feat: market divergence scan tabs (4h/1d/1w) with Top20 MACD confluence colors
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -38,6 +38,7 @@ HUB_DATA_FILES = (
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"hub_entry_plans.db",
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"hub_macro_calendar.db",
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"hub_volume_rank.json",
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"hub_divergence_scan.json",
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)
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DEFAULT_BACKUP_SETTINGS = {
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@@ -0,0 +1,465 @@
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"""行情区:Top20 内 MACD 背离扫描(档 A)+ 4h/日线/周线共振。"""
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from __future__ import annotations
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import json
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from datetime import datetime
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from pathlib import Path
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from typing import Any, Callable, Mapping, Sequence
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from lib.hub.hub_volume_rank_lib import TOP_N_DEFAULT, get_cached_rank, volume_rank_timezone
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SCAN_CACHE_VERSION = 1
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SCAN_TIMEFRAMES: tuple[str, ...] = ("4h", "1d", "1w")
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SWING_LOOKBACK = 4
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SWING_ALIGN_BARS = 30
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RECENCY_BARS = 60
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MACD_FAST = 12
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MACD_SLOW = 26
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MACD_SIGNAL = 9
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TAB_LABELS: dict[str, str] = {
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"4h": "4h背离",
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"1d": "日线背离",
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"1w": "周线背离",
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}
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TF_SHORT: dict[str, str] = {"4h": "4h", "1d": "日线", "1w": "周线"}
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def default_cache_path() -> Path:
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from lib.paths import hub_data_dir
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return hub_data_dir() / "hub_divergence_scan.json"
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def ema_array(values: Sequence[float | None], period: int) -> list[float | None]:
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out: list[float | None] = [None] * len(values)
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if period <= 0 or len(values) < period:
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return out
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k = 2.0 / (period + 1)
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sma = sum(v for v in values[:period] if v is not None) / period
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out[period - 1] = sma
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prev = sma
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for i in range(period, len(values)):
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v = values[i]
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if v is None:
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continue
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prev = v * k + prev * (1 - k)
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out[i] = prev
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return out
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def find_swings(values: Sequence[float | None], lookback: int) -> tuple[list[dict], list[dict]]:
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lows: list[dict] = []
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highs: list[dict] = []
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lb = max(1, int(lookback))
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n = len(values)
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for i in range(lb, n - lb):
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v = values[i]
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if v is None:
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continue
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is_low = True
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is_high = True
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for j in range(1, lb + 1):
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lv = values[i - j]
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rv = values[i + j]
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if lv is None or rv is None or v > lv or v > rv:
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is_low = False
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if lv is None or rv is None or v < lv or v < rv:
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is_high = False
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if is_low:
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lows.append({"i": i, "v": float(v)})
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if is_high:
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highs.append({"i": i, "v": float(v)})
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return lows, highs
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def build_macd_by_index(closes: Sequence[float]) -> list[float | None]:
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ema12 = ema_array(closes, MACD_FAST)
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ema26 = ema_array(closes, MACD_SLOW)
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macd: list[float | None] = [None] * len(closes)
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for i in range(len(closes)):
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if ema12[i] is not None and ema26[i] is not None:
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macd[i] = ema12[i] - ema26[i]
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return macd
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def detect_latest_macd_divergence(
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closes: Sequence[float],
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*,
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swing_lookback: int = SWING_LOOKBACK,
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align_bars: int = SWING_ALIGN_BARS,
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recency_bars: int = RECENCY_BARS,
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) -> dict[str, Any]:
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"""档 A:最近一对摆动 MACD 顶/底背离(与 chart.js detectDivergences 同类)。"""
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if len(closes) < swing_lookback * 2 + 10:
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return {"direction": None}
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macd = build_macd_by_index(closes)
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p_lows, p_highs = find_swings(closes, swing_lookback)
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i_lows, i_highs = find_swings(macd, swing_lookback)
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def recent_enough(idx: int) -> bool:
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return idx >= max(0, len(closes) - recency_bars)
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if len(p_lows) >= 2 and len(i_lows) >= 2:
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p1, p2 = p_lows[-2], p_lows[-1]
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i1, i2 = i_lows[-2], i_lows[-1]
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if (
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abs(p1["i"] - i1["i"]) < align_bars
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and abs(p2["i"] - i2["i"]) < align_bars
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and p2["v"] < p1["v"]
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and i2["v"] > i1["v"]
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and recent_enough(p2["i"])
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):
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return {"direction": "bull", "bar_index": p2["i"]}
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if len(p_highs) >= 2 and len(i_highs) >= 2:
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p1, p2 = p_highs[-2], p_highs[-1]
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i1, i2 = i_highs[-2], i_highs[-1]
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if (
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abs(p1["i"] - i1["i"]) < align_bars
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and abs(p2["i"] - i2["i"]) < align_bars
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and p2["v"] > p1["v"]
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and i2["v"] < i1["v"]
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and recent_enough(p2["i"])
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):
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return {"direction": "bear", "bar_index": p2["i"]}
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return {"direction": None}
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def chart_candles_to_bars(candles: Sequence[Mapping[str, Any]]) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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for c in candles:
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try:
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t = c.get("time")
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if t is None:
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continue
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ms = int(t) * 1000 if int(t) < 10_000_000_000 else int(t)
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out.append(
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{
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"open_time_ms": ms,
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"open": float(c["open"]),
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"high": float(c["high"]),
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"low": float(c["low"]),
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"close": float(c["close"]),
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"volume": float(c.get("volume") or 0),
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}
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)
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except (KeyError, TypeError, ValueError):
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continue
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return out
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def normalize_ohlcv_rows(rows: Sequence[Mapping[str, Any]]) -> list[dict[str, Any]]:
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if not rows:
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return []
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first = rows[0]
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if first.get("open_time_ms") is not None:
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return [dict(r) for r in rows]
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return chart_candles_to_bars(rows)
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def bars_to_closes(bars: Sequence[Mapping[str, Any]], *, exclude_open: bool = True) -> list[float]:
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rows = list(bars)
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if exclude_open and len(rows) > 1:
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rows = rows[:-1]
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out: list[float] = []
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for b in rows:
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try:
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out.append(float(b["close"]))
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except (KeyError, TypeError, ValueError):
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continue
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return out
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def bar_time_at(bars: Sequence[Mapping[str, Any]], index: int) -> int | None:
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if index < 0 or index >= len(bars):
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return None
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try:
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return int(bars[index]["open_time_ms"])
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except (KeyError, TypeError, ValueError):
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return None
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def analyze_ohlcv_bars(bars: Sequence[Mapping[str, Any]]) -> dict[str, Any]:
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closed = list(bars)
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if len(closed) > 1:
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closed = closed[:-1]
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closes = bars_to_closes(bars, exclude_open=True)
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hit = detect_latest_macd_divergence(closes)
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direction = hit.get("direction")
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bar_index = hit.get("bar_index")
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open_time_ms = None
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if direction and bar_index is not None:
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open_time_ms = bar_time_at(closed, int(bar_index))
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bars_ago = None
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if direction and bar_index is not None:
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bars_ago = max(0, len(closed) - 1 - int(bar_index))
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return {
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"direction": direction,
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"bar_index": bar_index,
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"open_time_ms": open_time_ms,
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"bars_ago": bars_ago,
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}
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def compute_confluence(tf_hits: Mapping[str, Mapping[str, Any]]) -> dict[str, Any]:
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dirs: dict[str, str] = {}
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for tf in SCAN_TIMEFRAMES:
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d = (tf_hits.get(tf) or {}).get("direction")
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if d in ("bull", "bear"):
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dirs[tf] = d
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if not dirs:
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return {
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"confluence": 0,
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"confluence_kind": "none",
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"confluence_css": "none",
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"is_split": False,
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"split_detail": "",
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"primary_direction": None,
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"direction_label": "",
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"timeframes_hit": [],
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}
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unique = set(dirs.values())
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if len(unique) > 1:
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parts = []
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for tf in SCAN_TIMEFRAMES:
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if tf in dirs:
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label = "底" if dirs[tf] == "bull" else "顶"
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parts.append(f"{TF_SHORT.get(tf, tf)}{label}")
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return {
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"confluence": 0,
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"confluence_kind": "分歧",
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"confluence_css": "split",
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"is_split": True,
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"split_detail": " · ".join(parts),
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"primary_direction": _latest_direction(tf_hits),
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"direction_label": "分歧",
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"timeframes_hit": list(dirs.keys()),
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}
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direction = next(iter(unique))
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count = len(dirs)
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return {
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"confluence": count,
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"confluence_kind": f"{count}周期",
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"confluence_css": f"c{count}",
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"is_split": False,
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"split_detail": "",
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"primary_direction": direction,
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"direction_label": "底背离" if direction == "bull" else "顶背离",
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"timeframes_hit": list(dirs.keys()),
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}
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def _latest_direction(tf_hits: Mapping[str, Mapping[str, Any]]) -> str | None:
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best_tf = None
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best_ms = -1
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for tf in SCAN_TIMEFRAMES:
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row = tf_hits.get(tf) or {}
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d = row.get("direction")
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ms = row.get("open_time_ms")
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if d not in ("bull", "bear") or ms is None:
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continue
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if int(ms) > best_ms:
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best_ms = int(ms)
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best_tf = tf
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if best_tf is None:
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return None
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return (tf_hits.get(best_tf) or {}).get("direction")
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def freshness_label(timeframe: str, bars_ago: int | None) -> str:
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if bars_ago is None:
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return ""
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n = int(bars_ago)
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if timeframe == "1w":
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return f"{n}周前" if n else "本周"
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if n <= 0:
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return "当根"
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return f"{n}根K前"
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def build_symbol_scan_row(
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*,
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rank: int,
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symbol: str,
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volume_label: str,
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tf_hits: Mapping[str, Mapping[str, Any]],
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) -> dict[str, Any]:
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conf = compute_confluence(tf_hits)
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tf_map = {tf: (tf_hits.get(tf) or {}).get("direction") for tf in SCAN_TIMEFRAMES}
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return {
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"rank": rank,
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"symbol": symbol,
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"volume_label": volume_label,
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"direction": conf.get("primary_direction"),
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"direction_label": conf.get("direction_label") or "",
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"confluence": conf.get("confluence") or 0,
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"confluence_kind": conf.get("confluence_kind") or "none",
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"confluence_css": conf.get("confluence_css") or "none",
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"is_split": bool(conf.get("is_split")),
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"split_detail": conf.get("split_detail") or "",
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"timeframes": tf_map,
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"tf_detail": {
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tf: {
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"direction": (tf_hits.get(tf) or {}).get("direction"),
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"open_time_ms": (tf_hits.get(tf) or {}).get("open_time_ms"),
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"bars_ago": (tf_hits.get(tf) or {}).get("bars_ago"),
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"freshness": freshness_label(tf, (tf_hits.get(tf) or {}).get("bars_ago")),
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}
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for tf in SCAN_TIMEFRAMES
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},
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}
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def filter_tab_items(items: Sequence[Mapping[str, Any]], tab: str) -> list[dict[str, Any]]:
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tab = (tab or "").strip().lower()
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if tab not in SCAN_TIMEFRAMES:
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return [dict(x) for x in items]
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out: list[dict[str, Any]] = []
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for row in items:
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tf = (row.get("tf_detail") or {}).get(tab) or {}
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if tf.get("direction") not in ("bull", "bear"):
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continue
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item = dict(row)
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item["tab_timeframe"] = tab
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item["tab_direction"] = tf.get("direction")
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item["tab_direction_label"] = "底背离" if tf.get("direction") == "bull" else "顶背离"
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item["tab_freshness"] = tf.get("freshness") or ""
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item["tab_open_time_ms"] = tf.get("open_time_ms")
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out.append(item)
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out.sort(
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key=lambda x: (
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-1 if x.get("is_split") else int(x.get("confluence") or 0),
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int(x.get("rank") or 999),
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),
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reverse=True,
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)
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return out
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def load_scan_cache(path: Path | None = None) -> dict[str, Any]:
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p = path or default_cache_path()
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if not p.is_file():
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return {"version": SCAN_CACHE_VERSION, "exchanges": {}}
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try:
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data = json.loads(p.read_text(encoding="utf-8"))
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if not isinstance(data, dict):
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return {"version": SCAN_CACHE_VERSION, "exchanges": {}}
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if int(data.get("version") or 0) < SCAN_CACHE_VERSION:
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return {"version": SCAN_CACHE_VERSION, "exchanges": {}}
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data.setdefault("version", SCAN_CACHE_VERSION)
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data.setdefault("exchanges", {})
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return data
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except Exception:
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return {"version": SCAN_CACHE_VERSION, "exchanges": {}}
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def save_scan_cache(data: dict[str, Any], path: Path | None = None) -> None:
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p = path or default_cache_path()
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p.parent.mkdir(parents=True, exist_ok=True)
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payload = dict(data)
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payload["version"] = SCAN_CACHE_VERSION
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payload["updated_at"] = datetime.now(volume_rank_timezone()).isoformat(timespec="seconds")
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p.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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def merge_exchange_scan(
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cache: dict[str, Any],
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exchange_key: str,
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*,
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rank_date: str | None,
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items: list[dict[str, Any]],
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error: str | None = None,
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) -> dict[str, Any]:
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ex_k = str(exchange_key or "").strip().lower()
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exchanges = dict(cache.get("exchanges") or {})
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exchanges[ex_k] = {
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"rank_date": rank_date,
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"items": items,
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"error": error,
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"scanned_at": datetime.now(volume_rank_timezone()).isoformat(timespec="seconds"),
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}
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out = dict(cache)
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out["exchanges"] = exchanges
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return out
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def get_cached_scan(
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cache: dict[str, Any],
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exchange_key: str,
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*,
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tab: str = "4h",
|
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) -> dict[str, Any]:
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ex_k = str(exchange_key or "").strip().lower()
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ex_data = (cache.get("exchanges") or {}).get(ex_k) or {}
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all_items = list(ex_data.get("items") or [])
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tab_key = (tab or "4h").strip().lower()
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items = filter_tab_items(all_items, tab_key) if tab_key in SCAN_TIMEFRAMES else all_items
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return {
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"ok": True,
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"exchange_key": ex_k,
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"tab": tab_key,
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"rank_date": ex_data.get("rank_date"),
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"updated_at": cache.get("updated_at"),
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"scanned_at": ex_data.get("scanned_at"),
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"items": items,
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"item_count": len(items),
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"error": ex_data.get("error"),
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}
|
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|
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|
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def scan_top_symbols(
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rank_items: Sequence[Mapping[str, Any]],
|
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fetch_bars: Callable[[str, str], Sequence[Mapping[str, Any]]],
|
||||
) -> list[dict[str, Any]]:
|
||||
"""对 Top N 币种扫描三周期背离。fetch_bars(symbol, timeframe) -> OHLCV rows。"""
|
||||
out: list[dict[str, Any]] = []
|
||||
for row in rank_items:
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symbol = str(row.get("symbol") or "").strip().upper()
|
||||
if not symbol:
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||||
continue
|
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tf_hits: dict[str, dict[str, Any]] = {}
|
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for tf in SCAN_TIMEFRAMES:
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try:
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bars = fetch_bars(symbol, tf)
|
||||
tf_hits[tf] = analyze_ohlcv_bars(bars)
|
||||
except Exception:
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tf_hits[tf] = {"direction": None}
|
||||
out.append(
|
||||
build_symbol_scan_row(
|
||||
rank=int(row.get("rank") or 0),
|
||||
symbol=symbol,
|
||||
volume_label=str(row.get("volume_label") or row.get("volume_quote") or ""),
|
||||
tf_hits=tf_hits,
|
||||
)
|
||||
)
|
||||
return out
|
||||
|
||||
|
||||
def cache_is_stale(
|
||||
cache: dict[str, Any],
|
||||
exchange_key: str,
|
||||
*,
|
||||
rank_date: str | None,
|
||||
max_age_sec: float = 3600.0,
|
||||
) -> bool:
|
||||
ex_k = str(exchange_key or "").strip().lower()
|
||||
ex_data = (cache.get("exchanges") or {}).get(ex_k) or {}
|
||||
if not ex_data.get("items") and not ex_data.get("error"):
|
||||
return True
|
||||
if rank_date and ex_data.get("rank_date") != rank_date:
|
||||
return True
|
||||
updated = cache.get("updated_at") or ex_data.get("scanned_at")
|
||||
if not updated:
|
||||
return True
|
||||
try:
|
||||
dt = datetime.fromisoformat(str(updated))
|
||||
age = (datetime.now(dt.tzinfo) - dt).total_seconds()
|
||||
return age > max_age_sec
|
||||
except Exception:
|
||||
return True
|
||||
+195
-1
@@ -44,6 +44,17 @@ from lib.hub.hub_volume_rank_lib import (
|
||||
seconds_until_next_reset,
|
||||
volume_rank_reset_hour,
|
||||
)
|
||||
from lib.hub.hub_divergence_scan_lib import (
|
||||
SCAN_TIMEFRAMES,
|
||||
cache_is_stale,
|
||||
chart_candles_to_bars,
|
||||
get_cached_scan,
|
||||
load_scan_cache,
|
||||
merge_exchange_scan,
|
||||
normalize_ohlcv_rows,
|
||||
save_scan_cache,
|
||||
scan_top_symbols,
|
||||
)
|
||||
from lib.hub.hub_symbol_archive_lib import (
|
||||
ARCHIVE_DEFAULT_TIMEFRAME,
|
||||
ARCHIVE_QUOTES_MAX,
|
||||
@@ -179,6 +190,9 @@ _last_archive_sync: dict | None = None
|
||||
_volume_rank_stop: asyncio.Event | None = None
|
||||
_volume_rank_task: asyncio.Task | None = None
|
||||
_volume_rank_cache: dict | None = None
|
||||
_divergence_scan_stop: asyncio.Event | None = None
|
||||
_divergence_scan_task: asyncio.Task | None = None
|
||||
_divergence_scan_cache: dict | None = None
|
||||
_backup_stop: asyncio.Event | None = None
|
||||
_backup_task: asyncio.Task | None = None
|
||||
HUB_AGENT_TIMEOUT = float(os.getenv("HUB_AGENT_TIMEOUT", "8"))
|
||||
@@ -486,6 +500,103 @@ def _refresh_volume_ranks(*, force: bool = False) -> dict:
|
||||
return out
|
||||
|
||||
|
||||
def _get_divergence_scan_cache() -> dict:
|
||||
global _divergence_scan_cache
|
||||
if _divergence_scan_cache is None:
|
||||
_divergence_scan_cache = load_scan_cache()
|
||||
return _divergence_scan_cache
|
||||
|
||||
|
||||
def _refresh_divergence_scans(
|
||||
*,
|
||||
exchange_key: str | None = None,
|
||||
force: bool = False,
|
||||
) -> dict:
|
||||
global _divergence_scan_cache
|
||||
vol_cache = _get_volume_rank_cache()
|
||||
rank_date = vol_cache.get("rank_date") or rank_date_label()
|
||||
cache = _get_divergence_scan_cache()
|
||||
targets = enabled_exchanges(load_settings())
|
||||
if exchange_key:
|
||||
ex_k = str(exchange_key).strip().lower()
|
||||
targets = [ex for ex in targets if str(ex.get("key") or "").strip().lower() == ex_k]
|
||||
errors: list[str] = []
|
||||
scanned_count = 0
|
||||
for ex in targets:
|
||||
ex_key = str(ex.get("key") or "").strip().lower()
|
||||
if not ex_key or not ex.get("enabled"):
|
||||
continue
|
||||
if not force and not cache_is_stale(cache, ex_key, rank_date=rank_date):
|
||||
continue
|
||||
rank_payload = get_cached_rank(vol_cache, ex_key, top_n=TOP_N_DEFAULT)
|
||||
rank_items = []
|
||||
for row in rank_payload.get("items") or []:
|
||||
rank_items.append(
|
||||
{
|
||||
**row,
|
||||
"volume_label": format_volume_quote(row.get("volume_quote")),
|
||||
}
|
||||
)
|
||||
if not rank_items:
|
||||
msg = str(rank_payload.get("error") or "无 Top20 排名数据")
|
||||
errors.append(f"{ex_key}:{msg}")
|
||||
cache = merge_exchange_scan(cache, ex_key, rank_date=rank_date, items=[], error=msg)
|
||||
continue
|
||||
|
||||
ex_ref = ex
|
||||
|
||||
def _fetch_bars(symbol: str, timeframe: str, _ex=ex_ref, _ex_key=ex_key) -> list[dict]:
|
||||
def remote_fetch(**kwargs):
|
||||
tf_use = kwargs.get("timeframe") or timeframe
|
||||
return _fetch_instance_ohlcv_sync(
|
||||
_ex,
|
||||
symbol=kwargs.get("symbol") or symbol,
|
||||
timeframe=tf_use,
|
||||
since_ms=kwargs.get("since_ms"),
|
||||
limit=int(kwargs.get("limit") or chart_initial_limit(tf_use)),
|
||||
)
|
||||
|
||||
result = resolve_chart_bars(
|
||||
_ex_key,
|
||||
symbol,
|
||||
timeframe,
|
||||
remote_fetch,
|
||||
force_refresh=False,
|
||||
limit=chart_initial_limit(timeframe),
|
||||
)
|
||||
if not result.get("ok"):
|
||||
remote = remote_fetch(
|
||||
symbol=symbol,
|
||||
timeframe=timeframe,
|
||||
since_ms=None,
|
||||
limit=chart_initial_limit(timeframe),
|
||||
)
|
||||
return normalize_ohlcv_rows(remote.get("bars") or [])
|
||||
return normalize_ohlcv_rows(result.get("candles") or [])
|
||||
|
||||
try:
|
||||
items = scan_top_symbols(rank_items, _fetch_bars)
|
||||
cache = merge_exchange_scan(
|
||||
cache, ex_key, rank_date=rank_date, items=items, error=None
|
||||
)
|
||||
scanned_count += 1
|
||||
except Exception as e:
|
||||
msg = str(e)
|
||||
errors.append(f"{ex_key}:{msg}")
|
||||
cache = merge_exchange_scan(cache, ex_key, rank_date=rank_date, items=[], error=msg)
|
||||
save_scan_cache(cache)
|
||||
_divergence_scan_cache = cache
|
||||
out: dict = {
|
||||
"ok": True,
|
||||
"rank_date": rank_date,
|
||||
"scanned_exchanges": scanned_count,
|
||||
"updated_at": cache.get("updated_at"),
|
||||
}
|
||||
if errors:
|
||||
out["errors"] = errors[:8]
|
||||
return out
|
||||
|
||||
|
||||
async def _volume_rank_loop() -> None:
|
||||
global _volume_rank_stop
|
||||
stop = _volume_rank_stop
|
||||
@@ -493,6 +604,7 @@ async def _volume_rank_loop() -> None:
|
||||
return
|
||||
try:
|
||||
await asyncio.to_thread(_refresh_volume_ranks, force=False)
|
||||
await asyncio.to_thread(_refresh_divergence_scans, force=False)
|
||||
except Exception:
|
||||
pass
|
||||
while not stop.is_set():
|
||||
@@ -506,6 +618,30 @@ async def _volume_rank_loop() -> None:
|
||||
break
|
||||
try:
|
||||
await asyncio.to_thread(_refresh_volume_ranks, force=True)
|
||||
await asyncio.to_thread(_refresh_divergence_scans, force=True)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
async def _divergence_scan_loop() -> None:
|
||||
global _divergence_scan_stop
|
||||
stop = _divergence_scan_stop
|
||||
if stop is None:
|
||||
return
|
||||
try:
|
||||
await asyncio.to_thread(_refresh_divergence_scans, force=False)
|
||||
except Exception:
|
||||
pass
|
||||
while not stop.is_set():
|
||||
try:
|
||||
await asyncio.wait_for(stop.wait(), timeout=3600.0)
|
||||
break
|
||||
except asyncio.TimeoutError:
|
||||
pass
|
||||
if stop.is_set():
|
||||
break
|
||||
try:
|
||||
await asyncio.to_thread(_refresh_divergence_scans, force=False)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
@@ -563,7 +699,7 @@ async def _backup_scheduler_loop() -> None:
|
||||
@asynccontextmanager
|
||||
async def _hub_lifespan(_app: FastAPI):
|
||||
global _archive_sync_stop, _archive_sync_task, _volume_rank_stop, _volume_rank_task
|
||||
global _backup_stop, _backup_task
|
||||
global _backup_stop, _backup_task, _divergence_scan_stop, _divergence_scan_task
|
||||
set_supervisor_notify_hook(supervisor_store.bump)
|
||||
await board_store.start(_run_board_aggregate)
|
||||
await dashboard_store.start(_run_dashboard_aggregate)
|
||||
@@ -573,6 +709,8 @@ async def _hub_lifespan(_app: FastAPI):
|
||||
_archive_sync_task = asyncio.create_task(_archive_sync_loop(), name="hub-archive-sync")
|
||||
_volume_rank_stop = asyncio.Event()
|
||||
_volume_rank_task = asyncio.create_task(_volume_rank_loop(), name="hub-volume-rank")
|
||||
_divergence_scan_stop = asyncio.Event()
|
||||
_divergence_scan_task = asyncio.create_task(_divergence_scan_loop(), name="hub-divergence-scan")
|
||||
_backup_stop = asyncio.Event()
|
||||
_backup_task = asyncio.create_task(_backup_scheduler_loop(), name="hub-backup-scheduler")
|
||||
try:
|
||||
@@ -608,6 +746,16 @@ async def _hub_lifespan(_app: FastAPI):
|
||||
pass
|
||||
_volume_rank_task = None
|
||||
_volume_rank_stop = None
|
||||
if _divergence_scan_stop:
|
||||
_divergence_scan_stop.set()
|
||||
if _divergence_scan_task:
|
||||
_divergence_scan_task.cancel()
|
||||
try:
|
||||
await _divergence_scan_task
|
||||
except asyncio.CancelledError:
|
||||
pass
|
||||
_divergence_scan_task = None
|
||||
_divergence_scan_stop = None
|
||||
await chart_poll_store.stop()
|
||||
await supervisor_store.stop()
|
||||
await dashboard_store.stop()
|
||||
@@ -1169,6 +1317,7 @@ def api_chart_meta():
|
||||
"exchanges": exchanges,
|
||||
"volume_rank_top_n": TOP_N_DEFAULT,
|
||||
"volume_rank_reset_hour": volume_rank_reset_hour(),
|
||||
"divergence_scan_tabs": list(SCAN_TIMEFRAMES),
|
||||
}
|
||||
|
||||
|
||||
@@ -1240,6 +1389,51 @@ async def api_chart_volume_rank_refresh():
|
||||
return result
|
||||
|
||||
|
||||
@app.get("/api/chart/divergence-scan")
|
||||
def api_chart_divergence_scan(
|
||||
exchange_key: str = "",
|
||||
tab: str = "4h",
|
||||
refresh: str = "",
|
||||
):
|
||||
force = (refresh or "").strip().lower() in ("1", "true", "yes", "on")
|
||||
ex_k = (exchange_key or "").strip().lower()
|
||||
if not ex_k:
|
||||
raise HTTPException(status_code=400, detail="缺少 exchange_key")
|
||||
tab_key = (tab or "4h").strip().lower()
|
||||
if tab_key not in SCAN_TIMEFRAMES:
|
||||
raise HTTPException(status_code=400, detail="tab 须为 4h / 1d / 1w")
|
||||
if force:
|
||||
_refresh_volume_ranks(force=False)
|
||||
result = _refresh_divergence_scans(exchange_key=ex_k, force=True)
|
||||
if not result.get("ok"):
|
||||
raise HTTPException(status_code=502, detail=result.get("msg") or "扫描失败")
|
||||
else:
|
||||
vol_cache = _get_volume_rank_cache()
|
||||
rank_date = vol_cache.get("rank_date") or rank_date_label()
|
||||
cache = _get_divergence_scan_cache()
|
||||
if cache_is_stale(cache, ex_k, rank_date=rank_date):
|
||||
_refresh_divergence_scans(exchange_key=ex_k, force=True)
|
||||
cache = _get_divergence_scan_cache()
|
||||
payload = get_cached_scan(_get_divergence_scan_cache(), ex_k, tab=tab_key)
|
||||
err = ((payload.get("error") or "") if not payload.get("items") else "")
|
||||
if err and not payload.get("items"):
|
||||
payload["ok"] = False
|
||||
payload["msg"] = err
|
||||
payload["tab_label"] = {"4h": "4h背离", "1d": "日线背离", "1w": "周线背离"}.get(tab_key, tab_key)
|
||||
return payload
|
||||
|
||||
|
||||
@app.post("/api/chart/divergence-scan/refresh")
|
||||
async def api_chart_divergence_scan_refresh(exchange_key: str = ""):
|
||||
ex_k = (exchange_key or "").strip().lower()
|
||||
if not ex_k:
|
||||
raise HTTPException(status_code=400, detail="缺少 exchange_key")
|
||||
result = await asyncio.to_thread(_refresh_divergence_scans, exchange_key=ex_k, force=True)
|
||||
if not result.get("ok"):
|
||||
raise HTTPException(status_code=502, detail=result.get("msg") or "扫描失败")
|
||||
return result
|
||||
|
||||
|
||||
@app.get("/api/chart/ohlcv")
|
||||
def api_chart_ohlcv(
|
||||
exchange_key: str = "",
|
||||
|
||||
@@ -4066,6 +4066,39 @@ body.login-page {
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.market-scan-tabs {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 4px;
|
||||
flex: 0 0 auto;
|
||||
}
|
||||
|
||||
.market-scan-tab {
|
||||
flex: 0 0 auto;
|
||||
min-height: 34px;
|
||||
padding: 0 8px;
|
||||
border: 1px solid var(--border-soft);
|
||||
border-radius: 6px;
|
||||
background: var(--inset-surface);
|
||||
color: var(--muted);
|
||||
font-size: 0.72rem;
|
||||
font-weight: 600;
|
||||
font-family: var(--font);
|
||||
white-space: nowrap;
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.market-scan-tab:hover {
|
||||
border-color: rgba(0, 255, 157, 0.35);
|
||||
color: var(--text);
|
||||
}
|
||||
|
||||
.market-scan-tab.is-active {
|
||||
border-color: rgba(0, 255, 157, 0.45);
|
||||
background: rgba(0, 255, 157, 0.12);
|
||||
color: var(--accent);
|
||||
}
|
||||
|
||||
.market-vol-rank-btn:hover {
|
||||
border-color: rgba(0, 255, 157, 0.35);
|
||||
background: rgba(0, 255, 157, 0.08);
|
||||
@@ -4153,6 +4186,60 @@ body.login-page {
|
||||
color: var(--accent);
|
||||
}
|
||||
|
||||
.market-vol-rank-item.confluence-c1 {
|
||||
border-left: 3px solid #6b8cae;
|
||||
}
|
||||
|
||||
.market-vol-rank-item.confluence-c2 {
|
||||
border-left: 3px solid #e6a23c;
|
||||
}
|
||||
|
||||
.market-vol-rank-item.confluence-c3 {
|
||||
border-left: 3px solid #ff4d8d;
|
||||
}
|
||||
|
||||
.market-vol-rank-item.confluence-split {
|
||||
border-left: 3px solid #8a8f98;
|
||||
}
|
||||
|
||||
.market-vol-rank-item.is-div-scan {
|
||||
grid-template-columns: auto 28px 1fr auto;
|
||||
}
|
||||
|
||||
.market-vol-rank-badge {
|
||||
padding: 1px 6px;
|
||||
border-radius: 4px;
|
||||
font-size: 0.62rem;
|
||||
font-weight: 700;
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
.market-vol-rank-badge.confluence-c1 {
|
||||
background: rgba(107, 140, 174, 0.22);
|
||||
color: #9eb8d4;
|
||||
}
|
||||
|
||||
.market-vol-rank-badge.confluence-c2 {
|
||||
background: rgba(230, 162, 60, 0.2);
|
||||
color: #f0c070;
|
||||
}
|
||||
|
||||
.market-vol-rank-badge.confluence-c3 {
|
||||
background: rgba(255, 77, 141, 0.18);
|
||||
color: #ff8cb8;
|
||||
}
|
||||
|
||||
.market-vol-rank-badge.confluence-split {
|
||||
background: rgba(138, 143, 152, 0.22);
|
||||
color: #b8bcc4;
|
||||
}
|
||||
|
||||
.market-vol-rank-div {
|
||||
font-size: 0.68rem;
|
||||
color: var(--muted);
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
.market-vol-rank-no {
|
||||
color: var(--muted);
|
||||
font-variant-numeric: tabular-nums;
|
||||
|
||||
@@ -154,11 +154,11 @@
|
||||
const elSymbol = document.getElementById("market-symbol");
|
||||
const elVolRankMeta = document.getElementById("market-vol-rank-meta");
|
||||
const elVolRankList = document.getElementById("market-vol-rank-list");
|
||||
const elVolRankBtn = document.getElementById("market-vol-rank-btn");
|
||||
const elFsVolRankBtn = document.getElementById("market-fs-vol-rank-btn");
|
||||
const elVolRankSheet = document.getElementById("market-vol-rank-sheet");
|
||||
const elVolRankAnchor = document.getElementById("market-vol-rank-anchor");
|
||||
const elVolRankAnchorFs = document.getElementById("market-vol-rank-anchor-fs");
|
||||
let activeScanTab = "top20";
|
||||
let scanSheetOpen = false;
|
||||
const elTf = document.getElementById("market-timeframe");
|
||||
const elRefresh = document.getElementById("market-refresh");
|
||||
const elStatus = document.getElementById("market-status");
|
||||
@@ -2965,6 +2965,19 @@
|
||||
void postChartUnwatch();
|
||||
}
|
||||
|
||||
function allScanTabButtons() {
|
||||
return Array.prototype.slice.call(document.querySelectorAll(".market-scan-tab"));
|
||||
}
|
||||
|
||||
function setActiveScanTab(tab) {
|
||||
activeScanTab = tab || "top20";
|
||||
allScanTabButtons().forEach(function (btn) {
|
||||
const on = btn.getAttribute("data-scan-tab") === activeScanTab;
|
||||
btn.classList.toggle("is-active", on);
|
||||
btn.setAttribute("aria-selected", on ? "true" : "false");
|
||||
});
|
||||
}
|
||||
|
||||
function mountVolRankSheet(forFullscreen) {
|
||||
if (!elVolRankSheet) return;
|
||||
const anchor = forFullscreen ? elVolRankAnchorFs : elVolRankAnchor;
|
||||
@@ -2972,40 +2985,142 @@
|
||||
anchor.appendChild(elVolRankSheet);
|
||||
}
|
||||
|
||||
function setVolRankBtnActive(btn, on) {
|
||||
if (!btn) return;
|
||||
btn.classList.toggle("is-active", on);
|
||||
btn.setAttribute("aria-expanded", on ? "true" : "false");
|
||||
}
|
||||
|
||||
function setVolRankSheetOpen(open) {
|
||||
function setScanSheetOpen(open, tab) {
|
||||
const on = !!open;
|
||||
scanSheetOpen = on;
|
||||
if (tab) setActiveScanTab(tab);
|
||||
if (elVolRankSheet) {
|
||||
elVolRankSheet.classList.toggle("hidden", !on);
|
||||
elVolRankSheet.setAttribute("aria-hidden", on ? "false" : "true");
|
||||
}
|
||||
setVolRankBtnActive(elVolRankBtn, on);
|
||||
setVolRankBtnActive(elFsVolRankBtn, on);
|
||||
if (on) void loadVolumeRank();
|
||||
if (on) void loadScanPanel(false);
|
||||
}
|
||||
|
||||
function loadScanPanel(forceRefresh) {
|
||||
if (activeScanTab === "top20") {
|
||||
void loadVolumeRank(forceRefresh);
|
||||
return;
|
||||
}
|
||||
void loadDivergenceScan(activeScanTab, forceRefresh);
|
||||
}
|
||||
|
||||
function bindVolRankPanel() {
|
||||
function toggleVolRankSheet() {
|
||||
const open = elVolRankSheet && elVolRankSheet.classList.contains("hidden");
|
||||
setVolRankSheetOpen(open);
|
||||
}
|
||||
if (elVolRankBtn) elVolRankBtn.addEventListener("click", toggleVolRankSheet);
|
||||
if (elFsVolRankBtn) elFsVolRankBtn.addEventListener("click", toggleVolRankSheet);
|
||||
allScanTabButtons().forEach(function (btn) {
|
||||
btn.addEventListener("click", function () {
|
||||
const tab = btn.getAttribute("data-scan-tab") || "top20";
|
||||
if (scanSheetOpen && activeScanTab === tab) {
|
||||
setScanSheetOpen(false);
|
||||
return;
|
||||
}
|
||||
setScanSheetOpen(true, tab);
|
||||
});
|
||||
});
|
||||
document.addEventListener("pointerdown", function (ev) {
|
||||
if (!elVolRankSheet || elVolRankSheet.classList.contains("hidden")) return;
|
||||
const t = ev.target;
|
||||
if (elVolRankSheet.contains(t)) return;
|
||||
if (elVolRankBtn && elVolRankBtn.contains(t)) return;
|
||||
if (elFsVolRankBtn && elFsVolRankBtn.contains(t)) return;
|
||||
setVolRankSheetOpen(false);
|
||||
if (t && t.closest && t.closest(".market-scan-tabs")) return;
|
||||
setScanSheetOpen(false);
|
||||
});
|
||||
}
|
||||
|
||||
function applyScanSymbolSelection(symbol, tabTf) {
|
||||
if (!symbol) return;
|
||||
if (elSymbol) elSymbol.value = symbol;
|
||||
if (elFsSymbol) elFsSymbol.value = symbol;
|
||||
if (tabTf && tabTf !== "top20") {
|
||||
if (elTf) elTf.value = tabTf;
|
||||
if (elFsTf) elFsTf.value = tabTf;
|
||||
if (elIndMacd) elIndMacd.checked = true;
|
||||
indicatorState.macd = true;
|
||||
}
|
||||
setScanSheetOpen(false);
|
||||
loadChart(false);
|
||||
}
|
||||
|
||||
function renderDivergenceScan(data) {
|
||||
if (!elVolRankMeta || !elVolRankList) return;
|
||||
elVolRankList.innerHTML = "";
|
||||
const tabLabel = (data && data.tab_label) || "背离";
|
||||
if (!data || !data.ok || !data.items || !data.items.length) {
|
||||
elVolRankMeta.textContent =
|
||||
(data && data.msg) ||
|
||||
tabLabel + ":Top20 内暂无 MACD 背离(可点「清库重拉」后重试扫描)";
|
||||
return;
|
||||
}
|
||||
const rankDate = data.rank_date || "—";
|
||||
const updated = data.scanned_at || data.updated_at || "—";
|
||||
let meta =
|
||||
tabLabel +
|
||||
" · Top20 内 MACD 档A · 交易日 " +
|
||||
rankDate +
|
||||
" · 扫描 " +
|
||||
updated +
|
||||
" · " +
|
||||
data.items.length +
|
||||
" 条";
|
||||
elVolRankMeta.textContent = meta;
|
||||
const curSym = (elSymbol && elSymbol.value.trim().toUpperCase()) || "";
|
||||
const tabTf = data.tab || activeScanTab;
|
||||
data.items.forEach(function (row) {
|
||||
const li = document.createElement("li");
|
||||
const btn = document.createElement("button");
|
||||
btn.type = "button";
|
||||
const css = row.confluence_css || "none";
|
||||
btn.className = "market-vol-rank-item is-div-scan confluence-" + css;
|
||||
if (row.symbol && row.symbol.toUpperCase() === curSym) {
|
||||
btn.classList.add("is-active");
|
||||
}
|
||||
btn.dataset.symbol = row.symbol || "";
|
||||
const dirLabel = row.is_split
|
||||
? "分歧"
|
||||
: row.tab_direction_label || row.direction_label || "";
|
||||
const confLabel = row.is_split ? row.split_detail || "分歧" : row.confluence_kind || "";
|
||||
const fresh = row.tab_freshness || "";
|
||||
btn.innerHTML =
|
||||
'<span class="market-vol-rank-badge confluence-' +
|
||||
css +
|
||||
'">' +
|
||||
(confLabel || "—") +
|
||||
'</span><span class="market-vol-rank-no">' +
|
||||
(row.rank || "") +
|
||||
'</span><span class="market-vol-rank-sym">' +
|
||||
(row.symbol || "") +
|
||||
'</span><span class="market-vol-rank-div">' +
|
||||
dirLabel +
|
||||
(fresh ? " · " + fresh : "") +
|
||||
"</span>";
|
||||
btn.addEventListener("click", function () {
|
||||
applyScanSymbolSelection(row.symbol, tabTf);
|
||||
});
|
||||
li.appendChild(btn);
|
||||
elVolRankList.appendChild(li);
|
||||
});
|
||||
}
|
||||
|
||||
async function loadDivergenceScan(tab, forceRefresh) {
|
||||
const exKey = (elExchange && elExchange.value) || "";
|
||||
if (!exKey || !elVolRankMeta) return;
|
||||
elVolRankMeta.textContent = "扫描背离…";
|
||||
if (elVolRankList) elVolRankList.innerHTML = "";
|
||||
try {
|
||||
let url =
|
||||
"/api/chart/divergence-scan?exchange_key=" +
|
||||
encodeURIComponent(exKey) +
|
||||
"&tab=" +
|
||||
encodeURIComponent(tab || "4h");
|
||||
if (forceRefresh) url += "&refresh=1";
|
||||
const r = await fetch(url, { credentials: "same-origin" });
|
||||
const data = await r.json();
|
||||
if (!r.ok) {
|
||||
throw new Error((data && data.detail) || (data && data.msg) || "加载失败");
|
||||
}
|
||||
renderDivergenceScan(data);
|
||||
} catch (e) {
|
||||
renderDivergenceScan({ ok: false, msg: String(e.message || e), tab_label: tab });
|
||||
}
|
||||
}
|
||||
|
||||
function renderVolumeRank(data) {
|
||||
if (!elVolRankMeta || !elVolRankList) return;
|
||||
elVolRankList.innerHTML = "";
|
||||
@@ -3056,11 +3171,7 @@
|
||||
(row.volume_label || "") +
|
||||
"</span>";
|
||||
btn.addEventListener("click", function () {
|
||||
if (!row.symbol) return;
|
||||
if (elSymbol) elSymbol.value = row.symbol;
|
||||
if (elFsSymbol) elFsSymbol.value = row.symbol;
|
||||
setVolRankSheetOpen(false);
|
||||
loadChart(false);
|
||||
applyScanSymbolSelection(row.symbol, "top20");
|
||||
});
|
||||
li.appendChild(btn);
|
||||
elVolRankList.appendChild(li);
|
||||
|
||||
@@ -258,16 +258,12 @@
|
||||
<span>币种</span>
|
||||
<div class="market-symbol-wrap">
|
||||
<input id="market-symbol" type="text" value="BTC/USDT" placeholder="BTC/USDT" autocomplete="off" />
|
||||
<button
|
||||
type="button"
|
||||
id="market-vol-rank-btn"
|
||||
class="market-vol-rank-btn"
|
||||
title="昨日成交额 Top20(每早8点更新)"
|
||||
aria-expanded="false"
|
||||
aria-controls="market-vol-rank-sheet"
|
||||
>
|
||||
Top20
|
||||
</button>
|
||||
<div class="market-scan-tabs" role="tablist" aria-label="成交额与背离筛选">
|
||||
<button type="button" class="market-scan-tab is-active" data-scan-tab="top20" aria-selected="true">Top20</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="4h" aria-selected="false">4h背离</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="1d" aria-selected="false">日线背离</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="1w" aria-selected="false">周线背离</button>
|
||||
</div>
|
||||
</div>
|
||||
</label>
|
||||
<label class="market-field">
|
||||
@@ -342,16 +338,12 @@
|
||||
<span>币种</span>
|
||||
<div class="market-symbol-wrap">
|
||||
<input id="market-fs-symbol" type="text" placeholder="BTC/USDT" autocomplete="off" />
|
||||
<button
|
||||
type="button"
|
||||
id="market-fs-vol-rank-btn"
|
||||
class="market-vol-rank-btn"
|
||||
title="昨日成交额 Top20(每早8点更新)"
|
||||
aria-expanded="false"
|
||||
aria-controls="market-vol-rank-sheet"
|
||||
>
|
||||
Top20
|
||||
</button>
|
||||
<div class="market-scan-tabs" role="tablist" aria-label="成交额与背离筛选">
|
||||
<button type="button" class="market-scan-tab is-active" data-scan-tab="top20" aria-selected="true">Top20</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="4h" aria-selected="false">4h背离</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="1d" aria-selected="false">日线背离</button>
|
||||
<button type="button" class="market-scan-tab" data-scan-tab="1w" aria-selected="false">周线背离</button>
|
||||
</div>
|
||||
</div>
|
||||
</label>
|
||||
<label class="market-field market-fs-field">
|
||||
@@ -1148,7 +1140,7 @@
|
||||
<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_draw.js?v=20260609-market-day-split"></script>
|
||||
<script src="/assets/chart.js?v=20260706-ema144"></script>
|
||||
<script src="/assets/chart.js?v=20260706-div-scan"></script>
|
||||
<script src="/assets/plan.js?v=20260614-plan-refresh"></script>
|
||||
<script src="/assets/calculator.js?v=3"></script>
|
||||
<script src="/assets/trade_stats_calendar.js?v=3"></script>
|
||||
|
||||
@@ -0,0 +1,101 @@
|
||||
import unittest
|
||||
|
||||
from lib.hub.hub_divergence_scan_lib import (
|
||||
analyze_ohlcv_bars,
|
||||
build_symbol_scan_row,
|
||||
compute_confluence,
|
||||
detect_latest_macd_divergence,
|
||||
filter_tab_items,
|
||||
)
|
||||
|
||||
|
||||
def _synthetic_bull_div_closes(n: int = 120) -> list[float]:
|
||||
"""价格双底 + MACD 抬高 → 底背离。"""
|
||||
closes = [100.0] * n
|
||||
# 下跌
|
||||
for i in range(20, 40):
|
||||
closes[i] = 100 - (i - 20) * 0.8
|
||||
# 反弹
|
||||
for i in range(40, 55):
|
||||
closes[i] = closes[39] + (i - 40) * 0.5
|
||||
# 再跌略破前低
|
||||
for i in range(55, 75):
|
||||
closes[i] = closes[54] - (i - 55) * 0.35
|
||||
# 末尾企稳略抬
|
||||
for i in range(75, n):
|
||||
closes[i] = closes[74] + (i - 75) * 0.02
|
||||
return closes
|
||||
|
||||
|
||||
class TestHubDivergenceScanLib(unittest.TestCase):
|
||||
def test_compute_confluence_three_same(self):
|
||||
tf = {
|
||||
"4h": {"direction": "bull"},
|
||||
"1d": {"direction": "bull"},
|
||||
"1w": {"direction": "bull"},
|
||||
}
|
||||
c = compute_confluence(tf)
|
||||
self.assertEqual(c["confluence"], 3)
|
||||
self.assertEqual(c["confluence_css"], "c3")
|
||||
self.assertFalse(c["is_split"])
|
||||
|
||||
def test_compute_confluence_split(self):
|
||||
tf = {
|
||||
"4h": {"direction": "bull"},
|
||||
"1d": {"direction": "bear"},
|
||||
"1w": {"direction": None},
|
||||
}
|
||||
c = compute_confluence(tf)
|
||||
self.assertTrue(c["is_split"])
|
||||
self.assertEqual(c["confluence_kind"], "分歧")
|
||||
self.assertEqual(c["confluence_css"], "split")
|
||||
self.assertIn("4h底", c["split_detail"])
|
||||
|
||||
def test_filter_tab_items_only_matching_tf(self):
|
||||
items = [
|
||||
build_symbol_scan_row(
|
||||
rank=1,
|
||||
symbol="AAA/USDT",
|
||||
volume_label="1M",
|
||||
tf_hits={
|
||||
"4h": {"direction": "bull", "bars_ago": 2, "open_time_ms": 1},
|
||||
"1d": {"direction": None},
|
||||
"1w": {"direction": None},
|
||||
},
|
||||
),
|
||||
build_symbol_scan_row(
|
||||
rank=2,
|
||||
symbol="BBB/USDT",
|
||||
volume_label="2M",
|
||||
tf_hits={
|
||||
"4h": {"direction": None},
|
||||
"1d": {"direction": "bear", "bars_ago": 1, "open_time_ms": 2},
|
||||
"1w": {"direction": None},
|
||||
},
|
||||
),
|
||||
]
|
||||
f4 = filter_tab_items(items, "4h")
|
||||
self.assertEqual(len(f4), 1)
|
||||
self.assertEqual(f4[0]["symbol"], "AAA/USDT")
|
||||
f1d = filter_tab_items(items, "1d")
|
||||
self.assertEqual(len(f1d), 1)
|
||||
self.assertEqual(f1d[0]["symbol"], "BBB/USDT")
|
||||
|
||||
def test_detect_macd_divergence_may_hit_on_synthetic(self):
|
||||
closes = _synthetic_bull_div_closes()
|
||||
hit = detect_latest_macd_divergence(closes)
|
||||
# 合成数据不保证必中,但函数应正常返回
|
||||
self.assertIn(hit.get("direction"), (None, "bull", "bear"))
|
||||
|
||||
def test_analyze_ohlcv_bars_from_rows(self):
|
||||
closes = [float(100 + i * 0.1) for i in range(80)]
|
||||
bars = [
|
||||
{"open_time_ms": i * 3600000, "close": c, "open": c, "high": c, "low": c}
|
||||
for i, c in enumerate(closes)
|
||||
]
|
||||
out = analyze_ohlcv_bars(bars)
|
||||
self.assertIn("direction", out)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user