jackyu66gitandCursor
ec08de098e
移植 A_Share_DP 引擎；本地缓存与 60s tip；月线由日线 UTC 聚合；不碰主站 analyze/缠论叠层。 Co-authored-by: Cursor <cursoragent@cursor.com>
79 lines
2.7 KiB
Python
79 lines
2.7 KiB
Python
"""Plan Engine — Entry / Stop / Target / RR only when Decision is tradable."""
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from __future__ import annotations
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from crypto_wyckoff.domain_models import DecisionSignal, EngineResult
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_TRADABLE = {
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DecisionSignal.STRONG_BUY.value,
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DecisionSignal.BUY.value,
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DecisionSignal.SELL.value,
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}
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class PlanEngine:
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name = "Plan"
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version = "1.0.0"
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def run(self, daily_feature: EngineResult, decision: EngineResult) -> EngineResult:
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f = daily_feature.payload
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close = float(f.get("close") or 0)
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atr = float(f.get("atr") or 0) or close * 0.02
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swing_low = float(f.get("swing_low") or close - 2 * atr)
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swing_high = float(f.get("swing_high") or close + 2 * atr)
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range_high = float(f.get("range_high") or swing_high)
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signal = decision.payload.get("decision_signal", DecisionSignal.WATCH.value)
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entry = stop = t1 = t2 = rr = None
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reasons: list[str] = []
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if signal not in _TRADABLE or close <= 0:
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reasons.append(f"无交易计划（信号={signal}）")
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return EngineResult(
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name=self.name,
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version=self.version,
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confidence=decision.confidence,
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score=decision.score,
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reasons=reasons,
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payload={
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"entry": None,
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"stop": None,
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"target1": None,
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"target2": None,
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"rr": None,
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},
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)
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if signal in (DecisionSignal.STRONG_BUY.value, DecisionSignal.BUY.value):
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entry = round(close, 4)
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stop = round(min(swing_low, close - 1.5 * atr), 4)
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risk = max(entry - stop, 1e-6)
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t1 = round(entry + 2.0 * risk, 4)
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t2 = round(max(range_high, entry + 3.0 * risk), 4)
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rr = round((t1 - entry) / risk, 2)
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reasons.append(f"入场={entry} 止损={stop} 目标一={t1} 盈亏比={rr}")
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else: # Sell
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entry = round(close, 4)
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stop = round(max(swing_high, close + 1.5 * atr), 4)
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risk = max(stop - entry, 1e-6)
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t1 = round(entry - 2.0 * risk, 4)
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t2 = round(entry - 3.0 * risk, 4)
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rr = round((entry - t1) / risk, 2)
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reasons.append(f"做空计划 入场={entry} 止损={stop} 目标一={t1}")
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return EngineResult(
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name=self.name,
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version=self.version,
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confidence=decision.confidence,
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score=decision.score,
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reasons=reasons,
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payload={
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"entry": entry,
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"stop": stop,
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"target1": t1,
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"target2": t2,
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"rr": rr,
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},
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)
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