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
+7 -4
View File
@@ -18,10 +18,13 @@ class RSIStrategy(BaseStrategy):
df = pd.DataFrame(rates)
delta = df['close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=self.period).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=self.period).mean()
rs = gain / loss
gain = delta.where(delta > 0, 0)
loss = -delta.where(delta < 0, 0)
avg_gain = gain.ewm(com=self.period - 1, min_periods=self.period).mean()
avg_loss = loss.ewm(com=self.period - 1, min_periods=self.period).mean()
rs = avg_gain / avg_loss
rsi = 100 - (100 / (1 + rs))
latest_rsi = rsi.iloc[-1]