fix: ECR-004 威科夫区间评分硬化与 VP 绘图减负（已审）
评分选 TR、阶段最小跨度、elements_only 门闩、Top-8 VP；无币种独立参数。 Co-authored-by: Cursor <cursoragent@cursor.com>
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jackyu66git
@@ -187,29 +187,25 @@ def build_phases(
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tr: Dict[str, Any],
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bias: str,
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events: List[Dict[str, Any]],
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min_bars: int = 3,
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) -> List[Dict[str, Any]]:
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"""按时间切分 A–E 粗阶段。"""
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"""按时间切分 A–E 粗阶段；保证非重叠且每段至少 min_bars 根（空间不足则截断尾部阶段）。"""
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s = int(tr["abs_start_idx"])
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e = int(tr["abs_end_idx"])
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hi = float(tr["high"])
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lo = float(tr["low"])
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mid = float(tr["mid"])
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tol = float(tr.get("tol") or (hi - lo) * 0.05)
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n_last = len(df) - 1
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min_span = max(2, min_bars - 1)
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event_idx = {}
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for ev in events:
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# 找回 idx 近似：按时间匹配
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t = ev.get("time")
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for i in range(s, min(len(df), e + 20)):
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if _bar_time(df, i) == t:
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event_idx[ev["type"]] = i
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break
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# 分段点
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a_end = s + max(3, (e - s) // 5)
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a_end = s + max(min_bars, (e - s) // 5)
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c_anchor = event_idx.get("Spring") or event_idx.get("UTAD") or (s + (e - s) // 2)
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d_anchor = event_idx.get("SOS") or event_idx.get("SOW") or e
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e_start = d_anchor
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def _lab(phase: str) -> str:
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if bias == "distribution":
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@@ -218,17 +214,27 @@ def build_phases(
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m = {"A": "A停止下跌", "B": "B筑底", "C": "C测试", "D": "D拉升", "E": "E离开"}
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return m.get(phase, phase)
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cuts = [
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# 理想切点（随后再强制非重叠 + 最小跨度）
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raw = [
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("A", s, a_end),
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("B", a_end, max(a_end + 1, c_anchor)),
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("C", max(a_end + 1, c_anchor), max(c_anchor + 1, d_anchor)),
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("D", max(c_anchor + 1, d_anchor), max(d_anchor + 1, min(len(df) - 1, e_start + max(3, (e - s) // 6)))),
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("E", max(d_anchor, e_start), min(len(df) - 1, max(e, e_start + 5))),
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("B", a_end, c_anchor),
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("C", c_anchor, d_anchor),
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("D", d_anchor, min(n_last, d_anchor + max(min_bars, (e - s) // 6))),
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("E", min(n_last, d_anchor + max(min_bars, (e - s) // 6)), min(n_last, max(e, d_anchor + max(min_bars * 2, 8)))),
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]
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phases = []
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for phase, a, b in cuts:
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a = int(np.clip(a, 0, len(df) - 1))
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b = int(np.clip(b, a, len(df) - 1))
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phases: List[Dict[str, Any]] = []
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cursor = s
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for phase, _a, _b in raw:
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if cursor >= n_last:
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break
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a = max(int(_a), cursor)
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b = int(max(_b, a + min_span))
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b = int(np.clip(b, a, n_last))
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if b - a < min_span:
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# 尾部空间不足：并入上一段终点并停止新增
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if phases:
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phases[-1]["end_time"] = _bar_time(df, n_last)
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break
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phases.append(
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{
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"phase": phase,
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@@ -237,4 +243,5 @@ def build_phases(
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"end_time": _bar_time(df, b),
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}
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)
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cursor = b
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return phases
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@@ -1,4 +1,4 @@
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"""交易区间检测：ATR 容差下的近期震荡箱。"""
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"""交易区间检测：ATR 容差下按评分选取近期震荡箱。"""
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from __future__ import annotations
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from typing import Any, Dict, Optional
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@@ -23,6 +23,20 @@ def _atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
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return tr.rolling(period, min_periods=max(3, period // 2)).mean()
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def _score_segment(
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length: int,
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near_hi: int,
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near_lo: int,
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inside: float,
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width: float,
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atr: float,
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) -> float:
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"""触边密度 + 箱内比例 − 相对宽度；弱奖励长度以免只追最长。"""
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touch_density = (near_hi + near_lo) / float(max(length, 1))
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width_pen = (width / atr) if atr > 0 else width
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return touch_density * 50.0 + float(inside) * 30.0 - width_pen * 3.0 + min(length / 40.0, 2.0)
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def detect_trading_range(
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df: pd.DataFrame,
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lookback: int = 120,
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@@ -33,6 +47,7 @@ def detect_trading_range(
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"""
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在最近 lookback 根内寻找高低点波动受控的连续段作为交易区间。
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尾部预留 tail_reserve 根用于事件（Spring/SOS），不参与箱体边界计算。
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在硬门槛之上按评分取最优段（非仅最长窗口）。
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"""
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if df is None or len(df) < min_bars + 5:
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return None
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@@ -54,6 +69,7 @@ def detect_trading_range(
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last_atr = float(core["close"].iloc[-1]) * 0.01
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best = None
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best_score = float("-inf")
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cn = len(core)
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for length in range(min(cn, lookback), min_bars - 1, -4):
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seg = core.iloc[-length:]
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@@ -67,14 +83,18 @@ def detect_trading_range(
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near_lo = int((seg["low"] <= lo + tol).sum())
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if near_hi < 2 or near_lo < 2:
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continue
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inside = ((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean()
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inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
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if inside < 0.75:
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continue
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score = _score_segment(length, near_hi, near_lo, inside, width, last_atr)
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if score <= best_score:
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continue
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start_i = cn - length
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end_i = cn - 1
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mid = (hi + lo) / 2.0
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last_c = float(work["close"].iloc[-1])
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active = (lo - tol * 1.5) <= last_c <= (hi + tol * 1.5)
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best_score = score
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best = {
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"start_idx": int(start_i),
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"end_idx": int(end_i),
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@@ -85,8 +105,8 @@ def detect_trading_range(
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"atr": last_atr,
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"tol": tol,
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"bars": int(length),
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"score": float(score),
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}
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break
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if best is None:
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return None
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