"""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)", ]