第四版
This commit is contained in:
YuWuKunCheng
@@ -345,7 +345,7 @@ class 缠论配置(BaseModel):
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线段内部背驰_测度: bool = True
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线段内部背驰_模式: str = "相对" # 【任意，配置，全量，相对】
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加载文件路径: str = "./templates/last.nb"
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加载文件路径: str = ""
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@model_validator(mode="before")
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def 兼容旧版本配置(cls, values: Dict[str, Any]) -> Dict[str, Any]:
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@@ -4178,7 +4178,8 @@ def 测试_周期合成(配置: 缠论配置, 配置组: Dict[int, 缠论配置]
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if __name__ == "__main__":
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当前配置 = 缠论配置.不推送()
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当前配置.加载文件路径 = "./btcusd-300-1761327300-1776327900.nb"
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当前配置.加载文件路径 = str(Path(__file__).parent / "btcusd-300-1761327300-1776327900.nb")
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测试_读取数据(当前配置)().测试_保存数据()
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测试_周期合成(当前配置)().测试_保存数据()
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+6
-1
@@ -86,7 +86,12 @@ cmd_test() {
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local wheel=$(ls -t target/wheels/*.whl 2>/dev/null | head -1)
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pip install --force-reinstall "$wheel" 2>&1 | tail -3
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}
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python3 test_integration.py
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# 复制到临时目录运行，避免本地 chanlun/ 目录被优先导入
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local tmp_dir=$(mktemp -d 2>/dev/null || echo "${TMPDIR:-/tmp}/chanlun-test-$$")
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mkdir -p "$tmp_dir"
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cp test_integration.py "$tmp_dir/test_integration.py"
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CHANLUN_PROJECT_ROOT="$PROJECT_DIR/.." python3 "$tmp_dir/test_integration.py" "$@"
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rm -rf "$tmp_dir"
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}
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cmd_sdist() {
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@@ -279,7 +279,7 @@ impl 买卖点Py {
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// ========== 观察者 ==========
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#[pyclass(name = "观察者", unsendable)]
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#[pyclass(name = "观察者", subclass, unsendable)]
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pub struct 观察者Py {
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pub(crate) inner: chanlun::business::observer::观察者,
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}
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+297
-10
@@ -4,9 +4,21 @@
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import sys
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import os
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import struct
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import tempfile
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import chanlun
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# 项目根目录（test_integration.py 位于 <root>/chanlun-py/ 下）
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# 当脚本被复制到其他路径运行时，通过环境变量 CHANLUN_PROJECT_ROOT 指定
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_PROJECT_ROOT = os.environ.get(
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"CHANLUN_PROJECT_ROOT",
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os.path.dirname(os.path.dirname(os.path.abspath(__file__))),
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)
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NB_PATH = os.path.join(_PROJECT_ROOT, "btcusd-300-1761327300-1776327900.nb")
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_PY_REF_DIR = os.path.join(_PROJECT_ROOT, "Py_btcusd:300_1761327300_1776327900")
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_RUST_REF_DIR = os.path.join(_PROJECT_ROOT, "chanlun", "Rust_btcusd:300_1761327300_1776327900")
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def read_nb_bars(path, max_bars=None):
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"""Read bars from .nb file (48 bytes each: 6 × f64 big-endian)."""
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@@ -25,14 +37,267 @@ def read_nb_bars(path, max_bars=None):
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return bars
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def main():
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nb_path = "/home/moscow/chanlun.rs/btcusd-300-1761327300-1776327900.nb"
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ref_dir = "/home/moscow/chanlun.rs/Py_btcusd:300_1761327300_1776327900"
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out_dir = "/tmp/chanlun_py_test_output"
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# ============================================================
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# 观察者 子类化 / 方法重写 测试
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# ============================================================
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def test_subclass_basic():
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"""子类可创建，isinstance 正确."""
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class Sub(chanlun.观察者):
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pass
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obs = Sub("btcusd", 300)
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assert isinstance(obs, chanlun.观察者)
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assert type(obs).__name__ == "Sub"
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assert obs.标识 == "btcusd:300"
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assert obs.周期 == 300
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print(" ✓ test_subclass_basic")
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def test_subclass_init_extra_attrs():
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"""子类 __init__ 可添加自定义属性."""
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class Sub(chanlun.观察者):
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def __init__(self, 符号, 周期):
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self.tag = "custom"
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self.count = 0
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obs = Sub("btcusd", 300)
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assert obs.tag == "custom"
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assert obs.count == 0
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# 基类字段不受影响
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assert obs.标识 == "btcusd:300"
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print(" ✓ test_subclass_init_extra_attrs")
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def test_subclass_new_filter_kwargs():
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"""__new__ 过滤子类专属参数，只把父类需要的传给 super().__new__."""
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class Sub(chanlun.观察者):
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def __new__(cls, 符号, 周期, *, extra=None, **kwargs):
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return super().__new__(cls, 符号, 周期)
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def __init__(self, 符号, 周期, *, extra=None, **kwargs):
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self.extra = extra
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obs = Sub("btcusd", 300, extra={"debug": True})
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assert obs.extra == {"debug": True}
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assert obs.标识 == "btcusd:300"
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obs2 = Sub("ethusd", 60)
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assert obs2.extra is None
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print(" ✓ test_subclass_new_filter_kwargs")
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def test_subclass_new_pass_config():
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"""__new__ 透传 配置 参数到父类."""
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cfg = chanlun.缠论配置()
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class Sub(chanlun.观察者):
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def __new__(cls, 符号, 周期, 配置=None, *, tag="", **kwargs):
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return super().__new__(cls, 符号, 周期, 配置=配置)
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def __init__(self, 符号, 周期, 配置=None, *, tag="", **kwargs):
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self.tag = tag
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obs = Sub("btcusd", 300, cfg, tag="test-tag")
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assert obs.标识 == "btcusd:300"
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assert obs.tag == "test-tag"
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print(" ✓ test_subclass_new_pass_config")
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def test_override_method_super_call():
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"""重写 增加原始K线，super() 调用父类，全线管线运行."""
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bars = read_nb_bars(NB_PATH, max_bars=500)
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# 基类对照组
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base_obs = chanlun.观察者("btcusd", 300)
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for i, (ts, o, h, l, c, v) in enumerate(bars):
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k = chanlun.K线.创建普K(f"base_{i}", ts, o, h, l, c, v, i, 300)
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base_obs.增加原始K线(k)
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# 子类实验组
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class Sub(chanlun.观察者):
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def __init__(self, 符号, 周期):
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self.intercept_count = 0
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self.intercept_timestamps = []
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def 增加原始K线(self, 普K):
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self.intercept_count += 1
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self.intercept_timestamps.append(普K.时间戳)
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super().增加原始K线(普K)
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sub_obs = Sub("btcusd", 300)
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for i, (ts, o, h, l, c, v) in enumerate(bars):
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k = chanlun.K线.创建普K(f"sub_{i}", ts, o, h, l, c, v, i, 300)
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sub_obs.增加原始K线(k)
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# 拦截次数
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assert sub_obs.intercept_count == 500
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assert len(sub_obs.intercept_timestamps) == 500
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# 各层级序列与基类完全一致
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sequences = [
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"普通K线序列",
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"缠论K线序列",
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"分型序列",
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"笔序列",
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"线段序列",
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"中枢序列",
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]
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for attr in sequences:
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base_len = len(getattr(base_obs, attr))
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sub_len = len(getattr(sub_obs, attr))
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assert base_len == sub_len, f"{attr}: base={base_len}, sub={sub_len}"
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# 笔时间戳精确对比
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base_pens = base_obs.笔序列
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sub_pens = sub_obs.笔序列
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for j, (bp, sp) in enumerate(zip(base_pens, sub_pens)):
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assert bp.文.中.时间戳 == sp.文.中.时间戳, f"笔[{j}] 时间戳不一致"
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print(" ✓ test_override_method_super_call")
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def test_override_getter():
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"""重写 @property getter，super() 取基类值."""
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class Sub(chanlun.观察者):
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@property
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def 标识(self):
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return f"[MOCKED] {super().标识}"
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obs = Sub("btcusd", 300)
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assert obs.标识 == "[MOCKED] btcusd:300"
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# 其他 getter 不受影响
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assert obs.周期 == 300
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print(" ✓ test_override_getter")
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def test_override_str_repr():
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"""重写 __str__ / __repr__."""
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class Sub(chanlun.观察者):
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def __str__(self):
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return f"Custom({self.标识})"
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def __repr__(self):
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return self.__str__()
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obs = Sub("btcusd", 300)
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assert str(obs) == "Custom(btcusd:300)"
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assert repr(obs) == "Custom(btcusd:300)"
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print(" ✓ test_override_str_repr")
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def test_multi_level_inheritance():
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"""多层继承，MRO 调用链完整."""
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class Level1(chanlun.观察者):
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def 增加原始K线(self, 普K):
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self.l1_log = getattr(self, "l1_log", [])
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self.l1_log.append("L1")
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super().增加原始K线(普K)
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class Level2(Level1):
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def 增加原始K线(self, 普K):
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self.l2_log = getattr(self, "l2_log", [])
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self.l2_log.append("L2")
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super().增加原始K线(普K)
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obs = Level2("btcusd", 300)
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k = chanlun.K线.创建普K("test", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
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obs.增加原始K线(k)
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assert obs.l2_log == ["L2"], f"L2 log: {obs.l2_log}"
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assert obs.l1_log == ["L1"], f"L1 log: {obs.l1_log}"
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assert len(obs.普通K线序列) == 1
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print(" ✓ test_multi_level_inheritance")
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def test_unoverridden_method_inherited():
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"""未重写的方法从基类直接继承."""
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class Sub(chanlun.观察者):
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pass
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obs = Sub("btcusd", 120)
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k = chanlun.K线.创建普K("test", 1761327900, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
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obs.增加原始K线(k)
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assert obs.标识 == "btcusd:120"
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assert obs.周期 == 120
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assert len(obs.普通K线序列) == 1
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assert len(obs.缠论K线序列) == 1
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# 静态重新分析 也能正常继承
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obs.静态重新分析()
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print(" ✓ test_unoverridden_method_inherited")
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def test_override_reset():
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"""重写 重置基础序列，子类状态也重置."""
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class Sub(chanlun.观察者):
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def __init__(self, 符号, 周期):
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self.my_log = []
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def 重置基础序列(self):
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self.my_log.clear()
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super().重置基础序列()
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obs = Sub("btcusd", 300)
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k = chanlun.K线.创建普K("test", 1761327300, 100.0, 105.0, 99.0, 103.0, 1000.0, 0, 300)
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obs.增加原始K线(k)
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obs.my_log.append("test")
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assert len(obs.普通K线序列) == 1
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obs.重置基础序列()
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assert len(obs.普通K线序列) == 0
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assert obs.my_log == []
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print(" ✓ test_override_reset")
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def run_subclass_tests():
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print("=== 观察者 子类化/重写 测试 ===")
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tests = [
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test_subclass_basic,
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test_subclass_init_extra_attrs,
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test_subclass_new_filter_kwargs,
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test_subclass_new_pass_config,
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test_override_method_super_call,
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test_override_getter,
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test_override_str_repr,
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test_multi_level_inheritance,
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test_unoverridden_method_inherited,
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test_override_reset,
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]
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for test in tests:
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try:
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test()
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except Exception as e:
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print(f" ✗ {test.__name__} FAILED: {e}")
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import traceback
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traceback.print_exc()
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return 1
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print(" ✓ 全部通过")
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return 0
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# ============================================================
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# 集成对比测试
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# ============================================================
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def run_integration_test():
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"""全量集成测试：喂入 .nb 数据，与 Python 参考输出对比。"""
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out_dir = os.path.join(tempfile.gettempdir(), "chanlun_py_test_output")
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# Read all bars
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print("Reading bars from .nb file...")
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bars = read_nb_bars(nb_path)
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bars = read_nb_bars(NB_PATH)
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print(f" Read {len(bars)} bars")
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# Create observer (default config)
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@@ -67,13 +332,13 @@ def main():
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# Compare with Python reference
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print("\nComparing with Python reference...")
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ref_files = sorted(os.listdir(ref_dir))
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ref_files = sorted(os.listdir(_PY_REF_DIR))
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match_count = 0
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diff_count = 0
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all_match = True
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for fname in ref_files:
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ref_path = os.path.join(ref_dir, fname)
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ref_path = os.path.join(_PY_REF_DIR, fname)
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out_path = os.path.join(actual_out_dir, fname)
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if not os.path.exists(out_path):
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@@ -103,13 +368,12 @@ def main():
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all_match = False
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# Also compare extra files against Rust reference
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rust_ref_dir = "/home/moscow/chanlun.rs/chanlun/Rust_btcusd:300_1761327300_1776327900"
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extra_files = set(out_files) - set(ref_files)
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if extra_files:
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print("\nComparing extra files with Rust reference...")
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for fname in sorted(extra_files):
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out_path = os.path.join(actual_out_dir, fname)
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rust_ref_path = os.path.join(rust_ref_dir, fname)
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rust_ref_path = os.path.join(_RUST_REF_DIR, fname)
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if os.path.exists(rust_ref_path):
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with open(rust_ref_path) as f:
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ref_lines = f.readlines()
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@@ -131,5 +395,28 @@ def main():
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return 1
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def main():
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import argparse
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parser = argparse.ArgumentParser(description="chanlun PyO3 集成测试")
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parser.add_argument("test", nargs="?", default="all", choices=["all", "subclass", "integration"], help="运行哪组测试 (默认: all)")
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args = parser.parse_args()
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exit_code = 0
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if args.test in ("all", "subclass"):
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if run_subclass_tests() != 0:
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exit_code = 1
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if args.test in ("all", "integration"):
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if run_integration_test() != 0:
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exit_code = 1
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if exit_code == 0:
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print("\n✓ 所有测试通过")
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sys.exit(exit_code)
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if __name__ == "__main__":
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sys.exit(main())
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main()
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@@ -40,10 +40,16 @@ impl 背驰分析 {
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/// 斜率背驰 — 价格斜率背驰
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pub fn 斜率背驰(进入段: &虚线, 离开段: &虚线) -> bool {
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let dx = (进入段.武.时间戳 - 进入段.文.时间戳) as f64;
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if dx == 0.0 {
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return false;
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}
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let dy = 进入段.武.分型特征值 - 进入段.文.分型特征值;
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let 进入斜率 = dy / dx;
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let dx = (离开段.武.时间戳 - 离开段.文.时间戳) as f64;
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if dx == 0.0 {
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return false;
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}
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let dy = 离开段.武.分型特征值 - 离开段.文.分型特征值;
|
||||
let 离开斜率 = dy / dx;
|
||||
|
||||
|
||||
@@ -88,7 +88,9 @@ impl 立体分析器 {
|
||||
/// 测试_保存数据 — 多级别数据拆分保存
|
||||
/// 创建父目录 PyM_{标识}_{起始时间}_{结束时间}，各周期观察者保存到子目录
|
||||
pub fn 测试_保存数据(&self) {
|
||||
let 根目录 = std::env::current_dir().unwrap_or_default();
|
||||
let 根目录 = std::env::var("CHANLUN_DATA_DIR")
|
||||
.map(std::path::PathBuf::from)
|
||||
.unwrap_or_else(|_| std::env::temp_dir());
|
||||
|
||||
let 起始时间 = self
|
||||
.单体分析器
|
||||
@@ -124,7 +126,7 @@ impl 立体分析器 {
|
||||
|
||||
for 周期 in &self.周期组 {
|
||||
if let Some(观察员) = self.单体分析器.get(周期) {
|
||||
观察员.测试_保存数据(Some(保存路径.to_str().unwrap()));
|
||||
观察员.测试_保存数据(Some(&保存路径.to_string_lossy()));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -376,7 +376,9 @@ impl 观察者 {
|
||||
// 确定根目录
|
||||
let 根目录 = match root {
|
||||
Some(r) => std::path::PathBuf::from(r),
|
||||
None => std::env::current_dir().unwrap_or_default(),
|
||||
None => std::env::var("CHANLUN_DATA_DIR")
|
||||
.map(std::path::PathBuf::from)
|
||||
.unwrap_or_else(|_| std::env::temp_dir()),
|
||||
};
|
||||
|
||||
// 生成子目录名称
|
||||
|
||||
@@ -196,7 +196,7 @@ impl Default for 缠论配置 {
|
||||
线段内部背驰_斜率: true,
|
||||
线段内部背驰_测度: true,
|
||||
线段内部背驰_模式: "相对".into(),
|
||||
加载文件路径: "./templates/last.nb".into(),
|
||||
加载文件路径: String::new(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -172,6 +172,9 @@ impl 缠论K线 {
|
||||
普k: Rc<K线>,
|
||||
之前: Option<&缠论K线>,
|
||||
) -> Self {
|
||||
if 高.is_nan() || 低.is_nan() {
|
||||
panic!("缠K高/低不能为NaN: 高={高}, 低={低}");
|
||||
}
|
||||
assert!(高 >= 低, "缠K高必须>=低: 高={高}, 低={低}");
|
||||
|
||||
let 周期 = 普k.周期;
|
||||
|
||||
@@ -464,7 +464,7 @@ impl 虚线 {
|
||||
.unwrap()
|
||||
.MACD柱
|
||||
.partial_cmp(&b.macd.as_ref().unwrap().MACD柱)
|
||||
.unwrap()
|
||||
.unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
let mut 柱对 = vec![Rc::clone(*最高柱子), Rc::clone(最后)];
|
||||
@@ -481,7 +481,7 @@ impl 虚线 {
|
||||
.max_by(|a, b| {
|
||||
let da = a.macd.as_ref().and_then(|m| m.DIF).unwrap_or(0.0);
|
||||
let db = b.macd.as_ref().and_then(|m| m.DIF).unwrap_or(0.0);
|
||||
da.partial_cmp(&db).unwrap()
|
||||
da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
if let (Some(m0), Some(m1)) = (最高离差值.macd.as_ref(), 最后.macd.as_ref()) {
|
||||
@@ -498,7 +498,7 @@ impl 虚线 {
|
||||
.max_by(|a, b| {
|
||||
let da = a.macd.as_ref().and_then(|m| m.DEA).unwrap_or(0.0);
|
||||
let db = b.macd.as_ref().and_then(|m| m.DEA).unwrap_or(0.0);
|
||||
da.partial_cmp(&db).unwrap()
|
||||
da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
if let (Some(m0), Some(m1)) = (最高信号线.macd.as_ref(), 最后.macd.as_ref()) {
|
||||
@@ -531,7 +531,7 @@ impl 虚线 {
|
||||
.MACD柱
|
||||
.abs()
|
||||
.partial_cmp(&b.macd.as_ref().unwrap().MACD柱.abs())
|
||||
.unwrap()
|
||||
.unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
let mut 柱对 = vec![Rc::clone(*最高柱子), Rc::clone(最后)];
|
||||
@@ -548,7 +548,7 @@ impl 虚线 {
|
||||
.max_by(|a, b| {
|
||||
let da = a.macd.as_ref().and_then(|m| m.DIF).unwrap_or(0.0).abs();
|
||||
let db = b.macd.as_ref().and_then(|m| m.DIF).unwrap_or(0.0).abs();
|
||||
da.partial_cmp(&db).unwrap()
|
||||
da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
if let (Some(m0), Some(m1)) = (最高离差值.macd.as_ref(), 最后.macd.as_ref()) {
|
||||
@@ -565,7 +565,7 @@ impl 虚线 {
|
||||
.max_by(|a, b| {
|
||||
let da = a.macd.as_ref().and_then(|m| m.DEA).unwrap_or(0.0).abs();
|
||||
let db = b.macd.as_ref().and_then(|m| m.DEA).unwrap_or(0.0).abs();
|
||||
da.partial_cmp(&db).unwrap()
|
||||
da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
|
||||
})
|
||||
.unwrap();
|
||||
if let (Some(m0), Some(m1)) = (最高信号线.macd.as_ref(), 最后.macd.as_ref()) {
|
||||
|
||||
@@ -60,6 +60,10 @@ impl 相对方向 {
|
||||
|
||||
/// 分析两个K线之间的相对方向
|
||||
pub fn 分析(前高: f64, 前低: f64, 后高: f64, 后低: f64) -> Self {
|
||||
// NaN 值无法判断方向，视为"同"避免 panic
|
||||
if 前高.is_nan() || 前低.is_nan() || 后高.is_nan() || 后低.is_nan() {
|
||||
return Self::同;
|
||||
}
|
||||
if 前高 == 后高 && 前低 == 后低 {
|
||||
return Self::同;
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user