jackyu66git
29cff47f98
feat: 新增 ChanMacro 宏观 regime 检测模块
2026-08-20 16:03:25 +08:00
jackyu66git and Cursor
e2e45bc1bc
chore: 移除不再使用的 ChanMacro、system、tests。
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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
jackyu66git
7b91f459d7
scheduler: auto-detect new signals once per day, deduplicate existing
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- scheduler tick runs detect after fetch+score (once per UTC day)
- ChanSignalDetector skips already-recorded signals
- Prevents duplicate signal_features entries on repeated runs
2026-06-24 19:19:40 +08:00
jackyu66git
3c72aa1310
chan_integration: auto-detect BSP signals from daily+4h Chan pipeline
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- ChanSignalDetector: runs TF_DF pipeline on historical OHLCV
- Extracts B1/B2/B3/S1/S2/S3 with entry price, date, signal grade
- Populates signal_features via SignalTracker with forward outcomes
- CLI: python main.py detect --from 2024-01-01
- 15 signals detected (5 daily + 10 4h), all directionally correct
- Expectancy API now returns real conditional probabilities
2026-06-24 19:19:11 +08:00
jackyu66git
8d916371e2
backfill: historical breadth + regime computation from TOP50 OHLCV
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- Step 1: fetch BTC OHLCV
- Step 2: fetch TOP50 daily data → compute breadth per date → store breadth_daily
- Step 3: compute Price/Breadth/OI/Vol → detect regime → store regime_history
- 175 days backfilled (2026-01-01 to 2026-06-24)
2026-06-24 18:37:20 +08:00
jackyu66git
7e19c9858e
scheduler: auto fetch+score every 60min, integrated into web and CLI
2026-06-24 18:35:47 +08:00
jackyu66git
efb721b39f
fix: persist regime to DB in shared _build_state, deduplicate save logic
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- _build_market_state (CLI) now saves regime_history automatically
- _build_state (web) now saves regime_history automatically
- Remove duplicate regime save from cmd_score
- Remove unused imports (timedelta, get_connection)
- Fix: web dashboard never updated regime_history table
2026-06-24 18:31:00 +08:00
jackyu66git
7813e319b4
web: professional trading-terminal redesign — dark theme, chart grid, progress bars
2026-06-24 18:28:40 +08:00
jackyu66git
f391020f78
web: fix dark theme readability — explicit bright colors for all factor values
2026-06-24 18:27:41 +08:00
jackyu66git
0ba5b3bd71
chanmacro: add web dashboard (Flask + Chart.js, port 8124)
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- /api/state: current market state with all factor scores
- /api/history: regime + breadth history for charts
- /api/expectancy: signal expectancy query
- Bootstrap 5 + Chart.js dark theme, Chinese UI
- Factor cards, regime timeline, breadth chart, expectancy table
2026-06-24 18:25:33 +08:00
jackyu66git
50a609f7b9
chanmacro: connect to production provider, fix Breadth symbol list and regime crash
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- Change provider_url to https://provider.jackyu66.com
- Update top50_symbols to match provider's actual 20 symbols
- Fix cmd_score crash: all_scores keys are already strings, not enums
- Add .gitignore to exclude data/ directory
2026-06-24 18:23:27 +08:00
jackyu66git and Claude
71951019fb
chanmacro: Signal Expectancy Engine V1 — Market Memory System
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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