221 lines
6.8 KiB
Python
221 lines
6.8 KiB
Python
#!/usr/bin/env python3
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"""
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main.py - 缠论多周期买卖点监控。
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每整分钟：
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1. 从 data_provider 拉取所有币对多周期 K 线
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2. 每个币对 × 每个周期独立跑缠论管线
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3. 检测新笔确认 → BSP 推送
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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 dataclasses import dataclass, field
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from datetime import datetime, timezone, timedelta
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from typing import Optional
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from fetcher import fetch_ohlcv, get_symbols
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from engine import ChanEngine
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from notify import send_bsp_alert, 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 ChanEnum import Chan_BI_DIR
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# from ChanPivotMonitor import ChanPivotMonitor # 暂停中枢监控
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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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TIMEFRAMES = ["1m", "5m", "15m", "1h"]
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def _short(symbol: str) -> str:
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"""BTC/USDT:USDT → BTCUSDT"""
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return symbol.split(":")[0].replace("/", "")
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def _bi_id(bi) -> Optional[tuple]:
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"""笔的稳定标识，基于首K线时间戳。"""
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if bi.start_klc is None:
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return None
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return (bi.start_klc.start_time,)
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def _push_bsp(engine: ChanEngine, bsp, symbol: str, tf: str) -> bool:
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"""推送 BSP 到 Telegram（带去重）。"""
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if bsp.klc is None:
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return False
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key = f"{symbol}_{bsp.type}_{bsp.klc.end_time}_{tf}"
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msg = engine.format_bsp_detail(bsp, symbol, tf)
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msg = _escape_html(msg)
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if send_bsp_alert(msg, bsp_key=key):
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logger.info(f"[{_short(symbol)} {tf}] ✅ BSP: {key}")
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return True
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return False
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@dataclass
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class TfState:
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"""单个周期的状态。"""
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last_bi_id: Optional[tuple] = None
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last_df_ts: object = None
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first_run: bool = True
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# pivot_monitor: ChanPivotMonitor = None # 暂停中枢监控
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# def __post_init__(self):
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# if self.pivot_monitor is None:
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# self.pivot_monitor = ChanPivotMonitor()
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@dataclass
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class SymbolState:
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symbol: str
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tfs: dict = field(default_factory=dict)
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def __post_init__(self):
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self.tfs = {tf: TfState() for tf in TIMEFRAMES}
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class BSPMonitor:
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def __init__(self):
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symbols = get_symbols()
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self._states: dict[str, SymbolState] = {
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s: SymbolState(symbol=s) for s in symbols
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}
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logger.info(f"监控 {len(symbols)}×{len(TIMEFRAMES)} 币对×周期: "
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f"{', '.join(_short(s) for s in symbols)}")
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async def tick(self):
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tick_start = time.monotonic()
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logger.info("── tick 开始 ──")
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for symbol, st in self._states.items():
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await self._tick_symbol(symbol, st)
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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 _tick_symbol(self, symbol: str, st: SymbolState):
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name = _short(symbol)
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for tf in TIMEFRAMES:
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await self._check_tf(symbol, tf, st.tfs[tf], name)
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async def _check_tf(self, symbol: str, tf: str, ts: TfState, name: str):
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# 1. 拉取 K 线
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try:
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df = fetch_ohlcv(symbol, tf)
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except Exception as e:
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logger.error(f"[{name} {tf}] 拉取失败: {e}")
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return
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if df.empty:
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return
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# 2. 检查是否有新 K 线
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latest_ts = df.iloc[-1]["timestamp"]
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if ts.last_df_ts and latest_ts <= ts.last_df_ts:
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return
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ts.last_df_ts = latest_ts
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# 3. 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"[{name} {tf}] 缠论计算失败: {e}", exc_info=True)
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return
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# 4. 中枢特征更新（暂停）
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# try:
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# ts.pivot_monitor.update(engine.bi_zs_list)
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# except Exception as e:
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# logger.debug(f"[{name} {tf}] 中枢特征更新失败: {e}")
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# 5. BSP 检测
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confirmed = [b for b in engine.bi_list if b.is_sure]
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if len(confirmed) < 2:
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return
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last_confirmed = confirmed[-1]
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current_bi_id = _bi_id(last_confirmed)
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if current_bi_id is None:
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return
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if ts.first_run:
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ts.first_run = False
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ts.last_bi_id = current_bi_id
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bsp = engine.get_bsp_for_bi(last_confirmed)
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if bsp:
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_push_bsp(engine, bsp, symbol, tf)
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logger.info(
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f"[{name} {tf}] 首次完成 — "
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f"{len(confirmed)} 笔, {len(engine.bsp_list)} BSP"
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)
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return
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if current_bi_id == ts.last_bi_id:
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return
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ts.last_bi_id = current_bi_id
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bi_dir = "⬆️" if last_confirmed.dir == Chan_BI_DIR.UP else "⬇️"
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logger.info(f"[{name} {tf}] 新笔确认 — #{len(confirmed)} "
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f"{bi_dir} 高度: ${last_confirmed.height:.2f}")
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bsp = engine.get_bsp_for_bi(last_confirmed)
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if bsp:
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_push_bsp(engine, bsp, symbol, tf)
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async def run(self):
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logger.info("=" * 50)
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logger.info(f"bsp_monitor 启动 — {len(self._states)} 币对 "
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f"× {len(TIMEFRAMES)} 周期 ({', '.join(TIMEFRAMES)})")
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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）...")
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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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def _escape_html(msg: str) -> str:
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"""HTML 转义，保留已有的 <b>/<code> 标签。"""
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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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return msg
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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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