This commit is contained in:
dekun
2026-05-27 15:22:40 +08:00
parent ffb83c0526
commit 7bb3f942ed
9 changed files with 631 additions and 220 deletions
+335
View File
@@ -0,0 +1,335 @@
"""交易复盘 / 订单 K 线拼图(Binance / Gate / OKX 共用)。"""
import math
try:
from PIL import Image, ImageDraw, ImageFont
except ImportError:
Image = None # type: ignore
ImageDraw = None # type: ignore
ImageFont = None # type: ignore
JOURNAL_CHART_TF_CHOICES = ("1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d")
JOURNAL_CHART_DEFAULT_TF1 = "15m"
JOURNAL_CHART_DEFAULT_TF2 = "1h"
JOURNAL_CHART_DEFAULT_LIMIT = 300
JOURNAL_CHART_LIMIT_MIN = 50
JOURNAL_CHART_LIMIT_MAX = 500
def _load_font(size):
if not ImageFont:
return None
for name in ("msyh.ttc", "Microsoft YaHei.ttf", "arial.ttf", "Arial.ttf"):
try:
return ImageFont.truetype(name, size)
except Exception:
continue
try:
return ImageFont.load_default()
except Exception:
return None
def ohlcv_to_rows(ohlcv):
rows = []
for bar in ohlcv or []:
if not bar or len(bar) < 6:
continue
try:
rows.append(
{
"ts": int(bar[0]),
"o": float(bar[1]),
"h": float(bar[2]),
"l": float(bar[3]),
"c": float(bar[4]),
"v": float(bar[5]),
}
)
except Exception:
continue
return rows
def marker_tag_label(tag):
t = str(tag or "").strip().upper()
if t == "ENTRY":
return "开仓"
if t == "EXIT":
return "平仓"
if t == "STOP":
return "止损"
return str(tag or "")
def pick_marker_point(rows, target_ts_ms, target_price=None):
if not rows or target_ts_ms is None:
return None, None
idx = min(range(len(rows)), key=lambda i: abs(int(rows[i]["ts"]) - int(target_ts_ms)))
if target_price is not None:
try:
p = float(target_price)
if p > 0:
return idx, p
except Exception:
pass
return idx, float(rows[idx]["c"])
def parse_positive_price(raw):
if raw is None:
return None
s = str(raw).strip()
if not s:
return None
try:
p = float(s)
return p if p > 0 else None
except (TypeError, ValueError):
return None
def parse_journal_chart_limit(raw, fallback=None):
fb = int(fallback if fallback is not None else JOURNAL_CHART_DEFAULT_LIMIT)
try:
n = int(str(raw or "").strip() or fb)
except (TypeError, ValueError):
n = fb
return max(JOURNAL_CHART_LIMIT_MIN, min(JOURNAL_CHART_LIMIT_MAX, n))
def normalize_chart_timeframe(raw):
tf = str(raw or "").strip().lower()
if tf in JOURNAL_CHART_TF_CHOICES:
return tf
return ""
def parse_journal_chart_timeframes(tf1, tf2, fallback_tfs=None):
"""复盘表单:最多两个周期,去重保序。"""
out = []
for raw in (tf1, tf2):
tf = normalize_chart_timeframe(raw)
if tf and tf not in out:
out.append(tf)
if out:
return out[:2]
fb = [normalize_chart_timeframe(x) for x in (fallback_tfs or (JOURNAL_CHART_DEFAULT_TF1, JOURNAL_CHART_DEFAULT_TF2))]
fb = [x for x in fb if x]
return fb[:2] if fb else [JOURNAL_CHART_DEFAULT_TF1, JOURNAL_CHART_DEFAULT_TF2]
def marker_points_for_timeframe(rows, marker_payload):
points = []
if not marker_payload or not rows:
return points
entry_idx, entry_price = pick_marker_point(
rows, marker_payload.get("entry_ts_ms"), marker_payload.get("entry_price")
)
exit_idx, exit_price = pick_marker_point(
rows, marker_payload.get("exit_ts_ms"), marker_payload.get("exit_price")
)
if entry_idx is not None and entry_price is not None:
points.append({"idx": entry_idx, "price": entry_price, "tag": "ENTRY"})
if exit_idx is not None and exit_price is not None:
points.append({"idx": exit_idx, "price": exit_price, "tag": "EXIT"})
return points
def price_levels_from_marker_payload(marker_payload):
levels = []
if not marker_payload:
return levels
sl = parse_positive_price(marker_payload.get("stop_loss_price"))
if sl is not None:
levels.append({"price": sl, "label": "止损", "color": (255, 152, 0)})
return levels
def render_candles_subplot(
rows,
title,
width,
height,
bg_rgb=(255, 255, 255),
marker_points=None,
price_levels=None,
):
if not Image or not ImageDraw:
raise RuntimeError("缺少依赖:Pillowpip install Pillow")
img = Image.new("RGB", (width, height), bg_rgb)
draw = ImageDraw.Draw(img)
font = _load_font(14)
small = _load_font(12)
pad_l, pad_r, pad_t, pad_b = 46, 12, 26, 28
plot_w = max(10, width - pad_l - pad_r)
plot_h = max(10, height - pad_t - pad_b)
header_bg = (245, 247, 250)
draw.rectangle((0, 0, width, pad_t), fill=header_bg)
if font:
draw.text((10, 6), title, fill=(25, 35, 60), font=font)
else:
draw.text((10, 6), title, fill=(25, 35, 60))
if not rows:
if small:
draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120), font=small)
else:
draw.text((pad_l, pad_t + 10), "无K线数据", fill=(90, 100, 120))
return img
lo = min(r["l"] for r in rows)
hi = max(r["h"] for r in rows)
for pl in price_levels or []:
try:
p = float(pl.get("price"))
if p > 0:
lo = min(lo, p)
hi = max(hi, p)
except (TypeError, ValueError):
pass
if hi <= lo:
hi = lo + 1e-12
n = len(rows)
marker_by_idx = {}
for mp in marker_points or []:
try:
idx = int(mp.get("idx"))
except Exception:
continue
if idx < 0 or idx >= n:
continue
marker_by_idx.setdefault(idx, []).append(mp)
x0 = pad_l
for i, r in enumerate(rows):
x1 = pad_l + int((i + 1) * plot_w / n)
x_mid = (x0 + x1) // 2
wick_x = x_mid
y_high = pad_t + int((hi - r["h"]) / (hi - lo) * plot_h)
y_low = pad_t + int((hi - r["l"]) / (hi - lo) * plot_h)
y_open = pad_t + int((hi - r["o"]) / (hi - lo) * plot_h)
y_close = pad_t + int((hi - r["c"]) / (hi - lo) * plot_h)
top = min(y_open, y_close)
bot = max(y_open, y_close)
up = r["c"] >= r["o"]
wick_color = (120, 120, 120)
edge_color = (20, 20, 20)
draw.line((wick_x, y_high, wick_x, y_low), fill=wick_color)
body_w = max(1, (x1 - x0) - 2)
left = x0 + 1
if bot - top < 2:
mid = (top + bot) // 2
draw.rectangle((left, mid, left + body_w, mid + 1), fill=edge_color)
else:
if up:
draw.rectangle((left, top, left + body_w, bot), fill=(255, 255, 255), outline=edge_color, width=1)
else:
draw.rectangle((left, top, left + body_w, bot), fill=edge_color, outline=edge_color, width=1)
for j, mp in enumerate(marker_by_idx.get(i, [])):
tag = str(mp.get("tag") or "")
label = marker_tag_label(tag)
m_price = float(mp.get("price") or r["c"])
y_m = pad_t + int((hi - m_price) / (hi - lo) * plot_h)
y_m = max(pad_t + 4, min(pad_t + plot_h - 4, y_m))
x_off = (j - (len(marker_by_idx[i]) - 1) / 2.0) * 14
x_draw = int(x_mid + x_off)
if tag == "ENTRY":
m_color = (0, 195, 95)
tri = [(x_draw, y_m - 20), (x_draw - 9, y_m - 4), (x_draw + 9, y_m - 4)]
text_y = y_m - 36
else:
m_color = (235, 65, 65)
tri = [(x_draw, y_m + 20), (x_draw - 9, y_m + 4), (x_draw + 9, y_m + 4)]
text_y = y_m + 12
draw.ellipse((x_draw - 5, y_m - 5, x_draw + 5, y_m + 5), fill=m_color, outline=(255, 255, 255), width=1)
draw.polygon(tri, fill=m_color)
draw.line((x_draw, y_m, x_draw, y_m - 16 if tag == "ENTRY" else y_m + 16), fill=m_color, width=3)
if font:
draw.text((x_draw + 8, text_y), label, fill=m_color, font=font)
else:
draw.text((x_draw + 8, text_y), label, fill=m_color)
x0 = x1
x_right = pad_l + plot_w
for pl in price_levels or []:
try:
p = float(pl.get("price"))
except (TypeError, ValueError):
continue
if p <= 0:
continue
y_sl = pad_t + int((hi - p) / (hi - lo) * plot_h)
color = tuple(pl.get("color") or (255, 152, 0))
label = str(pl.get("label") or "止损")
for xx in range(pad_l, x_right, 10):
draw.line((xx, y_sl, min(xx + 6, x_right), y_sl), fill=color, width=2)
if font:
draw.text((x_right - 72, y_sl - 18), label, fill=color, font=small or font)
else:
draw.text((x_right - 72, y_sl - 18), label, fill=color)
if len(marker_points or []) >= 2:
try:
entry = next((m for m in marker_points if m.get("tag") == "ENTRY"), None)
exitp = next((m for m in marker_points if m.get("tag") == "EXIT"), None)
if entry is not None and exitp is not None:
ex_i, ex_p = int(entry["idx"]), float(entry["price"])
xx_i, xx_p = int(exitp["idx"]), float(exitp["price"])
x_ex = pad_l + int((ex_i + 0.5) * plot_w / n)
x_xx = pad_l + int((xx_i + 0.5) * plot_w / n)
y_ex = pad_t + int((hi - ex_p) / (hi - lo) * plot_h)
y_xx = pad_t + int((hi - xx_p) / (hi - lo) * plot_h)
draw.line((x_ex, y_ex, x_xx, y_xx), fill=(35, 135, 255), width=3)
except Exception:
pass
if small:
draw.text((width - 210, height - 22), f"L={lo:.6g} H={hi:.6g}", fill=(120, 125, 135), font=small)
return img
def compose_chart_panels(panels, layout="grid", cell_w=980, cell_h=520, gap=10):
if not panels or not Image:
return None
if layout == "vertical":
cols = 1
rows_n = len(panels)
else:
cols = 2
rows_n = int(math.ceil(len(panels) / cols))
w = cols * cell_w + (cols - 1) * gap
h = rows_n * cell_h + (rows_n - 1) * gap
out = Image.new("RGB", (w, h), (255, 255, 255))
idx = 0
for r in range(rows_n):
for c in range(cols):
if idx >= len(panels):
break
x = c * (cell_w + gap)
y = r * (cell_h + gap)
out.paste(panels[idx], (x, y))
idx += 1
if ImageDraw and layout != "vertical" and rows_n >= 1:
draw_out = ImageDraw.Draw(out)
line_col = (220, 225, 232)
x_mid = cell_w + gap // 2
if w > x_mid >= 0:
draw_out.line((x_mid, 0, x_mid, h), fill=line_col, width=2)
for rr in range(1, rows_n):
y_mid = rr * cell_h + (rr - 1) * gap + gap // 2
if 0 <= y_mid <= h:
draw_out.line((0, y_mid, w, y_mid), fill=line_col, width=2)
elif ImageDraw and layout == "vertical" and rows_n >= 2:
draw_out = ImageDraw.Draw(out)
line_col = (220, 225, 232)
for rr in range(1, rows_n):
y_mid = rr * cell_h + (rr - 1) * gap + gap // 2
if 0 <= y_mid <= h:
draw_out.line((0, y_mid, w, y_mid), fill=line_col, width=2)
return out