177 lines
7.5 KiB
Python
177 lines
7.5 KiB
Python
"""Altcoin breakout strategy profiles.
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These builders turn existing evidence into complete strategy signals. A factor
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can support a strategy, but the strategy still owns trigger freshness, entry
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quality and risk semantics.
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"""
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from __future__ import annotations
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from app.core.factor_roles import CONFIRMATION, ENTRY, PREREQUISITE, RISK, TRIGGER
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from app.core.strategy_contract import StrategySignal, current_strategy_version
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from app.core.strategy_registry import (
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COMPRESSION_BREAKOUT_4H_STRATEGY,
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INTRADAY_MOMENTUM_15M_STRATEGY,
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VOLUME_IGNITION_1H_STRATEGY,
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)
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def _safe_float(value, default=0.0) -> float:
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try:
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if value is None or value == "":
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return default
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return float(value)
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except Exception:
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return default
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def _signals_text(result: dict) -> str:
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return " ".join(str(x or "") for x in (result or {}).get("signals") or [])
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def _trigger_context(result: dict) -> dict:
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return (result or {}).get("trigger_context") or ((result or {}).get("market_context") or {}).get("trigger_context") or {}
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def _has_current_trigger(result: dict) -> bool:
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trigger = _trigger_context(result)
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text = _signals_text(result)
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return bool(trigger.get("current_triggers")) or "15min即刻入场" in text or "15min强突破" in text or "15min 强突破" in text
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def _status_for_entry(result: dict, entry_plan: dict | None = None, *, require_current_trigger: bool = False, allow_wait: bool = True) -> tuple[str, list[str]]:
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reasons = []
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entry_action = str((entry_plan or {}).get("entry_action") or ((result or {}).get("entry_plan") or {}).get("entry_action") or (result or {}).get("entry_action") or "").strip()
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if require_current_trigger and not _has_current_trigger(result):
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return "observe", ["缺少当前低周期触发"]
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if entry_action in ("可即刻买入", "即刻买入"):
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return "candidate", reasons
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if entry_action == "等回踩" and allow_wait:
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return "candidate", reasons
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if entry_action:
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reasons.append(f"当前入场动作 {entry_action} 不满足策略执行条件")
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return "observe", reasons
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def build_volume_ignition_1h_signal(*, symbol: str, result: dict, entry_plan: dict | None = None) -> StrategySignal | None:
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text = _signals_text(result)
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has_vp = "量价齐飞" in text or ("连续" in text and "放量" in text)
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has_breakout = "1H" in text and ("突破" in text or "起爆" in text)
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if not (has_vp or has_breakout):
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return None
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status, reasons = _status_for_entry(result, entry_plan, require_current_trigger=False, allow_wait=True)
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score = _safe_float(result.get("score"))
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confidence = min(100.0, max(0.0, score * 7 + (12 if _has_current_trigger(result) else 0)))
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trigger = {
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"factor_code": "vp_fly_1h_current" if has_vp else "ignition_1h_current",
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"factor_label": "1H放量突破启动",
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"has_current_trigger": _has_current_trigger(result),
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"trigger_status": _trigger_context(result).get("trigger_status") or "",
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"entry_action": (entry_plan or {}).get("entry_action") or "",
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}
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return StrategySignal(
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strategy_code=VOLUME_IGNITION_1H_STRATEGY,
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strategy_version=current_strategy_version(),
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symbol=symbol,
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direction="long",
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status=status,
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confidence=confidence,
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score=score,
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trigger=trigger,
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factor_roles={
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"vp_fly_1h_current": TRIGGER,
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"volume_consecutive_1h": CONFIRMATION,
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"breakout_15m_current": ENTRY,
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"pullback_15m_confirm": ENTRY,
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"false_breakout": RISK,
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"risk_reward_bad": RISK,
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},
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entry_plan=entry_plan or {},
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risk_plan={
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"invalid_if": ["放量后不能延续", "15m假突破", "跌回启动K低点", "RR不足"],
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"risk_reasons": reasons,
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},
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decision_log={"module": VOLUME_IGNITION_1H_STRATEGY, "decision": status, "reasons": reasons},
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)
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def build_compression_breakout_4h_signal(*, symbol: str, result: dict, entry_plan: dict | None = None) -> StrategySignal | None:
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text = _signals_text(result)
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has_compression = any(key in text for key in ("静K", "压缩", "布林收窄", "底部抬高"))
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has_breakout_context = any(key in text for key in ("突破", "起爆", "量价齐飞", "回踩"))
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if not (has_compression and has_breakout_context):
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return None
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status, reasons = _status_for_entry(result, entry_plan, require_current_trigger=False, allow_wait=True)
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score = _safe_float(result.get("score"))
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confidence = min(100.0, max(0.0, score * 6 + (10 if "底部" in text else 0) + (8 if _has_current_trigger(result) else 0)))
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return StrategySignal(
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strategy_code=COMPRESSION_BREAKOUT_4H_STRATEGY,
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strategy_version=current_strategy_version(),
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symbol=symbol,
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direction="long",
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status=status,
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confidence=confidence,
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score=score,
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trigger={
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"factor_code": "compression_surge_4h",
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"factor_label": "4H压缩蓄力突破",
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"has_current_trigger": _has_current_trigger(result),
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"trigger_status": _trigger_context(result).get("trigger_status") or "",
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},
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factor_roles={
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"static_accum_4h": PREREQUISITE,
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"higher_lows_4h": PREREQUISITE,
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"compression_surge_4h": TRIGGER,
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"ignition_4h_current": CONFIRMATION,
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"vp_fly_1h_current": CONFIRMATION,
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"pullback_15m_confirm": ENTRY,
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"false_breakout": RISK,
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},
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entry_plan=entry_plan or {},
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risk_plan={
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"invalid_if": ["突破后跌回压缩区间", "回踩放量跌破", "无量反抽失败", "市场风险升高"],
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"risk_reasons": reasons,
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},
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decision_log={"module": COMPRESSION_BREAKOUT_4H_STRATEGY, "decision": status, "reasons": reasons},
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)
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def build_intraday_momentum_15m_signal(*, symbol: str, result: dict, entry_plan: dict | None = None) -> StrategySignal | None:
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text = _signals_text(result)
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has_short_tf = any(key in text for key in ("15min", "15m", "短周期", "5m/15m"))
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if not has_short_tf:
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return None
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status, reasons = _status_for_entry(result, entry_plan, require_current_trigger=True, allow_wait=False)
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score = _safe_float(result.get("score"))
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confidence = min(100.0, max(0.0, score * 6 + 18))
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return StrategySignal(
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strategy_code=INTRADAY_MOMENTUM_15M_STRATEGY,
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strategy_version=current_strategy_version(),
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symbol=symbol,
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direction="long",
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status=status,
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confidence=confidence,
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score=score,
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trigger={
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"factor_code": "short_tf_15m_ignition",
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"factor_label": "15m日内动量延续",
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"has_current_trigger": _has_current_trigger(result),
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"trigger_status": _trigger_context(result).get("trigger_status") or "",
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},
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factor_roles={
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"short_tf_5m_ignition": PREREQUISITE,
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"short_tf_15m_ignition": TRIGGER,
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"short_tf_resonance": CONFIRMATION,
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"vp_fly_1h_current": CONFIRMATION,
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"breakout_15m_current": ENTRY,
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"false_breakout": RISK,
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"trend_exhaustion": RISK,
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},
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entry_plan=entry_plan or {},
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risk_plan={
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"invalid_if": ["15m跌回突破K", "短周期量能衰减", "快速冲高回落", "RR不足"],
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"risk_reasons": reasons,
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},
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decision_log={"module": INTRADAY_MOMENTUM_15M_STRATEGY, "decision": status, "reasons": reasons},
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)
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