feat(ECR-009): Crypto Wyckoff Screener 独立页(D/W/M)
移植 A_Share_DP 引擎;本地缓存与 60s tip;月线由日线 UTC 聚合;不碰主站 analyze/缠论叠层。 Co-authored-by: Cursor <cursoragent@cursor.com>
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"""Background 60s tip-update + rescan scheduler."""
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from __future__ import annotations
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import logging
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import threading
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import time
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from datetime import datetime, timezone
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from typing import Any
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from crypto_wyckoff.io import (
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TF_LIST,
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backfill_symbol,
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bar_count,
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fetch_symbols_from_provider,
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tip_update_symbol,
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)
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from crypto_wyckoff.pipeline import analyze_and_store
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from crypto_wyckoff.version import WYCKOFF_ENGINE_VERSION
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logger = logging.getLogger(__name__)
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_lock = threading.Lock()
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_status: dict[str, Any] = {
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"running": False,
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"last_tick_at": None,
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"last_error": None,
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"symbols_total": 0,
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"symbols_scanned": 0,
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"backfill_done": False,
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"engine_version": WYCKOFF_ENGINE_VERSION,
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"tick_interval_sec": 60,
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}
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_stop = threading.Event()
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_thread: threading.Thread | None = None
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def get_status() -> dict[str, Any]:
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with _lock:
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return dict(_status)
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def _set(**kwargs):
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with _lock:
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_status.update(kwargs)
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def run_tick(max_symbols: int | None = None, force_rescan: bool = False) -> dict:
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"""One cycle: refresh symbols, tip-update, analyze changed (or all if force)."""
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symbols = fetch_symbols_from_provider()
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if max_symbols:
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symbols = symbols[:max_symbols]
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_set(symbols_total=len(symbols), running=True, last_error=None)
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scanned = 0
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errors = 0
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changed_n = 0
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# Lazy backfill: ensure min bars
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for i, sym in enumerate(symbols):
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try:
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if bar_count(sym, "1d") < 40:
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backfill_symbol(sym, TF_LIST)
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tip_changed = tip_update_symbol(sym, TF_LIST)
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if tip_changed:
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changed_n += 1
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if force_rescan or tip_changed or bar_count(sym, "1d") >= 40:
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# Always rescan on first pass after backfill; tip change triggers update
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if force_rescan or tip_changed or True:
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# Tip every minute: always re-analyze to refresh forming-bar features
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row = analyze_and_store(sym)
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if row:
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scanned += 1
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except Exception as e:
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errors += 1
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if errors <= 5:
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logger.warning("tick %s: %s", sym, e)
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_set(last_error=str(e))
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if (i + 1) % 25 == 0:
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_set(symbols_scanned=scanned)
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logger.info("wyckoff tick progress %s/%s scanned=%s", i + 1, len(symbols), scanned)
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_set(
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running=False,
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symbols_scanned=scanned,
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last_tick_at=datetime.now(timezone.utc).isoformat(),
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backfill_done=True,
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)
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return {
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"symbols": len(symbols),
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"scanned": scanned,
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"changed_tips": changed_n,
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"errors": errors,
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}
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def _loop(interval: int, max_symbols: int | None):
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# First tick: force full rescan after tip/backfill
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try:
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run_tick(max_symbols=max_symbols, force_rescan=True)
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except Exception as e:
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logger.exception("initial tick failed: %s", e)
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_set(last_error=str(e), running=False)
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while not _stop.wait(interval):
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try:
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run_tick(max_symbols=max_symbols, force_rescan=True)
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except Exception as e:
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logger.exception("tick failed: %s", e)
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_set(last_error=str(e), running=False)
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def start_scheduler(interval_sec: int = 60, max_symbols: int | None = None) -> None:
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global _thread
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if _thread and _thread.is_alive():
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return
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_stop.clear()
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_set(tick_interval_sec=interval_sec)
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_thread = threading.Thread(
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target=_loop,
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args=(interval_sec, max_symbols),
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name="crypto-wyckoff-scheduler",
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daemon=True,
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)
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_thread.start()
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logger.info("crypto wyckoff scheduler started interval=%ss", interval_sec)
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def stop_scheduler() -> None:
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_stop.set()
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