1421 lines
62 KiB
Python
1421 lines
62 KiB
Python
"""
|
||
山寨币爆发监控系统 v11 — 第三层：爆发确认 + 入场方案（纯前瞻版）
|
||
只用量价齐飞+PA起爆点+放量突破做确认，不用MACD/RSI/均线
|
||
"""
|
||
|
||
import sys, os, shutil
|
||
|
||
# ⚠️ 安全机制：启动时强制清__pycache__，防止旧版字节码残留
|
||
for cache_dir in [
|
||
os.path.join(os.path.dirname(__file__), "__pycache__"),
|
||
os.path.join(os.path.dirname(__file__), "..", "__pycache__"),
|
||
]:
|
||
if os.path.exists(cache_dir):
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||
shutil.rmtree(cache_dir, ignore_errors=True)
|
||
|
||
import ccxt
|
||
import pandas as pd
|
||
import numpy as np
|
||
import json
|
||
import sys
|
||
import os
|
||
import time
|
||
import requests
|
||
from datetime import datetime, timedelta
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||
from pathlib import Path
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||
|
||
sys.path.insert(0, os.path.dirname(__file__))
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||
from app.core.sector_map import get_burst_threshold, is_meme_coin, get_sector_for_coin, COIN_TO_SECTORS
|
||
from app.db.altcoin_db import (
|
||
init_db, expire_old_states, expire_old_recommendations,
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||
get_candidates_for_confirm, update_state, get_conn, create_recommendation, log_screening,
|
||
log_cron_run, update_latest_price_cache, get_recommendation_for_push,
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||
)
|
||
from app.integrations.push_orchestrator import push_mainline_state_update
|
||
from app.config.config_loader import (
|
||
get_strategy_direction,
|
||
vp_fly_params,
|
||
confirm_min_score,
|
||
confirm_volume_breakout_ratio,
|
||
confirm_atr_multipliers,
|
||
confirm_stop_loss_params,
|
||
get_strategy_params,
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||
)
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||
from app.core.opportunity_lifecycle import apply_entry_quality_gate
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||
from app.core.opportunity_level import (
|
||
attach_opportunity_level,
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||
classify_opportunity_level,
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||
level_tp_parameters,
|
||
select_level_stop_loss,
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||
)
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||
from app.core.opportunity_funnel import build_screening_detail
|
||
from app.config.config_loader import _get_section as _get_cfg_section
|
||
from app.core.pa_engine import (
|
||
classify_candles, calc_atr, find_supply_demand_zones,
|
||
find_continuous_k, detect_ignition_point, full_pa_analysis,
|
||
analyze_entry_point, detect_trend_exhaustion,
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||
)
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||
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||
exchange = ccxt.binance({"enableRateLimit": True})
|
||
REPO_ROOT = Path(__file__).resolve().parents[2]
|
||
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||
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||
def fetch_klines(symbol, timeframe, limit=200):
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||
try:
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||
ohlcv = exchange.fetch_ohlcv(symbol, timeframe, limit=limit)
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||
df = pd.DataFrame(ohlcv, columns=["timestamp", "open", "high", "low", "close", "volume"])
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||
df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
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||
return df
|
||
except Exception:
|
||
return None
|
||
|
||
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||
def symbol_recently_closed(symbol: str, hours: int = 8) -> bool:
|
||
"""检查该币种最近N小时内是否有已完成的交易（止盈/止损）。
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||
用于冷却期：刚止盈的币不宜立即追入。"""
|
||
from datetime import datetime, timezone, timedelta
|
||
from app.db.schema import get_conn
|
||
conn = get_conn()
|
||
cutoff = (datetime.now(timezone.utc) - timedelta(hours=hours)).isoformat()
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||
row = conn.execute("""
|
||
SELECT COUNT(*) FROM recommendation
|
||
WHERE symbol = %s AND status IN ('hit_tp1', 'hit_tp2', 'stopped_out')
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||
AND COALESCE(hit_tp1_time, hit_tp2_time, stopped_out_time, '') >= %s
|
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""", (symbol, cutoff)).fetchone()
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||
conn.close()
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||
return (row[0] or 0) > 0
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||
|
||
|
||
|
||
def _event_time_from_age(df, age_bars: int):
|
||
"""把 age_bars 转成K线时间，用于候选信号新鲜度判断。"""
|
||
try:
|
||
if df is None or age_bars is None:
|
||
return None
|
||
idx = len(df) - 1 - int(age_bars)
|
||
if idx < 0 or idx >= len(df):
|
||
return None
|
||
ts = df["timestamp"].iloc[idx]
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||
return ts.to_pydatetime() if hasattr(ts, "to_pydatetime") else ts
|
||
except Exception:
|
||
return None
|
||
|
||
|
||
def _is_candidate_fresh(cand, event_times, max_hours=6):
|
||
"""候选新鲜度：当前触发或新近进入候选池，避免旧结构反复确认。"""
|
||
now = datetime.now()
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||
fresh_events = []
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||
for t in event_times or []:
|
||
if not t:
|
||
continue
|
||
try:
|
||
age_h = (now - t.replace(tzinfo=None)).total_seconds() / 3600
|
||
if age_h <= max_hours:
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||
fresh_events.append({"time": t.isoformat(), "age_hours": round(age_h, 2)})
|
||
except Exception:
|
||
pass
|
||
if fresh_events:
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||
return True, "current_trigger", fresh_events
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||
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||
detected_at = cand.get("detected_at") or cand.get("updated_at") or cand.get("created_at") or ""
|
||
try:
|
||
if detected_at:
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||
age_h = (now - datetime.fromisoformat(str(detected_at).replace("Z", "").split("+")[0])).total_seconds() / 3600
|
||
if age_h <= max_hours:
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||
return True, "fresh_candidate_state", [{"time": str(detected_at), "age_hours": round(age_h, 2)}]
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||
# coin_state.detected_at 会被每轮扫描刷新，不适合作为“当前触发”。
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||
# 超过窗口后只能作为历史结构背景；是否确认必须依赖当前K线/消息等新触发。
|
||
return False, "stale_structure_background_only", [{"time": str(detected_at), "age_hours": round(age_h, 2)}]
|
||
except Exception:
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||
pass
|
||
return False, "structure_candidate_unknown_age", []
|
||
|
||
|
||
|
||
def _build_trigger_context(fresh_reason, fresh_events, vp_data=None, stale_vp_count=0, stale_1h_ignitions=None, stale_d1_ignitions=None, bp_daily=None, entry_action=""):
|
||
"""生成用户可审计的触发上下文：区分当前触发、历史背景、消息触发。"""
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||
fresh_events = fresh_events or []
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||
stale_1h_ignitions = stale_1h_ignitions or []
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||
stale_d1_ignitions = stale_d1_ignitions or []
|
||
current = []
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||
stale = []
|
||
if (vp_data or {}).get("vp_fly_count", 0) > 0:
|
||
current.append({"type": "technical", "label": "当前1H量价齐飞", "source": "binance_ohlcv_1h"})
|
||
if stale_vp_count:
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||
stale.append({"type": "technical", "label": "历史1H量价齐飞", "source": "binance_ohlcv_1h", "count": stale_vp_count})
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||
if stale_1h_ignitions:
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||
stale.append({"type": "technical", "label": "历史1H起爆点", "source": "pa_engine_1h", "count": len(stale_1h_ignitions)})
|
||
if stale_d1_ignitions:
|
||
stale.append({"type": "technical", "label": "历史日线起爆点", "source": "pa_engine_1d", "count": len(stale_d1_ignitions)})
|
||
for e in fresh_events:
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||
current.append({"type": "technical", "label": "当前结构触发", "source": "pa_engine", **e})
|
||
if (bp_daily or {}).get("detected"):
|
||
stale.append({"type": "technical_background", "label": "日线底部突破回踩背景", "source": "daily_structure"})
|
||
if fresh_reason == "stale_structure_background_only":
|
||
status = "stale_background_only"
|
||
label = "历史结构背景，缺少当前K线触发"
|
||
elif current:
|
||
status = "current_technical"
|
||
label = "当前K线/形态触发"
|
||
elif fresh_reason == "fresh_candidate_state":
|
||
status = "fresh_candidate"
|
||
label = "新近进入候选池"
|
||
else:
|
||
status = "background"
|
||
label = "结构背景观察"
|
||
return {
|
||
"trigger_status": status,
|
||
"trigger_label": label,
|
||
"fresh_reason": fresh_reason or "",
|
||
"current_triggers": current,
|
||
"stale_background": stale,
|
||
"entry_action": entry_action or "",
|
||
"is_current_opportunity": status in ("current_technical", "fresh_candidate"),
|
||
}
|
||
|
||
# ==================== 上下文数据 enrichment ====================
|
||
|
||
def _spot_to_futures(symbol):
|
||
"""BTC/USDT → BTCUSDT"""
|
||
return symbol.replace("/", "")
|
||
|
||
|
||
def fetch_derivatives_context(symbol):
|
||
"""从 Binance 期货 API 获取衍生品情绪数据。
|
||
返回: {funding_rate, open_interest_change_24h, top_trader_long_pct, top_trader_long_short_ratio}
|
||
失败时返回空 dict。
|
||
"""
|
||
futures_sym = _spot_to_futures(symbol)
|
||
ctx = {}
|
||
try:
|
||
# 1. Funding Rate
|
||
r = requests.get(
|
||
f"https://fapi.binance.com/fapi/v1/premiumIndex?symbol={futures_sym}",
|
||
timeout=5,
|
||
)
|
||
if r.status_code == 200:
|
||
ctx["funding_rate"] = float(r.json().get("lastFundingRate", 0) or 0)
|
||
except Exception:
|
||
pass
|
||
|
||
try:
|
||
# 2. Open Interest
|
||
r = requests.get(
|
||
f"https://fapi.binance.com/fapi/v1/openInterest?symbol={futures_sym}",
|
||
timeout=5,
|
||
)
|
||
if r.status_code == 200:
|
||
ctx["open_interest"] = float(r.json().get("openInterest", 0) or 0)
|
||
except Exception:
|
||
pass
|
||
|
||
try:
|
||
# 3. 大户多空比 (取最近2条，对比OI变化)
|
||
r = requests.get(
|
||
f"https://fapi.binance.com/futures/data/topLongShortAccountRatio"
|
||
f"?symbol={futures_sym}&period=5m&limit=2",
|
||
timeout=5,
|
||
)
|
||
if r.status_code == 200:
|
||
data = r.json()
|
||
if len(data) >= 1:
|
||
last = data[-1]
|
||
long_pct = round(float(last["longAccount"]) * 100, 1)
|
||
short_pct = round(float(last["shortAccount"]) * 100, 1)
|
||
ctx["top_trader_long_pct"] = long_pct
|
||
ctx["top_trader_long_short_ratio"] = (
|
||
round(long_pct / short_pct, 2) if short_pct > 0 else 0
|
||
)
|
||
except Exception:
|
||
pass
|
||
|
||
# 4. OI 24h变化（通过 openInterestHist 日线数据计算）
|
||
try:
|
||
r = requests.get(
|
||
f"https://fapi.binance.com/futures/data/openInterestHist"
|
||
f"?symbol={futures_sym}&period=1d&limit=2",
|
||
timeout=5,
|
||
)
|
||
if r.status_code == 200:
|
||
hist = r.json()
|
||
if len(hist) >= 2:
|
||
oi_yesterday = float(hist[0].get("sumOpenInterestValue", 0) or 0)
|
||
oi_today = float(hist[1].get("sumOpenInterestValue", 0) or 0)
|
||
if oi_yesterday > 0:
|
||
ctx["open_interest_change_24h"] = round(
|
||
(oi_today - oi_yesterday) / oi_yesterday * 100, 1
|
||
)
|
||
except Exception:
|
||
pass
|
||
|
||
# 兜底：没有 OI 24h 变化时标 0
|
||
if "open_interest_change_24h" not in ctx:
|
||
ctx["open_interest_change_24h"] = 0
|
||
|
||
return ctx
|
||
|
||
|
||
def compute_market_context(h1_df, price):
|
||
"""从已有 1H K线计算市场热度上下文。
|
||
返回: {volume_24h, turnover_acceleration_1h, turnover_acceleration_4h, change_24h}
|
||
"""
|
||
ctx = {}
|
||
try:
|
||
if h1_df is None or len(h1_df) < 2:
|
||
return ctx
|
||
|
||
# 24h成交量（近24根1H K线）
|
||
recent_24h = h1_df.tail(24)
|
||
ctx["volume_24h"] = round(float(recent_24h["volume"].sum()), 0)
|
||
|
||
# 1H量能加速：最新1根 vs 近20根均值
|
||
avg_vol_1h = float(h1_df["volume"].rolling(20).mean().iloc[-1])
|
||
if avg_vol_1h > 0:
|
||
ctx["turnover_acceleration_1h"] = round(
|
||
float(h1_df["volume"].iloc[-1]) / avg_vol_1h, 2
|
||
)
|
||
else:
|
||
ctx["turnover_acceleration_1h"] = 1.0
|
||
|
||
# 4H量能加速：近4根 vs 近12根均值
|
||
if len(h1_df) >= 16:
|
||
recent_4h_vol = float(h1_df["volume"].tail(4).sum())
|
||
prev_12h_vol = float(h1_df["volume"].iloc[-16:-4].sum()) / 3 # 每4H均值
|
||
if prev_12h_vol > 0:
|
||
ctx["turnover_acceleration_4h"] = round(
|
||
recent_4h_vol / 4 / (prev_12h_vol / 4), 2
|
||
)
|
||
else:
|
||
ctx["turnover_acceleration_4h"] = 1.0
|
||
else:
|
||
ctx["turnover_acceleration_4h"] = float(ctx.get("turnover_acceleration_1h", 1.0))
|
||
|
||
# 24h涨跌
|
||
if len(h1_df) >= 24:
|
||
price_24h_ago = float(h1_df["close"].iloc[-24])
|
||
if price_24h_ago > 0:
|
||
ctx["change_24h"] = round((price - price_24h_ago) / price_24h_ago * 100, 1)
|
||
else:
|
||
ctx["change_24h"] = 0
|
||
else:
|
||
ctx["change_24h"] = 0
|
||
|
||
except Exception:
|
||
pass
|
||
return ctx
|
||
|
||
|
||
def compute_sector_context(symbol, cand_detail=None):
|
||
"""用 sector_map.py 推断板块联动上下文。
|
||
优先使用粗筛/细筛已计算的 sector_context，兜底自行推断。
|
||
返回: {sectors, hot_sectors, leader_symbol, leader_move_pct}
|
||
"""
|
||
ctx = {}
|
||
try:
|
||
sectors = get_sector_for_coin(symbol)
|
||
ctx["sectors"] = sectors
|
||
|
||
# 优先使用上游已计算的 sector_context（粗筛/细筛已做板块龙头检测）
|
||
upstream = (cand_detail or {}).get("sector_context") or {}
|
||
upstream_hot = upstream.get("hot_sectors") or []
|
||
upstream_leader = upstream.get("leader_symbol") or ""
|
||
|
||
if upstream_hot:
|
||
ctx["hot_sectors"] = upstream_hot
|
||
elif sectors:
|
||
ctx["hot_sectors"] = sectors[:1]
|
||
else:
|
||
ctx["hot_sectors"] = []
|
||
|
||
if upstream_leader:
|
||
ctx["leader_symbol"] = upstream_leader
|
||
else:
|
||
ctx["leader_symbol"] = ""
|
||
|
||
# leader_move_pct：优先上游 sector_context.leader_pct，兜底本币24h涨跌
|
||
upstream_leader_pct = upstream.get("leader_pct")
|
||
if upstream_leader_pct is not None and upstream_leader_pct != 0:
|
||
ctx["leader_move_pct"] = round(float(upstream_leader_pct), 1)
|
||
else:
|
||
ctx["leader_move_pct"] = round(
|
||
float((cand_detail or {}).get("change_24h", 0) or 0), 1
|
||
)
|
||
except Exception:
|
||
pass
|
||
return ctx
|
||
|
||
|
||
# ==================== 确认逻辑 ====================
|
||
|
||
def detect_volume_price_fly_1h(df_1h):
|
||
"""确认层量价齐飞检测。
|
||
|
||
“1H量价齐飞”必须是当前/近当前信号，默认只承认最近2根1H K线；
|
||
更早的放量阳线属于历史爆发背景，不能继续作为当前爆发确认。
|
||
"""
|
||
if df_1h is None or len(df_1h) < 20:
|
||
return {"vp_fly_count": 0, "max_vol_ratio": 0, "vp_fly_details": [], "stale_vp_fly_details": []}
|
||
|
||
vp_cfg = vp_fly_params()
|
||
avg_vol = df_1h["volume"].rolling(20).mean().iloc[-1]
|
||
recent = df_1h.tail(12)
|
||
vp_fly_count = 0
|
||
max_vol_ratio = 0
|
||
vp_fly_details = []
|
||
stale_vp_fly_details = []
|
||
max_signal_age_hours = vp_cfg.get("max_signal_age_hours", 1)
|
||
|
||
for i, (_, row) in enumerate(recent.iterrows()):
|
||
vol_ratio = row["volume"] / avg_vol if avg_vol > 0 else 0
|
||
body_pct = abs(row["close"] - row["open"]) / (row["high"] - row["low"] + 0.00001) * 100
|
||
direction = 1 if row["close"] > row["open"] else -1
|
||
age_hours = len(recent) - 1 - i
|
||
max_vol_ratio = max(max_vol_ratio, vol_ratio)
|
||
|
||
if vol_ratio >= vp_cfg.get("vol_ratio_min", 5.0) and body_pct >= vp_cfg.get("body_ratio_min", 0.70) * 100 and direction == 1:
|
||
detail = {"vol_ratio": round(vol_ratio, 1), "body_pct": round(body_pct, 0), "age_hours": age_hours, "direction": "阳"}
|
||
if age_hours <= max_signal_age_hours:
|
||
vp_fly_count += 1
|
||
vp_fly_details.append(detail)
|
||
else:
|
||
detail["stale"] = True
|
||
stale_vp_fly_details.append(detail)
|
||
|
||
return {
|
||
"vp_fly_count": vp_fly_count,
|
||
"max_vol_ratio": round(max_vol_ratio, 1),
|
||
"vp_fly_details": vp_fly_details,
|
||
"stale_vp_fly_details": stale_vp_fly_details,
|
||
"stale_vp_fly_count": len(stale_vp_fly_details),
|
||
"latest_vp_age_hours": min((d.get("age_hours", 999) for d in vp_fly_details), default=None),
|
||
}
|
||
|
||
|
||
def _recent_pa_items(items, max_age_bars, direction=None):
|
||
"""过滤 PA 事件：只把当前/近当前事件当成触发信号。"""
|
||
result = []
|
||
stale = []
|
||
for item in items or []:
|
||
if direction is not None and item.get("direction") != direction:
|
||
continue
|
||
age = item.get("age_bars")
|
||
if age is None and item.get("index") is not None:
|
||
# 兼容旧结构：调用方传入的是 full_pa_analysis 当前窗口结果，index 可推断相对位置。
|
||
age = 999
|
||
if age is not None and age <= max_age_bars:
|
||
result.append(item)
|
||
else:
|
||
stale.append(item)
|
||
return result, stale
|
||
|
||
|
||
def detect_breakout_pullback(df, timeframe="1d"):
|
||
"""日线/周线底部突破回踩检测（经典安全形态）。
|
||
模式：底部形成 → 放量突破关键阻力 → 回踩不破 → 起爆确认。
|
||
返回: {detected, score, signals, entry_zone, stop_level, quality}
|
||
"""
|
||
result = {"detected": False, "score": 0, "signals": [], "entry_zone": None, "stop_level": None, "quality": ""}
|
||
if df is None or len(df) < 50:
|
||
return result
|
||
|
||
closes = df["close"].values
|
||
highs = df["high"].values
|
||
lows = df["low"].values
|
||
volumes = df["volume"].values
|
||
|
||
# 1. 找波段低点（局部最小值，左右各5根K线）
|
||
swing_lows = []
|
||
for i in range(10, len(closes) - 5):
|
||
if lows[i] == min(lows[i-10:i+5]):
|
||
swing_lows.append({"idx": i, "low": lows[i], "close": closes[i]})
|
||
|
||
if len(swing_lows) < 2:
|
||
return result
|
||
|
||
# 2. 找最近的重要底部（最低的低点）
|
||
recent_lows = [sl for sl in swing_lows if sl["idx"] >= len(closes) - 60]
|
||
if not recent_lows:
|
||
recent_lows = swing_lows[-5:]
|
||
bottom = min(recent_lows, key=lambda x: x["low"])
|
||
|
||
# 3. 找底部之后的第一个波段高点（突破目标）
|
||
swing_highs = []
|
||
for i in range(10, len(closes) - 5):
|
||
if highs[i] == max(highs[i-10:i+5]):
|
||
swing_highs.append({"idx": i, "high": highs[i]})
|
||
|
||
# 取底部之后的波段高点
|
||
post_bottom_highs = [sh for sh in swing_highs if sh["idx"] > bottom["idx"] and sh["idx"] < len(closes) - 5]
|
||
if not post_bottom_highs:
|
||
# 用底部到现在的最高点
|
||
max_idx = bottom["idx"] + np.argmax(highs[bottom["idx"]:])
|
||
post_bottom_highs = [{"idx": int(max_idx), "high": highs[int(max_idx)]}]
|
||
|
||
breakout_level = post_bottom_highs[0]["high"]
|
||
|
||
# 4. 检查突破：最近20根内是否有收盘价超过突破位
|
||
recent_closes = closes[-20:]
|
||
broke_out = any(c > breakout_level * 1.005 for c in recent_closes) # 0.5% buffer
|
||
if not broke_out:
|
||
return result
|
||
|
||
# 5. 检查回踩：突破后是否有回落，但现在是否稳在突破位之上
|
||
current_price = closes[-1]
|
||
recent_lows_arr = lows[-10:]
|
||
pullback_low = min(recent_lows_arr)
|
||
|
||
# 回踩幅度 = (突破后最高 - 回踩最低) / 突破位
|
||
post_breakout_high = max(highs[-20:])
|
||
pullback_pct = (post_breakout_high - pullback_low) / breakout_level * 100 if breakout_level > 0 else 0
|
||
|
||
# 当前价格必须稳在突破位上方（或轻微跌破但快速收回）
|
||
holding = current_price >= breakout_level * 0.98
|
||
|
||
if not holding and pullback_low < breakout_level * 0.96:
|
||
return result # 跌破了，形态失败
|
||
|
||
# 6. 评分
|
||
score = 0
|
||
signals = []
|
||
|
||
# ---- 底部质量（K线形态+量价关系，替代数天数） ----
|
||
bottom_idx = bottom["idx"]
|
||
bottom_price = float(bottom["low"])
|
||
|
||
# 底部观察窗口：底部K线前后各15根
|
||
zone_start = max(0, bottom_idx - 15)
|
||
zone_end = min(len(closes), bottom_idx + 15)
|
||
zone_closes = closes[zone_start:zone_end]
|
||
|
||
# ① 底部附近量缩（卖盘枯竭）
|
||
pre_vol = np.mean(volumes[max(0, bottom_idx - 20):bottom_idx]) if bottom_idx >= 20 else np.mean(volumes[:bottom_idx])
|
||
post_vol = np.mean(volumes[bottom_idx:min(len(volumes), bottom_idx + 10)])
|
||
vol_shrink_ratio = post_vol / pre_vol if pre_vol > 0 else 1
|
||
if vol_shrink_ratio <= 0.7:
|
||
score += 4
|
||
signals.append(f"{timeframe} 底部缩量({vol_shrink_ratio:.1f}x)")
|
||
elif vol_shrink_ratio <= 0.9:
|
||
score += 2
|
||
signals.append(f"{timeframe} 底部量稳({vol_shrink_ratio:.1f}x)")
|
||
|
||
# ② K线实体收窄（多空平衡）
|
||
df_opens = df["open"].values[zone_start:zone_end]
|
||
df_closes = zone_closes
|
||
bodies_arr = np.abs(df_closes - df_opens)
|
||
body_mean = np.mean(bodies_arr)
|
||
body_recent_mean = np.mean(np.abs(closes[max(0, len(closes)-20):] - df["open"].values[max(0, len(closes)-20):]))
|
||
body_shrink = body_mean / body_recent_mean if body_recent_mean > 0 else 1
|
||
if body_shrink <= 0.6:
|
||
score += 3
|
||
signals.append(f"{timeframe} K线缩量收敛")
|
||
|
||
# ③ 反转形态检测（底部附近找锤子线/吞没）
|
||
reversal_found = False
|
||
for i in range(max(0, bottom_idx - 3), min(len(closes), bottom_idx + 3)):
|
||
o = float(df["open"].values[i])
|
||
c = float(closes[i])
|
||
h = float(highs[i])
|
||
l = float(lows[i])
|
||
body = abs(c - o)
|
||
upper_wick = h - max(o, c)
|
||
lower_wick = min(o, c) - l
|
||
total_range = h - l if h > l else 0.0001
|
||
if body < total_range * 0.3 and lower_wick > body * 2 and c > o:
|
||
reversal_found = True
|
||
signals.append(f"{timeframe} 锤子线反转")
|
||
score += 3
|
||
break
|
||
if i > 0:
|
||
prev_o = float(df["open"].values[i-1])
|
||
prev_c = float(closes[i-1])
|
||
if prev_c < prev_o and c > o and c > prev_o and o < prev_c:
|
||
reversal_found = True
|
||
signals.append(f"{timeframe} 看涨吞没")
|
||
score += 4
|
||
break
|
||
if not reversal_found:
|
||
# Check for morning star (3-candle pattern)
|
||
for i in range(max(0, bottom_idx - 5), min(len(closes) - 2, bottom_idx + 1)):
|
||
c1 = float(closes[i])
|
||
c2 = float(closes[i+1])
|
||
c3 = float(closes[i+2])
|
||
o1 = float(df["open"].values[i])
|
||
o3 = float(df["open"].values[i+2])
|
||
if (c1 < o1) and abs(c2 - o1) < abs(c1 - o1) * 0.5 and c3 > o3 and c3 > c1:
|
||
reversal_found = True
|
||
signals.append(f"{timeframe} 晨星反转")
|
||
score += 4
|
||
break
|
||
|
||
# ④ 底部后主力吸筹（阳线放量 > 阴线量）
|
||
up_vols = []
|
||
down_vols = []
|
||
for i in range(bottom_idx, min(len(closes), bottom_idx + 15)):
|
||
if float(closes[i]) >= float(df["open"].values[i]):
|
||
up_vols.append(float(volumes[i]))
|
||
else:
|
||
down_vols.append(float(volumes[i]))
|
||
if up_vols and down_vols:
|
||
up_avg = np.mean(up_vols)
|
||
down_avg = np.mean(down_vols)
|
||
if up_avg > down_avg * 1.3:
|
||
score += 3
|
||
signals.append(f"{timeframe} 阳线放量吸筹({up_avg/down_avg:.1f}x)")
|
||
elif up_avg > down_avg:
|
||
score += 1
|
||
|
||
# ⑤ 二次回踩量更小（抛压消失）
|
||
bottom_zone = bottom_price * 1.03
|
||
touches = []
|
||
for i in range(bottom_idx + 5, len(lows)):
|
||
if float(lows[i]) <= bottom_zone and i > bottom_idx + 3:
|
||
touches.append((i, float(volumes[i])))
|
||
if len(touches) >= 2:
|
||
first_touch_vol = touches[0][1]
|
||
last_touch_vol = touches[-1][1]
|
||
if last_touch_vol < first_touch_vol * 0.7:
|
||
score += 4
|
||
signals.append(f"{timeframe} 回踩缩量确认({len(touches)}次)")
|
||
elif len(touches) >= 2:
|
||
score += 2
|
||
signals.append(f"{timeframe} 多次回踩({len(touches)}次)")
|
||
elif len(touches) == 1:
|
||
score += 1
|
||
|
||
# ⑥ 底部形成时间（距离越远=越充分，但权重降低）
|
||
bars_from_bottom = len(closes) - bottom_idx
|
||
if bars_from_bottom >= 30:
|
||
score += 2
|
||
signals.append(f"{timeframe} 筑底{bars_from_bottom}根")
|
||
elif bars_from_bottom >= 15:
|
||
score += 1
|
||
|
||
# 突破放量确认（最新1根量 vs 近30日中位数，≥3x才叫放量）
|
||
breakout_vol = float(volumes[-1])
|
||
avg_vol = float(np.median(volumes[-30:])) if len(volumes) >= 30 else float(np.mean(volumes[-20:]))
|
||
vol_ratio = breakout_vol / avg_vol if avg_vol > 0 else 1
|
||
if vol_ratio >= 3.0:
|
||
score += 6
|
||
signals.append(f"{timeframe} 突破放量({vol_ratio:.1f}x)")
|
||
elif vol_ratio >= 2.0:
|
||
score += 3
|
||
signals.append(f"{timeframe} 突破量能确认({vol_ratio:.1f}x)")
|
||
|
||
# 回踩质量（浅回踩=强支撑）
|
||
if pullback_pct <= 3:
|
||
score += 5
|
||
signals.append(f"{timeframe} 浅回踩({pullback_pct:.1f}%)")
|
||
elif pullback_pct <= 6:
|
||
score += 3
|
||
signals.append(f"{timeframe} 正常回踩({pullback_pct:.1f}%)")
|
||
else:
|
||
score += 1
|
||
|
||
# 当前价站稳突破位上方
|
||
price_above_breakout = (current_price - breakout_level) / breakout_level * 100
|
||
if price_above_breakout >= 1:
|
||
score += 3
|
||
signals.append(f"{timeframe} 站稳突破位+{price_above_breakout:.1f}%")
|
||
elif price_above_breakout >= 0:
|
||
score += 2
|
||
elif price_above_breakout >= -2:
|
||
score += 1
|
||
signals.append(f"{timeframe} 回踩突破位(-{abs(price_above_breakout):.1f}%)")
|
||
|
||
# 质量评价
|
||
if score >= 15:
|
||
quality = "优质"
|
||
elif score >= 10:
|
||
quality = "良好"
|
||
elif score >= 6:
|
||
quality = "可观察"
|
||
else:
|
||
quality = "弱"
|
||
|
||
result["detected"] = True
|
||
result["score"] = score
|
||
result["signals"] = signals
|
||
result["entry_zone"] = round(float(breakout_level), 6)
|
||
result["stop_level"] = round(float(bottom["low"] * 0.97), 6) # 止损设在底部下方3%
|
||
result["quality"] = quality
|
||
return result
|
||
|
||
|
||
def confirm_burst(symbol, cand):
|
||
"""对单个候选做爆发确认（v1.7.0：强共振旁路+量价齐飞双门控）
|
||
cand: coin_state行数据，含leader_status/detail_json等
|
||
确认条件=量价齐飞K≥1 OR (起爆点≥10× + 蓄力≥4根 + 辅助信号≥1)
|
||
不用MACD/RSI/均线
|
||
"""
|
||
score = 0
|
||
signals = []
|
||
confirmed = False
|
||
entry_plan = {}
|
||
|
||
# 提取cand数据（v1.7.0：用于辅助信号检测）
|
||
cand_detail = json.loads(cand.get("detail_json", "{}"))
|
||
leader_status = cand.get("leader_status", "")
|
||
|
||
h1_df = fetch_klines(symbol, "1h", limit=100)
|
||
m15_df = fetch_klines(symbol, "15m", limit=100)
|
||
h4_df = fetch_klines(symbol, "4h", limit=100)
|
||
d1_df = fetch_klines(symbol, "1d", limit=120) # 日线趋势安全检查+突破回踩
|
||
current_trigger_times = []
|
||
|
||
if h1_df is None or len(h1_df) < 50:
|
||
return {"confirmed": False, "score": 0, "signals": ["数据不足"], "entry_plan": {},
|
||
"pa_1h": {}, "pa_15min": {}, "pa_1d": {}, "m30_aligned": False,
|
||
"market_context": {}, "derivatives_context": {}, "sector_context": {}}
|
||
|
||
price = float(h1_df["close"].iloc[-1])
|
||
atr_1h = calc_atr(h1_df, 14)
|
||
confirm_cfg = _get_cfg_section("confirm")
|
||
pa_recency_cfg = confirm_cfg.get("pa_recency", {})
|
||
|
||
# ---- 1H量价行为（核心前瞻信号） ----
|
||
vol_avg = float(h1_df["volume"].rolling(20).mean().iloc[-1])
|
||
vol_latest = float(h1_df["volume"].iloc[-1])
|
||
vol_ratio = vol_latest / vol_avg if vol_avg > 0 else 1
|
||
|
||
vp_data = detect_volume_price_fly_1h(h1_df)
|
||
vp_fly_count = vp_data["vp_fly_count"]
|
||
for d in vp_data.get("vp_fly_details", []):
|
||
t = _event_time_from_age(h1_df, d.get("age_hours"))
|
||
if t:
|
||
current_trigger_times.append(t)
|
||
stale_vp_count = vp_data.get("stale_vp_fly_count", 0)
|
||
|
||
# 量价齐飞K≥2 → 极强确认
|
||
if vp_fly_count >= 2:
|
||
signals.append(f"1H {vp_fly_count}根量价齐飞K(最强确认)")
|
||
score += 8
|
||
elif vp_fly_count == 1:
|
||
signals.append(f"1H 量价齐飞K(量{vp_data['max_vol_ratio']}x)")
|
||
score += 5
|
||
elif vp_data.get("stale_vp_fly_count", 0) > 0:
|
||
stale = vp_data.get("stale_vp_fly_details", [{}])[0]
|
||
signals.append(f"1H历史放量阳线已过期({stale.get('age_hours')}小时前, 量{stale.get('vol_ratio')}x)")
|
||
|
||
# 1H放量≥3x（但不是量价齐飞=量价背离）
|
||
if vol_ratio >= 3 and vp_fly_count == 0:
|
||
signals.append(f"1H放量({vol_ratio:.1f}x)但无量价齐飞(量价背离)")
|
||
score += 1 # 低权重：量价背离是假信号
|
||
|
||
# ---- PA引擎：4H级别（阻力/支撑） ----
|
||
pa_4h = full_pa_analysis(h4_df, "4h") if h4_df is not None and len(h4_df) >= 30 else {}
|
||
|
||
h4_zones = pa_4h.get("zones", [])
|
||
high_q_supply = [z for z in h4_zones if z["type"] == "supply" and z["q_score"] >= 7]
|
||
resistance = None
|
||
if high_q_supply:
|
||
resistance = high_q_supply[0]["top"]
|
||
|
||
# ---- v1.7.7: 日线 PA 全分析（供需区 + 起爆点 + 动K，高权重）----
|
||
# 日线是最大的时间框架，信号强度远高于小时级
|
||
pa_1d = {}
|
||
d1_zones = []
|
||
if d1_df is not None and len(d1_df) >= 50:
|
||
pa_1d = full_pa_analysis(d1_df, "1d")
|
||
d1_zones = pa_1d.get("zones", [])
|
||
|
||
# 日线起爆点：只承认最近1根日线内发生；更早的日线起爆属于背景，不当作当前触发。
|
||
d1_ignitions = pa_1d.get("ignition_points", [])
|
||
recent_d1_ignitions, stale_d1_ignitions = _recent_pa_items(d1_ignitions, confirm_cfg.get("pa_recency", {}).get("d1_ignition_max_age_bars", 1))
|
||
for ig in recent_d1_ignitions[-3:]:
|
||
if ig["direction"] == 1:
|
||
signals.append(f"日线 {ig['signal_type']}(强度{ig['strength_ratio']}×)")
|
||
score += 6 # 日线×1.5 vs 4H的+4
|
||
elif ig["direction"] == -1:
|
||
signals.append(f"日线 {ig['signal_type']}(强度{ig['strength_ratio']}×)")
|
||
score += 3
|
||
for ig in recent_d1_ignitions:
|
||
if ig.get("direction") == 1:
|
||
t = _event_time_from_age(d1_df, ig.get("age_bars"))
|
||
if t:
|
||
current_trigger_times.append(t)
|
||
if stale_d1_ignitions:
|
||
ig = stale_d1_ignitions[-1]
|
||
signals.append(f"日线历史起爆点已过期({ig.get('age_bars', '?')}根前, 强度{ig.get('strength_ratio')}×)")
|
||
|
||
# 日线连续动K(阳) — 日线趋势确认
|
||
d1_candles = pa_1d.get("candles_class", [])
|
||
recent_d1 = d1_candles[-5:] if len(d1_candles) >= 5 else d1_candles
|
||
dy_d1 = sum(1 for c in recent_d1 if c["type"] == "dynamic" and c["direction"] == 1)
|
||
if dy_d1 >= 3:
|
||
signals.append(f"日线 {dy_d1}动K(阳)趋势确认")
|
||
score += 5
|
||
elif dy_d1 >= 1:
|
||
signals.append(f"日线 {dy_d1}动K(阳)")
|
||
score += 2
|
||
|
||
# 日线需求区反弹 — 最强结构信号
|
||
d1_demand = [z for z in d1_zones if z["type"] == "demand" and z["q_score"] >= 5]
|
||
if d1_demand and price > 0:
|
||
nearest = min(d1_demand, key=lambda z: abs(z["top"] - price))
|
||
if nearest["top"] < price < nearest["top"] * 1.15:
|
||
signals.append(f"日线需求区反弹(Q={nearest['q_score']} ${nearest['top']:.4f})")
|
||
score += 6
|
||
|
||
# ---- 1H放量突破4H高质量阻力 ----
|
||
breakout_confirmed = False
|
||
if resistance and vol_ratio >= confirm_volume_breakout_ratio():
|
||
prev_close_1h = float(h1_df["close"].iloc[-2])
|
||
if price > resistance and prev_close_1h < resistance:
|
||
q_info = f"Q={high_q_supply[0]['q_score']}" if high_q_supply else ""
|
||
signals.append(f"1H放量突破阻力${resistance:.4f}({q_info} 量{vol_ratio:.1f}x)")
|
||
breakout_confirmed = True
|
||
elif vol_ratio >= 5:
|
||
# 5x以上放量即有效突破（山寨币历史数据不足以形成阻力区）
|
||
signals.append(f"1H极放量({vol_ratio:.1f}x)")
|
||
score += 2
|
||
|
||
# ---- PA引擎：1H级别分析 ----
|
||
pa_1h = full_pa_analysis(h1_df, "1h") if atr_1h > 0 else {}
|
||
|
||
# ---- PA起爆点检测(1H)：只承认最近2根1H内发生 ----
|
||
pa_1h_ignitions = pa_1h.get("ignition_points", [])
|
||
recent_1h_ignitions, stale_1h_ignitions = _recent_pa_items(
|
||
pa_1h_ignitions,
|
||
pa_recency_cfg.get("h1_ignition_max_age_bars", 1),
|
||
)
|
||
ignition_confirmed = False
|
||
for ig in recent_1h_ignitions[-3:]:
|
||
if ig["direction"] == 1:
|
||
signals.append(f"1H {ig['signal_type']}(强度{ig['strength_ratio']}×)")
|
||
score += 4
|
||
ignition_confirmed = True
|
||
elif ig["direction"] == -1:
|
||
signals.append(f"1H {ig['signal_type']}(强度{ig['strength_ratio']}×)")
|
||
score += 2
|
||
for ig in recent_1h_ignitions:
|
||
if ig.get("direction") == 1:
|
||
t = _event_time_from_age(h1_df, ig.get("age_bars"))
|
||
if t:
|
||
current_trigger_times.append(t)
|
||
if stale_1h_ignitions:
|
||
ig = stale_1h_ignitions[-1]
|
||
signals.append(f"1H历史起爆点已过期({ig.get('age_bars', '?')}根前, 强度{ig.get('strength_ratio')}×)")
|
||
|
||
# ---- 1H动K(阳)+量递增 ----
|
||
pa_1h_candles = pa_1h.get("candles_class", [])
|
||
recent_1h = pa_1h_candles[-6:] if len(pa_1h_candles) >= 6 else pa_1h_candles
|
||
dy_1h = sum(1 for c in recent_1h if c["type"] == "dynamic" and c["direction"] == 1)
|
||
if dy_1h >= 3:
|
||
recent_1h_df = h1_df.tail(dy_1h + 1)
|
||
vol_increasing = True
|
||
for i in range(1, len(recent_1h_df)):
|
||
if float(recent_1h_df["volume"].iloc[i]) < float(recent_1h_df["volume"].iloc[i-1]):
|
||
vol_increasing = False
|
||
break
|
||
if vol_increasing:
|
||
signals.append(f"1H {dy_1h}动K(阳)+量递增")
|
||
score += 3
|
||
else:
|
||
signals.append(f"1H {dy_1h}动K(阳)")
|
||
score += 1
|
||
|
||
# ---- 1H趋势衰减检测 ----
|
||
pa_1h_exhaustion = pa_1h.get("trend_exhaustion", {})
|
||
if pa_1h_exhaustion.get("exhausted"):
|
||
for es in pa_1h_exhaustion.get("signals", []):
|
||
signals.append(f"⚠️ {es}")
|
||
if pa_1h_exhaustion["severity"] == "high":
|
||
score -= 3
|
||
elif pa_1h_exhaustion["severity"] == "medium":
|
||
score -= 1
|
||
|
||
# ---- v1.7.7: 30min 桥接（填补 1H→15min 缺口）----
|
||
# 30min 是中间周期：确认 1H 趋势在中等周期是否有结构支撑
|
||
m30_df = fetch_klines(symbol, "30m", limit=60)
|
||
m30_aligned = False
|
||
if m30_df is not None and len(m30_df) >= 30 and atr_1h > 0:
|
||
pa_30min = full_pa_analysis(m30_df, "30m")
|
||
m30_candles = pa_30min.get("candles_class", [])
|
||
recent_30 = m30_candles[-8:] if len(m30_candles) >= 8 else m30_candles
|
||
dy_30 = sum(1 for c in recent_30 if c["type"] == "dynamic" and c["direction"] == 1)
|
||
st_30 = sum(1 for c in recent_30 if c["type"] == "static")
|
||
|
||
# 30min 与 1H 方向对齐：阳动K≥3 且 阴动K≤1
|
||
if dy_30 >= 3 and sum(1 for c in recent_30 if c["type"] == "dynamic" and c["direction"] == -1) <= 1:
|
||
signals.append(f"30min {dy_30}阳动K(与1H共振)")
|
||
score += 3
|
||
m30_aligned = True
|
||
elif st_30 >= 4 and dy_30 >= 1:
|
||
# 30min 蓄力中（静K多+少量动K）— 待突破，不加分但也不扣
|
||
signals.append(f"30min 蓄力({st_30}静K+{dy_30}阳动K)")
|
||
m30_aligned = True # 不扣分，视为中性偏多
|
||
elif sum(1 for c in recent_30 if c["type"] == "dynamic" and c["direction"] == -1) >= 3:
|
||
signals.append("⚠️ 30min 阴动K≥3(与1H背离)")
|
||
score -= 2
|
||
# else: 无明确信号，不干预
|
||
|
||
# ---- PA引擎：15min入场点分析 ----
|
||
pa_15min_result = {}
|
||
entry_action = "等回踩" # 默认保守，PA引擎会覆盖
|
||
# v1.7.8: PA引擎始终调用（有15min数据即可），不再依赖 direction 变量
|
||
# direction=0 时仍可基于 h1_df + m15_df 独立判断入场时机
|
||
direction = 1 if (vp_fly_count >= 1 or ignition_confirmed or breakout_confirmed) else 0
|
||
if m15_df is not None and len(m15_df) >= 20 and atr_1h > 0:
|
||
# 始终调用 PA 引擎，不限制 direction。PA 内部自己判断即刻买入/等回踩/放弃
|
||
pa_15min_result = analyze_entry_point(
|
||
h1_df=h1_df, m15_df=m15_df, atr_1h=atr_1h,
|
||
zones_4h=h4_zones if h4_zones else [], direction=max(direction, 1),
|
||
)
|
||
entry_action = pa_15min_result.get("action", "等回踩")
|
||
|
||
if pa_15min_result.get("breakout_k_info"):
|
||
bk = pa_15min_result["breakout_k_info"]
|
||
t = _event_time_from_age(m15_df, bk.get("age_bars"))
|
||
if t:
|
||
current_trigger_times.append(t)
|
||
atr_ratio = bk.get("atr_ratio", 0)
|
||
if atr_ratio > 2.0:
|
||
signals.append(f"15min 强突破K线(ATR×{atr_ratio:.1f})")
|
||
score += 3
|
||
elif atr_ratio > 1.5:
|
||
signals.append(f"15min 突破K线(ATR×{atr_ratio:.1f})")
|
||
score += 2
|
||
|
||
if pa_15min_result.get("pullback_info"):
|
||
pb = pa_15min_result["pullback_info"]
|
||
signals.append(f"15min 回踩确认(${pb.get('low', 0):.4f}→${pb.get('high', 0):.4f})")
|
||
score += 2
|
||
|
||
if pa_15min_result.get("false_breakout"):
|
||
signals.append("⚠️ 15min假突破！排除")
|
||
score -= 5
|
||
|
||
if entry_action == "即刻买入":
|
||
signals.append("🟢 15min即刻入场信号")
|
||
score += 3
|
||
elif entry_action == "等回踩":
|
||
wait_price = pa_15min_result.get("wait_price", 0)
|
||
if wait_price > 0:
|
||
signals.append(f"🟡 15min等回踩到${wait_price:.4f}")
|
||
elif entry_action == "放弃":
|
||
signals.append("🔴 15min无入场信号")
|
||
|
||
# ---- 日线底部突破回踩检测（提前到门控前，供高位过滤器复用）----
|
||
# 复用已拉取的 d1_df，零额外API调用
|
||
bp_daily = {"detected": False}
|
||
try:
|
||
if d1_df is not None and len(d1_df) >= 50:
|
||
bp_daily = detect_breakout_pullback(d1_df, "日线")
|
||
except Exception:
|
||
pass
|
||
|
||
# ---- 底部突破回踩加分（必须在最终确认判定前生效）----
|
||
if bp_daily.get("detected"):
|
||
signals.extend(bp_daily.get("signals", []))
|
||
score += min(bp_daily["score"], 12)
|
||
|
||
# ---- 最终确认判定（v1.7.0：双门控 — 量价齐飞 OR 强共振旁路）----
|
||
# 门控A：量价齐飞K ≥1（保留，历史最可靠）
|
||
# 门控B：强共振旁路 — 起爆点≥10× + 蓄力≥4根 + 辅助信号≥1
|
||
# WIF案例: 起爆点15×+板块联动→等2天才放量，$0.193→$0.211(+9.3%)
|
||
fresh_ok, fresh_reason, fresh_events = _is_candidate_fresh(
|
||
cand,
|
||
current_trigger_times,
|
||
max_hours=confirm_cfg.get("current_trigger_max_age_hours", 6),
|
||
)
|
||
if not fresh_ok:
|
||
signals.append("⛔ 候选过期：无近6小时当前触发，避免旧结构反复确认")
|
||
confirmed = fresh_ok and (vp_fly_count >= 1)
|
||
if not confirmed and fresh_ok:
|
||
# 旧放量/旧起爆不能直接确认；但如果当前 15min/日线/结构给出强分，
|
||
# 允许作为“历史强背景 + 当前结构确认”。避免修复时效后把所有结构型机会一刀切为0。
|
||
structure_gate_score = confirm_cfg.get("structure_gate_min_score", 12)
|
||
current_trigger_ok = bool(current_trigger_times)
|
||
recent_candidate_ok = (fresh_reason == "fresh_candidate_state")
|
||
if score >= structure_gate_score and entry_action in ("即刻买入", "可即刻买入") and (current_trigger_ok or recent_candidate_ok):
|
||
if fresh_reason != "stale_structure_background_only" and (stale_vp_count > 0 or stale_1h_ignitions or stale_d1_ignitions or bp_daily.get("detected")):
|
||
signals.append(f"🟡 历史强背景+当前结构确认(score≥{structure_gate_score})")
|
||
confirmed = True
|
||
|
||
# ---- v1.7.0: 强共振旁路（在量价齐飞门控未过时启用）----
|
||
bypass_confirmed = False
|
||
if fresh_ok and not confirmed:
|
||
bypass_cfg = _get_cfg_section("confirm").get("strong_resonance_bypass", {})
|
||
if bypass_cfg.get("enabled", True):
|
||
# 1. 最大起爆点强度（1H + 4H + 日线）
|
||
max_ig_strength = 0
|
||
for ig in recent_1h_ignitions[-5:]:
|
||
if ig.get("direction") == 1:
|
||
max_ig_strength = max(max_ig_strength, ig.get("strength_ratio", 0))
|
||
if pa_4h:
|
||
pa_4h_ignitions = pa_4h.get("ignition_points", [])
|
||
recent_4h_ignitions, _ = _recent_pa_items(pa_4h_ignitions, pa_recency_cfg.get("h4_ignition_max_age_bars", 1))
|
||
for ig in recent_4h_ignitions[-5:]:
|
||
if ig.get("direction") == 1:
|
||
max_ig_strength = max(max_ig_strength, ig.get("strength_ratio", 0))
|
||
if pa_1d:
|
||
d1_ignitions = pa_1d.get("ignition_points", [])
|
||
recent_d1_for_bypass, _ = _recent_pa_items(d1_ignitions, pa_recency_cfg.get("d1_ignition_max_age_bars", 1))
|
||
for ig in recent_d1_for_bypass[-5:]:
|
||
if ig.get("direction") == 1:
|
||
max_ig_strength = max(max_ig_strength, ig.get("strength_ratio", 0) * 1.5) # 日线权重1.5×
|
||
|
||
# 2. 静K蓄力计数（1H最近12根）
|
||
static_k_count = sum(
|
||
1 for c in (pa_1h_candles[-12:] if pa_1h_candles else [])
|
||
if c.get("type") == "static"
|
||
)
|
||
|
||
# 3. 辅助信号计数
|
||
aux_count = 0
|
||
# 板块联动：leader_status含"龙头"
|
||
if leader_status and "龙头" in str(leader_status):
|
||
aux_count += 1
|
||
# 大户偏多：>55%
|
||
deriv = cand_detail.get("derivatives_context", {})
|
||
top_long = deriv.get("top_trader_long_pct") if deriv else None
|
||
if top_long is not None and top_long > 55:
|
||
aux_count += 1
|
||
# 日线筑底
|
||
if bp_daily.get("detected"):
|
||
aux_count += 1
|
||
# 舆情共振：screener给了sentiment_bonus
|
||
sentiment_bonus = cand_detail.get("sentiment_bonus")
|
||
if sentiment_bonus is not None and sentiment_bonus > 0:
|
||
aux_count += 1
|
||
|
||
min_ig = bypass_cfg.get("min_ignition_strength", 10)
|
||
min_static = bypass_cfg.get("min_static_k_count", 4)
|
||
min_aux = bypass_cfg.get("min_aux_signals", 1)
|
||
|
||
if max_ig_strength >= min_ig and static_k_count >= min_static and aux_count >= min_aux:
|
||
bonus = bypass_cfg.get("score_bonus", 3)
|
||
signals.append(
|
||
"🔥 强共振旁路(起爆{}×+蓄力{}根+辅助{})".format(
|
||
max_ig_strength, static_k_count, aux_count
|
||
)
|
||
)
|
||
bypass_confirmed = True
|
||
confirmed = True
|
||
score += bonus
|
||
|
||
# ---- 日线趋势安全检查（v1.6.3）----
|
||
# 日线持续走低 → 不确认，即使有1H量价齐飞
|
||
if confirmed and d1_df is not None and len(d1_df) >= 20:
|
||
d1_closes = d1_df["close"].values.astype(float)
|
||
d1_sma20 = float(d1_closes[-20:].mean())
|
||
d1_last = float(d1_closes[-1])
|
||
# 近5日趋势：净涨幅 < 0 且至少3天在跌
|
||
recent5 = d1_closes[-5:]
|
||
net_change_pct = (float(recent5[-1]) - float(recent5[0])) / float(recent5[0]) * 100
|
||
down_days = sum(1 for i in range(1, len(recent5)) if float(recent5[i]) <= float(recent5[i-1]))
|
||
if d1_last < d1_sma20 and net_change_pct < -2 and down_days >= 3:
|
||
signals.append(f"⛔ 日线持续走低(价{d1_last:.5f}<MA20 {d1_sma20:.5f}, 5日跌{net_change_pct:.1f}%)，拒绝确认")
|
||
confirmed = False
|
||
|
||
# ---- 高位过滤器（v1.6.6 → v1.7.8优化：门槛从硬编码80%改为读取config）----
|
||
# 高位币（价在60日区间range_percentile%分位 + 近7日涨幅>gain_7d%）+ 无底部突破信号 → 拒绝
|
||
# v1.7.8: range_percentile 从80%降到70%（数据：高位>70%入场TP率仅1%）
|
||
# confirm_cfg 已在函数开头读取，供高位过滤+等回踩降权共用
|
||
if confirmed and d1_df is not None and len(d1_df) >= 60:
|
||
d1_cl_all = d1_df["close"].values.astype(float)
|
||
d1_hi_all = d1_df["high"].values.astype(float)
|
||
max_60d = float(d1_hi_all[-60:].max())
|
||
min_60d = float(d1_cl_all[-60:].min())
|
||
cur_close = float(d1_cl_all[-1])
|
||
range_60d = max_60d - min_60d
|
||
position_pct = (cur_close - min_60d) / range_60d * 100 if range_60d > 0 else 50
|
||
close_7d = float(d1_cl_all[-7])
|
||
gain_7d = (cur_close - close_7d) / close_7d * 100 if close_7d > 0 else 0
|
||
high_cfg = confirm_cfg.get("high_position", {})
|
||
high_percentile = high_cfg.get("range_percentile", 70)
|
||
high_gain = high_cfg.get("gain_7d_pct", 15)
|
||
is_high = position_pct > high_percentile and gain_7d > high_gain
|
||
has_bottom = bp_daily.get("detected", False)
|
||
if is_high and not has_bottom:
|
||
signals.append(
|
||
f"⛔ 高位无底部突破拒绝(区间{position_pct:.0f}%, 7日涨{gain_7d:.0f}%)"
|
||
)
|
||
confirmed = False
|
||
|
||
confirmed = confirmed and score >= confirm_min_score()
|
||
# === 等回踩降权 (v1.6.9) ===
|
||
# 数据: 等回踩37%失败率 vs 持有0%
|
||
# confirm_cfg 已在上面高位过滤器中获取
|
||
pullback_cfg = confirm_cfg.get("pullback_penalty", {})
|
||
if pullback_cfg.get("enabled", True) and entry_action == "等回踩":
|
||
penalty = pullback_cfg.get("score_deduction", 3)
|
||
score -= penalty
|
||
signals.append(f"⚠️ 等回踩降权(-{penalty}分)")
|
||
confirmed = confirmed and score >= confirm_min_score()
|
||
# 假突破排除
|
||
if pa_15min_result.get("false_breakout"):
|
||
confirmed = False
|
||
# 衰减严重时排除
|
||
if pa_1h_exhaustion.get("severity") == "high":
|
||
confirmed = False
|
||
|
||
# ---- 入场方案 ----
|
||
stop_cfg = confirm_stop_loss_params()
|
||
|
||
if confirmed and atr_1h > 0:
|
||
if entry_action == "即刻买入" and pa_15min_result:
|
||
entry_price = round(float(price), 6)
|
||
entry_method = "🟢15min即刻入场(突破进行中)"
|
||
elif entry_action == "等回踩" and pa_15min_result.get("wait_price", 0) > 0:
|
||
entry_price = round(pa_15min_result["wait_price"], 6)
|
||
entry_method = f"🟡等回踩到${entry_price:.4f}(15min静K确认)"
|
||
else:
|
||
last_k_low = float(h1_df["low"].iloc[-1])
|
||
atr_multipliers = confirm_atr_multipliers()
|
||
entry_price = round(float(last_k_low + atr_multipliers.get("entry_offset", 0.5) * atr_1h), 6)
|
||
entry_method = "1H突破回踩确认(突破K线低点+0.5ATR)"
|
||
|
||
# 🔴 v1.7.6 修复: 等回踩/突破回踩的入场价不能高于当前市价。
|
||
# 出现这种情况意味着价格在目标之下运行，不是真正的"回踩等待"。
|
||
# 此时应取当前价作为入场参考，或取当前价×0.995作为保守目标。
|
||
if entry_action != "即刻买入" and entry_price > price:
|
||
entry_price = round(float(price), 6)
|
||
entry_method = f"{entry_method}（入场价已修正为当前价${price:.4f}）"
|
||
signals.append("⚠️ 入场方案价高于现价，已修正为当前市价")
|
||
|
||
# === ATR动态止损 (v1.6.8 → v1.7.1) ===
|
||
# 止损% = max(2×ATR_1h/price, 5%地板)，min(止损%, 10%天花板)
|
||
atr_stop_pct = (atr_1h * stop_cfg.get("atr_mult", 2.0)) / price
|
||
stop_pct_final = max(atr_stop_pct, stop_cfg.get("floor_pct", 0.05))
|
||
stop_pct_final = min(stop_pct_final, stop_cfg.get("ceiling_pct", 0.10))
|
||
atr_stop_price = round(float(price * (1 - stop_pct_final)), 6)
|
||
|
||
# 收集所有止损候选，再按机会级别选择紧/中/宽止损。
|
||
stop_candidates = [atr_stop_price]
|
||
|
||
# Q≥5需求区兜底：有结构支撑优先用需求区底部
|
||
demand_zones = [z for z in h4_zones if z["type"] == "demand" and z["q_score"] >= stop_cfg.get("demand_zone_min_q", 5)]
|
||
if demand_zones:
|
||
zone_stop = round(demand_zones[0]["btm"] * stop_cfg.get("zone_discount", 0.98), 6)
|
||
stop_candidates.append(zone_stop)
|
||
|
||
# v1.7.1: 结构止损 — 最近swing_low下方（AR案例：入场$2.21→最低$2.06→$2.06止损存活）
|
||
swing_lookback = stop_cfg.get("swing_low_lookback", 12)
|
||
swing_buffer = stop_cfg.get("swing_low_buffer", 0.98)
|
||
if len(h1_df) >= swing_lookback:
|
||
swing_low = float(h1_df["low"].tail(swing_lookback).min())
|
||
if swing_low < price:
|
||
swing_stop = round(swing_low * swing_buffer, 6)
|
||
# 只取有效的结构止损（在入场价下方，且不过于极端）
|
||
if swing_stop > price * 0.82:
|
||
stop_candidates.append(swing_stop)
|
||
signals.append(f"结构止损(swing_low${swing_low:.4f}×{swing_buffer})")
|
||
|
||
level_meta = classify_opportunity_level(
|
||
signals=signals,
|
||
entry_plan={
|
||
"entry_action": entry_action,
|
||
"entry_price": entry_price,
|
||
"current_price": round(float(price), 6),
|
||
"pa_15min_summary": pa_15min_result.get("reason", ""),
|
||
},
|
||
market_context=compute_market_context(h1_df, price),
|
||
derivatives_context=cand_detail.get("derivatives_context", {}),
|
||
sector_context=cand_detail.get("sector_context", {}),
|
||
m30_aligned=m30_aligned,
|
||
)
|
||
opportunity_level = level_meta.get("opportunity_level", "structure_watch")
|
||
stop_loss, stop_basis = select_level_stop_loss(
|
||
level=opportunity_level,
|
||
price=price,
|
||
entry_price=entry_price,
|
||
stop_candidates=stop_candidates,
|
||
)
|
||
if stop_loss <= 0:
|
||
stop_loss = min(stop_candidates)
|
||
stop_pct_final = max((price - stop_loss) / price, 0) if price > 0 and stop_loss > 0 else stop_pct_final
|
||
|
||
# === 分级动态止盈 ===
|
||
# 日内启动更重视近端兑现；结构/主题级别使用更宽目标。
|
||
atr_multipliers = confirm_atr_multipliers()
|
||
level_tp = level_tp_parameters(opportunity_level)
|
||
tp1_atr_pct = (atr_1h * level_tp.get("tp1_atr", atr_multipliers.get("tp1", 3.0))) / price
|
||
tp1_pct = max(tp1_atr_pct, level_tp.get("tp1_floor", atr_multipliers.get("tp1_floor", 0.05)))
|
||
tp1_candidates = [round(float(price * (1 + tp1_pct)), 6)]
|
||
if high_q_supply:
|
||
tp1_candidates.append(round(high_q_supply[0]["top"], 6))
|
||
tp1 = min(tp1_candidates)
|
||
|
||
tp2_atr_pct = (atr_1h * level_tp.get("tp2_atr", atr_multipliers.get("tp2", 5.0))) / price
|
||
tp2_pct = max(tp2_atr_pct, level_tp.get("tp2_floor", atr_multipliers.get("tp2_floor", 0.08)))
|
||
tp2 = round(float(price * (1 + tp2_pct)), 6)
|
||
|
||
risk = price - stop_loss
|
||
reward1 = tp1 - price
|
||
reward2 = tp2 - price
|
||
rr1 = round(reward1 / risk, 2) if risk > 0 else 0
|
||
rr2 = round(reward2 / risk, 2) if risk > 0 else 0
|
||
|
||
entry_plan = {
|
||
"entry_price": entry_price,
|
||
"entry_method": entry_method,
|
||
"entry_action": entry_action,
|
||
"stop_loss": stop_loss,
|
||
"stop_pct": round(stop_pct_final * 100, 1),
|
||
"tp1": tp1,
|
||
"tp2": tp2,
|
||
"rr1": rr1, "rr2": rr2,
|
||
"atr_1h": round(float(atr_1h), 6),
|
||
"current_price": round(float(price), 6),
|
||
"risk_reward_ok": rr1 >= 1.5,
|
||
"pa_15min_summary": pa_15min_result.get("reason", ""),
|
||
"pa_1h_exhaustion": pa_1h_exhaustion.get("severity", "low"),
|
||
"stop_basis": stop_basis,
|
||
"tp_basis": level_meta.get("tp_model", ""),
|
||
}
|
||
entry_plan = attach_opportunity_level(entry_plan, level_meta)
|
||
|
||
# v1.7.5 买点质量闸门：确认强势 ≠ 允许现价追买。
|
||
gated_action, gated_plan, gate_reasons = apply_entry_quality_gate(
|
||
action_status="可即刻买入" if entry_action in ("即刻买入", "可即刻买入") else "等回踩",
|
||
entry_plan=entry_plan,
|
||
signals=signals,
|
||
current_price=price,
|
||
market_context=compute_market_context(h1_df, price),
|
||
derivatives_context=cand_detail.get("derivatives_context", {}),
|
||
sector_context=cand_detail.get("sector_context", {}),
|
||
)
|
||
if bypass_confirmed and vp_fly_count == 0 and not current_trigger_times and gated_action == "可即刻买入":
|
||
gated_action = "等回踩"
|
||
gated_plan["entry_quality_gate"] = {
|
||
"blocked_action": "可即刻买入",
|
||
"final_action": "等回踩",
|
||
"reasons": ["强共振旁路缺少当前1H/15min触发，最高进入等待回踩"],
|
||
}
|
||
gate_reasons.append("强共振旁路缺少当前1H/15min触发，最高进入等待回踩")
|
||
entry_plan = gated_plan
|
||
entry_plan["entry_action"] = gated_action
|
||
if gate_reasons:
|
||
signals.append("⚠️ 买点质量闸门: " + "；".join(gate_reasons[:3]))
|
||
if gated_action == "观察":
|
||
score -= 2
|
||
|
||
# 周线突破回踩（需独立拉取）
|
||
bp_weekly = {"detected": False}
|
||
try:
|
||
w1_df = fetch_klines(symbol, "1w", limit=52)
|
||
if w1_df is not None and len(w1_df) >= 30:
|
||
bp_weekly = detect_breakout_pullback(w1_df, "周线")
|
||
except Exception:
|
||
pass
|
||
|
||
if bp_weekly.get("detected"):
|
||
signals.extend(bp_weekly.get("signals", []))
|
||
score += min(bp_weekly["score"], 10)
|
||
|
||
# ---- 计算上下文数据 ----
|
||
market_context = compute_market_context(h1_df, price)
|
||
derivatives_context = fetch_derivatives_context(symbol)
|
||
sector_context = compute_sector_context(symbol, cand_detail)
|
||
trigger_context = _build_trigger_context(
|
||
fresh_reason if 'fresh_reason' in locals() else "",
|
||
fresh_events if 'fresh_events' in locals() else [],
|
||
vp_data=vp_data if 'vp_data' in locals() else {},
|
||
stale_vp_count=stale_vp_count if 'stale_vp_count' in locals() else 0,
|
||
stale_1h_ignitions=stale_1h_ignitions if 'stale_1h_ignitions' in locals() else [],
|
||
stale_d1_ignitions=stale_d1_ignitions if 'stale_d1_ignitions' in locals() else [],
|
||
bp_daily=bp_daily if 'bp_daily' in locals() else {},
|
||
entry_action=entry_action,
|
||
)
|
||
market_context["trigger_context"] = trigger_context
|
||
|
||
return {
|
||
"confirmed": confirmed,
|
||
"score": score,
|
||
"signals": signals,
|
||
"entry_plan": entry_plan if confirmed else {},
|
||
"price": round(float(price), 6),
|
||
"pa_1h": pa_1h,
|
||
"pa_15min": pa_15min_result,
|
||
"pa_1d": pa_1d,
|
||
"m30_aligned": m30_aligned,
|
||
"entry_action": entry_action,
|
||
"market_context": market_context,
|
||
"derivatives_context": derivatives_context,
|
||
"sector_context": sector_context,
|
||
"fresh_reason": fresh_reason if 'fresh_reason' in locals() else "",
|
||
"fresh_events": fresh_events if 'fresh_events' in locals() else [],
|
||
"trigger_context": trigger_context if 'trigger_context' in locals() else {},
|
||
}
|
||
|
||
|
||
def _emit_output(output, compact: bool = False):
|
||
if compact:
|
||
print(json.dumps(output, ensure_ascii=False))
|
||
else:
|
||
print(json.dumps(output, ensure_ascii=False, indent=2))
|
||
|
||
|
||
def main(compact: bool = False):
|
||
started_at = datetime.now()
|
||
try:
|
||
init_db()
|
||
expire_old_states()
|
||
|
||
candidates = get_candidates_for_confirm()
|
||
|
||
if not candidates:
|
||
output = {
|
||
"status": "no_candidates",
|
||
"message": "无需要确认的候选（需加速状态+评分≥6）",
|
||
"check_time": datetime.now().isoformat(),
|
||
}
|
||
_emit_output(output, compact=compact)
|
||
return output
|
||
|
||
results = []
|
||
for cand in candidates:
|
||
symbol = cand["symbol"]
|
||
result = confirm_burst(symbol, cand)
|
||
|
||
if result["confirmed"]:
|
||
cand_detail = json.loads(cand.get("detail_json", "{}"))
|
||
state_result = update_state(
|
||
symbol,
|
||
new_state="爆发",
|
||
score=result["score"],
|
||
anomaly_type=",".join(result["signals"][:3]),
|
||
sector=cand_detail.get("sector", cand.get("sector", "")),
|
||
leader_status=cand_detail.get("leader_status", cand.get("leader_status", "")),
|
||
detail={**cand_detail, **result},
|
||
)
|
||
result["state_update"] = state_result
|
||
# 飞书只是通知层：确认阶段不再绕过 recommendation 主链路直接推送。
|
||
# 先完成 create_recommendation + DB 主状态派生，再用同一条主链路结果决定是否通知。
|
||
|
||
log_screening(
|
||
layer="确认", symbol=symbol, state="爆发", score=result["score"],
|
||
price=result["price"], signals=result["signals"],
|
||
sector=cand_detail.get("sector", cand.get("sector", "")),
|
||
leader_status=cand_detail.get("leader_status", cand.get("leader_status", "")),
|
||
is_meme=int(is_meme_coin(symbol)),
|
||
detail=build_screening_detail(
|
||
layer="确认",
|
||
state="爆发",
|
||
signals=result.get("signals", []),
|
||
detail={
|
||
"candidate_stage": "trade_confirm",
|
||
"confirmation_status": "confirmed",
|
||
"final_action": (result.get("entry_plan") or {}).get("entry_action", ""),
|
||
"fresh_reason": result.get("fresh_reason", ""),
|
||
"trigger_context": result.get("trigger_context") or {},
|
||
"entry_plan": result.get("entry_plan") or {},
|
||
},
|
||
),
|
||
)
|
||
|
||
# 🟢 只做做多！方向永远多头
|
||
rec_direction = get_strategy_direction()
|
||
|
||
# 🔴 v1.7.7 冷却期：刚止盈/止损的币不立即重新推荐
|
||
# Sahara案例：17:24止盈(+5%)→17:40重新推荐→现价跌-3%
|
||
cooldown_hours = 8 if symbol_recently_closed(symbol, hours=8) else 0
|
||
if cooldown_hours > 0:
|
||
print(f"⏭ 跳过推荐({symbol}): 冷却期({cooldown_hours}h)，刚止盈/止损不宜追")
|
||
results.append({**result, "cooling_off": True})
|
||
continue
|
||
|
||
ep = result["entry_plan"]
|
||
rec_entry_price = ep.get("entry_price") or result["price"]
|
||
rec_id = create_recommendation(
|
||
symbol=symbol, rec_state="爆发", rec_score=result["score"],
|
||
entry_price=rec_entry_price,
|
||
stop_loss=ep.get("stop_loss", 0), tp1=ep.get("tp1", 0),
|
||
tp2=ep.get("tp2", 0),
|
||
sector=cand_detail.get("sector", cand.get("sector", "")),
|
||
signals=result["signals"], is_meme=int(is_meme_coin(symbol)),
|
||
entry_plan=ep,
|
||
direction=rec_direction,
|
||
market_context=result.get("market_context"),
|
||
derivatives_context=result.get("derivatives_context"),
|
||
sector_context=result.get("sector_context"),
|
||
)
|
||
update_latest_price_cache(symbol, result["price"], updated_at=datetime.now().isoformat(), source="confirm")
|
||
result["rec_id"] = rec_id
|
||
|
||
mainline_item = get_recommendation_for_push(rec_id)
|
||
push_mainline_state_update(symbol, rec_id, mainline_item)
|
||
else:
|
||
cand_detail = json.loads(cand.get("detail_json", "{}"))
|
||
log_screening(
|
||
layer="确认", symbol=symbol, state=cand.get("state", "蓄力"), score=result.get("score", 0),
|
||
price=result.get("price", 0), signals=result.get("signals", []),
|
||
sector=cand_detail.get("sector", cand.get("sector", "")),
|
||
leader_status=cand_detail.get("leader_status", cand.get("leader_status", "")),
|
||
is_meme=int(is_meme_coin(symbol)),
|
||
detail=build_screening_detail(
|
||
layer="确认",
|
||
state=cand.get("state", "蓄力"),
|
||
signals=result.get("signals", []),
|
||
detail={
|
||
"candidate_stage": "trade_confirm",
|
||
"confirmed": False,
|
||
"confirmation_status": "rejected",
|
||
"reason": "确认未通过",
|
||
"entry_plan": result.get("entry_plan") or {},
|
||
"fresh_reason": result.get("fresh_reason", ""),
|
||
"trigger_context": result.get("trigger_context") or {},
|
||
},
|
||
),
|
||
)
|
||
result["state_update"] = {"should_alert": False, "reason": "未确认爆发"}
|
||
|
||
results.append({"symbol": symbol, **result})
|
||
|
||
confirmed = [r for r in results if r["confirmed"]]
|
||
unconfirmed = [r for r in results if not r["confirmed"]]
|
||
|
||
output = {
|
||
"status": "confirmed" if confirmed else "unconfirmed",
|
||
"confirmed_count": len(confirmed),
|
||
"unconfirmed_count": len(unconfirmed),
|
||
"confirmed": confirmed,
|
||
"unconfirmed": unconfirmed,
|
||
"check_time": datetime.now().isoformat(),
|
||
}
|
||
_emit_output(output, compact=compact)
|
||
return output
|
||
except Exception as e:
|
||
finished_at = datetime.now()
|
||
log_cron_run(
|
||
job_name="确认",
|
||
script_name="altcoin_confirm.py",
|
||
run_status="error",
|
||
result_status="exception",
|
||
started_at=started_at.isoformat(),
|
||
finished_at=finished_at.isoformat(),
|
||
duration_ms=int((finished_at - started_at).total_seconds() * 1000),
|
||
summary={},
|
||
error_message=str(e),
|
||
)
|
||
raise
|
||
finally:
|
||
if 'output' in locals():
|
||
finished_at = datetime.now()
|
||
summary = {
|
||
"confirmed_count": output.get("confirmed_count", 0),
|
||
"unconfirmed_count": output.get("unconfirmed_count", 0),
|
||
"processed_count": output.get("confirmed_count", 0) + output.get("unconfirmed_count", 0),
|
||
}
|
||
log_cron_run(
|
||
job_name="确认",
|
||
script_name="altcoin_confirm.py",
|
||
run_status="success",
|
||
result_status=output.get("status", "completed"),
|
||
started_at=started_at.isoformat(),
|
||
finished_at=finished_at.isoformat(),
|
||
duration_ms=int((finished_at - started_at).total_seconds() * 1000),
|
||
summary=summary,
|
||
error_message="",
|
||
)
|
||
|
||
|
||
if __name__ == "__main__":
|
||
import argparse
|
||
|
||
parser = argparse.ArgumentParser(description="AlphaX Agent ｜ Crypto 爆发确认主流程")
|
||
parser.add_argument("--compact", action="store_true", help="输出紧凑 JSON，便于脚本消费")
|
||
args = parser.parse_args()
|
||
main(compact=args.compact)
|