fix: 箱体/收敛突破标记价反向越界时自动撤销监控

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-29 10:54:36 +08:00
parent 5b3448b52b
commit a0d57fc65e
12 changed files with 204 additions and 45 deletions
+24
View File
@@ -66,6 +66,30 @@ def auto_confirm_ok(direction: str, cfm_close: float, upper: float, lower: float
return c < float(lower)
BOX_BREAKOUT_CLOSE_OPPOSITE = "box_opposite_break"
def box_breakout_invalidate_by_mark(
direction: str, mark_price: float, upper: float, lower: float
) -> bool:
"""箱体/收敛:标记价先突破反向边界则失效。多:mark<=L;空:mark>=H。"""
try:
m = float(mark_price)
h = float(upper)
lo = float(lower)
except (TypeError, ValueError):
return False
direction = (direction or "long").strip().lower()
if direction == "short":
return m >= h
return m <= lo
def box_breakout_invalidate_edge_label(direction: str) -> str:
direction = (direction or "long").strip().lower()
return "下沿" if direction == "long" else "上沿"
def detect_rs_box_break(close: float, upper: float, lower: float) -> Optional[dict[str, Any]]:
"""
阻力/支撑人工盯盘:最近 5m 收盘突破上沿或下沿(严格 > / <)。