jackyu66gitandClaude Opus 4.7
b1cbdca707
- ChanPivotClassifier: 提取 calc_duration/contraction/shift 为 @staticmethod，新增 compute_features() - ChanPivotMonitor: 实时追踪当前中枢，bi_count 增长时重新计算 shift/contraction/duration - bsp_monitor/fetcher: 改用 data_provider HTTP API 替代直连 CCXT - bsp_monitor/notify: 新增 send_telegram_message() 通用推送 - bsp_monitor/main: 集成 ChanPivotMonitor，有新笔或 BSP 时推送到 Telegram Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
206 lines
7.5 KiB
Python
206 lines
7.5 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 Binance 拉取最新 1m K 线
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2. 跑完整缠论管线
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3. 检测新出现的买卖点（BSP）
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4. 推送到 Telegram（同一 BSP 只推一次）
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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 datetime import datetime, timezone, timedelta
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from fetcher import fetch_ohlcv
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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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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 _bsp_stable_key(bsp) -> str:
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"""生成 BSP 的稳定唯一键（不依赖笔边界的微小变化）。"""
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return f"{bsp.type}_{bsp.klc.end_time}"
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class BSPMonitor:
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def __init__(self):
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self._first_run = True
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self._last_df_ts = None
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self._known_bsp_keys: set = set() # 已见过的 BSP 键（含已推送和历史的）
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self.pivot_monitor = ChanPivotMonitor(window_size=10)
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async def tick(self):
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"""单次 tick。"""
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tick_start = time.monotonic()
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logger.info("── tick 开始 ──")
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# 1. 拉取 K 线
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try:
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df = fetch_ohlcv()
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except Exception as e:
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logger.error(f"拉取 K 线失败: {e}")
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return
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if df.empty:
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logger.warning("DataFrame 为空，跳过")
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return
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latest_ts = df.iloc[-1]["timestamp"]
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if self._last_df_ts and latest_ts <= self._last_df_ts:
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logger.info("无新 K 线，跳过")
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return
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self._last_df_ts = latest_ts
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# 2. 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"缠论计算失败: {e}", exc_info=True)
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return
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# 2.5 更新中枢特征监控 + 推送
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pivot_state = self.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"中枢特征更新: bi_count={pivot_state['bi_count']} "
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f"is_sure={pivot_state['is_sure']} "
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f"contraction={pivot_state['contraction']:.4f} "
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f"shift_norm={pivot_state['shift_norm']:+.4f} "
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f"duration_norm={pivot_state['duration_norm']:.4f}"
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)
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# Telegram 推送
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if pivot_state["is_sure"]:
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phase = "✅ 已确认"
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elif pivot_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 = pivot_state["zs_dir"]
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dir_label = "⬆️ 向上" if "UP" in zs_dir else "⬇️ 向下"
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# 白话解释
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c = pivot_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 = pivot_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> — BTC/USDT 1m\n"
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f"\n"
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f"📐 笔数: <b>{pivot_state['bi_count']}</b> {dir_label} {phase}\n"
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f"📏 收敛率: <b>{pivot_state['contraction']:.4f}</b> → {contraction_note}\n"
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f"⚖️ 重心漂移: <b>{pivot_state['shift_norm']:+.4f}</b> → {shift_note}\n"
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f"⏱️ 持续: {pivot_state['duration_raw']}K "
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f"(norm: {pivot_state['duration_norm']:.2f})\n"
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f"📦 区间: {pivot_state['zd']:.2f} – {pivot_state['zg']:.2f} "
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f"(gg/dd: {pivot_state['gg']:.2f}/{pivot_state['dd']:.2f})"
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)
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send_telegram_message(msg)
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# 3. 检测新 BSP（用 stable key 去重）
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current_bsps = engine.bsp_list
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current_keys = {_bsp_stable_key(b) for b in current_bsps}
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if self._first_run:
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self._first_run = False
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self._known_bsp_keys = current_keys
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confirmed = [b for b in engine.bi_list if b.is_sure]
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logger.info(
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f"首次运行完成 — {len(confirmed)} 笔已确认, "
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f"{len(current_bsps)} 个买卖点 (不推送历史)"
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)
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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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return
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new_keys = current_keys - self._known_bsp_keys
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self._known_bsp_keys |= current_keys # 永增，BSP 一旦见过就不会再"新"
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if not new_keys:
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logger.debug("无新买卖点")
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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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return
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logger.info(f"检测到 {len(new_keys)} 个新买卖点")
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# 4. 推送新 BSP
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for bsp in current_bsps:
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key = _bsp_stable_key(bsp)
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if key not in new_keys:
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continue
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msg = engine.format_bsp_detail(bsp)
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# HTML 转义（Telegram parse_mode=HTML 要求）
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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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ok = send_bsp_alert(msg, bsp_key=key)
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if ok:
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logger.info(f"✅ 推送: {key}")
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else:
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logger.warning(f"❌ 推送失败: {key}")
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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 run(self):
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logger.info("=" * 50)
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logger.info("bsp_monitor 启动 — BTC/USDT 1m 缠论买卖点监控")
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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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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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