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>
115 lines
4.3 KiB
Markdown
115 lines
4.3 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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## Governance
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- ESS 文档：`docs/PROJECT_PROFILE.md`、`docs/ECR/`、`docs/ENGINEERING_SPEC/`
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- **正式引擎包**：`chanlun/`；strategies / web 已用 `from chanlun import ...`
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- 根目录 `Chan*.py` / `TF_DF.py` 仍为 **兼容 shim**（旧脚本可用）
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## Core Architecture
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### Chan Theory Engine (`chanlun/`)
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```text
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chanlun/
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core/ # KLU KLC BI SBI SEG ZS BIZS BSP Enum CTime
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pipeline/ # orchestrator(ChanLun) + timeframe(TF_DF) + builders/
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indicators/ # ChanMACD*
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analysis/ # Zone Classifier Pivot Heng PY Find_Trend ...
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```
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Data processing pipeline (each step feeds the next):
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1. **`chanlun.core.ChanKLU`** — Raw K-line unit with TA indicators and pattern recognition
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2. **`chanlun.core.ChanKLC`** — Combined K-line: inclusion + fractal; `.next`/`.pre` linked list
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3. **`chanlun.core.ChanBI`** — Stroke (笔)
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4. **`chanlun.core.ChanSBI`** — Special stroke → SEG
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5. **`chanlun.core.ChanSEG`** — Segment (线段)
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6. **`chanlun.core.ChanZS`** / **`ChanBIZS`** — Centers (中枢)
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7. **`chanlun.core.ChanBSP`** — Buy/Sell points
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8. **`chanlun.pipeline.orchestrator.ChanLun`** — Orchestrator
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9. **`chanlun.pipeline.timeframe.TF_DF`** — Timeframe facade；实现拆在 `pipeline/builders/`
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### Services
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- **外部 DATA_SERVICE** — 行情服务（env: `DATA_SERVICE_URL`）；本仓库可不含 data_provider 源码
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- **`web/`** — Flask UI：`create_app()` + `api/` blueprints + `services/`；前端 `static/js/app/`。默认端口见 `web/config.py`（`FLASK_PORT`，常见 8128）
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- **`strategies/`** — Freqtrade strategies（本 ECR 不改）
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- **`config/`** — Freqtrade configs（本 ECR 不改）
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### Data Flow
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```
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Exchange / DATA_SERVICE → Freqtrade Strategy / web → ChanLun → TF_DF
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→ KLU → KLC → BI → SBI → SEG → ZS → BSP
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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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