feat(hub): add open/close arrows on archive chart with continuous klines

Span chart window across hold period, fill 5m gaps for smooth aggregation, and mark entry/exit with lightweight-charts arrows.

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

hub_symbol_archive_lib.py

@@ -537,12 +537,71 @@ def _to_candles(bars: list[dict[str, Any]]) -> list[dict[str, Any]]:
     return out
 
 
+def _snap_to_bar_grid(ts_ms: int, origin_ms: int, step_ms: int) -> int:
+    step = max(1, int(step_ms))
+    origin = int(origin_ms)
+    if ts_ms <= origin:
+        return origin
+    idx = (int(ts_ms) - origin + step - 1) // step
+    return origin + idx * step
+
+
+def _fill_missing_bars(
+    bars: list[dict[str, Any]],
+    period_ms: int,
+    start_ms: int,
+    end_ms: int,
+) -> list[dict[str, Any]]:
+    """5m 缺口用上一根收盘价填平，保证聚合后 K 线时间轴连续。"""
+    by_ts: dict[int, dict[str, Any]] = {}
+    for b in bars or []:
+        try:
+            by_ts[int(b["open_time_ms"])] = b
+        except (KeyError, TypeError, ValueError):
+            continue
+    if not by_ts:
+        return []
+    keys = sorted(by_ts.keys())
+    step_ms = max(1, int(period_ms))
+    origin = keys[0]
+    aligned_start = _snap_to_bar_grid(int(start_ms), origin, step_ms)
+    aligned_end = max(int(end_ms), keys[-1])
+    out: list[dict[str, Any]] = []
+    last: dict[str, Any] | None = None
+    for ts_key in keys:
+        if ts_key <= aligned_start:
+            last = by_ts[ts_key]
+    ts = aligned_start
+    while ts <= aligned_end:
+        cur = by_ts.get(ts)
+        if cur is not None:
+            last = cur
+            out.append(cur)
+        elif last is not None:
+            c = float(last["close"])
+            out.append(
+                {
+                    "open_time_ms": ts,
+                    "open": c,
+                    "high": c,
+                    "low": c,
+                    "close": c,
+                    "volume": 0.0,
+                    "filled": True,
+                }
+            )
+        ts += step_ms
+    return out
+
+
 def resolve_archive_chart(
     exchange_key: str,
     symbol: str,
     timeframe: str = ARCHIVE_DEFAULT_TIMEFRAME,
     *,
     anchor_ms: int | None = None,
+    opened_ms: int | None = None,
+    closed_ms: int | None = None,
     mode: str = "hold",
     bars: int = ARCHIVE_VISIBLE_BARS_DEFAULT,
     db_path: Path | None = None,
@@ -557,20 +616,40 @@ def resolve_archive_chart(
         return {"ok": False, "msg": "缺少 exchange_key 或 symbol"}
 
     period = TIMEFRAME_MS[tf]
-    visible = max(50, min(int(bars or ARCHIVE_VISIBLE_BARS_DEFAULT), 500))
-    anchor = int(anchor_ms) if anchor_ms else _now_ms()
-    half = visible // 2
-    start_ms = max(0, anchor - half * period)
-    end_ms = anchor + half * period
+    period_5m = TIMEFRAME_MS["5m"]
+    hold_open = int(opened_ms) if opened_ms else None
+    hold_close = int(closed_ms) if closed_ms else None
+    if hold_open and hold_close and hold_close >= hold_open:
+        hold_len = hold_close - hold_open
+        pad = max(period * 24, hold_len // 3, period_5m * 12)
+        start_ms = max(0, hold_open - pad)
+        end_ms = hold_close + pad
+        visible = int((end_ms - start_ms) / period) + 8
+        visible = max(50, min(visible, 500))
+        anchor = hold_close if (mode or "hold").strip().lower() != "entry" else hold_open
+    else:
+        visible = max(50, min(int(bars or ARCHIVE_VISIBLE_BARS_DEFAULT), 500))
+        anchor = int(anchor_ms) if anchor_ms else _now_ms()
+        half = visible // 2
+        start_ms = max(0, anchor - half * period)
+        end_ms = anchor + half * period
 
-    raw_5m = load_bars_5m_range(ex_k, sym, start_ms - period * 3, end_ms + period * 3, db_path=db_path)
+    raw_5m = load_bars_5m_range(
+        ex_k,
+        sym,
+        start_ms - period_5m * 6,
+        end_ms + period_5m * 6,
+        db_path=db_path,
+    )
     if not raw_5m:
         return {"ok": False, "msg": "档案库暂无 K 线，请等待同步或手动刷新"}
 
+    filled_5m = _fill_missing_bars(raw_5m, period_5m, start_ms - period_5m * 2, end_ms + period_5m * 2)
+
     if tf == "5m":
-        merged = [b for b in raw_5m if start_ms <= int(b["open_time_ms"]) <= end_ms]
+        merged = [b for b in filled_5m if start_ms <= int(b["open_time_ms"]) <= end_ms]
     else:
-        agg = aggregate_ohlcv_bars(raw_5m, tf)
+        agg = aggregate_ohlcv_bars(filled_5m, tf)
         merged = [b for b in agg if start_ms <= int(b["open_time_ms"]) <= end_ms]
 
     candles = _to_candles(merged)
@@ -584,10 +663,13 @@ def resolve_archive_chart(
         "timeframe": tf,
         "mode": (mode or "hold").strip().lower(),
         "anchor_ms": anchor,
+        "opened_ms": hold_open,
+        "closed_ms": hold_close,
         "window_start_ms": start_ms,
         "window_end_ms": end_ms,
         "candles": candles,
         "bar_count": len(candles),
+        "gaps_filled": sum(1 for b in filled_5m if b.get("filled")),
     }