Chan/chanlun/pipeline/builders/incremental.py

"""增量更新：新K只追加 KLU/KLC，笔与笔中枢在当前列表上重算。

不改 init_TF_DF 的整段语义。笔必须整表重扫：最后一笔 is_sure 允许收回
（OWN_CHAN_ZS_001 上 60 天出现 7 次）。笔中枢用 cal_bi_zs_list_pure。
"""
from __future__ import annotations

from datetime import datetime

import pandas as pd
from pandas import DataFrame
from technical.util import resample_to_interval

from chanlun.core.ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_KLC_STATE
from chanlun.core.ChanKLU import ChanKLU


class IncrementalBuilderMixin:
	def init_stream(self, df, interval=1, timeframe=None):
		"""用历史K线初始化流式状态，之后用 append_bar / replace_last_bar。"""
		if df is None or df.empty:
			raise ValueError("DataFrame for stream is empty.")
		if "date" not in df.columns:
			raise ValueError(f"DataFrame missing 'date' column. Columns: {df.columns.tolist()}")
		self.timeframe = timeframe
		self.interval = interval
		if interval == 1:
			self.dataframe = df.copy()
		else:
			self.dataframe = resample_to_interval(df, interval)
		self.dataframe = self.add_indicators(self.dataframe)
		self.klu_list = []
		self.klc_list = []
		self.bi_list = []
		self.bi_zs_list = []
		self.seg_list = []
		self.zs_list = []
		self.bsp_list = []
		self.klc_fx_list = []
		self.big_zs_list = []
		self._klc_feed_last_klu = None
		for i in range(len(self.dataframe)):
			self._append_row_at(i, rebuild=False)
		self.rebuild_bi_zs()
		return self

	def append_bar(self, row):
		"""追加一根已收盘K线。同一时间戳则改为替换最后一根。"""
		self._ensure_stream_state()
		item = self._normalize_row(row)
		if self.klu_list and self.klu_list[-1].time == self._row_time_str(item):
			return self.replace_last_bar(item)
		self._append_item_to_dataframe(item)
		self.dataframe = self.add_indicators(self.dataframe)
		self._append_row_at(len(self.dataframe) - 1, rebuild=True)
		return self

	def replace_last_bar(self, row):
		"""更新最后一根K（未完成K线走新OHLC）。包含关系从 KLU 列表重放。"""
		self._ensure_stream_state()
		if not self.klu_list:
			return self.append_bar(row)
		item = self._normalize_row(row)
		idx = self.dataframe.index[-1]
		for key, val in item.items():
			self.dataframe.at[idx, key] = val
		self.dataframe = self.add_indicators(self.dataframe)
		self._apply_item_to_klu(self.klu_list[-1], self.dataframe.iloc[-1])
		self._rebuild_klc_from_klu()
		self.rebuild_bi_zs()
		return self

	def rebuild_bi_zs(self):
		"""在当前 KLC 上重算笔 + cal_bi_zs_list_pure。会先清分型标记。"""
		self._reset_klc_bi_marks(self.klc_list)
		self.bi_list = self.cal_bi_list(self.klc_list) if self.klc_list else []
		self.bi_zs_list = self.cal_bi_zs_list_pure(self.bi_list) if self.bi_list else []
		return self.bi_zs_list

	def _ensure_stream_state(self):
		if not hasattr(self, "klu_list") or self.klu_list is None:
			self.klu_list = []
		if not hasattr(self, "klc_list") or self.klc_list is None:
			self.klc_list = []
		if not hasattr(self, "dataframe") or self.dataframe is None:
			self.dataframe = DataFrame(
				columns=["date", "open", "high", "low", "close", "volume"]
			)
		if not hasattr(self, "_klc_feed_last_klu"):
			self._klc_feed_last_klu = self.klu_list[-1] if self.klu_list else None
		if not hasattr(self, "bi_zs_list"):
			self.bi_zs_list = []

	def _rebuild_klc_from_klu(self):
		self.klc_list = []
		last_klu = None
		for klu in self.klu_list:
			self._push_klu_into_klc_list(self.klc_list, klu, last_klu)
			last_klu = klu
		self._klc_feed_last_klu = last_klu

	def _append_row_at(self, idx, rebuild=True):
		item = self.dataframe.iloc[idx]
		klu = self._klu_from_item(item, idx)
		if self.klu_list:
			self.klu_list[-1].set_next(klu)
			klu.set_pre(self.klu_list[-1])
		self._push_klu_into_klc_list(self.klc_list, klu, self._klc_feed_last_klu)
		self._klc_feed_last_klu = klu
		self.klu_list.append(klu)
		if rebuild:
			self.rebuild_bi_zs()

	def _klu_from_item(self, item, idx):
		klu = ChanKLU(
			self._item_time_str(item),
			item["open"],
			item["high"],
			item["low"],
			item["close"],
			item["volume"],
		)
		klu.set_idx(idx)
		if not hasattr(klu, "ema13"):
			klu.ema13 = 0
		if "macd" in item:
			klu.set_indicators(item)
		return klu

	def _apply_item_to_klu(self, klu, item):
		klu.time = self._item_time_str(item)
		klu.open = item["open"]
		klu.high = item["high"]
		klu.low = item["low"]
		klu.close = item["close"]
		klu.volume = item["volume"]
		klu.range = klu.high - klu.low
		klu.body = abs(klu.close - klu.open)
		if "macd" in item:
			klu.set_indicators(item)

	def _reset_klc_bi_marks(self, klc_list):
		for klc in klc_list:
			klc.fx = Chan_FX_TYPE.UNKNOWN
			klc.klc_fx_type = Chan_KLC_FX.UNKNOWN
			klc.klc_state = Chan_KLC_STATE.UNKNOWN
			klc.bi = None
			klc.fx_confirmed = False

	def _item_time_str(self, item):
		date = item["date"]
		if hasattr(date, "to_pydatetime"):
			date = date.to_pydatetime()
		if isinstance(date, datetime):
			return date.strftime("%Y-%m-%d %H:%M:%S")
		return str(date)

	def _row_time_str(self, item):
		return self._item_time_str(item)

	def _normalize_row(self, row):
		if isinstance(row, pd.Series):
			return row
		return pd.Series(row)

	def _append_item_to_dataframe(self, item):
		row_df = DataFrame([item])
		if self.dataframe is None or self.dataframe.empty:
			self.dataframe = row_df
		else:
			self.dataframe = pd.concat([self.dataframe, row_df], ignore_index=True)