dekun
109 lines
3.6 KiB
Python
109 lines
3.6 KiB
Python
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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@dataclass
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class BtcDailyGateResult:
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"""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。"""
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allow_alt_scan: bool
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regime: str # sideways | downtrend | neutral_or_up | unknown
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reason: str
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metrics: dict = field(default_factory=dict)
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def _rows_to_hlc(rows: list[list[str]]) -> tuple[list[float], list[float], list[float]]:
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"""与行情 K 线行对齐：h, l, c（ts,o,h,l,c,...）。"""
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h, l_, c = [], [], []
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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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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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return h, l_, c
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def evaluate_btc_daily_gate(
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btc_1d_rows: list[list[str]],
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*,
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sideways_lookback_days: int = 14,
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sideways_max_range_pct: float = 10.0,
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min_bars: int = 30,
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) -> BtcDailyGateResult:
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"""
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原则：下跌不扫，其它都扫。
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- 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。
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- 其余（横盘、上涨、宽幅震荡、数据不足 unknown 等）：一律允许扫山寨。
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"""
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ah, al, ac = _rows_to_hlc(btc_1d_rows)
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if len(ac) < min_bars:
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return BtcDailyGateResult(
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allow_alt_scan=True,
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regime="unknown",
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reason=f"insufficient_1d_bars have={len(ac)} need>={min_bars}, gate skipped",
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metrics={"have": len(ac), "min_bars": min_bars},
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)
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lb = max(5, min(sideways_lookback_days, len(ah) - 1))
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window_h = ah[-lb:]
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window_l = al[-lb:]
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range_high = max(window_h)
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range_low = min(window_l)
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mid = (range_high + range_low) / 2 if range_high > range_low else 0.0
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range_pct = ((range_high - range_low) / mid) * 100 if mid > 0 else 999.0
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sma_curr = mean(ac[-20:])
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sma_prev = mean(ac[-26:-6]) if len(ac) >= 26 else sma_curr
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last_close = ac[-1]
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is_sideways = range_pct <= sideways_max_range_pct
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if is_sideways:
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return BtcDailyGateResult(
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allow_alt_scan=True,
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regime="sideways",
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reason="btc_daily_sideways",
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metrics={
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"range_lookback_days": lb,
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"range_pct": round(range_pct, 4),
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"sideways_max_range_pct": sideways_max_range_pct,
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"last_close": last_close,
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"sma20": round(sma_curr, 6),
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"sma20_prev_block": round(sma_prev, 6),
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},
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)
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is_downtrend = last_close < sma_curr and sma_curr < sma_prev
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if is_downtrend:
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return BtcDailyGateResult(
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allow_alt_scan=False,
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regime="downtrend",
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reason="btc_daily_downtrend_below_falling_sma20",
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metrics={
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"range_lookback_days": lb,
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"range_pct": round(range_pct, 4),
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"sideways_max_range_pct": sideways_max_range_pct,
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"last_close": last_close,
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"sma20": round(sma_curr, 6),
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"sma20_prev_block": round(sma_prev, 6),
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},
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)
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return BtcDailyGateResult(
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allow_alt_scan=True,
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regime="neutral_or_up",
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reason="btc_not_sideways_not_downtrend_gate_open",
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metrics={
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"range_lookback_days": lb,
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"range_pct": round(range_pct, 4),
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"last_close": last_close,
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"sma20": round(sma_curr, 6),
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"sma20_prev_block": round(sma_prev, 6),
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},
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)
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