添加 bsp_monitor: BTC/USDT 1m 缠论买卖点实时监控

- 每整分钟拉取 Binance 永续合约 1m K 线 - 运行完整缠论管线检测买卖点 (BSP) - 新 BSP 推送到 Telegram - fix: fetcher 用 limit=1000 替代固定 since，避免 API 500 根限制截断新数据
2026-05-18 08:43:23 +08:00
parent bc085171f4
commit f0ea6a6065
7 changed files with 486 additions and 0 deletions
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+"""
+engine.py - 缠论管线封装：DataFrame → KLC → BI → ZS → BSP。
+
+复用 ~/Project/Chan/ 下的 TF_DF 模块。
+注意：TF_DF.__init__ 有 bug（get_zs_list 不存在），这里手动调用各步骤。
+"""
+import sys
+import os
+from typing import List, Optional
+
+_PARENT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
+if _PARENT not in sys.path:
+    sys.path.insert(0, _PARENT)
+
+import pandas as pd
+import talib.abstract as ta
+from ChanEnum import (
+    Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_BI_DIR,
+    Chan_FX_TYPE, Chan_KLINE_DIR, Chan_SEG_DIR, Chan_ZS_DIR,
+)
+from ChanBSP import ChanBSP
+from ChanBI import ChanBI
+from ChanZS import ChanZS
+
+# 仅导入类，不触发 TF_DF.__init__
+from TF_DF import TF_DF as _TF_DF_Class
+
+
+class ChanEngine:
+    """手动执行缠论管线，绕过 TF_DF.__init__ 的 bug。"""
+
+    def __init__(self, df: pd.DataFrame):
+        if df.empty or len(df) < 50:
+            raise ValueError("DataFrame 至少需要 50 根 K 线")
+
+        if "date" not in df.columns and "timestamp" in df.columns:
+            df["date"] = df["timestamp"]
+
+        self.df = df
+        self._tf = _TF_DF_Class.__new__(_TF_DF_Class)  # 不调用 __init__
+
+        # Step 0: 添加 TA 指标
+        self._df_with_indicators = self._tf.add_indicators(df.copy())
+
+        # Step 1: KLU (K-line unit)
+        self.klu_list = self._tf.cal_kl_data(self._df_with_indicators)
+
+        # Step 1.5: MACD state
+        from ChanMACD import ChanMACD
+        chanmacd = ChanMACD(self.klu_list)
+        self.klu_list = chanmacd.cal_macd_state()
+
+        # Step 2: KLC (combined K-line)
+        self.klc_list = self._tf.get_klc_list(self.klu_list)
+
+        # Step 3: BI (stroke)
+        self.bi_list = self._tf.cal_bi_list(self.klc_list)
+
+        # Step 4: SEG (segment)
+        self.seg_list = self._tf.get_seg_list(self.bi_list)
+
+        # Step 5: ZS (bi-level center) — 供 find_all_bsp 使用
+        self.bi_zs_list: List = self._tf.cal_bi_zs_list(self.bi_list)
+
+        # Step 6: BSP (buy/sell points)
+        self.bsp_list: List[ChanBSP] = self._tf.find_all_bsp(
+            self.bi_list, self.bi_zs_list
+        )
+
+    def get_second_last_bi(self) -> Optional[ChanBI]:
+        """获取倒数第二笔（最新确认的笔）。"""
+        confirmed = [b for b in self.bi_list if b.is_sure]
+        if len(confirmed) >= 2:
+            return confirmed[-2]
+        elif len(confirmed) == 1:
+            return confirmed[-1]
+        return None
+
+    def get_bsp_for_bi(self, bi: ChanBI) -> Optional[ChanBSP]:
+        """检查某个 Bi 的 end_klc 是否是买卖点。"""
+        if bi is None or not bi.is_sure:
+            return None
+        klc = bi.end_klc
+        if klc is None:
+            return None
+        if klc.bsp and klc.bsp_type != Chan_BSP_TYPE.NONE:
+            for bsp in self.bsp_list:
+                if bsp.klc is klc:
+                    return bsp
+        return None
+
+    # ── 格式化 ──
+
+    @staticmethod
+    def _bsp_type_name(t: Chan_BSP_TYPE) -> str:
+        import ChanEnum
+        names = {
+            Chan_BSP_TYPE.B1: "一类买点(B1)",
+            Chan_BSP_TYPE.B2: "二类买点(B2)",
+            Chan_BSP_TYPE.B3: "三类买点(B3)",
+            Chan_BSP_TYPE.S1: "一类卖点(S1)",
+            Chan_BSP_TYPE.S2: "二类卖点(S2)",
+            Chan_BSP_TYPE.S3: "三类卖点(S3)",
+        }
+        return names.get(t, str(t))
+
+    @staticmethod
+    def _bi_dir_name(d) -> str:
+        return "⬆️ 向上" if d == Chan_BI_DIR.UP else "⬇️ 向下"
+
+    @staticmethod
+    def _fx_strength_name(klc_fx_type) -> str:
+        import ChanEnum
+        names = {
+            Chan_KLC_FX.TOP0: "TOP0(弱)", Chan_KLC_FX.TOP1: "TOP1(标准)",
+            Chan_KLC_FX.TOP2: "TOP2(强)", Chan_KLC_FX.TOP3: "TOP3(二类)",
+            Chan_KLC_FX.TOP4: "TOP4(BB上轨)", Chan_KLC_FX.TOP5: "TOP5",
+            Chan_KLC_FX.TOP6: "TOP6(高位空)", Chan_KLC_FX.TOP7: "TOP7(背驰)",
+            Chan_KLC_FX.TOP8: "TOP8(信号线)",
+            Chan_KLC_FX.BOTTOM0: "BOTTOM0(弱)", Chan_KLC_FX.BOTTOM1: "BOTTOM1(标准)",
+            Chan_KLC_FX.BOTTOM2: "BOTTOM2(强)", Chan_KLC_FX.BOTTOM3: "BOTTOM3(二类)",
+            Chan_KLC_FX.BOTTOM4: "BOTTOM4(BB下轨)", Chan_KLC_FX.BOTTOM5: "BOTTOM5(零轴下)",
+            Chan_KLC_FX.BOTTOM6: "BOTTOM6(高位空)", Chan_KLC_FX.BOTTOM7: "BOTTOM7(背驰)",
+            Chan_KLC_FX.BOTTOM8: "BOTTOM8(信号线)",
+        }
+        return names.get(klc_fx_type, f"UNKNOWN({klc_fx_type})")
+
+    @staticmethod
+    def _utc_to_cst(time_str: str) -> str:
+        """UTC 时间字符串 → 东八区 (UTC+8)。"""
+        from datetime import datetime, timedelta, timezone
+        dt = datetime.fromisoformat(str(time_str))
+        if dt.tzinfo is None:
+            dt = dt.replace(tzinfo=timezone.utc)
+        cst = dt.astimezone(timezone(timedelta(hours=8)))
+        return cst.strftime("%Y-%m-%d %H:%M:%S CST")
+
+    def format_bsp_detail(self, bsp: ChanBSP) -> str:
+        bi = bsp.bi
+        klc = bsp.klc
+        bsp_type = bsp.type
+        bsp_dir = bsp.dir
+
+        emoji = "🟢" if bsp_dir == Chan_BSP_DIR.BUY else "🔴"
+        dir_label = "买点" if bsp_dir == Chan_BSP_DIR.BUY else "卖点"
+
+        lines = [
+            f"{emoji} [{dir_label}] {self._bsp_type_name(bsp_type)} — <b>BTC/USDT 1m</b>",
+            "",
+            f"⏰ 确认: <code>{self._utc_to_cst(klc.end_time)}</code>",
+            f"💰 价格: <b>{klc.close:.2f}</b>",
+            f"📐 笔方向: {self._bi_dir_name(bi.dir)}",
+            f"📏 笔高度: ${bi.height:.2f}  宽度: {bi.width}K  斜率: {bi.slop:.2f}",
+            f"🔩 分型强度: {self._fx_strength_name(klc.klc_fx_type)}",
+        ]
+
+        if bsp.zs:
+            zs = bsp.zs
+            zs_dir = "UP" if hasattr(zs, 'dir') and hasattr(Chan_ZS_DIR, 'UP') and zs.dir == Chan_ZS_DIR.UP else "DOWN"
+            lines.append(f"🏠 中枢: {zs.zd:.2f} – {zs.zg:.2f} ({zs_dir}, #{getattr(zs, 'index', 0) + 1})")
+
+        if bsp.type in (Chan_BSP_TYPE.B1, Chan_BSP_TYPE.S1):
+            lines.append("📊 MACD背驰: 有 (离开段能量 < 进入段)")
+
+        if hasattr(klc, 'ema_status') and klc.ema_status:
+            ema52 = klc.ema_status.get('ema52', {})
+            if ema52:
+                pos = str(ema52.get('pos', '?'))
+                lines.append(f"📈 EMA52: {pos}  (值: {klc.ema52:.2f})")
+
+        lines.append(f"📋 KLC状态: {klc.klc_state}")
+
+        if bi.pre:
+            prev = bi.pre
+            lines.extend([
+                "────",
+                f"⬅️ 前一笔: {self._bi_dir_name(prev.dir)} "
+                f"高度: ${prev.height:.2f}  宽度: {prev.width}K",
+            ])
+
+        return "\n".join(lines)