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UbuntuandCursor a243edd2d3 docs: 补依赖清单与 README 
此前仓库无任何依赖声明。按 AST 扫描全部 import 后按用途切分：
requirements.txt 为核心运行时 8 个包，requirements-dev.txt 追加测试与
research/ 所需。

matplotlib / mplfinance / xgboost / scikit-learn 只出现在 ChanPY.py、
ChanLun_Classifier.py、Find_Trend.py、ChanHeng.py 这四个零引用文件中，
故不纳入清单；ChanPY.py 依赖的外部 chan.py 库本就未安装。

README 记录目录结构、启动方式、库用法、分析流程九步与数据约定，并注明
三处现存问题：web/DEPLOY_GUIDE.md 引用的 6 个部署脚本已在 7f393b9 删除、
web/README.txt 指向不存在的 web/requirements.txt、systemd unit 的端口
8123 与 config.py 默认的 8128 不一致且 gunicorn 未声明。

清单已在全新空 venv 中验证：仅装 requirements.txt 时 57 个模块可导入、
Flask 16 条路由正常；装 dev 清单后测试 24 通过。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-27 02:01:53 +08:00
UbuntuandCursor 206b27fe72 refactor: 以自实现指标替换 talib 与 technical 依赖 
chanlun/indicators/ta.py 接口兼容 talib.abstract，实现代码实际用到的
SMA/MA/EMA/RSI/ATR/MACD/BBANDS；chanlun/pipeline/resample.py 替代
technical.util.resample_to_interval。调用点只改 import，逻辑未动。

暖机长度与平滑种子按 TA-Lib 的约定实现，差一根 K 线就会让下游所有
笔/线段/中枢整体位移。其中 MACD 需特别处理：TA-Lib 让快慢两条 EMA
在同一根 K 线出首值，因而快线的种子取 x[slow-fast:slow] 的均值，而非
从 fastperiod-1 一路递推——两者在百元价位上相差约 0.17。

BBANDS 是有意的分歧：TA-Lib 用 sumsq/n - mean² 求方差，短窗口远离零
时灾难性抵消（timeperiod=2 误差 8.7e-7），本实现用 rolling std，对 50
位精度基准误差为 0。项目实际使用的周期两者一致到 1e-10。

顺带清理 12 个文件中 16 处从未调用的 talib/technical 导入。

验证：9440 组随机对拨；真实 K 线端到端比对 add_indicators 全部 33 个
指标列，NaN 模式一致、MACD 柱符号 100% 相同；屏蔽两个包后 60 个模块
均可导入。新增 test_ta_compat.py 将输出逐 bar 钉在 TA-Lib 上，但该文件
在 TA-Lib 缺失时静默跳过，改动 ta.py 需在装有 TA-Lib 的环境复跑。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-27 02:01:43 +08:00
jackyu66gitandCursor 7f393b93ed refactor: 精简仓库为 chanlun 核心与 web 分析，移除威科夫与遗留模块 
删除根目录旧 Chan 模块、策略、配置、文档及 wyckoff 相关代码；更新缠论 pipeline 与笔中枢计算；补充 research 研究与 web 测试。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-27 01:05:12 +08:00
jackyu66gitandCursor 5c10e35b76 refactor(web): 移除主图威科夫选项与叠层 
去掉区间/阶段/时间/VP 开关、Cycle 摘要面板及绘制逻辑；分析请求默认 include_wyckoff=0。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-26 01:27:51 +08:00
jackyu66gitandCursor 8c165f11cd fix(web): 未完成笔/线段终点对齐图表最新 K 线 
各周期使用对应 kline 数据，终点时间 snap 到 candles，优先使用分析 end_price。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-26 00:40:41 +08:00
jackyu66gitandCursor 97e77847d0 fix(web): 开关缠论元素保留视窗；分周期 Trend 涨跌配色 
本地重绘统一冻结视窗；次/次次周期 Trend 上涨下跌使用独立颜色。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-25 23:56:55 +08:00
jackyu66gitandCursor 90499533fb fix(web): 分析/自动刷新后保留 K 线视窗位置 
拆分手动分析与自动刷新拉数路径；全量重建用 logical 优先恢复视窗，
增量 recent 用 scroll+barDelta；避免 barSpacing 重锚与重复冻结导致往右跳。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-25 23:38:20 +08:00
jackyu66gitandCursor 8ee11317d3 fix(web): 自动刷新保留 K 线视窗；威科夫与图表增量更新 
自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-25 22:57:43 +08:00
jackyu66gitandCursor 1e60ab3bfa docs: 补强 ECR-004 CODE_REVIEW 复审记录 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 18:47:18 +08:00
jackyu66gitandCursor d3188ca83c fix: ECR-004 威科夫区间评分硬化与 VP 绘图减负（已审） 
评分选 TR、阶段最小跨度、elements_only 门闩、Top-8 VP；无币种独立参数。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 18:46:08 +08:00
jackyu66gitandCursor ac6be80278 docs: 开启 ECR-004 威科夫硬化与 VP 减负（Draft） 
跟进 ECR-003 Review Findings；待 Approve 后实现。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 18:35:25 +08:00
jackyu66gitandCursor 081a57a90e feat: ECR-003 主站威科夫分析与图表叠层（已审） 
独立 wyckoff 引擎 + 按需 include_wyckoff；主站 Lightweight 绘制区间/阶段/事件/VP。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 18:33:57 +08:00
jackyu66gitandCursor df27b4dde8 refactor: ECR-002 拆分 runtime 包并加深 analyze 契约（已审） 
将 web/services/runtime.py 拆为 runtime/ 子模块并保持门面兼容；补齐 ESS 文档、门面/契约/TF_DF 测试与 CODE_REVIEW Approve。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 18:15:23 +08:00
jackyu66gitandCursor 9f1e7361b6 fix: 修复主站自动刷新内存泄漏，并完善 chan_tv 图表体验 
主站重建前完整 dispose、去掉重复 sync 监听，自动刷新默认增量更新；顺带消除首屏重复 analyze、复用 ChanMACD，以及全版 TV 指标/未完成中枢/布局本地缓存。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 16:09:48 +08:00
jackyu66gitandCursor 6b0f3b5837 release: 发布系统版本 v1.0.0（ECR-001） 
落盘 CODE_REVIEW Approve 与 RELEASE_REPORT，标记首个正式 release。

Co-authored-by: Cursor <cursoragent@cursor.com>
v1.0.0 		2026-08-05 18:53:04 +08:00
jackyu66gitandCursor 74dec4e50b refactor: 缠论引擎包化与 Web 分层（ECR-001） 
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务；
前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-05 18:48:20 +08:00
jackyu66gitandCursor e2e45bc1bc chore: 移除不再使用的 ChanMacro、system、tests。 
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
jackyu66gitandCursor f2e77e1bdb chore: 将 data_provider 拆出为独立仓库。 
数据服务已迁移至 jack/data_provider，不再随 chan 维护。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-05 18:10:29 +08:00
jackyu66gitandCursor b31215057e chore: 将 bsp_monitor 拆出为独立仓库。 
监控服务已迁移至 jack/bsp_monitor，不再随 chan 维护。

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-05 18:09:43 +08:00
jackyu66git 2e905e7238 feat: 所有页面接入 Google Analytics (G-LVVXH3TL04) 2026-07-02 15:57:15 +08:00
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
jackyu66git 7b91f459d7 scheduler: auto-detect new signals once per day, deduplicate existing 
- 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 
- 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 
- 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 
- _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) 
- /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 
- 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 48e69179b3 data_provider: add /api/derivatives endpoint documentation 2026-06-24 17:47:42 +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 34040575c1 bsp_monitor: fetcher limit=1000, engine/main tweaks 2026-06-04 12:51:58 +08:00
jackyu66git e1116edb7b 更新了本地数据拉取 2026-05-26 14:49:31 +08:00
jackyu66gitandClaude Opus 4.7 8bc23c0507 notify: 移除持久化去重，BSP 由新笔确认驱动不重复 
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 14:46:10 +08:00
jackyu66gitandClaude Opus 4.7 c75d5e11fc notify: Telegram token/chatid 直接硬编码 
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 14:45:41 +08:00
jackyu66gitandClaude Opus 4.7 8eb50e3eae bsp_monitor: 多周期 BSP 推送 (1m/5m/15m/1h)，中枢监控代码保留但暂停 
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 14:42:53 +08:00
jackyu66gitandClaude Opus 4.7 42296ef971 refactor: BSP推送提取公共函数 + 清理 
- _push_bsp() 提取重复的key构造+推送逻辑
- bsp.klc None防护
- getattr替代hasattr+属性访问
- 修正首轮日志（不再写"不推送"）

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 14:05:20 +08:00
jackyu66gitandClaude Opus 4.7 a84a80cb62 Revert: BSP独立跟踪confirmed[-1]，不与中枢监控耦合 
B1/B2依赖中枢存在，不能等中枢更新才查BSP。
保持独立bi_id跟踪confirmed[-1]变化，分型确认时即查BSP。

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 14:02:07 +08:00
jackyu66gitandClaude Opus 4.7 63787b173a fix: 新笔确认即查BSP（反向二类分型触发），首轮也查confirmed[-1] 
笔被反向二类分型确认时is_sure=True，不需要等下一笔。
- 跟踪confirmed[-1]变化→查新确认那笔自身的BSP
- 首轮也查confirmed[-1]，避免漏掉监控启动前刚确认的BSP

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 13:59:02 +08:00
jackyu66gitandClaude Opus 4.7 07f079067f fix: 跟踪confirmed[-1]，新笔确认时查上一轮confirmed[-1]的BSP 
以前跟踪bi_list[-1]（含未确认）导致时序不对。
现在跟踪confirmed[-1]的稳定ID，变化时在bi_list中精确定位
上一轮的那笔，查其end_klc是否为BSP。

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 13:55:48 +08:00
jackyu66gitandClaude Opus 4.7 ae4c79c133 fix: BSP检测用last_bi_id精确定位旧笔，替代confirmed[-2]索引 
管线重算后笔列表可能变化，confirmed[-2]不一定是刚结束的笔。
改为用上一轮的last_bi_id在当前bi_list中精确查找，
找到后再检查其end_klc是否为BSP。

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 13:35:20 +08:00
jackyu66gitandClaude Opus 4.7 743c5d342e fix: review修复 — 补回last_df_ts、枚举替换魔数、移除死代码 
- SymbolState 补回 last_df_ts，无效新K线时跳过管线
- _bi_id 添加 start_klc None 防护
- last_bi.dir.value == 1 改为 Chan_BI_DIR.UP 枚举比较
- notify.py 移除未使用的 register_bsp_keys

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 12:56:17 +08:00
jackyu66gitandClaude Opus 4.7 78d02cf2ef refactor: BSP检测改为新笔驱动，不再逐tick对比BSP列表 
- 用 last_bi_id (start_klc.start_time) 跟踪最后一笔
- 新笔确认时检查上一笔终点是否为 BSP → 推送
- 中枢更新同样在新笔产生时触发
- 移除时间过滤、BSP列表diff、持久化去重等冗余逻辑
- 无新笔时快速跳过，tick从40s降到15s

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 12:52:36 +08:00
jackyu66gitandClaude Opus 4.7 cf9097a540 fix: zs_id 使用稳定时间戳替代 DataFrame 位置索引 
_make_zs_id 原来用 start_klc.index，每次新K线导致 index 偏移，
monitor 误判为新中枢，每 tick 都推送。改为 start_klc.start_time，
时间戳不随 DataFrame 窗口偏移变化。

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 12:07:58 +08:00
jackyu66gitandClaude Opus 4.7 881c9d5eac bsp_monitor: 支持全部20个币对 + 数据源切换至data_provider + Python 3.9兼容 
- fetcher.py: 数据源从CCXT改为data_provider HTTP API，新增get_symbols()自动获取所有币对
- main.py: 重构为多币对架构，每个币对独立SymbolState（pivot_monitor/BSP去重/首轮抑制）
- engine.py: format_bsp_detail()支持动态币对名
- ChanPivotMonitor/Classifier: 修复Python 3.9类型注解兼容（X|None → Optional[X]）
- 首轮初始化时不推送中枢和BSP，避免启动时20条消息轰炸

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 11:55:23 +08:00
jackyu66gitandClaude Opus 4.7 b1cbdca707 ChanPivotMonitor: 实时中枢特征跟踪 + Telegram推送 
- ChanPivotClassifier: 提取 calc_duration/contraction/shift 为 @staticmethod，新增 compute_features()
- ChanPivotMonitor: 实时追踪当前中枢，bi_count 增长时重新计算 shift/contraction/duration
- bsp_monitor/fetcher: 改用 data_provider HTTP API 替代直连 CCXT
- bsp_monitor/notify: 新增 send_telegram_message() 通用推送
- bsp_monitor/main: 集成 ChanPivotMonitor，有新笔或 BSP 时推送到 Telegram

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-26 11:35:09 +08:00
jackyu66gitandClaude Opus 4.6 5ad761fad4 添加 ChanPivotClassifier: 中枢结构特征提取 + 标签化 
Phase 1 训练数据集构建工具，从笔中枢提取 3 特征 (duration_norm, contraction, shift_norm) + 1 标签 (break_direction)。

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-05-25 18:33:56 +08:00