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修复突破计算，执行器下单问题

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dekun
2026-05-23 17:18:38 +08:00
parent bfde4b60c6
commit ffba2e60e6
9 changed files with 242 additions and 38 deletions
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onchain_scout_gate/app/key_gate.py
+65 -27
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@@ -4,7 +4,12 @@ from __future__ import annotations
from statistics import mean
from .candle_rows import rows_to_ohlcv
from .candle_rows import field_float
def _row_vol(item: list[str]) -> float:
v = field_float(item, 5)
return float(v) if v is not None else 0.0
def key_hard_checks_from_rows(
@@ -21,45 +26,67 @@ def key_hard_checks_from_rows(
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）。"""
"""
rows：Gate K 线行（时间正序），最后一根应为最近一根已闭合 5m。
突破 K / 确认 K 固定为 rows[-2] / rows[-1]（与 crypto_monitor_gate 一致）。
"""
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}"
if len(rows) < min_need:
out["reason"] = f"insufficient_candles have={len(rows)} 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
br_row = rows[-2]
cf_row = rows[-1]
open_b = field_float(br_row, 1)
breakout_high = field_float(br_row, 2)
breakout_low = field_float(br_row, 3)
breakout_close = field_float(br_row, 4)
confirm_close = field_float(cf_row, 4)
if None in (open_b, breakout_high, breakout_low, breakout_close, confirm_close):
out["reason"] = "invalid_breakout_or_confirm_ohlc"
return out
prev_vol = av[-vol_lb - 2 : -2]
open_b = float(open_b)
breakout_high = float(breakout_high)
breakout_low = float(breakout_low)
breakout_close = float(breakout_close)
confirm_close = float(confirm_close)
hist = rows[-vol_lb - 2 : -2]
prev_vol = [_row_vol(x) for x in hist if _row_vol(x) > 0]
avg20 = mean(prev_vol) if prev_vol else 0.0
vol_break = float(av[-2])
vol_break = _row_vol(br_row)
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
edge_ref = edge if edge > 0 else 1.0
if direction == "long":
breach_pct = (breakout_close - edge) / edge_ref * 100.0 if breakout_close > edge else 0.0
breakout_ok = breakout_close > float(upper)
confirm_ok = confirm_close > edge
else:
breach_pct = (edge - breakout_close) / edge_ref * 100.0 if breakout_close < edge else 0.0
breakout_ok = breakout_close < float(lower)
confirm_ok = confirm_close < edge
body_pct = abs(breakout_close - open_b) / open_b * 100.0 if open_b > 0 else 0.0
amp_ok = (
breakout_ok
and breach_pct > breakout_amp_min_pct
and breach_pct < breakout_amp_max_pct
)
confirm_ok = confirm_ok 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)
hh = max(float(x[2]) for x in seg if field_float(x, 2) is not None)
ll = min(float(x[3]) for x in seg if field_float(x, 3) is not None)
swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
except Exception:
swing4h_pct = 0.0
@@ -71,7 +98,9 @@ def key_hard_checks_from_rows(
"avg20": avg20,
"vol_break": vol_break,
"amp_ok": amp_ok,
"amp_pct": amp_pct,
"amp_pct": breach_pct,
"breach_pct": breach_pct,
"body_pct": body_pct,
"breakout_ok": breakout_ok,
"breakout_close": breakout_close,
"confirm_ok": confirm_ok,
@@ -82,18 +111,27 @@ def key_hard_checks_from_rows(
"rank_ok": rank_ok,
"breakout_high": breakout_high,
"breakout_low": breakout_low,
"swing4h_pct": swing4h_pct,
"breakout_open": open_b,
"direction": direction,
"swing4h_pct": swing4h_pct,
}
)
return out
def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list[str]:
breach = float(checks.get("breach_pct") if checks.get("breach_pct") is not None else checks.get("amp_pct") or 0)
body = float(checks.get("body_pct") or 0)
br_hi = checks.get("breakout_high")
br_lo = checks.get("breakout_low")
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"突破越过关键位：{'通过' if checks.get('amp_ok') else '不通过'}"
f"（越过 {round(breach, 4)}%，K线实体 {round(body, 4)}%，要求越过 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）",
f"突破K极值：高 {br_hi}｜低 {br_lo}（止损据此 ± 外扩%）",
]