jackyu66git
f0ea6a6065
- 每整分钟拉取 Binance 永续合约 1m K 线 - 运行完整缠论管线检测买卖点 (BSP) - 新 BSP 推送到 Telegram - fix: fetcher 用 limit=1000 替代固定 since，避免 API 500 根限制截断新数据
182 lines
6.6 KiB
Python
182 lines
6.6 KiB
Python
"""
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engine.py - 缠论管线封装：DataFrame → KLC → BI → ZS → BSP。
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复用 ~/Project/Chan/ 下的 TF_DF 模块。
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注意：TF_DF.__init__ 有 bug（get_zs_list 不存在），这里手动调用各步骤。
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"""
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import sys
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import os
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from typing import List, Optional
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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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import pandas as pd
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import talib.abstract as ta
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from ChanEnum import (
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Chan_BSP_DIR, Chan_BSP_TYPE, Chan_KLC_FX, Chan_BI_DIR,
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Chan_FX_TYPE, Chan_KLINE_DIR, Chan_SEG_DIR, Chan_ZS_DIR,
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)
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from ChanBSP import ChanBSP
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from ChanBI import ChanBI
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from ChanZS import ChanZS
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# 仅导入类，不触发 TF_DF.__init__
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from TF_DF import TF_DF as _TF_DF_Class
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class ChanEngine:
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"""手动执行缠论管线，绕过 TF_DF.__init__ 的 bug。"""
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def __init__(self, df: pd.DataFrame):
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if df.empty or len(df) < 50:
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raise ValueError("DataFrame 至少需要 50 根 K 线")
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if "date" not in df.columns and "timestamp" in df.columns:
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df["date"] = df["timestamp"]
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self.df = df
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self._tf = _TF_DF_Class.__new__(_TF_DF_Class) # 不调用 __init__
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# Step 0: 添加 TA 指标
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self._df_with_indicators = self._tf.add_indicators(df.copy())
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# Step 1: KLU (K-line unit)
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self.klu_list = self._tf.cal_kl_data(self._df_with_indicators)
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# Step 1.5: MACD state
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from ChanMACD import ChanMACD
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chanmacd = ChanMACD(self.klu_list)
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self.klu_list = chanmacd.cal_macd_state()
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# Step 2: KLC (combined K-line)
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self.klc_list = self._tf.get_klc_list(self.klu_list)
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# Step 3: BI (stroke)
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self.bi_list = self._tf.cal_bi_list(self.klc_list)
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# Step 4: SEG (segment)
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self.seg_list = self._tf.get_seg_list(self.bi_list)
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# Step 5: ZS (bi-level center) — 供 find_all_bsp 使用
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self.bi_zs_list: List = self._tf.cal_bi_zs_list(self.bi_list)
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# Step 6: BSP (buy/sell points)
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self.bsp_list: List[ChanBSP] = self._tf.find_all_bsp(
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self.bi_list, self.bi_zs_list
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)
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def get_second_last_bi(self) -> Optional[ChanBI]:
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"""获取倒数第二笔（最新确认的笔）。"""
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confirmed = [b for b in self.bi_list if b.is_sure]
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if len(confirmed) >= 2:
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return confirmed[-2]
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elif len(confirmed) == 1:
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return confirmed[-1]
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return None
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def get_bsp_for_bi(self, bi: ChanBI) -> Optional[ChanBSP]:
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"""检查某个 Bi 的 end_klc 是否是买卖点。"""
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if bi is None or not bi.is_sure:
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return None
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klc = bi.end_klc
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if klc is None:
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return None
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if klc.bsp and klc.bsp_type != Chan_BSP_TYPE.NONE:
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for bsp in self.bsp_list:
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if bsp.klc is klc:
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return bsp
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return None
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# ── 格式化 ──
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@staticmethod
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def _bsp_type_name(t: Chan_BSP_TYPE) -> str:
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import ChanEnum
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names = {
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Chan_BSP_TYPE.B1: "一类买点(B1)",
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Chan_BSP_TYPE.B2: "二类买点(B2)",
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Chan_BSP_TYPE.B3: "三类买点(B3)",
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Chan_BSP_TYPE.S1: "一类卖点(S1)",
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Chan_BSP_TYPE.S2: "二类卖点(S2)",
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Chan_BSP_TYPE.S3: "三类卖点(S3)",
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}
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return names.get(t, str(t))
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@staticmethod
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def _bi_dir_name(d) -> str:
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return "⬆️ 向上" if d == Chan_BI_DIR.UP else "⬇️ 向下"
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@staticmethod
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def _fx_strength_name(klc_fx_type) -> str:
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import ChanEnum
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names = {
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Chan_KLC_FX.TOP0: "TOP0(弱)", Chan_KLC_FX.TOP1: "TOP1(标准)",
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Chan_KLC_FX.TOP2: "TOP2(强)", Chan_KLC_FX.TOP3: "TOP3(二类)",
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Chan_KLC_FX.TOP4: "TOP4(BB上轨)", Chan_KLC_FX.TOP5: "TOP5",
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Chan_KLC_FX.TOP6: "TOP6(高位空)", Chan_KLC_FX.TOP7: "TOP7(背驰)",
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Chan_KLC_FX.TOP8: "TOP8(信号线)",
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Chan_KLC_FX.BOTTOM0: "BOTTOM0(弱)", Chan_KLC_FX.BOTTOM1: "BOTTOM1(标准)",
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Chan_KLC_FX.BOTTOM2: "BOTTOM2(强)", Chan_KLC_FX.BOTTOM3: "BOTTOM3(二类)",
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Chan_KLC_FX.BOTTOM4: "BOTTOM4(BB下轨)", Chan_KLC_FX.BOTTOM5: "BOTTOM5(零轴下)",
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Chan_KLC_FX.BOTTOM6: "BOTTOM6(高位空)", Chan_KLC_FX.BOTTOM7: "BOTTOM7(背驰)",
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Chan_KLC_FX.BOTTOM8: "BOTTOM8(信号线)",
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}
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return names.get(klc_fx_type, f"UNKNOWN({klc_fx_type})")
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@staticmethod
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def _utc_to_cst(time_str: str) -> str:
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"""UTC 时间字符串 → 东八区 (UTC+8)。"""
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from datetime import datetime, timedelta, timezone
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dt = datetime.fromisoformat(str(time_str))
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=timezone.utc)
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cst = dt.astimezone(timezone(timedelta(hours=8)))
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return cst.strftime("%Y-%m-%d %H:%M:%S CST")
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def format_bsp_detail(self, bsp: ChanBSP) -> str:
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bi = bsp.bi
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klc = bsp.klc
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bsp_type = bsp.type
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bsp_dir = bsp.dir
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emoji = "🟢" if bsp_dir == Chan_BSP_DIR.BUY else "🔴"
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dir_label = "买点" if bsp_dir == Chan_BSP_DIR.BUY else "卖点"
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lines = [
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f"{emoji} [{dir_label}] {self._bsp_type_name(bsp_type)} — <b>BTC/USDT 1m</b>",
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"",
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f"⏰ 确认: <code>{self._utc_to_cst(klc.end_time)}</code>",
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f"💰 价格: <b>{klc.close:.2f}</b>",
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f"📐 笔方向: {self._bi_dir_name(bi.dir)}",
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f"📏 笔高度: ${bi.height:.2f} 宽度: {bi.width}K 斜率: {bi.slop:.2f}",
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f"🔩 分型强度: {self._fx_strength_name(klc.klc_fx_type)}",
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]
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if bsp.zs:
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zs = bsp.zs
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zs_dir = "UP" if hasattr(zs, 'dir') and hasattr(Chan_ZS_DIR, 'UP') and zs.dir == Chan_ZS_DIR.UP else "DOWN"
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lines.append(f"🏠 中枢: {zs.zd:.2f} – {zs.zg:.2f} ({zs_dir}, #{getattr(zs, 'index', 0) + 1})")
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if bsp.type in (Chan_BSP_TYPE.B1, Chan_BSP_TYPE.S1):
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lines.append("📊 MACD背驰: 有 (离开段能量 < 进入段)")
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if hasattr(klc, 'ema_status') and klc.ema_status:
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ema52 = klc.ema_status.get('ema52', {})
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if ema52:
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pos = str(ema52.get('pos', '?'))
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lines.append(f"📈 EMA52: {pos} (值: {klc.ema52:.2f})")
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lines.append(f"📋 KLC状态: {klc.klc_state}")
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if bi.pre:
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prev = bi.pre
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lines.extend([
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"────",
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f"⬅️ 前一笔: {self._bi_dir_name(prev.dir)} "
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f"高度: ${prev.height:.2f} 宽度: {prev.width}K",
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])
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return "\n".join(lines)
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