jackyu66gitandCursor
74dec4e50b
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务； 前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。 Co-authored-by: Cursor <cursoragent@cursor.com>
146 lines
5.0 KiB
Python
146 lines
5.0 KiB
Python
"""
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实时中枢特征跟踪器
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Real-time Pivot Feature Tracker
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定位: 观察者 — 不修改管线，只观察 bi_zs_list 中当前中枢的特征变化。
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每次管线重算后调用 update()，检测 bi_count 是否增长，若增长则重新计算
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shift / contraction / duration。
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"""
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from collections import deque
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from typing import Optional
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from chanlun.analysis.ChanPivotClassifier import ChanPivotClassifier
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class ChanPivotMonitor:
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"""
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实时追踪当前中枢的结构特征。
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update() 每次管线重算后调用，对比 bi_count 判断是否有新笔加入中枢。
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若 bi_count 增长则重新计算 3 个结构特征并返回最新值。
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"""
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def __init__(self, window_size: int = 10):
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self._window_size = window_size
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self._duration_history: deque[int] = deque(maxlen=window_size)
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self._current_zs_id: Optional[tuple] = None
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self._current_bi_count: int = 0
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self._current_is_sure: bool = False
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self._current_state: Optional[dict] = None
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self._duration_added_for_zs: set = set() # 已加入窗口的中枢 ID（上限 200）
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# ------------------------------------------------------------------
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# Public API
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# ------------------------------------------------------------------
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def update(self, bi_zs_list: list) -> Optional[dict]:
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"""
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主入口：检测当前中枢特征变化。
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参数:
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bi_zs_list: 当前管线产出的笔中枢列表
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返回:
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特征 dict（有变化时），无变化返回 None
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"""
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if not bi_zs_list:
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self._current_zs_id = None
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self._current_bi_count = 0
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self._current_is_sure = False
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self._current_state = None
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return None
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zs = self._find_current_zs(bi_zs_list)
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if zs is None:
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return None
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zs_id = self._make_zs_id(zs)
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bi_count = len(zs.bi_list)
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is_sure = zs.is_sure
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# 无变化 → 跳过
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if (zs_id == self._current_zs_id
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and bi_count == self._current_bi_count
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and is_sure == self._current_is_sure):
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return None
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# 中枢切换 → 将旧中枢 duration 加入窗口
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if zs_id != self._current_zs_id:
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self._maybe_add_to_history()
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self._current_zs_id = zs_id
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self._current_bi_count = bi_count
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self._current_is_sure = is_sure
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features = ChanPivotClassifier.compute_features(
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zs, list(self._duration_history)
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)
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self._current_state = {
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"zs_id": zs_id,
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"zs_index": zs.index,
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"zs_dir": str(zs.dir),
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"bi_count": bi_count,
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"is_sure": zs.is_sure,
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"zg": round(zs.zg, 6),
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"zd": round(zs.zd, 6),
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"gg": round(zs.gg, 6),
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"dd": round(zs.dd, 6),
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**features,
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"start_time": str(t) if (t := getattr(zs, "start_time", None)) else None,
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}
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# 中枢刚变为已确认时，将其 duration 加入滚动窗口
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if is_sure and zs_id not in self._duration_added_for_zs:
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self._add_duration(features["duration_raw"])
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self._duration_added_for_zs.add(zs_id)
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return self._current_state
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def get_current(self) -> Optional[dict]:
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"""返回当前中枢的最新特征"""
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return self._current_state
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def get_duration_history(self) -> list[int]:
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"""返回用于归一化的 duration 滚动窗口"""
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return list(self._duration_history)
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# ------------------------------------------------------------------
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# Internal
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# ------------------------------------------------------------------
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@staticmethod
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def _make_zs_id(zs) -> tuple:
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"""生成中枢的稳定标识（基于首笔首K线时间戳，不随 DataFrame 窗口偏移而变化）"""
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bi0 = zs.bi_list[0]
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return (bi0.start_klc.start_time,)
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@staticmethod
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def _find_current_zs(bi_zs_list: list):
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"""
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找到当前活跃中枢：
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优先取最后一个 is_sure=False（形成中）的中枢，
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没有则取最后一个 is_sure=True 的中枢。
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"""
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forming = None
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last_sure = None
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for zs in bi_zs_list:
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if len(zs.bi_list) < 3:
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continue
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if not zs.is_sure:
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forming = zs
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else:
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last_sure = zs
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return forming if forming is not None else last_sure
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def _add_duration(self, duration_raw: int):
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"""将已确认中枢的 duration 加入滚动窗口"""
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self._duration_history.append(duration_raw)
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def _maybe_add_to_history(self):
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"""旧中枢切换前，若已确认且未记录过，则将其 duration 加入窗口"""
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if (self._current_state and self._current_state["is_sure"]
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and self._current_zs_id not in self._duration_added_for_zs):
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self._add_duration(self._current_state["duration_raw"])
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self._duration_added_for_zs.add(self._current_zs_id)
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