cddcf35481
在配置管理中新增 `BLOCK_SHORT_WHEN_4H_UP` 参数，允许在4H上涨时禁止开空，增强策略灵活性与风险控制。同时，更新前端组件以展示该配置，提升用户体验。此改动确保在不同市场条件下，策略能够更有效地避免逆势操作。
97 lines
2.6 KiB
Python
97 lines
2.6 KiB
Python
"""
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trend_4h 缓存模块
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基于已有 WS K 线缓存，将计算得到的 trend_4h（up/down/neutral）写入 Redis，
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供 strategy、market_scanner 等复用，减少重复 EMA/MACD 计算。
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Redis Key: trend_4h:{symbol}，TTL 10 分钟。
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"""
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import logging
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from typing import Optional, Dict, Any
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logger = logging.getLogger(__name__)
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KEY_PREFIX = "trend_4h:"
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try:
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from .redis_ttl import TTL_TREND_4H
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except ImportError:
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TTL_TREND_4H = 600 # 10 分钟
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def _judge_trend_4h(
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price_4h: float,
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ema20_4h: Optional[float],
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ema50_4h: Optional[float],
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macd_4h: Optional[Dict],
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) -> str:
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"""
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多指标投票判断 4H 趋势（与 strategy._judge_trend_4h 一致）。
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Returns: 'up' | 'down' | 'neutral'
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"""
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if ema20_4h is None:
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return 'neutral'
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score = 0
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if price_4h > ema20_4h:
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score += 1
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elif price_4h < ema20_4h:
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score -= 1
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if ema50_4h is not None:
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if ema20_4h > ema50_4h:
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score += 1
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elif ema20_4h < ema50_4h:
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score -= 1
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if macd_4h and isinstance(macd_4h, dict):
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macd_hist = macd_4h.get('histogram', 0)
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if macd_hist > 0:
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score += 1
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elif macd_hist < 0:
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score -= 1
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if score >= 2:
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return 'up'
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if score <= -2:
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return 'down'
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return 'neutral'
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async def get_trend_4h_cached(
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redis_cache: Any,
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symbol: str,
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price_4h: float,
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ema20_4h: Optional[float],
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ema50_4h: Optional[float],
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macd_4h: Optional[Dict],
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ttl_sec: int = None,
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) -> str:
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"""
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优先从 Redis 读取 trend_4h，未命中则计算并写入缓存。
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Args:
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redis_cache: RedisCache 实例（可为 None，则直接计算不缓存）
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symbol: 交易对
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price_4h, ema20_4h, ema50_4h, macd_4h: 计算 trend_4h 所需输入
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ttl_sec: 缓存 TTL，默认使用 redis_ttl.TTL_TREND_4H（10 分钟）
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Returns:
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'up' | 'down' | 'neutral'
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"""
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if ttl_sec is None:
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ttl_sec = TTL_TREND_4H
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key = f"{KEY_PREFIX}{symbol}"
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if redis_cache:
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try:
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await redis_cache.connect()
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cached = await redis_cache.get(key)
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if cached and cached in ('up', 'down', 'neutral'):
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return cached
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except Exception as e:
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logger.debug(f"trend_4h 缓存读取失败 {symbol}: {e}")
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trend = _judge_trend_4h(price_4h, ema20_4h, ema50_4h, macd_4h)
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if redis_cache:
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try:
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await redis_cache.set(key, trend, ttl=ttl_sec)
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except Exception as e:
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logger.debug(f"trend_4h 缓存写入失败 {symbol}: {e}")
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return trend
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