first commit

fib_key_monitor_lib.py

@@ -0,0 +1,84 @@
+"""斐波关键位监控：纯计算与类型判断（Gate / Binance 主站共用）。"""
+
+FIB_KEY_MONITOR_TYPES = frozenset({"斐波回调0.618", "斐波回调0.786"})
+
+FIB_RATIO_BY_TYPE = {
+    "斐波回调0.618": 0.618,
+    "斐波回调0.786": 0.786,
+}
+
+
+def is_fib_key_monitor_type(monitor_type):
+    return (monitor_type or "").strip() in FIB_KEY_MONITOR_TYPES
+
+
+def fib_ratio_from_type(monitor_type):
+    return FIB_RATIO_BY_TYPE.get((monitor_type or "").strip())
+
+
+def calc_fib_plan(direction, upper, lower, ratio):
+    """
+    上沿 H、下沿 L（H > L）。
+    做多：自 H 向下回撤 ratio，E = H - ratio*(H-L)；SL=L，TP=H。
+    做空：自 L 向上反弹 ratio，E = L + ratio*(H-L)；SL=H，TP=L。
+    返回 (entry, stop_loss, take_profit) 或 None。
+    """
+    try:
+        h = float(upper)
+        l = float(lower)
+        r = float(ratio)
+    except (TypeError, ValueError):
+        return None
+    if h <= l or r <= 0 or r >= 1:
+        return None
+    span = h - l
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        entry = l + r * span
+        return entry, h, l
+    entry = h - r * span
+    return entry, l, h
+
+
+def stored_key_signal_type(monitor_type):
+    """写入 order_monitors / trade_records 的 key_signal_type（箱体/收敛/斐波）。"""
+    mt = (monitor_type or "").strip()
+    if mt in FIB_KEY_MONITOR_TYPES:
+        return mt
+    return None
+
+
+KEY_ENTRY_REASON_BY_SIGNAL = {
+    "箱体突破": "关键位箱体突破",
+    "收敛突破": "关键位收敛突破",
+    "斐波回调0.618": "关键位斐波0.618",
+    "斐波回调0.786": "关键位斐波0.786",
+}
+
+
+def entry_reason_from_key_signal(key_signal_type):
+    return KEY_ENTRY_REASON_BY_SIGNAL.get((key_signal_type or "").strip())
+
+
+def key_signal_type_for_trade_record(key_signal_type, box_auto_types):
+    """平仓写入 trade_records 时保留箱体/收敛/斐波来源。"""
+    kst = (key_signal_type or "").strip()
+    if kst in FIB_KEY_MONITOR_TYPES:
+        return kst
+    if box_auto_types and kst in box_auto_types:
+        return kst
+    return None
+
+
+def fib_invalidate_by_mark(direction, mark_price, upper, lower):
+    """先触达止盈侧（标记价）则失效。多：mark>=H；空：mark<=L。"""
+    try:
+        m = float(mark_price)
+        h = float(upper)
+        l = float(lower)
+    except (TypeError, ValueError):
+        return False
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        return m <= l
+    return m >= h