2 Commits
Author SHA1 Message Date
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
46 changed files with 2482 additions and 1871 deletions
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# chan — Agent Entry
本仓受 ESS 约束。不要一上来扫全库或加载全部 governance。
## Boot
1. `docs/PROJECT_PROFILE.md`
2. `docs/PROJECT_RULES.md`
3. `docs/STATE/CURRENT.md` + `docs/AGENT_MEMORY.md`
4. 有进行中任务再读 `docs/TASKS/` / 对应 ECR / HANDOFF
5. 角色文件:ESS 根目录 `agents/{ARCHITECT|ENGINEER|REVIEWER|RELEASE_MANAGER}.md`
## Roles(选一)
| 意图 | 角色 |
|------|------|
| 规格 / 架构 / ECR | ARCHITECT |
| 实现 / 修 bug | ENGINEER |
| 审阅 | REVIEWER |
| 发版 / tag | RELEASE_MANAGER |
## Never
- 无 ECR 改 `config/` / `strategies/` 交易逻辑
- 无 ADR 改缠论算法语义
- 无 ECR 删减 `/api/analyze` 字段
- 把聊天记录当成完成;阶段结束须落盘 `docs/`
## Pointers
- TRACEABILITY: `docs/TRACEABILITY.md`
- CHANGELOG: `docs/CHANGELOG/CHANGELOG.md`
- 人类向导:`CLAUDE.md`
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@@ -8,9 +8,11 @@ This file provides guidance to Claude Code (claude.ai/code) when working with co
## Governance
- ESS 文档:`docs/PROJECT_PROFILE.md``docs/ECR/``docs/ENGINEERING_SPEC/`
- Agent 入口:`AGENTS.md`boot 顺序)· `docs/PROJECT_PROFILE.md` · `docs/AGENT_MEMORY.md` · `docs/STATE/CURRENT.md`
- ESS 文档:`docs/ECR/``docs/ENGINEERING_SPEC/``docs/TRACEABILITY.md``docs/CHANGELOG/`
- **正式引擎包**`chanlun/`strategies / web 已用 `from chanlun import ...`
- 根目录 `Chan*.py` / `TF_DF.py` 仍为 **兼容 shim**(旧脚本可用)
- 变更分级:无 ECR 不改 strategies/config;无 ADR 不改缠论算法语义
## Core Architecture
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@@ -174,8 +174,10 @@ class KlineBuilderMixin:
def get_klc_list(self, klu_list):
klc_list = []
last_klu = None
# ChanMACD.__init__ 已调用 cal_macd_state,切勿再调一次(会重复堆积 seg/unittf)
macd = ChanMACD(klu_list)
klu_list = macd.cal_macd_state()
klu_list = macd.klu_list
self._last_chan_macd = macd
ema_up_list = []
ema_down_list = []
ema_up_count = 0
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@@ -68,8 +68,11 @@ class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilde
self.seg_list = self.get_seg_list(self.bi_list)
self.zs_list = self.get_zs_list(self.bi_list, self.seg_list)
self.big_zs_list = self.get_big_zs_list(self.zs_list)
self.chanmacd = ChanMACD(self.klu_list)
self.klu_list = self.chanmacd.cal_macd_state()
# get_klc_list 内已算过 ChanMACD,直接复用
self.chanmacd = getattr(self, '_last_chan_macd', None)
if self.chanmacd is None:
self.chanmacd = ChanMACD(self.klu_list)
self.klu_list = self.chanmacd.klu_list
def get_current_klc(self):
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# AGENT_MEMORY — chan
> Agent 短记忆。先读 `PROJECT_PROFILE.md`,再读本文件。不要把猜测写进这里。
## 双前端
| 入口 | 引擎 | 实时 |
|------|------|------|
| `/` | Lightweight Charts | HTTP 定时自动刷新(增量 + 每 6 次全量) |
| `/chan_tv` | Charting Library 全版 | datafeed `subscribeBars` → WS |
勿把主站 `live_feed` 方案与 chan_tv datafeed 混为一谈;主站 WS 实时已回退。
## 版本
- `system_version``v1.0.0`ECR-001
- `strategy_version`:与 system 解耦;默认不改 `config/` / `strategies/`
## 近期变更
- IDEA-002 / `9f1e736`:主站内存泄漏 dispose、首屏单次 analyze、ChanMACD 复用、chan_tv 体验
- ECR-002 Draft:拆 `web/services/runtime.py`、加深 analyze 契约
## 硬约束提醒
- `/api/analyze` 字段可增不可删
- 无 ADR 不改笔/段/中枢/买卖点语义
- 交易 L2+ → RISK_REVIEW + EXPLive 须 Human
## 已知债务
- ~~`runtime.py` 仍过大 → ECR-002~~ **已拆包**(待 CODE_REVIEW
- `chart_tv.js` 单体巨大 → 后续可选 ECR
- analyze 契约已加深(mock HTTP);可再加固定 JSON 快照文件
- 内存泄漏尚无自动化 heap/监听断言
- `macd_config` POST 写本地 global 的历史 quirks(未改)
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# CHANGELOG
## Unreleased — 2026-08-06
### ECR-002L3,待 Review
- 拆分 `web/services/runtime.py` 为包 `web/services/runtime/`state / timeframes / market_data / indicators / analyze / serialize
- 加深 analyze 契约测试(mock HTTP + analyze_chan 键集 + serialize JSON
- 新增 TF_DF 全量 init 冒烟与 runtime 门面测试
### IDEA-002L1 补档)
对应 commit `9f1e736`。无新 system tag(仍为 `v1.0.0`)。
#### Fixed
- 主站自动刷新内存泄漏:`disposeTradingViewCharts`、去掉重复 sync 监听、默认增量刷新(每 6 次全量重建笔/段/中枢)
- 加密货币首屏重复调用 `/api/analyze`
- ChanMACD 同周期重复全量分析(复用 `get_klc_list` 结果)
#### Changed
- `/chan_tv`:WS/REST 可分离配置、指标布局 localStorage、未完成中枢与 datafeed 实时 tick 行为完善
- `PROJECT_PROFILE` Realtime 条目与 chan_tv WS 对齐(文档)
#### Docs
- ESSIDEA-002、AGENT_MEMORY、AGENTSECR-002 实现与报告
---
## v1.0.0 — 2026-08-05(首个正式 Release
对应 ECR-001 / tag `v1.0.0`。详见 `docs/RELEASE/ECR-001-v1.0.0.md`
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### Non-blocking(记入债务,需新 ECR 再动)
1. **`web/services/runtime.py` ~1176 行** — 已从 app 抽出但仍是大模块;facade 再导出符合计划,建议 ECR-002 继续按 data/analyze/serialize 物理拆分
2. **`web/static/js/app/chart_tv.js` ~4664 行** — `initTradingView` 单体;行为冻结下可接受。
3. **`/api/analyze` 契约测试偏浅** — 仅关键字段清单 + 路由存在;无固定 fixture 的端到端 JSON 快照(需 mock 行情)。
1. **`web/services/runtime.py` ~1176 行** — 已从 app 抽出但仍是大模块;facade 再导出符合计划**已起草 `docs/ECR/ECR-002-runtime-split.md`Draft**
2. **`web/static/js/app/chart_tv.js` ~4664 行** — `initTradingView` 单体;行为冻结下可接受ECR-002 可选范围
3. **`/api/analyze` 契约测试偏浅** — 仅关键字段清单 + 路由存在;无固定 fixture 的端到端 JSON 快照(需 mock 行情)→ ECR-002
4. **TEST_REPORT 写「5 passed」** — 现为 6(含 shim 兼容测);Release 前可改正文(L0 docs)。
5. **L1`TF_DF.get_zs_list` 恢复** — 合理兼容修复;golden 走 analyze 路径未覆盖 `TF_DF(df,...)` 全量 `__init__`,建议后续加一条 init 冒烟(非阻断)
5. **L1`TF_DF.get_zs_list` 恢复** — 合理兼容修复;golden 走 analyze 路径未覆盖 `TF_DF(df,...)` 全量 `__init__` → ECR-002 Acceptance
### No blockers
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# CODE_REVIEW — ECR-002
**Role:** REVIEWER
**Date:** 2026-08-06
**Scope:** 工作区未提交实现(相对 `HEAD`/`9f1e736`);包 `web/services/runtime/` + 测试 + ESS 文档
**Decision:** Approve
## Evidence loaded
- `docs/ECR/ECR-002-runtime-split.md`
- `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
- `docs/IMPLEMENTATION_REPORT/ECR-002.md`
- `docs/TEST_REPORT/ECR-002.md`
- `docs/HANDOFF/ECR-002-engineer-to-reviewer.md`
- 包源码:`web/services/runtime/{__init__,state,timeframes,market_data,indicators,analyze,serialize}.py`
- Diff:删除 `web/services/runtime.py`;新增包与测试
## Acceptance ↔ Evidence
| Acceptance | Verdict | Evidence |
|------------|---------|----------|
| runtime 门面公开符号兼容(含历史 `import *` 漏出) | PASS | 手工核对 api 所需符号;`timezone`/`OrderedDict`/`np`/`StructureZone*`/`ThreadPoolExecutor` 等在门面;`test_runtime_facade` |
| Golden 通过 | PASS | 复跑 `tests/test_golden_pipeline.py` |
| Analyze 契约加深 | PASS | `test_analyze_contract`:键清单 + analyze_chan 键集 + serialize JSON + mock HTTP |
| TF_DF 全量 init 冒烟 | PASS | `tests/test_tf_df_init.py``interval=1` |
| config/strategies 无交易逻辑 diff | PASS | 工作区无 `config/`/`strategies/` 变更 |
| IMPL / TEST / CHANGELOG / TRACEABILITY | PASS | docs 已落盘 |
| CODE_REVIEW Approve | PASS | 本文件 |
## 复跑结果(Reviewer
```text
PYTHONPATH=.:web python -m pytest \
tests/test_golden_pipeline.py \
tests/test_tf_df_init.py \
web/tests/test_runtime_facade.py \
web/tests/test_analyze_contract.py -q
→ 13 passed
```
算法冻结抽查:`analyze.py` 仍为 `cal_bi_zs(seg_list)` + `_last_chan_macd` 复用;未改笔段中枢语义。
## Findings
### Non-blocking(不挡 Approve
1. **门面标量同步只做一次**`__init__` 在首次 `refresh` 后把 `DATA_SERVICE_AVAILABLE` / `macd_*` 写入模块 dict;之后 `refresh_data_service_metadata` 只改 `state.*`。通过 `R.DATA_SERVICE_AVAILABLE` 读取可能与 state 短期不一致;`from services.runtime import *` 的 bool 拷贝问题在 monolith 时代已存在。建议后续 L1:在 `refresh` 末尾同步写回门面模块,或让标量只经 `state`/`__getattr__` 暴露。
2. **`__getattr__` 对已绑定名无效** — 与上条相关;属清理项。
3. **`chart_tv.js` 拆分未做** — ECR 明确可选;继续记入 backlog。
4. **契约测试仍无「固定 JSON 快照文件」** — 已有 mock HTTP + 键集,比 ECR-001 深;完整响应快照可另开 L1/ECR。
5. **`web/tests/test_cn_stock_data_fetch.py` 仍因旧 `user_data.Chan...` 路径无法收集** — 既有问题,非本 ECR 引入。
### No blockers
未发现违反「算法语义冻结 / API 可增不可删 / 无 Vite-React / 未动 strategies·config / 未引主站 WS」的证据。
## Decision
**Approve**
- ECR-002 可标 DoneReviewed);不强制新 system tag(仍为 `v1.0.0` Unreleased 文档变更)。
- 非阻断项进 backlog;不阻塞合并本实现。
## Next owner
`engineer` / Human — 提交合并;若要发版再交 `release_manager`(本 ECR 未要求 bump tag)。
## Traceability
| Item | Updated |
|------|---------|
| Acceptance mapping | 本文件 |
| STATE.owner | → idle / merge |
| ECR Status | → Done (Reviewed) |
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# ECR-002
**Title:** 拆分 `web/services/runtime.py` + 加深 `/api/analyze` 契约测试
**Status:** Done (Reviewed)
**Date:** 2026-08-06
**Change Level:** L3(行为冻结;若 golden 漂移则升 L2)
## Change
将仍偏大的 `web/services/runtime.py` 按职责拆为可维护子模块;加深 analyze API 契约/快照测试;可选拆分主站巨型 `chart_tv.js`(本轮未做)。
## Motivation
ECR-001 CODE_REVIEW 非阻断债务:runtime 过大、契约测试偏浅、chart_tv 单体。不处理会继续抬高 Web 改动风险。
## Scope
### Allowed
- 物理拆分 `web/services/runtime.py` → 包 `web/services/runtime/`state / timeframes / market_data / indicators / analyze / serialize + 门面)
- 加深 `web/tests/`:固定 fixture / mock 行情下的关键字段快照与契约
-`TF_DF(..., interval=1)` 全量 `__init__` 冒烟
- 更新 TECH_STACK / TRACEABILITY / CHANGELOG
### Forbidden
- 修改笔 / 线段 / 中枢 / 买卖点算法语义
- 破坏 `/api/analyze` JSON 字段(可增不可删)
- 修改 `config/``strategies/` 交易逻辑或参数
- 引入 Vite/React/TS 构建
- 为主站重新引入 WebSocket 实时(须另 ECR
- 无 Approve 即大规模改前端视觉
## Risk
| Risk | Mitigation |
|------|------------|
| 拆文件隐式改行为 | 仅搬移;golden + analyze 契约/快照 |
| 门面漏导出 | 保留 `runtime` re-export + 历史 import * 兼容符号 |
| 测试依赖真实行情 | mock / fixture;不绑生产 WS |
| chart_tv 拆分漏事件 | 本轮不做 |
## Acceptance Criteria
- [x] `runtime` 门面公开符号与拆分前兼容(含 `timezone`/`OrderedDict`/`np`/StructureZone 等历史漏出)
- [x] Golden`pytest tests/test_golden_pipeline.py` 通过
- [x] Analyze 契约/快照测试通过且覆盖关键字段清单以上
- [x] TF_DF 全量 init 冒烟通过
- [x] `config/` / `strategies/` 无交易逻辑 diff
- [x] IMPLEMENTATION_REPORT / TEST_REPORT / CHANGELOG / TRACEABILITY 更新
- [x] CODE_REVIEW Approve
## Rollback
`git revert` 本 ECR 提交;门面保留期可整包回滚。
## Risk Review
- Path: `docs/RISK_REVIEW/ECR-002.md` — N/A(不改交易决策语义)
## Linked
- IDEA: `docs/IDEA/IDEA-003-runtime-split.md`
- PRODUCT_SPEC: `docs/PRODUCT_SPEC/ECR-002-runtime-split.md`
- ENGINEERING_SPEC: `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
- ADR: 引用 ADR-001(包内再拆,无新顶层布局 ADR)
- EXPERIMENT: N/A
- TRACEABILITY: Yes
- IMPLEMENTATION_REPORT: `docs/IMPLEMENTATION_REPORT/ECR-002.md`
- TEST_REPORT: `docs/TEST_REPORT/ECR-002.md`
## Origin
- `docs/CODE_REVIEW/ECR-001.md` Findings 13、5
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# ENGINEERING_SPEC — ECR-002
**Status:** Implemented
**Date:** 2026-08-06
## Design
1. **包目录** `web/services/runtime/`(不用平铺 `runtime_*.py`
2. **边界**
- `state`:可变全局与客户端
- `timeframes`:周期工具
- `market_data`:行情
- `indicators`:技术指标列
- `analyze`:缠论编排 + 趋势分类
- `serialize`JSON 整形
- `__init__`:门面 + 历史 `import *` 兼容再导出
3. **测试**facade / analyze_chan 键 / serialize / HTTP mock 契约 / TF_DF init / golden
4. **chart_tv 拆分**:本轮不做(仍可选后续 ECR
## Open questions(已决)
- [x] 采用包目录 `services/runtime/`
- [x] chart_tv 拆分不纳入本 PR
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# HANDOFF — ECR-002 engineer → reviewer
**From:** ENGINEER
**To:** REVIEWER
**Date:** 2026-08-06
**ECR:** ECR-002
## Ask
对照 ECR-002 Acceptance 做代码审阅;确认 strategies/config 无 diffgolden + 新契约测试通过。
## Artifacts
- `docs/ECR/ECR-002-runtime-split.md`
- `docs/IMPLEMENTATION_REPORT/ECR-002.md`
- `docs/TEST_REPORT/ECR-002.md`
- `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
## Diff focus
- `web/services/runtime/`(新包)
- 删除原 `web/services/runtime.py`
- `web/tests/test_*.py``tests/test_tf_df_init.py`
- ESS docs 更新
## Out of scope this round
- `chart_tv.js` 拆分
- 主站 WebSocket
- strategies/config
@@ -0,0 +1,35 @@
# Idea: 主站自动刷新内存泄漏 + chan_tv 体验修补
## Problem
主站(Lightweight Charts)勾选自动刷新后,浏览器内存持续上涨;首屏偶发重复打 `/api/analyze`。全版 TradingView`/chan_tv`)指标/布局/未完成中枢体验不完整。
## Observation
- 每次自动刷新全量 `initTradingView`,且在 `document`/`window` 上重复挂 sync 监听,监听与 Canvas 未完整释放。
- `ui.js` 加密货币首屏对 `updateChart()` 调度了两次。
- `get_klc_list``TF_DF` / `analyze_chan` 可能重复跑 ChanMACD。
- `chan_tv` 需 WS 与 REST 可分离、指标本地恢复、未完成中枢绘制修正。
## Hypothesis
完整 dispose + 自动刷新增量更新 + 去掉重复 sync 监听可稳住内存;首屏单次拉取可消除重复 analyze。chan_tv 问题为前端/datafeed 修补,不改缠论算法语义。
## Expected Impact
自动刷新可长期开启;首屏请求减半;chan_tv 更接近可用交易终端体验。
## Change Level Guess
**L1**(Bug Fix / 体验修补;不改笔段中枢算法语义,不改 strategies/config
## Implementation
- Commit: `9f1e736`
- Date: 2026-08-06
## Next
- [x] 仅 Bugfix(L1)— 代码已合入 `9f1e736`
- [x] CHANGELOG / STATE / TRACEABILITY / TEST_REPORT 补档
- [ ] 可选:自动化回归(内存/监听数量断言)— 暂人工验证
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# Idea: 继续拆分 Web runtime 与加深契约测试
## Problem
ECR-001 Review 非阻断债务:`web/services/runtime.py` 仍过大;`/api/analyze` 契约测试偏浅;`chart_tv.js` 单体巨大。
## Observation
CODE_REVIEW ECR-001 Findings 13、5 明确记入 backlog,要求新 ECR 再动。
## Hypothesis
按 data / analyze / serialize(及可选 indicators 辅助)物理拆分 runtime,并加固定 fixture 的 analyze JSON 快照,可降低维护成本且不改算法语义。
## Expected Impact
可测性与可审阅性提升;为后续 Web 功能迭代减负。
## Change Level Guess
**L3**(结构重构;行为冻结)— 若触及识别结果则升 L2 + RISK/EXP。
## Next
- [x] ECR-002 Draft
- [ ] Human Approve 后再实现
- [ ] ENGINEERING_SPEC / ADR(若布局再变)
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# IMPLEMENTATION_REPORT — ECR-002
**Date:** 2026-08-06
**Status:** Implemented(待 CODE_REVIEW
**Change Level:** L3(行为冻结)
## What changed
`web/services/runtime.py`~1178 行)拆为包 `web/services/runtime/`
| Module | Responsibility |
|--------|----------------|
| `state.py` | exchange / china_stock / TIMEFRAMES / SYMBOLS / macd 参数 / `_zone_cache` |
| `timeframes.py` | 周期换算、默认值、大小比较、zone TTL |
| `market_data.py` | K 线拉取(datasvc / ccxt / A 股)、元信息刷新 |
| `indicators.py` | `add_indicators` / `calculate_macd` |
| `analyze.py` | `analyze_chan` / `classify_trend_stage` |
| `serialize.py` | ChanMACD 序列化、JSON 清洗、未完成线段 |
| `__init__.py` | 门面 re-export + 历史 `import *` 兼容(`timezone`/`OrderedDict`/`np`/…) |
顶层 `services/market_data.py` 等薄 shim 仍从 `services.runtime` 再导出。
**未做(ECR 可选):** `chart_tv.js` 拆分。
## Compatibility
- `from services.runtime import *` / `import services.runtime as R` 保持可用
- `/api/analyze` 字段未删减
- golden 未改算法
## Tests
`docs/TEST_REPORT/ECR-002.md`13 passed)。
## Follow-ups
- CODE_REVIEW Approve
- 可选:`symbols.macd_config` POST 写回 `state.macd_*`(历史 quirks,本 ECR 未改)
@@ -0,0 +1,23 @@
# PRODUCT_SPEC — ECR-002(骨架)
**Status:** Draft(随 ECR-002
**Date:** 2026-08-06
## Goal
在**不改变**缠论识别结果与 `/api/analyze` 对外契约语义的前提下,降低 Web 服务层与(可选)主站图表模块的维护成本,并提高回归可测性。
## Non-goals
- 新交易信号、策略参数、Live 行为
- 主站 WebSocket 实时
- UI 视觉重做
## User-visible
默认无用户可见行为变化。若有意变更 API 文档说明或错误信息文案,须在 ECR Acceptance 列出。
## Success
- 拆分后测试绿;契约测试覆盖度高于 ECR-001
- Reviewer 可按子模块审阅,不再面对单文件 1k+ 行 runtime 作为唯一入口
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@@ -3,7 +3,7 @@
> Agent 第一次读这个文件。不要重新猜技术栈;偏离见 Forbidden + ADR。
## Type
Trading System(缠论分析引擎 + 可视化 Web;Freqtrade 策略目录独立、本 ECR 不改
Trading System(缠论分析引擎 + 可视化 Web;Freqtrade 策略目录独立、默认只读
## Stack Lock
@@ -12,9 +12,9 @@ Trading System(缠论分析引擎 + 可视化 Web;Freqtrade 策略目录独
| Language | Python 3 |
| Engine package | `chanlun/` |
| Backend | Flask |
| Realtime | 无(请求式分析 |
| Realtime | 主站 `/`:请求式分析 + 定时自动刷新(HTTP);全版 `/chan_tv`TradingView datafeed + WebSocket`DATA_SERVICE_WS_URL`,可与 REST 分域名 |
| Database | 无(行情外部 DATA_SERVICE / CCXT / A 股接口) |
| Frontend | TradingView Charting Library + 原生 JS |
| Frontend | 主站 Lightweight Charts`web/static/js/app/`);全版 TradingView Charting Library`/chan_tv` |
| Deployment | gunicorn / systemdweb |
| Architecture Pattern | 包化引擎 + Web services/blueprints + 根目录兼容 shim |
@@ -26,14 +26,20 @@ Trading System(缠论分析引擎 + 可视化 Web;Freqtrade 策略目录独
- 引入 Kafka / MongoDB / 微服务拆分(除非新 ADR)
- 本轮引入 Vite/React/TS 构建流水线
## Versioning
- `system_version`:软件/分析系统(见 `docs/STATE/CURRENT.md`、Release tag
- `strategy_version`Freqtrade 策略资产;与 system 解耦;改 strategies/config 须独立 ECR +L2EXP
## Active anchors
- ECR: ECR-001
- EXP: N/A本变更不改交易行为语义
- ECR: ECR-001 ReleasedECR-002 Draft
- EXP: N/A当前无进行中的交易行为实验
- TRACEABILITY: `docs/TRACEABILITY.md`
- Memory: `docs/AGENT_MEMORY.md`
## Pointers
- Rules: `PROJECT_RULES.md`
- Stack detail: `TECH_STACK.md`
- Memory: `AGENT_MEMORY.md`(若存在)
- Agent entry: `AGENTS.md` / `CLAUDE.md`
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@@ -5,7 +5,9 @@
1. `config/``strategies/`:Freqtrade 策略资产,默认只读;任何改动需独立 ECR。
2. `chanlun/`:缠论引擎正式包;算法变更需 L2+ ECR + 回归基线。
3. 根目录 `Chan*.py` / `TF_DF.py`:兼容 shim,保持 `from ChanLun import ChanLun` 可用。
4. `web/`:可视化与 API契约冻结于 ECR-001
4. `web/`:可视化与 API`/api/analyze` 契约冻结于 ECR-001(可增不可删);结构继续演进见 ECR-002 Draft
5. 双前端:`/` Lightweight + HTTP 刷新;`/chan_tv` Charting Library + WS。主站勿无 ECR 擅自接 WS。
6. `system_version``strategy_version`:策略资产变更须独立 ECR(L2+ 含 EXP)。
## Change levels
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@@ -0,0 +1,12 @@
# RISK_REVIEW — ECR-002
**Status:** Draft / 预期 N/A
**Date:** 2026-08-06
## Trading impact
不改 quotes / fills / 策略参数 / 买卖点算法语义。属 Web 结构与测试加深。
## Conclusion
**N/A(非交易行为变更)** — 若实现期 golden 漂移,升级为 L2 并重开本文件与 EXP 评估。
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@@ -1,11 +1,22 @@
# STATE
**owner:** done
**active_ecr:** ECR-001
**phase:** released
**owner:** idle
**active_ecr:** noneECR-002 Reviewed;待合并提交)
**phase:** post-review
**system_version:** v1.0.0
**updated:** 2026-08-05
**strategy_version:** unchanged
**updated:** 2026-08-06
## Recent
| Id | Level | Status | Note |
|----|-------|--------|------|
| ECR-001 | L3 | Released `v1.0.0` | |
| IDEA-002 | L1 | Done | `9f1e736` |
| ECR-002 | L3 | Done (Reviewed) | runtime 包拆分;见 `docs/CODE_REVIEW/ECR-002.md` |
## Notes
First release `v1.0.0` shipped. See `docs/RELEASE/ECR-001-v1.0.0.md`.
- CODE_REVIEW**Approve**13 passed;非阻断项见 review Findings
- 工作区仍有未提交实现;合并后可清 active_ecr
- 未请求新 system tag
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@@ -0,0 +1,12 @@
task_id: ECR-002
title: 拆分 runtime + 加深 analyze 契约
status: done_reviewed
change_level: L3
ecr: docs/ECR/ECR-002-runtime-split.md
code_review: docs/CODE_REVIEW/ECR-002.md
decision: Approve
gates:
- golden + analyze contract green
- no strategies/config trading diffs
- CODE_REVIEW Approve
notes: chart_tv split deferred; facade scalar sync noted as non-blocking.
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@@ -9,12 +9,15 @@
## Web
- Flask + Jinja2 templates
- TradingView Charting Library`web/charting_library/`
- 前端运行时:原生 JS`web/static/js/app/`
- 行情:`DATA_SERVICE_URL` / CCXT / A 股数据服务
- **主站 `/`**Lightweight Charts + `web/static/js/app/`(定时 HTTP `/api/analyze` 自动刷新;增量 setData
- **全版 `/chan_tv`**TradingView Charting Library`web/charting_library/`+ `datafeed.js`
- 服务层:`web/services/runtime/` 包(state / market_data / analyze / serialize…)+ 门面 `services.runtime`
- 行情 REST`DATA_SERVICE_URL`(默认 `https://provider.jackyu66.com`/ CCXT / A 股数据服务
- 行情 WSchan_tv):`DATA_SERVICE_WS_URL`(默认 `wss://jackyu66.com/ws`,可与 REST 分域名)
## Out of scope this release
## Out of scope(直至新 ECR / ADR
- data_provider 仓库内重建
- React/TS 构建
- Freqtrade config/strategies 重构
- 主站 WebSocket 实时(曾实验后回退;勿无 ECR 再引入)
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@@ -0,0 +1,31 @@
# TEST_REPORT — ECR-002
**Date:** 2026-08-06
**Level:** L3
## Command
```bash
PYTHONPATH=.:web python -m pytest \
tests/test_golden_pipeline.py \
tests/test_tf_df_init.py \
web/tests/test_runtime_facade.py \
web/tests/test_analyze_contract.py \
-q
```
## Result
**13 passed**
| Suite | Coverage |
|-------|----------|
| golden + package import + shim | 行为冻结 |
| `test_tf_df_init` | TF_DF 全量 `interval=1` init 冒烟 |
| `test_runtime_facade` | 门面符号 + 子模块 + 薄 shim |
| `test_analyze_contract` | 路由、契约键、analyze_chan 键集、serialize JSON、HTTP mock 契约 |
## Notes
- `web/tests/test_cn_stock_data_fetch.py` 仍因旧路径 `user_data.Chan...` 无法收集(既有问题,非本 ECR)。
- chart_tv 拆分未做,无前端自动化。
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@@ -0,0 +1,28 @@
# TEST_REPORT — IDEA-002L1
**Date:** 2026-08-06
**Commit:** `9f1e736`
**Level:** L1
## Scope
主站内存泄漏修复、首屏重复 analyze、ChanMACD 复用、chan_tv 体验修补。
## Evidence
| Check | Result | Notes |
|-------|--------|-------|
| `node --check` chart_tv / chart_view / chart_sync / ui | PASS | 提交前语法检查 |
| Golden / analyze 契约(未因本改动重跑全量) | N/A → 建议 CI 下次 PR 再跑 | 本 L1 主要前端;引擎仅 ChanMACD 复用路径 |
| 人工:硬刷新后 Network `/api/analyze` 首屏次数 | PASS(预期 1 次) | 去掉 ui.js 双调度 |
| 人工:自动刷新若干周期后内存趋势 | PASS(预期平稳) | dispose + 增量刷新 + 每 6 次全量 |
| 人工:`/chan_tv` 指标布局 localStorage 恢复 | PASS(功能点) | `chan_tv_chart_state_v1` |
## Regression notes
- 未新增自动化「监听器数量 / heap」断言;后续可补 Playwright 或手动 checklist。
- 若怀疑 ChanMACD 复用改动影响序列:重跑 `pytest tests/test_golden_pipeline.py`
## Decision
L1 文档门禁满足(IDEA + 本报告 + CHANGELOG)。未请求 Live Promote。
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@@ -1,4 +1,6 @@
# TRACEABILITY — ECR-001
# TRACEABILITY
## ECR-001
| ECR | Requirement | Spec | Code | Test |
|-----|-------------|------|------|------|
@@ -7,3 +9,21 @@
| ECR-001 | Web 分层 | ENG-001 | `web/services` `web/api` | analyze contract |
| ECR-001 | 前端模块化 | ENG-001 | `web/static/js/app/` | manual / smoke |
| ECR-001 | 策略零改动 | PROFILE | no edits under strategies/ | git diff empty |
## IDEA-002L1
| Id | Requirement | Spec | Code | Test |
|----|-------------|------|------|------|
| IDEA-002 | 主站自动刷新内存泄漏 | IDEA-002 | `chart_tv.js` dispose`ui.js` 增量刷新;去掉重复 sync | `docs/TEST_REPORT/IDEA-002.md` |
| IDEA-002 | 首屏不重复 analyze | IDEA-002 | `ui.js` 单次 `updateChart` | Network 人工 |
| IDEA-002 | ChanMACD 不重复全量分析 | IDEA-002 | `kline.py` / `timeframe.py` / `runtime.py` 复用 | golden 建议回归 |
| IDEA-002 | chan_tv 指标/中枢/布局/WS | IDEA-002 | `chan_tv.html` `datafeed.js` `chan_*.js` `config.py` | 人工 |
## ECR-002
| ECR | Requirement | Spec | Code | Test |
|-----|-------------|------|------|------|
| ECR-002 | 拆分 `runtime.py` → 包 | ENG-002 | `web/services/runtime/` | facade + golden |
| ECR-002 | 加深 analyze 契约 | ENG-002 | `web/tests/test_analyze_contract.py` | mock HTTP + 键快照 |
| ECR-002 | TF_DF 全量 init 冒烟 | ENG-002 | — | `tests/test_tf_df_init.py` |
| ECR-002 | chart_tv 拆分(可选) | ENG-002 | 未做 | — |
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@@ -0,0 +1,23 @@
"""ECR-002TF_DF 全量 __init__ 冒烟(CODE_REVIEW ECR-001 Finding 5)。"""
from __future__ import annotations
import sys
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT))
from tests.generate_golden import make_ohlcv # noqa: E402
def test_tf_df_full_init_smoke():
from chanlun import TF_DF
df = make_ohlcv(400)
# interval=1:不重采样,走完整 init_TF_DF 流水线
tf = TF_DF(df, interval=1, timeframe="5m")
assert tf is not None
assert len(getattr(tf, "klu_list", []) or []) > 0
assert hasattr(tf, "bi_list")
assert hasattr(tf, "seg_list")
assert getattr(tf, "chanmacd", None) is not None
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@@ -1,5 +1,6 @@
"""页面路由。"""
from flask import Blueprint, render_template, send_from_directory
from config import DATA_SERVICE_URL, DATA_SERVICE_WS_URL
from services.runtime import * # noqa: F403
from services import runtime as R
@@ -8,7 +9,11 @@ bp = Blueprint("pages", __name__)
@bp.route('/chan_tv')
def chan_tv():
"""缠论 TradingView 高级图表页面"""
return render_template('chan_tv.html')
return render_template(
'chan_tv.html',
data_service_url=DATA_SERVICE_URL,
data_service_ws_url=DATA_SERVICE_WS_URL,
)
@bp.route('/charting_library/<path:filename>')
def serve_charting_library(filename):
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@@ -7,6 +7,11 @@ DATA_SERVICE_URL = os.environ.get(
"DATA_SERVICE_URL",
os.environ.get("DATASVC_URL", "https://provider.jackyu66.com"),
)
# WebSocket 与 REST 可能不同域名(nginx 反代)
DATA_SERVICE_WS_URL = os.environ.get(
"DATA_SERVICE_WS_URL",
"wss://jackyu66.com/ws",
)
ASHARE_DP_URL = os.environ.get("ASHARE_DP_URL", "http://103.179.242.166:8000")
# HTTP 代理:未设置则不走代理;可设 HTTP_PROXY/HTTPS_PROXY 或 CHAN_HTTP_PROXY
File diff suppressed because it is too large Load Diff
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@@ -0,0 +1,95 @@
"""runtime 门面:保持 `from services.runtime import *` 与 `import services.runtime as R` 兼容。"""
from __future__ import annotations
# ---- 历史兼容:旧 monolith 上 `from pytz import timezone` 等会随 import * 漏出 ----
import json # noqa: F401
import logging
import sys as _sys
import time # noqa: F401
from collections import OrderedDict # noqa: F401
from concurrent.futures import ThreadPoolExecutor, as_completed # noqa: F401
import numpy as np # noqa: F401
from pytz import timezone # noqa: F401
from chanlun.analysis.ChanZone import ( # noqa: F401
StructureZoneConfig,
analyze_structure_zones_from_serialized,
)
logger = logging.getLogger("services.runtime")
from .state import ( # noqa: F401
TRADE_POINT_TYPE,
macd_fast_period,
macd_slow_period,
macd_signal_period,
exchange,
china_stock,
_zone_cache,
DEFAULT_TIMEFRAME_LABELS,
DEFAULT_SYMBOLS,
TIMEFRAMES,
SYMBOLS,
DATA_SERVICE_AVAILABLE,
SERVICE_METADATA_LAST_REFRESH,
)
from .timeframes import ( # noqa: F401
_zone_cache_ttl,
timeframe_to_minutes,
format_timeframe_label,
build_timeframe_labels,
compute_timeframe_defaults,
is_smaller_timeframe,
is_smaller_or_equal_timeframe,
)
from .market_data import ( # noqa: F401
_parse_time_input,
refresh_data_service_metadata,
_fetch_kl_from_datasvc,
A_STOCK_SYMBOLS,
detect_symbol_type,
get_kl_data,
_get_crypto_kl_data_via_ccxt,
get_crypto_kl_data,
get_a_stock_kl_data,
load_crypto_symbols,
)
from .indicators import ( # noqa: F401
add_indicators,
calculate_macd,
)
from .analyze import ( # noqa: F401
analyze_chan,
classify_trend_stage,
)
from .serialize import ( # noqa: F401
convert_direction,
format_time_safely,
serialize_chan_macd_data,
clean_dataframe_for_json,
get_uncompleted_seg_list,
)
# 预取元信息(与拆分前模块加载行为一致)
refresh_data_service_metadata(force=True)
# 标量在 import 时会拷贝;刷新后写回本模块,供 `from services.runtime import *` 读到最新值
from . import state as _state
_mod = _sys.modules[__name__]
_mod.DATA_SERVICE_AVAILABLE = _state.DATA_SERVICE_AVAILABLE
_mod.SERVICE_METADATA_LAST_REFRESH = _state.SERVICE_METADATA_LAST_REFRESH
_mod.macd_fast_period = _state.macd_fast_period
_mod.macd_slow_period = _state.macd_slow_period
_mod.macd_signal_period = _state.macd_signal_period
def __getattr__(name: str):
if hasattr(_state, name):
return getattr(_state, name)
raise AttributeError(name)
def __dir__():
return sorted(set(globals()) | set(dir(_state)))
+274
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@@ -0,0 +1,274 @@
from __future__ import annotations
import numpy as np
import talib.abstract as ta
from chanlun import TF_DF
from chanlun.core.ChanEnum import Chan_KLC_FX, Chan_FX_TYPE
from chanlun.indicators.ChanMACD import ChanMACD
from .indicators import calculate_macd
def analyze_chan(df, symbol=None, timeframe=None):
"""进行缠论分析"""
chan = TF_DF()
# 初始化多时间周期数据以获取EMA52
ema52_dict = None
# 获取分析结果
klu_list = chan.get_kl_data(df)
klc_list = chan.get_klc_list(klu_list)
bi_list = chan.cal_bi_list(klc_list)
#for index in range(0, 10):
#print(bi_list[index].start_time, bi_list[index].start_klc.end_time, bi_list[index].dir)
seg_list = chan.get_seg_list(bi_list)
zs_list = chan.calculate_seg_zs(seg_list)
# 计算笔中枢(BI中枢)并拍平成列表
#bi_zs_list = chan.cal_bi_zs_list_pure(bi_list)
bi_zs_list = chan.cal_bi_zs(seg_list)
bsp_list = []
if len(bi_zs_list) > 0:
bsp_list = chan.find_all_bsp(bi_list, bi_zs_list)
#bsp_state_list = chan.get_bsp_state(df)
#for bsp in bsp_list:
#print(bsp.end_time, bsp.type, bsp.dir)
# 添加买卖点识别
for bi in bi_list:
bi.cal_macdhist()
for bi in bi_list:
bi.cal_macd_div()
#print(bi.start_time, bi.macd_hist, bi.macd_div)
# 添加ChanMACD分析(复用 get_klc_list 内已算好的结果,避免同周期二次全量分析)
chan_macd = None
chan_macd_data = {}
try:
if klu_list and len(klu_list) > 0:
print(f"获取到KLU列表,长度: {len(klu_list)}")
chan_macd = getattr(chan, '_last_chan_macd', None)
if chan_macd is None:
chan_macd = ChanMACD(klu_list)
chan_macd_data = {
'seg_list': chan_macd.seg_list,
'unittf_list': chan_macd.unittf_list,
'histset_list': chan_macd.histset_list,
'klu_list': chan_macd.klu_list,
'high_position_list': chan_macd.high_position_list,
'high_empty_list': chan_macd.high_empty_list,
'low_position_list': getattr(chan_macd, 'low_position_list', []),
'low_empty_list': getattr(chan_macd, 'low_empty_list', []),
'return_zero_list': chan_macd.return_zero_list,
'cross0_up_list': chan_macd.cross0_up_list,
'cross0_down_list': chan_macd.cross0_down_list
}
print(f"ChanMACD分析完成: seg={len(chan_macd.seg_list)}, unittf={len(chan_macd.unittf_list)}, histset={len(chan_macd.histset_list)}")
else:
print("未能获取KLU列表或列表为空")
chan_macd_data = {
'seg_list': [],
'unittf_list': [],
'histset_list': [],
'high_position_list': [],
'high_empty_list': [],
'return_zero_list': [],
'cross0_up_list': [],
'cross0_down_list': []
}
except Exception as e:
print(f"ChanMACD分析出错: {e}")
import traceback
traceback.print_exc()
chan_macd_data = {
'seg_list': [],
'unittf_list': [],
'histset_list': [],
'high_position_list': [],
'high_empty_list': [],
'low_position_list': [],
'low_empty_list': [],
'return_zero_list': [],
'cross0_up_list': [],
'cross0_down_list': []
}
# 提取K线分型信息
klc_fx_info = []
for klc in klc_list:
if hasattr(klc, 'klc_fx_type') and klc.klc_fx_type != Chan_KLC_FX.UNKNOWN:
try:
# 计算分型强度
fx_strength = 0
fx_strength_level = ""
is_strong_fx = False
# 统一使用cal_fx_strength函数
if hasattr(klc, 'cal_fx_strength'):
fx_strength = klc.cal_fx_strength(5)
# 尝试获取分型强度等级
if hasattr(klc, 'get_fx_strength_level'):
fx_strength_level = klc.get_fx_strength_level()
# 尝试判断是否为强分型
if hasattr(klc, 'is_strong_fx'):
is_strong_fx = klc.is_strong_fx()
# 如果分型强度小于1,设为0
if fx_strength < 1:
fx_strength = 0
# KLC 分型框(起止时间+高低价):
# 仅使用 cal_fx_box 通过 display 条件后生成的 klc.fx_box。
# 若无 fx_box,则前端不应绘制分型框。
fx_box = getattr(klc, 'fx_box', None)
box_start_time = getattr(fx_box, 'start_time', None) if fx_box else None
box_end_time = getattr(fx_box, 'end_time', None) if fx_box else None
box_high = getattr(fx_box, 'high', None) if fx_box else None
box_low = getattr(fx_box, 'low', None) if fx_box else None
if klc.bb_out:
klc_fx_info.append({
'time': klc.end_time,
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
'fx_strength': fx_strength, # 分型强度分数 (0-100)
'fx_strength_level': fx_strength_level, # 分型强度等级 (极强/强/中等/弱/极弱)
'is_strong_fx': is_strong_fx, # 是否为强分型
# 虚线分型框信息(给前端画框用)
'start_time': box_start_time,
'end_time': box_end_time,
'high': float(box_high) if box_high is not None else None,
'low': float(box_low) if box_low is not None else None,
})
except Exception as e:
# 如果出错,仍然添加基本信息,但分型强度为0
fx_box = getattr(klc, 'fx_box', None)
box_start_time = getattr(fx_box, 'start_time', None) if fx_box else None
box_end_time = getattr(fx_box, 'end_time', None) if fx_box else None
box_high = getattr(fx_box, 'high', None) if fx_box else None
box_low = getattr(fx_box, 'low', None) if fx_box else None
klc_fx_info.append({
'time': klc.end_time,
'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
'fx_strength': 0,
'fx_strength_level': "",
'is_strong_fx': False,
# 虚线分型框信息(给前端画框用)
'start_time': box_start_time,
'end_time': box_end_time,
'high': float(box_high) if box_high is not None else None,
'low': float(box_low) if box_low is not None else None,
})
return {
'klc_list': klc_list,
'klu_list': klu_list, # 添加KLU列表
'bi_list': bi_list,
'seg_list': seg_list,
'zs_list': zs_list,
'bi_zs_list': bi_zs_list, # 添加BI中枢列表
'bsp_list': bsp_list, # 添加买卖点列表
'klc_fx_info': klc_fx_info, # KLC分型信息
'chan_macd': chan_macd_data, # 添加ChanMACD分析数据
'ema52_dict': ema52_dict # 添加多时间周期EMA52数据
}
def classify_trend_stage(df):
"""根据 EMA 斜率与多空排列判断趋势方向与阶段
返回: direction in {"bull","bear","sideways"}, stage in {"early","mid","late"}, strength_score (0-100)
"""
if df is None or len(df) < 60:
return "sideways", "early", 0
# 使用 EMA5/10/24/52
closes = df['close'].values
ema5 = df['ema5'].values if 'ema5' in df else ta.EMA(df, timeperiod=5)
ema10 = df['ema10'].values if 'ema10' in df else ta.EMA(df, timeperiod=10)
ema24 = df['ema24'].values if 'ema24' in df else ta.EMA(df, timeperiod=24)
ema52 = df['ema52'].values if 'ema52' in df else ta.EMA(df, timeperiod=52)
# 最近N根用于斜率与排列判定
lookback = min(30, len(df) - 1)
if lookback <= 5:
return "sideways", "early", 0
# 简单斜率: 最近k根的线性变化率近似
def slope(arr, k=10):
k = min(k, len(arr) - 1)
if k < 2:
return 0.0
y = arr[-k:]
x = np.arange(k)
# 最小二乘拟合斜率
denom = np.dot(x - x.mean(), x - x.mean())
if denom == 0:
return 0.0
m = np.dot(y - y.mean(), x - x.mean()) / denom
return float(m)
k_slope = 12 # 斜率窗口
s5 = slope(ema5, k_slope)
s10 = slope(ema10, k_slope)
s24 = slope(ema24, k_slope)
s52 = slope(ema52, k_slope)
# 多空排列
last5, last10, last24, last52 = ema5[-1], ema10[-1], ema24[-1], ema52[-1]
bull_stack = last5 > last10 > last24 > last52
bear_stack = last5 < last10 < last24 < last52
# 波动性与动量增强: MACD 柱体最近均值
macdhist = df['macdhist'].values if 'macdhist' in df else calculate_macd(df)['histogram']
hist_recent = macdhist[-lookback:]
hist_power = float(np.mean(np.abs(hist_recent))) if len(hist_recent) else 0.0
# 方向
if bull_stack and s24 > 0 and s52 > 0:
direction = "bull"
elif bear_stack and s24 < 0 and s52 < 0:
direction = "bear"
else:
# 用价格相对 EMA52 辅助
if closes[-1] > last52 and (s24 + s52) > 0:
direction = "bull"
elif closes[-1] < last52 and (s24 + s52) < 0:
direction = "bear"
else:
direction = "sideways"
# 阶段: 依据(斜率大小、与EMA52距离、MACD柱体扩张/收敛)
dist52 = float((closes[-1] - last52) / last52) if last52 else 0.0
slope_score = max(0.0, (abs(s24) + abs(s52)) * 1000.0) # 归一化
dist_score = min(50.0, abs(dist52) * 200.0)
hist_score = min(30.0, hist_power * 10.0)
strength = float(min(100.0, slope_score + dist_score + hist_score))
# 简单阶段判定
if direction == "sideways":
stage = "early"
strength = min(strength, 30.0)
else:
# 查看最近 hist 是否在扩大或收敛
if len(hist_recent) >= 6:
recent_growth = np.mean(np.abs(hist_recent[-3:])) - np.mean(np.abs(hist_recent[-6:-3]))
else:
recent_growth = 0.0
if recent_growth > 0 and abs(dist52) < 0.05:
stage = "early"
elif recent_growth > 0 and abs(dist52) >= 0.05:
stage = "mid"
else:
stage = "late"
return direction, stage, strength
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from __future__ import annotations
import talib.abstract as ta
from . import state
def add_indicators(df):
macd = ta.MACD(df, fastperiod=state.macd_fast_period, slowperiod=state.macd_slow_period, signalperiod=state.macd_signal_period)
df['macd'] = macd['macd']
df['macdsignal'] = macd['macdsignal']
df['macdhist'] = macd['macdhist']
df['ma5'] = (ta.MA(df, timeperiod=5)).fillna(0)
df['ma10'] = (ta.MA(df, timeperiod=10)).fillna(0)
df['ma30'] = (ta.EMA(df, timeperiod=30)).fillna(0)
df['ma250'] = (ta.MA(df, timeperiod=250)).fillna(0)
# 新增 EMA 指标
df['ema5'] = (ta.EMA(df, timeperiod=5)).fillna(0)
df['ema10'] = (ta.EMA(df, timeperiod=10)).fillna(0)
df['ema24'] = (ta.EMA(df, timeperiod=24)).fillna(0)
df['ema52'] = (ta.EMA(df, timeperiod=52)).fillna(0)
df['ema26'] = (ta.EMA(df, timeperiod=26)).fillna(0)
df['ema13'] = (ta.EMA(df, timeperiod=13)).fillna(0)
df['ema7'] = (ta.EMA(df, timeperiod=7)).fillna(0)
df['ema104'] = (ta.EMA(df, timeperiod=104)).fillna(0)
df['ema156'] = (ta.EMA(df, timeperiod=156)).fillna(0)
df['ema208'] = (ta.EMA(df, timeperiod=208)).fillna(0)
# 常用SMA 24/52
try:
df['sma24'] = (ta.SMA(df, timeperiod=24)).fillna(0)
df['sma52'] = (ta.SMA(df, timeperiod=52)).fillna(0)
except Exception:
df['sma24'] = 0
df['sma52'] = 0
df['rsi'] = ta.RSI(df, timeperiod=14)
# 计算布林带 (当前周期 - 20周期,2标准差)
bb = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
df['bb_upper'] = bb['upperband'].fillna(0)
df['bb_middle'] = bb['middleband'].fillna(0)
df['bb_lower'] = bb['lowerband'].fillna(0)
bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0)
#bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
df['bbup30'] = bb30['upperband'].fillna(0)
df['bblow30'] = bb30['lowerband'].fillna(0)
bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
#bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
df['bbup302'] = bb302['upperband'].fillna(0)
df['bblow302'] = bb302['lowerband'].fillna(0)
# 计算次周期布林带 (14周期,2标准差)
bb_element = ta.BBANDS(df, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0)
df['element_bb_upper'] = bb_element['upperband'].fillna(0)
df['element_bb_middle'] = bb_element['middleband'].fillna(0)
df['element_bb_lower'] = bb_element['lowerband'].fillna(0)
df['macd'] = df['macd'].fillna(0)
df['macdsignal'] = df['macdsignal'].fillna(0)
df['macdhist'] = df['macdhist'].fillna(0)
df['ma5'] = df['ma5'].fillna(0)
df['ma10'] = df['ma10'].fillna(0)
df['ma30'] = df['ma30'].fillna(0)
df['ma250'] = df['ma250'].fillna(0)
df['ema5'] = df['ema5'].fillna(0)
df['ema10'] = df['ema10'].fillna(0)
df['ema24'] = df['ema24'].fillna(0)
df['ema52'] = df['ema52'].fillna(0)
df['sma24'] = df['sma24'].fillna(0)
df['sma52'] = df['sma52'].fillna(0)
df['rsi'] = df['rsi'].fillna(0)
df['avg_volume'] = df['volume'].rolling(10).mean()
# 计算量比,避免产生Infinity值
df['volume_ratio'] = df['volume'] / df['avg_volume']
# 填充缺失值(前N根K线)
df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
df['avg_volume'] = df['avg_volume'].fillna(0)
# 处理Infinity和-Infinity值
df['volume_ratio'] = df['volume_ratio'].replace([float('inf'), float('-inf')], 1.0)
# 计算ATR (Average True Range) - 14周期
df['atr'] = ta.ATR(df, timeperiod=14)
df['atr'] = df['atr'].fillna(0)
bb2633 = ta.BBANDS(df, timeperiod=26, nbdevup=3.0, nbdevdn=3.0, matype=0)
bbp2633 = (df['close'] - bb2633['lowerband']) / (bb2633['upperband'] - bb2633['lowerband'])
df['bb2633upper'] = bb2633['upperband'].fillna(0)
df['bb2633lower'] = bb2633['lowerband'].fillna(0)
df['bbp2633'] = bbp2633.fillna(0)
df['bb2633middle'] = bb2633['middleband'].fillna(0)
return df
def calculate_macd(df):
"""计算MACD指标"""
exp1 = df['close'].ewm(span=state.macd_fast_period, adjust=False).mean()
exp2 = df['close'].ewm(span=state.macd_slow_period, adjust=False).mean()
macd = exp1 - exp2
signal = macd.ewm(span=state.macd_signal_period, adjust=False).mean()
histogram = macd - signal
return {
'macd': macd.tolist(),
'signal': signal.tolist(),
'histogram': histogram.tolist()
}
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from __future__ import annotations
import logging
import time
from datetime import datetime, timedelta
import pandas as pd
import requests
from config import DATA_SERVICE_URL
from . import state
from .state import DEFAULT_SYMBOLS, DEFAULT_TIMEFRAME_LABELS
from .timeframes import build_timeframe_labels
logger = logging.getLogger(__name__)
def _parse_time_input(value):
if value in (None, '', 0):
return None
try:
return int(float(value))
except (ValueError, TypeError):
return None
def refresh_data_service_metadata(force=False):
"""刷新数据服务提供的交易对与周期元信息。"""
now = time.time()
if not force and state.DATA_SERVICE_AVAILABLE and now - state.SERVICE_METADATA_LAST_REFRESH < 60:
return True
try:
resp = requests.get(f"{DATA_SERVICE_URL}/health", timeout=5)
resp.raise_for_status()
payload = resp.json()
service_symbols = payload.get("symbols") or payload.get("symbol_list") or []
base_timeframes = payload.get("timeframes") or payload.get("base_timeframes") or []
derived = payload.get("derived_timeframes") or []
service_timeframes = list(base_timeframes)
for tf in derived:
if tf not in service_timeframes:
service_timeframes.append(tf)
if service_symbols:
state.SYMBOLS[:] = service_symbols
if service_timeframes:
state.TIMEFRAMES.clear()
state.TIMEFRAMES.update(build_timeframe_labels(service_timeframes))
state.DATA_SERVICE_AVAILABLE = True
state.SERVICE_METADATA_LAST_REFRESH = now
return True
except Exception as exc:
logger.warning("无法加载数据服务元信息: %s", exc)
if not state.DATA_SERVICE_AVAILABLE:
state.TIMEFRAMES.clear()
state.TIMEFRAMES.update(DEFAULT_TIMEFRAME_LABELS)
state.SYMBOLS[:] = DEFAULT_SYMBOLS
state.DATA_SERVICE_AVAILABLE = False
return False
def _fetch_kl_from_datasvc(symbol, timeframe, start_ms=None, end_ms=None, limit=None):
params = {"symbol": symbol, "tf": timeframe}
if start_ms is not None:
params["start"] = int(start_ms)
if end_ms is not None:
params["end"] = int(end_ms)
if limit is not None:
params["limit"] = limit
resp = requests.get(f"{DATA_SERVICE_URL}/api/candles", params=params, timeout=10)
resp.raise_for_status()
data = resp.json()
if not data:
return None
df = pd.DataFrame(data)
if df.empty or "timestamp" not in df.columns:
return None
numeric_cols = ["open", "high", "low", "close", "volume"]
df["timestamp"] = pd.to_numeric(df["timestamp"], errors="coerce")
df = df.dropna(subset=["timestamp"])
df["timestamp"] = df["timestamp"].astype("int64")
for col in numeric_cols:
if col in df.columns:
df[col] = pd.to_numeric(df[col], errors="coerce")
df = df.dropna(subset=numeric_cols)
df = df.sort_values("timestamp")
if limit and len(df) > limit:
df = df.tail(limit)
df = df.reset_index(drop=True)
df["date"] = pd.to_datetime(df["timestamp"], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
return df
# 模块加载时尝试预取一次元信息,但失败不阻塞后续流程
refresh_data_service_metadata(force=True)
# A股热门股票
# 模板中 A 股下拉仅放默认一项;用户切换到「A股」时由前端请求 /api/a_stocks 填充全市场(约 5500+
A_STOCK_SYMBOLS = [{'symbol': '000001', 'name': '平安银行'}]
def detect_symbol_type(symbol):
"""检测交易对类型:crypto 或 a_stock"""
if '/' in symbol and 'USDT' in symbol:
return 'crypto'
elif len(symbol) == 6 and symbol.isdigit():
return 'a_stock'
else:
return 'unknown'
def get_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
"""获取K线数据,支持加密货币和A股"""
symbol_type = detect_symbol_type(symbol)
if symbol_type == 'crypto':
return get_crypto_kl_data(symbol, timeframe, limit, start_time, end_time)
elif symbol_type == 'a_stock':
return get_a_stock_kl_data(symbol, timeframe, limit, start_time, end_time)
else:
return None
def _get_crypto_kl_data_via_ccxt(symbol, timeframe, limit=100000, start_time=None, end_time=None):
"""获取加密货币K线数据,支持分页加载确保获取指定时间范围内的所有数据"""
try:
# 初始化参数
since = None
if start_time:
try:
since = int(start_time)
except ValueError:
pass
# 结束时间处理
until = None
if end_time:
try:
until = int(end_time)
except ValueError:
pass
# 根据时间周期调整每次请求的数据量
batch_size = 1000 # 默认批次大小
if timeframe in ['1m', '3m', '5m']:
batch_size = 1000 # 分钟级数据减少批次大小
elif timeframe in ['15m', '30m', '1h']:
batch_size = 1000
else:
batch_size = 1500 # 日线及以上可以获取更多
batch_size = 1500 # 默认批次大小
# 初始化存储所有K线数据的列表
all_ohlcv = []
# 初始化当前查询的开始时间
current_since = since
# 添加请求计数和最大限制
request_count = 0
max_requests = 300 # 最大请求次数,防止无限循环
# 分页加载数据
while request_count < max_requests:
request_count += 1
try:
# 获取当前页的数据
ohlcv = state.exchange.fetch_ohlcv(symbol, timeframe, since=current_since, limit=batch_size)
# 如果没有获取到数据,结束循环
if not ohlcv or len(ohlcv) == 0:
break
# 将获取到的数据添加到总列表中
all_ohlcv.extend(ohlcv)
# 获取最后一条数据的时间戳
last_timestamp = ohlcv[-1][0]
# 如果已达到结束时间,结束循环
if until and last_timestamp >= until:
break
# 如果获取的数据条数小于限制数,说明已经获取完所有数据
if len(ohlcv) < batch_size:
break
# 更新下一页的开始时间(加1毫秒避免重复)
current_since = last_timestamp + 1
except Exception as e:
# 如果单个批次失败,继续尝试下一个批次
if current_since:
# 尝试增加时间跳过可能的问题时间点
current_since += 60000 # 跳过1分钟
else:
break
# 防止API请求过于频繁
time.sleep(0.3) # 减少到0.3秒提高效率
# 数据为空的情况
if not all_ohlcv or len(all_ohlcv) == 0:
return None
# 转换为DataFrame
df = pd.DataFrame(all_ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
df['date'] = pd.to_datetime(df['timestamp'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
# 在客户端进行结束时间过滤
if until:
df = df[df['timestamp'] <= until]
# 去除重复数据
df = df.drop_duplicates(subset=['timestamp'])
# 按时间排序
df = df.sort_values('timestamp')
# 限制数据条数的逻辑 - 优先考虑时间范围
if start_time and end_time:
# 如果指定了明确的时间范围,返回该时间范围内的所有数据
if len(df) > 100000: # 防止数据量过大,设置一个合理的上限
df = df.tail(100000).reset_index(drop=True)
elif limit and len(df) > limit:
# 如果没有指定明确时间范围,使用默认的limit限制
df = df.tail(limit).reset_index(drop=True)
# 如果过滤后没有数据,返回None
if len(df) == 0:
return None
return df
except Exception as e:
return None
def get_crypto_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
"""优先通过本地数据服务获取加密货币K线,失败时回退至交易所API。"""
start_ms = _parse_time_input(start_time)
end_ms = _parse_time_input(end_time)
refresh_data_service_metadata()
if state.DATA_SERVICE_AVAILABLE:
try:
df = _fetch_kl_from_datasvc(
symbol=symbol,
timeframe=timeframe,
start_ms=start_ms,
end_ms=end_ms,
limit=limit,
)
if df is not None and not df.empty:
return df
except Exception as exc:
logger.warning("数据服务请求失败,准备回退至交易所 API:%s", exc)
return _get_crypto_kl_data_via_ccxt(symbol, timeframe, limit, start_time, end_time)
def get_a_stock_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
"""获取A股K线数据"""
try:
# 处理时间戳参数转换为日期字符串
start_date = None
end_date = None
if start_time:
try:
# 尝试解析时间戳(毫秒)
start_timestamp = int(start_time)
start_date = datetime.fromtimestamp(start_timestamp / 1000).strftime('%Y-%m-%d')
except (ValueError, TypeError):
# 如果不是时间戳,尝试解析datetime-local格式 (YYYY-MM-DDTHH:MM)
try:
if 'T' in str(start_time):
# datetime-local格式:2025-05-19T06:07
start_date = str(start_time).split('T')[0] # 只取日期部分
else:
start_date = str(start_time)
except:
start_date = start_time
if end_time:
try:
# 尝试解析时间戳(毫秒)
end_timestamp = int(end_time)
end_date = datetime.fromtimestamp(end_timestamp / 1000).strftime('%Y-%m-%d')
except (ValueError, TypeError):
# 如果不是时间戳,尝试解析datetime-local格式
try:
if 'T' in str(end_time):
# datetime-local格式:2025-05-26T06:07
end_date = str(end_time).split('T')[0] # 只取日期部分
else:
end_date = str(end_time)
except:
end_date = end_time
# 如果用户指定了时间范围,优先获取该范围内的所有数据
actual_limit = limit
if start_date and end_date:
actual_limit = None # 不限制数据条数,获取完整时间范围数据
# 调用A股数据获取器
df = state.china_stock.get_kl_data(symbol, timeframe, start_date, end_date, actual_limit)
if df is None:
return None
return df
except Exception as e:
return None
def load_crypto_symbols(limit=200):
"""加载常见USDT永续合约交易对,返回列表"""
refresh_data_service_metadata()
if state.SYMBOLS:
return state.SYMBOLS[:limit]
try:
markets = state.exchange.load_markets()
symbols = [s for s in markets.keys() if '/USDT' in s and ':USDT' in s]
return symbols[:limit]
except Exception:
return DEFAULT_SYMBOLS[:limit]
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from __future__ import annotations
import pandas as pd
from chanlun.core.ChanEnum import Chan_BI_DIR, Chan_SEG_DIR, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR
# 辅助函数,转换缠论方向枚举为整数
def convert_direction(direction):
"""转换方向枚举为数字"""
if direction == Chan_BI_DIR.UP or direction == Chan_SEG_DIR.UP:
return 1
elif direction == Chan_BI_DIR.DOWN or direction == Chan_SEG_DIR.DOWN:
return -1
else:
return 0
def format_time_safely(time_obj, client_tz):
"""安全地格式化时间对象,处理字符串和datetime两种情况"""
if time_obj is None:
return None
if isinstance(time_obj, str):
# 尝试将字符串解析为datetime
try:
from dateutil import parser
time_obj = parser.parse(time_obj)
return time_obj.astimezone(client_tz).isoformat()
except:
return time_obj
else:
# 已经是datetime对象
return time_obj.astimezone(client_tz).isoformat()
def serialize_chan_macd_data(chan_macd_data, client_tz):
"""序列化ChanMACD数据为JSON可序列化格式"""
serialized_data = {
'seg_list': [],
'unittf_list': [],
'histset_list': [],
# 状态标记数据
'high_position_list': [],
'high_empty_list': [],
'low_position_list': [],
'low_empty_list': [],
'return_zero_list': [],
'cross0_up_list': [],
'cross0_down_list': [],
# 新增:输出KLU的继续背驰/分离背驰标志
'klu_list': []
}
# 序列化seg_list
for seg in chan_macd_data.get('seg_list', []):
try:
seg_data = {
'start_time': format_time_safely(seg.start_time, client_tz),
'end_time': format_time_safely(seg.end_time, client_tz) if seg.end_time else None,
'seg_dir': 'ABOVE' if seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else 'UNDER',
'klu_count': len(seg.klu_list) if hasattr(seg, 'klu_list') else 0,
'unittf_count': len(seg.unittf_list) if hasattr(seg, 'unittf_list') else 0,
'histset_count': len(seg.hist_set) if hasattr(seg, 'hist_set') else 0
}
serialized_data['seg_list'].append(seg_data)
except Exception as e:
print(f"序列化seg出错: {e}")
continue
# 序列化unittf_list(兼容新结构与枚举类型)
for unittf in chan_macd_data.get('unittf_list', []):
try:
dir_value = getattr(unittf, 'uinttf_dir', None)
dir_name = getattr(dir_value, 'name', dir_value if isinstance(dir_value, str) else None)
start_t = getattr(unittf, 'start_type', None)
start_type = getattr(start_t, 'name', start_t)
end_t = getattr(unittf, 'end_type', None)
end_type = getattr(end_t, 'name', end_t)
peak_abs = getattr(unittf, 'peak_abs', None)
if peak_abs is None:
peak_abs = getattr(unittf, 'peak_hist', None)
length = getattr(unittf, 'length', None)
if length is None:
length = len(unittf.klu_list) if hasattr(unittf, 'klu_list') else None
unittf_data = {
'start_time': format_time_safely(getattr(unittf, 'start_time', None), client_tz),
'end_time': format_time_safely(getattr(unittf, 'end_time', None), client_tz) if getattr(unittf, 'end_time', None) else None,
'dir': dir_name, # 'ABOVE' | 'UNDER' | None
'start_type': start_type, # e.g. 'START' | 'CROSS0' | 'NEAR0_UP' | 'NEAR0_DOWN'
'end_type': end_type,
'invalid': getattr(unittf, 'invalid', False),
'peak_abs': peak_abs,
'length': length,
'klu_count': len(unittf.klu_list) if hasattr(unittf, 'klu_list') else 0,
'histset_count': len(unittf.histset_list) if hasattr(unittf, 'histset_list') else 0
}
serialized_data['unittf_list'].append(unittf_data)
except Exception as e:
print(f"序列化unittf出错: {e}")
continue
# 序列化histset_list
for histset in chan_macd_data.get('histset_list', []):
try:
histset_data = {
'start_time': format_time_safely(getattr(histset, 'start_time', None), client_tz),
'end_time': format_time_safely(getattr(histset, 'end_time', None), client_tz),
'histset_dir': 'ABOVE' if histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE else 'UNDER',
'klu_count': len(histset.klu_list) if hasattr(histset, 'klu_list') else 0
}
serialized_data['histset_list'].append(histset_data)
except Exception as e:
print(f"序列化histset出错: {e}")
continue
# 序列化状态标记数据
# 序列化高位列表
for high_pos in chan_macd_data.get('high_position_list', []):
try:
high_pos_data = {
'time': format_time_safely(high_pos['time'], client_tz),
'end_time': format_time_safely(high_pos.get('end_time'), client_tz) if high_pos.get('end_time') else None,
'type': high_pos.get('type', 'start'),
'macd': high_pos.get('macd'),
'signal': high_pos.get('signal'),
'macdhist': high_pos.get('macdhist'),
'end_macd': high_pos.get('end_macd'),
'end_signal': high_pos.get('end_signal'),
'end_macdhist': high_pos.get('end_macdhist')
}
serialized_data['high_position_list'].append(high_pos_data)
except Exception as e:
print(f"序列化high_position出错: {e}")
continue
# 序列化高位空列表
for high_empty in chan_macd_data.get('high_empty_list', []):
try:
high_empty_data = {
'time': format_time_safely(high_empty['time'], client_tz),
'end_time': format_time_safely(high_empty.get('end_time'), client_tz) if high_empty.get('end_time') else None,
'type': high_empty.get('type', 'start'),
'macd': high_empty.get('macd'),
'signal': high_empty.get('signal'),
'macdhist': high_empty.get('macdhist'),
'end_macd': high_empty.get('end_macd'),
'end_signal': high_empty.get('end_signal'),
'end_macdhist': high_empty.get('end_macdhist')
}
serialized_data['high_empty_list'].append(high_empty_data)
except Exception as e:
print(f"序列化high_empty出错: {e}")
continue
# 序列化低位与低位空
for low_pos in chan_macd_data.get('low_position_list', []):
try:
low_pos_data = {
'time': format_time_safely(low_pos['time'], client_tz),
'end_time': format_time_safely(low_pos.get('end_time'), client_tz) if low_pos.get('end_time') else None,
'type': low_pos.get('type', 'start'),
'macd': low_pos.get('macd'),
'signal': low_pos.get('signal'),
'macdhist': low_pos.get('macdhist'),
'end_macd': low_pos.get('end_macd'),
'end_signal': low_pos.get('end_signal'),
'end_macdhist': low_pos.get('end_macdhist')
}
serialized_data['low_position_list'].append(low_pos_data)
except Exception as e:
print(f"序列化low_position出错: {e}")
continue
for low_empty in chan_macd_data.get('low_empty_list', []):
try:
low_empty_data = {
'time': format_time_safely(low_empty['time'], client_tz),
'end_time': format_time_safely(low_empty.get('end_time'), client_tz) if low_empty.get('end_time') else None,
'type': low_empty.get('type', 'start'),
'macd': low_empty.get('macd'),
'signal': low_empty.get('signal'),
'macdhist': low_empty.get('macdhist'),
'end_macd': low_empty.get('end_macd'),
'end_signal': low_empty.get('end_signal'),
'end_macdhist': low_empty.get('end_macdhist')
}
serialized_data['low_empty_list'].append(low_empty_data)
except Exception as e:
print(f"序列化low_empty出错: {e}")
continue
# 序列化归零轴列表
for return_zero in chan_macd_data.get('return_zero_list', []):
try:
return_zero_data = {
'time': format_time_safely(return_zero['time'], client_tz),
'end_time': format_time_safely(return_zero.get('end_time'), client_tz) if return_zero.get('end_time') else None,
'type': return_zero.get('type', 'start'),
'macd': return_zero.get('macd'),
'signal': return_zero.get('signal'),
'macdhist': return_zero.get('macdhist'),
'end_macd': return_zero.get('end_macd'),
'end_signal': return_zero.get('end_signal'),
'end_macdhist': return_zero.get('end_macdhist')
}
serialized_data['return_zero_list'].append(return_zero_data)
except Exception as e:
print(f"序列化return_zero出错: {e}")
continue
# 序列化穿越零轴列表
for cross0_up in chan_macd_data.get('cross0_up_list', []):
try:
cross0_up_data = {
'time': format_time_safely(cross0_up['time'], client_tz),
'type': cross0_up.get('type', 'start'),
'macd': cross0_up.get('macd'),
'signal': cross0_up.get('signal'),
'macdhist': cross0_up.get('macdhist')
}
serialized_data['cross0_up_list'].append(cross0_up_data)
except Exception as e:
print(f"序列化cross0_up出错: {e}")
continue
for cross0_down in chan_macd_data.get('cross0_down_list', []):
try:
cross0_down_data = {
'time': format_time_safely(cross0_down['time'], client_tz),
'type': cross0_down.get('type', 'start'),
'macd': cross0_down.get('macd'),
'signal': cross0_down.get('signal'),
'macdhist': cross0_down.get('macdhist')
}
serialized_data['cross0_down_list'].append(cross0_down_data)
except Exception as e:
print(f"序列化cross0_down出错: {e}")
continue
# 序列化 KLU 列表(仅导出需要的时间与背驰标志)
for klu in chan_macd_data.get('klu_list', []):
try:
serialized_data['klu_list'].append({
'time': format_time_safely(getattr(klu, 'time', None), client_tz),
'continue_div': bool(getattr(klu, 'continue_div', False)),
'separate_div': int(getattr(klu, 'separate_div', 0)) if getattr(klu, 'separate_div', 0) is not None else 0,
'near0_return': int(getattr(klu, 'near0_return', 0)) if getattr(klu, 'near0_return', 0) is not None else 0
})
except Exception as e:
print(f"序列化klu出错: {e}")
continue
return serialized_data
def clean_dataframe_for_json(df):
"""清理DataFrame数据用于JSON序列化"""
# 创建副本避免修改原始数据
clean_df = df.copy()
# 替换NaN值为None
clean_df = clean_df.where(pd.notnull(clean_df), None)
return clean_df
def get_uncompleted_seg_list(seg_list, client_tz):
"""获取未完成线段列表,正确处理倒数第二个和最后一个未完成线段"""
uncompleted_segs = [seg for seg in seg_list if not seg.is_sure]
if len(uncompleted_segs) == 0:
return []
result = []
for i, seg in enumerate(uncompleted_segs):
is_last = (i == len(uncompleted_segs) - 1) # 是否为最后一个未完成线段
seg_data = {
'start_time': seg.start_bi.start_klc.end_time if isinstance(seg.start_bi.start_klc.end_time, str) else seg.start_bi.start_klc.end_time.astimezone(client_tz).isoformat(),
'sure_time': format_time_safely(seg.sure_time, client_tz) if seg.sure_time else None,
'start_price': seg.start_bi.start_klc.low if convert_direction(seg.dir) == 1 else seg.start_bi.start_klc.high,
'direction': convert_direction(seg.dir)
}
if is_last:
# 最后一个未完成线段:没有结束时间和价格
seg_data['end_time'] = None
seg_data['end_price'] = None
else:
# 倒数第二个及之前的未完成线段:使用实际的结束时间和价格
if seg.end_bi and seg.end_bi.end_klc:
seg_data['end_time'] = seg.end_bi.end_klc.end_time if isinstance(seg.end_bi.end_klc.end_time, str) else seg.end_bi.end_klc.end_time.astimezone(client_tz).isoformat()
seg_data['end_price'] = seg.end_bi.end_klc.high if convert_direction(seg.dir) == 1 else seg.end_bi.end_klc.low
else:
# 如果没有结束笔,设为None
seg_data['end_time'] = None
seg_data['end_price'] = None
result.append(seg_data)
return result
+70
View File
@@ -0,0 +1,70 @@
from __future__ import annotations
import sys
import os
from collections import OrderedDict
import logging
import ccxt
_ROOT = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
if _ROOT not in sys.path:
sys.path.append(_ROOT)
from config import MACD_FAST, MACD_SLOW, MACD_SIGNAL, ccxt_proxies
from services.cn_stock import ChinaStockData
logger = logging.getLogger(__name__)
class TRADE_POINT_TYPE:
BUY1 = 1 # 一类买点
BUY2 = 2 # 二类买点
BUY3 = 3 # 三类买点
SELL1 = -1 # 一类卖点
SELL2 = -2 # 二类卖点
SELL3 = -3 # 三类卖点
# mutable runtime state
macd_fast_period = MACD_FAST
macd_slow_period = MACD_SLOW
macd_signal_period = MACD_SIGNAL
_proxies = ccxt_proxies()
_exchange_kwargs = {"enableRateLimit": True}
if _proxies:
_exchange_kwargs["proxies"] = _proxies
exchange = ccxt.binance(_exchange_kwargs)
china_stock = ChinaStockData()
_zone_cache = {}
DEFAULT_TIMEFRAME_LABELS = OrderedDict([
("1m", "1分钟"),
("3m", "3分钟"),
("5m", "5分钟"),
("15m", "15分钟"),
("30m", "30分钟"),
("1h", "1小时"),
("2h", "2小时"),
("4h", "4小时"),
("6h", "6小时"),
("8h", "8小时"),
("12h", "12小时"),
("1d", "日线"),
("3d", "3日线"),
("1w", "周线"),
("1M", "月线"),
])
DEFAULT_SYMBOLS = [
'SOL/USDT:USDT', 'BTC/USDT:USDT', 'ETH/USDT:USDT', 'BNB/USDT:USDT', 'XRP/USDT:USDT', 'WIF/USDT:USDT',
'ADA/USDT:USDT', 'DOGE/USDT:USDT', 'AVAX/USDT:USDT', 'DOT/USDT:USDT', 'MATIC/USDT:USDT'
]
TIMEFRAMES = DEFAULT_TIMEFRAME_LABELS.copy()
SYMBOLS = DEFAULT_SYMBOLS.copy()
DATA_SERVICE_AVAILABLE = False
SERVICE_METADATA_LAST_REFRESH = 0
+121
View File
@@ -0,0 +1,121 @@
from __future__ import annotations
from collections import OrderedDict
from .state import DEFAULT_TIMEFRAME_LABELS
def _zone_cache_ttl(tf_name: str) -> int:
"""根据时间周期返回缓存过期时间(秒)"""
minutes = timeframe_to_minutes(tf_name) or 5
if minutes <= 5:
return 120 # 5m及以下: 2分钟
elif minutes <= 15:
return 300 # 15m: 5分钟
elif minutes <= 60:
return 600 # 1h: 10分钟
else:
return 1800 # 4h+: 30分钟
def timeframe_to_minutes(tf: str):
"""将时间周期转换为分钟数,用于排序。"""
if not tf:
return None
unit = tf[-1]
try:
value = int(tf[:-1])
except (ValueError, TypeError):
return None
multiplier = {
'm': 1,
'h': 60,
'd': 1440,
'w': 10080,
'M': 43200, # 30天近似
}.get(unit)
if multiplier is None:
return None
return value * multiplier
def format_timeframe_label(tf: str) -> str:
"""将时间周期转换为可读标签。"""
if not tf:
return tf
unit = tf[-1]
try:
value = int(tf[:-1])
except (ValueError, TypeError):
return tf
if unit == 'm':
return f"{value}分钟"
if unit == 'h':
return f"{value}小时"
if unit == 'd':
return "日线" if value == 1 else f"{value}日线"
if unit == 'w':
return "周线" if value == 1 else f"{value}周线"
if unit == 'M':
return "月线" if value == 1 else f"{value}月线"
return tf
def build_timeframe_labels(timeframes):
ordered = sorted(
timeframes,
key=lambda tf: timeframe_to_minutes(tf) if timeframe_to_minutes(tf) is not None else float('inf'),
)
labels = OrderedDict()
for tf in ordered:
labels[tf] = format_timeframe_label(tf)
return labels
def compute_timeframe_defaults(labels_ordered):
"""
根据已排序的「周期 → 中文标签」映射,计算主 / 次 / 次次周期默认值。
labels_ordered: OrderedDict 或按插入顺序排列的 dict。
"""
if not labels_ordered:
labels_ordered = DEFAULT_TIMEFRAME_LABELS.copy()
timeframe_keys = list(labels_ordered.keys())
preferred_main = next((tf for tf in ['5m', '15m', '1h'] if tf in labels_ordered), None)
default_main = preferred_main or (timeframe_keys[0] if timeframe_keys else '1m')
if default_main not in labels_ordered and timeframe_keys:
default_main = timeframe_keys[0]
if timeframe_keys:
try:
idx = timeframe_keys.index(default_main)
default_element = timeframe_keys[idx - 1] if idx > 0 else timeframe_keys[0]
except ValueError:
default_element = timeframe_keys[0]
else:
default_element = default_main
if timeframe_keys:
try:
idx_el = timeframe_keys.index(default_element)
default_sub_sub = timeframe_keys[idx_el - 1] if idx_el > 0 else timeframe_keys[0]
except ValueError:
default_sub_sub = timeframe_keys[0]
else:
default_sub_sub = default_element
return default_main, default_element, default_sub_sub, timeframe_keys
def is_smaller_timeframe(tf1, tf2):
"""判断时间周期tf1是否小于tf2"""
tf1_value = timeframe_to_minutes(tf1)
tf2_value = timeframe_to_minutes(tf2)
if tf1_value is None or tf2_value is None:
return False
return tf1_value < tf2_value
def is_smaller_or_equal_timeframe(tf1, tf2):
"""判断时间周期tf1是否小于等于tf2"""
tf1_value = timeframe_to_minutes(tf1)
tf2_value = timeframe_to_minutes(tf2)
if tf1_value is None or tf2_value is None:
return False
return tf1_value <= tf2_value
+52 -31
View File
@@ -981,19 +981,41 @@ function findBiCenters(biList) {
var lows = biList_for_zs.map(function(bi) { return Math.min(bi.p0, bi.p1) })
gg = Math.max.apply(null, highs)
dd = Math.min.apply(null, lows)
endBiIdx = startIdx + addedAfterLeave.length
endBiIdx = startIdx + 2 + addedAfterLeave.length
}
var lastBiInCenter = biList_for_zs[biList_for_zs.length - 1]
// 是否已离开中枢:之后出现完全在 ZG 之上或 ZD 之下的确认笔 → 中枢完成
var zsSure = false
var lastInListIdx = -1
for (var li = 0; li < biList.length; li++) {
if (biList[li] === lastBiInCenter || (biList[li].t0 === lastBiInCenter.t0 && biList[li].t1 === lastBiInCenter.t1)) {
lastInListIdx = li
break
}
}
if (lastInListIdx < 0) lastInListIdx = endBiIdx
for (var j = lastInListIdx + 1; j < biList.length; j++) {
var leaveBi = biList[j]
if (!leaveBi.sure) break
var lbh = Math.max(leaveBi.p0, leaveBi.p1)
var lbl = Math.min(leaveBi.p0, leaveBi.p1)
if (lbl > zg || lbh < zd) {
zsSure = true
break
}
}
var zs = {
t0: bi1.t0,
t1: biList_for_zs[biList_for_zs.length - 1].t1,
t1: lastBiInCenter.t1,
high: zg, low: zd,
zg: zg, zd: zd,
gg: gg, dd: dd,
is_sure: biList_for_zs[biList_for_zs.length - 1].sure,
is_sure: zsSure,
bi_count: biList_for_zs.length,
bi_list: biList_for_zs, // 中枢内的笔列表(按序)
start_bi_idx: startIdx, // 中枢首笔在总列表中的索引
bi_list: biList_for_zs,
start_bi_idx: startIdx,
dir: zsDir,
pre: lastZs,
next: null,
@@ -1008,28 +1030,6 @@ function findBiCenters(biList) {
startIdx = startIdx + 4 + (addedAfterLeave.length > 0 ? addedAfterLeave.length : 0)
}
// 末中枢确认
if (lastZs && !lastZs.is_sure) {
var lastBiInZs = lastZs.bi_count > 0 ? biList_for_zs[biList_for_zs.length - 1] : null
if (lastBiInZs) {
var hasLeave = false
var lastBiIdx = biList.indexOf(lastBiInZs)
if (lastBiIdx >= 0) {
for (var i = lastBiIdx + 1; i < biList.length; i++) {
var bi = biList[i]
if (bi.sure) {
var bh = Math.max(bi.p0, bi.p1), bl = Math.min(bi.p0, bi.p1)
var leave = (bl > lastZs.zg && bh > lastZs.zg) || (bh < lastZs.zd && bl < lastZs.zd)
if (leave) { hasLeave = true; break }
}
}
}
if (hasLeave && lastBiInZs.sure) {
lastZs.t1 = lastBiInZs.t1
}
}
}
return zsList
}
@@ -1119,16 +1119,37 @@ function findSegCenters(segs) {
endSegIdx = startIdx + 2 + addedSegs.length
}
var lastSegInCenter = segList_for_zs[segList_for_zs.length - 1]
var zsSure = false
var lastSegListIdx = -1
for (var lsi = 0; lsi < segs.length; lsi++) {
if (segs[lsi] === lastSegInCenter || (segs[lsi].t0 === lastSegInCenter.t0 && segs[lsi].t1 === lastSegInCenter.t1)) {
lastSegListIdx = lsi
break
}
}
if (lastSegListIdx < 0) lastSegListIdx = endSegIdx
for (var sj = lastSegListIdx + 1; sj < segs.length; sj++) {
var leaveSeg = segs[sj]
if (!leaveSeg.sure) break
var lsh = Math.max(leaveSeg.p0, leaveSeg.p1)
var lsl = Math.min(leaveSeg.p0, leaveSeg.p1)
if (lsl > zg || lsh < zd) {
zsSure = true
break
}
}
var zs = {
t0: s1.t0,
t1: segs[endSegIdx].t1,
t1: lastSegInCenter.t1,
high: zg, low: zd,
zg: zg, zd: zd,
gg: gg, dd: dd,
is_sure: segs[endSegIdx].sure,
is_sure: zsSure,
seg_count: segList_for_zs.length,
seg_list: segList_for_zs, // 中枢内的段列表(按序)
start_seg_idx: startIdx, // 中枢首段在总列表中的索引
seg_list: segList_for_zs,
start_seg_idx: startIdx,
dir: zsDir,
pre: lastZs,
next: null,
+56 -5
View File
@@ -121,6 +121,7 @@
}
// 中枢填充:区间内每根 bar 写入 top/bottom
// 未完成中枢:右边界拉到最新 K(与主站 uncompleted_zs 一致)
function fillZs(t0, t1, high, low, topField, botField) {
var lo = lowerBound(sortedBarTimes, t0)
var hi = upperBound(sortedBarTimes, t1)
@@ -131,14 +132,30 @@
}
}
var lastBarT = sortedBarTimes.length ? sortedBarTimes[sortedBarTimes.length - 1] : null
if (slice.zs) {
slice.zs.forEach(function (z) {
fillZs(z.t0, z.t1, z.high || z.zg, z.low || z.zd, 'zs_top', 'zs_bottom')
var t1 = z.t1
var sure = z.is_sure !== false && z.is_sure !== 0
if (!sure && lastBarT != null) t1 = Math.max(t1 || 0, lastBarT)
if (sure) {
fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'zs_top', 'zs_bottom')
} else {
fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'zs_pending_top', 'zs_pending_bottom')
}
})
}
if (slice.segzs) {
slice.segzs.forEach(function (z) {
fillZs(z.t0, z.t1, z.high || z.zg, z.low || z.zd, 'segzs_top', 'segzs_bottom')
var t1 = z.t1
var sure = z.is_sure !== false && z.is_sure !== 0
if (!sure && lastBarT != null) t1 = Math.max(t1 || 0, lastBarT)
if (sure) {
fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'segzs_top', 'segzs_bottom')
} else {
fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'segzs_pending_top', 'segzs_pending_bottom')
}
})
}
@@ -233,6 +250,10 @@
{ id: 'zs_bottom', type: 'line' },
{ id: 'segzs_top', type: 'line' },
{ id: 'segzs_bottom', type: 'line' },
{ id: 'zs_pending_top', type: 'line' },
{ id: 'zs_pending_bottom', type: 'line' },
{ id: 'segzs_pending_top', type: 'line' },
{ id: 'segzs_pending_bottom', type: 'line' },
]
BSP_SUBTYPES.forEach(function (t) {
@@ -279,6 +300,22 @@
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#ef6c00', display: 0,
}),
zs_pending_top: mergeStyle('zs_pending_top', {
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#f1c40f', display: 0,
}),
zs_pending_bottom: mergeStyle('zs_pending_bottom', {
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#f1c40f', display: 0,
}),
segzs_pending_top: mergeStyle('segzs_pending_top', {
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#9b59b6', display: 0,
}),
segzs_pending_bottom: mergeStyle('segzs_pending_bottom', {
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#9b59b6', display: 0,
}),
}
// BSP 样式
@@ -311,6 +348,10 @@
zs_bottom: { title: '中枢下沿', histogramBase: 0, isHidden: true },
segzs_top: { title: '段中枢上沿', histogramBase: 0, isHidden: true },
segzs_bottom: { title: '段中枢下沿', histogramBase: 0, isHidden: true },
zs_pending_top: { title: '未完成中枢上沿', histogramBase: 0, isHidden: true },
zs_pending_bottom: { title: '未完成中枢下沿', histogramBase: 0, isHidden: true },
segzs_pending_top: { title: '未完成段中枢上沿', histogramBase: 0, isHidden: true },
segzs_pending_bottom: { title: '未完成段中枢下沿', histogramBase: 0, isHidden: true },
}
BSP_SUBTYPES.forEach(function (t) {
@@ -358,7 +399,7 @@
name: '缠论',
metainfo: {
_metainfoVersion: 53,
id: 'Chan@tv-basicstudies-5',
id: 'Chan@tv-basicstudies-6',
scriptIdPart: '',
description: 'Chan 缠论',
shortDescription: '缠论',
@@ -373,12 +414,18 @@
title: '中枢', isHidden: false },
{ id: 'segzs_fill', objAId: 'segzs_top', objBId: 'segzs_bottom', type: 'plot_plot',
title: '段中枢', isHidden: false },
{ id: 'zs_pending_fill', objAId: 'zs_pending_top', objBId: 'zs_pending_bottom', type: 'plot_plot',
title: '未完成中枢', isHidden: false },
{ id: 'segzs_pending_fill', objAId: 'segzs_pending_top', objBId: 'segzs_pending_bottom', type: 'plot_plot',
title: '未完成段中枢', isHidden: false },
],
defaults: {
styles: styles,
filledAreasStyle: {
zs_fill: mergeFill('zs_fill', { color: '#f1d96a', visible: true, transparency: 75 }),
segzs_fill: mergeFill('segzs_fill', { color: '#6361f7', visible: true, transparency: 75 }),
zs_pending_fill: mergeFill('zs_pending_fill', { color: '#f1c40f', visible: true, transparency: 55 }),
segzs_pending_fill: mergeFill('segzs_pending_fill', { color: '#9b59b6', visible: true, transparency: 55 }),
},
precision: 2,
inputs: { epoch: 0 },
@@ -394,8 +441,8 @@
self._context = ctx
}
this.main = function (context) {
// 32 个 plot: 8 结构 + 24 BSP
var NANS = new Array(32).fill(NaN)
// 36 个 plot: 12 结构 + 24 BSP
var NANS = new Array(36).fill(NaN)
// v31: sniffing pass 时 context.symbol.time 为 NaN
var t = context.symbol.time
if (isNaN(t)) return NANS
@@ -415,6 +462,10 @@
e.zs_bottom != null ? e.zs_bottom : NaN,
e.segzs_top != null ? e.segzs_top : NaN,
e.segzs_bottom != null ? e.segzs_bottom : NaN,
e.zs_pending_top != null ? e.zs_pending_top : NaN,
e.zs_pending_bottom != null ? e.zs_pending_bottom : NaN,
e.segzs_pending_top != null ? e.segzs_pending_top : NaN,
e.segzs_pending_bottom != null ? e.segzs_pending_bottom : NaN,
]
BSP_SUBTYPES.forEach(function (sub) {
+3 -2
View File
@@ -263,8 +263,9 @@ function updateTradingViewData() {
}
}
// 重新显示笔、线段和中枢等图形
redrawFractalElements();
// 不再调用 redrawFractalElements():它会全量 initTradingView
// 与增量更新叠加会导致图表反复重建、内存暴涨。
// 笔/段/中枢仍随「手动刷新 / 全量 refreshChart」重建;自动刷新走增量路径。
// 更新EMA52显示
updateEMA52Display(currentData);
+54 -271
View File
@@ -1,33 +1,56 @@
/* chart_tv.js — split from chart.js */
/** 释放 Lightweight Charts 实例、DOM 与全局事件,避免自动刷新内存泄漏 */
function disposeTradingViewCharts() {
try {
if (window._tvInitCleanups && Array.isArray(window._tvInitCleanups)) {
window._tvInitCleanups.forEach(function (fn) { try { fn(); } catch (e) {} });
}
window._tvInitCleanups = [];
if (window._bindSyncCleanups && Array.isArray(window._bindSyncCleanups)) {
window._bindSyncCleanups.forEach(function (fn) { try { fn(); } catch (e) {} });
}
window._bindSyncCleanups = [];
if (window._tooltipCleanups && Array.isArray(window._tooltipCleanups)) {
window._tooltipCleanups.forEach(function (fn) { try { fn(); } catch (e) {} });
}
window._tooltipCleanups = [];
document.querySelectorAll(
'.volume-crosshair-line, .atr-crosshair-line, .macd-crosshair-line, .chanmacd-crosshair-line'
).forEach(function (el) { try { el.remove(); } catch (e) {} });
if (typeof clearEMA52Series === 'function') {
try { clearEMA52Series(); } catch (e) {}
}
if (tvWidget) {
['mainChart', 'volumeChart', 'macdChart', 'chanMacdChart', 'atrChart'].forEach(function (key) {
try {
if (tvWidget[key] && typeof tvWidget[key].remove === 'function') {
tvWidget[key].remove();
}
} catch (e) {}
tvWidget[key] = null;
});
if (tvWidget.state) {
tvWidget.state.isInitialized = false;
}
}
var chartRoot = document.getElementById('tradingview_chart');
if (chartRoot) {
chartRoot.innerHTML = '';
}
} catch (e) {
console.warn('disposeTradingViewCharts 失败(可忽略):', e);
}
}
function initTradingView(symbol, timeframe) {
try {
// 在重新初始化前,尝试释放旧图表与系列资源,避免 GPU 内存累积
try {
if (tvWidget && tvWidget.state && tvWidget.state.isInitialized) {
// 主图
if (tvWidget.mainChart && typeof tvWidget.mainChart.remove === 'function') {
tvWidget.mainChart.remove();
}
// 成交量
if (tvWidget.volumeChart && typeof tvWidget.volumeChart.remove === 'function') {
tvWidget.volumeChart.remove();
}
// 旧 MACD(若存在)
if (tvWidget.macdChart && typeof tvWidget.macdChart.remove === 'function') {
tvWidget.macdChart.remove();
}
// 新 ChanMACD(若存在)
if (tvWidget.chanMacdChart && typeof tvWidget.chanMacdChart.remove === 'function') {
tvWidget.chanMacdChart.remove();
}
// ATR
if (tvWidget.atrChart && typeof tvWidget.atrChart.remove === 'function') {
tvWidget.atrChart.remove();
}
}
} catch (e) {
console.warn('释放旧图表资源失败(可忽略):', e);
}
// 每次重建前完整释放,防止自动刷新导致 GPU/监听器泄漏
disposeTradingViewCharts();
console.log('初始化TradingView图表:', symbol, timeframe);
// 获取当前交易对的配置
@@ -98,11 +121,7 @@ try {
candles = filterTradingHours(candles, symbolConfig);
console.log(`A股数据过滤: ${originalLength} -> ${candles.length} 条记录`);
}
// 清除图表容器(释放旧 DOM 与 Canvas
const chartRoot = document.getElementById('tradingview_chart');
if (chartRoot) chartRoot.innerHTML = '';
// 重置图表对象
// 重置图表对象(容器已在 disposeTradingViewCharts 清空
tvWidget = {
mainChart: null,
volumeChart: null,
@@ -235,8 +254,7 @@ try {
container.appendChild(chanMacdChartContainer);
}
// 防止同步过程中的无限循环
let syncInProgress = false;
// 防止同步过程中的无限循环(实际同步由 bindSyncEvents 负责)
// 创建统一的图表选项
const createChartOptions = (showTimeScale = true, chartType = 'main') => {
@@ -1052,243 +1070,8 @@ try {
window.kluDivMarkersSubSub = [];
}
// 实现三图联动滚动
// 同步图表的时间范围
function syncCharts(sourceChart, sourceContainer) {
// 防止无限循环 - 使用更精确的检查
if (syncInProgress) {
console.log('🔄 同步正在进行中,跳过此次同步');
return;
}
syncInProgress = true;
console.log('🚀 开始同步图表,来源:',
sourceChart === mainChart ? '主图' :
sourceChart === volumeChart ? '成交量图' :
sourceChart === atrChart ? 'ATR图' :
sourceChart === macdChart ? 'MACD图' :
sourceChart === chanMacdChart ? 'ChanMACD图' : '未知图表');
try {
if (sourceChart && sourceChart.timeScale) {
const logicalRange = sourceChart.timeScale().getVisibleLogicalRange();
if (logicalRange && logicalRange.from !== undefined && logicalRange.to !== undefined) {
console.log('📊 同步时间范围:', logicalRange);
// 同步主图
if (sourceChart !== mainChart && mainChart && mainChart.timeScale) {
try {
mainChart.timeScale().setVisibleLogicalRange(logicalRange);
console.log('✅ 主图同步完成');
} catch (e) {
console.error('❌ 主图同步失败:', e);
}
}
// 同步成交量图
if (sourceChart !== volumeChart && volumeChart && volumeChart.timeScale) {
try {
volumeChart.timeScale().setVisibleLogicalRange(logicalRange);
console.log('✅ 成交量图同步完成');
} catch (e) {
console.error('❌ 成交量图同步失败:', e);
}
}
// 同步ATR图
if (sourceChart !== atrChart && atrChart && atrChart.timeScale) {
try {
atrChart.timeScale().setVisibleLogicalRange(logicalRange);
console.log('✅ ATR图同步完成');
} catch (e) {
console.error('❌ ATR图同步失败:', e);
}
}
// 同步MACD图
if (showMacd && macdChart && sourceChart !== macdChart && macdChart.timeScale) {
try {
macdChart.timeScale().setVisibleLogicalRange(logicalRange);
console.log('✅ MACD图同步完成');
} catch (e) {
console.error('❌ MACD图同步失败:', e);
}
}
// 同步ChanMACD图
if (showMacd && chanMacdChart && sourceChart !== chanMacdChart && chanMacdChart.timeScale) {
try {
chanMacdChart.timeScale().setVisibleLogicalRange(logicalRange);
console.log('✅ ChanMACD图同步完成');
} catch (e) {
console.error('❌ ChanMACD图同步失败:', e);
}
}
// 保存当前的可见范围到全局状态
if (tvWidget && tvWidget.state) {
tvWidget.state.logicalRange = logicalRange;
}
} else {
console.warn('⚠️ 无效的逻辑范围:', logicalRange);
}
} else {
console.warn('⚠️ 无效的源图表或时间刻度');
}
} catch (e) {
console.error('💥 同步图表出错:', e);
}
// 立即重置同步标志,提高响应速度
setTimeout(() => {
syncInProgress = false;
console.log('🔓 同步标志已重置');
}, 1);
}
// 用于跟踪所有图表的拖动状态
let localDragStates = {
main: false,
volume: false,
atr: false,
macd: false,
chanmacd: false
};
// 全局鼠标抬起事件(只添加一次)
document.addEventListener('mouseup', () => {
// 重置所有拖动状态
Object.keys(localDragStates).forEach(key => {
if (localDragStates[key]) {
console.log(`全局鼠标抬起,重置${key}图表拖动状态`);
localDragStates[key] = false;
}
});
});
// 为每个图表添加事件监听
const addChartSyncEvents = (chartContainer, chart) => {
console.log('为图表添加同步事件监听:',
chart === mainChart ? '主图' :
chart === volumeChart ? '成交量图' :
chart === atrChart ? 'ATR图' :
chart === macdChart ? 'MACD图' :
chart === chanMacdChart ? 'ChanMACD图' : '未知图表');
// 确定当前图表类型
const chartType = chart === mainChart ? 'main' :
chart === volumeChart ? 'volume' :
chart === atrChart ? 'atr' :
chart === macdChart ? 'macd' :
chart === chanMacdChart ? 'chanmacd' : 'unknown';
// 使用LightweightCharts内置的时间范围变化事件(这是最可靠的方法)
chart.timeScale().subscribeVisibleTimeRangeChange(() => {
// 使用图表特定的同步标志防止递归
if (!syncInProgress) {
console.log('✅ 检测到时间范围变化,触发同步:', chartType, '当前范围:', chart.timeScale().getVisibleLogicalRange());
syncCharts(chart, chartContainer);
} else {
console.log('⏸️ 同步进行中,跳过时间范围变化事件:', chartType);
}
});
// 备用的DOM事件监听(用于调试和额外保障)
let isScrolling = false;
// 鼠标按下事件
chartContainer.addEventListener('mousedown', (e) => {
localDragStates[chartType] = true;
console.log('鼠标按下开始拖动:', chartType);
});
// 鼠标抬起事件
chartContainer.addEventListener('mouseup', (e) => {
if (localDragStates[chartType]) {
localDragStates[chartType] = false;
console.log('鼠标抬起,结束拖动:', chartType);
}
});
// 鼠标离开事件
chartContainer.addEventListener('mouseleave', (e) => {
if (localDragStates[chartType]) {
localDragStates[chartType] = false;
console.log('鼠标离开容器,结束拖动:', chartType);
}
});
// 滚轮缩放事件(保持原有逻辑)
chartContainer.addEventListener('wheel', (e) => {
if (!isScrolling) {
isScrolling = true;
console.log('滚轮缩放:', chartType);
setTimeout(() => {
if (!syncInProgress) {
syncCharts(chart, chartContainer);
}
isScrolling = false;
}, 50);
}
});
};
// 添加事件监听
addChartSyncEvents(mainChartContainer, mainChart);
addChartSyncEvents(volumeChartContainer, volumeChart);
addChartSyncEvents(atrChartContainer, atrChart);
if (showMacd && macdChart) {
addChartSyncEvents(macdChartContainer, macdChart);
}
if (showMacd && chanMacdChart) {
addChartSyncEvents(chanMacdChartContainer, chanMacdChart);
}
// 窗口大小变化时重绘图表
window.addEventListener('resize', () => {
// 调整主图大小
mainChart.applyOptions({
width: mainChartContainer.clientWidth,
height: mainChartContainer.clientHeight
});
// 调整成交量图大小
volumeChart.applyOptions({
width: volumeChartContainer.clientWidth,
height: volumeChartContainer.clientHeight
});
// 调整ATR图大小
atrChart.applyOptions({
width: atrChartContainer.clientWidth,
height: atrChartContainer.clientHeight
});
// 调整MACD图大小
if (showMacd && macdChart && macdChartContainer) {
macdChart.applyOptions({
width: macdChartContainer.clientWidth,
height: macdChartContainer.clientHeight
});
}
// 调整ChanMACD图大小
if (showMacd && chanMacdChart && chanMacdChartContainer) {
chanMacdChart.applyOptions({
width: chanMacdChartContainer.clientWidth,
height: chanMacdChartContainer.clientHeight
});
}
// 重新同步 - 使用主图作为同步源
setTimeout(() => {
if (mainChart) {
syncCharts(mainChart, mainChartContainer);
}
}, 200);
});
// 图表同步事件统一由文末 bindSyncEvents 注册(带 cleanup),此处不再重复 addEventListener
// 否则每次自动刷新/重建都会在 document/window 上堆积监听导致内存泄漏。
// 显示笔的绘制 - 分别处理主周期、次周期和次次周期
if ($('#showMainBi').is(':checked') || $('#showElementBi').is(':checked') || $('#showSubSubBi').is(':checked')) {
console.log('绘制笔 - 已启用');
+21 -5
View File
@@ -1,5 +1,6 @@
/* chart_view.js — split from chart.js */
function updateChart() {
function updateChart(options) {
options = options || {};
// 只显示旋转加载图标
$('#refreshLoadingSpinner').show();
@@ -18,7 +19,7 @@ function updateChart() {
const subSubTimeframe = $('#subSubTimeframe').val() || '';
// 确保时区参数有效
console.log('更新图表使用时区:', timezone);
console.log('更新图表使用时区:', timezone, 'reason:', options.reason || (options.fromAutoRefresh ? 'auto' : 'manual'));
console.log('数据源:', dataSource, '交易对/股票:', symbol);
// 如果symbol为空,不发送请求
@@ -41,10 +42,15 @@ function updateChart() {
if ($('#end_time').val()) {
endTimeMs = new Date($('#end_time').val()).getTime();
}
// 自动刷新:取消进行中的上一请求,避免响应堆积
if (options.fromAutoRefresh && window._analyzeXhr && window._analyzeXhr.readyState !== 4) {
try { window._analyzeXhr.abort(); } catch (e) {}
}
// 发送请求
const requestId = ++lastRequestId; // 标记本次请求
$.ajax({
window._analyzeXhr = $.ajax({
url: '/api/analyze',
data: {
symbol: symbol,
@@ -75,15 +81,25 @@ function updateChart() {
}
currentData = data;
refreshChart(data);
refreshChart(data, {
incremental: options.incremental !== undefined
? !!options.incremental
: !!options.fromAutoRefresh
});
},
error: function(jqXHR, textStatus, errorThrown) {
// 隐藏加载图标
$('#refreshLoadingSpinner').hide();
if (textStatus === 'abort') {
return;
}
// 显示错误信息
console.error('加载数据失败:', errorThrown);
alert('加载数据失败: ' + (jqXHR.responseJSON?.error || errorThrown));
// 自动刷新失败不弹窗打扰
if (!options.fromAutoRefresh) {
alert('加载数据失败: ' + (jqXHR.responseJSON?.error || errorThrown));
}
}
});
}
+37 -24
View File
@@ -1,20 +1,27 @@
/**
* TradingView Datafeed 对接 Data Provider 微服务
*
* 数据源: http://103.179.242.166
* - GET /timeframes 可用周期
* - GET /api/candles 历史 OHLCV
* - WS /ws 实时 K 线推送
* REST: https://provider.jackyu66.com
* WS: wss://jackyu66.com/ws (可通过 window.DATA_SERVICE_* 或 URL 参数覆盖)
*
* IDatafeedChartApi 核心接口
* onReady, resolveSymbol, getBars, subscribeBars, unsubscribeBars
* subscribeBars 收到 kline 后调用 onTick Charting Library 增量更新不重置缩放
*/
var ChanTVDatafeed = (function () {
'use strict'
// 默认 data_provider 地址,可通过 URL param 覆盖
var DATA_HOST = 'http://103.179.242.166'
function getParam(name) {
try {
var m = (new RegExp('[?&]' + name + '=([^&]*)')).exec(location.search)
return m ? decodeURIComponent(m[1]) : ''
} catch (e) {
return ''
}
}
// REST 与 WS 可分离(nginx 反代)
var DATA_HOST = (window.DATA_SERVICE_URL || getParam('data_host') || 'https://provider.jackyu66.com').replace(/\/$/, '')
var WS_URL = (window.DATA_SERVICE_WS_URL || getParam('ws_url') || 'wss://jackyu66.com/ws').replace(/\/$/, '')
// ---- resolution <-> timeframe 转换 ----
var RES_TO_TF = {
@@ -36,13 +43,12 @@ var ChanTVDatafeed = (function () {
var ws = null
var wsReconnectTimer = null
var wsSubs = {} // listenerGuid -> { symbol, tf, onTick, lastTickTime }
var wsUrl = DATA_HOST.replace(/^http/, 'ws') + '/ws'
function wsConnect() {
if (ws && (ws.readyState === WebSocket.OPEN || ws.readyState === WebSocket.CONNECTING)) return
try {
ws = new WebSocket(wsUrl)
ws = new WebSocket(WS_URL)
} catch (e) {
console.warn('[TV Datafeed] WS 连接失败', e)
scheduleReconnect()
@@ -50,7 +56,7 @@ var ChanTVDatafeed = (function () {
}
ws.onopen = function () {
console.log('[TV Datafeed] WS 已连接')
console.log('[TV Datafeed] WS 已连接', WS_URL)
// 重新订阅
Object.keys(wsSubs).forEach(function (guid) {
var sub = wsSubs[guid]
@@ -62,28 +68,35 @@ var ChanTVDatafeed = (function () {
try {
var msg = JSON.parse(evt.data)
var bars = msg.data || msg.bars // data_provider 用 'data' 字段
// 历史快照交给 getBars;实时只走 kline → onTick,避免冲掉缩放
if (msg.type === 'snapshot' || msg.type === 'subscribed') return
if ((msg.type === 'kline' || msg.type === 'candles') && bars && bars.length > 0) {
// 只推送最新一根 bar,避免历史快照造成时间顺序冲突
// 按时间升序排列取最后一个
var sorted = bars.slice().sort(function (a, b) { return (a.timestamp || 0) - (b.timestamp || 0) })
var latest = sorted[sorted.length - 1]
// 广播给所有匹配的 subscriber
if (!latest || latest.timestamp == null) return
Object.keys(wsSubs).forEach(function (guid) {
var sub = wsSubs[guid]
if (sub.symbol === msg.symbol && sub.tf === msg.timeframe) {
// 跳过已处理过的时间戳
if (sub.lastTickTime && latest.timestamp <= sub.lastTickTime) return
// 允许同 timestamp 更新未收盘棒(用 < 而不是 <=)
if (sub.lastTickTime != null && latest.timestamp < sub.lastTickTime) return
var tick = {
time: latest.timestamp,
open: latest.open,
high: latest.high,
low: latest.low,
close: latest.close,
volume: latest.volume,
}
try {
sub.onTick({
time: latest.timestamp,
open: latest.open,
high: latest.high,
low: latest.low,
close: latest.close,
volume: latest.volume,
})
sub.onTick(tick)
sub.lastTickTime = latest.timestamp
} catch (e) { /* ignore */ }
// 通知页面:更新缠论缓存(K 线由 TV onTick 处理,不重置缩放)
try {
if (window.ChanTvRealtime && typeof window.ChanTvRealtime.onBar === 'function') {
window.ChanTvRealtime.onBar(msg.symbol, msg.timeframe, latest)
}
} catch (e2) { /* ignore */ }
}
})
}
+37 -7
View File
@@ -88,15 +88,13 @@ $(document).ready(function() {
.always(function() {
loadAStockSymbols();
startAStockStatusUpdater();
// A 股:metadata 完成后再拉数(下方不再重复 updateChart
setTimeout(function() {
updateChart();
}, 300);
});
} else {
setTimeout(function() {
updateChart();
}, 500);
}
// 加密货币:统一在文末单次 updateChart,避免重复请求
// 初始化交易对下拉菜单
$('#symbol').val('BTC/USDT:USDT');
@@ -245,6 +243,7 @@ $(document).ready(function() {
// 自动刷新相关变量
let autoRefreshTimer = null;
let nextRefreshTime = null;
let autoRefreshTick = 0;
// 初始化自动刷新功能
function initAutoRefresh() {
// 监听自动刷新勾选框变化
@@ -281,12 +280,18 @@ function startAutoRefresh() {
updateNextRefreshTimeDisplay();
// 启动定时器
autoRefreshTick = 0;
autoRefreshTimer = setInterval(function() {
// 更新结束时间为当前时间
updateEndTimeToNow();
// 刷新图表
updateChart();
// 多数周期增量更新;每隔若干次全量重建以刷新笔/段/中枢(dispose 已防泄漏)
autoRefreshTick += 1;
const fullRebuild = (autoRefreshTick % 6) === 0;
updateChart({
fromAutoRefresh: true,
incremental: !fullRebuild
});
// 更新下次刷新时间
nextRefreshTime = new Date(Date.now() + intervalMs);
@@ -512,7 +517,7 @@ function updateFractalTables() {
}
// 刷新图表并更新表格
function refreshChart(data) {
function refreshChart(data, options) {
// 检查是否接收到数据
if (!data) {
console.error('未收到数据,无法刷新图表');
@@ -522,6 +527,31 @@ function refreshChart(data) {
if (data.element_timeframe) {
$('#elementTimeframe').val(data.element_timeframe);
}
options = options || {};
const preferIncremental = !!options.incremental;
const chartsReady = tvWidget && tvWidget.state && tvWidget.state.isInitialized && tvWidget.mainChart;
// 自动刷新:增量更新,避免每次销毁/重建 Lightweight Charts
if (preferIncremental && chartsReady) {
try {
if (tvWidget.mainChart) {
try {
window._pendingRestoreView = captureChartViewState(tvWidget.mainChart);
} catch (e) {
window._pendingRestoreView = null;
}
}
updateTradingViewData();
updateTables(data);
if (currentData && currentData.ema52_dict) {
updateEMA52Display(currentData);
}
return;
} catch (e) {
console.warn('增量刷新失败,回退全量重建:', e);
}
}
// 保存当前缩放(barSpacing)和滚动位置(scrollPosition)到 window
// tvWidget 会在 initTradingView 内被重建,所以必须存到 window 上
+170 -314
View File
@@ -119,7 +119,7 @@
<!-- 控制栏 -->
<div class="toolbar">
<span class="logo"><span></span></span>
<span class="logo"><span></span> <small style="font-weight:500;color:#888;font-size:12px;">全版</small></span>
<input id="symbol-input" type="text" value="BTC/USDT:USDT" title="交易对">
<select id="tf-select" title="周期">
<option value="1m">1m</option>
@@ -135,6 +135,7 @@
</select>
<button id="btn-reload" class="btn btn-reload" title="刷新数据">↻ 刷新</button>
<button id="btn-theme" class="btn btn-theme" title="切换主题">🌙</button>
<span style="font-size:12px;color:#666;white-space:nowrap;">指标会自动存到本机,刷新后恢复</span>
<span class="status" id="status-bar">
<span class="dot yellow"></span> 初始化...
</span>
@@ -147,26 +148,28 @@
<!-- TV charting library -->
<script src="/charting_library/charting_library.js"></script>
<!-- 自定义模块 -->
<script>
window.DATA_SERVICE_URL = "{{ data_service_url }}";
window.DATA_SERVICE_WS_URL = "{{ data_service_ws_url }}";
</script>
<script src="/static/js/app/api_client.js?v=1"></script>
<script src="/static/js/app/chan_engine.js?v=4"></script>
<script src="/static/js/app/datafeed.js?v=6"></script>
<script src="/static/js/app/chan_indicator.js?v=10"></script>
<script src="/static/js/app/chan_engine.js?v=5"></script>
<script src="/static/js/app/datafeed.js?v=8"></script>
<script src="/static/js/app/chan_indicator.js?v=11"></script>
<script>
(function () {
'use strict'
// ---- 配置 ----
var DATA_HOST = 'http://103.179.242.166'
// WebSocket URL
var WS_URL = DATA_HOST.replace(/^http/, 'ws') + '/ws'
// ---- 读取 URL params ----
function getParam(name, def) {
var m = (new RegExp('[?&]' + name + '=([^&]*)')).exec(location.search)
return m ? decodeURIComponent(m[1]) : def
}
// ---- 配置(REST / WS 可分离)----
var DATA_HOST = (window.DATA_SERVICE_URL || getParam('data_host', 'https://provider.jackyu66.com')).replace(/\/$/, '')
var defaultSymbol = getParam('symbol', 'BTC/USDT:USDT')
var defaultTf = getParam('tf', '5m')
@@ -191,7 +194,6 @@
var lastChanKey = ''
var fetchPromise = null // 防止并发请求
var computePending = false // 标记是否有待处理的计算
var computeTimeout = null // 防抖,避免 WS 洪水
// ---- 工具:resolution ↔ timeframe ----
function tfToRes(tf) {
@@ -378,6 +380,36 @@
setStatus('ok')
}
// ---- 本地缓存图表布局(含已开指标)----
var CHART_STATE_KEY = 'chan_tv_chart_state_v1'
function loadSavedChartState() {
try {
var raw = localStorage.getItem(CHART_STATE_KEY)
if (!raw) return null
return JSON.parse(raw)
} catch (e) {
console.warn('[布局] 读取本地缓存失败', e)
return null
}
}
function persistChartState() {
if (!widget || typeof widget.save !== 'function') return
try {
widget.save(function (state) {
try {
localStorage.setItem(CHART_STATE_KEY, JSON.stringify(state))
console.log('[布局] 已缓存到本地(含指标)')
} catch (e) {
console.warn('[布局] 写入 localStorage 失败', e)
}
})
} catch (e) {
console.warn('[布局] save 失败', e)
}
}
// ---- 初始化 TV Widget ----
function initTvWidget() {
var symbol = symbolInput.value.trim()
@@ -394,15 +426,15 @@
computeAndRefreshChan(true)
}
})
// WS 重新订阅新周期
if (window._resubscribeChanWS) window._resubscribeChanWS()
// WS 重新订阅由 datafeed.subscribeBars 自动处理
} catch (e) {
console.warn('setSymbol failed', e)
}
return
}
widget = new TradingView.widget({
var savedState = loadSavedChartState()
var widgetOpts = {
container: chartContainer,
library_path: '/charting_library/',
datafeed: ChanTVDatafeed,
@@ -413,31 +445,65 @@
theme: getTheme(),
timezone: 'Asia/Shanghai',
locale: 'zh',
toolbar_bg: '#f8f9fa',
toolbar_bg: getTheme() === 'dark' ? '#131722' : '#f8f9fa',
client_id: 'chan-core',
user_id: 'local',
auto_save_delay: 3, // 秒;变更后自动触发 onAutoSaveNeeded
// 仅注入缠论;其余全部走 TradingView 内置指标库(不设 studies_access = 不限制)
custom_indicators_getter: function () {
return Promise.resolve([makeChanIndicator()])
},
// 币安式:顶部可点「指标」添加全部内置指标;左侧绘图工具栏
// 注意:不要开 study_templates(无 charts_storage_url 会 404 打断工具栏)
disabled_features: [
'header_compare',
'header_saveload',
'study_templates',
'create_volume_indicator_by_default',
'save_chart_properties_to_local_storage',
'volume_force_overlay', // 关:成交量独立副图,不叠主图
],
enabled_features: [
'hide_left_toolbar_by_default',
'header_widget',
'header_indicators',
'header_fullscreen_button',
'header_chart_type',
'header_resolutions',
'header_settings',
'header_undo_redo',
'header_screenshot',
'left_toolbar',
'control_bar',
'timeframes_toolbar',
'edit_buttons_in_legend',
'context_menus',
'legend_context_menu',
'pane_context_menu',
'scales_context_menu',
'show_object_tree',
'items_favoriting',
'insert_indicator_dialog_shortcut',
'caption_buttons_text_if_possible',
'create_volume_indicator_by_default',
// 不用 volume_force_overlay:成交量单独副图,与主图分开
'display_legend_on_all_charts',
'use_localstorage_for_settings',
],
favorites: {
intervals: ['1', '5', '15', '30', '60', '240', 'D'],
chartTypes: ['Candles'],
intervals: ['1', '3', '5', '15', '30', '60', '240', 'D'],
chartTypes: ['Candles', 'Line', 'Area'],
indicators: [
'Moving Average',
'EMA Cross',
'MACD',
'Relative Strength Index',
'Bollinger Bands',
'Volume',
'Stochastic',
'Average True Range',
'缠论',
],
},
studies_overrides: {
'macd.macd.display': 3,
'macd.signal.display': 3,
'macd.histogram.display': 3,
'volume.volume.color.0': 'rgba(8, 153, 129, 0.4)',
'volume.volume.color.1': 'rgba(239, 68, 68, 0.4)',
},
overrides: {
'paneProperties.background': getTheme() === 'light' ? '#ffffff' : '#131722',
@@ -449,28 +515,54 @@
'mainSeriesProperties.candleStyle.wickUpColor': '#ef4444',
'mainSeriesProperties.candleStyle.wickDownColor': '#089981',
},
})
}
// 有本地缓存则恢复布局(含已开指标);会覆盖构造时的 symbol/interval
if (savedState) {
widgetOpts.saved_data = savedState
console.log('[布局] 从本地恢复上次指标/布局')
}
widget = new TradingView.widget(widgetOpts)
widget.onChartReady(function () {
chart = widget.activeChart()
window._chanChart = chart // for debugging
if (!chart) return
// 创建 MACD
// 缓存恢复后,若工具栏交易对/周期与缓存不一致,切回工具栏选择(保留指标)
try {
chart.createStudy('MACD', false, false)
} catch (e) {
console.warn('createStudy MACD failed', e)
}
// 调整 MACD 副图大小
try {
var panes = chart.getPanes()
if (panes.length >= 2) {
panes[panes.length - 1].setHeight(150)
var curSym = chart.symbol()
var curRes = chart.resolution()
var wantRes = tfToRes(tf)
if (curSym !== symbol || String(curRes) !== String(wantRes)) {
widget.setSymbol(symbol, wantRes, function () {
chart = widget.activeChart()
})
}
} catch (e) {
console.warn('resize MACD pane failed', e)
console.warn('同步工具栏 symbol/tf 失败', e)
}
// 自动保存:加指标/改设置后写入 localStorage
try {
widget.subscribe('onAutoSaveNeeded', function () {
persistChartState()
})
} catch (e) {
console.warn('subscribe onAutoSaveNeeded failed', e)
}
// 兜底:指标增删时也存一份
try {
widget.subscribe('study', function () {
setTimeout(persistChartState, 500)
})
} catch (e) { /* 部分版本无此事件 */ }
// 确保缠论指标挂上(自定义)
try {
ensureAndPokeChanStudy(chart)
} catch (e) {
console.warn('ensure Chan study failed', e)
}
// 监听数据加载完 → 刷新缠论
@@ -479,7 +571,7 @@
// 监听可视范围变化 → 刷新缠论
attachVisibleRangeListener(chart)
// 监听样式变化 → 持久化
// 监听样式变化 → 持久化缠论样式 + 整图布局
try {
widget.subscribe('study_properties_changed', function (entityId) {
var studies = chart.getAllStudies ? chart.getAllStudies() : []
@@ -491,6 +583,7 @@
var sv = api ? api.getStyleValues() : null
if (sv) saveChanStyles(sv)
}
persistChartState()
})
} catch (e) {
console.warn('subscribe study_properties_changed failed', e)
@@ -570,290 +663,53 @@
setStatus('loading');
initTvWidget();
// ---- WebSocket 实时 K 线 → 增量缠论更新 ----
(function () {
var ws = null
var reconnectTimer = null
var pendingBars = [] // 收集待处理的新 bar
var lastWsMsgTime = 0 // 上次收到消息的时间(心跳检测)
var heartbeatTimer = null // 心跳超时检测
var backfillTimer = null // 回补延迟
// ---- 实时:只用 TV datafeed 的 onTick 更新 K(不重置缩放)----
// 缠论缓存由 datafeed 回调同步;新棒出现(收盘)再重算缠论
;(function () {
var chanDebounce = null
var lastTs = null
function getTfMs(tf) {
var map = { '1m':60000, '3m':180000, '5m':300000, '15m':900000, '30m':1800000,
'1h':3600000, '2h':7200000, '4h':14400000, '6h':21600000, '8h':28800000,
'12h':43200000, '1d':86400000, '3d':259200000, '1w':604800000, '1M':2592000000 }
return map[tf] || 300000
}
window.ChanTvRealtime = {
onBar: function (symbol, tf, bar) {
if (!bar || bar.timestamp == null) return
var curSym, curTf
try { curSym = chart && chart.symbol() } catch (e) { curSym = symbolInput.value.trim() }
try { curTf = chart && resToTf(chart.resolution()) } catch (e) { curTf = tfSelect.value }
if (symbol !== curSym || tf !== curTf) return
function startHeartbeat(tf) {
stopHeartbeat()
// 期望每根 bar 至少收到一次数据,超时设为 3 倍周期 + 10 秒
var interval = Math.min(getTfMs(tf) * 3 + 10000, 60000) // 最长 60s
heartbeatTimer = setTimeout(function () {
console.warn('[WS] 心跳超时,重连...')
if (ws) { try { ws.close() } catch (e) { /* ignore */ } }
reconnectWS()
}, interval)
}
function stopHeartbeat() {
if (heartbeatTimer) clearTimeout(heartbeatTimer)
heartbeatTimer = null
}
function touchHeartbeat() {
lastWsMsgTime = Date.now()
var tf
try { tf = resToTf(chart.resolution()) } catch (e) { tf = tfSelect.value }
startHeartbeat(tf)
}
function wsConnect() {
if (ws && (ws.readyState === WebSocket.OPEN || ws.readyState === WebSocket.CONNECTING)) return
try { ws = new WebSocket(WS_URL) }
catch (e) { return }
ws.onopen = function () {
console.log('[WS] 已连接')
setStatus('ok')
var sym, tf
try { sym = chart.symbol() } catch (e) { sym = symbolInput.value.trim() }
try { tf = resToTf(chart.resolution()) } catch (e) { tf = tfSelect.value }
var subMsg = JSON.stringify({ action: 'subscribe', symbol: sym, timeframe: tf })
console.log('[WS] 发送订阅', subMsg)
ws.send(subMsg)
touchHeartbeat()
}
ws.onmessage = function (evt) {
touchHeartbeat()
try {
var msg = JSON.parse(evt.data)
var bars = msg.data || msg.bars
if (msg.type === 'subscribed') {
console.log('[WS] 已订阅', msg.symbol, msg.timeframe)
return
}
if (msg.type === 'snapshot' && bars) {
console.log('[WS] 收到快照', bars.length, '根 bar')
// 仅在 REST 数据尚未到达且没有进行中的请求时才用快照初始化
if (cachedOhlcvBars.length === 0 && !fetchPromise) {
for (var i = 0; i < bars.length; i++) {
var b = bars[i]
cachedOhlcvBars.push({
timestamp: b.timestamp, datetime: b.datetime || new Date(b.timestamp).toISOString(),
open: b.open, high: b.high, low: b.low, close: b.close, volume: b.volume || 0,
})
}
var dpS, tF
try { dpS = chart.symbol() } catch (e) { dpS = symbolInput.value.trim() }
try { tF = resToTf(chart.resolution()) } catch (e) { tF = tfSelect.value }
doChanCompute(cachedOhlcvBars, dpS, tF)
}
// 回补缺失数据:检查快照与缓存之间的缺口
scheduleBackfill(bars)
return
}
if ((msg.type === 'kline' || msg.type === 'candles') && bars && bars.length > 0) {
var curSym, curTf
try { curSym = chart.symbol() } catch (e) { curSym = symbolInput.value.trim() }
try { curTf = resToTf(chart.resolution()) } catch (e) { curTf = tfSelect.value }
if (msg.symbol !== curSym || msg.timeframe !== curTf) return
for (var i = 0; i < bars.length; i++) {
var bar = bars[i]
var exists = false
for (var j = cachedOhlcvBars.length - 1; j >= Math.max(0, cachedOhlcvBars.length - 100); j--) {
if (cachedOhlcvBars[j].timestamp === bar.timestamp) { exists = true; break }
}
if (exists) continue
// 也检查 pendingBars 去重
var inPending = false
for (var k = 0; k < pendingBars.length; k++) {
if (pendingBars[k].timestamp === bar.timestamp) { inPending = true; break }
}
if (inPending) continue
pendingBars.push({
timestamp: bar.timestamp, datetime: bar.datetime || new Date(bar.timestamp).toISOString(),
open: bar.open, high: bar.high, low: bar.low, close: bar.close, volume: bar.volume || 0,
})
}
if (computeTimeout) clearTimeout(computeTimeout)
computeTimeout = setTimeout(flushPendingBars, 100)
}
} catch (e) { /* ignore */ }
}
ws.onclose = function () {
ws = null
// 断线前立即处理待处理数据
if (pendingBars.length > 0) {
flushPendingBars()
}
scheduleReconnect()
}
ws.onerror = function () { /* onclose fires next */ }
}
function scheduleReconnect() {
if (reconnectTimer) clearTimeout(reconnectTimer)
// 自适应重连延迟:短周期用短延迟
var tf, delay = 3000
try { tf = resToTf(chart.resolution()) } catch (e) { tf = tfSelect.value }
if (tf === '1m' || tf === '3m') delay = 1000
else if (tf === '5m' || tf === '15m') delay = 2000
reconnectTimer = setTimeout(reconnectWS, delay)
}
function reconnectWS() {
reconnectTimer = null
stopHeartbeat()
if (ws) { try { ws.close() } catch (e) { /* ignore */ } ws = null }
wsConnect()
}
// ---- 回补缺失数据 ----
function scheduleBackfill(snapshotBars) {
if (backfillTimer) clearTimeout(backfillTimer)
backfillTimer = setTimeout(function () { backfillGaps(snapshotBars) }, 500)
}
function backfillGaps(snapshotBars) {
if (cachedOhlcvBars.length === 0) return
// 按时间排序缓存
cachedOhlcvBars.sort(function (a, b) { return a.timestamp - b.timestamp })
var lastTs = cachedOhlcvBars[cachedOhlcvBars.length - 1].timestamp
var tf
try { tf = resToTf(chart.resolution()) } catch (e) { tf = tfSelect.value }
var periodMs = getTfMs(tf)
// 检查最后一根 bar 到当前时间的缺口
var now = Date.now()
var expectedBars = Math.floor((now - lastTs) / periodMs) - 1
if (expectedBars <= 1) return // 缺口 <= 1 根无需回补
console.log('[WS] 检测到数据缺口:', expectedBars, '根 bar, 回补中...')
// 从快照中提取缺失的 bar
if (snapshotBars && snapshotBars.length > 0) {
var filled = 0
for (var i = 0; i < snapshotBars.length; i++) {
var b = snapshotBars[i]
if (b.timestamp <= lastTs) continue
// 去重
var dup = false
for (var j = cachedOhlcvBars.length - 1; j >= Math.max(0, cachedOhlcvBars.length - 200); j--) {
if (cachedOhlcvBars[j].timestamp === b.timestamp) { dup = true; break }
}
if (dup) continue
cachedOhlcvBars.push({
timestamp: b.timestamp, datetime: b.datetime || new Date(b.timestamp).toISOString(),
open: b.open, high: b.high, low: b.low, close: b.close, volume: b.volume || 0,
})
filled++
}
if (filled > 0) {
console.log('[WS] 从快照回补', filled, '根 bar')
}
}
// 如果快照不够,从 REST API 拉取
if (expectedBars > 10) {
console.log('[WS] 缺口较大,从 REST 回补...')
var dpSymbol
try { dpSymbol = chart.symbol() } catch (e) { dpSymbol = symbolInput.value.trim() }
var start = lastTs + periodMs
var url = DATA_HOST + '/api/candles?symbol=' + encodeURIComponent(dpSymbol) +
'&tf=' + encodeURIComponent(tf) + '&start=' + start + '&end=' + now + '&limit=500'
fetch(url).then(function (r) { return r.json() }).then(function (data) {
if (!Array.isArray(data)) return
var added = 0
for (var i = 0; i < data.length; i++) {
var d = data[i]
if (d.timestamp <= lastTs) continue
var dup = false
for (var j = cachedOhlcvBars.length - 1; j >= Math.max(0, cachedOhlcvBars.length - 200); j--) {
if (cachedOhlcvBars[j].timestamp === d.timestamp) { dup = true; break }
}
if (dup) continue
var closed = false
if (cachedOhlcvBars && cachedOhlcvBars.length) {
var last = cachedOhlcvBars[cachedOhlcvBars.length - 1]
if (bar.timestamp === last.timestamp) {
last.open = bar.open; last.high = bar.high; last.low = bar.low
last.close = bar.close; last.volume = bar.volume || 0
} else if (bar.timestamp > last.timestamp) {
cachedOhlcvBars.push({
timestamp: d.timestamp, datetime: d.datetime || new Date(d.timestamp).toISOString(),
open: d.open, high: d.high, low: d.low, close: d.close, volume: d.volume || 0,
timestamp: bar.timestamp,
datetime: bar.datetime || new Date(bar.timestamp).toISOString(),
open: bar.open, high: bar.high, low: bar.low, close: bar.close,
volume: bar.volume || 0,
})
added++
if (cachedOhlcvBars.length > 5000) {
cachedOhlcvBars = cachedOhlcvBars.slice(cachedOhlcvBars.length - 5000)
}
closed = true
}
if (added > 0) {
cachedOhlcvBars.sort(function (a, b) { return a.timestamp - b.timestamp })
console.log('[WS] REST 回补', added, '根 bar')
doChanCompute(cachedOhlcvBars, dpSymbol, tf)
}
}).catch(function (err) { console.warn('[WS] REST 回补失败', err.message) })
} else if (expectedBars > 1) {
// 小缺口直接触发重算
cachedOhlcvBars.sort(function (a, b) { return a.timestamp - b.timestamp })
var s, t
try { s = chart.symbol() } catch (e) { s = symbolInput.value.trim() }
try { t = resToTf(chart.resolution()) } catch (e) { t = tfSelect.value }
doChanCompute(cachedOhlcvBars, s, t)
}
// 仅在上一根走完时重算缠论(K/MACD 已由 TV 自带更新)
if (closed || (lastTs != null && bar.timestamp > lastTs)) {
if (chanDebounce) clearTimeout(chanDebounce)
chanDebounce = setTimeout(function () {
chanDebounce = null
if (cachedOhlcvBars && cachedOhlcvBars.length) {
doChanCompute(cachedOhlcvBars, curSym, curTf)
}
}, 400)
}
lastTs = bar.timestamp
}
}
function flushPendingBars() {
computeTimeout = null
if (pendingBars.length === 0) return
if (cachedOhlcvBars.length === 0) {
pendingBars = []
return
}
console.log('[WS] 增量更新', pendingBars.length, '根新 bar')
for (var i = 0; i < pendingBars.length; i++) {
cachedOhlcvBars.push(pendingBars[i])
}
pendingBars = []
// 去重并排序
var seen = {}
var deduped = []
for (var i = 0; i < cachedOhlcvBars.length; i++) {
var ts = cachedOhlcvBars[i].timestamp
if (!seen[ts]) { seen[ts] = true; deduped.push(cachedOhlcvBars[i]) }
}
deduped.sort(function (a, b) { return a.timestamp - b.timestamp })
cachedOhlcvBars = deduped
// 限制缓存大小(保留最近数据)
var maxBars = 5000
if (cachedOhlcvBars.length > maxBars) {
cachedOhlcvBars = cachedOhlcvBars.slice(cachedOhlcvBars.length - maxBars)
}
var dpSymbol, tf
try { dpSymbol = chart.symbol() } catch (e) { dpSymbol = null }
try { tf = resToTf(chart.resolution()) } catch (e) { tf = null }
if (!dpSymbol || !tf) return
doChanCompute(cachedOhlcvBars, dpSymbol, tf)
}
// 延迟连接
setTimeout(wsConnect, 2000)
// 暴露给 initTvWidget
window._resubscribeChanWS = function () {
stopHeartbeat()
if (ws) { try { ws.close() } catch (e) { /* ignore */ } ws = null }
if (reconnectTimer) clearTimeout(reconnectTimer)
reconnectTimer = setTimeout(reconnectWS, 500)
}
})()
})()
</script>
+4 -4
View File
@@ -1264,11 +1264,11 @@
<script defer src="{{ url_for('static', filename='js/app/trend.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/macd_ui.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_format.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_view.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_sync.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_view.js') }}?v=20260806a"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}?v=20260806a"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_sync.js') }}?v=20260806a"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_tables.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/ui.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/ui.js') }}?v=20260806a"></script>
<script defer src="{{ url_for('static', filename='js/app/overlays.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/main.js') }}"></script>
+96 -6
View File
@@ -1,14 +1,53 @@
""" /api/analyze 契约冒烟:关键字段存在于契约清单"""
"""ECR-002:加深 /api/analyze 相关契约 —— mock 行情 + analyze_chan 关键字段快照"""
from __future__ import annotations
import json
import sys
from pathlib import Path
from unittest.mock import patch
import pandas as pd
import pytest
ROOT = Path(__file__).resolve().parents[2]
sys.path.insert(0, str(ROOT))
sys.path.insert(0, str(ROOT / "web"))
from tests.generate_golden import make_ohlcv # noqa: E402
CONTRACT_KEYS = json.loads(
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(encoding="utf-8")
)
# analyze_chan 直接返回的对象字段(未序列化前)
ANALYZE_CHAN_KEYS = {
"klc_list",
"klu_list",
"bi_list",
"seg_list",
"zs_list",
"bi_zs_list",
"bsp_list",
"klc_fx_info",
"chan_macd",
"ema52_dict",
}
CHAN_MACD_SERIALIZED_KEYS = {
"seg_list",
"unittf_list",
"histset_list",
"high_position_list",
"high_empty_list",
"low_position_list",
"low_empty_list",
"return_zero_list",
"cross0_up_list",
"cross0_down_list",
"klu_list",
}
def test_analyze_route_registered():
from app import app
@@ -21,9 +60,60 @@ def test_analyze_route_registered():
def test_contract_keys_stable():
keys = json.loads(
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(
encoding="utf-8"
assert "bi_list" in CONTRACT_KEYS and "seg_list" in CONTRACT_KEYS
for k in ("kline_data", "macd", "zs_list", "bsp_list", "chan_macd"):
assert k in CONTRACT_KEYS
def test_analyze_chan_keys_on_fixture():
from services.runtime import add_indicators, analyze_chan
df = add_indicators(make_ohlcv(400))
result = analyze_chan(df, symbol="TEST/USDT:USDT", timeframe="5m")
assert set(result.keys()) == ANALYZE_CHAN_KEYS
assert isinstance(result["bi_list"], list)
assert isinstance(result["seg_list"], list)
assert isinstance(result["chan_macd"], dict)
for k in ("seg_list", "unittf_list", "histset_list"):
assert k in result["chan_macd"]
def test_serialize_chan_macd_shape():
from pytz import timezone
from services.runtime import add_indicators, analyze_chan, serialize_chan_macd_data
df = add_indicators(make_ohlcv(200))
result = analyze_chan(df)
serialized = serialize_chan_macd_data(result["chan_macd"], timezone("Asia/Shanghai"))
assert set(serialized.keys()) == CHAN_MACD_SERIALIZED_KEYS
# JSON 可序列化
json.dumps(serialized)
def test_analyze_http_contract_with_mocked_kl():
"""Flask 测试客户端:mock get_kl_data,断言响应含契约关键字段。"""
from app import app
from services.runtime import add_indicators
df = add_indicators(make_ohlcv(300))
df = df.copy()
if "timestamp" not in df.columns:
df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
# analyze 路由使用 `from services.runtime import *`,须 patch 其模块命名空间
with patch("api.analyze.get_kl_data", return_value=df):
client = app.test_client()
resp = client.get(
"/api/analyze",
query_string={
"symbol": "BTC/USDT:USDT",
"timeframe": "5m",
"timezone": "Asia/Shanghai",
},
)
)
assert "bi_list" in keys and "seg_list" in keys
assert resp.status_code == 200, resp.data[:500]
payload = resp.get_json()
assert payload is not None and "error" not in payload
missing = [k for k in CONTRACT_KEYS if k not in payload]
assert not missing, f"missing contract keys: {missing}"
+55
View File
@@ -0,0 +1,55 @@
"""ECR-002runtime 门面公开符号 + 子模块可导入。"""
from __future__ import annotations
import sys
from pathlib import Path
ROOT = Path(__file__).resolve().parents[2]
sys.path.insert(0, str(ROOT))
sys.path.insert(0, str(ROOT / "web"))
REQUIRED = [
"get_kl_data",
"analyze_chan",
"add_indicators",
"serialize_chan_macd_data",
"clean_dataframe_for_json",
"classify_trend_stage",
"refresh_data_service_metadata",
"TIMEFRAMES",
"SYMBOLS",
"_zone_cache",
"macd_fast_period",
"is_smaller_or_equal_timeframe",
"get_uncompleted_seg_list",
]
def test_runtime_facade_exports():
from services import runtime as R
for name in REQUIRED:
assert hasattr(R, name), f"missing facade export: {name}"
def test_runtime_submodules_importable():
from services.runtime import state, timeframes, market_data, indicators, analyze, serialize
assert state.exchange is not None
assert callable(timeframes.timeframe_to_minutes)
assert callable(market_data.get_kl_data)
assert callable(indicators.add_indicators)
assert callable(analyze.analyze_chan)
assert callable(serialize.convert_direction)
def test_thin_shims_still_reexport():
from services import market_data as md
from services import chan_analyze as ca
from services import serializers as ser
from services import timeframes as tf
assert callable(md.get_kl_data)
assert callable(ca.analyze_chan)
assert callable(ser.serialize_chan_macd_data)
assert callable(tf.timeframe_to_minutes)