Commit Graph
15 Commits
Author SHA1 Message Date
jackyu66git 02a52c04dd feat: 所有页面接入 Google Analytics (G-LVVXH3TL04) 2026-07-02 15:38:31 +08:00
jackyu66git 19c8f86862 docs: API 手册新增 Onchain Metrics 专题 + endpoints 表更新 2026-07-02 15:19:45 +08:00
jackyu66git ffe7074fef data_provider: 新增链上指标模块 (btc_netflow/stablecoin_supply/etf_flow/mvrv_zscore)
- onchain_metrics.py: 独立模块,CoinMetrics/CoinGecko/Farside 免费数据源
- main.py: 集成后台线程 + REST API (/api/onchain/metrics, /latest, /available)
- requirements.txt: 添加 requests 依赖
- 5分钟自动刷新,CSV 落盘到 data/onchain/
2026-07-02 15:09:02 +08:00
jackyu66gitandClaude 71951019fb chanmacro: Signal Expectancy Engine V1 — Market Memory System
Phase A-C complete: 4 core factors, regime detection, signal tracking, Bayesian expectancy.

chanmacro/ (32 files, ~4000 lines):
- models: 12 enums + 15 Pydantic v2 models (DateAwareModel, MarketStateVector, etc.)
- fetchers: OHLCV + Breadth (from data_provider) + Derivatives (new endpoint)
- scoring: Price Structure / Breadth (quantile buckets) / OI Matrix (5 discrete states) / Volatility Regime
- regime_detector: 3-state (TREND/RANGE/PANIC), factor-locked (Price+Breadth+Vol), versioned, 2-day confirmation
- expectancy: SignalTracker (record+outcomes), TimeDecay (half-life=180d), BayesianExpectancyEngine (Empirical Bayes, Leveled, SufficiencyGuard)
- validation: FactorValidator (IC/ICIR/Hit Ratio), RegimeValidator (MI/KL/ANOVA), TransitionValidator (stability)
- CLI: fetch|score|regime|track|backfill|expectancy|validate|serve
- tests: 52 passing (models, scoring, regime, expectancy)

data_provider:
- /api/derivatives endpoint: funding rate, OI, OI change, basis
- _derivatives storage: same persist pattern as K-line (merge→lock→snapshot→atomic write)
- background refresh every 60s

Co-Authored-By: Claude <noreply@anthropic.com>
2026-06-24 17:44:55 +08:00
jackyu66git 5dc0c4cffd data_provider: 添加 ccxt.pro WebSocket 实时K线监听;端口 9009→80;web/*.sh 权限修正 2026-05-19 09:56:37 +08:00
jackyu66git ca2cf86138 Merge origin/dev: resolve conflicts in data_provider main.py 2026-05-13 18:37:53 +08:00
jackyu66git 0dd8f8a585 feat: multi-symbol support and per-tf start_time in data_provider 2026-05-13 18:34:39 +08:00
jackyu66git 5ab69c2a64 更新data_provider逻辑,能够更快开始提供服务,添加说明 2026-05-01 17:13:24 +08:00
jackyu66git c17539a7a5 web端进行优化,减少内存开销,data provider提供websocket服务 2026-04-05 18:24:08 +08:00
jackyu66git 89269198a0 添加None确认 2026-03-24 16:33:49 +08:00
jackyu66git ba639901e8 添加.config.json文件 2026-02-24 20:52:53 +08:00
jackyu66git 59afabb5cf 添加新的时间周期 2026-02-24 20:30:10 +08:00
jackyu66git d61cbbec21 添加新的判断依据 2025-11-16 20:58:03 +08:00
Porter 03c5148c29 添加断线重连 2025-11-16 11:59:52 +08:00
jackyu66git af255ee70d 添加新的provider,旧的可以删了 2025-11-15 03:21:43 +08:00