# 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*.py`)

Data processing pipeline (each step feeds the next):

1. **`ChanKLU.py`** — Raw K-line unit with TA indicators (EMA, MACD, RSI, Bollinger Bands)
2. **`ChanKLC.py`** — Combined K-line: inclusion processing (包含处理), fractal (分型) detection
3. **`ChanBI.py`** — Stroke (笔): basic trend unit connecting alternating fractals
4. **`ChanSEG.py`** — Segment (线段): built from strokes
5. **`ChanZS.py`** / **`ChanBIZS.py`** — Center/pivot (中枢): consolidation zones (stroke-level and segment-level)
6. **`ChanBSP.py`** — Buy/Sell points (买卖点): Type 1/2/3 signals
7. **`ChanLun.py`** — Main orchestrator: ties all steps together, entry point
8. **`TF_DF.py`** — Timeframe-aware DataFrame processor: resamples data, runs the full pipeline per timeframe, handles multi-timeframe analysis

### Support modules

- **`ChanEnum.py`** — All enumerations: K-line types, fractal types, MACD states, buy/sell point types, EMA position/semantic states, K-line patterns
- **`ChanMACD.py`** / **`ChanMACDHistSet.py`** / **`ChanMACDSeg.py`** / **`ChanMACDUnitTF.py`** — MACD state analysis and divergence detection
- **`ChanKLU.py`** — K-line unit with candlestick pattern recognition (`Chan_KLU_PATTERN`)
- **`ChanPY.py`** — Consolidation (盘整) analysis
- **`ChanHeng.py`** — Sideways market analysis
- **`Chan_FX_Box.py`** — Fractal box (分型箱体) detection

### 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.
- **`strategies/`** — Freqtrade trading strategies using the Chan theory engine (40+ strategies)
- **`config/`** — Freqtrade JSON config files per pair/timeframe

### Data Flow

```
Exchange (CCXT) → data_provider (CSV cache) → Freqtrade → Strategy → ChanLun → TF_DF
                                                                              → KLU → KLC → BI → SEG → ZS → BSP
```

## 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