# CLAUDE.md

This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.

## Project Overview

缠论 (Chan Theory) technical analysis system for Freqtrade. Implements Chan Zhong Shui Chan's theory for crypto/stock trading, including fractal (分型), stroke (笔), segment (线段), pivot/center (中枢), and buy/sell point (买卖点) detection.

## Core Architecture

### Chan Theory Engine (`chan/` package)

引擎已分层解耦；根目录 `Chan*.py` / `TF_DF.py` 仅为兼容旧 import 的 shim。新代码优先：

```python
from chan import ChanLun, TF_DF
from chan.indicators import IndicatorEngine, IndicatorStore
from chan.analysis.bsp_macd import confirm_bsp, bi_macd_area
```

| 层 | 路径 | 职责 |
|----|------|------|
| **core** | `chan/core/` | 纯结构：KLU→KLC→BI→SBI→SEG→ZS→BSP 几何；不依赖 talib/指标参数 |
| **indicators** | `chan/indicators/` | `IndicatorConfig` / `IndicatorEngine` / `IndicatorStore`；MACD/EMA/BB/RSI 外置计算 |
| **analysis** | `chan/analysis/` | 结构+指标接合：`ChanMACD`、`bsp_macd`（ConfirmedBSP）、Zone/Classifier 等 |
| **pipeline** | `chan/pipeline/` | `TF_DF` / `ChanLun` 编排：先指标再结构，可选 attach 兼容 |

流水线：

1. **`chan/core/ChanKLU.py`** — K 线单元（OHLCV + 结构链）；指标字段仅兼容挂载
2. **`chan/core/ChanKLC.py`** — 合并 K 线：包含处理、分型
3. **`chan/core/ChanBI.py`** — 笔
4. **`chan/core/ChanSBI.py`** — 特征笔
5. **`chan/core/ChanSEG.py`** — 线段
6. **`chan/core/ChanZS.py`** / **`ChanBIZS.py`** — 中枢
7. **`chan/core/ChanBSP.py`** — 几何买卖点
8. **`chan/analysis/bsp_macd.py`** — 买卖点 × MACD 背驰 → `ConfirmedBSP`
9. **`chan/pipeline/ChanLun.py`** / **`TF_DF.py`** — 多周期/单周期编排

### Support modules

- **`chan/core/ChanEnum.py`** — 枚举
- **`chan/core/ChanCTime.py`** — 时间工具
- **`chan/analysis/ChanMACD*.py`** — MACD 状态/段分析（读 KLU 上兼容指标或 Store）
- **`chan/analysis/ChanZone.py`** / **`ChanHeng.py`** / **`ChanLun_Classifier.py`** 等 — 分析扩展
- **`chan/analysis/ChanPY.py`** — 外部 chan.py 桥接（与本包名冲突已隔离）

### Services

- **`data_provider/`** — FastAPI data service: fetches crypto data from Binance via CCXT, caches to CSV, serves REST API + WebSocket. Synthesizes derived timeframes (e.g. 5m/15m/4h from 1m/1h base). Port 9009.
- **`web/`** — Flask web UI for interactive chart visualization with Chan theory overlays. Port 8123.（本重构分支不改 web）
- **`strategies/`** — Freqtrade trading strategies using the Chan theory engine (53 strategies)
- **`config/`** — Freqtrade JSON config files per pair/timeframe

### Data Flow

```
Exchange (CCXT) → data_provider (CSV cache) → Freqtrade → Strategy
  → ChanLun / TF_DF
      → IndicatorEngine → IndicatorStore
      → KLU → KLC → BI → SBI → SEG → ZS → 几何 BSP
      → analysis.bsp_macd → ConfirmedBSP
```

## Common Commands

### Freqtrade Trading

```bash
# Live trade
freqtrade trade -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies

# Backtest
freqtrade backtesting -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies --timerange=20251008-

# Download data
freqtrade download-data -c ./user_data/Chan/config/<config>.json -t 1m 1h 1d --pairs BTC/USDT:USDT --timerange=20240101-

# Hyperopt
freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/<config>.json -e 200 --timerange=20250201-20250901

# Plot
freqtrade plot-dataframe --strategy <StrategyName> --datadir user_data/data/binance -c ./user_data/Chan/config/<config>.json --timerange=20250721-
```

### Data Provider

```bash
# Docker
cd data_provider && docker compose up -d

# Direct
cd data_provider && python main.py

# With custom config
CONFIG_PATH=./config.json python main.py
```

### Web UI

```bash
cd web && python app.py
# or via gunicorn:
gunicorn -w 4 -b 0.0.0.0:8123 app:app

# Deploy scripts:
cd web && ./deploy.sh          # standard
cd web && ./deploy_venv.sh     # Ubuntu 22.04+ (venv)
```

### Docker (Freqtrade)

```bash
sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies --timerange=20250721-
```

## Key Conventions

- All Chan theory classes are prefixed with `Chan` (e.g., `ChanBI`, `ChanZS`)
- Strategies import `ChanLun` and add `sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))` to import from parent
- MACD params: `MACD(26, 52, 9)` by default (slow period 52 instead of standard 26)
- Enums in `ChanEnum.py` use `auto()` values
- `ChanKLC` is a linked-list style data structure with `.next`/`.pre` pointers
- The `TF_DF` class is the primary data container per timeframe
- K-line direction uses `Chan_KLINE_DIR` (UP/DOWN/COMBINE/INCLUDED)
- All text comments/commits are in Chinese