重构项目架构,新增 MT5 代理服务

- 重构核心模块:DataProvider 依赖注入、RiskController 门面、信号注册表
- 新增 FastAPI 代理服务 (run/server.py),支持局域网远程调用 MT5
- 新增 RemoteDataProvider + AttrDict,远端无缝替代 LiveDataProvider
- 新增序列化模块,MT5 对象转 JSON 兼容格式
- 重构入口点至 run/ 包,支持 python -m run.realtime/server/backtest/optimize
- 更新 CLAUDE.md 文档

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Co-Authored-By: Claude <noreply@anthropic.com>
Co-Authored-By: Happy <yesreply@happy.engineering>
This commit is contained in:
silencesdg
2026-05-11 12:00:45 +08:00
co-authored by Claude Happy
parent e8226edd96
commit 4cb4f4a15e
46 changed files with 2993 additions and 2279 deletions
+4 -1
View File
@@ -12,7 +12,10 @@ class KDJStrategy(BaseStrategy):
def _calculate_indicators(self, df):
low_min = df['low'].rolling(self.period).min()
high_max = df['high'].rolling(self.period).max()
rsv = (df['close'] - low_min) / (high_max - low_min) * 100
# 避免除零:当最高价==最低价时,RSV 取 50(中性)
price_range = high_max - low_min
rsv = (df['close'] - low_min) / price_range.replace(0, float('nan')) * 100
rsv = rsv.fillna(50)
df['k'] = rsv.ewm(com=2).mean()
df['d'] = df['k'].ewm(com=2).mean()
df['j'] = 3 * df['k'] - 2 * df['d']