增加关键位人工输入

2026-05-22 22:15:46 +08:00
parent 593f8fcff5
commit ac762b540c
20 changed files with 1541 additions and 42 deletions
@@ -0,0 +1,99 @@
+"""关键位 5m 硬门控（逻辑自 crypto_monitor_gate _key_hard_checks，使用 Gate K 线）。"""
+
+from __future__ import annotations
+
+from statistics import mean
+
+from .candle_rows import rows_to_ohlcv
+
+
+def key_hard_checks_from_rows(
+    rows: list[list[str]],
+    *,
+    direction: str,
+    upper: float,
+    lower: float,
+    volume_ma_bars: int = 20,
+    volume_ratio_min: float = 1.3,
+    breakout_amp_min_pct: float = 0.03,
+    breakout_amp_max_pct: float = 0.5,
+    volume_rank: int | None = None,
+    volume_rank_total: int = 0,
+    volume_rank_max: int = 30,
+) -> dict:
+    """rows：Gate K 线行，最后一根应为最近一根已闭合 5m（调用方负责剔除未闭合）。"""
+    out: dict = {"ok": False}
+    _, ah, al, ac, av = rows_to_ohlcv(rows)
+    vol_lb = max(5, int(volume_ma_bars))
+    min_need = vol_lb + 3
+    if len(ac) < min_need:
+        out["reason"] = f"insufficient_candles have={len(ac)} need>={min_need}"
+        return out
+
+    breakout_close = float(ac[-2])
+    confirm_close = float(ac[-1])
+    breakout_high = float(ah[-2])
+    breakout_low = float(al[-2])
+    try:
+        open_b = float(rows[-2][1])
+    except (IndexError, TypeError, ValueError):
+        open_b = breakout_close
+
+    prev_vol = av[-vol_lb - 2 : -2]
+    avg20 = mean(prev_vol) if prev_vol else 0.0
+    vol_break = float(av[-2])
+    vol_ok = vol_break > avg20 * volume_ratio_min if avg20 > 0 else False
+
+    amp_pct = abs(breakout_close - open_b) / open_b * 100 if open_b > 0 else 0.0
+    amp_ok = (amp_pct > breakout_amp_min_pct) and (amp_pct < breakout_amp_max_pct)
+
+    direction = (direction or "long").strip().lower()
+    edge = float(upper) if direction == "long" else float(lower)
+    breakout_ok = (breakout_close > float(upper)) if direction == "long" else (breakout_close < float(lower))
+    confirm_ok_raw = (confirm_close > edge) if direction == "long" else (confirm_close < edge)
+    amp_ok = amp_ok and breakout_ok
+    confirm_ok = confirm_ok_raw and breakout_ok
+
+    rank_ok = (volume_rank is not None) and (int(volume_rank) <= volume_rank_max)
+
+    try:
+        seg = rows[-48:] if len(rows) >= 48 else rows
+        hh = max(float(x[2]) for x in seg)
+        ll = min(float(x[3]) for x in seg)
+        swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
+    except Exception:
+        swing4h_pct = 0.0
+
+    out.update(
+        {
+            "ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]),
+            "vol_ok": vol_ok,
+            "avg20": avg20,
+            "vol_break": vol_break,
+            "amp_ok": amp_ok,
+            "amp_pct": amp_pct,
+            "breakout_ok": breakout_ok,
+            "breakout_close": breakout_close,
+            "confirm_ok": confirm_ok,
+            "confirm_close": confirm_close,
+            "edge_price": edge,
+            "rank": volume_rank,
+            "rank_total": volume_rank_total,
+            "rank_ok": rank_ok,
+            "breakout_high": breakout_high,
+            "breakout_low": breakout_low,
+            "swing4h_pct": swing4h_pct,
+            "direction": direction,
+        }
+    )
+    return out
+
+
+def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list[str]:
+    return [
+        f"量能：{'通过' if checks.get('vol_ok') else '不通过'}（突破K量 {round(float(checks.get('vol_break') or 0), 4)} / 前20均量 {round(float(checks.get('avg20') or 0), 4)}，阈值{volume_ratio_min:g}x）",
+        f"突破价位：{'通过' if checks.get('breakout_ok') else '不通过'}（突破K收盘 {round(float(checks.get('breakout_close') or 0), 8)}，关键位 {checks.get('edge_price')}）",
+        f"突破K幅度：{'通过' if checks.get('amp_ok') else '不通过'}（{round(float(checks.get('amp_pct') or 0), 4)}%，要求0.03%~0.5%）",
+        f"第二根确认：{'通过' if checks.get('confirm_ok') else '不通过'}（确认收盘 {checks.get('confirm_close')}，关键位 {checks.get('edge_price')}）",
+        f"日成交量排名：{'通过' if checks.get('rank_ok') else '不通过'}（{checks.get('rank')}/{checks.get('rank_total')}，要求前30）",
+    ]