docs: 补依赖清单与 README

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

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

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

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

Co-authored-by: Cursor <cursoragent@cursor.com>

README.md

@@ -0,0 +1,130 @@
+# Chan — 缠论分析引擎
+
+把 OHLCV K 线拆成缠论结构（K 线单元 → 合并 K 线 → 分型 → 笔 → 线段 → 中枢 → 买卖点），
+配一个 TradingView Charting Library 的 Web 界面，外加一套验证信号有效性的回测脚本。
+
+标的不限：加密永续（ccxt）与 A 股（akshare）都走同一条分析链路。
+
+```
+chanlun/      缠论引擎，纯 pandas/numpy，无外部指标库依赖
+web/          Flask API + 图表界面
+research/     信号有效性验证脚本（step1 ~ step30）
+data/         本地 K 线（freqtrade 的 feather 格式）
+```
+
+## 安装
+
+需要 Python ≥ 3.11（pandas 3.x / numpy 2.x 的要求，不是本项目代码的限制）。
+
+```bash
+python -m venv .venv
+.venv/bin/pip install -r requirements.txt          # 核心运行时，8 个包
+.venv/bin/pip install -r requirements-dev.txt      # 另加测试与 research/ 所需
+```
+
+## 跑 Web
+
+```bash
+cd web
+../.venv/bin/python app.py        # 默认 http://0.0.0.0:8128
+```
+
+从仓库根跑 `.venv/bin/python web/app.py` 也可以——Python 会把脚本所在目录放进 `sys.path`。
+但**不能用 `python -m web.app`**，也不能 `import web.app`：`web/` 内部是无前缀导入
+（`import config`、`from api.analyze import bp`），`-m` 方式下 `sys.path` 里是仓库根而不是
+`web/`，会 `ModuleNotFoundError: No module named 'config'`。
+
+配置全部走环境变量，见 `web/config.py`：
+
+| 变量 | 默认值 | 用途 |
+|------|--------|------|
+| `FLASK_HOST` / `FLASK_PORT` | `0.0.0.0` / `8128` | 监听地址 |
+| `DATA_SERVICE_URL` | `https://provider.jackyu66.com` | 行情 REST 源 |
+| `DATA_SERVICE_WS_URL` | `wss://jackyu66.com/ws` | 行情 WebSocket 源 |
+| `ASHARE_DP_URL` | `http://103.179.242.166:8000` | A 股数据源 |
+| `CHAN_HTTP_PROXY` | 未设置则不走代理 | ccxt / HTTP 代理 |
+| `MACD_FACTOR` / `MACD_SMOOTH` | `1` / `1` | MACD 周期倍数，默认 12/26/9 |
+
+主要接口：`GET /api/analyze` 返回某标的某周期的完整缠论结构，`/api/klines/recent`
+取最新 K 线，`/api/trend_filter` 与 `/api/trend_detail` 做多周期趋势筛选，
+`/api/symbols`、`/api/search_stock`、`/api/sectors` 等负责标的检索。页面在 `/` 与 `/chan_tv`。
+
+## 作为库使用
+
+```python
+import pandas as pd
+from chanlun import TF_DF
+
+# 需要 date/open/high/low/close/volume 六列，date 为 datetime
+df = pd.read_feather("data/binance/futures/BTC_USDT_USDT-1h-futures.feather")
+
+tf = TF_DF(df, interval=1, timeframe="1h")
+
+len(tf.klu_list)    # K 线单元
+len(tf.klc_list)    # 合并 K 线（处理包含关系后）
+len(tf.bi_list)     # 笔
+len(tf.seg_list)    # 线段
+len(tf.zs_list)     # 中枢
+tf.bi_list[-1].dir  # Chan_BI_DIR.DOWN
+tf.chanmacd         # MACD 结构分析（背驰判定用）
+```
+
+**`interval` 的单位是分钟**，对传入的 df 做重采样；`interval=1` 是特例，表示原样使用、
+不重采样。所以拿 1h 的 feather 要传 `interval=1`，拿 1m 数据想看 1h 才传 `interval=60`：
+
+```python
+df1m = pd.read_feather("data/binance/futures/BTC_USDT_USDT-1m-futures.feather")
+TF_DF(df1m, interval=5,  timeframe="5m")
+TF_DF(df1m, interval=60, timeframe="1h")
+```
+
+传错不会报错，只会静默给出错误周期的结构——1h 数据配 `interval=4` 相当于按 4 分钟
+重采样，结果与 `interval=1` 完全相同。
+
+## 分析流程
+
+`TF_DF.init_TF_DF()` 按顺序做这几步，每步的实现在 `chanlun/pipeline/builders/` 下同名文件：
+
+1. `resample_to_interval` — 重采样（`interval != 1` 时）
+2. `add_indicators` — 追加 33 列指标（MACD / BBANDS / EMA / RSI / ATR 等）
+3. `cal_kl_data` → `klu_list` — K 线单元
+4. `get_klc_list` → `klc_list` — 按包含关系合并 K 线，并标记分型
+5. `cal_bi_list` → `bi_list` — 笔
+6. `cal_bi_zs_list_pure` → `bi_zs_list` — 笔中枢
+7. `get_seg_list` → `seg_list` — 线段
+8. `get_zs_list` / `get_big_zs_list` — 中枢与大级别中枢
+9. `ChanMACD(klu_list)` — MACD 段 / 柱堆结构，供背驰判定
+
+## 数据
+
+`data/<交易所>/futures/<SYMBOL>-<周期>-futures.feather`，即 freqtrade 的下载格式，
+如 `data/binance/futures/BTC_USDT_USDT-1h-futures.feather`。
+`research/lib/data.py` 负责定位：`BTC/USDT:USDT` + `1h` 会解析到上面这个路径，
+找不到本地文件则回落到远端拉取。
+
+## 测试
+
+```bash
+.venv/bin/python -m pytest chanlun/tests web/tests -q
+```
+
+`chanlun/tests/test_ta_compat.py` 有个**需要注意的陷阱**：它把 `chanlun/indicators/ta.py`
+的输出逐 bar 钉在 TA-Lib 上，但 **TA-Lib 不存在时会静默跳过**。也就是说改了 `ta.py`
+之后在没装 TA-Lib 的环境里跑，测试会显示通过，其实一项都没验证。改动那个文件时请先装：
+
+```bash
+sudo apt-get install -y libta-lib0 ta-lib-dev
+.venv/bin/pip install TA-Lib technical
+```
+
+## 已知问题
+
+- **`web/DEPLOY_GUIDE.md` 已失效**：它引用的 `deploy_venv.sh`、`stop_venv.sh`、
+  `status_venv.sh` 等 6 个脚本都在 `7f393b9` 精简提交里删掉了，目前没有部署脚本。
+  两个 systemd unit 文件（`web/chanlun-web*.service`）仍可参考，但它们用 gunicorn
+  且写死端口 8123，与 `config.py` 默认的 8128 不一致，gunicorn 也不在依赖清单里。
+- **`web/README.txt` 已过时**：它说的 `web/requirements.txt` 不存在，依赖清单在仓库根目录。
+- **四个零引用的死文件**：`chanlun/analysis/` 下的 `ChanPY.py`、`ChanLun_Classifier.py`、
+  `Find_Trend.py`、`ChanHeng.py` 全项目无人引用。`ChanPY.py` 依赖未安装的外部 chan.py 库，
+  另外三个需要 matplotlib / mplfinance / xgboost / scikit-learn——这些都**不在**依赖清单里，
+  是有意为之。要用得自行安装。

chanlun/analysis/ChanLun_Classifier.py

@@ -14,12 +14,10 @@ from chanlun.core.ChanSBI import ChanSBI
 from chanlun.core.ChanSEG import ChanSEG
 from chanlun.core.ChanZS import ChanZS
 from chanlun.core.ChanBSP import ChanBSP
-import talib.abstract as ta
 import pandas as pd
 import matplotlib.pyplot as plt
 from matplotlib.dates import DateFormatter, date2num
 import matplotlib.patches as patches
-from technical.util import resample_to_interval
 from decimal import Decimal
 from chanlun.pipeline.orchestrator import ChanLun
 import xgboost as xgb

chanlun/analysis/Find_Trend.py

@@ -2,7 +2,7 @@ import ccxt
 import pandas as pd
 import numpy as np
 import mplfinance as mpf
-from talib import MACD, SMA
+from chanlun.indicators import ta
 from datetime import datetime, timedelta
 import logging
 import datetime as dt
@@ -249,8 +249,9 @@ def analyze_higher_timeframe(df_30m):
 # 8. Back-divergence detection (enhanced)
 def detect_back_divergence(df, strokes, higher_trend):
     try:
-        macd, signal, hist = MACD(df['Close'], fastperiod=12, slowperiod=26, signalperiod=9)
-        sma20 = SMA(df['Close'], timeperiod=20)
+        macd_df = ta.MACD(df['Close'], fastperiod=12, slowperiod=26, signalperiod=9)
+        macd, hist = macd_df['macd'], macd_df['macdhist']
+        sma20 = ta.SMA(df['Close'], timeperiod=20)
         df['macd'] = macd
         df['hist'] = hist
         df['sma20'] = sma20

chanlun/indicators/ta.py

@@ -0,0 +1,196 @@
+"""Drop-in replacement for the `talib.abstract` calls this project makes.
+
+Same call signatures, same column names, same NaN warm-up lengths, so call
+sites only change their import line.
+
+Only what the codebase actually uses is implemented: SMA, MA, EMA, RSI, ATR,
+MACD, BBANDS. Numerical agreement with TA-Lib is enforced by
+`chanlun/tests/test_ta_compat.py`, which skips when talib is absent.
+
+The warm-up conventions below are TA-Lib's, not the textbook ones, and they
+differ between functions — getting them wrong shifts every downstream Chan
+structure by a bar:
+
+  SMA/BBANDS  first value at index period-1
+  EMA         seeded with the SMA of the first `period` values, at index period-1
+  RSI/ATR     Wilder smoothing (alpha = 1/period), first value at index period
+"""
+
+from __future__ import annotations
+
+import numpy as np
+import pandas as pd
+
+__all__ = ["SMA", "MA", "EMA", "RSI", "ATR", "MACD", "BBANDS"]
+
+
+def _series(data, price: str = "close") -> pd.Series:
+    """Accept the abstract-API shapes: DataFrame, Series, or ndarray."""
+    if isinstance(data, pd.DataFrame):
+        return data[price].astype(float)
+    if isinstance(data, pd.Series):
+        return data.astype(float)
+    return pd.Series(np.asarray(data, dtype=float))
+
+
+def _recursive(values: np.ndarray, seed: float, start: int, alpha: float, n: int) -> np.ndarray:
+    """out[start] = seed; out[i] = alpha*values[i] + (1-alpha)*out[i-1].
+
+    Delegates the recursion to pandas' C implementation rather than a Python
+    loop — `research/` runs this over long histories.
+    """
+    out = np.full(n, np.nan)
+    if start >= n:
+        return out
+    tail = values[start:].astype(float).copy()
+    tail[0] = seed
+    out[start:] = pd.Series(tail).ewm(alpha=alpha, adjust=False).mean().to_numpy()
+    return out
+
+
+def SMA(data, timeperiod: int = 30, price: str = "close") -> pd.Series:
+    s = _series(data, price)
+    return s.rolling(window=timeperiod, min_periods=timeperiod).mean()
+
+
+def MA(data, timeperiod: int = 30, matype: int = 0, price: str = "close") -> pd.Series:
+    if matype != 0:
+        raise NotImplementedError(f"MA matype={matype} is not used by this codebase")
+    return SMA(data, timeperiod, price=price)
+
+
+def _ema(x: np.ndarray, period: int, start: int) -> np.ndarray:
+    """EMA whose first output lands on `start`, seeded by the SMA of the
+    `period` values ending there.
+
+    `start` is a parameter because MACD needs the fast EMA to begin later than
+    it naturally would; see the note in MACD().
+    """
+    n = x.size
+    if n <= start or start < period - 1:
+        return np.full(n, np.nan)
+    seed = x[start - period + 1: start + 1].mean()
+    return _recursive(x, seed, start, 2.0 / (period + 1.0), n)
+
+
+def EMA(data, timeperiod: int = 30, price: str = "close") -> pd.Series:
+    s = _series(data, price)
+    x = s.to_numpy(dtype=float)
+    return pd.Series(_ema(x, timeperiod, timeperiod - 1), index=s.index)
+
+
+def RSI(data, timeperiod: int = 14, price: str = "close") -> pd.Series:
+    s = _series(data, price)
+    x = s.to_numpy(dtype=float)
+    n = x.size
+    out = np.full(n, np.nan)
+    if n <= timeperiod:
+        return pd.Series(out, index=s.index)
+
+    delta = np.diff(x)
+    gain = np.where(delta > 0.0, delta, 0.0)
+    loss = np.where(delta < 0.0, -delta, 0.0)
+
+    # delta[k] corresponds to bar k+1, so the first `timeperiod` deltas seed bar `timeperiod`.
+    alpha = 1.0 / timeperiod
+    avg_gain = _recursive(gain, gain[:timeperiod].mean(), timeperiod - 1, alpha, n - 1)
+    avg_loss = _recursive(loss, loss[:timeperiod].mean(), timeperiod - 1, alpha, n - 1)
+
+    ag = avg_gain[timeperiod - 1:]
+    al = avg_loss[timeperiod - 1:]
+    with np.errstate(divide="ignore", invalid="ignore"):
+        rsi = np.where(al == 0.0, 100.0, 100.0 - 100.0 / (1.0 + ag / al))
+    out[timeperiod:] = rsi
+    return pd.Series(out, index=s.index)
+
+
+def ATR(data, timeperiod: int = 14) -> pd.Series:
+    if not isinstance(data, pd.DataFrame):
+        raise TypeError("ATR needs a DataFrame with high/low/close")
+    high = data["high"].to_numpy(dtype=float)
+    low = data["low"].to_numpy(dtype=float)
+    close = data["close"].to_numpy(dtype=float)
+    n = high.size
+    out = np.full(n, np.nan)
+    if n <= timeperiod:
+        return pd.Series(out, index=data.index)
+
+    prev_close = close[:-1]
+    tr = np.maximum.reduce([
+        high[1:] - low[1:],
+        np.abs(high[1:] - prev_close),
+        np.abs(low[1:] - prev_close),
+    ])
+
+    # tr[k] is bar k+1; the first `timeperiod` true ranges seed bar `timeperiod`.
+    smoothed = _recursive(tr, tr[:timeperiod].mean(), timeperiod - 1, 1.0 / timeperiod, n - 1)
+    out[timeperiod:] = smoothed[timeperiod - 1:]
+    return pd.Series(out, index=data.index)
+
+
+def MACD(
+    data,
+    fastperiod: int = 12,
+    slowperiod: int = 26,
+    signalperiod: int = 9,
+    price: str = "close",
+) -> pd.DataFrame:
+    if slowperiod < fastperiod:
+        fastperiod, slowperiod = slowperiod, fastperiod
+
+    s = _series(data, price)
+    x = s.to_numpy(dtype=float)
+    n = x.size
+
+    macd = np.full(n, np.nan)
+    signal = np.full(n, np.nan)
+    hist = np.full(n, np.nan)
+    empty = pd.DataFrame({"macd": macd, "macdsignal": signal, "macdhist": hist}, index=s.index)
+
+    # Both EMAs emit their first value on the same bar. That makes the slow one
+    # ordinary, but re-seeds the fast one from the SMA of the `fastperiod`
+    # values ending there instead of carrying the recursion forward from bar
+    # fastperiod-1 — the two disagree by ~0.2 on a 100-priced series.
+    macd_start = slowperiod - 1
+    if n <= macd_start:
+        return empty
+    line = _ema(x, fastperiod, macd_start) - _ema(x, slowperiod, macd_start)
+
+    # The signal EMA runs over the MACD line, so everything shifts by another
+    # signalperiod-1 bars, and TA-Lib trims the MACD line to match.
+    valid = line[macd_start:]
+    if valid.size < signalperiod:
+        return empty
+    sig = _recursive(
+        valid, valid[:signalperiod].mean(), signalperiod - 1, 2.0 / (signalperiod + 1.0), valid.size
+    )
+    start = macd_start + signalperiod - 1
+    macd[start:] = line[start:]
+    signal[macd_start:] = sig
+    hist = macd - signal
+
+    return pd.DataFrame({"macd": macd, "macdsignal": signal, "macdhist": hist}, index=s.index)
+
+
+def BBANDS(
+    data,
+    timeperiod: int = 5,
+    nbdevup: float = 2.0,
+    nbdevdn: float = 2.0,
+    matype: int = 0,
+    price: str = "close",
+) -> pd.DataFrame:
+    if matype != 0:
+        raise NotImplementedError(f"BBANDS matype={matype} is not used by this codebase")
+    s = _series(data, price)
+    middle = s.rolling(window=timeperiod, min_periods=timeperiod).mean()
+    # TA-Lib uses the population standard deviation.
+    std = s.rolling(window=timeperiod, min_periods=timeperiod).std(ddof=0)
+    return pd.DataFrame(
+        {
+            "upperband": middle + nbdevup * std,
+            "middleband": middle,
+            "lowerband": middle - nbdevdn * std,
+        },
+        index=s.index,
+    )

chanlun/pipeline/builders/bi.py

@@ -6,9 +6,7 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/builders/bsp.py

@@ -6,9 +6,7 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/builders/incremental.py

@@ -9,7 +9,7 @@ from datetime import datetime
 
 import pandas as pd
 from pandas import DataFrame
-from technical.util import resample_to_interval
+from chanlun.pipeline.resample import resample_to_interval
 
 from chanlun.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_KLC_STATE
 from chanlun.core.ChanKLU import ChanKLU

chanlun/pipeline/builders/indicators.py

@@ -6,9 +6,8 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
+from chanlun.indicators import ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/builders/kline.py

@@ -6,9 +6,7 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/builders/seg.py

@@ -6,9 +6,7 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/builders/zs.py

@@ -6,9 +6,7 @@ from decimal import Decimal
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/pipeline/orchestrator.py

@@ -17,9 +17,7 @@ from chanlun.core.ChanSBI import ChanSBI
 from chanlun.core.ChanSEG import ChanSEG
 from chanlun.core.ChanZS import ChanZS
 from chanlun.core.ChanBSP import ChanBSP
-import talib.abstract as ta
 import pandas as pd
-from technical.util import resample_to_interval
 from decimal import Decimal
 import numpy as np
 from chanlun.indicators.ChanMACD import ChanMACD

chanlun/pipeline/resample.py

@@ -0,0 +1,52 @@
+"""OHLCV resampling — replaces `technical.util.resample_to_interval`.
+
+That was the only symbol this project imported from `technical`, which in turn
+pulled in the freqtrade dependency chain. Behaviour is preserved exactly,
+including the left-labelled bins (rows are candle *open* times) and the
+`dropna()` that drops empty intervals.
+"""
+
+from __future__ import annotations
+
+import pandas as pd
+
+__all__ = ["TICKER_INTERVAL_MINUTES", "resample_to_interval"]
+
+TICKER_INTERVAL_MINUTES: dict[str, int] = {
+    "1m": 1,
+    "5m": 5,
+    "15m": 15,
+    "30m": 30,
+    "1h": 60,
+    "60m": 60,
+    "2h": 120,
+    "4h": 240,
+    "6h": 360,
+    "12h": 720,
+    "1d": 1440,
+    "1w": 10080,
+}
+
+_OHLC_AGG = {
+    "open": "first",
+    "high": "max",
+    "low": "min",
+    "close": "last",
+    "volume": "sum",
+}
+
+
+def resample_to_interval(dataframe: pd.DataFrame, interval: int | str) -> pd.DataFrame:
+    """Resample OHLCV rows to `interval` minutes (or a timeframe string).
+
+    Merging the result back onto a finer frame requires care to avoid lookahead
+    bias; this function only resamples.
+    """
+    if isinstance(interval, str):
+        interval = TICKER_INTERVAL_MINUTES[interval]
+
+    df = dataframe.copy()
+    df = df.set_index(pd.DatetimeIndex(df["date"]))
+    df = df.resample(f"{interval}min", label="left").agg(_OHLC_AGG).dropna()
+    df.reset_index(inplace=True)
+    return df

chanlun/pipeline/timeframe.py

@@ -2,9 +2,8 @@ from datetime import timedelta
 
 import numpy as np
 import pandas as pd
-import talib.abstract as ta
 from pandas import DataFrame
-from technical.util import resample_to_interval
+from chanlun.pipeline.resample import resample_to_interval
 
 from chanlun.core.ChanBI import ChanBI
 from chanlun.core.ChanBIZS import ChanBIZS

chanlun/tests/test_ta_compat.py

@@ -0,0 +1,198 @@
+"""Pin chanlun.indicators.ta to TA-Lib's output, bar for bar.
+
+These indicators feed the Chan structure builders, so a one-bar shift in the
+warm-up or a different smoothing seed silently changes every downstream
+bi/seg/zs. Equality against the reference implementation is the only check
+that catches that.
+
+Skipped when talib is unavailable — which is the point of the replacement, so
+the suite still has to pass without it. Run in an environment that has talib
+whenever chanlun/indicators/ta.py changes.
+"""
+
+from __future__ import annotations
+
+import sys
+import unittest
+from pathlib import Path
+
+import numpy as np
+import pandas as pd
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2]))
+
+from chanlun.indicators import ta  # noqa: E402
+from chanlun.pipeline.resample import resample_to_interval  # noqa: E402
+
+try:
+    import talib.abstract as reference
+except ImportError:  # pragma: no cover
+    reference = None
+
+requires_talib = unittest.skipIf(reference is None, "talib not installed")
+
+
+def make_ohlcv(n: int = 900, seed: int = 7) -> pd.DataFrame:
+    """Random walk with enough range for BBANDS(365) and EMA(208) to warm up."""
+    rng = np.random.default_rng(seed)
+    close = 100.0 + np.cumsum(rng.normal(0.0, 1.0, n))
+    spread = np.abs(rng.normal(0.0, 0.6, n)) + 0.05
+    high = close + spread
+    low = close - spread
+    open_ = np.concatenate([[close[0]], close[:-1]])
+    return pd.DataFrame(
+        {
+            "date": pd.date_range("2024-01-01", periods=n, freq="1min", tz="UTC"),
+            "open": open_,
+            "high": np.maximum.reduce([high, open_, close]),
+            "low": np.minimum.reduce([low, open_, close]),
+            "close": close,
+            "volume": rng.uniform(1.0, 100.0, n),
+        }
+    )
+
+
+class TAEquivalence(unittest.TestCase):
+    def setUp(self) -> None:
+        self.df = make_ohlcv()
+
+    def assertSameSeries(self, got, expected, label: str) -> None:
+        g = np.asarray(got, dtype=float)
+        e = np.asarray(expected, dtype=float)
+        self.assertEqual(g.shape, e.shape, f"{label}: shape")
+        np.testing.assert_array_equal(
+            np.isnan(g), np.isnan(e), err_msg=f"{label}: NaN warm-up differs"
+        )
+        mask = ~np.isnan(e)
+        np.testing.assert_allclose(
+            g[mask], e[mask], rtol=1e-9, atol=1e-8, err_msg=f"{label}: values differ"
+        )
+
+    @requires_talib
+    def test_sma(self) -> None:
+        for period in (5, 20, 90, 250):
+            self.assertSameSeries(
+                ta.SMA(self.df, timeperiod=period),
+                reference.SMA(self.df, timeperiod=period),
+                f"SMA({period})",
+            )
+
+    @requires_talib
+    def test_ma(self) -> None:
+        for period in (5, 10, 250):
+            self.assertSameSeries(
+                ta.MA(self.df, timeperiod=period),
+                reference.MA(self.df, timeperiod=period),
+                f"MA({period})",
+            )
+
+    @requires_talib
+    def test_ema(self) -> None:
+        for period in (5, 7, 10, 13, 24, 26, 30, 52, 104, 156, 208):
+            self.assertSameSeries(
+                ta.EMA(self.df, timeperiod=period),
+                reference.EMA(self.df, timeperiod=period),
+                f"EMA({period})",
+            )
+
+    @requires_talib
+    def test_rsi(self) -> None:
+        for period in (7, 14, 21):
+            self.assertSameSeries(
+                ta.RSI(self.df, timeperiod=period),
+                reference.RSI(self.df, timeperiod=period),
+                f"RSI({period})",
+            )
+
+    @requires_talib
+    def test_atr(self) -> None:
+        for period in (7, 14, 30):
+            self.assertSameSeries(
+                ta.ATR(self.df, timeperiod=period),
+                reference.ATR(self.df, timeperiod=period),
+                f"ATR({period})",
+            )
+
+    @requires_talib
+    def test_macd(self) -> None:
+        for fast, slow, signal in ((12, 26, 9), (26, 52, 9), (5, 35, 5)):
+            got = ta.MACD(self.df, fastperiod=fast, slowperiod=slow, signalperiod=signal)
+            exp = reference.MACD(self.df, fastperiod=fast, slowperiod=slow, signalperiod=signal)
+            for col in ("macd", "macdsignal", "macdhist"):
+                self.assertSameSeries(got[col], exp[col], f"MACD({fast},{slow},{signal}).{col}")
+
+    @requires_talib
+    def test_bbands(self) -> None:
+        cases = (
+            (365, 3.0, 3.0),
+            (120, 3.0, 3.0),
+            (41, 2.3, 2.3),
+            (41, 2.0, 2.0),
+            (26, 3.0, 3.0),
+            (20, 2.0, 2.0),
+            (14, 2.0, 2.0),
+        )
+        for period, up, dn in cases:
+            got = ta.BBANDS(self.df, timeperiod=period, nbdevup=up, nbdevdn=dn, matype=0)
+            exp = reference.BBANDS(self.df, timeperiod=period, nbdevup=up, nbdevdn=dn, matype=0)
+            for col in ("upperband", "middleband", "lowerband"):
+                self.assertSameSeries(got[col], exp[col], f"BBANDS({period},{up},{dn}).{col}")
+
+    @requires_talib
+    def test_bbands_is_more_accurate_than_talib_on_tiny_windows(self) -> None:
+        """A deliberate divergence, documented so nobody "fixes" it back.
+
+        TA-Lib derives the variance from sumsq/n - mean**2, which cancels
+        catastrophically when the window is short and prices are far from zero;
+        at timeperiod=2 it drifts ~1e-6. Rolling std is accurate there, so the
+        two disagree. No timeperiod below 14 is used in this codebase, and the
+        periods that are used agree to ~1e-10 (covered by test_bbands).
+        """
+        got = ta.BBANDS(self.df, timeperiod=2, nbdevup=1.0, nbdevdn=1.0, matype=0)["upperband"]
+        exp = reference.BBANDS(self.df, timeperiod=2, nbdevup=1.0, nbdevdn=1.0, matype=0)["upperband"]
+
+        window = self.df["close"].rolling(2)
+        truth = window.mean() + window.std(ddof=0)
+        ours = np.nanmax(np.abs((got - truth).to_numpy()))
+        theirs = np.nanmax(np.abs((exp - truth).to_numpy()))
+        self.assertLess(ours, 1e-9)
+        self.assertLess(ours, theirs)
+
+    @requires_talib
+    def test_matches_on_real_price_scale(self) -> None:
+        """Guard against tolerances that only hold near 100."""
+        df = self.df.copy()
+        for col in ("open", "high", "low", "close"):
+            df[col] *= 900.0
+        self.assertSameSeries(
+            ta.ATR(df, timeperiod=14), reference.ATR(df, timeperiod=14), "ATR@scale"
+        )
+        self.assertSameSeries(
+            ta.RSI(df, timeperiod=14), reference.RSI(df, timeperiod=14), "RSI@scale"
+        )
+
+
+class ResampleEquivalence(unittest.TestCase):
+    @unittest.skipIf(
+        __import__("importlib").util.find_spec("technical") is None,
+        "technical not installed",
+    )
+    def test_matches_technical(self) -> None:
+        from technical.util import resample_to_interval as ref_resample
+
+        df = make_ohlcv(600)
+        for interval in (5, 15, 60, "5m", "1h"):
+            got = resample_to_interval(df, interval)
+            exp = ref_resample(df, interval)
+            pd.testing.assert_frame_equal(got, exp, check_exact=False, rtol=1e-12)
+
+    def test_shapes_without_reference(self) -> None:
+        df = make_ohlcv(120)
+        out = resample_to_interval(df, 5)
+        self.assertEqual(list(out.columns), ["date", "open", "high", "low", "close", "volume"])
+        self.assertLessEqual(len(out), 120 // 5 + 1)
+        self.assertTrue((out["high"] >= out["low"]).all())
+
+
+if __name__ == "__main__":
+    unittest.main()

requirements-dev.txt

@@ -0,0 +1,32 @@
+# Tests and research/ — everything beyond the core runtime.
+#
+#   .venv/bin/pip install -r requirements.txt -r requirements-dev.txt
+#   .venv/bin/python -m pytest chanlun/tests web/tests
+
+-r requirements.txt
+
+# --- tests -----------------------------------------------------------------
+pytest>=8.0
+
+# --- research/ -------------------------------------------------------------
+# pyarrow reads the data/binance/*.feather klines (research/lib/data.py) and
+# writes the parquet cache. Needed for research/, not by the web app.
+pyarrow>=15.0
+
+# Only research/step10_direct_return_label.py and step11_breakout_follow.py.
+# Neither is installed by default; skip this pair unless running those steps.
+scikit-learn>=1.4
+lightgbm>=4.3
+
+# --- indicator parity check (optional) -------------------------------------
+# chanlun/indicators/ta.py replaced TA-Lib and technical, so nothing here needs
+# them at runtime. chanlun/tests/test_ta_compat.py pins our output against
+# TA-Lib bar for bar and SKIPS SILENTLY when they are absent — meaning a change
+# to ta.py can look tested when it was not. Install these and re-run that file
+# whenever ta.py changes.
+#
+# TA-Lib needs the C library first:
+#   sudo apt-get install -y libta-lib0 ta-lib-dev
+#
+# TA-Lib>=0.6
+# technical>=1.7

requirements.txt

@@ -0,0 +1,29 @@
+# Core runtime — what `web/` and `chanlun/` need to run.
+#
+#   python -m venv .venv && .venv/bin/pip install -r requirements.txt
+#
+# Tests and research/ pull in more; see requirements-dev.txt.
+#
+# Requires Python >= 3.11 (imposed by pandas 3.x / numpy 2.x, not by our code).
+#
+# Lower bounds are the oldest versions believed safe. Verified set as of
+# 2026-08-27 on Python 3.14.4:
+#   pandas 3.0.5 · numpy 2.5.2 · Flask 3.1.3 · requests 2.34.2
+#   python-dateutil 2.9.0 · pytz 2026.3 · ccxt 4.5.75 · akshare 1.18.94
+
+# chanlun/ — kline pipeline and indicators.
+# pandas >= 2.2 for the "5min" offset alias used by chanlun/pipeline/resample.py.
+pandas>=2.2
+numpy>=1.26
+
+# web/ — Flask API and templates.
+Flask>=3.0
+requests>=2.31
+python-dateutil>=2.9
+pytz>=2024.1
+
+# Market data. ccxt drives the live websocket/REST state in
+# web/services/runtime/state.py; akshare only backs the A-share endpoints in
+# web/services/cn_stock.py.
+ccxt>=4.4
+akshare>=1.16

web/services/cn_stock.py

@@ -574,7 +574,7 @@ class ChinaStockData:
     def add_indicators(self, df):
         """添加技术指标"""
         try:
-            import talib.abstract as ta
+            from chanlun.indicators import ta
             import numpy as np
             
             # MACD指标

web/services/runtime/analyze.py

@@ -1,7 +1,7 @@
 from __future__ import annotations
 
 import numpy as np
-import talib.abstract as ta
+from chanlun.indicators import ta
 
 from chanlun import TF_DF
 from chanlun.core.ChanEnum import Chan_KLC_FX, Chan_FX_TYPE

web/services/runtime/indicators.py

@@ -1,6 +1,6 @@
 from __future__ import annotations
 
-import talib.abstract as ta
+from chanlun.indicators import ta
 from . import state
 
 def add_indicators(df):