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

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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>
This commit is contained in:
dekun
2026-06-07 23:14:40 +08:00
parent 92ff945d72
commit 54c0b169c7
5 changed files with 282 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
hub_symbol_archive_lib.py
+85 -3
View File
@@ -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]
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")),
}
manual_trading_hub/hub.py
+6
View File
@@ -1732,6 +1732,8 @@ def api_archive_ohlcv(
timeframe: str = ARCHIVE_DEFAULT_TIMEFRAME,
mode: str = "hold",
anchor_ms: str = "",
opened_ms: str = "",
closed_ms: str = "",
at: str = "",
bars: str = "",
):
@@ -1741,6 +1743,8 @@ def api_archive_ohlcv(
raise HTTPException(status_code=400, detail="缺少 exchange_key 或 symbol")
init_archive_db()
anchor = _parse_anchor_ms(at, anchor_ms)
open_ms = _parse_anchor_ms("", opened_ms)
close_ms = _parse_anchor_ms("", closed_ms)
try:
bar_n = int(bars) if (bars or "").strip().isdigit() else ARCHIVE_VISIBLE_BARS_DEFAULT
except ValueError:
@@ -1750,6 +1754,8 @@ def api_archive_ohlcv(
sym,
timeframe,
anchor_ms=anchor,
opened_ms=open_ms,
closed_ms=close_ms,
mode=mode,
bars=bar_n,
)
manual_trading_hub/static/archive.js
+127 -4
View File
@@ -157,13 +157,127 @@
return trades[0];
}
function parseTimeMs(raw) {
if (raw == null || raw === "") return null;
if (typeof raw === "number" && Number.isFinite(raw)) {
const v = Math.trunc(raw);
return v > 1e12 ? v : v * 1000;
}
const s = String(raw).trim().replace("Z", "").replace("T", " ");
if (!s) return null;
const m = s.match(/^(\d{4})-(\d{2})-(\d{2})(?: (\d{2}):(\d{2})(?::(\d{2}))?)?/);
if (!m) return null;
const dt = new Date(
Number(m[1]),
Number(m[2]) - 1,
Number(m[3]),
Number(m[4] || 0),
Number(m[5] || 0),
Number(m[6] || 0)
);
const ms = dt.getTime();
return Number.isFinite(ms) ? ms : null;
}
function tradeOpenMs(tr) {
if (!tr) return null;
return tr.opened_at_ms || parseTimeMs(tr.opened_at);
}
function tradeCloseMs(tr) {
if (!tr) return null;
return tr.closed_at_ms || parseTimeMs(tr.closed_at);
}
function anchorMsForTrade(tr) {
if (!tr) return null;
const mode = (elViewMode && elViewMode.value) || "hold";
if (mode === "entry") {
return tr.opened_at_ms || null;
return tradeOpenMs(tr);
}
return tr.closed_at_ms || tr.opened_at_ms || null;
return tradeCloseMs(tr) || tradeOpenMs(tr);
}
function msToBarTime(ms, tf) {
const period = TF_MS[tf] || TF_MS["15m"];
const aligned = Math.floor(Number(ms) / period) * period;
return Math.floor(aligned / 1000);
}
function snapToCandleTime(targetSec, candles) {
if (!candles || !candles.length) return targetSec;
let best = candles[0].time;
let bestDiff = Math.abs(candles[0].time - targetSec);
for (let i = 0; i < candles.length; i++) {
const d = Math.abs(candles[i].time - targetSec);
if (d < bestDiff) {
bestDiff = d;
best = candles[i].time;
}
}
return best;
}
function isLongDirection(dir) {
const d = String(dir || "").trim().toLowerCase();
return d === "long" || d === "多" || d === "buy";
}
function buildTradeMarkers(tr, candles, tf) {
if (!tr || !candles.length) return [];
const long = isLongDirection(tr.direction);
const openMs = tradeOpenMs(tr);
const closeMs = tradeCloseMs(tr);
const markers = [];
if (openMs) {
markers.push({
time: snapToCandleTime(msToBarTime(openMs, tf), candles),
position: long ? "belowBar" : "aboveBar",
color: long ? "#22c55e" : "#ef4444",
shape: long ? "arrowUp" : "arrowDown",
text: "开",
});
}
if (closeMs) {
markers.push({
time: snapToCandleTime(msToBarTime(closeMs, tf), candles),
position: long ? "aboveBar" : "belowBar",
color: "#f59e0b",
shape: long ? "arrowDown" : "arrowUp",
text: "平",
});
}
return markers.sort(function (a, b) {
return a.time > b.time ? 1 : a.time < b.time ? -1 : 0;
});
}
function focusHoldRange(candles, tr, tf) {
if (!chart || !candles.length || !tr) return;
const openSec = tradeOpenMs(tr) ? msToBarTime(tradeOpenMs(tr), tf) : null;
const closeSec = tradeCloseMs(tr) ? msToBarTime(tradeCloseMs(tr), tf) : null;
let fromIdx = 0;
let toIdx = candles.length - 1;
if (openSec != null) {
for (let i = 0; i < candles.length; i++) {
if (candles[i].time >= openSec) {
fromIdx = Math.max(0, i - 12);
break;
}
}
}
if (closeSec != null) {
for (let i = candles.length - 1; i >= 0; i--) {
if (candles[i].time <= closeSec) {
toIdx = Math.min(candles.length - 1, i + 12);
break;
}
}
}
if (toIdx <= fromIdx) {
toIdx = Math.min(candles.length - 1, fromIdx + 80);
}
chart.timeScale().setVisibleLogicalRange({ from: fromIdx, to: toIdx + 4 });
}
function destroyChart() {
@@ -230,6 +344,10 @@
});
if (jump) params.set("at", jump);
else if (anchor) params.set("anchor_ms", String(anchor));
const openMs = tradeOpenMs(tr);
const closeMs = tradeCloseMs(tr);
if (openMs) params.set("opened_ms", String(openMs));
if (closeMs) params.set("closed_ms", String(closeMs));
setStatus("加载 K 线…");
const r = await apiFetch("/api/archive/ohlcv?" + params.toString());
const j = await r.json();
@@ -253,10 +371,15 @@
};
})
);
if (candles.length > 10) {
if (candleSeries.setMarkers) {
candleSeries.setMarkers(buildTradeMarkers(tr, candles, timeframe));
}
if (tr && tradeOpenMs(tr) && tradeCloseMs(tr)) {
focusHoldRange(candles, tr, timeframe);
} else if (candles.length > 10) {
chart.timeScale().setVisibleLogicalRange({ from: candles.length - 120, to: candles.length + 5 });
}
setStatus("K 线 " + candles.length + " 根 · " + timeframe);
setStatus("K 线 " + candles.length + " 根 · " + timeframe + (tr ? " · 已标注开/平" : ""));
}
function renderTrades() {
manual_trading_hub/static/index.html
+1 -1
View File
@@ -349,7 +349,7 @@
<div id="toast"></div>
<script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
<script src="/assets/chart.js?v=20260604-upnl-contracts"></script>
<script src="/assets/archive.js?v=20260607-hub-archive-v2"></script>
<script src="/assets/archive.js?v=20260607-hub-archive-v3"></script>
<script src="/assets/ai_review_render.js?v=2"></script>
<script src="/assets/app.js?v=20260607-hub-archive-v1"></script>
</body>
tests/test_hub_symbol_archive_lib.py
+58 -2
View File
@@ -7,6 +7,7 @@ from pathlib import Path
from hub_ohlcv_lib import aggregate_ohlcv_bars
from hub_symbol_archive_lib import (
_fill_missing_bars,
init_db,
resolve_archive_chart,
upsert_bars_5m,
@@ -16,7 +17,15 @@ from hub_symbol_archive_lib import (
)
def _seed_5m_bars(db: Path, start_ms: int, count: int, step: int = 300_000) -> None:
def _seed_5m_bars(
db: Path,
start_ms: int,
count: int,
step: int = 300_000,
*,
ex: str = "gate",
sym: str = "ONDO",
) -> None:
bars = []
price = 1.0
for i in range(count):
@@ -32,7 +41,7 @@ def _seed_5m_bars(db: Path, start_ms: int, count: int, step: int = 300_000) -> N
"volume": 100 + i,
}
)
upsert_bars_5m("gate", "ONDO", bars, db_path=db)
upsert_bars_5m(ex, sym, bars, db_path=db)
def test_aggregate_15m_from_5m():
@@ -76,6 +85,53 @@ def test_resolve_archive_chart_15m():
assert len(out["candles"]) >= 10
def test_fill_missing_bars_continuity():
period = 300_000
start = (1_700_000_000_000 // period) * period
bars = [
{
"open_time_ms": start,
"open": 1.0,
"high": 1.1,
"low": 0.9,
"close": 1.05,
"volume": 10,
},
{
"open_time_ms": start + period * 2,
"open": 1.05,
"high": 1.15,
"low": 1.0,
"close": 1.1,
"volume": 8,
},
]
filled = _fill_missing_bars(bars, period, start, start + period * 2)
assert len(filled) >= 3
assert any(b.get("filled") for b in filled)
def test_resolve_archive_chart_hold_window():
with tempfile.TemporaryDirectory() as td:
db = Path(td) / "archive.db"
init_db(db)
open_ms = 1_700_000_000_000
close_ms = open_ms + 6 * 3600_000
_seed_5m_bars(db, open_ms - 20 * 300_000, 200, ex="gate", sym="BNB/USDT")
out = resolve_archive_chart(
"gate",
"BNB/USDT",
"15m",
opened_ms=open_ms,
closed_ms=close_ms,
mode="hold",
db_path=db,
)
assert out["ok"] is True
assert out.get("opened_ms") == open_ms
assert len(out["candles"]) >= 10
def test_list_with_overlay_filters():
with tempfile.TemporaryDirectory() as td:
db = Path(td) / "archive.db"