feat: 添加前端界面和市场分析模块
- 新增 Vue 3 + Vuetify 前端界面 - 新增市场分析模块 (market/) - 更新主服务器和路由 - 更新 MT5 EA 文件 - 添加 .gitignore 排除临时文件
This commit is contained in:
guaiwoluo2020
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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转折点检测模块
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识别K线的高点和低点（分型识别）
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"""
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from collections import defaultdict
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from datetime import datetime
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from typing import List, Dict, Optional, Tuple
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import threading
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from .store import KlineData, normalize_symbol
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class PivotPoint:
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"""转折点数据结构"""
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def __init__(self, symbol: str, period: str, timestamp, price: float,
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direction: str, strength: int = 3):
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self.symbol = normalize_symbol(symbol)
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self.period = period
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self.timestamp = timestamp
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self.price = price
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self.direction = direction # "high" 或 "low"
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self.strength = strength # 转折强度（左右各N根K线）
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def to_dict(self) -> Dict:
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"""转换为字典"""
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ts = self.timestamp
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if isinstance(ts, datetime):
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ts_str = ts.strftime("%Y-%m-%d %H:%M:%S")
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else:
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ts_str = str(ts)
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return {
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"symbol": self.symbol,
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"period": self.period,
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"timestamp": ts_str,
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"price": self.price,
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"direction": self.direction,
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"strength": self.strength
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}
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class PivotDetector:
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"""转折点检测器"""
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# 各周期接近阈值（千分比）
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THRESHOLDS = {
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'H4': 0.0015, # 千分之1.5
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'H1': 0.0015, # 千分之1.5
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'M15': 0.0015, # 千分之1.5
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'M5': 0.0005, # 千分之0.5
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'M1': 0.0002 # 千分之0.2
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}
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def __init__(self):
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# 存储转折点: {SYMBOL: {PERIOD: [PivotPoint, ...]}}
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self._pivots = defaultdict(lambda: defaultdict(list))
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self._lock = threading.RLock()
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# 默认转折强度（左右各N根K线）
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self.default_strength = 3
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print("[PivotDetector] 转折点检测器已初始化")
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def detect_pivots(self, symbol: str, period: str, klines: List[KlineData],
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strength: int = None) -> List[PivotPoint]:
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"""
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检测转折点
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Args:
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symbol: 交易品种
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period: 周期
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klines: K线数据列表
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strength: 转折强度（左右各N根K线）
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Returns:
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检测到的转折点列表
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"""
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if strength is None:
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strength = self.default_strength
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if len(klines) < 2 * strength + 1:
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return []
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pivots = []
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# 遍历K线，检测分型
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for i in range(strength, len(klines) - strength):
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current = klines[i]
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# 检查是否为高点（顶分型）
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is_high = True
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for j in range(1, strength + 1):
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if klines[i - j].high >= current.high or klines[i + j].high >= current.high:
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is_high = False
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break
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if is_high:
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pivot = PivotPoint(
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symbol=symbol,
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period=period,
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timestamp=current.timestamp,
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price=current.high,
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direction="high",
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strength=strength
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)
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pivots.append(pivot)
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# 检查是否为低点（底分型）
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is_low = True
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for j in range(1, strength + 1):
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if klines[i - j].low <= current.low or klines[i + j].low <= current.low:
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is_low = False
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break
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if is_low:
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pivot = PivotPoint(
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symbol=symbol,
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period=period,
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timestamp=current.timestamp,
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price=current.low,
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direction="low",
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strength=strength
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)
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pivots.append(pivot)
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return pivots
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def _merge_pivots(self, pivots: List[PivotPoint], klines: List[KlineData]) -> List[PivotPoint]:
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"""
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合并相近的转折点
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合并规则：
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- K线距离小于26根
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- 价格相差在万分之三范围内
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- 高点合并：取较高的价格
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- 低点合并：取较低的价格
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Args:
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pivots: 原始转折点列表
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klines: K线数据（用于计算K线索引）
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Returns:
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合并后的转折点列表
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"""
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if len(pivots) < 2:
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return pivots
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# 建立K线时间戳到索引的映射
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kline_index = {str(k.timestamp): i for i, k in enumerate(klines)}
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# 按时间排序
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pivots = sorted(pivots, key=lambda p: str(p.timestamp))
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# 分开处理高点和低点
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high_pivots = [p for p in pivots if p.direction == "high"]
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low_pivots = [p for p in pivots if p.direction == "low"]
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# 合并高点
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merged_highs = self._merge_same_direction(
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high_pivots, kline_index, "high"
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)
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# 合并低点
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merged_lows = self._merge_same_direction(
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low_pivots, kline_index, "low"
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)
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# 合并结果
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result = merged_highs + merged_lows
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return result
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def _merge_same_direction(self, pivots: List[PivotPoint],
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kline_index: Dict[str, int],
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direction: str) -> List[PivotPoint]:
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"""
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合并同方向的转折点
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"""
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if len(pivots) < 2:
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return pivots
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merged = []
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i = 0
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while i < len(pivots):
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current = pivots[i]
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current_idx = kline_index.get(str(current.timestamp), -1)
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if current_idx < 0:
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i += 1
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continue
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# 查找需要合并的转折点
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group = [current]
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j = i + 1
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while j < len(pivots):
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next_pivot = pivots[j]
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next_idx = kline_index.get(str(next_pivot.timestamp), -1)
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if next_idx < 0:
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j += 1
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continue
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# 检查K线距离
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kline_distance = abs(next_idx - current_idx)
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if kline_distance >= 26:
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break
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# 检查价格差距（万分之三）
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if current.price > 0:
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price_diff_pct = abs(next_pivot.price - current.price) / current.price
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if price_diff_pct <= 0.0003: # 万分之三
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group.append(next_pivot)
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j += 1
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continue
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break
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# 从组中选择代表性转折点
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if direction == "high":
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# 高点：取价格最高的
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best = max(group, key=lambda p: p.price)
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else:
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# 低点：取价格最低的
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best = min(group, key=lambda p: p.price)
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merged.append(best)
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i = j
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return merged
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def update_pivots(self, symbol: str, period: str, klines: List[KlineData],
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strength: int = None) -> int:
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"""
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更新转折点数据
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Returns:
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更新后的转折点数量
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"""
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symbol = normalize_symbol(symbol)
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pivots = self.detect_pivots(symbol, period, klines, strength)
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# 合并相近的转折点
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merged_pivots = self._merge_pivots(pivots, klines)
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with self._lock:
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self._pivots[symbol][period] = merged_pivots
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count = len(merged_pivots)
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original_count = len(pivots)
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if original_count != count:
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print(f"[PivotDetector] {symbol} {period} 检测到 {original_count} 个转折点，合并后 {count} 个")
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else:
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print(f"[PivotDetector] {symbol} {period} 检测到 {count} 个转折点")
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return count
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def get_pivots(self, symbol: str, period: str, direction: str = None,
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count: int = 50) -> List[Dict]:
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"""
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获取转折点数据
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Args:
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symbol: 交易品种
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period: 周期
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direction: "high" 或 "low"，None表示全部
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count: 返回数量
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Returns:
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转折点列表
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"""
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symbol = normalize_symbol(symbol)
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with self._lock:
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pivots = self._pivots[symbol][period]
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if direction:
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pivots = [p for p in pivots if p.direction == direction]
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# 按时间排序，返回最新的
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pivots = sorted(pivots, key=lambda x: str(x.timestamp), reverse=True)[:count]
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return [p.to_dict() for p in pivots]
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def get_recent_pivots(self, symbol: str, period: str, count: int = 10) -> List[Dict]:
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"""获取最近的转折点（按时间倒序）"""
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symbol = normalize_symbol(symbol)
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with self._lock:
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pivots = self._pivots[symbol][period]
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pivots = sorted(pivots, key=lambda x: str(x.timestamp), reverse=True)[:count]
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return [p.to_dict() for p in pivots]
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def check_near_pivot(self, symbol: str, current_price: float) -> List[Dict]:
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"""
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检查当前价格是否接近某个转折点
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Args:
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symbol: 交易品种
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current_price: 当前价格
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Returns:
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接近的转折点列表，包含距离信息
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预警逻辑：
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- 接近高点：当前价格 < 高点价格 且 距离在阈值范围内
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- 接近低点：当前价格 > 低点价格 且 距离在阈值范围内
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- 突破高点：当前价格超过高点价格的万分之一点二（基于实时价格）
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- 突破低点：当前价格低于低点价格的万分之一点二（基于实时价格）
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- 超过千分之一不再提示
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"""
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symbol = normalize_symbol(symbol)
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near_pivots = []
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# 突破阈值：万分之一点二
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BREAKTHROUGH_THRESHOLD = 0.00012
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# 最大提示范围：千分之一
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MAX_ALERT_THRESHOLD = 0.001
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with self._lock:
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for period in self._pivots[symbol]:
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pivots = self._pivots[symbol][period]
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threshold = self.THRESHOLDS.get(period, 0.001)
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for pivot in pivots:
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if pivot.price == 0 or current_price == 0:
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continue
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# 基于实时价格计算阈值
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breakthrough_value = current_price * BREAKTHROUGH_THRESHOLD # 万分之一点二
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max_alert_value = current_price * MAX_ALERT_THRESHOLD # 千分之一
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# 判断是接近还是突破
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is_near = False
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is_breakthrough = False
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alert_type = ""
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if pivot.direction == "high":
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# 高点转折
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if current_price > pivot.price:
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# 当前价格高于高点，判断是否突破
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# 突破：超过高点的距离在万分之一点二到千分之一之间
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distance = current_price - pivot.price
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if distance >= breakthrough_value and distance < max_alert_value:
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is_breakthrough = True
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alert_type = "breakthrough_high"
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# 超过千分之一不再提示
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else:
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# 当前价格低于高点
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distance_pct = (pivot.price - current_price) / current_price
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if distance_pct <= threshold:
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is_near = True
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alert_type = "near_high"
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elif pivot.direction == "low":
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# 低点转折
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if current_price < pivot.price:
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# 当前价格低于低点，判断是否突破
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# 突破：低于低点的距离在万分之一点二到千分之一之间
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distance = pivot.price - current_price
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if distance >= breakthrough_value and distance < max_alert_value:
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is_breakthrough = True
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alert_type = "breakthrough_low"
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# 超过千分之一不再提示
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else:
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# 当前价格高于低点
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distance_pct = (current_price - pivot.price) / current_price
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if distance_pct <= threshold:
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is_near = True
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alert_type = "near_low"
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if is_near or is_breakthrough:
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distance_pct = abs(current_price - pivot.price) / current_price
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near_pivots.append({
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**pivot.to_dict(),
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"current_price": current_price,
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"distance_pct": round(distance_pct * 100, 4),
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"threshold_pct": round(threshold * 100, 4),
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"distance": round(current_price - pivot.price, 2),
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"alert_type": alert_type,
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"is_breakthrough": is_breakthrough
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})
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# 按距离排序，最近的优先
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near_pivots.sort(key=lambda x: x['distance_pct'])
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return near_pivots
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def get_threshold(self, period: str) -> float:
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"""获取某个周期的接近阈值"""
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return self.THRESHOLDS.get(period, 0.001)
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def clear_symbol(self, symbol: str):
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"""清除某个Symbol的转折点数据"""
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symbol = normalize_symbol(symbol)
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with self._lock:
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if symbol in self._pivots:
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del self._pivots[symbol]
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def get_status(self) -> Dict:
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"""获取状态"""
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with self._lock:
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status = {}
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for symbol in self._pivots:
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status[symbol] = {}
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for period in self._pivots[symbol]:
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count = len(self._pivots[symbol][period])
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status[symbol][period] = {"pivot_count": count}
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return status
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