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jackyu66gitandCursor 18a7f485e6 feat(web): 增量自动刷新、结构区修复与默认指标/周期
自动刷新常态只拉 recent 尾部 K,每 1 分钟全量重算缠论;修复结构区缓存导入;默认指标/4h·1h·15m/近30天;同步 ECR-009 screener 相关改动。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-08 15:45:40 +08:00

237 lines
7.8 KiB
Python

"""SQLite persistence for crypto wyckoff scan rows (per combo)."""
from __future__ import annotations
import sqlite3
from datetime import datetime
from typing import Any
from crypto_wyckoff.domain_models import WyckoffScanRow
from crypto_wyckoff.io import SCAN_DB, ensure_dirs
_COLS = [
"trade_date", "combo_id", "ts_code", "name", "industry", "engine_version",
"m_cycle", "cycle_confidence", "trend_score",
"w_cycle", "w_phase", "w_current_event", "w_recent_events_json",
"phase_confidence", "structure_score",
"d_current_event", "d_recent_events_json", "event_confidence", "entry_score",
"entry", "stop", "target1", "target2", "rr",
"alignment", "stars", "decision_signal", "signal_confidence",
"overall_confidence", "overall_score", "risk", "reasons_json",
"feature_snapshot_json", "markers_json", "scanned_at",
]
_CREATE_SQL = """
CREATE TABLE IF NOT EXISTS wyckoff_scan (
trade_date TEXT NOT NULL,
combo_id TEXT NOT NULL DEFAULT 'd_w_m',
ts_code TEXT NOT NULL,
name TEXT DEFAULT '',
industry TEXT DEFAULT '',
engine_version TEXT,
m_cycle TEXT, cycle_confidence REAL, trend_score REAL,
w_cycle TEXT, w_phase TEXT, w_current_event TEXT, w_recent_events_json TEXT,
phase_confidence REAL, structure_score REAL,
d_current_event TEXT, d_recent_events_json TEXT, event_confidence REAL, entry_score REAL,
entry REAL, stop REAL, target1 REAL, target2 REAL, rr REAL,
alignment REAL, stars INTEGER, decision_signal TEXT, signal_confidence REAL,
overall_confidence REAL, overall_score REAL, risk TEXT, reasons_json TEXT,
feature_snapshot_json TEXT, markers_json TEXT, scanned_at TEXT,
PRIMARY KEY (trade_date, combo_id, ts_code)
)
"""
def _migrate(c: sqlite3.Connection) -> None:
cur = c.execute(
"SELECT name FROM sqlite_master WHERE type='table' AND name='wyckoff_scan'"
)
if not cur.fetchone():
c.execute(_CREATE_SQL)
c.execute(
"CREATE INDEX IF NOT EXISTS idx_cw_score "
"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
)
return
cols = {r[1] for r in c.execute("PRAGMA table_info(wyckoff_scan)")}
if "combo_id" in cols:
c.execute(
"CREATE INDEX IF NOT EXISTS idx_cw_score "
"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
)
return
# Legacy PK (trade_date, ts_code) → add combo_id via table rebuild
c.execute("ALTER TABLE wyckoff_scan RENAME TO wyckoff_scan_old")
c.execute(_CREATE_SQL)
old_cols = [r[1] for r in c.execute("PRAGMA table_info(wyckoff_scan_old)")]
shared = [col for col in _COLS if col != "combo_id" and col in old_cols]
col_sql = ",".join(shared)
c.execute(
f"""
INSERT INTO wyckoff_scan (combo_id, {col_sql})
SELECT 'd_w_m', {col_sql} FROM wyckoff_scan_old
"""
)
c.execute("DROP TABLE wyckoff_scan_old")
c.execute(
"CREATE INDEX IF NOT EXISTS idx_cw_score "
"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
)
def _conn() -> sqlite3.Connection:
ensure_dirs()
c = sqlite3.connect(str(SCAN_DB), timeout=60)
c.row_factory = sqlite3.Row
_migrate(c)
c.commit()
return c
def upsert_row(row: WyckoffScanRow) -> None:
combo_id = getattr(row, "combo_id", None) or "d_w_m"
vals = (
row.trade_date.isoformat() if hasattr(row.trade_date, "isoformat") else str(row.trade_date),
combo_id,
row.ts_code, row.name, row.industry, row.engine_version,
row.m_cycle, row.cycle_confidence, row.trend_score,
row.w_cycle, row.w_phase, row.w_current_event, row.w_recent_events_json,
row.phase_confidence, row.structure_score,
row.d_current_event, row.d_recent_events_json, row.event_confidence, row.entry_score,
row.entry, row.stop, row.target1, row.target2, row.rr,
row.alignment, row.stars, row.decision_signal, row.signal_confidence,
row.overall_confidence, row.overall_score, row.risk, row.reasons_json,
row.feature_snapshot_json, row.markers_json,
row.scanned_at.isoformat() if isinstance(row.scanned_at, datetime) else str(row.scanned_at),
)
c = _conn()
try:
placeholders = ",".join("?" * len(_COLS))
col_sql = ",".join(_COLS)
updates = ",".join(
f"{col}=excluded.{col}"
for col in _COLS
if col not in ("trade_date", "combo_id", "ts_code")
)
c.execute(
f"""
INSERT INTO wyckoff_scan ({col_sql}) VALUES ({placeholders})
ON CONFLICT(trade_date, combo_id, ts_code) DO UPDATE SET {updates}
""",
vals,
)
c.commit()
finally:
c.close()
def latest_trade_date(combo_id: str | None = None) -> str | None:
c = _conn()
try:
if combo_id:
cur = c.execute(
"SELECT MAX(trade_date) FROM wyckoff_scan WHERE combo_id=?",
(combo_id,),
)
else:
cur = c.execute("SELECT MAX(trade_date) FROM wyckoff_scan")
row = cur.fetchone()
return row[0] if row and row[0] else None
finally:
c.close()
def count_for_date(trade_date: str | None = None, combo_id: str | None = None) -> int:
td = trade_date or latest_trade_date(combo_id)
if not td:
return 0
c = _conn()
try:
if combo_id:
cur = c.execute(
"SELECT COUNT(*) FROM wyckoff_scan WHERE trade_date=? AND combo_id=?",
(td, combo_id),
)
else:
cur = c.execute("SELECT COUNT(*) FROM wyckoff_scan WHERE trade_date=?", (td,))
return int(cur.fetchone()[0])
finally:
c.close()
def query_scan(
*,
trade_date: str | None = None,
combo_id: str | None = None,
m_cycle: str | None = None,
w_phase: str | None = None,
d_event: str | None = None,
decision_signal: str | None = None,
min_overall_score: float | None = None,
min_alignment: float | None = None,
sort: str = "overall_score",
limit: int = 100,
offset: int = 0,
) -> list[dict[str, Any]]:
cid = combo_id or "d_w_m"
td = trade_date or latest_trade_date(cid)
if not td:
return []
sort_col = sort if sort in {
"overall_score", "alignment", "entry_score", "trend_score", "structure_score", "stars"
} else "overall_score"
clauses = ["trade_date=?", "combo_id=?"]
args: list[Any] = [td, cid]
if m_cycle:
clauses.append("m_cycle=?")
args.append(m_cycle)
if w_phase:
clauses.append("w_phase=?")
args.append(w_phase)
if d_event:
clauses.append("d_current_event=?")
args.append(d_event)
if decision_signal:
clauses.append("decision_signal=?")
args.append(decision_signal)
if min_overall_score is not None:
clauses.append("overall_score>=?")
args.append(min_overall_score)
if min_alignment is not None:
clauses.append("alignment>=?")
args.append(min_alignment)
where = " AND ".join(clauses)
args.extend([limit, offset])
c = _conn()
try:
cur = c.execute(
f"SELECT * FROM wyckoff_scan WHERE {where} ORDER BY {sort_col} DESC LIMIT ? OFFSET ?",
args,
)
return [dict(r) for r in cur.fetchall()]
finally:
c.close()
def get_symbol(
ts_code: str,
trade_date: str | None = None,
combo_id: str | None = None,
) -> dict[str, Any] | None:
cid = combo_id or "d_w_m"
td = trade_date or latest_trade_date(cid)
if not td:
return None
c = _conn()
try:
cur = c.execute(
"SELECT * FROM wyckoff_scan WHERE trade_date=? AND combo_id=? AND ts_code=?",
(td, cid, ts_code),
)
row = cur.fetchone()
return dict(row) if row else None
finally:
c.close()