Chan/chanlun/pipeline/builders/fast_bsp.py

"""第四类买卖点（B4/S4）接入 TF_DF。

判定逻辑全在 chanlun/analysis/fast_bsp.py，这里只负责把引擎的中枢/K线喂进去，
再把结果包成 ChanFastBSP。

刻意不在 init_TF_DF 里默认计算：现有构造路径的开销保持不变，由调用方按需触发。
"""
from __future__ import annotations

import re

import pandas as pd

from chanlun.analysis.fast_bsp import (
	add_zone_ladder,
	attach_htf_agree,
	attach_zone_ladder,
	ensure_timestamp,
	find_fast_bsp3,
	htf_fx_timeline,
	zones_from_zs_list,
)
from chanlun.core.ChanEnum import Chan_BSP_DIR
from chanlun.core.ChanFastBSP import ChanFastBSP

# 区间套配对：小级别出中枢与买卖点，大级别只出分型定方向。
# 取值来自 research/HANDOFF.md §1.5，是回测里实际用过的组合。
FAST_BSP_HTF_PAIR = {
	'1m': '5m',
	'5m': '30m',
	'15m': '1h',
	'30m': '2h',
}

# 未列入配对表的周期回落到这个倍数
FAST_BSP_HTF_FALLBACK_RATIO = 4

_TF_UNIT_MINUTES = {'m': 1, 'h': 60, 'd': 1440, 'w': 10080}


def timeframe_minutes(tf: str) -> int | None:
	"""'30m' -> 30，'2h' -> 120。无法解析时返回 None。"""
	if not tf:
		return None
	m = re.fullmatch(r'(\d+)\s*([mhdw])', str(tf).strip().lower())
	if not m:
		return None
	return int(m.group(1)) * _TF_UNIT_MINUTES[m.group(2)]


def resolve_htf(tf: str) -> tuple[str, int] | None:
	"""给小级别找配套的大级别，返回 (标签, 分钟数)。"""
	minutes = timeframe_minutes(tf)
	if minutes is None:
		return None
	paired = FAST_BSP_HTF_PAIR.get(str(tf).strip().lower())
	if paired:
		return paired, timeframe_minutes(paired)
	return f'{minutes * FAST_BSP_HTF_FALLBACK_RATIO}m', minutes * FAST_BSP_HTF_FALLBACK_RATIO


class FastBspBuilderMixin:
	def build_fast_bsp_htf(self, df, timeframe=None):
		"""对同一份 df 重采样得到大级别，不额外拉数据。

		大级别只用来取分型方向，样本太少就没有过滤意义，故重采样后不足 60 根时放弃。
		"""
		tf = timeframe or getattr(self, 'timeframe', None)
		htf = resolve_htf(tf)
		ltf_minutes = timeframe_minutes(tf)
		if htf is None or not ltf_minutes:
			return None
		label, minutes = htf
		if not minutes or len(df) * ltf_minutes < minutes * 60:
			return None
		try:
			from chanlun.pipeline.timeframe import TF_DF

			return TF_DF(df, minutes, label)
		except Exception:
			return None

	def cal_fast_bsp(self, df=None, bi_zs_list=None, htf_chan=None, with_htf=True,
	                 timeframe=None, **kw):
		"""算第四类买卖点，返回 ChanFastBSP 列表。

		bi_zs_list 传入已算好的 pure 笔中枢可免去重复计算。
		with_htf=False 时跳过大级别构建，只留 ladder_ok 这一个过滤标志。
		kw 透传给 find_fast_bsp3（scan / pullback_win / tol / require_touch 等）。
		"""
		src = df if df is not None else getattr(self, 'dataframe', None)
		if src is None or len(src) == 0:
			self.fast_bsp_list = []
			return self.fast_bsp_list

		src = ensure_timestamp(src)
		if bi_zs_list is None:
			bi_zs_list = getattr(self, 'bi_zs_list', None)
			if not bi_zs_list:
				bi_zs_list = self.cal_bi_zs_list_pure(self.cal_bi_list(self.get_klc_list(self.cal_kl_data(src))))

		zones = zones_from_zs_list(bi_zs_list, src)
		if zones.empty:
			self.fast_bsp_list = []
			return self.fast_bsp_list

		zones = add_zone_ladder(zones)
		sig = find_fast_bsp3(src, zones, **kw)
		if sig.empty:
			self.fast_bsp_list = []
			return self.fast_bsp_list

		sig = attach_zone_ladder(sig, zones)

		if with_htf:
			if htf_chan is None:
				htf_chan = self.build_fast_bsp_htf(src, timeframe)
			sig = attach_htf_agree(sig, src, htf_fx_timeline(htf_chan) if htf_chan is not None else pd.DataFrame())
		else:
			sig['htf_dir'] = None
			sig['htf_agree'] = None

		times = src['date'].dt.strftime('%Y-%m-%d %H:%M:%S').to_numpy()
		close = src['close'].to_numpy(dtype=float)

		out = []
		for r in sig.itertuples(index=False):
			entry_idx = int(r.entry_idx)
			agree = getattr(r, 'htf_agree', None)
			htf_dir = getattr(r, 'htf_dir', None)
			out.append(ChanFastBSP(
				time=times[entry_idx],
				price=close[entry_idx],
				ddir=Chan_BSP_DIR.BUY if r.direction == 1 else Chan_BSP_DIR.SELL,
				entry_idx=entry_idx,
				bo_time=times[int(r.bo_idx)],
				pb_time=times[int(r.pb_idx)] if r.pb_idx == r.pb_idx else None,
				lag=r.lag,
				depth=r.depth,
				zg=r.zg,
				zd=r.zd,
				occ=r.occ,
				htf_dir=None if htf_dir is None or htf_dir != htf_dir else int(htf_dir),
				htf_agree=None if agree is None or agree != agree else bool(agree),
				ladder_ok=bool(r.ladder_ok),
			))
		self.fast_bsp_list = out
		return out