refactor: ECR-002 拆分 runtime 包并加深 analyze 契约（已审）
将 web/services/runtime.py 拆为 runtime/ 子模块并保持门面兼容；补齐 ESS 文档、门面/契约/TF_DF 测试与 CODE_REVIEW Approve。 Co-authored-by: Cursor <cursoragent@cursor.com>
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jackyu66git
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from __future__ import annotations
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import pandas as pd
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from chanlun.core.ChanEnum import Chan_BI_DIR, Chan_SEG_DIR, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR
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# 辅助函数，转换缠论方向枚举为整数
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def convert_direction(direction):
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"""转换方向枚举为数字"""
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if direction == Chan_BI_DIR.UP or direction == Chan_SEG_DIR.UP:
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return 1
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elif direction == Chan_BI_DIR.DOWN or direction == Chan_SEG_DIR.DOWN:
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return -1
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else:
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return 0
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def format_time_safely(time_obj, client_tz):
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"""安全地格式化时间对象，处理字符串和datetime两种情况"""
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if time_obj is None:
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return None
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if isinstance(time_obj, str):
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# 尝试将字符串解析为datetime
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try:
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from dateutil import parser
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time_obj = parser.parse(time_obj)
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return time_obj.astimezone(client_tz).isoformat()
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except:
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return time_obj
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else:
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# 已经是datetime对象
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return time_obj.astimezone(client_tz).isoformat()
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def serialize_chan_macd_data(chan_macd_data, client_tz):
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"""序列化ChanMACD数据为JSON可序列化格式"""
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serialized_data = {
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'seg_list': [],
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'unittf_list': [],
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'histset_list': [],
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# 状态标记数据
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'high_position_list': [],
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'high_empty_list': [],
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'low_position_list': [],
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'low_empty_list': [],
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'return_zero_list': [],
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'cross0_up_list': [],
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'cross0_down_list': [],
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# 新增：输出KLU的继续背驰/分离背驰标志
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'klu_list': []
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}
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# 序列化seg_list
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for seg in chan_macd_data.get('seg_list', []):
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try:
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seg_data = {
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'start_time': format_time_safely(seg.start_time, client_tz),
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'end_time': format_time_safely(seg.end_time, client_tz) if seg.end_time else None,
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'seg_dir': 'ABOVE' if seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else 'UNDER',
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'klu_count': len(seg.klu_list) if hasattr(seg, 'klu_list') else 0,
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'unittf_count': len(seg.unittf_list) if hasattr(seg, 'unittf_list') else 0,
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'histset_count': len(seg.hist_set) if hasattr(seg, 'hist_set') else 0
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}
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serialized_data['seg_list'].append(seg_data)
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except Exception as e:
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print(f"序列化seg出错: {e}")
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continue
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# 序列化unittf_list（兼容新结构与枚举类型）
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for unittf in chan_macd_data.get('unittf_list', []):
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try:
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dir_value = getattr(unittf, 'uinttf_dir', None)
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dir_name = getattr(dir_value, 'name', dir_value if isinstance(dir_value, str) else None)
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start_t = getattr(unittf, 'start_type', None)
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start_type = getattr(start_t, 'name', start_t)
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end_t = getattr(unittf, 'end_type', None)
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end_type = getattr(end_t, 'name', end_t)
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peak_abs = getattr(unittf, 'peak_abs', None)
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if peak_abs is None:
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peak_abs = getattr(unittf, 'peak_hist', None)
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length = getattr(unittf, 'length', None)
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if length is None:
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length = len(unittf.klu_list) if hasattr(unittf, 'klu_list') else None
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unittf_data = {
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'start_time': format_time_safely(getattr(unittf, 'start_time', None), client_tz),
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'end_time': format_time_safely(getattr(unittf, 'end_time', None), client_tz) if getattr(unittf, 'end_time', None) else None,
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'dir': dir_name, # 'ABOVE' | 'UNDER' | None
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'start_type': start_type, # e.g. 'START' | 'CROSS0' | 'NEAR0_UP' | 'NEAR0_DOWN'
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'end_type': end_type,
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'invalid': getattr(unittf, 'invalid', False),
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'peak_abs': peak_abs,
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'length': length,
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'klu_count': len(unittf.klu_list) if hasattr(unittf, 'klu_list') else 0,
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'histset_count': len(unittf.histset_list) if hasattr(unittf, 'histset_list') else 0
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}
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serialized_data['unittf_list'].append(unittf_data)
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except Exception as e:
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print(f"序列化unittf出错: {e}")
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continue
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# 序列化histset_list
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for histset in chan_macd_data.get('histset_list', []):
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try:
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histset_data = {
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'start_time': format_time_safely(getattr(histset, 'start_time', None), client_tz),
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'end_time': format_time_safely(getattr(histset, 'end_time', None), client_tz),
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'histset_dir': 'ABOVE' if histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE else 'UNDER',
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'klu_count': len(histset.klu_list) if hasattr(histset, 'klu_list') else 0
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}
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serialized_data['histset_list'].append(histset_data)
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except Exception as e:
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print(f"序列化histset出错: {e}")
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continue
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# 序列化状态标记数据
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# 序列化高位列表
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for high_pos in chan_macd_data.get('high_position_list', []):
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try:
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high_pos_data = {
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'time': format_time_safely(high_pos['time'], client_tz),
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'end_time': format_time_safely(high_pos.get('end_time'), client_tz) if high_pos.get('end_time') else None,
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'type': high_pos.get('type', 'start'),
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'macd': high_pos.get('macd'),
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'signal': high_pos.get('signal'),
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'macdhist': high_pos.get('macdhist'),
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'end_macd': high_pos.get('end_macd'),
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'end_signal': high_pos.get('end_signal'),
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'end_macdhist': high_pos.get('end_macdhist')
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}
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serialized_data['high_position_list'].append(high_pos_data)
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except Exception as e:
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print(f"序列化high_position出错: {e}")
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continue
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# 序列化高位空列表
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for high_empty in chan_macd_data.get('high_empty_list', []):
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try:
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high_empty_data = {
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'time': format_time_safely(high_empty['time'], client_tz),
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'end_time': format_time_safely(high_empty.get('end_time'), client_tz) if high_empty.get('end_time') else None,
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'type': high_empty.get('type', 'start'),
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'macd': high_empty.get('macd'),
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'signal': high_empty.get('signal'),
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'macdhist': high_empty.get('macdhist'),
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'end_macd': high_empty.get('end_macd'),
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'end_signal': high_empty.get('end_signal'),
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'end_macdhist': high_empty.get('end_macdhist')
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}
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serialized_data['high_empty_list'].append(high_empty_data)
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except Exception as e:
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print(f"序列化high_empty出错: {e}")
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continue
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# 序列化低位与低位空
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for low_pos in chan_macd_data.get('low_position_list', []):
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try:
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low_pos_data = {
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'time': format_time_safely(low_pos['time'], client_tz),
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'end_time': format_time_safely(low_pos.get('end_time'), client_tz) if low_pos.get('end_time') else None,
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'type': low_pos.get('type', 'start'),
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'macd': low_pos.get('macd'),
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'signal': low_pos.get('signal'),
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'macdhist': low_pos.get('macdhist'),
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'end_macd': low_pos.get('end_macd'),
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'end_signal': low_pos.get('end_signal'),
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'end_macdhist': low_pos.get('end_macdhist')
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}
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serialized_data['low_position_list'].append(low_pos_data)
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except Exception as e:
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print(f"序列化low_position出错: {e}")
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continue
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for low_empty in chan_macd_data.get('low_empty_list', []):
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try:
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low_empty_data = {
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'time': format_time_safely(low_empty['time'], client_tz),
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'end_time': format_time_safely(low_empty.get('end_time'), client_tz) if low_empty.get('end_time') else None,
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'type': low_empty.get('type', 'start'),
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'macd': low_empty.get('macd'),
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'signal': low_empty.get('signal'),
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'macdhist': low_empty.get('macdhist'),
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'end_macd': low_empty.get('end_macd'),
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'end_signal': low_empty.get('end_signal'),
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'end_macdhist': low_empty.get('end_macdhist')
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}
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serialized_data['low_empty_list'].append(low_empty_data)
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except Exception as e:
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print(f"序列化low_empty出错: {e}")
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continue
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# 序列化归零轴列表
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for return_zero in chan_macd_data.get('return_zero_list', []):
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try:
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return_zero_data = {
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'time': format_time_safely(return_zero['time'], client_tz),
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'end_time': format_time_safely(return_zero.get('end_time'), client_tz) if return_zero.get('end_time') else None,
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'type': return_zero.get('type', 'start'),
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'macd': return_zero.get('macd'),
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'signal': return_zero.get('signal'),
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'macdhist': return_zero.get('macdhist'),
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'end_macd': return_zero.get('end_macd'),
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'end_signal': return_zero.get('end_signal'),
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'end_macdhist': return_zero.get('end_macdhist')
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}
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serialized_data['return_zero_list'].append(return_zero_data)
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except Exception as e:
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print(f"序列化return_zero出错: {e}")
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continue
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# 序列化穿越零轴列表
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for cross0_up in chan_macd_data.get('cross0_up_list', []):
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try:
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cross0_up_data = {
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'time': format_time_safely(cross0_up['time'], client_tz),
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'type': cross0_up.get('type', 'start'),
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'macd': cross0_up.get('macd'),
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'signal': cross0_up.get('signal'),
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'macdhist': cross0_up.get('macdhist')
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}
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serialized_data['cross0_up_list'].append(cross0_up_data)
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except Exception as e:
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print(f"序列化cross0_up出错: {e}")
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continue
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for cross0_down in chan_macd_data.get('cross0_down_list', []):
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try:
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cross0_down_data = {
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'time': format_time_safely(cross0_down['time'], client_tz),
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'type': cross0_down.get('type', 'start'),
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'macd': cross0_down.get('macd'),
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'signal': cross0_down.get('signal'),
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'macdhist': cross0_down.get('macdhist')
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}
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serialized_data['cross0_down_list'].append(cross0_down_data)
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except Exception as e:
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print(f"序列化cross0_down出错: {e}")
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continue
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# 序列化 KLU 列表（仅导出需要的时间与背驰标志）
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for klu in chan_macd_data.get('klu_list', []):
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try:
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serialized_data['klu_list'].append({
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'time': format_time_safely(getattr(klu, 'time', None), client_tz),
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'continue_div': bool(getattr(klu, 'continue_div', False)),
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'separate_div': int(getattr(klu, 'separate_div', 0)) if getattr(klu, 'separate_div', 0) is not None else 0,
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'near0_return': int(getattr(klu, 'near0_return', 0)) if getattr(klu, 'near0_return', 0) is not None else 0
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})
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except Exception as e:
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print(f"序列化klu出错: {e}")
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continue
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return serialized_data
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def clean_dataframe_for_json(df):
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"""清理DataFrame数据用于JSON序列化"""
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# 创建副本避免修改原始数据
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clean_df = df.copy()
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# 替换NaN值为None
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clean_df = clean_df.where(pd.notnull(clean_df), None)
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return clean_df
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def get_uncompleted_seg_list(seg_list, client_tz):
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"""获取未完成线段列表，正确处理倒数第二个和最后一个未完成线段"""
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uncompleted_segs = [seg for seg in seg_list if not seg.is_sure]
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if len(uncompleted_segs) == 0:
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return []
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result = []
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for i, seg in enumerate(uncompleted_segs):
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is_last = (i == len(uncompleted_segs) - 1) # 是否为最后一个未完成线段
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seg_data = {
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'start_time': seg.start_bi.start_klc.end_time if isinstance(seg.start_bi.start_klc.end_time, str) else seg.start_bi.start_klc.end_time.astimezone(client_tz).isoformat(),
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'sure_time': format_time_safely(seg.sure_time, client_tz) if seg.sure_time else None,
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'start_price': seg.start_bi.start_klc.low if convert_direction(seg.dir) == 1 else seg.start_bi.start_klc.high,
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'direction': convert_direction(seg.dir)
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}
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if is_last:
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# 最后一个未完成线段：没有结束时间和价格
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seg_data['end_time'] = None
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seg_data['end_price'] = None
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else:
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# 倒数第二个及之前的未完成线段：使用实际的结束时间和价格
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if seg.end_bi and seg.end_bi.end_klc:
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seg_data['end_time'] = seg.end_bi.end_klc.end_time if isinstance(seg.end_bi.end_klc.end_time, str) else seg.end_bi.end_klc.end_time.astimezone(client_tz).isoformat()
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seg_data['end_price'] = seg.end_bi.end_klc.high if convert_direction(seg.dir) == 1 else seg.end_bi.end_klc.low
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else:
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# 如果没有结束笔，设为None
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seg_data['end_time'] = None
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seg_data['end_price'] = None
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result.append(seg_data)
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return result
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