145 lines
5.0 KiB
Python
145 lines
5.0 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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转折点存储模块
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存储和管理转折点数据
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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
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import threading
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from ..models import PivotPoint
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class PivotStore:
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"""转折点存储（只负责数据CRUD）"""
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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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# 转折点时间线: {SYMBOL: {PERIOD: [PivotPoint, ...]}}
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self._pivots_timeline = defaultdict(lambda: defaultdict(list))
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self._lock = threading.RLock()
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print("[PivotStore] 转折点存储已初始化")
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def save_pivots(self, symbol: str, period: str, pivots: List[PivotPoint],
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timeline: List[PivotPoint] = None):
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"""
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保存转折点数据
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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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pivots: 合并后的转折点列表
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timeline: 时间线转折点列表（可选）
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"""
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with self._lock:
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self._pivots[symbol][period] = list(pivots)
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if timeline is not None:
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self._pivots_timeline[symbol][period] = list(timeline)
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else:
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self._pivots_timeline[symbol][period] = list(pivots)
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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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"""获取转折点数据"""
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with self._lock:
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pivots = list(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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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_pivot_objects(self, symbol: str, period: str = None) -> List[PivotPoint]:
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"""获取转折点对象（用于内部计算）"""
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with self._lock:
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if period:
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return list(self._pivots[symbol][period])
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else:
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# 返回所有周期
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result = []
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for p in self._pivots[symbol]:
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result.extend(self._pivots[symbol][p])
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return result
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def get_timeline(self, symbol: str, period: str) -> List[PivotPoint]:
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"""获取时间线转折点（用于判断趋势）"""
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with self._lock:
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return list(self._pivots_timeline[symbol][period])
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def get_all_periods(self, symbol: str) -> List[str]:
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"""获取有转折点数据的所有周期"""
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with self._lock:
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return list(self._pivots[symbol].keys())
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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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with self._lock:
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if symbol in self._pivots:
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del self._pivots[symbol]
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if symbol in self._pivots_timeline:
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del self._pivots_timeline[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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def find_nearest_pivot_price(self, symbol: str, direction: str,
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current_price: float) -> Optional[float]:
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"""
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找到离当前价格最近的转折点价格
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Args:
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symbol: 交易品种
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direction: 'high' 或 'low'
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current_price: 当前价格
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Returns:
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最近的转折点价格，如果没有返回None
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"""
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nearest_price = None
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min_distance = float('inf')
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total_pivots = 0
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filtered_pivots = 0
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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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total_pivots += len(pivots)
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for pivot in pivots:
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if pivot.direction != direction:
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continue
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if direction == 'high' and pivot.price <= current_price:
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filtered_pivots += 1
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continue
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if direction == 'low' and pivot.price >= current_price:
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filtered_pivots += 1
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continue
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distance = abs(pivot.price - current_price)
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if distance < min_distance:
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min_distance = distance
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nearest_price = pivot.price
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if nearest_price is None and total_pivots > 0:
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print(f"[PivotStore] find_nearest_pivot_price: 未找到 {direction} 转折点, "
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f"current_price={current_price:.2f}, "
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f"total_pivots={total_pivots}, filtered={filtered_pivots}")
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return nearest_price |