PorterandCursor
2c1232555e
将核心结构、指标与分析拆到 chan/{core,indicators,analysis,pipeline}；
根目录保留兼容 shim；strategies 改为从 chan 包导入；买卖点经 bsp_macd 与 MACD 接合。
Co-authored-by: Cursor <cursoragent@cursor.com>
127 lines
5.1 KiB
Markdown
127 lines
5.1 KiB
Markdown
# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Project Overview
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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.
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## Core Architecture
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### Chan Theory Engine (`chan/` package)
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引擎已分层解耦；根目录 `Chan*.py` / `TF_DF.py` 仅为兼容旧 import 的 shim。新代码优先：
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```python
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from chan import ChanLun, TF_DF
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from chan.indicators import IndicatorEngine, IndicatorStore
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from chan.analysis.bsp_macd import confirm_bsp, bi_macd_area
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```
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| 层 | 路径 | 职责 |
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|----|------|------|
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| **core** | `chan/core/` | 纯结构：KLU→KLC→BI→SBI→SEG→ZS→BSP 几何；不依赖 talib/指标参数 |
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| **indicators** | `chan/indicators/` | `IndicatorConfig` / `IndicatorEngine` / `IndicatorStore`；MACD/EMA/BB/RSI 外置计算 |
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| **analysis** | `chan/analysis/` | 结构+指标接合：`ChanMACD`、`bsp_macd`（ConfirmedBSP）、Zone/Classifier 等 |
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| **pipeline** | `chan/pipeline/` | `TF_DF` / `ChanLun` 编排：先指标再结构，可选 attach 兼容 |
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流水线：
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1. **`chan/core/ChanKLU.py`** — K 线单元（OHLCV + 结构链）；指标字段仅兼容挂载
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2. **`chan/core/ChanKLC.py`** — 合并 K 线：包含处理、分型
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3. **`chan/core/ChanBI.py`** — 笔
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4. **`chan/core/ChanSBI.py`** — 特征笔
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5. **`chan/core/ChanSEG.py`** — 线段
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6. **`chan/core/ChanZS.py`** / **`ChanBIZS.py`** — 中枢
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7. **`chan/core/ChanBSP.py`** — 几何买卖点
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8. **`chan/analysis/bsp_macd.py`** — 买卖点 × MACD 背驰 → `ConfirmedBSP`
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9. **`chan/pipeline/ChanLun.py`** / **`TF_DF.py`** — 多周期/单周期编排
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### Support modules
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- **`chan/core/ChanEnum.py`** — 枚举
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- **`chan/core/ChanCTime.py`** — 时间工具
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- **`chan/analysis/ChanMACD*.py`** — MACD 状态/段分析（读 KLU 上兼容指标或 Store）
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- **`chan/analysis/ChanZone.py`** / **`ChanHeng.py`** / **`ChanLun_Classifier.py`** 等 — 分析扩展
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- **`chan/analysis/ChanPY.py`** — 外部 chan.py 桥接（与本包名冲突已隔离）
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### Services
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- **`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.
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- **`web/`** — Flask web UI for interactive chart visualization with Chan theory overlays. Port 8123.（本重构分支不改 web）
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- **`strategies/`** — Freqtrade trading strategies using the Chan theory engine (53 strategies)
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- **`config/`** — Freqtrade JSON config files per pair/timeframe
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### Data Flow
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```
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Exchange (CCXT) → data_provider (CSV cache) → Freqtrade → Strategy
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→ ChanLun / TF_DF
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→ IndicatorEngine → IndicatorStore
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→ KLU → KLC → BI → SBI → SEG → ZS → 几何 BSP
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→ analysis.bsp_macd → ConfirmedBSP
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```
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## Common Commands
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### Freqtrade Trading
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```bash
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# Live trade
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freqtrade trade -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies
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# Backtest
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freqtrade backtesting -c ./user_data/Chan/config/<config>.json --strategy <StrategyName> --strategy-path ./user_data/Chan/strategies --timerange=20251008-
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# Download data
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freqtrade download-data -c ./user_data/Chan/config/<config>.json -t 1m 1h 1d --pairs BTC/USDT:USDT --timerange=20240101-
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# Hyperopt
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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
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# Plot
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freqtrade plot-dataframe --strategy <StrategyName> --datadir user_data/data/binance -c ./user_data/Chan/config/<config>.json --timerange=20250721-
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```
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### Data Provider
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```bash
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# Docker
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cd data_provider && docker compose up -d
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# Direct
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cd data_provider && python main.py
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# With custom config
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CONFIG_PATH=./config.json python main.py
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```
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### Web UI
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```bash
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cd web && python app.py
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# or via gunicorn:
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gunicorn -w 4 -b 0.0.0.0:8123 app:app
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# Deploy scripts:
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cd web && ./deploy.sh # standard
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cd web && ./deploy_venv.sh # Ubuntu 22.04+ (venv)
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```
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### Docker (Freqtrade)
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```bash
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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-
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```
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## Key Conventions
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- All Chan theory classes are prefixed with `Chan` (e.g., `ChanBI`, `ChanZS`)
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- Strategies import `ChanLun` and add `sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))` to import from parent
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- MACD params: `MACD(26, 52, 9)` by default (slow period 52 instead of standard 26)
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- Enums in `ChanEnum.py` use `auto()` values
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- `ChanKLC` is a linked-list style data structure with `.next`/`.pre` pointers
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- The `TF_DF` class is the primary data container per timeframe
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- K-line direction uses `Chan_KLINE_DIR` (UP/DOWN/COMBINE/INCLUDED)
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- All text comments/commits are in Chinese
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