添加 CLAUDE.md，为 Claude Code 提供项目指引
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Project Overview
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缠论 (Chan Theory) technical analysis system for Freqtrade. Implements Chan Zhong Shui Chan's theory for crypto/stock trading, including fractal (分型), stroke (笔), segment (线段), pivot/center (中枢), and buy/sell point (买卖点) detection.
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## Core Architecture
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### Chan Theory Engine (`Chan*.py`)
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Data processing pipeline (each step feeds the next):
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1. **`ChanKLU.py`** — Raw K-line unit with TA indicators (EMA, MACD, RSI, Bollinger Bands)
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2. **`ChanKLC.py`** — Combined K-line: inclusion processing (包含处理), fractal (分型) detection
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3. **`ChanBI.py`** — Stroke (笔): basic trend unit connecting alternating fractals
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4. **`ChanSEG.py`** — Segment (线段): built from strokes
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5. **`ChanZS.py`** / **`ChanBIZS.py`** — Center/pivot (中枢): consolidation zones (stroke-level and segment-level)
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6. **`ChanBSP.py`** — Buy/Sell points (买卖点): Type 1/2/3 signals
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7. **`ChanLun.py`** — Main orchestrator: ties all steps together, entry point
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8. **`TF_DF.py`** — Timeframe-aware DataFrame processor: resamples data, runs the full pipeline per timeframe, handles multi-timeframe analysis
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### Support modules
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- **`ChanEnum.py`** — All enumerations: K-line types, fractal types, MACD states, buy/sell point types, EMA position/semantic states, K-line patterns
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- **`ChanMACD.py`** / **`ChanMACDHistSet.py`** / **`ChanMACDSeg.py`** / **`ChanMACDUnitTF.py`** — MACD state analysis and divergence detection
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- **`ChanKLU.py`** — K-line unit with candlestick pattern recognition (`Chan_KLU_PATTERN`)
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- **`ChanPY.py`** — Consolidation (盘整) analysis
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- **`ChanHeng.py`** — Sideways market analysis
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- **`Chan_FX_Box.py`** — Fractal box (分型箱体) detection
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### Services
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- **`data_provider/`** — FastAPI data service: fetches crypto data from Binance via CCXT, caches to CSV, serves REST API + WebSocket. Synthesizes derived timeframes (e.g. 5m/15m/4h from 1m/1h base). Port 9009.
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- **`web/`** — Flask web UI for interactive chart visualization with Chan theory overlays. Port 8123.
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- **`strategies/`** — Freqtrade trading strategies using the Chan theory engine (40+ strategies)
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- **`config/`** — Freqtrade JSON config files per pair/timeframe
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### Data Flow
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```
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Exchange (CCXT) → data_provider (CSV cache) → Freqtrade → Strategy → ChanLun → TF_DF
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→ KLU → KLC → BI → SEG → ZS → BSP
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```
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## Common Commands
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### Freqtrade Trading
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```bash
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# Live trade
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freqtrade trade -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies
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# Backtest
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freqtrade backtesting -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies --timerange=20251008-
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# Download data
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freqtrade download-data -c ./user_data/Chan/config/<config>.json -t 1m 1h 1d --pairs BTC/USDT:USDT --timerange=20240101-
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# Hyperopt
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freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/<config>.json -e 200 --timerange=20250201-20250901
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# Plot
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freqtrade plot-dataframe --strategy <StrategyName> --datadir user_data/data/binance -c ./user_data/Chan/config/<config>.json --timerange=20250721-
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```
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### Data Provider
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```bash
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# Docker
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cd data_provider && docker compose up -d
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# Direct
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cd data_provider && python main.py
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# With custom config
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CONFIG_PATH=./config.json python main.py
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```
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### Web UI
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```bash
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cd web && python app.py
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# or via gunicorn:
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gunicorn -w 4 -b 0.0.0.0:8123 app:app
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# Deploy scripts:
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cd web && ./deploy.sh # standard
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cd web && ./deploy_venv.sh # Ubuntu 22.04+ (venv)
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```
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### Docker (Freqtrade)
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```bash
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sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies --timerange=20250721-
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```
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## Key Conventions
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- All Chan theory classes are prefixed with `Chan` (e.g., `ChanBI`, `ChanZS`)
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- Strategies import `ChanLun` and add `sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))` to import from parent
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- MACD params: `MACD(26, 52, 9)` by default (slow period 52 instead of standard 26)
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- Enums in `ChanEnum.py` use `auto()` values
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- `ChanKLC` is a linked-list style data structure with `.next`/`.pre` pointers
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- The `TF_DF` class is the primary data container per timeframe
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- K-line direction uses `Chan_KLINE_DIR` (UP/DOWN/COMBINE/INCLUDED)
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- All text comments/commits are in Chinese
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