update

backend/app/crypto_agent/llm_signal_analyzer.py

@@ -211,10 +211,35 @@ class LLMSignalAnalyzer:
         parts.append(f"分析时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n")
 
         # 当前价格
+        current_price = 0
         if '5m' in data and not data['5m'].empty:
             current_price = float(data['5m'].iloc[-1]['close'])
             parts.append(f"**当前价格**: ${current_price:,.2f}\n")
 
+        # === 新增：关键价位分析 ===
+        key_levels = self._calculate_key_levels(data)
+        if key_levels:
+            parts.append("\n## 关键价位")
+            parts.append(key_levels)
+
+        # === 新增：多周期共振分析 ===
+        resonance = self._analyze_multi_timeframe_resonance(data)
+        if resonance:
+            parts.append("\n## 多周期共振")
+            parts.append(resonance)
+
+        # === 新增：市场结构分析 ===
+        structure = self._analyze_market_structure(data)
+        if structure:
+            parts.append("\n## 市场结构")
+            parts.append(structure)
+
+        # === 新增：波动率分析 ===
+        volatility = self._analyze_volatility(data)
+        if volatility:
+            parts.append("\n## 波动率分析")
+            parts.append(volatility)
+
         # 各周期数据
         for interval in ['4h', '1h', '15m', '5m']:
             df = data.get(interval)
@@ -223,9 +248,9 @@ class LLMSignalAnalyzer:
 
             parts.append(f"\n## {interval.upper()} 周期数据")
 
-            # 最新指标
+            # 最新指标（传入 df 以分析趋势变化）
             latest = df.iloc[-1]
-            parts.append(self._format_indicators(latest))
+            parts.append(self._format_indicators(latest, df))
 
             # 最近 K 线数据
             parts.append(self._format_recent_klines(df, interval))
@@ -240,8 +265,242 @@ class LLMSignalAnalyzer:
 
         return "\n".join(parts)
 
-    def _format_indicators(self, row: pd.Series) -> str:
+    def _calculate_key_levels(self, data: Dict[str, pd.DataFrame]) -> str:
-        """格式化指标数据"""
+        """计算关键支撑阻力位"""
+        lines = []
+
+        # 使用 4h 数据计算关键价位
+        df = data.get('4h')
+        if df is None or len(df) < 20:
+            return ""
+
+        current_price = float(df.iloc[-1]['close'])
+
+        # 1. 前高前低（最近 20 根 K 线）
+        recent = df.iloc[-20:]
+        recent_high = float(recent['high'].max())
+        recent_low = float(recent['low'].min())
+
+        # 2. 整数关口
+        round_levels = []
+        base = int(current_price / 1000) * 1000
+        for offset in [-2000, -1000, 0, 1000, 2000]:
+            level = base + offset
+            if level > 0:
+                round_levels.append(level)
+
+        # 3. 斐波那契回撤位（基于最近的高低点）
+        fib_levels = []
+        price_range = recent_high - recent_low
+        if price_range > 0:
+            fib_ratios = [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1]
+            for ratio in fib_ratios:
+                fib_price = recent_low + price_range * ratio
+                fib_levels.append((ratio, fib_price))
+
+        # 构建输出
+        lines.append(f"- 近期高点: ${recent_high:,.2f}")
+        lines.append(f"- 近期低点: ${recent_low:,.2f}")
+
+        # 找出最近的支撑和阻力
+        supports = []
+        resistances = []
+
+        # 从斐波那契位找支撑阻力
+        for ratio, price in fib_levels:
+            if price < current_price * 0.995:  # 低于当前价 0.5% 以上
+                supports.append(price)
+            elif price > current_price * 1.005:  # 高于当前价 0.5% 以上
+                resistances.append(price)
+
+        # 添加整数关口
+        for level in round_levels:
+            if level < current_price * 0.995:
+                supports.append(level)
+            elif level > current_price * 1.005:
+                resistances.append(level)
+
+        # 排序并取最近的
+        supports = sorted(set(supports), reverse=True)[:3]
+        resistances = sorted(set(resistances))[:3]
+
+        if supports:
+            support_str = ", ".join([f"${s:,.0f}" for s in supports])
+            lines.append(f"- 支撑位: {support_str}")
+        if resistances:
+            resistance_str = ", ".join([f"${r:,.0f}" for r in resistances])
+            lines.append(f"- 阻力位: {resistance_str}")
+
+        # 当前价格位置
+        if recent_high > recent_low:
+            position = (current_price - recent_low) / (recent_high - recent_low) * 100
+            if position > 80:
+                pos_text = "接近高点，注意回调风险"
+            elif position < 20:
+                pos_text = "接近低点，关注反弹机会"
+            else:
+                pos_text = f"处于区间 {position:.0f}% 位置"
+            lines.append(f"- 价格位置: {pos_text}")
+
+        return "\n".join(lines)
+
+    def _analyze_multi_timeframe_resonance(self, data: Dict[str, pd.DataFrame]) -> str:
+        """分析多周期共振"""
+        trends = {}
+
+        for interval in ['4h', '1h', '15m', '5m']:
+            df = data.get(interval)
+            if df is None or len(df) < 10:
+                continue
+
+            # 判断趋势方向
+            ma5 = df['ma5'].iloc[-1] if 'ma5' in df.columns else None
+            ma20 = df['ma20'].iloc[-1] if 'ma20' in df.columns else None
+            close = df['close'].iloc[-1]
+
+            if pd.notna(ma5) and pd.notna(ma20):
+                if close > ma5 > ma20:
+                    trends[interval] = 'bullish'
+                elif close < ma5 < ma20:
+                    trends[interval] = 'bearish'
+                else:
+                    trends[interval] = 'neutral'
+
+        if len(trends) < 2:
+            return ""
+
+        lines = []
+
+        # 统计各方向数量
+        bullish_count = sum(1 for t in trends.values() if t == 'bullish')
+        bearish_count = sum(1 for t in trends.values() if t == 'bearish')
+        total = len(trends)
+
+        # 各周期趋势
+        trend_map = {'bullish': '📈多', 'bearish': '📉空', 'neutral': '➡️震荡'}
+        trend_str = " | ".join([f"{k}: {trend_map.get(v, v)}" for k, v in trends.items()])
+        lines.append(f"- 各周期趋势: {trend_str}")
+
+        # 共振判断
+        if bullish_count == total:
+            lines.append(f"- **强共振做多**: 所有周期均为多头排列")
+        elif bearish_count == total:
+            lines.append(f"- **强共振做空**: 所有周期均为空头排列")
+        elif bullish_count >= total * 0.75:
+            lines.append(f"- **偏多共振**: {bullish_count}/{total} 周期看多")
+        elif bearish_count >= total * 0.75:
+            lines.append(f"- **偏空共振**: {bearish_count}/{total} 周期看空")
+        else:
+            lines.append(f"- **无明显共振**: 多空分歧，建议观望")
+
+        return "\n".join(lines)
+
+    def _analyze_market_structure(self, data: Dict[str, pd.DataFrame]) -> str:
+        """分析市场结构（趋势、高低点）"""
+        df = data.get('1h')
+        if df is None or len(df) < 24:
+            return ""
+
+        lines = []
+        recent = df.iloc[-24:]  # 最近 24 根 1h K 线
+
+        # 找出局部高低点
+        highs = []
+        lows = []
+
+        for i in range(2, len(recent) - 2):
+            # 局部高点：比前后两根都高
+            if (recent.iloc[i]['high'] > recent.iloc[i-1]['high'] and
+                recent.iloc[i]['high'] > recent.iloc[i-2]['high'] and
+                recent.iloc[i]['high'] > recent.iloc[i+1]['high'] and
+                recent.iloc[i]['high'] > recent.iloc[i+2]['high']):
+                highs.append((i, float(recent.iloc[i]['high'])))
+
+            # 局部低点：比前后两根都低
+            if (recent.iloc[i]['low'] < recent.iloc[i-1]['low'] and
+                recent.iloc[i]['low'] < recent.iloc[i-2]['low'] and
+                recent.iloc[i]['low'] < recent.iloc[i+1]['low'] and
+                recent.iloc[i]['low'] < recent.iloc[i+2]['low']):
+                lows.append((i, float(recent.iloc[i]['low'])))
+
+        # 判断趋势结构
+        if len(highs) >= 2 and len(lows) >= 2:
+            # 检查高点是否越来越高
+            higher_highs = all(highs[i][1] < highs[i+1][1] for i in range(len(highs)-1))
+            lower_highs = all(highs[i][1] > highs[i+1][1] for i in range(len(highs)-1))
+
+            # 检查低点是否越来越高
+            higher_lows = all(lows[i][1] < lows[i+1][1] for i in range(len(lows)-1))
+            lower_lows = all(lows[i][1] > lows[i+1][1] for i in range(len(lows)-1))
+
+            if higher_highs and higher_lows:
+                lines.append("- **上升趋势**: 更高的高点(HH) + 更高的低点(HL)")
+            elif lower_highs and lower_lows:
+                lines.append("- **下降趋势**: 更低的高点(LH) + 更低的低点(LL)")
+            elif higher_lows and lower_highs:
+                lines.append("- **收敛三角形**: 高点下移 + 低点上移，即将突破")
+            elif lower_lows and higher_highs:
+                lines.append("- **扩散形态**: 波动加大，方向不明")
+            else:
+                lines.append("- **震荡结构**: 无明显趋势")
+        else:
+            lines.append("- **结构不明**: 高低点不足，难以判断")
+
+        # 计算趋势强度
+        if len(recent) >= 10:
+            price_change = (float(recent.iloc[-1]['close']) - float(recent.iloc[0]['close'])) / float(recent.iloc[0]['close']) * 100
+            if abs(price_change) > 3:
+                direction = "上涨" if price_change > 0 else "下跌"
+                lines.append(f"- 24h 趋势: {direction} {abs(price_change):.1f}%")
+
+        return "\n".join(lines)
+
+    def _analyze_volatility(self, data: Dict[str, pd.DataFrame]) -> str:
+        """分析波动率变化"""
+        df = data.get('1h')
+        if df is None or len(df) < 24 or 'atr' not in df.columns:
+            return ""
+
+        lines = []
+
+        # ATR 变化趋势
+        recent_atr = df['atr'].iloc[-6:].mean()  # 最近 6 根
+        older_atr = df['atr'].iloc[-12:-6].mean()  # 之前 6 根
+
+        if pd.isna(recent_atr) or pd.isna(older_atr) or older_atr == 0:
+            return ""
+
+        atr_change = (recent_atr - older_atr) / older_atr * 100
+
+        current_atr = float(df['atr'].iloc[-1])
+        current_price = float(df['close'].iloc[-1])
+        atr_percent = current_atr / current_price * 100
+
+        lines.append(f"- 当前 ATR: ${current_atr:.2f} ({atr_percent:.2f}%)")
+
+        if atr_change > 20:
+            lines.append(f"- **波动率扩张**: ATR 上升 {atr_change:.0f}%，趋势可能启动")
+        elif atr_change < -20:
+            lines.append(f"- **波动率收缩**: ATR 下降 {abs(atr_change):.0f}%，可能即将突破")
+        else:
+            lines.append(f"- 波动率稳定: ATR 变化 {atr_change:+.0f}%")
+
+        # 布林带宽度
+        if 'bb_upper' in df.columns and 'bb_lower' in df.columns:
+            bb_width = (float(df['bb_upper'].iloc[-1]) - float(df['bb_lower'].iloc[-1])) / current_price * 100
+            bb_width_prev = (float(df['bb_upper'].iloc[-6]) - float(df['bb_lower'].iloc[-6])) / float(df['close'].iloc[-6]) * 100
+
+            if bb_width < bb_width_prev * 0.8:
+                lines.append(f"- **布林带收口**: 宽度 {bb_width:.1f}%，变盘信号")
+            elif bb_width > bb_width_prev * 1.2:
+                lines.append(f"- **布林带开口**: 宽度 {bb_width:.1f}%，趋势延续")
+
+        return "\n".join(lines)
+
+        return "\n".join(parts)
+
+    def _format_indicators(self, row: pd.Series, df: pd.DataFrame = None) -> str:
+        """格式化指标数据（含趋势变化分析）"""
         lines = []
 
         # 价格
@@ -258,38 +517,71 @@ class LLMSignalAnalyzer:
         ma20 = row.get('ma20', 0)
         ma50 = row.get('ma50', 0)
         if pd.notna(ma20):
+            # 判断均线排列
+            if pd.notna(ma5) and pd.notna(ma10):
+                if ma5 > ma10 > ma20:
+                    ma_trend = "多头排列"
+                elif ma5 < ma10 < ma20:
+                    ma_trend = "空头排列"
+                else:
+                    ma_trend = "交织"
+            else:
+                ma_trend = ""
             ma_str = f"- 均线: MA5={ma5:.2f}, MA10={ma10:.2f}, MA20={ma20:.2f}"
             if pd.notna(ma50):
                 ma_str += f", MA50={ma50:.2f}"
+            if ma_trend:
+                ma_str += f" ({ma_trend})"
             lines.append(ma_str)
 
-        # RSI
+        # RSI（含趋势分析）
         rsi = row.get('rsi', 0)
         if pd.notna(rsi):
             rsi_status = "超卖" if rsi < 30 else ("超买" if rsi > 70 else "中性")
-            lines.append(f"- RSI: {rsi:.1f} ({rsi_status})")
+            rsi_trend = self._analyze_indicator_trend(df, 'rsi', 6) if df is not None else ""
+            rsi_line = f"- RSI: {rsi:.1f} ({rsi_status})"
+            if rsi_trend:
+                rsi_line += f" {rsi_trend}"
+            lines.append(rsi_line)
 
-        # MACD
+        # MACD（含趋势分析）
         macd = row.get('macd', 0)
         macd_signal = row.get('macd_signal', 0)
         macd_hist = row.get('macd_hist', 0)
         if pd.notna(macd):
             macd_status = "多头" if macd > macd_signal else "空头"
-            lines.append(f"- MACD: DIF={macd:.4f}, DEA={macd_signal:.4f}, 柱={macd_hist:.4f} ({macd_status})")
+            macd_trend = self._analyze_macd_trend(df) if df is not None else ""
+            macd_line = f"- MACD: DIF={macd:.4f}, DEA={macd_signal:.4f}, 柱={macd_hist:.4f} ({macd_status})"
+            if macd_trend:
+                macd_line += f" {macd_trend}"
+            lines.append(macd_line)
 
-        # KDJ
+        # KDJ（含金叉死叉检测）
         k = row.get('k', 0)
         d = row.get('d', 0)
         j = row.get('j', 0)
         if pd.notna(k):
-            lines.append(f"- KDJ: K={k:.1f}, D={d:.1f}, J={j:.1f}")
+            kdj_signal = self._detect_kdj_cross(df) if df is not None else ""
+            kdj_line = f"- KDJ: K={k:.1f}, D={d:.1f}, J={j:.1f}"
+            if kdj_signal:
+                kdj_line += f" {kdj_signal}"
+            lines.append(kdj_line)
 
-        # 布林带
+        # 布林带（含位置分析）
         bb_upper = row.get('bb_upper', 0)
         bb_middle = row.get('bb_middle', 0)
         bb_lower = row.get('bb_lower', 0)
         if pd.notna(bb_upper):
-            lines.append(f"- 布林带: 上={bb_upper:.2f}, 中={bb_middle:.2f}, 下={bb_lower:.2f}")
+            # 判断价格在布林带中的位置
+            if close >= bb_upper:
+                bb_pos = "触及上轨"
+            elif close <= bb_lower:
+                bb_pos = "触及下轨"
+            elif close > bb_middle:
+                bb_pos = "中轨上方"
+            else:
+                bb_pos = "中轨下方"
+            lines.append(f"- 布林带: 上={bb_upper:.2f}, 中={bb_middle:.2f}, 下={bb_lower:.2f} ({bb_pos})")
 
         # ATR
         atr = row.get('atr', 0)
@@ -305,10 +597,110 @@ class LLMSignalAnalyzer:
 
         return "\n".join(lines)
 
+    def _analyze_indicator_trend(self, df: pd.DataFrame, indicator: str, lookback: int = 6) -> str:
+        """分析指标趋势变化"""
+        if df is None or len(df) < lookback:
+            return ""
+
+        recent = df[indicator].iloc[-lookback:]
+        if recent.isna().any():
+            return ""
+
+        first_val = recent.iloc[0]
+        last_val = recent.iloc[-1]
+        change = last_val - first_val
+
+        # RSI 特殊处理
+        if indicator == 'rsi':
+            if first_val > 70 and last_val < 70:
+                return "[从超买回落]"
+            elif first_val < 30 and last_val > 30:
+                return "[从超卖反弹]"
+            elif change > 10:
+                return "[快速上升]"
+            elif change < -10:
+                return "[快速下降]"
+
+        return ""
+
+    def _analyze_macd_trend(self, df: pd.DataFrame, lookback: int = 6) -> str:
+        """分析 MACD 趋势"""
+        if df is None or len(df) < lookback:
+            return ""
+
+        recent_hist = df['macd_hist'].iloc[-lookback:]
+        recent_macd = df['macd'].iloc[-lookback:]
+        recent_signal = df['macd_signal'].iloc[-lookback:]
+
+        if recent_hist.isna().any():
+            return ""
+
+        # 检测金叉死叉
+        for i in range(-3, 0):
+            if i - 1 >= -len(recent_macd):
+                prev_diff = recent_macd.iloc[i-1] - recent_signal.iloc[i-1]
+                curr_diff = recent_macd.iloc[i] - recent_signal.iloc[i]
+                if prev_diff < 0 and curr_diff > 0:
+                    return "[刚刚金叉]"
+                elif prev_diff > 0 and curr_diff < 0:
+                    return "[刚刚死叉]"
+
+        # 检测柱状图趋势
+        positive_count = sum(1 for x in recent_hist if x > 0)
+        hist_trend = recent_hist.iloc[-1] - recent_hist.iloc[-3] if len(recent_hist) >= 3 else 0
+
+        if positive_count == lookback and hist_trend > 0:
+            return "[红柱持续放大]"
+        elif positive_count == lookback and hist_trend < 0:
+            return "[红柱开始缩小]"
+        elif positive_count == 0 and hist_trend < 0:
+            return "[绿柱持续放大]"
+        elif positive_count == 0 and hist_trend > 0:
+            return "[绿柱开始缩小]"
+
+        return ""
+
+    def _detect_kdj_cross(self, df: pd.DataFrame, lookback: int = 3) -> str:
+        """检测 KDJ 金叉死叉"""
+        if df is None or len(df) < lookback:
+            return ""
+
+        recent_k = df['k'].iloc[-lookback:]
+        recent_d = df['d'].iloc[-lookback:]
+
+        if recent_k.isna().any() or recent_d.isna().any():
+            return ""
+
+        # 检测最近的交叉
+        for i in range(-lookback + 1, 0):
+            prev_diff = recent_k.iloc[i-1] - recent_d.iloc[i-1]
+            curr_diff = recent_k.iloc[i] - recent_d.iloc[i]
+
+            if prev_diff < 0 and curr_diff > 0:
+                # 金叉位置判断
+                k_val = recent_k.iloc[i]
+                if k_val < 20:
+                    return "[低位金叉，强买入信号]"
+                elif k_val < 50:
+                    return "[中位金叉]"
+                else:
+                    return "[高位金叉，谨慎]"
+            elif prev_diff > 0 and curr_diff < 0:
+                k_val = recent_k.iloc[i]
+                if k_val > 80:
+                    return "[高位死叉，强卖出信号]"
+                elif k_val > 50:
+                    return "[中位死叉]"
+                else:
+                    return "[低位死叉，谨慎]"
+
+        return ""
+
     def _format_recent_klines(self, df: pd.DataFrame, interval: str) -> str:
         """格式化最近 K 线（含量价分析）"""
         # 根据周期决定显示数量
-        count = {'4h': 6, '1h': 12, '15m': 8, '5m': 6}.get(interval, 6)
+        # 4h: 12根=2天, 1h: 24根=1天, 15m: 16根=4小时, 5m: 12根=1小时
+        count = {'4h': 12, '1h': 24, '15m': 16, '5m': 12}.get(interval, 12)
 
         if len(df) < count:
             count = len(df)