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2026-05-16 22:25:48 +08:00
commit 2b8f902548
88 changed files with 16386 additions and 0 deletions
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+from __future__ import annotations
+
+from dataclasses import dataclass, field
+from statistics import mean
+
+
+@dataclass
+class BtcDailyGateResult:
+    """BTC 日线辅助门控（非产品主线）：下跌不扫山寨，其它仍扫 —— 仅 downtrend 时关闭本轮 alt K 线请求。"""
+
+    allow_alt_scan: bool
+    regime: str  # sideways | downtrend | neutral_or_up | unknown
+    reason: str
+    metrics: dict = field(default_factory=dict)
+
+
+def _rows_to_hlc(rows: list[list[str]]) -> tuple[list[float], list[float], list[float]]:
+    """与行情 K 线行对齐：h, l, c（ts,o,h,l,c,...）。"""
+    h, l_, c = [], [], []
+    for item in rows:
+        if len(item) < 6:
+            continue
+        h.append(float(item[2]))
+        l_.append(float(item[3]))
+        c.append(float(item[4]))
+    return h, l_, c
+
+
+def evaluate_btc_daily_gate(
+    btc_1d_rows: list[list[str]],
+    *,
+    sideways_lookback_days: int = 14,
+    sideways_max_range_pct: float = 10.0,
+    min_bars: int = 30,
+) -> BtcDailyGateResult:
+    """
+    原则：下跌不扫，其它都扫。
+
+    - 下跌（唯一不扫）：非横盘，且收盘低于近 20 日收盘均线，且该均线相对前一段走低。
+    - 其余（横盘、上涨、宽幅震荡、数据不足 unknown 等）：一律允许扫山寨。
+    """
+    ah, al, ac = _rows_to_hlc(btc_1d_rows)
+
+    if len(ac) < min_bars:
+        return BtcDailyGateResult(
+            allow_alt_scan=True,
+            regime="unknown",
+            reason=f"insufficient_1d_bars have={len(ac)} need>={min_bars}, gate skipped",
+            metrics={"have": len(ac), "min_bars": min_bars},
+        )
+
+    lb = max(5, min(sideways_lookback_days, len(ah) - 1))
+    window_h = ah[-lb:]
+    window_l = al[-lb:]
+    range_high = max(window_h)
+    range_low = min(window_l)
+    mid = (range_high + range_low) / 2 if range_high > range_low else 0.0
+    range_pct = ((range_high - range_low) / mid) * 100 if mid > 0 else 999.0
+
+    sma_curr = mean(ac[-20:])
+    sma_prev = mean(ac[-26:-6]) if len(ac) >= 26 else sma_curr
+
+    last_close = ac[-1]
+    is_sideways = range_pct <= sideways_max_range_pct
+
+    if is_sideways:
+        return BtcDailyGateResult(
+            allow_alt_scan=True,
+            regime="sideways",
+            reason="btc_daily_sideways",
+            metrics={
+                "range_lookback_days": lb,
+                "range_pct": round(range_pct, 4),
+                "sideways_max_range_pct": sideways_max_range_pct,
+                "last_close": last_close,
+                "sma20": round(sma_curr, 6),
+                "sma20_prev_block": round(sma_prev, 6),
+            },
+        )
+
+    is_downtrend = last_close < sma_curr and sma_curr < sma_prev
+    if is_downtrend:
+        return BtcDailyGateResult(
+            allow_alt_scan=False,
+            regime="downtrend",
+            reason="btc_daily_downtrend_below_falling_sma20",
+            metrics={
+                "range_lookback_days": lb,
+                "range_pct": round(range_pct, 4),
+                "sideways_max_range_pct": sideways_max_range_pct,
+                "last_close": last_close,
+                "sma20": round(sma_curr, 6),
+                "sma20_prev_block": round(sma_prev, 6),
+            },
+        )
+
+    return BtcDailyGateResult(
+        allow_alt_scan=True,
+        regime="neutral_or_up",
+        reason="btc_not_sideways_not_downtrend_gate_open",
+        metrics={
+            "range_lookback_days": lb,
+            "range_pct": round(range_pct, 4),
+            "last_close": last_close,
+            "sma20": round(sma_curr, 6),
+            "sma20_prev_block": round(sma_prev, 6),
+        },
+    )