chore: 移除不再使用的 ChanMacro、system、tests。

这些目录已废弃，从仓库中清理。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-05 18:11:29 +08:00
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commit e2e45bc1bc
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-"""
-scoring/constants.py — Scoring thresholds, scale factors, and reference values.
-
-All magic numbers in one place. Tune these via Phase 0 validation.
-"""
-
-# ── Price Structure ──────────────────────────────────────────
-# ADX thresholds
-ADX_TREND_THRESHOLD = 25       # ADX > 25 = trending
-ADX_STRONG_THRESHOLD = 40      # ADX > 40 = strong trend
-
-# EMA alignment
-EMA_ALIGNMENT_BULLISH = 1.0    # EMA20 > EMA60 > EMA120
-EMA_ALIGNMENT_NEUTRAL = 0.5    # mixed
-EMA_ALIGNMENT_BEARISH = 0.0    # EMA20 < EMA60 < EMA120
-
-# Volatility compression (BB width relative to 20d average)
-BB_COMPRESSION_LOW = 0.7       # < 70% of avg = compressing
-BB_COMPRESSION_HIGH = 1.5      # > 150% of avg = expanding
-
-# Momentum (ROC annualized)
-ROC_STRONG_BULLISH = 10.0      # % over period
-ROC_STRONG_BEARISH = -10.0
-
-# Consecutive candle threshold
-CONSECUTIVE_CANDLES_SIGNAL = 4
-
-# ── Breadth ──────────────────────────────────────────────────
-# Quantile boundaries for breadth buckets
-BREADTH_QUANTILES = [0, 0.1, 0.3, 0.7, 0.9, 1.0]  # PANIC/WEAK/NORMAL/STRONG/EXTREME
-
-# Breadth score computation weights
-BREADTH_W_ADVANCE = 0.30       # advance/decline ratio
-BREADTH_W_EMA20 = 0.35         # % above EMA20
-BREADTH_W_NEW_HIGHS = 0.20     # new highs count
-BREADTH_W_BTC_DOM = 0.15       # BTC dominance change (inverted)
-
-# ── OI Matrix ────────────────────────────────────────────────
-OI_PRICE_THRESHOLD = 0.5       # min |price_change%| to classify
-OI_OI_THRESHOLD = 0.5          # min |OI_change%| to classify
-
-# Score mapping for OI states
-OI_STATE_SCORES = {
-    "New Longs": 85,
-    "Short Covering": 60,
-    "New Shorts": 20,
-    "Long Exit": 35,
-    "Neutral": 50,
-}
-
-# ── Volatility Regime ────────────────────────────────────────
-VOL_LOW = 2.0                  # ATR/Close % below this = LOW_VOL
-VOL_HIGH = 5.0                 # ATR/Close % below this = HIGH_VOL (above = EXPLOSIVE)
-HV_RATIO_LOW = 0.7             # HV(20)/HV(60) below this = compressing
-HV_RATIO_HIGH = 1.5            # HV(20)/HV(60) above this = expanding
-
-# Score mapping
-VOL_REGIME_SCORES = {
-    "LOW_VOL": 40,              # Low vol → neutral with breakout potential
-    "NORMAL_VOL": 55,
-    "HIGH_VOL": 75,
-    "EXPLOSIVE_VOL": 90,
-}
-
-# ── Regime ───────────────────────────────────────────────────
-REGIME_W_PRICE = 0.35
-REGIME_W_BREADTH = 0.50
-REGIME_W_VOL = 0.15
-
-# PANIC: anti-trend + extreme vol (NO Fear/Liquidation)
-PANIC_W_ANTI_TREND = 0.60
-PANIC_W_VOL_EXTREME = 0.40
-
-# ── Trend (L2) ───────────────────────────────────────────────
-TREND_W_PRICE = 0.30
-TREND_W_BREADTH = 0.70
-
-# ── Maturity ─────────────────────────────────────────────────
-MATURITY_W_TREND = 0.50
-MATURITY_W_BREADTH = 0.30
-MATURITY_W_VOL = 0.20
-
-# ── Expectancy ───────────────────────────────────────────────
-HALF_LIFE_DAYS = 180
-SUFFICIENCY_MIN = 30
-SUFFICIENCY_LOW = 50
-SUFFICIENCY_MEDIUM = 100
-LEVEL_MIN_SAMPLES = 50
-KNN_MAX_DISTANCE = 0.35
-KNN_K = 200
-
-# ── Validation ───────────────────────────────────────────────
-MIN_AVG_DURATION = 5
-MAX_FLIP_RATE = 0.15
-MIN_IC_THRESHOLD = 0.03
-MIN_ICIR_THRESHOLD = 0.5
-MIN_IG_THRESHOLD = 0.1      # Information Gain for regime factors
-MIN_KL_THRESHOLD = 0.5       # KL Divergence for regime separation