6 Commits
Author SHA1 Message Date
jackyu66gitandCursor 1e60ab3bfa docs: 补强 ECR-004 CODE_REVIEW 复审记录
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-06 18:47:18 +08:00
jackyu66gitandCursor d3188ca83c fix: ECR-004 威科夫区间评分硬化与 VP 绘图减负(已审)
评分选 TR、阶段最小跨度、elements_only 门闩、Top-8 VP;无币种独立参数。

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

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

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

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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-06 16:09:48 +08:00
77 changed files with 4181 additions and 1910 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 ## 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 ...` - **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) - 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 ## Core Architecture
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"""威科夫分析(启发式):交易区间 / 阶段 / 事件 / Volume Profile。"""
from __future__ import annotations
from .engine import analyze_wyckoff
__all__ = ["analyze_wyckoff"]
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"""威科夫分析入口。"""
from __future__ import annotations
from typing import Any, Dict, Optional
import pandas as pd
from .events import build_phases, detect_bias_and_events
from .range import detect_trading_range
from .volume_profile import compute_volume_profile
def _fmt_time(v) -> Optional[str]:
if v is None:
return None
if hasattr(v, "isoformat"):
try:
return v.isoformat()
except Exception:
pass
return str(v)
def analyze_wyckoff(df: pd.DataFrame, lookback: int = 120, vp_bins: int = 50) -> Dict[str, Any]:
"""
对主周期 OHLCV DataFrame 做威科夫启发式分析。
需要列: open, high, low, close, volume;建议有 date 或 timestamp。
"""
empty = {
"trading_range": None,
"bias": "unknown",
"phases": [],
"events": [],
"volume_profile": {"bins": [], "poc": None, "vah": None, "val": None, "bin_count": vp_bins},
"volume_confirm": {"avg_volume": 0.0, "event_checks": {}},
}
if df is None or len(df) < 30:
return empty
if not all(c in df.columns for c in ("open", "high", "low", "close")):
return empty
work = df.copy()
if "volume" not in work.columns:
work["volume"] = 1.0
tr = detect_trading_range(work, lookback=lookback)
if tr is None:
return empty
bias, events, volume_confirm = detect_bias_and_events(work, tr)
phases = build_phases(work, tr, bias, events)
vp = compute_volume_profile(
work,
int(tr["abs_start_idx"]),
int(tr["abs_end_idx"]),
bin_count=vp_bins,
)
trading_range = {
"start_time": _fmt_time(tr.get("start_time")),
"end_time": _fmt_time(tr.get("end_time")),
"high": float(tr["high"]),
"low": float(tr["low"]),
"mid": float(tr["mid"]),
"active": bool(tr.get("active", True)),
"bars": int(tr.get("bars", 0)),
}
for ev in events:
ev["time"] = _fmt_time(ev.get("time"))
for ph in phases:
ph["start_time"] = _fmt_time(ph.get("start_time"))
ph["end_time"] = _fmt_time(ph.get("end_time"))
return {
"trading_range": trading_range,
"bias": bias,
"phases": phases,
"events": events,
"volume_profile": vp,
"volume_confirm": volume_confirm,
}
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"""威科夫阶段与事件(启发式)。"""
from __future__ import annotations
from typing import Any, Dict, List, Tuple
import numpy as np
import pandas as pd
def _bar_time(df: pd.DataFrame, i: int):
row = df.iloc[i]
if "date" in df.columns and pd.notna(row["date"]):
return row["date"]
if "timestamp" in df.columns:
return row["timestamp"]
return i
def _avg_vol(df: pd.DataFrame, i: int, win: int = 20) -> float:
a = max(0, i - win + 1)
v = df["volume"].astype(float).iloc[a : i + 1]
m = float(v.mean()) if len(v) else 0.0
return m if m > 0 else 1.0
def detect_bias_and_events(
df: pd.DataFrame,
tr: Dict[str, Any],
) -> Tuple[str, List[Dict[str, Any]], Dict[str, Any]]:
"""
返回 bias、events、volume_confirm。
"""
hi = float(tr["high"])
lo = float(tr["low"])
mid = float(tr["mid"])
tol = float(tr.get("tol") or (hi - lo) * 0.05)
s = int(tr["abs_start_idx"])
e = int(tr["abs_end_idx"])
events: List[Dict[str, Any]] = []
# 扫描区间内及之后(含 tail_reserve
scan_end = int(tr.get("abs_scan_end_idx", min(len(df) - 1, e + 15)))
scan_end = min(len(df) - 1, max(scan_end, e))
spring = None
utad = None
sos = None
sod = None # sign of weakness / distribution breakdown
lps = None
lpsy = None
for i in range(s + 2, scan_end + 1):
row = df.iloc[i]
low = float(row["low"])
high = float(row["high"])
close = float(row["close"])
vol = float(row["volume"]) if "volume" in df.columns else 0.0
avg_v = _avg_vol(df, i)
ratio = vol / avg_v if avg_v else 0.0
# Spring: pierce below low then close back above low
if spring is None and low < lo - tol * 0.5 and close >= lo - tol * 0.2:
vol_ok = ratio <= 1.35 or (i + 1 <= scan_end and float(df.iloc[min(i + 1, scan_end)]["volume"]) / avg_v < 1.2)
spring = {
"type": "Spring",
"time": _bar_time(df, i),
"price": low,
"note": "假破下沿后收回",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
# UTAD: pierce above high then close back below
if utad is None and high > hi + tol * 0.5 and close <= hi + tol * 0.2:
vol_ok = ratio >= 0.8
utad = {
"type": "UTAD",
"time": _bar_time(df, i),
"price": high,
"note": "假破上沿后跌回",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
# SOS: close above high with volume
if sos is None and close > hi + tol * 0.15:
vol_ok = ratio >= 1.15
sos = {
"type": "SOS",
"time": _bar_time(df, i),
"price": close,
"note": "放量上破交易区间",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
# SOW / breakdown
if sod is None and close < lo - tol * 0.15:
vol_ok = ratio >= 1.15
sod = {
"type": "SOW",
"time": _bar_time(df, i),
"price": close,
"note": "放量下破交易区间",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
# LPS after SOS: pullback that holds above mid/high-band with lighter volume
if sos is not None:
si = int(sos["idx"])
for i in range(si + 1, min(len(df), si + 25)):
row = df.iloc[i]
low = float(row["low"])
close = float(row["close"])
vol = float(row["volume"]) if "volume" in df.columns else 0.0
avg_v = _avg_vol(df, i)
ratio = vol / avg_v if avg_v else 0.0
if low >= mid - tol and close >= hi - tol * 2:
vol_ok = ratio <= 1.05
lps = {
"type": "LPS",
"time": _bar_time(df, i),
"price": low,
"note": "突破后缩量回踩不破",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
break
if sod is not None:
si = int(sod["idx"])
for i in range(si + 1, min(len(df), si + 25)):
row = df.iloc[i]
high = float(row["high"])
close = float(row["close"])
vol = float(row["volume"]) if "volume" in df.columns else 0.0
avg_v = _avg_vol(df, i)
ratio = vol / avg_v if avg_v else 0.0
if high <= mid + tol and close <= lo + tol * 2:
vol_ok = ratio <= 1.05
lpsy = {
"type": "LPSY",
"time": _bar_time(df, i),
"price": high,
"note": "下跌突破后缩量反抽不过",
"volume_ratio": round(ratio, 3),
"volume_ok": bool(vol_ok),
"idx": i,
}
break
for ev in (spring, sos, lps, utad, sod, lpsy):
if ev:
events.append({k: v for k, v in ev.items() if k != "idx"})
# bias
last_c = float(df["close"].iloc[-1])
bias = "unknown"
if sos and (not sod or int(sos.get("idx", 0)) >= int(sod.get("idx", 0))):
bias = "accumulation"
elif sod and (not sos or int(sod.get("idx", 0)) > int(sos.get("idx", 0))):
bias = "distribution"
elif spring and not utad:
bias = "accumulation"
elif utad and not spring:
bias = "distribution"
elif last_c >= mid:
bias = "accumulation"
else:
bias = "distribution"
avg_volume = float(df["volume"].astype(float).iloc[max(0, e - 20) : e + 1].mean()) if "volume" in df.columns else 0.0
volume_confirm = {
"avg_volume": avg_volume,
"event_checks": {ev["type"]: {"volume_ok": ev.get("volume_ok"), "volume_ratio": ev.get("volume_ratio")} for ev in events},
}
return bias, events, volume_confirm
def build_phases(
df: pd.DataFrame,
tr: Dict[str, Any],
bias: str,
events: List[Dict[str, Any]],
min_bars: int = 3,
) -> List[Dict[str, Any]]:
"""按时间切分 A–E 粗阶段;保证非重叠且每段至少 min_bars 根(空间不足则截断尾部阶段)。"""
s = int(tr["abs_start_idx"])
e = int(tr["abs_end_idx"])
n_last = len(df) - 1
min_span = max(2, min_bars - 1)
event_idx = {}
for ev in events:
t = ev.get("time")
for i in range(s, min(len(df), e + 20)):
if _bar_time(df, i) == t:
event_idx[ev["type"]] = i
break
a_end = s + max(min_bars, (e - s) // 5)
c_anchor = event_idx.get("Spring") or event_idx.get("UTAD") or (s + (e - s) // 2)
d_anchor = event_idx.get("SOS") or event_idx.get("SOW") or e
def _lab(phase: str) -> str:
if bias == "distribution":
m = {"A": "A停止上涨", "B": "B筑顶", "C": "C测试", "D": "D派发", "E": "E下跌"}
else:
m = {"A": "A停止下跌", "B": "B筑底", "C": "C测试", "D": "D拉升", "E": "E离开"}
return m.get(phase, phase)
# 理想切点(随后再强制非重叠 + 最小跨度)
raw = [
("A", s, a_end),
("B", a_end, c_anchor),
("C", c_anchor, d_anchor),
("D", d_anchor, min(n_last, d_anchor + max(min_bars, (e - s) // 6))),
("E", min(n_last, d_anchor + max(min_bars, (e - s) // 6)), min(n_last, max(e, d_anchor + max(min_bars * 2, 8)))),
]
phases: List[Dict[str, Any]] = []
cursor = s
for phase, _a, _b in raw:
if cursor >= n_last:
break
a = max(int(_a), cursor)
b = int(max(_b, a + min_span))
b = int(np.clip(b, a, n_last))
if b - a < min_span:
# 尾部空间不足:并入上一段终点并停止新增
if phases:
phases[-1]["end_time"] = _bar_time(df, n_last)
break
phases.append(
{
"phase": phase,
"label": _lab(phase),
"start_time": _bar_time(df, a),
"end_time": _bar_time(df, b),
}
)
cursor = b
return phases
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"""交易区间检测:ATR 容差下按评分选取近期震荡箱。"""
from __future__ import annotations
from typing import Any, Dict, Optional
import numpy as np
import pandas as pd
def _atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
high = df["high"].astype(float)
low = df["low"].astype(float)
close = df["close"].astype(float)
prev_close = close.shift(1)
tr = pd.concat(
[
(high - low).abs(),
(high - prev_close).abs(),
(low - prev_close).abs(),
],
axis=1,
).max(axis=1)
return tr.rolling(period, min_periods=max(3, period // 2)).mean()
def _score_segment(
length: int,
near_hi: int,
near_lo: int,
inside: float,
width: float,
atr: float,
) -> float:
"""触边密度 + 箱内比例 − 相对宽度;弱奖励长度以免只追最长。"""
touch_density = (near_hi + near_lo) / float(max(length, 1))
width_pen = (width / atr) if atr > 0 else width
return touch_density * 50.0 + float(inside) * 30.0 - width_pen * 3.0 + min(length / 40.0, 2.0)
def detect_trading_range(
df: pd.DataFrame,
lookback: int = 120,
min_bars: int = 24,
atr_mult: float = 1.2,
tail_reserve: int = 12,
) -> Optional[Dict[str, Any]]:
"""
在最近 lookback 根内寻找高低点波动受控的连续段作为交易区间。
尾部预留 tail_reserve 根用于事件(Spring/SOS),不参与箱体边界计算。
在硬门槛之上按评分取最优段(非仅最长窗口)。
"""
if df is None or len(df) < min_bars + 5:
return None
work = df.tail(lookback).reset_index(drop=True)
n = len(work)
reserve = min(tail_reserve, max(0, n - min_bars - 2))
core_end = n - reserve if reserve > 0 else n
core = work.iloc[:core_end]
if len(core) < min_bars:
core = work
core_end = n
reserve = 0
atr = _atr(work)
last_atr = float(atr.iloc[core_end - 1]) if atr.notna().iloc[:core_end].any() else float(
(core["high"] - core["low"]).mean()
)
if not np.isfinite(last_atr) or last_atr <= 0:
last_atr = float(core["close"].iloc[-1]) * 0.01
best = None
best_score = float("-inf")
cn = len(core)
for length in range(min(cn, lookback), min_bars - 1, -4):
seg = core.iloc[-length:]
hi = float(seg["high"].max())
lo = float(seg["low"].min())
width = hi - lo
if width <= 0 or width > last_atr * atr_mult * 3.5:
continue
tol = last_atr * atr_mult * 0.35
near_hi = int((seg["high"] >= hi - tol).sum())
near_lo = int((seg["low"] <= lo + tol).sum())
if near_hi < 2 or near_lo < 2:
continue
inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
if inside < 0.75:
continue
score = _score_segment(length, near_hi, near_lo, inside, width, last_atr)
if score <= best_score:
continue
start_i = cn - length
end_i = cn - 1
mid = (hi + lo) / 2.0
last_c = float(work["close"].iloc[-1])
active = (lo - tol * 1.5) <= last_c <= (hi + tol * 1.5)
best_score = score
best = {
"start_idx": int(start_i),
"end_idx": int(end_i),
"high": hi,
"low": lo,
"mid": mid,
"active": bool(active),
"atr": last_atr,
"tol": tol,
"bars": int(length),
"score": float(score),
}
if best is None:
return None
def _ts(row) -> Any:
if "date" in work.columns and pd.notna(row["date"]):
return row["date"]
if "timestamp" in work.columns:
return row["timestamp"]
return None
best["start_time"] = _ts(work.iloc[best["start_idx"]])
# 区间时间结束取 core 末,事件可落在其后
best["end_time"] = _ts(work.iloc[best["end_idx"]])
offset = len(df) - len(work)
best["abs_start_idx"] = offset + best["start_idx"]
best["abs_end_idx"] = offset + best["end_idx"]
best["abs_scan_end_idx"] = offset + n - 1
return best
@@ -0,0 +1,72 @@
"""区间内 Volume Profile。"""
from __future__ import annotations
from typing import Any, Dict, List
import numpy as np
import pandas as pd
def compute_volume_profile(
df: pd.DataFrame,
start_idx: int,
end_idx: int,
bin_count: int = 50,
value_area_pct: float = 0.70,
) -> Dict[str, Any]:
seg = df.iloc[start_idx : end_idx + 1]
if seg.empty:
return {"bins": [], "poc": None, "vah": None, "val": None, "bin_count": bin_count}
typical = (seg["high"].astype(float) + seg["low"].astype(float) + seg["close"].astype(float)) / 3.0
vol = seg["volume"].astype(float).fillna(0.0)
lo = float(seg["low"].min())
hi = float(seg["high"].max())
if not np.isfinite(lo) or not np.isfinite(hi) or hi <= lo:
mid = float(seg["close"].iloc[-1])
return {
"bins": [{"price": mid, "volume": float(vol.sum())}],
"poc": mid,
"vah": mid,
"val": mid,
"bin_count": 1,
}
edges = np.linspace(lo, hi, bin_count + 1)
# 右开最后一桶闭合
idx = np.clip(np.digitize(typical.values, edges) - 1, 0, bin_count - 1)
vols = np.zeros(bin_count, dtype=float)
for i, v in zip(idx, vol.values):
vols[i] += float(v)
centers = (edges[:-1] + edges[1:]) / 2.0
poc_i = int(np.argmax(vols)) if vols.sum() > 0 else bin_count // 2
poc = float(centers[poc_i])
# Value Area:从 POC 向两侧扩展直到累计 >= value_area_pct
total = float(vols.sum()) or 1.0
target = total * value_area_pct
left = right = poc_i
acc = float(vols[poc_i])
while acc < target and (left > 0 or right < bin_count - 1):
left_v = vols[left - 1] if left > 0 else -1.0
right_v = vols[right + 1] if right < bin_count - 1 else -1.0
if right_v >= left_v and right < bin_count - 1:
right += 1
acc += float(vols[right])
elif left > 0:
left -= 1
acc += float(vols[left])
else:
break
bins: List[Dict[str, float]] = [
{"price": float(centers[i]), "volume": float(vols[i])} for i in range(bin_count)
]
return {
"bins": bins,
"poc": poc,
"vah": float(centers[right]),
"val": float(centers[left]),
"bin_count": bin_count,
}
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@@ -174,8 +174,10 @@ class KlineBuilderMixin:
def get_klc_list(self, klu_list): def get_klc_list(self, klu_list):
klc_list = [] klc_list = []
last_klu = None 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) macd = ChanMACD(klu_list)
klu_list = macd.cal_macd_state() klu_list = macd.klu_list
self._last_chan_macd = macd
ema_up_list = [] ema_up_list = []
ema_down_list = [] ema_down_list = []
ema_up_count = 0 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.seg_list = self.get_seg_list(self.bi_list)
self.zs_list = self.get_zs_list(self.bi_list, self.seg_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.big_zs_list = self.get_big_zs_list(self.zs_list)
# 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.chanmacd = ChanMACD(self.klu_list)
self.klu_list = self.chanmacd.cal_macd_state() self.klu_list = self.chanmacd.klu_list
def get_current_klc(self): def get_current_klc(self):
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@@ -0,0 +1,39 @@
# 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 Reviewed:拆 `web/services/runtime/`、加深 analyze 契约
- ECR-003 Reviewed:主站威科夫叠层(`chanlun/analysis/wyckoff/` + `include_wyckoff`)→ `081a57a`
- ECR-004 ReviewedTR 评分硬化 + VP 少系列 + 阶段/门闩/单测(无币种参数)
## 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
- 威科夫为独立叠层(ECR-003);勿借机改缠论算法
- 交易 L2+ → RISK_REVIEW + EXPLive 须 Human
## 已知债务
- `chart_tv.js` 单体巨大 → 后续可选 ECR
- analyze 契约已加深(mock HTTP + wyckoff opt-in);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)
- 威科夫启发式参数未做 UI 调参
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@@ -1,5 +1,47 @@
# CHANGELOG # CHANGELOG
## Unreleased — 2026-08-06
### ECR-004L2Reviewed
- 威科夫 TR 评分选段(防吞前置趋势);阶段非重叠最小跨度
- 主站 VP Top-8 + bins≤24;填充线减负
- `elements_only` 时不跑威科夫;收紧单测(无币种独立参数)
### ECR-003L2Reviewed
- 新增 `chanlun/analysis/wyckoff/`:交易区间、阶段 AE、Spring/SOS/LPS/UTAD 等事件、区间 VPPOC/VAH/VAL)、量能确认
- `/api/analyze` 按需 `include_wyckoff=1` 返回顶层 `wyckoff`
- 主站「威科夫」开关与 Lightweight 叠层(区间/阶段/事件/VP
- 单测与 analyze 契约 opt-in 断言
### ECR-002L3Reviewed
- 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 ## 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` 对应 ECR-001 / tag `v1.0.0`。详见 `docs/RELEASE/ECR-001-v1.0.0.md`
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@@ -45,11 +45,11 @@ pytest tests/test_golden_pipeline.py web/tests/test_analyze_contract.py → 6 pa
### Non-blocking(记入债务,需新 ECR 再动) ### 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 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。 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)。 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)。 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 ### 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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# CODE_REVIEW — ECR-003
**Role:** REVIEWER
**Date:** 2026-08-06
**Scope:** 工作区未提交 ECR-003(相对 `origin/dev` @ `df27b4d`
**Decision:** Approve(带非阻断 Findings;建议合并前勿提交 `.DS_Store`
## Evidence loaded
- `chanlun/analysis/wyckoff/{engine,range,events,volume_profile}.py`
- `web/api/analyze.py``include_wyckoff`
- `web/templates/index.html``chart_view.js``macd_ui.js``chart_tv.js` 威科夫块
- `tests/test_wyckoff.py``web/tests/test_analyze_contract.py`
- ESSECR/PRODUCT/ENG/IMPL/TEST/HANDOFF
## Acceptance ↔ Evidence
| Acceptance | Verdict | Evidence |
|------------|---------|----------|
| `include_wyckoff=1` 返回约定键;默认不强制 | PASS | 契约测试;默认无 `wyckoff` 键 |
| 合成 TR + 事件;VP POC | PASS | `test_wyckoff.py`12 相关套件全绿) |
| 主站可开关绘制 | PASS | 主开关按需拉取;子项本地重绘 |
| golden 不变 | PASS | `test_golden_pipeline` |
| 未改缠论算法 / strategies / chan_tv | PASS | diff 范围核对 |
| ESS 闭环 | PASS | IMPL/TEST/TRACE/CHANGELOG/本文件 |
## 复跑
```text
PYTHONPATH=.:web python -m pytest \
tests/test_wyckoff.py tests/test_golden_pipeline.py \
web/tests/test_analyze_contract.py -q
→ 12 passed
```
## Findings
### Important(不挡 Approve,建议跟进)
1. **交易区间易吞并前置趋势**
`detect_trading_range` 从最长窗口向下搜,合成夹具下 `abs_start_idx=0`,箱体前下跌段被算进 TR。单测只断言「有区间 + 有事件」,未锁定高低/起点。
*建议:* 用「宽度/触边密度」评分取最优段,或要求近端触边;测试断言 `high≈60/low≈40` 与起点靠近箱体。
2. **VP 叠层系列数偏多,可能加压自动刷新内存**
开启 VP 时约每个 bin 一条 `addLineSeries`(默认 ~50),再加区间填充/阶段。与 IDEA-002 内存修复同路径全量重建时放大。
*建议:* 只画非零 bin 或合并为少量 series / histogram;或限制 `vp_bins` 上限到 24。
### Medium
3. **阶段 C–E 在事件扎堆时常退化重叠**
夹具输出中 D/E 起止几乎相同;状态机按事件锚点硬切,缺少最小阶段长度。展示可用,语义偏弱。
4. **`elements_only=true` 仍可能跑威科夫**
威科夫挂在路由末尾,不依赖 `not elements_only`。主站当前不这么发,但契约上奇怪;建议与主周期分析同门闩。
5. **单测断言偏松**
`Spring in types or SOS``abs(poc-50)<2` 对回归保护不足。
### Low
6. 失败时 `wyckoff.error` 回传异常字符串(与结构区 print 风格一致,信息暴露轻微)。
7. 事件 marker 一律 `arrowUp`(跌破类也可 `arrowDown`)。
8. 工作区 `.DS_Store` 脏文件——**勿纳入 commit**。
### No blockers
未发现:契约删键、缠论语义改动、策略/config 改动、未鉴权危险写操作、主站误引 WS。
## Decision
**Approve**
可合并提交(排除 `.DS_Store`)。Important #1/#2 可开后续 L1/L2,不阻塞本 ECR 着陆。
## Next owner
`engineer` / Human — commit(勿含 `.DS_Store`);可选跟进 TR 评分与 VP 绘图优化。
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# CODE_REVIEW — ECR-004
**Role:** REVIEWER
**Date:** 2026-08-06
**Scope:** `d3188ca`(相对 ECR-003)威科夫硬化
**Decision:** Approve
## Evidence loaded
- Diff `d3188ca``range.py` / `events.py` / `analyze.py` / `chart_tv.js` / tests / ESS
- 复跑:`tests/test_wyckoff.py` + golden + analyze contract → **14 passed**
- 合成夹具抽查:`abs_start_idx=20`low/high≈40.1/59.9(相对 003 的 bar0 已修好)
## Acceptance ↔ Evidence
| Acceptance | Verdict | Evidence |
|------------|---------|----------|
| TR 不吞明显前置趋势;边界近箱体 | PASS | 评分选段;单测 low/high 带 + `abs_start≥12` + start 时间容差 |
| VP series 减负 | PASS | Top-8 + 填充 3 + POC/VAH/VALAPI bins≤24 |
| 阶段最小跨度 / 不重合 | PASS | 链式 cursorunique (start,end) 断言 |
| elements_only 门闩 | PASS | `include_wyckoff and not elements_only` + 契约测试 |
| golden 不变 / 无策略改动 / 无币种表 | PASS | golden 绿;diff 无 config/strategies |
## Findings
### Medium(不挡 Approve
1. **同分 tie-break 偏向更长窗口**
循环从长到短,`score <= best_score` 时保留已有(更长)。多数情况分数拉开;若实盘出现「长窗与短窗同分」,仍可能略偏长。可选:同分取更短,或加 `1/length` 微项。
2. **阶段常截断为 AC**
Spring/SOS 落在尾部时 D/E 因 `min_span` 被吃掉——与 ENG「空间不足截断」一致,但 UI 勾选「阶段」时用户可能期望总见 D/E。属产品预期,非缺陷;可在 UI/文档标明「尾部不足则省略」。
### Low
3. **`abs_start_idx >= 12` 弱于「箱体起点」** —— 主测已用时间容差;该断言可再收紧到 `>= 16` 一类。
4. **VP Top-N 无自动化 series 计数** —— 靠代码审查 + ENG 约定。
5. 事件 marker 仍一律 `arrowUp`003 遗留)。
6. 失败路径仍回传 `wyckoff.error` 字符串。
### No blockers
未发现契约删键、缠论语义改动、策略改动、或回归红灯。
## Decision
**Approve**
ECR-004 可维持 Done (Reviewed)。Medium 项进 backlog,不必立刻新 ECR,除非实盘 TR 仍偏长。
## Next owner
Human — 主站 BTC 勾选威科夫目测;无发版要求则保持 `v1.0.0` Unreleased 累计。
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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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# ECR-003
**Title:** 主站威科夫分析与图表展示
**Status:** Done (Reviewed)
**Date:** 2026-08-06
**Change Level:** L2
## Change
在主站 `/` 增加威科夫交易区间、阶段(A–E)、关键事件(Spring/SOS/LPS/UTAD 等)、区间内简易 VPPOC/VAH/VAL)与量能确认;按需接入 `/api/analyze`
## Motivation
用户需要在缠论图上叠加威科夫结构解读;与现有结构区语义分离。
## Scope
### Allowed
- 新建 `chanlun/analysis/wyckoff/`
- `/api/analyze` 增加可选 `include_wyckoff` 与响应字段 `wyckoff`(可增不可删既有字段)
- 主站 UI 开关与 Lightweight 绘图
- 单测 + ESS 文档
### Forbidden
- 修改笔/段/中枢/买卖点算法语义
-`config/` / `strategies/`
- `/chan_tv` Study
- Vite/React、主站 WebSocket 实时(另 ECR
## Risk
| Risk | Mitigation |
|------|------------|
| 启发式误标 | 规格写明启发式;UI 可关;单测合成形态 |
| 负载 | 默认关闭,勾选才计算 |
| 与结构区混淆 | 独立开关与字段名 |
## Acceptance Criteria
- [x] `include_wyckoff=1` 返回约定 `wyckoff` 键;默认不强制计算
- [x] 合成 fixture:能检出 TR + 至少一类事件;VP POC 可测
- [x] 主站可开关绘制区间/阶段/事件/VP
- [x] golden 缠论基线不变
- [x] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW
## Rollback
`git revert`;关闭 UI 开关即可无图面影响。
## Risk Review
- `docs/RISK_REVIEW/ECR-003.md` — N/A(展示分析,非 Live 策略)
## Linked
- IDEA: `docs/IDEA/IDEA-004-wyckoff-main.md`
- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-003-*
- EXPERIMENT: N/A
- TRACEABILITY: Yes
- CODE_REVIEW: `docs/CODE_REVIEW/ECR-003.md` — Approve
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# ECR-004
**Title:** 威科夫区间评分硬化与主站 VP 绘图减负
**Status:** Done (Reviewed)
**Date:** 2026-08-06
**Change Level:** L2
## Change
跟进 ECR-003 CODE_REVIEW Findings:改进交易区间选取启发式、阶段最小长度、收紧单测;主站 VP/叠层降低 Lightweight series 数量;`include_wyckoff` 与主周期分析同门闩。
## Motivation
003 已 Approve 合入;质量与内存项不得回塞已审变更,须独立可审闭环。
## Scope
### Allowed
- `chanlun/analysis/wyckoff/range.py` / `events.py`(阶段)启发式与单测
- `web/static/js/app/chart_tv.js` 威科夫 VP/填充绘制路径
- `web/api/analyze.py``elements_only` 时不跑威科夫;默认 `vp_bins` 上限 24
- ESS 文档与契约测试补充断言(不删既有 `wyckoff` 键)
### Forbidden
- 改笔/段/中枢/买卖点语义
- `config/` / `strategies/`
- `/chan_tv`
- 新数据源 / 订单流
- **按币种独立参数表**(全局 ATR 相对即可;当前以 BTC 场景验证)
## DecisionsApprove 时锁定)
- VP**A+C**(前端 Top-N 有量 bin + 服务端 bins 上限 24
- 不做 per-symbol 参数
## Risk
| Risk | Mitigation |
|------|------------|
| TR 结果相对 003 漂移 | 合成夹具锁定高低与起点;文档标明启发式迭代 |
| 前端 VP 观感变化 | 保留 POC/VAH/VAL;密度用 Top-N |
| 回归 | 扩展 `tests/test_wyckoff.py` + 既有契约套件 |
## Acceptance Criteria
- [x] 合成箱体夹具:`trading_range` 高低接近箱体边界,起点不落入明显前置趋势段
- [x] 开启 VP 时主图新增 series 数显著低于「每 bin 一条」(目标:填充+VP ≤ ~15 或等价合并策略)
- [x] 阶段输出满足最小跨度或合并退化段;文档说明规则
- [x] `elements_only=true` 即使 `include_wyckoff=1` 也不返回 `wyckoff`
- [x] golden 缠论基线不变;相关 pytest 绿
- [x] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW
## Rollback
`git revert`UI 关威科夫即可无图面影响。
## Risk Review
- `docs/RISK_REVIEW/ECR-004.md` — N/A(展示/启发式,非 Live 策略)
## Linked
- IDEA: `docs/IDEA/IDEA-005-wyckoff-harden.md`
- 上游: `docs/CODE_REVIEW/ECR-003.md` Findings 15
- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-004-*
- TRACEABILITY: Yes
- CODE_REVIEW: `docs/CODE_REVIEW/ECR-004.md` — Approve
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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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# ENGINEERING_SPEC — ECR-003
**Status:** Approved
**Date:** 2026-08-06
## Package
`chanlun/analysis/wyckoff/`
- `engine.py``analyze_wyckoff(df) -> dict`
- `range.py` — 交易区间检测(ATR 容差震荡箱)
- `phases.py` — AE 状态机
- `events.py` — Spring/SOS/LPS/UTAD(及 distribution 对称)
- `volume_profile.py` — 区间内分桶 VP
- `__init__.py` — 导出 `analyze_wyckoff`
## API
`GET /api/analyze?include_wyckoff=1``result["wyckoff"]`
```json
{
"trading_range": {"start_time","end_time","high","low","mid","active"},
"bias": "accumulation|distribution|unknown",
"phases": [{"phase","label","start_time","end_time"}],
"events": [{"type","time","price","note","volume_ratio","volume_ok"}],
"volume_profile": {"bins":[{"price","volume"}],"poc","vah","val","bin_count"},
"volume_confirm": {"avg_volume","event_checks":{}}
}
```
默认 `include_wyckoff` 假:可不返回或返回 `null`(实现选:不返回键以减负)。
## Detection heuristics
1. ATR(14) 容差;扫描最近窗口找高低点接近的连续段作为 TR。
2. 阶段:价格在 TR 内相对位置 + 假破/真破时间序。
3. Spring:下破 TR.low 后收回且收盘回到区间内;量能相对均量判断。
4. SOS:收盘站上 TR.high 且放量。
5. LPSSOS 后回踩不破 mid/high 带且缩量。
6. UTAD:上破后跌回区间内(派发)。
7. VPtypical=(H+L+C)/3volume 加权分桶,VA≈70% 围绕 POC。
## Frontend
主站 checkbox + `chart_view` 传参;`chart_tv.js` 绘制。
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# ENGINEERING_SPEC — ECR-004
**Status:** Approved(实现锁定:评分选段;VP=A+C;无币种参数)
**Date:** 2026-08-06
## Range scoring
替换「仅取最长合格窗口」:
1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段(步长 -4)。
2. 硬门槛不变:near_hi/lo≥2、inside≥0.75、宽度上限等。
3. 分数:`touch_density*50 + inside*30 - (width/ATR)*3 + min(length/40, 2)`,取最高。
4. 单测:`low∈[38,42]``high∈[58,62]`,起点不早于箱体(容差 8 根);`abs_start_idx >= 12`
## Phases
- 非重叠链式切分;每段至少 `min_bars=3`
- 尾部空间不足则延长上一段并停止新增(避免 D/E 完全重合双画)。
## API gate
```text
if include_wyckoff and not elements_only:
result["wyckoff"] = analyze_wyckoff(..., vp_bins∈[10,24])
```
默认 `wyckoff_vp_bins=24`,上限 24。
## Frontend VPA+C
- 填充线 6→3
- 有量 bin 按 volume Top-8 绘制 + POC/VAH/VAL
- 目标:区间填充+边框+VP ≈ ≤15 series 量级
## Tests
- `tests/test_wyckoff.py` 收紧
- `elements_only=true&include_wyckoff=1``wyckoff`
- 不改 golden 缠论 JSON
## Non-goals
- 按币种独立参数(全局 ATR 相对;以 BTC 场景验证)
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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
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# HANDOFF — ECR-003 engineer → reviewer
**Date:** 2026-08-06
**From:** engineer
**To:** reviewer
## Summary
主站威科夫 L2:独立分析包 + 按需 API + Lightweight 叠层。
## Artifacts
- IMPL: `docs/IMPLEMENTATION_REPORT/ECR-003.md`
- TEST: `docs/TEST_REPORT/ECR-003.md`
- SPEC: PRODUCT / ENG `docs/*/ECR-003-wyckoff-main.md`
- RISK: N/A(展示分析)
## How to verify
```bash
PYTHONPATH=.:web python -m pytest \
tests/test_wyckoff.py \
tests/test_golden_pipeline.py \
web/tests/test_analyze_contract.py -q
```
主站勾选「威科夫」→ 区间/阶段/事件/VP 可见。
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# HANDOFF — ECR-004 engineer → reviewer
**Date:** 2026-08-06
已实现并自测 14 passed。请对照 `docs/CODE_REVIEW/ECR-004.md`
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# 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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# Idea: 主站威科夫分析与图表展示
## Problem
主站仅有缠论叠层与结构价值区,缺少威科夫交易区间、阶段与关键事件的可解释展示。
## Observation
仓库无 Wyckoff 模块;`ChanZone` 是中枢+EMA 聚类,语义不同。主站 Lightweight 已有按需 `include_structure_zones` 模式可复用。
## Hypothesis
独立 `chanlun/analysis/wyckoff` + `/api/analyze?include_wyckoff=1` + 主站开关绘图,可在不碰缠论算法的前提下交付区间/阶段/事件/VP。
## Expected Impact
主站可叠加威科夫结构,辅助研判;与结构区开关并存。
## Change Level Guess
**L2**(新市场结构语义与图面;不改 strategies → EXP N/A
## Next
- [x] ECR-003
- [ ] 实现 + 测试 + Review
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# Idea: 威科夫区间评分与主站 VP 绘图优化
**Date:** 2026-08-06
**Status:** Accepted → ECR-004
**Source:** `docs/CODE_REVIEW/ECR-003.md` Findings Important #1/#2 + Medium #3#5
## Problem
ECR-003 已上线主站威科夫叠层,但:
1. 交易区间检测优先「最长窗口」,易吞并箱体前趋势,起点偏早。
2. VP 默认按 bin 逐条 `addLineSeries`,自动刷新全量重建时系列过多,有内存压力。
3. 阶段 C–E 在事件扎堆时易重叠退化;单测断言偏松;`elements_only` 仍可能跑威科夫。
## Why now
CODE_REVIEW Approve 非阻断项;关门后应单独 ECR 跟进,避免塞回已审 003。
## Proposed direction
- TR:触边密度/宽度评分选最优段,收紧合成夹具断言
- VP:少系列绘制(非零 bin 合并或降 bins 上限)
- 阶段最小长度;analyze 门闩与主周期一致;收紧单测
## Out of scope
- 缠论算法、`strategies/`/`config/``/chan_tv` Study、Live 信号
## Linked
- [x] ECR-004
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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)
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# IMPLEMENTATION_REPORT — ECR-003
**Date:** 2026-08-06
**Status:** Implemented
**Change Level:** L2
## What changed
| Area | Change |
|------|--------|
| Engine | 新建 `chanlun/analysis/wyckoff/`:交易区间、AE 阶段、Spring/SOS/LPS/UTAD/SOW/LPSY、区间 VPPOC/VAH/VAL)、量能确认 |
| API | `/api/analyze` 按需 `include_wyckoff=1` 返回顶层 `wyckoff`;默认可不计算 |
| Contract | `analyze_contract_keys.json` 扩展为 required + optional_when |
| UI | 主站「威科夫」及子项开关;Lightweight 绘制区间/阶段/事件/VP |
| Tests | `tests/test_wyckoff.py`;契约 HTTP opt-in |
## Compatibility
- 缠论算法与 golden 基线未改
- `/api/analyze` 既有字段未删;`wyckoff` 仅 opt-in
- 未改 `config/` / `strategies/`;未改 `/chan_tv`
## Tests
`docs/TEST_REPORT/ECR-003.md`
## Follow-ups
- CODE_REVIEW Approve
- 启发式参数(ATR 容差、lookback)后续可调
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# IMPLEMENTATION_REPORT — ECR-004
**Date:** 2026-08-06
**Status:** Implemented
**Change Level:** L2
## What changed
| Area | Change |
|------|--------|
| `wyckoff/range.py` | 硬门槛上按触边密度/箱内比/宽度评分选最优段(非最长) |
| `wyckoff/events.py` `build_phases` | 非重叠 + 最小跨度;尾部不足则截断 |
| `web/api/analyze.py` | `include_wyckoff and not elements_only``vp_bins` 默认/上限 24 |
| `chart_tv.js` | 填充 3 线;VP Top-8 + POC/VAH/VAL |
| tests | 收紧 TR/事件断言;`elements_only` 契约 |
## Decisions
- VP**A+C**
- **无**币种独立参数(全局 ATR 相对;BTC 场景验证)
## Tests
`docs/TEST_REPORT/ECR-004.md`14 passed 相关套件)。
@@ -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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# PRODUCT_SPEC — ECR-003
**Status:** Approved
**Date:** 2026-08-06
## Goal
主站用户可在主周期图上开关查看威科夫:**交易区间、阶段、事件、Volume ProfilePOC/VAH/VAL)与事件量能确认**。
## User stories
1. 勾选「威科夫」后重新分析,图上出现交易区间框。
2. 可见阶段分段/标签(Accumulation/Distribution + AE)。
3. 可见 Spring / SOS / LPS / UTAD(及派发对称事件)标记。
4. 可选 VP 水平密度与 POC/VAH/VAL 线。
5. 取消勾选后不再请求威科夫计算(或仅隐藏叠层)。
## Non-goals
- chan_tv、策略下单、订单流 footprint。
## Success
人工可在合成/实盘图上辨认区间与事件;自动化单测覆盖核心检出。
@@ -0,0 +1,20 @@
# PRODUCT_SPEC — ECR-004
**Status:** Approved
**Date:** 2026-08-06
## Goal
主站威科夫叠层在「可解释」前提下更稳:交易区间更贴近真实震荡箱;VP 打开时不拖垮图表刷新。
## User-visible
1. 勾选威科夫后,区间框起点/高低更合理(少把前置单边趋势框进去)。
2. 开启 VP 时图面仍有 POC/VAH/VAL 与量能密度感,但刷新更轻。
3. 阶段标签不再大量重叠在同一根 K 上(可合并短段)。
## Non-goals
- 改变缠论笔段中枢
- 自动交易建议 / Live
- chan_tv Study
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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。 > Agent 第一次读这个文件。不要重新猜技术栈;偏离见 Forbidden + ADR。
## Type ## 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 ## 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 | | Language | Python 3 |
| Engine package | `chanlun/` | | Engine package | `chanlun/` |
| Backend | Flask | | 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) | | 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 | | Deployment | gunicorn / systemdweb |
| Architecture Pattern | 包化引擎 + Web services/blueprints + 根目录兼容 shim | | Architecture Pattern | 包化引擎 + Web services/blueprints + 根目录兼容 shim |
@@ -25,15 +25,22 @@ Trading System(缠论分析引擎 + 可视化 Web;Freqtrade 策略目录独
- 无 ECR 破坏 `/api/analyze` JSON 契约(可增不可删) - 无 ECR 破坏 `/api/analyze` JSON 契约(可增不可删)
- 引入 Kafka / MongoDB / 微服务拆分(除非新 ADR) - 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 - 本轮引入 Vite/React/TS 构建流水线
- 威科夫等**独立分析叠层**须走 ECR(可增 API 字段);不得借机改缠论算法
## 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 ## Active anchors
- ECR: ECR-001 - ECR: ECR-002/003/004 Reviewed(威科夫 + 硬化)
- EXP: N/A(本变更不改交易行为语义) - EXP: N/A
- TRACEABILITY: `docs/TRACEABILITY.md` - TRACEABILITY: `docs/TRACEABILITY.md`
- Memory: `docs/AGENT_MEMORY.md`
## Pointers ## Pointers
- Rules: `PROJECT_RULES.md` - Rules: `PROJECT_RULES.md`
- Stack detail: `TECH_STACK.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。 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。 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。 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 ## 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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@@ -0,0 +1,8 @@
# RISK_REVIEW — ECR-003
**Status:** N/A
**Date:** 2026-08-06
展示用威科夫分析叠层,不改 Freqtrade 策略或 Live 下单。启发式误标风险由 UI 开关与文档说明缓解。
**Conclusion:** N/A(非交易执行变更)
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@@ -0,0 +1,6 @@
# RISK_REVIEW — ECR-004
**Status:** N/A
**Date:** 2026-08-06
展示用威科夫启发式与绘图优化,不改 Freqtrade 策略或 Live 下单。TR 输出相对 ECR-003 可能漂移,由单测与 UI 开关缓解。
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@@ -1,11 +1,23 @@
# STATE # STATE
**owner:** done **owner:** idle
**active_ecr:** ECR-001 **active_ecr:** noneECR-004 Reviewed;待本批提交合入)
**phase:** released **phase:** post-review
**system_version:** v1.0.0 **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 |
| ECR-003 | L2 | Done (Reviewed) | `081a57a` 主站威科夫 |
| ECR-004 | L2 | Done (Reviewed) | 威科夫硬化 / VP 减负 |
## Notes ## Notes
First release `v1.0.0` shipped. See `docs/RELEASE/ECR-001-v1.0.0.md`. - ECR-004**Approve**14 passed);无币种独立参数
- 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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@@ -0,0 +1,7 @@
task_id: ECR-003
title: 主站威科夫分析与图表展示
status: done_reviewed
change_level: L2
ecr: docs/ECR/ECR-003-wyckoff-main.md
code_review: docs/CODE_REVIEW/ECR-003.md
notes: Main site only; independent of ChanZone. Approve 2026-08-06.
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@@ -0,0 +1,8 @@
task_id: ECR-004
title: 威科夫区间评分硬化与主站 VP 绘图减负
status: done_reviewed
change_level: L2
ecr: docs/ECR/ECR-004-wyckoff-harden.md
idea: docs/IDEA/IDEA-005-wyckoff-harden.md
code_review: docs/CODE_REVIEW/ECR-004.md
notes: A+C VP; no per-symbol params; BTC-oriented validation. Approve 2026-08-06.
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@@ -9,12 +9,15 @@
## Web ## Web
- Flask + Jinja2 templates - Flask + Jinja2 templates
- TradingView Charting Library`web/charting_library/` - **主站 `/`**Lightweight Charts + `web/static/js/app/`(定时 HTTP `/api/analyze` 自动刷新;增量 setData
- 前端运行时:原生 JS`web/static/js/app/` - **全版 `/chan_tv`**TradingView Charting Library`web/charting_library/`+ `datafeed.js`
- 行情:`DATA_SERVICE_URL` / CCXT / A 股数据服务 - 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 - data_provider 仓库内重建
- React/TS 构建 - React/TS 构建
- Freqtrade config/strategies 重构 - 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 +1,29 @@
# TEST_REPORT — ECR-003
**Date:** 2026-08-06
**Level:** L2
## Command
```bash
PYTHONPATH=.:web python -m pytest \
tests/test_wyckoff.py \
tests/test_golden_pipeline.py \
web/tests/test_analyze_contract.py \
-q
```
## Result
**12 passed**
| Suite | Coverage |
|-------|----------|
| `test_wyckoff` | 合成箱体 TR + 事件;VP POC |
| golden / package / shim / contract keys file | 缠论基线 + 契约文档含 wyckoff optional |
| `test_analyze_contract` | 默认无 `wyckoff``include_wyckoff=1` 含约定键 |
## Notes
- 主站 UI 绘图无自动化;人工勾选「威科夫」验证叠层。
- 未改 golden JSON 内容。
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@@ -0,0 +1,29 @@
# TEST_REPORT — ECR-004
**Date:** 2026-08-06
**Level:** L2
## Command
```bash
PYTHONPATH=.:web python -m pytest \
tests/test_wyckoff.py \
tests/test_golden_pipeline.py \
web/tests/test_analyze_contract.py \
-q
```
## Result
**14 passed**
| Suite | Coverage |
|-------|----------|
| `test_wyckoff` | TR 边界/起点、Spring+SOS、阶段不重合、VP POC |
| golden | 缠论基线不变 |
| analyze contract | opt-in wyckoff`elements_only` 跳过 wyckoff |
## Notes
- 合成夹具下 `abs_start_idx=20`(箱体起点),高低≈40.1/59.9。
- 主站 VP series 减负无自动化计数;按 ENG Top-8+3 填充实现。
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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 | | ECR | Requirement | Spec | Code | Test |
|-----|-------------|------|------|------| |-----|-------------|------|------|------|
@@ -7,3 +9,38 @@
| ECR-001 | Web 分层 | ENG-001 | `web/services` `web/api` | analyze contract | | 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 | 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 | | 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 | — |
## ECR-003
| ECR | Requirement | Spec | Code | Test |
|-----|-------------|------|------|------|
| ECR-003 | 威科夫引擎(区间/阶段/事件/VP | ENG-003 | `chanlun/analysis/wyckoff/` | `tests/test_wyckoff.py` |
| ECR-003 | analyze 按需 `include_wyckoff` | ENG-003 | `web/api/analyze.py` | `test_analyze_http_wyckoff_opt_in` |
| ECR-003 | 主站 Lightweight 叠层 | PRODUCT-003 | `index.html` `chart_tv.js` `chart_view.js` | 人工 + 开关接线 |
| ECR-003 | 契约可选键文档 | ENG-003 | `analyze_contract_keys.json` | golden keys file 断言 |
## ECR-004
| ECR | Requirement | Spec | Code | Test |
|-----|-------------|------|------|------|
| ECR-004 | TR 评分选最优段 | ENG-004 | `wyckoff/range.py` | `test_wyckoff` / `test_range_scoring_skips_pretrend` |
| ECR-004 | VP/填充少 series | ENG-004 | `chart_tv.js` Top-8 + 填充 3bins≤24 | 人工 + ENG |
| ECR-004 | 阶段最小长度 + elements_only 门闩 | ENG-004 | `events.py` + `analyze.py` | 契约 `elements_only` |
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@@ -1,4 +1,5 @@
[ {
"required": [
"bi_list", "bi_list",
"bi_zs_list", "bi_zs_list",
"bsp_list", "bsp_list",
@@ -14,4 +15,17 @@
"uncompleted_seg_list", "uncompleted_seg_list",
"uncompleted_zs_list", "uncompleted_zs_list",
"zs_list" "zs_list"
],
"optional_when": {
"include_structure_zones": ["structure_zones"],
"include_wyckoff": ["wyckoff"]
},
"wyckoff_keys": [
"trading_range",
"bias",
"phases",
"events",
"volume_profile",
"volume_confirm"
] ]
}
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@@ -128,9 +128,10 @@ def serialize_pipeline(tf) -> dict:
} }
def analyze_contract_keys() -> list: def analyze_contract_keys() -> dict:
"""文档化 /api/analyze 主周期关键字段(契约冒烟用)。""" """文档化 /api/analyze 主周期关键字段(契约冒烟用)。"""
return sorted( return {
"required": sorted(
[ [
"timezone", "timezone",
"kline_data", "kline_data",
@@ -148,7 +149,20 @@ def analyze_contract_keys() -> list:
"chan_macd", "chan_macd",
"klc_trend", "klc_trend",
] ]
) ),
"optional_when": {
"include_structure_zones": ["structure_zones"],
"include_wyckoff": ["wyckoff"],
},
"wyckoff_keys": [
"trading_range",
"bias",
"phases",
"events",
"volume_profile",
"volume_confirm",
],
}
def run_pipeline(df: pd.DataFrame): def run_pipeline(df: pd.DataFrame):
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@@ -37,10 +37,15 @@ def test_compat_shim_still_works():
def test_analyze_contract_keys_file(): def test_analyze_contract_keys_file():
keys = json.loads( doc = json.loads(
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text( (ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(
encoding="utf-8" encoding="utf-8"
) )
) )
keys = doc["required"] if isinstance(doc, dict) and "required" in doc else doc
for k in ("kline_data", "bi_list", "seg_list", "zs_list", "bsp_list"): for k in ("kline_data", "bi_list", "seg_list", "zs_list", "bsp_list"):
assert k in keys assert k in keys
if isinstance(doc, dict):
assert "include_wyckoff" in doc.get("optional_when", {})
for k in ("trading_range", "phases", "events", "volume_profile"):
assert k in doc.get("wyckoff_keys", [])
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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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@@ -0,0 +1,128 @@
"""威科夫引擎单测:合成震荡箱 + Spring/SOS + VP POCECR-004 收紧)。"""
from __future__ import annotations
import sys
from pathlib import Path
import numpy as np
import pandas as pd
ROOT = Path(__file__).resolve().parents[1]
sys.path.insert(0, str(ROOT))
from chanlun.analysis.wyckoff import analyze_wyckoff # noqa: E402
from chanlun.analysis.wyckoff.range import detect_trading_range # noqa: E402
def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFrame:
"""构造明显箱体:40~60,前 20 根下跌趋势,可选假破与上破。"""
rng = np.random.default_rng(7)
rows = []
t0 = pd.Timestamp("2024-06-01", tz="UTC")
price = 50.0
# 进入箱体前下跌
for i in range(20):
price -= 0.3 + rng.random() * 0.1
o, c = price + 0.2, price
h, l = max(o, c) + 0.15, min(o, c) - 0.15
rows.append((t0 + pd.Timedelta(minutes=5 * i), o, h, l, c, 100 + rng.random() * 20))
# 箱体 40-60
lo, hi = 40.0, 60.0
for i in range(n_box):
c = lo + (hi - lo) * (0.3 + 0.4 * rng.random())
o = c + rng.normal(0, 0.5)
h = min(hi + 0.5, max(o, c) + abs(rng.normal(0.5, 0.2)))
l = max(lo - 0.5, min(o, c) - abs(rng.normal(0.5, 0.2)))
if i % 7 == 0:
h = hi - 0.1
if i % 7 == 3:
l = lo + 0.1
rows.append(
(
t0 + pd.Timedelta(minutes=5 * (20 + i)),
o,
h,
l,
c,
80 + rng.random() * 40,
)
)
base = 20 + n_box
if spring:
rows.append(
(
t0 + pd.Timedelta(minutes=5 * base),
42.0,
43.0,
37.0,
41.5,
90.0,
)
)
base += 1
if sos:
rows.append(
(
t0 + pd.Timedelta(minutes=5 * base),
58.0,
66.0,
57.0,
64.0,
220.0,
)
)
base += 1
rows.append(
(
t0 + pd.Timedelta(minutes=5 * base),
62.0,
63.0,
59.5,
61.0,
70.0,
)
)
return pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
def test_wyckoff_detects_range_and_events():
df = _box_df()
out = analyze_wyckoff(df, lookback=200)
assert out["trading_range"] is not None
tr = out["trading_range"]
assert 38.0 <= tr["low"] <= 42.0
assert 58.0 <= tr["high"] <= 62.0
# 起点不应落入前 20 根下跌段(允许少量 overlap)
box_start = df["date"].iloc[20]
assert tr["start_time"] is not None
start_ts = pd.Timestamp(tr["start_time"])
assert start_ts >= box_start - pd.Timedelta(minutes=5 * 8)
types = {e["type"] for e in out["events"]}
assert "Spring" in types
assert "SOS" in types
assert out["bias"] in ("accumulation", "distribution", "unknown")
assert len(out["phases"]) >= 3
keys = [(p["start_time"], p["end_time"]) for p in out["phases"]]
assert len(keys) == len(set(keys)), "phases must not share identical start/end"
def test_range_scoring_skips_pretrend():
df = _box_df(spring=False, sos=False)
tr = detect_trading_range(df, lookback=200)
assert tr is not None
assert tr["abs_start_idx"] >= 12 # 不应从 bar 0 吞掉整段下跌
def test_volume_profile_poc_on_heavy_bin():
dates = pd.date_range("2024-01-01", periods=40, freq="5min", tz="UTC")
rows = []
for i, d in enumerate(dates):
c = 50.0 + (i % 5) * 0.1
vol = 1000.0 if 49.8 <= c <= 50.2 else 10.0
rows.append((d, c, c + 0.2, c - 0.2, c, vol))
df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
out = analyze_wyckoff(df, lookback=80, vp_bins=20)
vp = out["volume_profile"]
assert vp["poc"] is not None
assert vp["vah"] is not None and vp["val"] is not None
assert abs(vp["poc"] - 50.0) < 1.0
+28
View File
@@ -656,5 +656,33 @@ def analyze():
else: else:
result['structure_zones'] = [] result['structure_zones'] = []
# 威科夫分析 —— 按需:include_wyckoff=1,且须有主周期分析(非 elements_only
include_wyckoff_param = request.args.get('include_wyckoff', '')
include_wyckoff = str(include_wyckoff_param).lower() in ('1', 'true', 'yes')
if include_wyckoff and not elements_only:
try:
from chanlun.analysis.wyckoff import analyze_wyckoff
wyckoff_lookback = int(request.args.get('wyckoff_lookback', 120))
# ECR-004:默认/上限 24 binsA+C
wyckoff_bins = int(request.args.get('wyckoff_vp_bins', 24))
result['wyckoff'] = analyze_wyckoff(
df,
lookback=max(40, min(wyckoff_lookback, 500)),
vp_bins=max(10, min(wyckoff_bins, 24)),
)
except Exception as e:
print(f"Wyckoff 分析出错: {e}")
import traceback
traceback.print_exc()
result['wyckoff'] = {
'trading_range': None,
'bias': 'unknown',
'phases': [],
'events': [],
'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
'error': str(e),
}
return jsonify(result) return jsonify(result)
+6 -1
View File
@@ -1,5 +1,6 @@
"""页面路由。""" """页面路由。"""
from flask import Blueprint, render_template, send_from_directory 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.runtime import * # noqa: F403
from services import runtime as R from services import runtime as R
@@ -8,7 +9,11 @@ bp = Blueprint("pages", __name__)
@bp.route('/chan_tv') @bp.route('/chan_tv')
def chan_tv(): def chan_tv():
"""缠论 TradingView 高级图表页面""" """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>') @bp.route('/charting_library/<path:filename>')
def serve_charting_library(filename): def serve_charting_library(filename):
+5
View File
@@ -7,6 +7,11 @@ DATA_SERVICE_URL = os.environ.get(
"DATA_SERVICE_URL", "DATA_SERVICE_URL",
os.environ.get("DATASVC_URL", "https://provider.jackyu66.com"), 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") 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 # 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
+95
View File
@@ -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
View File
@@ -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
+103
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@@ -0,0 +1,103 @@
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) }) var lows = biList_for_zs.map(function(bi) { return Math.min(bi.p0, bi.p1) })
gg = Math.max.apply(null, highs) gg = Math.max.apply(null, highs)
dd = Math.min.apply(null, lows) 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 = { var zs = {
t0: bi1.t0, t0: bi1.t0,
t1: biList_for_zs[biList_for_zs.length - 1].t1, t1: lastBiInCenter.t1,
high: zg, low: zd, high: zg, low: zd,
zg: zg, zd: zd, zg: zg, zd: zd,
gg: gg, dd: dd, 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_count: biList_for_zs.length,
bi_list: biList_for_zs, // 中枢内的笔列表(按序) bi_list: biList_for_zs,
start_bi_idx: startIdx, // 中枢首笔在总列表中的索引 start_bi_idx: startIdx,
dir: zsDir, dir: zsDir,
pre: lastZs, pre: lastZs,
next: null, next: null,
@@ -1008,28 +1030,6 @@ function findBiCenters(biList) {
startIdx = startIdx + 4 + (addedAfterLeave.length > 0 ? addedAfterLeave.length : 0) 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 return zsList
} }
@@ -1119,16 +1119,37 @@ function findSegCenters(segs) {
endSegIdx = startIdx + 2 + addedSegs.length 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 = { var zs = {
t0: s1.t0, t0: s1.t0,
t1: segs[endSegIdx].t1, t1: lastSegInCenter.t1,
high: zg, low: zd, high: zg, low: zd,
zg: zg, zd: zd, zg: zg, zd: zd,
gg: gg, dd: dd, gg: gg, dd: dd,
is_sure: segs[endSegIdx].sure, is_sure: zsSure,
seg_count: segList_for_zs.length, seg_count: segList_for_zs.length,
seg_list: segList_for_zs, // 中枢内的段列表(按序) seg_list: segList_for_zs,
start_seg_idx: startIdx, // 中枢首段在总列表中的索引 start_seg_idx: startIdx,
dir: zsDir, dir: zsDir,
pre: lastZs, pre: lastZs,
next: null, next: null,
+56 -5
View File
@@ -121,6 +121,7 @@
} }
// 中枢填充:区间内每根 bar 写入 top/bottom // 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) { function fillZs(t0, t1, high, low, topField, botField) {
var lo = lowerBound(sortedBarTimes, t0) var lo = lowerBound(sortedBarTimes, t0)
var hi = upperBound(sortedBarTimes, t1) var hi = upperBound(sortedBarTimes, t1)
@@ -131,14 +132,30 @@
} }
} }
var lastBarT = sortedBarTimes.length ? sortedBarTimes[sortedBarTimes.length - 1] : null
if (slice.zs) { if (slice.zs) {
slice.zs.forEach(function (z) { 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) { if (slice.segzs) {
slice.segzs.forEach(function (z) { 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: 'zs_bottom', type: 'line' },
{ id: 'segzs_top', type: 'line' }, { id: 'segzs_top', type: 'line' },
{ id: 'segzs_bottom', 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) { BSP_SUBTYPES.forEach(function (t) {
@@ -279,6 +300,22 @@
linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false, linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
transparency: 100, visible: false, color: '#ef6c00', display: 0, 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 // BSP 样式
@@ -311,6 +348,10 @@
zs_bottom: { title: '中枢下沿', histogramBase: 0, isHidden: true }, zs_bottom: { title: '中枢下沿', histogramBase: 0, isHidden: true },
segzs_top: { title: '段中枢上沿', 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 }, 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) { BSP_SUBTYPES.forEach(function (t) {
@@ -358,7 +399,7 @@
name: '缠论', name: '缠论',
metainfo: { metainfo: {
_metainfoVersion: 53, _metainfoVersion: 53,
id: 'Chan@tv-basicstudies-5', id: 'Chan@tv-basicstudies-6',
scriptIdPart: '', scriptIdPart: '',
description: 'Chan 缠论', description: 'Chan 缠论',
shortDescription: '缠论', shortDescription: '缠论',
@@ -373,12 +414,18 @@
title: '中枢', isHidden: false }, title: '中枢', isHidden: false },
{ id: 'segzs_fill', objAId: 'segzs_top', objBId: 'segzs_bottom', type: 'plot_plot', { id: 'segzs_fill', objAId: 'segzs_top', objBId: 'segzs_bottom', type: 'plot_plot',
title: '段中枢', isHidden: false }, 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: { defaults: {
styles: styles, styles: styles,
filledAreasStyle: { filledAreasStyle: {
zs_fill: mergeFill('zs_fill', { color: '#f1d96a', visible: true, transparency: 75 }), zs_fill: mergeFill('zs_fill', { color: '#f1d96a', visible: true, transparency: 75 }),
segzs_fill: mergeFill('segzs_fill', { color: '#6361f7', 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, precision: 2,
inputs: { epoch: 0 }, inputs: { epoch: 0 },
@@ -394,8 +441,8 @@
self._context = ctx self._context = ctx
} }
this.main = function (context) { this.main = function (context) {
// 32 个 plot: 8 结构 + 24 BSP // 36 个 plot: 12 结构 + 24 BSP
var NANS = new Array(32).fill(NaN) var NANS = new Array(36).fill(NaN)
// v31: sniffing pass 时 context.symbol.time 为 NaN // v31: sniffing pass 时 context.symbol.time 为 NaN
var t = context.symbol.time var t = context.symbol.time
if (isNaN(t)) return NANS if (isNaN(t)) return NANS
@@ -415,6 +462,10 @@
e.zs_bottom != null ? e.zs_bottom : NaN, e.zs_bottom != null ? e.zs_bottom : NaN,
e.segzs_top != null ? e.segzs_top : NaN, e.segzs_top != null ? e.segzs_top : NaN,
e.segzs_bottom != null ? e.segzs_bottom : 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) { 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 // 不再调用 redrawFractalElements():它会全量 initTradingView
redrawFractalElements(); // 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 // 更新EMA52显示
updateEMA52Display(currentData); updateEMA52Display(currentData);
+217 -265
View File
@@ -1,33 +1,56 @@
/* chart_tv.js — split from chart.js */ /* chart_tv.js — split from chart.js */
function initTradingView(symbol, timeframe) {
/** 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 { 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 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 { try {
if (tvWidget && tvWidget.state && tvWidget.state.isInitialized) { if (tvWidget[key] && typeof tvWidget[key].remove === 'function') {
// 主图 tvWidget[key].remove();
if (tvWidget.mainChart && typeof tvWidget.mainChart.remove === 'function') {
tvWidget.mainChart.remove();
} }
// 成交量 } catch (e) {}
if (tvWidget.volumeChart && typeof tvWidget.volumeChart.remove === 'function') { tvWidget[key] = null;
tvWidget.volumeChart.remove(); });
if (tvWidget.state) {
tvWidget.state.isInitialized = false;
} }
// 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();
} }
var chartRoot = document.getElementById('tradingview_chart');
if (chartRoot) {
chartRoot.innerHTML = '';
} }
} catch (e) { } catch (e) {
console.warn('释放旧图表资源失败(可忽略):', e); console.warn('disposeTradingViewCharts 失败(可忽略):', e);
} }
}
function initTradingView(symbol, timeframe) {
try {
// 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); console.log('初始化TradingView图表:', symbol, timeframe);
// 获取当前交易对的配置 // 获取当前交易对的配置
@@ -98,11 +121,7 @@ try {
candles = filterTradingHours(candles, symbolConfig); candles = filterTradingHours(candles, symbolConfig);
console.log(`A股数据过滤: ${originalLength} -> ${candles.length} 条记录`); 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 // 重置图表对象(容器已在 disposeTradingViewCharts 清空
const chartRoot = document.getElementById('tradingview_chart');
if (chartRoot) chartRoot.innerHTML = '';
// 重置图表对象
tvWidget = { tvWidget = {
mainChart: null, mainChart: null,
volumeChart: null, volumeChart: null,
@@ -235,8 +254,7 @@ try {
container.appendChild(chanMacdChartContainer); container.appendChild(chanMacdChartContainer);
} }
// 防止同步过程中的无限循环 // 防止同步过程中的无限循环(实际同步由 bindSyncEvents 负责)
let syncInProgress = false;
// 创建统一的图表选项 // 创建统一的图表选项
const createChartOptions = (showTimeScale = true, chartType = 'main') => { const createChartOptions = (showTimeScale = true, chartType = 'main') => {
@@ -1052,243 +1070,8 @@ try {
window.kluDivMarkersSubSub = []; window.kluDivMarkersSubSub = [];
} }
// 实现三图联动滚动 // 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。
// 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);
});
// 显示笔的绘制 - 分别处理主周期、次周期和次次周期 // 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') || $('#showSubSubBi').is(':checked')) { if ($('#showMainBi').is(':checked') || $('#showElementBi').is(':checked') || $('#showSubSubBi').is(':checked')) {
console.log('绘制笔 - 已启用'); console.log('绘制笔 - 已启用');
@@ -2416,6 +2199,175 @@ try {
} }
} catch (e) { console.error('结构区整体绘制出错:', e); } } catch (e) { console.error('结构区整体绘制出错:', e); }
} }
// 威科夫叠层:区间 / 阶段 / 事件 / VP
if ($('#showWyckoff').is(':checked') && currentData.wyckoff) {
try {
const w = currentData.wyckoff;
const tr = w.trading_range;
const parseTs = function(t) {
if (t == null) return NaN;
if (typeof t === 'number') return Math.floor(t > 1e12 ? t / 1000 : t);
const ms = new Date(t).getTime();
return isNaN(ms) ? NaN : Math.floor(ms / 1000);
};
const kd = currentData.kline_data || [];
const chartEnd = kd.length
? Math.floor(new Date(kd[kd.length - 1].date).getTime() / 1000)
: NaN;
if ($('#showWyckoffRange').is(':checked') && tr) {
const t0 = parseTs(tr.start_time);
const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
const hi = parseFloat(tr.high), lo = parseFloat(tr.low), mid = parseFloat(tr.mid);
if (!isNaN(t0) && !isNaN(t1) && !isNaN(hi) && !isNaN(lo)) {
const fill = 'rgba(52, 152, 219, 0.07)';
const border = 'rgba(52, 152, 219, 0.75)';
// ECR-004:填充线 6→3,减 series
const fillLines = 3;
const step = (hi - lo) / (fillLines + 1);
for (let fi = 1; fi <= fillLines; fi++) {
const fy = lo + step * fi;
mainChart.addLineSeries({ color: fill, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: fy }, { time: t1, value: fy }]);
}
mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: hi }, { time: t1, value: hi }]);
mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: lo }, { time: t1, value: lo }]);
if (!isNaN(mid)) {
mainChart.addLineSeries({ color: border, lineWidth: 1, lineStyle: 2, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: mid }, { time: t1, value: mid }]);
}
mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: lo }, { time: t0, value: hi }]);
mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t1, value: lo }, { time: t1, value: hi }]);
}
}
if ($('#showWyckoffPhases').is(':checked') && w.phases && w.phases.length) {
const phaseColors = {
A: 'rgba(241, 196, 15, 0.85)',
B: 'rgba(155, 89, 182, 0.85)',
C: 'rgba(230, 126, 34, 0.85)',
D: 'rgba(46, 204, 113, 0.85)',
E: 'rgba(52, 152, 219, 0.85)'
};
const phaseMarkers = [];
w.phases.forEach(function(ph) {
const t0 = parseTs(ph.start_time);
const t1 = ph.end_time ? parseTs(ph.end_time) : chartEnd;
if (isNaN(t0) || isNaN(t1) || !tr) return;
const hi = parseFloat(tr.high);
if (isNaN(hi)) return;
const col = phaseColors[ph.phase] || 'rgba(149,165,166,0.85)';
// 阶段顶部分段色带(略高于区间高)
const y = hi * 1.002;
mainChart.addLineSeries({ color: col, lineWidth: 3, lastValueVisible: false, priceLineVisible: false })
.setData([{ time: t0, value: y }, { time: t1, value: y }]);
phaseMarkers.push({
time: t0,
position: 'aboveBar',
color: col,
shape: 'square',
text: String(ph.phase || ph.label || ''),
size: 1
});
});
if (phaseMarkers.length) {
const phSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
phSeries.setMarkers(phaseMarkers);
}
}
if ($('#showWyckoffEvents').is(':checked') && w.events && w.events.length) {
const eventColors = {
Spring: '#27ae60',
SOS: '#2ecc71',
LPS: '#16a085',
UTAD: '#e74c3c',
SOW: '#c0392b',
LPSY: '#d35400'
};
const checks = (w.volume_confirm && w.volume_confirm.event_checks) || {};
const markers = [];
w.events.forEach(function(ev) {
const t = parseTs(ev.time);
if (isNaN(t)) return;
const typ = ev.type || '';
const chk = checks[typ] || {};
const volOk = (chk.volume_ok != null) ? chk.volume_ok : ev.volume_ok;
const ratioVal = (chk.volume_ratio != null) ? chk.volume_ratio : ev.volume_ratio;
const ok = volOk === true ? '✓' : (volOk === false ? '✗' : '');
const note = ev.note || '';
const ratio = (ratioVal != null) ? (' vol×' + Number(ratioVal).toFixed(2)) : '';
markers.push({
time: t,
position: (typ === 'Spring' || typ === 'LPS' || typ === 'SOW') ? 'belowBar' : 'aboveBar',
color: eventColors[typ] || '#7f8c8d',
shape: 'arrowUp',
text: typ + (ok ? ' ' + ok : '') + (note ? ' ' + note : '') + ratio,
size: 1
});
});
if (markers.length) {
const evSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
evSeries.setMarkers(markers);
}
}
if ($('#showWyckoffVP').is(':checked') && w.volume_profile && tr) {
const vp = w.volume_profile;
const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
if (!isNaN(t1)) {
const bins = vp.bins || [];
// ECR-004 A+C:只画有量 Top-N,避免每 bin 一条 series
const TOP_N = 8;
const ranked = bins
.filter(function(b) { return b && b.volume > 0; })
.slice()
.sort(function(a, b) { return b.volume - a.volume; })
.slice(0, TOP_N);
let maxVol = 0;
ranked.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
const tStart = parseTs(tr.start_time);
const maxWidthSec = Math.max(60, Math.floor((t1 - (isNaN(tStart) ? t1 : tStart)) * 0.15));
ranked.forEach(function(b) {
if (!b.volume || maxVol <= 0) return;
const wSec = Math.max(1, Math.floor(maxWidthSec * (b.volume / maxVol)));
const alpha = 0.2 + 0.55 * (b.volume / maxVol);
const leftT = Math.max(isNaN(tStart) ? (t1 - wSec) : tStart, t1 - wSec);
mainChart.addLineSeries({
color: 'rgba(142, 68, 173, ' + alpha.toFixed(2) + ')',
lineWidth: 1,
lastValueVisible: false,
priceLineVisible: false
}).setData([
{ time: leftT, value: b.price },
{ time: t1, value: b.price }
]);
});
const levels = [
{ p: vp.poc, c: 'rgba(142, 68, 173, 0.95)', w: 2, style: 0 },
{ p: vp.vah, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 },
{ p: vp.val, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 }
];
const t0 = parseTs(tr.start_time);
levels.forEach(function(lv) {
const p = parseFloat(lv.p);
if (isNaN(p) || isNaN(t0)) return;
mainChart.addLineSeries({
color: lv.c,
lineWidth: lv.w,
lineStyle: lv.style,
lastValueVisible: false,
priceLineVisible: false
}).setData([{ time: t0, value: p }, { time: t1, value: p }]);
});
}
}
} catch (e) { console.error('威科夫绘制出错:', e); }
}
// 显示未完成中枢 - 分别处理主周期、次周期和次次周期 // 显示未完成中枢 - 分别处理主周期、次周期和次次周期
if ($('#showMainZs').is(':checked') || $('#showElementZs').is(':checked') || $('#showSubSubZs').is(':checked') || $('#showSubSubBiZs').is(':checked')) { if ($('#showMainZs').is(':checked') || $('#showElementZs').is(':checked') || $('#showSubSubZs').is(':checked') || $('#showSubSubBiZs').is(':checked')) {
console.log('绘制未完成中枢 - 已启用'); console.log('绘制未完成中枢 - 已启用');
+22 -5
View File
@@ -1,5 +1,6 @@
/* chart_view.js — split from chart.js */ /* chart_view.js — split from chart.js */
function updateChart() { function updateChart(options) {
options = options || {};
// 只显示旋转加载图标 // 只显示旋转加载图标
$('#refreshLoadingSpinner').show(); $('#refreshLoadingSpinner').show();
@@ -18,7 +19,7 @@ function updateChart() {
const subSubTimeframe = $('#subSubTimeframe').val() || ''; const subSubTimeframe = $('#subSubTimeframe').val() || '';
// 确保时区参数有效 // 确保时区参数有效
console.log('更新图表使用时区:', timezone); console.log('更新图表使用时区:', timezone, 'reason:', options.reason || (options.fromAutoRefresh ? 'auto' : 'manual'));
console.log('数据源:', dataSource, '交易对/股票:', symbol); console.log('数据源:', dataSource, '交易对/股票:', symbol);
// 如果symbol为空,不发送请求 // 如果symbol为空,不发送请求
@@ -42,9 +43,14 @@ function updateChart() {
endTimeMs = new Date($('#end_time').val()).getTime(); 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 // 发送请求
const requestId = ++lastRequestId; // 标记本次请求 const requestId = ++lastRequestId; // 标记本次请求
$.ajax({ window._analyzeXhr = $.ajax({
url: '/api/analyze', url: '/api/analyze',
data: { data: {
symbol: symbol, symbol: symbol,
@@ -56,7 +62,8 @@ function updateChart() {
end_time: endTimeMs, end_time: endTimeMs,
elements_only: false, elements_only: false,
zone_kl_lines: parseInt($('#zoneKlLines').val()) || 1000, zone_kl_lines: parseInt($('#zoneKlLines').val()) || 1000,
include_structure_zones: $('#showMainStructureZone').is(':checked') ? 1 : 0 include_structure_zones: $('#showMainStructureZone').is(':checked') ? 1 : 0,
include_wyckoff: $('#showWyckoff').is(':checked') ? 1 : 0
}, },
success: function(data) { success: function(data) {
// 隐藏加载图标 // 隐藏加载图标
@@ -75,16 +82,26 @@ function updateChart() {
} }
currentData = data; currentData = data;
refreshChart(data); refreshChart(data, {
incremental: options.incremental !== undefined
? !!options.incremental
: !!options.fromAutoRefresh
});
}, },
error: function(jqXHR, textStatus, errorThrown) { error: function(jqXHR, textStatus, errorThrown) {
// 隐藏加载图标 // 隐藏加载图标
$('#refreshLoadingSpinner').hide(); $('#refreshLoadingSpinner').hide();
if (textStatus === 'abort') {
return;
}
// 显示错误信息 // 显示错误信息
console.error('加载数据失败:', errorThrown); console.error('加载数据失败:', errorThrown);
// 自动刷新失败不弹窗打扰
if (!options.fromAutoRefresh) {
alert('加载数据失败: ' + (jqXHR.responseJSON?.error || errorThrown)); alert('加载数据失败: ' + (jqXHR.responseJSON?.error || errorThrown));
} }
}
}); });
} }
function captureChartViewState(chart) { function captureChartViewState(chart) {
+32 -19
View File
@@ -1,20 +1,27 @@
/** /**
* TradingView Datafeed 对接 Data Provider 微服务 * TradingView Datafeed 对接 Data Provider 微服务
* *
* 数据源: http://103.179.242.166 * REST: https://provider.jackyu66.com
* - GET /timeframes 可用周期 * WS: wss://jackyu66.com/ws (可通过 window.DATA_SERVICE_* 或 URL 参数覆盖)
* - GET /api/candles 历史 OHLCV
* - WS /ws 实时 K 线推送
* *
* IDatafeedChartApi 核心接口 * subscribeBars 收到 kline 后调用 onTick Charting Library 增量更新不重置缩放
* onReady, resolveSymbol, getBars, subscribeBars, unsubscribeBars
*/ */
var ChanTVDatafeed = (function () { var ChanTVDatafeed = (function () {
'use strict' 'use strict'
// 默认 data_provider 地址,可通过 URL param 覆盖 function getParam(name) {
var DATA_HOST = 'http://103.179.242.166' try {
var m = (new RegExp('[?&]' + name + '=([^&]*)')).exec(location.search)
return m ? decodeURIComponent(m[1]) : ''
} catch (e) {
return ''
}
}
// REST 与 WS 可分离(nginx 反代)
var DATA_HOST = (window.DATA_SERVICE_URL || getParam('data_host') || 'https://provider.jackyu66.com').replace(/\/$/, '')
var WS_URL = (window.DATA_SERVICE_WS_URL || getParam('ws_url') || 'wss://jackyu66.com/ws').replace(/\/$/, '')
// ---- resolution <-> timeframe 转换 ---- // ---- resolution <-> timeframe 转换 ----
var RES_TO_TF = { var RES_TO_TF = {
@@ -36,13 +43,12 @@ var ChanTVDatafeed = (function () {
var ws = null var ws = null
var wsReconnectTimer = null var wsReconnectTimer = null
var wsSubs = {} // listenerGuid -> { symbol, tf, onTick, lastTickTime } var wsSubs = {} // listenerGuid -> { symbol, tf, onTick, lastTickTime }
var wsUrl = DATA_HOST.replace(/^http/, 'ws') + '/ws'
function wsConnect() { function wsConnect() {
if (ws && (ws.readyState === WebSocket.OPEN || ws.readyState === WebSocket.CONNECTING)) return if (ws && (ws.readyState === WebSocket.OPEN || ws.readyState === WebSocket.CONNECTING)) return
try { try {
ws = new WebSocket(wsUrl) ws = new WebSocket(WS_URL)
} catch (e) { } catch (e) {
console.warn('[TV Datafeed] WS 连接失败', e) console.warn('[TV Datafeed] WS 连接失败', e)
scheduleReconnect() scheduleReconnect()
@@ -50,7 +56,7 @@ var ChanTVDatafeed = (function () {
} }
ws.onopen = 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 // 重新订阅
Object.keys(wsSubs).forEach(function (guid) { Object.keys(wsSubs).forEach(function (guid) {
var sub = wsSubs[guid] var sub = wsSubs[guid]
@@ -62,28 +68,35 @@ var ChanTVDatafeed = (function () {
try { try {
var msg = JSON.parse(evt.data) var msg = JSON.parse(evt.data)
var bars = msg.data || msg.bars // data_provider 用 'data' 字段 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) { 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 sorted = bars.slice().sort(function (a, b) { return (a.timestamp || 0) - (b.timestamp || 0) })
var latest = sorted[sorted.length - 1] 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) { Object.keys(wsSubs).forEach(function (guid) {
var sub = wsSubs[guid] var sub = wsSubs[guid]
if (sub.symbol === msg.symbol && sub.tf === msg.timeframe) { if (sub.symbol === msg.symbol && sub.tf === msg.timeframe) {
// 跳过已处理过的时间戳 // 允许同 timestamp 更新未收盘棒(用 < 而不是 <=)
if (sub.lastTickTime && latest.timestamp <= sub.lastTickTime) return if (sub.lastTickTime != null && latest.timestamp < sub.lastTickTime) return
try { var tick = {
sub.onTick({
time: latest.timestamp, time: latest.timestamp,
open: latest.open, open: latest.open,
high: latest.high, high: latest.high,
low: latest.low, low: latest.low,
close: latest.close, close: latest.close,
volume: latest.volume, volume: latest.volume,
}) }
try {
sub.onTick(tick)
sub.lastTickTime = latest.timestamp sub.lastTickTime = latest.timestamp
} catch (e) { /* ignore */ } } 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 */ }
} }
}) })
} }
+20
View File
@@ -93,6 +93,26 @@ $(document).on('change', '#showMainStructureZone', function() {
} }
}); });
// 威科夫主开关:勾选才请求;子项仅本地重绘
function syncWyckoffSubControls() {
const on = $('#showWyckoff').is(':checked');
$('#showWyckoffRange, #showWyckoffPhases, #showWyckoffEvents, #showWyckoffVP').prop('disabled', !on);
}
$(document).on('change', '#showWyckoff', function() {
const on = $('#showWyckoff').is(':checked');
syncWyckoffSubControls();
console.log('威科夫切换为:', on);
if (on) {
updateChart();
} else {
updateChartDisplay();
}
});
$(document).on('change', '#showWyckoffRange, #showWyckoffPhases, #showWyckoffEvents, #showWyckoffVP', function() {
updateChartDisplay();
});
$(function() { syncWyckoffSubControls(); });
// 添加趋势显示复选框变更事件(主/元素),变更后刷新主图 // 添加趋势显示复选框变更事件(主/元素),变更后刷新主图
$('#showMainTrend').change(function() { $('#showMainTrend').change(function() {
updateChartDisplay(); updateChartDisplay();
+37 -7
View File
@@ -88,15 +88,13 @@ $(document).ready(function() {
.always(function() { .always(function() {
loadAStockSymbols(); loadAStockSymbols();
startAStockStatusUpdater(); startAStockStatusUpdater();
// A 股:metadata 完成后再拉数(下方不再重复 updateChart
setTimeout(function() { setTimeout(function() {
updateChart(); updateChart();
}, 300); }, 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 // 初始化交易对下拉菜单
$('#symbol').val('BTC/USDT:USDT'); $('#symbol').val('BTC/USDT:USDT');
@@ -245,6 +243,7 @@ $(document).ready(function() {
// 自动刷新相关变量 // 自动刷新相关变量
let autoRefreshTimer = null; let autoRefreshTimer = null;
let nextRefreshTime = null; let nextRefreshTime = null;
let autoRefreshTick = 0;
// 初始化自动刷新功能 // 初始化自动刷新功能
function initAutoRefresh() { function initAutoRefresh() {
// 监听自动刷新勾选框变化 // 监听自动刷新勾选框变化
@@ -281,12 +280,18 @@ function startAutoRefresh() {
updateNextRefreshTimeDisplay(); updateNextRefreshTimeDisplay();
// 启动定时器 // 启动定时器
autoRefreshTick = 0;
autoRefreshTimer = setInterval(function() { autoRefreshTimer = setInterval(function() {
// 更新结束时间为当前时间 // 更新结束时间为当前时间
updateEndTimeToNow(); updateEndTimeToNow();
// 刷新图表 // 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)
updateChart(); autoRefreshTick += 1;
const fullRebuild = (autoRefreshTick % 6) === 0;
updateChart({
fromAutoRefresh: true,
incremental: !fullRebuild
});
// 更新下次刷新时间 // 更新下次刷新时间
nextRefreshTime = new Date(Date.now() + intervalMs); nextRefreshTime = new Date(Date.now() + intervalMs);
@@ -512,7 +517,7 @@ function updateFractalTables() {
} }
// 刷新图表并更新表格 // 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 // 检查是否接收到数据
if (!data) { if (!data) {
console.error('未收到数据,无法刷新图表'); console.error('未收到数据,无法刷新图表');
@@ -523,6 +528,31 @@ function refreshChart(data) {
$('#elementTimeframe').val(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 // 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 // tvWidget 会在 initTradingView 内被重建,所以必须存到 window 上
if (tvWidget && tvWidget.mainChart) { if (tvWidget && tvWidget.mainChart) {
+161 -305
View File
@@ -119,7 +119,7 @@
<!-- 控制栏 --> <!-- 控制栏 -->
<div class="toolbar"> <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"> <input id="symbol-input" type="text" value="BTC/USDT:USDT" title="交易对">
<select id="tf-select" title="周期"> <select id="tf-select" title="周期">
<option value="1m">1m</option> <option value="1m">1m</option>
@@ -135,6 +135,7 @@
</select> </select>
<button id="btn-reload" class="btn btn-reload" title="刷新数据">↻ 刷新</button> <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> <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="status" id="status-bar">
<span class="dot yellow"></span> 初始化... <span class="dot yellow"></span> 初始化...
</span> </span>
@@ -147,26 +148,28 @@
<!-- TV charting library --> <!-- TV charting library -->
<script src="/charting_library/charting_library.js"></script> <script src="/charting_library/charting_library.js"></script>
<!-- 自定义模块 --> <!-- 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/api_client.js?v=1"></script>
<script src="/static/js/app/chan_engine.js?v=4"></script> <script src="/static/js/app/chan_engine.js?v=5"></script>
<script src="/static/js/app/datafeed.js?v=6"></script> <script src="/static/js/app/datafeed.js?v=8"></script>
<script src="/static/js/app/chan_indicator.js?v=10"></script> <script src="/static/js/app/chan_indicator.js?v=11"></script>
<script> <script>
(function () { (function () {
'use strict' '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 ---- // ---- 读取 URL params ----
function getParam(name, def) { function getParam(name, def) {
var m = (new RegExp('[?&]' + name + '=([^&]*)')).exec(location.search) var m = (new RegExp('[?&]' + name + '=([^&]*)')).exec(location.search)
return m ? decodeURIComponent(m[1]) : def 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 defaultSymbol = getParam('symbol', 'BTC/USDT:USDT')
var defaultTf = getParam('tf', '5m') var defaultTf = getParam('tf', '5m')
@@ -191,7 +194,6 @@
var lastChanKey = '' var lastChanKey = ''
var fetchPromise = null // 防止并发请求 var fetchPromise = null // 防止并发请求
var computePending = false // 标记是否有待处理的计算 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 ---- // ---- 工具:resolution ↔ timeframe ----
function tfToRes(tf) { function tfToRes(tf) {
@@ -378,6 +380,36 @@
setStatus('ok') 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 ---- // ---- 初始化 TV Widget ----
function initTvWidget() { function initTvWidget() {
var symbol = symbolInput.value.trim() var symbol = symbolInput.value.trim()
@@ -394,15 +426,15 @@
computeAndRefreshChan(true) computeAndRefreshChan(true)
} }
}) })
// WS 重新订阅新周期 // WS 重新订阅由 datafeed.subscribeBars 自动处理
if (window._resubscribeChanWS) window._resubscribeChanWS()
} catch (e) { } catch (e) {
console.warn('setSymbol failed', e) console.warn('setSymbol failed', e)
} }
return return
} }
widget = new TradingView.widget({ var savedState = loadSavedChartState()
var widgetOpts = {
container: chartContainer, container: chartContainer,
library_path: '/charting_library/', library_path: '/charting_library/',
datafeed: ChanTVDatafeed, datafeed: ChanTVDatafeed,
@@ -413,31 +445,65 @@
theme: getTheme(), theme: getTheme(),
timezone: 'Asia/Shanghai', timezone: 'Asia/Shanghai',
locale: 'zh', locale: 'zh',
toolbar_bg: '#f8f9fa', toolbar_bg: getTheme() === 'dark' ? '#131722' : '#f8f9fa',
client_id: 'chan-core', client_id: 'chan-core',
user_id: 'local', 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 () { custom_indicators_getter: function () {
return Promise.resolve([makeChanIndicator()]) 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: [ disabled_features: [
'header_compare',
'header_saveload', 'header_saveload',
'study_templates', 'study_templates',
'create_volume_indicator_by_default', 'volume_force_overlay', // 关:成交量独立副图,不叠主图
'save_chart_properties_to_local_storage',
], ],
enabled_features: [ 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', '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: { favorites: {
intervals: ['1', '5', '15', '30', '60', '240', 'D'], intervals: ['1', '3', '5', '15', '30', '60', '240', 'D'],
chartTypes: ['Candles'], chartTypes: ['Candles', 'Line', 'Area'],
indicators: [
'Moving Average',
'EMA Cross',
'MACD',
'Relative Strength Index',
'Bollinger Bands',
'Volume',
'Stochastic',
'Average True Range',
'缠论',
],
}, },
studies_overrides: { studies_overrides: {
'macd.macd.display': 3, 'volume.volume.color.0': 'rgba(8, 153, 129, 0.4)',
'macd.signal.display': 3, 'volume.volume.color.1': 'rgba(239, 68, 68, 0.4)',
'macd.histogram.display': 3,
}, },
overrides: { overrides: {
'paneProperties.background': getTheme() === 'light' ? '#ffffff' : '#131722', 'paneProperties.background': getTheme() === 'light' ? '#ffffff' : '#131722',
@@ -449,28 +515,54 @@
'mainSeriesProperties.candleStyle.wickUpColor': '#ef4444', 'mainSeriesProperties.candleStyle.wickUpColor': '#ef4444',
'mainSeriesProperties.candleStyle.wickDownColor': '#089981', '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 () { widget.onChartReady(function () {
chart = widget.activeChart() chart = widget.activeChart()
window._chanChart = chart // for debugging window._chanChart = chart // for debugging
if (!chart) return 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 { try {
chart.createStudy('MACD', false, false) 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) { } catch (e) {
console.warn('createStudy MACD failed', e) console.warn('同步工具栏 symbol/tf 失败', e)
} }
// 调整 MACD 副图大小 // 自动保存:加指标/改设置后写入 localStorage
try { try {
var panes = chart.getPanes() widget.subscribe('onAutoSaveNeeded', function () {
if (panes.length >= 2) { persistChartState()
panes[panes.length - 1].setHeight(150) })
}
} catch (e) { } catch (e) {
console.warn('resize MACD pane failed', 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 // 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 // 监听可视范围变化 → 刷新缠论
attachVisibleRangeListener(chart) 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 { try {
widget.subscribe('study_properties_changed', function (entityId) { widget.subscribe('study_properties_changed', function (entityId) {
var studies = chart.getAllStudies ? chart.getAllStudies() : [] var studies = chart.getAllStudies ? chart.getAllStudies() : []
@@ -491,6 +583,7 @@
var sv = api ? api.getStyleValues() : null var sv = api ? api.getStyleValues() : null
if (sv) saveChanStyles(sv) if (sv) saveChanStyles(sv)
} }
persistChartState()
}) })
} catch (e) { } catch (e) {
console.warn('subscribe study_properties_changed failed', e) console.warn('subscribe study_properties_changed failed', e)
@@ -570,289 +663,52 @@
setStatus('loading'); setStatus('loading');
initTvWidget(); initTvWidget();
// ---- WebSocket 实时 K 线 → 增量缠论更新 ---- // ---- 实时:只用 TV datafeed 的 onTick 更新 K(不重置缩放)----
(function () { // 缠论缓存由 datafeed 回调同步;新棒出现(收盘)再重算缠论
var ws = null ;(function () {
var reconnectTimer = null var chanDebounce = null
var pendingBars = [] // 收集待处理的新 bar var lastTs = null
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
function getTfMs(tf) { window.ChanTvRealtime = {
var map = { '1m':60000, '3m':180000, '5m':300000, '15m':900000, '30m':1800000, onBar: function (symbol, tf, bar) {
'1h':3600000, '2h':7200000, '4h':14400000, '6h':21600000, '8h':28800000, if (!bar || bar.timestamp == null) return
'12h':43200000, '1d':86400000, '3d':259200000, '1w':604800000, '1M':2592000000 }
return map[tf] || 300000
}
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 var curSym, curTf
try { curSym = chart.symbol() } catch (e) { curSym = symbolInput.value.trim() } try { curSym = chart && chart.symbol() } catch (e) { curSym = symbolInput.value.trim() }
try { curTf = resToTf(chart.resolution()) } catch (e) { curTf = tfSelect.value } try { curTf = chart && resToTf(chart.resolution()) } catch (e) { curTf = tfSelect.value }
if (msg.symbol !== curSym || msg.timeframe !== curTf) return if (symbol !== curSym || tf !== curTf) return
for (var i = 0; i < bars.length; i++) { var closed = false
var bar = bars[i] if (cachedOhlcvBars && cachedOhlcvBars.length) {
var exists = false var last = cachedOhlcvBars[cachedOhlcvBars.length - 1]
for (var j = cachedOhlcvBars.length - 1; j >= Math.max(0, cachedOhlcvBars.length - 100); j--) { if (bar.timestamp === last.timestamp) {
if (cachedOhlcvBars[j].timestamp === bar.timestamp) { exists = true; break } last.open = bar.open; last.high = bar.high; last.low = bar.low
} last.close = bar.close; last.volume = bar.volume || 0
if (exists) continue } else if (bar.timestamp > last.timestamp) {
// 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({ cachedOhlcvBars.push({
timestamp: b.timestamp, datetime: b.datetime || new Date(b.timestamp).toISOString(), timestamp: bar.timestamp,
open: b.open, high: b.high, low: b.low, close: b.close, volume: b.volume || 0, datetime: bar.datetime || new Date(bar.timestamp).toISOString(),
open: bar.open, high: bar.high, low: bar.low, close: bar.close,
volume: bar.volume || 0,
}) })
filled++ if (cachedOhlcvBars.length > 5000) {
cachedOhlcvBars = cachedOhlcvBars.slice(cachedOhlcvBars.length - 5000)
} }
if (filled > 0) { closed = true
console.log('[WS] 从快照回补', filled, '根 bar')
} }
} }
// 如果快照不够,从 REST API 拉取 // 仅在上一根走完时重算缠论(K/MACD 已由 TV 自带更新)
if (expectedBars > 10) { if (closed || (lastTs != null && bar.timestamp > lastTs)) {
console.log('[WS] 缺口较大,从 REST 回补...') if (chanDebounce) clearTimeout(chanDebounce)
var dpSymbol chanDebounce = setTimeout(function () {
try { dpSymbol = chart.symbol() } catch (e) { dpSymbol = symbolInput.value.trim() } chanDebounce = null
var start = lastTs + periodMs if (cachedOhlcvBars && cachedOhlcvBars.length) {
var url = DATA_HOST + '/api/candles?symbol=' + encodeURIComponent(dpSymbol) + doChanCompute(cachedOhlcvBars, curSym, curTf)
'&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 }, 400)
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,
})
added++
} }
if (added > 0) { lastTs = bar.timestamp
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)
}
}
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)
} }
})() })()
})() })()
+24 -4
View File
@@ -972,6 +972,26 @@
<label class="form-check-label" for="showMainStructureZone">结构区</label> <label class="form-check-label" for="showMainStructureZone">结构区</label>
</div> </div>
<input type="number" id="zoneKlLines" class="form-control form-control-sm" value="1000" min="100" max="5000" step="100" style="width:80px;" title="结构区K线数量"> <input type="number" id="zoneKlLines" class="form-control form-control-sm" value="1000" min="100" max="5000" step="100" style="width:80px;" title="结构区K线数量">
<div class="form-check form-check-inline me-1 ms-2">
<input class="form-check-input" type="checkbox" id="showWyckoff">
<label class="form-check-label" for="showWyckoff">威科夫</label>
</div>
<div class="form-check form-check-inline me-1">
<input class="form-check-input" type="checkbox" id="showWyckoffRange" checked disabled>
<label class="form-check-label" for="showWyckoffRange">区间</label>
</div>
<div class="form-check form-check-inline me-1">
<input class="form-check-input" type="checkbox" id="showWyckoffPhases" checked disabled>
<label class="form-check-label" for="showWyckoffPhases">阶段</label>
</div>
<div class="form-check form-check-inline me-1">
<input class="form-check-input" type="checkbox" id="showWyckoffEvents" checked disabled>
<label class="form-check-label" for="showWyckoffEvents">事件</label>
</div>
<div class="form-check form-check-inline me-1">
<input class="form-check-input" type="checkbox" id="showWyckoffVP" checked disabled>
<label class="form-check-label" for="showWyckoffVP">VP</label>
</div>
<span id="nextRefreshTime" class="text-muted" style="display:none;font-size:0.85rem;"></span> <span id="nextRefreshTime" class="text-muted" style="display:none;font-size:0.85rem;"></span>
<div id="refreshLoadingSpinner" class="loading-spinner ms-2" style="display:none;"></div> <div id="refreshLoadingSpinner" class="loading-spinner ms-2" style="display:none;"></div>
</div> </div>
@@ -1264,11 +1284,11 @@
<script defer src="{{ url_for('static', filename='js/app/trend.js') }}"></script> <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/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_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_view.js') }}?v=20260806a"></script>
<script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}"></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') }}"></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/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/overlays.js') }}"></script>
<script defer src="{{ url_for('static', filename='js/app/main.js') }}"></script> <script defer src="{{ url_for('static', filename='js/app/main.js') }}"></script>
+164 -5
View File
@@ -1,14 +1,63 @@
""" /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 from __future__ import annotations
import json import json
import sys import sys
from pathlib import Path from pathlib import Path
from unittest.mock import patch
import pandas as pd
import pytest
ROOT = Path(__file__).resolve().parents[2] ROOT = Path(__file__).resolve().parents[2]
sys.path.insert(0, str(ROOT)) sys.path.insert(0, str(ROOT))
sys.path.insert(0, str(ROOT / "web")) sys.path.insert(0, str(ROOT / "web"))
from tests.generate_golden import make_ohlcv # noqa: E402
_CONTRACT_DOC = json.loads(
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(encoding="utf-8")
)
CONTRACT_KEYS = (
_CONTRACT_DOC["required"]
if isinstance(_CONTRACT_DOC, dict) and "required" in _CONTRACT_DOC
else _CONTRACT_DOC
)
WYCKOFF_KEYS = (
_CONTRACT_DOC.get("wyckoff_keys", [])
if isinstance(_CONTRACT_DOC, dict)
else []
)
# 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(): def test_analyze_route_registered():
from app import app from app import app
@@ -21,9 +70,119 @@ def test_analyze_route_registered():
def test_contract_keys_stable(): def test_contract_keys_stable():
keys = json.loads( assert "bi_list" in CONTRACT_KEYS and "seg_list" in CONTRACT_KEYS
(ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text( for k in ("kline_data", "macd", "zs_list", "bsp_list", "chan_macd"):
encoding="utf-8" 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 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}"
assert "wyckoff" not in payload
def test_analyze_http_wyckoff_opt_in():
"""include_wyckoff=1 时响应含 wyckoff 约定键;默认不返回。"""
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")
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",
"include_wyckoff": 1,
},
) )
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 "wyckoff" in payload
w = payload["wyckoff"]
for k in WYCKOFF_KEYS:
assert k in w, f"missing wyckoff key: {k}"
def test_analyze_http_wyckoff_skipped_when_elements_only():
"""elements_only=true 时即使 include_wyckoff=1 也不返回 wyckoff。"""
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")
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",
"element_timeframe": "1m",
"timezone": "Asia/Shanghai",
"elements_only": "true",
"include_wyckoff": 1,
},
)
assert resp.status_code == 200, resp.data[:500]
payload = resp.get_json()
assert payload is not None
assert "wyckoff" not in payload
+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)