Add two-day amplitude window to amp-stats.

For each settlement day, also compute H-L over start minus one day through 16:00 (e.g. 25 16:00 to 27 16:00).

Co-authored-by: Cursor <cursoragent@cursor.com>

docs/振幅统计说明.md

@@ -46,12 +46,13 @@
 |------|------|
 | 开→高 | `H − O`（一边波动） |
 | 开→低 | `O − L`（另一边波动） |
-| **振幅** | `H − L`（= 开→高 + 开→低） |
-| 涨跌值 | `C − O` |
+| **振幅** | `H − L`（= 开→高 + 开→低），窗为起点整点 → 当日 16:00 |
+| **两日振幅** | 同上口径，但起点再往前推 1 天；例起点 16:00、结算 27 日 → **25日16:00 → 27日16:00** |
+| 涨跌值 | `C − O`（单日窗） |
 
 例：O=2000，H=2500，L=1800 → 开→高 500，开→低 200，振幅 **700**。
 
-汇总必含：最大振幅（及日期）、开→高/开→低的最大与均值等。
+汇总必含：最大振幅（及日期）、两日振幅最大/均值/中位、开→高/开→低的最大与均值等。
 
 K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD / BTC-USD），失败再降级永续标记。  
 近期 K 线接口约仅 **1440** 根（1H≈60 天）；更长周期自动续拉 `history-index-candles` / `history-candles`。  
@@ -65,12 +66,13 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 | 汇总项 | 口径 |
 |--------|------|
-| 振幅≥点数 | `H−L ≥ 点数` 的天数与**占比**（主指标） |
+| 振幅≥点数 | 单日窗 `H−L ≥ 点数` 的天数与**占比**（主指标） |
+| 两日振幅≥点数 | 两日窗振幅 ≥ 点数 的天数与占比 |
 | 开→高≥点数 | `H−O ≥ 点数` 天数与占比 |
 | 开→低≥点数 | `O−L ≥ 点数` 天数与占比 |
 | \|涨跌\|≥点数 | `\|C−O\| ≥ 点数` 天数与占比 |
 
-日表保留 **开→高 / 开→低**（两边波动点数），并标 **振幅达标**；达标行振幅会高亮。  
+日表保留 **开→高 / 开→低**、**振幅**、**两日振幅**（悬停可见两日窗起止），并标 **振幅达标**。  
 改点数 / 周末筛选会在已有日表上**本地重算**（不重拉 K 线）。
 
 ### 周末
@@ -108,3 +110,4 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 | 2026-07-23 | 买跨对照、周末筛选、止盈点 |
 | 2026-07-28 | 永期对冲对照（后已移除） |
 | 2026-07-28 | 去掉买跨/永期；改为波动点数→振幅占比 |
+| 2026-07-28 | 增加两日振幅(例 25日16:00→27日16:00) |

lib/hub/amp_stats_lib.py

@@ -68,10 +68,20 @@ def resolve_sample_days(period: str, custom_days: Any = None) -> int:
     return PERIOD_DAYS[p]
 
 
-def window_bounds_for_settlement(settlement: date, start_hour: int) -> tuple[datetime, datetime]:
-    """返回 [start, end) 的本地时刻;end 为结算日 16:00."""
+def window_bounds_for_settlement(
+    settlement: date,
+    start_hour: int,
+    *,
+    span_days: int = 1,
+) -> tuple[datetime, datetime]:
+    """返回 [start, end) 的本地时刻;end 为结算日 16:00.
+
+    span_days=1: 与现口径相同(如 26日16:00→27日16:00)
+    span_days=2: 再往前推 1 天(如 25日16:00→27日16:00)
+    """
     if not (0 <= int(start_hour) <= 23):
         raise ValueError("起点须为 0-23 整点")
+    span = max(1, int(span_days or 1))
     end = datetime(settlement.year, settlement.month, settlement.day, END_HOUR, 0, 0, tzinfo=APP_TZ)
     sh = int(start_hour)
     if sh >= END_HOUR:
@@ -79,6 +89,8 @@ def window_bounds_for_settlement(settlement: date, start_hour: int) -> tuple[dat
         start = datetime(prev.year, prev.month, prev.day, sh, 0, 0, tzinfo=APP_TZ)
     else:
         start = datetime(settlement.year, settlement.month, settlement.day, sh, 0, 0, tzinfo=APP_TZ)
+    if span > 1:
+        start = start - timedelta(days=span - 1)
     return start, end
 
 
@@ -127,12 +139,12 @@ def bars_to_map(bars: list[dict[str, Any]]) -> dict[int, dict[str, float]]:
     return m
 
 
-def compute_day_row(
-    settlement: date,
-    start_hour: int,
+def _ohlc_window_metrics(
+    start: datetime,
+    end: datetime,
     bar_map: dict[int, dict[str, float]],
 ) -> Optional[dict[str, Any]]:
-    start, end = window_bounds_for_settlement(settlement, start_hour)
+    """在 [start, end) 上算开高低收与开→高/开→低/振幅/涨跌."""
     start_ms = int(start.timestamp() * 1000)
     # 1H 棒覆盖 [T, T+1h);窗终点 16:00 用 15:00 棒的 close
     last_bar_ms = int((end - timedelta(hours=1)).timestamp() * 1000)
@@ -153,15 +165,9 @@ def compute_day_row(
     down = opens - lo
     amp = hi - lo
     change = close - opens
-    wd = settlement.weekday()  # Mon=0 … Sun=6
-    is_we = wd >= 5
     return {
-        "settlement_day": settlement.isoformat(),
         "window_start": start.strftime("%Y-%m-%d %H:%M"),
         "window_end": end.strftime("%Y-%m-%d %H:%M"),
-        "weekday": wd,
-        "weekday_label": "六" if wd == 5 else ("日" if wd == 6 else ""),
-        "is_weekend": is_we,
         "open": round(opens, 4),
         "high": round(hi, 4),
         "low": round(lo, 4),
@@ -173,6 +179,59 @@ def compute_day_row(
     }
 
 
+def compute_day_row(
+    settlement: date,
+    start_hour: int,
+    bar_map: dict[int, dict[str, float]],
+) -> Optional[dict[str, Any]]:
+    start, end = window_bounds_for_settlement(settlement, start_hour, span_days=1)
+    m1 = _ohlc_window_metrics(start, end, bar_map)
+    if m1 is None:
+        return None
+    start2, end2 = window_bounds_for_settlement(settlement, start_hour, span_days=2)
+    m2 = _ohlc_window_metrics(start2, end2, bar_map)
+    wd = settlement.weekday()  # Mon=0 … Sun=6
+    is_we = wd >= 5
+    row: dict[str, Any] = {
+        "settlement_day": settlement.isoformat(),
+        "weekday": wd,
+        "weekday_label": "六" if wd == 5 else ("日" if wd == 6 else ""),
+        "is_weekend": is_we,
+        **m1,
+    }
+    if m2 is None:
+        row.update(
+            {
+                "window2_start": start2.strftime("%Y-%m-%d %H:%M"),
+                "window2_end": end2.strftime("%Y-%m-%d %H:%M"),
+                "open_2d": None,
+                "high_2d": None,
+                "low_2d": None,
+                "close_2d": None,
+                "up_points_2d": None,
+                "down_points_2d": None,
+                "amplitude_2d": None,
+                "change_2d": None,
+            }
+        )
+    else:
+        row.update(
+            {
+                "window2_start": m2["window_start"],
+                "window2_end": m2["window_end"],
+                "open_2d": m2["open"],
+                "high_2d": m2["high"],
+                "low_2d": m2["low"],
+                "close_2d": m2["close"],
+                "up_points_2d": m2["up_points"],
+                "down_points_2d": m2["down_points"],
+                "amplitude_2d": m2["amplitude"],
+                "change_2d": m2["change"],
+            }
+        )
+    return row
+
+
 def normalize_move_points(raw: Any) -> Optional[float]:
     """对照波动点数.空/≤0 表示不做点数达标对照."""
     if raw is None or raw == "":
@@ -252,12 +311,16 @@ def enrich_rows(
         hit_up = bool(mp is not None and up >= mp)
         hit_down = bool(mp is not None and down >= mp)
         amp_hit = bool(mp is not None and amp >= mp)
+        amp2 = item.get("amplitude_2d")
+        amp2_v = float(amp2) if amp2 is not None and amp2 != "" else None
+        amp_hit_2d = bool(mp is not None and amp2_v is not None and amp2_v >= mp)
         item["move_points"] = mp
         item["hit_up"] = hit_up
         item["hit_down"] = hit_down
         item["hit_either"] = hit_up or hit_down
         item["hit_both"] = hit_up and hit_down
         item["amp_hit"] = amp_hit
+        item["amp_hit_2d"] = amp_hit_2d
         out.append(item)
     return out
 
@@ -287,6 +350,8 @@ def move_points_stats(rows: list[dict[str, Any]], move_points: float) -> dict[st
         "both_hit_ratio": None,
         "amp_hit_days": 0,
         "amp_hit_ratio": None,
+        "amp_2d_hit_days": 0,
+        "amp_2d_hit_ratio": None,
         "abs_change_hit_days": 0,
         "abs_change_hit_ratio": None,
     }
@@ -296,7 +361,10 @@ def move_points_stats(rows: list[dict[str, Any]], move_points: float) -> dict[st
     down_hit = sum(1 for r in work if r.get("hit_down"))
     either = sum(1 for r in work if r.get("hit_either"))
     both = sum(1 for r in work if r.get("hit_both"))
-    amp_hit = sum(1 for r in work if float(r.get("amplitude") or 0) >= mp)
+    amp_hit = sum(1 for r in work if r.get("amp_hit"))
+    amp2_rows = [r for r in work if r.get("amplitude_2d") is not None]
+    amp2_hit = sum(1 for r in work if r.get("amp_hit_2d"))
+    n2 = len(amp2_rows)
     abs_hit = sum(1 for r in work if abs(float(r.get("change") or 0)) >= mp)
     empty.update(
         {
@@ -310,6 +378,8 @@ def move_points_stats(rows: list[dict[str, Any]], move_points: float) -> dict[st
             "both_hit_ratio": round(both / n, 4),
             "amp_hit_days": amp_hit,
             "amp_hit_ratio": round(amp_hit / n, 4),
+            "amp_2d_hit_days": amp2_hit,
+            "amp_2d_hit_ratio": round(amp2_hit / n2, 4) if n2 else None,
             "abs_change_hit_days": abs_hit,
             "abs_change_hit_ratio": round(abs_hit / n, 4),
         }
@@ -323,6 +393,12 @@ def summarize_rows(
     move_points: Any = None,
 ) -> dict[str, Any]:
     mp = normalize_move_points(move_points)
+    empty_2d = {
+        "max_amplitude_2d": None,
+        "max_amplitude_2d_day": None,
+        "avg_amplitude_2d": None,
+        "median_amplitude_2d": None,
+    }
     if not rows:
         out = {
             "sample_count": 0,
@@ -336,6 +412,7 @@ def summarize_rows(
             "avg_down_points": None,
             "up_day_ratio": None,
             "down_day_ratio": None,
+            **empty_2d,
             "move_points_stats": None,
         }
         if mp is not None:
@@ -349,6 +426,7 @@ def summarize_rows(
     up_days = sum(1 for r in rows if float(r["change"]) > 0)
     down_days = sum(1 for r in rows if float(r["change"]) < 0)
     n = len(rows)
+    amps2 = [float(r["amplitude_2d"]) for r in rows if r.get("amplitude_2d") is not None]
     out: dict[str, Any] = {
         "sample_count": n,
         "max_amplitude": round(max_amp, 4),
@@ -361,8 +439,17 @@ def summarize_rows(
         "avg_down_points": round(statistics.fmean(downs), 4),
         "up_day_ratio": round(up_days / n, 4),
         "down_day_ratio": round(down_days / n, 4),
+        **empty_2d,
         "move_points_stats": None,
     }
+    if amps2:
+        max_a2 = max(amps2)
+        out["max_amplitude_2d"] = round(max_a2, 4)
+        out["max_amplitude_2d_day"] = next(
+            r["settlement_day"] for r in rows if r.get("amplitude_2d") is not None and float(r["amplitude_2d"]) == max_a2
+        )
+        out["avg_amplitude_2d"] = round(statistics.fmean(amps2), 4)
+        out["median_amplitude_2d"] = round(statistics.median(amps2), 4)
     if mp is not None:
         out["move_points_stats"] = move_points_stats(rows, mp)
     return out
@@ -583,11 +670,11 @@ def compute_amp_stats(
     settlements = list_settlement_dates(sample_days=sample_days, now=now)
     if not settlements:
         raise RuntimeError("无可用结算日")
-    # 最远窗起点
+    # 最远窗起点(含两日振幅,多拉 1 天)
     oldest = settlements[-1]
     newest = settlements[0]
-    start0, _ = window_bounds_for_settlement(oldest, sh)
-    _, end1 = window_bounds_for_settlement(newest, sh)
+    start0, _ = window_bounds_for_settlement(oldest, sh, span_days=2)
+    _, end1 = window_bounds_for_settlement(newest, sh, span_days=1)
     since_ms = int(start0.timestamp() * 1000)
     until_ms = int(end1.timestamp() * 1000)
     bars, price_source, inst_id = fetch_symbol_bars(
@@ -723,6 +810,8 @@ def build_export_csv(payload: dict[str, Any]) -> str:
     w.writerow(["样本数", s.get("sample_count")])
     w.writerow(["最大振幅", s.get("max_amplitude"), "日期", s.get("max_amplitude_day")])
     w.writerow(["振幅均值", s.get("avg_amplitude"), "中位数", s.get("median_amplitude")])
+    w.writerow(["两日最大振幅", s.get("max_amplitude_2d"), "日期", s.get("max_amplitude_2d_day")])
+    w.writerow(["两日振幅均值", s.get("avg_amplitude_2d"), "中位数", s.get("median_amplitude_2d")])
     w.writerow(["开→高最大", s.get("max_up_points"), "均值", s.get("avg_up_points")])
     w.writerow(["开→低最大", s.get("max_down_points"), "均值", s.get("avg_down_points")])
     w.writerow(["上涨窗占比", s.get("up_day_ratio"), "下跌窗占比", s.get("down_day_ratio")])
@@ -731,6 +820,7 @@ def build_export_csv(payload: dict[str, Any]) -> str:
         w.writerow([])
         w.writerow(["【波动点数·振幅占比】", mp.get("move_points")])
         w.writerow(["振幅≥点数天数", mp.get("amp_hit_days"), "占比", mp.get("amp_hit_ratio")])
+        w.writerow(["两日振幅≥点数天数", mp.get("amp_2d_hit_days"), "占比", mp.get("amp_2d_hit_ratio")])
         w.writerow(["开→高≥点数天数", mp.get("up_hit_days"), "占比", mp.get("up_hit_ratio")])
         w.writerow(["开→低≥点数天数", mp.get("down_hit_days"), "占比", mp.get("down_hit_ratio")])
         w.writerow(["|涨跌|≥点数天数", mp.get("abs_change_hit_days"), "占比", mp.get("abs_change_hit_ratio")])
@@ -751,8 +841,14 @@ def build_export_csv(payload: dict[str, Any]) -> str:
             "开→低",
             "振幅",
             "涨跌值",
+            "两日窗起点",
+            "两日窗终点",
+            "两日振幅",
+            "两日开→高",
+            "两日开→低",
             "对照点数",
             "振幅达标",
+            "两日振幅达标",
         ]
     )
     for r in payload.get("rows") or []:
@@ -771,8 +867,14 @@ def build_export_csv(payload: dict[str, Any]) -> str:
                 r.get("down_points"),
                 r.get("amplitude"),
                 r.get("change"),
+                r.get("window2_start"),
+                r.get("window2_end"),
+                r.get("amplitude_2d"),
+                r.get("up_points_2d"),
+                r.get("down_points_2d"),
                 r.get("move_points") if r.get("move_points") is not None else "",
                 "是" if r.get("amp_hit") else ("否" if r.get("move_points") is not None else ""),
+                "是" if r.get("amp_hit_2d") else ("否" if r.get("move_points") is not None and r.get("amplitude_2d") is not None else ""),
             ]
         )
     return buf.getvalue()

manual_trading_hub/static/amp_stats.js

@@ -102,6 +102,8 @@
       `<div><span class="amp-sum-k">最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude)} <small>(${esc(s.max_amplitude_day)})</small></span></div>` +
       `<div><span class="amp-sum-k">振幅均值</span><span class="amp-sum-v">${esc(s.avg_amplitude)}</span></div>` +
       `<div><span class="amp-sum-k">振幅中位</span><span class="amp-sum-v">${esc(s.median_amplitude)}</span></div>` +
+      `<div><span class="amp-sum-k">两日最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude_2d)} <small>(${esc(s.max_amplitude_2d_day)})</small></span></div>` +
+      `<div><span class="amp-sum-k">两日振幅均值/中位</span><span class="amp-sum-v">${esc(s.avg_amplitude_2d)} / ${esc(s.median_amplitude_2d)}</span></div>` +
       `<div><span class="amp-sum-k">开→高最大/均</span><span class="amp-sum-v">${esc(s.max_up_points)} / ${esc(s.avg_up_points)}</span></div>` +
       `<div><span class="amp-sum-k">开→低最大/均</span><span class="amp-sum-v">${esc(s.max_down_points)} / ${esc(s.avg_down_points)}</span></div>` +
       `<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
@@ -121,6 +123,7 @@
       `<div class="amp-sum-grid">` +
       `<div><span class="amp-sum-k">对照点数</span><span class="amp-sum-v">${esc(ms.move_points)}</span></div>` +
       `<div><span class="amp-sum-k">振幅≥点数</span><span class="amp-sum-v">${esc(ms.amp_hit_days)} 天 · <strong>${esc(pct(ms.amp_hit_ratio))}</strong></span></div>` +
+      `<div><span class="amp-sum-k">两日振幅≥点数</span><span class="amp-sum-v">${esc(ms.amp_2d_hit_days)} 天 · <strong>${esc(pct(ms.amp_2d_hit_ratio))}</strong></span></div>` +
       `<div><span class="amp-sum-k">开→高≥点数</span><span class="amp-sum-v">${esc(ms.up_hit_days)} 天 · ${esc(pct(ms.up_hit_ratio))}</span></div>` +
       `<div><span class="amp-sum-k">开→低≥点数</span><span class="amp-sum-v">${esc(ms.down_hit_days)} 天 · ${esc(pct(ms.down_hit_ratio))}</span></div>` +
       `<div><span class="amp-sum-k">|涨跌|≥点数</span><span class="amp-sum-v">${esc(ms.abs_change_hit_days)} 天 · ${esc(pct(ms.abs_change_hit_ratio))}</span></div>` +
@@ -147,7 +150,7 @@
     if (!body) return;
     const rows = (pagePayload && pagePayload.rows) || [];
     if (!rows.length) {
-      body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
+      body.innerHTML = '<tr><td colspan="12" class="amp-empty">暂无数据</td></tr>';
     } else {
       body.innerHTML = rows
         .map((r) => {
@@ -155,6 +158,11 @@
           const upCls = r.hit_up ? ' class="amp-pnl is-pos"' : "";
           const downCls = r.hit_down ? ' class="amp-pnl is-pos"' : "";
           const ampCls = r.amp_hit ? ' class="amp-pnl is-pos"' : "";
+          const amp2Cls = r.amp_hit_2d ? ' class="amp-pnl is-pos"' : "";
+          const amp2 =
+            r.amplitude_2d == null || r.amplitude_2d === ""
+              ? "—"
+              : `<span title="${esc(r.window2_start || "")} → ${esc(r.window2_end || "")}">${esc(r.amplitude_2d)}</span>`;
           return (
             `<tr${trClass}>` +
             `<td>${dayLabel(r)}</td>` +
@@ -166,6 +174,7 @@
             `<td${upCls}>${esc(r.up_points)}</td>` +
             `<td${downCls}>${esc(r.down_points)}</td>` +
             `<td${ampCls}><strong>${esc(r.amplitude)}</strong></td>` +
+            `<td${amp2Cls}><strong>${amp2}</strong></td>` +
             `<td>${esc(r.change)}</td>` +
             `<td>${hitCell(r)}</td>` +
             `</tr>`

manual_trading_hub/static/index.html

@@ -1275,7 +1275,7 @@
           </div>
         </div>
         <p id="amp-status" class="toolbar-meta amp-status"></p>
-        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.填写波动点数后看振幅≥该点数的天数占比;日表显示两边波动(开→高/开→低)与振幅是否达标.周末按结算日标注/筛选.</p>
+        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.两日振幅=起点再往前推1天到当日16:00(例:25日16:00→27日16:00).填写波动点数后看振幅/两日振幅≥该点数的天数占比.周末按结算日标注/筛选.</p>
         <h3 class="amp-block-title">汇总</h3>
         <div id="amp-summary" class="amp-summary"></div>
         <h3 class="amp-block-title">振幅占比</h3>
@@ -1286,11 +1286,11 @@
             <thead>
               <tr>
                 <th>结算日</th><th>窗起点</th><th>开</th><th>高</th><th>低</th><th>收</th>
-                <th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>振幅达标</th>
+                <th>开→高</th><th>开→低</th><th>振幅</th><th>两日振幅</th><th>涨跌</th><th>振幅达标</th>
               </tr>
             </thead>
             <tbody id="amp-table-body">
-              <tr><td colspan="11" class="amp-empty">点击「计算」加载</td></tr>
+              <tr><td colspan="12" class="amp-empty">点击「计算」加载</td></tr>
             </tbody>
           </table>
         </div>

tests/test_amp_stats_lib.py

@@ -34,6 +34,14 @@ class AmpStatsLibTests(unittest.TestCase):
         self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-22 08:00")
         self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00")
 
+    def test_window_two_day_16_to_16(self):
+        # 结算 27 日 → 两日窗 25日16:00 → 27日16:00
+        start, end = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=2)
+        self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-25 16:00")
+        self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-27 16:00")
+        one_start, _ = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=1)
+        self.assertEqual(one_start.strftime("%Y-%m-%d %H:%M"), "2026-07-26 16:00")
+
     def test_settlement_excludes_incomplete_today(self):
         now = datetime(2026, 7, 22, 10, 0, tzinfo=TZ)
         days = list_settlement_dates(sample_days=3, now=now)