca707
5 changed files with 300 additions and 40 deletions
@@ -0,0 +1,144 @@
+"""
+实时中枢特征跟踪器
+Real-time Pivot Feature Tracker
+
+定位: 观察者 — 不修改管线，只观察 bi_zs_list 中当前中枢的特征变化。
+每次管线重算后调用 update()，检测 bi_count 是否增长，若增长则重新计算
+shift / contraction / duration。
+"""
+
+from collections import deque
+from ChanPivotClassifier import ChanPivotClassifier
+
+
+class ChanPivotMonitor:
+    """
+    实时追踪当前中枢的结构特征。
+
+    update() 每次管线重算后调用，对比 bi_count 判断是否有新笔加入中枢。
+    若 bi_count 增长则重新计算 3 个结构特征并返回最新值。
+    """
+
+    def __init__(self, window_size: int = 10):
+        self._window_size = window_size
+        self._duration_history: deque[int] = deque(maxlen=window_size)
+        self._current_zs_id: tuple | None = None
+        self._current_bi_count: int = 0
+        self._current_is_sure: bool = False
+        self._current_state: dict | None = None
+        self._duration_added_for_zs: set = set()  # 已加入窗口的中枢 ID
+
+    # ------------------------------------------------------------------
+    # Public API
+    # ------------------------------------------------------------------
+
+    def update(self, bi_zs_list: list) -> dict | None:
+        """
+        主入口：检测当前中枢特征变化。
+
+        参数:
+            bi_zs_list: 当前管线产出的笔中枢列表
+
+        返回:
+            特征 dict（有变化时），无变化返回 None
+        """
+        if not bi_zs_list:
+            self._current_zs_id = None
+            self._current_bi_count = 0
+            self._current_is_sure = False
+            self._current_state = None
+            return None
+
+        zs = self._find_current_zs(bi_zs_list)
+        if zs is None:
+            return None
+
+        zs_id = self._make_zs_id(zs)
+        bi_count = len(zs.bi_list)
+        is_sure = zs.is_sure
+
+        # 无变化 → 跳过
+        if (zs_id == self._current_zs_id
+                and bi_count == self._current_bi_count
+                and is_sure == self._current_is_sure):
+            return None
+
+        # 中枢切换 → 将旧中枢 duration 加入窗口
+        if zs_id != self._current_zs_id:
+            self._maybe_add_to_history()
+
+        self._current_zs_id = zs_id
+        self._current_bi_count = bi_count
+        self._current_is_sure = is_sure
+
+        features = ChanPivotClassifier.compute_features(
+            zs, list(self._duration_history)
+        )
+
+        self._current_state = {
+            "zs_id": zs_id,
+            "zs_index": zs.index,
+            "zs_dir": str(zs.dir),
+            "bi_count": bi_count,
+            "is_sure": zs.is_sure,
+            "zg": round(zs.zg, 6),
+            "zd": round(zs.zd, 6),
+            "gg": round(zs.gg, 6),
+            "dd": round(zs.dd, 6),
+            **features,
+            "start_time": str(zs.start_time) if hasattr(zs, "start_time") and zs.start_time else None,
+        }
+
+        # 中枢刚变为已确认时，将其 duration 加入滚动窗口
+        if is_sure and zs_id not in self._duration_added_for_zs:
+            self._add_duration(features["duration_raw"])
+            self._duration_added_for_zs.add(zs_id)
+
+        return self._current_state
+
+    def get_current(self) -> dict | None:
+        """返回当前中枢的最新特征"""
+        return self._current_state
+
+    def get_duration_history(self) -> list[int]:
+        """返回用于归一化的 duration 滚动窗口"""
+        return list(self._duration_history)
+
+    # ------------------------------------------------------------------
+    # Internal
+    # ------------------------------------------------------------------
+
+    @staticmethod
+    def _make_zs_id(zs) -> tuple:
+        """生成中枢的稳定标识（基于首笔首K线索引，不依赖 zs.index）"""
+        bi0 = zs.bi_list[0]
+        return (bi0.start_klc.index,)
+
+    @staticmethod
+    def _find_current_zs(bi_zs_list: list):
+        """
+        找到当前活跃中枢：
+        优先取最后一个 is_sure=False（形成中）的中枢，
+        没有则取最后一个 is_sure=True 的中枢。
+        """
+        forming = None
+        last_sure = None
+        for zs in bi_zs_list:
+            if len(zs.bi_list) < 3:
+                continue
+            if not zs.is_sure:
+                forming = zs
+            else:
+                last_sure = zs
+        return forming if forming is not None else last_sure
+
+    def _add_duration(self, duration_raw: int):
+        """将已确认中枢的 duration 加入滚动窗口"""
+        self._duration_history.append(duration_raw)
+
+    def _maybe_add_to_history(self):
+        """旧中枢切换前，若已确认且未记录过，则将其 duration 加入窗口"""
+        if (self._current_state and self._current_state["is_sure"]
+                and self._current_zs_id not in self._duration_added_for_zs):
+            self._add_duration(self._current_state["duration_raw"])
+            self._duration_added_for_zs.add(self._current_zs_id)