dekun
a88d708ea3
Reuse OO amplitude settings (default off); Plan shows index/HL when filtering. Co-authored-by: Cursor <cursoragent@cursor.com>
70 lines
2.0 KiB
Python
70 lines
2.0 KiB
Python
"""振幅过滤门：回看窗内 range% 须 ≤ 上限（可关）。永期开仓第一关 / 期期共用。"""
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from __future__ import annotations
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from typing import Any
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from ..exchange.candles import AmplitudeHL
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def evaluate_amplitude_gate(
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*,
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filter_enabled: bool,
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amp: AmplitudeHL | None,
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max_pct: float,
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hours: float,
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) -> dict[str, Any]:
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"""
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返回:
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blocked: 过滤开启且未过关（无K线或超限）
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ok: 展示用是否过关（过滤关视为 True）
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reason: 拒开文案（未拒则为 None）
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snapshot: 写入 session._oo_amp 的字典（amp 为 None 时仅含元数据）
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"""
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max_p = float(max_pct)
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hrs = float(hours)
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filt = bool(filter_enabled)
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if amp is None:
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snap = {
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"high": None,
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"low": None,
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"mid": None,
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"range_pct": None,
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"hours": hrs,
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"max_pct": max_p,
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"filter_enabled": filt,
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"ok": False if filt else True,
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}
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if filt:
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return {
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"blocked": True,
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"ok": False,
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"reason": f"振幅未过关：无法获取近 {hrs:g}h K 线高低",
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"snapshot": snap,
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}
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return {"blocked": False, "ok": True, "reason": None, "snapshot": snap}
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range_pct = float(amp.range_pct)
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over = range_pct > max_p + 1e-12
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ok = (not filt) or (not over)
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snap = {
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"high": float(amp.high),
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"low": float(amp.low),
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"mid": float(amp.mid),
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"range_pct": range_pct,
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"hours": hrs,
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"max_pct": max_p,
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"filter_enabled": filt,
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"ok": ok,
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}
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if filt and over:
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return {
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"blocked": True,
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"ok": False,
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"reason": (
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f"振幅未过关：{hrs:g}h 内 {range_pct:.2f}% > {max_p:g}%"
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),
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"snapshot": snap,
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}
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return {"blocked": False, "ok": ok, "reason": None, "snapshot": snap}
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