修复bug
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@@ -3,6 +3,8 @@ from __future__ import annotations
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from dataclasses import dataclass, field
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from statistics import mean
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from .candle_rows import rows_to_ohlcv
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# 以下换算仅针对 5m K(与是否单独拉 4h 图无关):
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# 每小时 60/5 = 12 根;一根「4 小时」大周期对应 4×12 = 48 根 5m。
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BARS_5M_PER_HOUR = 12
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@@ -29,19 +31,6 @@ class ExchangeRuleResult:
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metrics: dict = field(default_factory=dict)
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def _rows_to_ohlcv(rows: list[list[str]]) -> tuple[list[float], list[float], list[float], list[float], list[float]]:
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o, h, l, c, v = [], [], [], [], []
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for item in rows:
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if len(item) < 6:
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continue
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o.append(float(item[1]))
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h.append(float(item[2]))
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l.append(float(item[3]))
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c.append(float(item[4]))
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v.append(float(item[5]))
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return o, h, l, c, v
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def evaluate_exchange(
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symbol: str,
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alt_rows: list[list[str]],
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@@ -56,7 +45,7 @@ def evaluate_exchange(
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"""
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breakout_max_pct = 0.5
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result = ExchangeRuleResult()
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_, ah, al, ac, av = _rows_to_ohlcv(alt_rows)
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_, ah, al, ac, av = rows_to_ohlcv(alt_rows)
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bars_for_range = max(
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MIN_BOX_LOOKBACK_BARS_5M,
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