dekun
142 lines
5.6 KiB
Python
142 lines
5.6 KiB
Python
"""关键位 5m 硬门控（逻辑自 crypto_monitor_gate _key_hard_checks，使用 Gate K 线）。"""
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from __future__ import annotations
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from statistics import mean
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from .candle_rows import field_float
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def _row_vol(item: list[str]) -> float:
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v = field_float(item, 5)
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return float(v) if v is not None else 0.0
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def key_hard_checks_from_rows(
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rows: list[list[str]],
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*,
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direction: str,
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upper: float,
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lower: float,
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volume_ma_bars: int = 20,
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volume_ratio_min: float = 1.3,
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breakout_amp_min_pct: float = 0.03,
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breakout_amp_max_pct: float = 0.5,
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volume_rank: int | None = None,
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volume_rank_total: int = 0,
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volume_rank_max: int = 30,
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) -> dict:
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"""
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rows：Gate K 线行（时间正序），最后一根应为最近一根已闭合 5m。
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突破 K / 确认 K 固定为 rows[-2] / rows[-1]（与 crypto_monitor_gate 一致）。
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"""
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out: dict = {"ok": False}
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vol_lb = max(5, int(volume_ma_bars))
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min_need = vol_lb + 3
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if len(rows) < min_need:
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out["reason"] = f"insufficient_candles have={len(rows)} need>={min_need}"
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return out
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br_row = rows[-2]
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cf_row = rows[-1]
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open_b = field_float(br_row, 1)
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breakout_high = field_float(br_row, 2)
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breakout_low = field_float(br_row, 3)
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breakout_close = field_float(br_row, 4)
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confirm_close = field_float(cf_row, 4)
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if None in (open_b, breakout_high, breakout_low, breakout_close, confirm_close):
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out["reason"] = "invalid_breakout_or_confirm_ohlc"
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return out
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open_b = float(open_b)
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breakout_high = float(breakout_high)
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breakout_low = float(breakout_low)
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breakout_close = float(breakout_close)
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confirm_close = float(confirm_close)
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hist = rows[-vol_lb - 2 : -2]
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prev_vol = [_row_vol(x) for x in hist if _row_vol(x) > 0]
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avg20 = mean(prev_vol) if prev_vol else 0.0
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vol_break = _row_vol(br_row)
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vol_ok = vol_break > avg20 * volume_ratio_min if avg20 > 0 else False
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direction = (direction or "long").strip().lower()
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edge = float(upper) if direction == "long" else float(lower)
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edge_ref = edge if edge > 0 else 1.0
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if direction == "long":
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breach_pct = (breakout_close - edge) / edge_ref * 100.0 if breakout_close > edge else 0.0
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breakout_ok = breakout_close > float(upper)
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confirm_ok = confirm_close > edge
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else:
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breach_pct = (edge - breakout_close) / edge_ref * 100.0 if breakout_close < edge else 0.0
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breakout_ok = breakout_close < float(lower)
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confirm_ok = confirm_close < edge
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body_pct = abs(breakout_close - open_b) / open_b * 100.0 if open_b > 0 else 0.0
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amp_ok = (
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breakout_ok
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and breach_pct > breakout_amp_min_pct
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and breach_pct < breakout_amp_max_pct
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)
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confirm_ok = confirm_ok and breakout_ok
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rank_ok = (volume_rank is not None) and (int(volume_rank) <= volume_rank_max)
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try:
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seg = rows[-48:] if len(rows) >= 48 else rows
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hh = max(float(x[2]) for x in seg if field_float(x, 2) is not None)
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ll = min(float(x[3]) for x in seg if field_float(x, 3) is not None)
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swing4h_pct = ((hh - ll) / ll * 100.0) if ll > 0 else 0.0
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except Exception:
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swing4h_pct = 0.0
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out.update(
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{
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"ok": all([vol_ok, amp_ok, breakout_ok, confirm_ok, rank_ok]),
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"vol_ok": vol_ok,
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"avg20": avg20,
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"vol_break": vol_break,
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"amp_ok": amp_ok,
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"amp_pct": breach_pct,
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"breach_pct": breach_pct,
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"body_pct": body_pct,
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"breakout_ok": breakout_ok,
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"breakout_close": breakout_close,
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"confirm_ok": confirm_ok,
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"confirm_close": confirm_close,
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"edge_price": edge,
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"rank": volume_rank,
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"rank_total": volume_rank_total,
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"rank_ok": rank_ok,
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"breakout_high": breakout_high,
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"breakout_low": breakout_low,
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"breakout_open": open_b,
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"direction": direction,
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"swing4h_pct": swing4h_pct,
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"amp_min_pct": breakout_amp_min_pct,
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"amp_max_pct": breakout_amp_max_pct,
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}
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)
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return out
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def key_hard_lines_from_checks(checks: dict, *, volume_ratio_min: float) -> list[str]:
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breach = float(checks.get("breach_pct") if checks.get("breach_pct") is not None else checks.get("amp_pct") or 0)
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body = float(checks.get("body_pct") or 0)
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amp_min = float(checks.get("amp_min_pct") or 0.03)
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amp_max = float(checks.get("amp_max_pct") or 0.5)
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br_hi = checks.get("breakout_high")
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br_lo = checks.get("breakout_low")
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return [
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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）",
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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')}）",
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(
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f"突破越过关键位：{'通过' if checks.get('amp_ok') else '不通过'}"
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f"（越过 {round(breach, 4)}%，K线实体 {round(body, 4)}%，要求越过 {amp_min:g}%~{amp_max:g}%）"
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),
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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')}）",
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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）",
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f"突破K极值：高 {br_hi}｜低 {br_lo}（空→高点+外扩%｜多→低点−外扩%）",
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]
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