chan_enhance.py

"""
chan_enhance.py —— 缠论系统增强(查漏补缺) · 纯函数版(非Hook)
"""
from __future__ import annotations


W_REVERSAL = 1.0
W_TRAP     = 0.85
W_RELAY    = 0.6
W_UNKNOWN  = 0.7

# 第16课 六种基本走势 → 买法分类的中文名(配合英文 method 一起展示)
METHOD_CN = {
    'reversal': '反转式(下跌+盘整+上涨 / 趋势底背驰一买, 力度最强, 权重最高)',
    'trap':     '陷阱式(下跌+上涨, 空头陷阱式二买, 中等力度)',
    'relay':    '中继式(上涨+盘整+上涨, 三买, 趋势中继)',
    'unknown':  '未分类',
}

WEAK_ARM_GAIN = 0.04
WEAK_GIVEBACK = 0.22

L92_EXIT_ENABLE      = False
L92_EXIT_FLOATING_MAX = 0.015
L92_ZD_BREAK_BUF      = 0.0


def classify_buy_method(sig_kind, ml) -> str:
    sig = ml.daily.signal if (ml and ml.daily) else None
    dg = getattr(sig, 'diverge_grade', None) if sig is not None else None
    if sig_kind == 'B1':
        return 'reversal'
    if sig_kind == 'B3':
        return 'relay'
    if sig_kind == 'B2':
        # L37 背驰分辨: 只有"趋势背驰"(≥2个同向中枢后的背驰)才是标准的趋势转折,
        # 对应第16课"下跌+盘整+上涨"反转式买法; 盘整背驰力度弱, 仍按陷阱式处理。
        if (dg is not None and getattr(dg, 'grade', '') == 'STRONG'
                and getattr(dg, 'is_trend_divergence', False)):
            return 'reversal'
        return 'trap'
    return 'unknown'


def l37_divergence_note(ml) -> str:
    """L37 背驰分辨(区分背驰段构成): 趋势背驰=至少两个同向中枢后的背驰, 转折级别高;
    盘整背驰=单中枢内的力度衰竭, 只保证回拉中枢, 不保证反转。"""
    sig = ml.daily.signal if (ml and ml.daily) else None
    dg = getattr(sig, 'diverge_grade', None) if sig is not None else None
    if dg is None or getattr(dg, 'grade', 'NONE') == 'NONE':
        return ''
    if getattr(dg, 'is_trend_divergence', False):
        return (f'第37课: 趋势背驰({getattr(dg, "n_trend_pivots", "?")}个同向中枢), '
                f'转折至少回拉至最后一个中枢, 大概率反转 → 可按反转式买法重仓')
    return ('第37课: 盘整背驰(背驰段内仅1个中枢), 只保证回拉中枢一次, '
            '不保证趋势反转 → 轻仓短打, 回拉到中枢即考虑兑现')


def buy_method_weight(sig_kind, ml):
    method = classify_buy_method(sig_kind, ml)
    wmap = {'reversal': W_REVERSAL, 'trap': W_TRAP, 'relay': W_RELAY, 'unknown': W_UNKNOWN}
    return method, wmap.get(method, W_UNKNOWN)


def recompute_evo(ml) -> str:
    sig = ml.daily.signal if (ml and ml.daily) else None
    if sig is not None:
        evo = (sig.extras or {}).get('post_evolution', '')
        if evo:
            return evo
    dv = ml.daily if ml else None
    if dv is not None and dv.zd is not None and dv.zg is not None:
        if ml.cur_price < dv.zd:
            return 'case1_extend'
    return ''


def weak_evo_giveback(pos, ml, default_giveback):
    evo = recompute_evo(ml) if ml is not None else (pos.get('post_evo') or '')
    if evo == 'case1_extend':
        return WEAK_ARM_GAIN, WEAK_GIVEBACK
    return None, default_giveback


def l92_should_exit(pos, ml, close_p, floating):
    if not L92_EXIT_ENABLE or ml is None or ml.daily is None:
        return None
    if floating > L92_EXIT_FLOATING_MAX:
        return None
    zd = ml.daily.zd
    if zd is None:
        return None
    if close_p < zd * (1 - L92_ZD_BREAK_BUF) and close_p > pos.get('stop_px', 0):
        return ('L92_EXIT',
                f'第92课中枢震荡监视器: 现价{close_p:.3f}已破日线中枢下沿ZD{zd:.3f}'
                f'(向下变盘) 且浮盈仅{floating:+.1%} → 提前减仓, 不等磨到结构止损')
    return None


def predict_enhance(ml) -> dict:
    out = {}
    if ml is None or ml.daily is None:
        return out
    sig_kind = ml.final_kind or ''
    if sig_kind in ('B1', 'B2', 'B3'):
        method, weight = buy_method_weight(sig_kind, ml)
        out['buy_method'] = method
        out['buy_method_cn'] = METHOD_CN.get(method, method)
        out['suggest_weight'] = weight
        out['l16_note'] = f'第16课: 买法分类={method}〔{METHOD_CN.get(method, method)}〕, 建议仓位权重{weight:.2f}'
    l37 = l37_divergence_note(ml)
    if l37:
        out['l37_note'] = l37
    evo = recompute_evo(ml)
    if evo:
        out['post_evolution'] = evo
        out['evo_hint'] = ('第29课: 最弱形态(反弹/回落未回中枢), 持有宜收紧移动止盈, 尽快兑现'
                           if evo == 'case1_extend'
                           else '第29课: 形态较强(回到中枢), 可持有等三买/趋势延续')
    zd = ml.daily.zd
    if zd is not None and ml.cur_price < zd:
        out['l92_warn'] = f'第92课: 现价{ml.cur_price:.3f}已在日线中枢下沿ZD{zd:.3f}下方 → 向下变盘预警'
    return out