jackyu66gitandClaude Opus 4.7
63787b173a
笔被反向二类分型确认时is_sure=True，不需要等下一笔。 - 跟踪confirmed[-1]变化→查新确认那笔自身的BSP - 首轮也查confirmed[-1]，避免漏掉监控启动前刚确认的BSP Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
245 lines
8.3 KiB
Python
245 lines
8.3 KiB
Python
#!/usr/bin/env python3
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"""
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main.py - 缠论买卖点监控主程序。
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每整分钟：
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1. 从 data_provider 拉取所有币对最新 1m K 线
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2. 每个币对独立跑缠论管线
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3. 检测新笔 → 检查上一笔终点是否 BSP → 推送
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4. 检测中枢特征变化 → 推送
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"""
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import asyncio
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import logging
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import sys
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import os
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import time
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from dataclasses import dataclass, field
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from datetime import datetime, timezone, timedelta
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from typing import Optional
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from fetcher import fetch_ohlcv, get_symbols
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from engine import ChanEngine
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from notify import send_bsp_alert, send_telegram_message, BOT_TOKEN, CHAT_ID
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_PARENT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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if _PARENT not in sys.path:
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sys.path.insert(0, _PARENT)
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from ChanPivotMonitor import ChanPivotMonitor
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from ChanEnum import Chan_BI_DIR
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logging.basicConfig(
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level=logging.INFO,
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format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
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)
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logger = logging.getLogger("bsp_monitor")
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def _short(symbol: str) -> str:
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"""BTC/USDT:USDT → BTCUSDT"""
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return symbol.split(":")[0].replace("/", "")
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def _bi_id(bi) -> Optional[tuple]:
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"""笔的稳定标识，基于首K线时间戳。"""
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if bi.start_klc is None:
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return None
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return (bi.start_klc.start_time,)
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@dataclass
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class SymbolState:
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symbol: str
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pivot_monitor: ChanPivotMonitor = field(default_factory=ChanPivotMonitor)
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last_bi_id: Optional[tuple] = None # 上次检查过的最后一笔 ID
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last_df_ts: object = None # 最新已处理的 K 线时间戳
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first_run: bool = True
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class BSPMonitor:
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def __init__(self):
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symbols = get_symbols()
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self._states: dict[str, SymbolState] = {
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s: SymbolState(symbol=s) for s in symbols
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}
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logger.info(f"监控 {len(symbols)} 个币对: {', '.join(_short(s) for s in symbols)}")
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async def tick(self):
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tick_start = time.monotonic()
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logger.info("── tick 开始 ──")
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for symbol, st in self._states.items():
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await self._tick_symbol(symbol, st)
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elapsed = (time.monotonic() - tick_start) * 1000
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logger.info(f"── tick 结束 ({elapsed:.0f}ms) ──")
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async def _tick_symbol(self, symbol: str, st: SymbolState):
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name = _short(symbol)
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# 1. 拉取 K 线
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try:
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df = fetch_ohlcv(symbol)
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except Exception as e:
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logger.error(f"[{name}] 拉取失败: {e}")
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return
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if df.empty:
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logger.warning(f"[{name}] DataFrame 为空")
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return
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# 2. 检查是否有新 K 线
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latest_ts = df.iloc[-1]["timestamp"]
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if st.last_df_ts and latest_ts <= st.last_df_ts:
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return
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st.last_df_ts = latest_ts
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# 3. 运行缠论管线
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try:
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engine = ChanEngine(df)
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except Exception as e:
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logger.error(f"[{name}] 缠论计算失败: {e}", exc_info=True)
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return
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# 4. 获取已确认的笔
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confirmed = [b for b in engine.bi_list if b.is_sure]
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if len(confirmed) < 2:
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return
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last_confirmed = confirmed[-1]
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current_bi_id = _bi_id(last_confirmed)
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if current_bi_id is None:
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return
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# 5. 首轮：记录状态，检查最后一笔的 BSP（可能刚被分型确认）
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if st.first_run:
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st.first_run = False
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st.last_bi_id = current_bi_id
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st.pivot_monitor.update(engine.bi_zs_list)
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bsp = engine.get_bsp_for_bi(last_confirmed)
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if bsp:
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key = f"{symbol}_{bsp.type}_{bsp.klc.end_time}"
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msg = engine.format_bsp_detail(bsp, symbol)
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msg = _escape_html(msg)
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if send_bsp_alert(msg, bsp_key=key):
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logger.info(f"[{name}] ✅ BSP: {key}")
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logger.info(
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f"[{name}] 首次完成 — {len(confirmed)} 笔, "
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f"{len(engine.bsp_list)} BSP"
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)
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return
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# 6. 检测新笔确认（反向二类分型触发 is_sure=True）
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if current_bi_id == st.last_bi_id:
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return
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st.last_bi_id = current_bi_id
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bi_dir = "⬆️" if last_confirmed.dir == Chan_BI_DIR.UP else "⬇️"
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logger.info(f"[{name}] 新笔确认 — #{len(confirmed)} "
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f"{bi_dir} 高度: ${last_confirmed.height:.2f}")
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# 7. 检查刚被分型确认这笔的终点是否为 BSP
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bsp = engine.get_bsp_for_bi(last_confirmed)
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if bsp:
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key = f"{symbol}_{bsp.type}_{bsp.klc.end_time}"
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msg = engine.format_bsp_detail(bsp, symbol)
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msg = _escape_html(msg)
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if send_bsp_alert(msg, bsp_key=key):
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logger.info(f"[{name}] ✅ BSP: {key}")
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# 8. 中枢特征更新
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pivot_state = st.pivot_monitor.update(engine.bi_zs_list)
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if pivot_state:
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logger.info(
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f"[{name}] 中枢更新: bi_count={pivot_state['bi_count']} "
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f"contraction={pivot_state['contraction']:.4f} "
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f"shift={pivot_state['shift_norm']:+.4f}"
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)
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self._push_pivot(pivot_state, name)
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def _push_pivot(self, state: dict, name: str):
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if state["is_sure"]:
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phase = "✅ 已确认"
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elif state["bi_count"] > 3:
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phase = "🔄 延伸中"
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else:
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phase = "🆕 刚形成"
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zs_dir = state["zs_dir"]
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dir_label = "⬆️ 向上" if "UP" in zs_dir else "⬇️ 向下"
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c = state["contraction"]
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if c < 0.85:
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contraction_note = "收敛（振幅缩小，可能快出方向）"
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elif c > 1.15:
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contraction_note = "扩张（振幅放大，波动加剧）"
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else:
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contraction_note = "稳定"
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s = state["shift_norm"]
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if s > 0.3:
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shift_note = "重心上移（偏多）"
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elif s < -0.3:
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shift_note = "重心下移（偏空）"
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else:
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shift_note = "重心居中"
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msg = (
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f"🏠 <b>中枢更新</b> — {name} 1m\n"
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f"\n"
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f"📐 笔数: <b>{state['bi_count']}</b> {dir_label} {phase}\n"
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f"📏 收敛率: <b>{state['contraction']:.4f}</b> → {contraction_note}\n"
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f"⚖️ 重心漂移: <b>{state['shift_norm']:+.4f}</b> → {shift_note}\n"
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f"⏱️ 持续: {state['duration_raw']}K "
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f"(norm: {state['duration_norm']:.2f})\n"
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f"📦 区间: {state['zd']:.2f} – {state['zg']:.2f} "
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f"(gg/dd: {state['gg']:.2f}/{state['dd']:.2f})"
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)
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send_telegram_message(msg)
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async def run(self):
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logger.info("=" * 50)
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logger.info(f"bsp_monitor 启动 — {len(self._states)} 币对 1m 缠论监控")
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logger.info(f"Telegram: {'已配置' if BOT_TOKEN and CHAT_ID else '⚠️ 未配置'}")
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logger.info("=" * 50)
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logger.info("首次运行（初始化，不推送）...")
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await self.tick()
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while True:
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now = datetime.now(timezone.utc)
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next_minute = now.replace(second=0, microsecond=0) + timedelta(minutes=1)
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wait_seconds = max(0.1, (next_minute - now).total_seconds())
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logger.info(f"等待 {wait_seconds:.0f}s 到 {next_minute.strftime('%H:%M:%S')}UTC")
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await asyncio.sleep(wait_seconds)
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try:
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await self.tick()
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except Exception as e:
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logger.error(f"tick 异常: {e}", exc_info=True)
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await asyncio.sleep(5)
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def _escape_html(msg: str) -> str:
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"""HTML 转义，保留已有的 <b>/<code> 标签。"""
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msg = msg.replace("&", "&")
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msg = msg.replace("<b>", "\x00B\x00").replace("</b>", "\x00/B\x00")
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msg = msg.replace("<code>", "\x00C\x00").replace("</code>", "\x00/C\x00")
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msg = msg.replace("<", "<").replace(">", ">")
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msg = msg.replace("\x00B\x00", "<b>").replace("\x00/B\x00", "</b>")
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msg = msg.replace("\x00C\x00", "<code>").replace("\x00/C\x00", "</code>")
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return msg
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if __name__ == "__main__":
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monitor = BSPMonitor()
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try:
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asyncio.run(monitor.run())
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except KeyboardInterrupt:
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logger.info("收到中断信号，退出")
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