jackyu66gitandCursor
081a57a90e
独立 wyckoff 引擎 + 按需 include_wyckoff；主站 Lightweight 绘制区间/阶段/事件/VP。 Co-authored-by: Cursor <cursoragent@cursor.com>
81 lines
2.0 KiB
Python
81 lines
2.0 KiB
Python
"""威科夫分析入口。"""
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from __future__ import annotations
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from typing import Any, Dict, Optional
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import pandas as pd
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from .events import build_phases, detect_bias_and_events
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from .range import detect_trading_range
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from .volume_profile import compute_volume_profile
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def _fmt_time(v) -> Optional[str]:
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if v is None:
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return None
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if hasattr(v, "isoformat"):
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try:
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return v.isoformat()
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except Exception:
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pass
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return str(v)
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def analyze_wyckoff(df: pd.DataFrame, lookback: int = 120, vp_bins: int = 50) -> Dict[str, Any]:
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"""
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对主周期 OHLCV DataFrame 做威科夫启发式分析。
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需要列: open, high, low, close, volume；建议有 date 或 timestamp。
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"""
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empty = {
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"trading_range": None,
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"bias": "unknown",
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"phases": [],
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"events": [],
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"volume_profile": {"bins": [], "poc": None, "vah": None, "val": None, "bin_count": vp_bins},
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"volume_confirm": {"avg_volume": 0.0, "event_checks": {}},
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}
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if df is None or len(df) < 30:
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return empty
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if not all(c in df.columns for c in ("open", "high", "low", "close")):
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return empty
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work = df.copy()
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if "volume" not in work.columns:
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work["volume"] = 1.0
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tr = detect_trading_range(work, lookback=lookback)
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if tr is None:
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return empty
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bias, events, volume_confirm = detect_bias_and_events(work, tr)
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phases = build_phases(work, tr, bias, events)
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vp = compute_volume_profile(
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work,
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int(tr["abs_start_idx"]),
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int(tr["abs_end_idx"]),
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bin_count=vp_bins,
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)
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trading_range = {
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"start_time": _fmt_time(tr.get("start_time")),
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"end_time": _fmt_time(tr.get("end_time")),
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"high": float(tr["high"]),
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"low": float(tr["low"]),
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"mid": float(tr["mid"]),
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"active": bool(tr.get("active", True)),
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"bars": int(tr.get("bars", 0)),
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}
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for ev in events:
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ev["time"] = _fmt_time(ev.get("time"))
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for ph in phases:
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ph["start_time"] = _fmt_time(ph.get("start_time"))
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ph["end_time"] = _fmt_time(ph.get("end_time"))
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return {
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"trading_range": trading_range,
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"bias": bias,
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"phases": phases,
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"events": events,
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"volume_profile": vp,
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"volume_confirm": volume_confirm,
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}
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