feat(ECR-009): Crypto Wyckoff Screener 独立页(D/W/M)

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
2026-08-07 15:46:35 +08:00
co-authored by Cursor
parent 6c627f009a
commit ec08de098e
34 changed files with 3212 additions and 9 deletions
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"""SQLite persistence for crypto wyckoff scan rows."""
from __future__ import annotations
import json
import sqlite3
from datetime import datetime
from typing import Any
from crypto_wyckoff.domain_models import WyckoffScanRow
from crypto_wyckoff.io import SCAN_DB, ensure_dirs
_COLS = [
"trade_date", "ts_code", "name", "industry", "engine_version",
"m_cycle", "cycle_confidence", "trend_score",
"w_cycle", "w_phase", "w_current_event", "w_recent_events_json",
"phase_confidence", "structure_score",
"d_current_event", "d_recent_events_json", "event_confidence", "entry_score",
"entry", "stop", "target1", "target2", "rr",
"alignment", "stars", "decision_signal", "signal_confidence",
"overall_confidence", "overall_score", "risk", "reasons_json",
"feature_snapshot_json", "markers_json", "scanned_at",
]
def _conn() -> sqlite3.Connection:
ensure_dirs()
c = sqlite3.connect(str(SCAN_DB), timeout=60)
c.row_factory = sqlite3.Row
c.execute(
"""
CREATE TABLE IF NOT EXISTS wyckoff_scan (
trade_date TEXT NOT NULL,
ts_code TEXT NOT NULL,
name TEXT DEFAULT '',
industry TEXT DEFAULT '',
engine_version TEXT,
m_cycle TEXT, cycle_confidence REAL, trend_score REAL,
w_cycle TEXT, w_phase TEXT, w_current_event TEXT, w_recent_events_json TEXT,
phase_confidence REAL, structure_score REAL,
d_current_event TEXT, d_recent_events_json TEXT, event_confidence REAL, entry_score REAL,
entry REAL, stop REAL, target1 REAL, target2 REAL, rr REAL,
alignment REAL, stars INTEGER, decision_signal TEXT, signal_confidence REAL,
overall_confidence REAL, overall_score REAL, risk TEXT, reasons_json TEXT,
feature_snapshot_json TEXT, markers_json TEXT, scanned_at TEXT,
PRIMARY KEY (trade_date, ts_code)
)
"""
)
c.execute(
"CREATE INDEX IF NOT EXISTS idx_cw_score ON wyckoff_scan(trade_date, overall_score DESC)"
)
return c
def upsert_row(row: WyckoffScanRow) -> None:
vals = (
row.trade_date.isoformat() if hasattr(row.trade_date, "isoformat") else str(row.trade_date),
row.ts_code, row.name, row.industry, row.engine_version,
row.m_cycle, row.cycle_confidence, row.trend_score,
row.w_cycle, row.w_phase, row.w_current_event, row.w_recent_events_json,
row.phase_confidence, row.structure_score,
row.d_current_event, row.d_recent_events_json, row.event_confidence, row.entry_score,
row.entry, row.stop, row.target1, row.target2, row.rr,
row.alignment, row.stars, row.decision_signal, row.signal_confidence,
row.overall_confidence, row.overall_score, row.risk, row.reasons_json,
row.feature_snapshot_json, row.markers_json,
row.scanned_at.isoformat() if isinstance(row.scanned_at, datetime) else str(row.scanned_at),
)
c = _conn()
try:
placeholders = ",".join("?" * len(_COLS))
col_sql = ",".join(_COLS)
updates = ",".join(f"{c}=excluded.{c}" for c in _COLS if c not in ("trade_date", "ts_code"))
c.execute(
f"""
INSERT INTO wyckoff_scan ({col_sql}) VALUES ({placeholders})
ON CONFLICT(trade_date, ts_code) DO UPDATE SET {updates}
""",
vals,
)
c.commit()
finally:
c.close()
def latest_trade_date() -> str | None:
c = _conn()
try:
cur = c.execute("SELECT MAX(trade_date) FROM wyckoff_scan")
row = cur.fetchone()
return row[0] if row and row[0] else None
finally:
c.close()
def count_for_date(trade_date: str | None = None) -> int:
td = trade_date or latest_trade_date()
if not td:
return 0
c = _conn()
try:
cur = c.execute("SELECT COUNT(*) FROM wyckoff_scan WHERE trade_date=?", (td,))
return int(cur.fetchone()[0])
finally:
c.close()
def query_scan(
*,
trade_date: str | None = None,
m_cycle: str | None = None,
w_phase: str | None = None,
d_event: str | None = None,
decision_signal: str | None = None,
min_overall_score: float | None = None,
min_alignment: float | None = None,
sort: str = "overall_score",
limit: int = 100,
offset: int = 0,
) -> list[dict[str, Any]]:
td = trade_date or latest_trade_date()
if not td:
return []
sort_col = sort if sort in {
"overall_score", "alignment", "entry_score", "trend_score", "structure_score", "stars"
} else "overall_score"
clauses = ["trade_date=?"]
args: list[Any] = [td]
if m_cycle:
clauses.append("m_cycle=?")
args.append(m_cycle)
if w_phase:
clauses.append("w_phase=?")
args.append(w_phase)
if d_event:
clauses.append("d_current_event=?")
args.append(d_event)
if decision_signal:
clauses.append("decision_signal=?")
args.append(decision_signal)
if min_overall_score is not None:
clauses.append("overall_score>=?")
args.append(min_overall_score)
if min_alignment is not None:
clauses.append("alignment>=?")
args.append(min_alignment)
where = " AND ".join(clauses)
args.extend([limit, offset])
c = _conn()
try:
cur = c.execute(
f"SELECT * FROM wyckoff_scan WHERE {where} ORDER BY {sort_col} DESC LIMIT ? OFFSET ?",
args,
)
return [dict(r) for r in cur.fetchall()]
finally:
c.close()
def get_symbol(ts_code: str, trade_date: str | None = None) -> dict[str, Any] | None:
td = trade_date or latest_trade_date()
if not td:
return None
c = _conn()
try:
cur = c.execute(
"SELECT * FROM wyckoff_scan WHERE trade_date=? AND ts_code=?",
(td, ts_code),
)
row = cur.fetchone()
return dict(row) if row else None
finally:
c.close()