初步完成AI-AGENK开发框架

app/indicators.py

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+"""
+自定义指标库 — 已全面接入 ferro-ta 原生 Rust 实现。
+
+v2 变更: 所有在 raptorbt (ferro-ta) 中已有原生实现的指标, 不再用 Python
+重新计算, 而是直接转发到原生函数, 获得亚毫秒级性能。
+
+  原生转发 (10 个): typical_price→typprice, cci, williams_r→willr,
+    roc, trix, dmi→adx_all, ichimoku, parabolic_sar→sar, mfi, obv
+  原生组合 (1 个): awesome_oscillator = sma(medprice) - sma(medprice)
+
+使用方式:
+  from my_indicators import cci, awesome_oscillator
+  cci_values = cci(high, low, close, period=20)
+"""
+
+import numpy as np
+import raptorbt
+
+
+# ============================================================================
+# 原生转发层 — 直接调用 ferro-ta Rust 实现
+# ============================================================================
+
+def typical_price(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray:
+    """典型价格 (H+L+C)/3 — 转发 raptorbt.typprice"""
+    return raptorbt.typprice(high, low, close)
+
+
+def cci(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 20) -> np.ndarray:
+    """商品通道指数 — 转发 raptorbt.cci"""
+    return raptorbt.cci(high, low, close, period)
+
+
+def williams_r(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 14) -> np.ndarray:
+    """威廉指标 (-100~0) — 转发 raptorbt.willr"""
+    return raptorbt.willr(high, low, close, period)
+
+
+def roc(data: np.ndarray, period: int = 12) -> np.ndarray:
+    """变化率 — 转发 raptorbt.roc"""
+    return raptorbt.roc(data, period)
+
+
+def trix(data: np.ndarray, period: int = 15) -> np.ndarray:
+    """三重指数平滑变化率 — 转发 raptorbt.trix"""
+    return raptorbt.trix(data, period)
+
+
+def dmi(high: np.ndarray, low: np.ndarray, close: np.ndarray, period: int = 14):
+    """
+    方向运动指标 (DMI) — 转发 raptorbt.adx_all
+
+    返回: (plus_di, minus_di, adx)
+    """
+    adx, plus_di, minus_di = raptorbt.adx_all(high, low, close, period)
+    return plus_di, minus_di, adx
+
+
+def ichimoku(
+    high: np.ndarray,
+    low: np.ndarray,
+    close: np.ndarray,
+    tenkan_period: int = 9,
+    kijun_period: int = 26,
+    senkou_b_period: int = 52,
+    displacement: int = 26,
+):
+    """一目均衡表 — 转发 raptorbt.ichimoku
+
+    返回: (tenkan, kijun, senkou_a, senkou_b, chikou)
+    """
+    return raptorbt.ichimoku(
+        high, low, close, tenkan_period, kijun_period, senkou_b_period, displacement
+    )
+
+
+def parabolic_sar(
+    high: np.ndarray,
+    low: np.ndarray,
+    close: np.ndarray,
+    step: float = 0.02,
+    max_step: float = 0.2,
+) -> np.ndarray:
+    """抛物线 SAR — 转发 raptorbt.sar (close 参数仅用于保持签名兼容, 不参与计算)"""
+    return raptorbt.sar(high, low, acceleration=step, maximum=max_step)
+
+
+def mfi(
+    high: np.ndarray,
+    low: np.ndarray,
+    close: np.ndarray,
+    volume: np.ndarray,
+    period: int = 14,
+) -> np.ndarray:
+    """资金流量指数 (0~100) — 转发 raptorbt.mfi"""
+    return raptorbt.mfi(high, low, close, volume, period)
+
+
+def obv(close: np.ndarray, volume: np.ndarray) -> np.ndarray:
+    """能量潮 — 转发 raptorbt.obv"""
+    return raptorbt.obv(close, volume)
+
+
+# ============================================================================
+# 原生组合层 — 基于 raptorbt 原生函数组合 (无需新增 Rust 代码)
+# ============================================================================
+
+def awesome_oscillator(
+    high: np.ndarray,
+    low: np.ndarray,
+    fast_period: int = 5,
+    slow_period: int = 34,
+) -> np.ndarray:
+    """
+    鳄鱼振荡器 (Awesome Oscillator)
+
+    AO = SMA(median_price, fast) - SMA(median_price, slow)
+      其中 median_price = (high + low) / 2
+
+    基于 raptorbt.medprice + raptorbt.sma 原生 Rust 实现。
+    """
+    midpoint = raptorbt.medprice(high, low)           # 原生: (H+L)/2
+    sma_fast = raptorbt.sma(midpoint, fast_period)   # 原生 SMA
+    sma_slow = raptorbt.sma(midpoint, slow_period)   # 原生 SMA
+    return sma_fast - sma_slow