feat(indicator): per-interval S/R + Range + LSLine + Donchian 箱体（ADR-0003）
按 ADR-0003 把 Support / Resistance / Range / LSLine 从顶层下沉进 IntervalTechnicals，每个周期独立计算；顶层 5 字段保留为 Intervals[primary] 镜像（单一来源，不双写）以维持向后兼容的 JSON shape。 新增 BoxBreak（Donchian 风格，lookback=20 根不含当前根，K 线 < 21 → nil）， 落到 IntervalTechnicals.Box。 IndicatorComputer.Compute 签名升级到 longShortByInterval map： market_context 改为并发拉取 15m/1h/4h/1d 的全局 LSR，1w 不在 Binance LSR 支持列表 → 加 warning lsr_unsupported_interval:1w。 测试：boxBreak 6 个 case（inside/break_up/break_down/insufficient/2 个 parse 失败）+ per-interval Support/Resistance/Range 跨周期断言 + 镜像不变量 + 缺 LSR key → LongShortLine nil。indicator.go 平均覆盖 97.26%（boxBreak 100%）。
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dela
@@ -631,3 +631,169 @@ func TestCompute_IntervalsPopulated(t *testing.T) {
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require.NotNil(t, out.Intervals["4h"].Bollinger)
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require.NotNil(t, out.Intervals["4h"].Vegas)
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}
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// ---- boxBreak ---------------------------------------------------------
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// mkFlatKline 生成单根 K 线，all 价位相同（用于构造箱体内 baseline）。
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func mkFlatKline(idx int64, price float64) entity.Kline {
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s := strconv.FormatFloat(price, 'f', -1, 64)
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return mkKline(idx, s, s, s, s)
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}
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func TestBoxBreak_Inside(t *testing.T) {
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// 21 根：前 20 根 high=110、low=90 → box [90,110]；最后一根 close=100 → inside
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klines := make([]entity.Kline, 21)
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for i := 0; i < 20; i++ {
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klines[i] = mkKline(int64(i), "100", "110", "90", "100")
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}
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klines[20] = mkKline(20, "100", "101", "99", "100")
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got := boxBreak(klines, boxLookback)
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require.NotNil(t, got)
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require.Equal(t, "110", got.BoxHigh)
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require.Equal(t, "90", got.BoxLow)
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require.Equal(t, "inside", got.Status)
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require.Equal(t, "20", got.LookbackBars)
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}
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func TestBoxBreak_BreakUp(t *testing.T) {
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// 前 20 根 [90,110]；最后一根 close=120 > 110 → break_up
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klines := make([]entity.Kline, 21)
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for i := 0; i < 20; i++ {
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klines[i] = mkKline(int64(i), "100", "110", "90", "100")
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}
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klines[20] = mkKline(20, "115", "121", "114", "120")
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got := boxBreak(klines, boxLookback)
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require.NotNil(t, got)
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require.Equal(t, "break_up", got.Status)
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// 当前根不参与箱体计算：边界仍是 110/90
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require.Equal(t, "110", got.BoxHigh)
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require.Equal(t, "90", got.BoxLow)
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}
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func TestBoxBreak_BreakDown(t *testing.T) {
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klines := make([]entity.Kline, 21)
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for i := 0; i < 20; i++ {
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klines[i] = mkKline(int64(i), "100", "110", "90", "100")
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}
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klines[20] = mkKline(20, "92", "93", "85", "85")
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got := boxBreak(klines, boxLookback)
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require.NotNil(t, got)
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require.Equal(t, "break_down", got.Status)
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require.Equal(t, "90", got.BoxLow)
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}
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func TestBoxBreak_InsufficientData(t *testing.T) {
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// 仅 20 根（< lookback+1）→ nil
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klines := make([]entity.Kline, 20)
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for i := 0; i < 20; i++ {
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klines[i] = mkFlatKline(int64(i), 100)
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}
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require.Nil(t, boxBreak(klines, boxLookback))
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require.Nil(t, boxBreak(nil, boxLookback), "nil 输入")
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require.Nil(t, boxBreak(klines, 0), "lookback=0")
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require.Nil(t, boxBreak(klines, -1), "negative lookback")
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}
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func TestBoxBreak_MalformedPrice(t *testing.T) {
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// 窗口内任意根价格 parse 失败 → 整体返回 nil
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klines := make([]entity.Kline, 21)
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for i := 0; i < 20; i++ {
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klines[i] = mkKline(int64(i), "100", "110", "90", "100")
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}
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klines[5] = mkKline(5, "100", "abc", "90", "100") // bad high
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klines[20] = mkKline(20, "100", "101", "99", "100")
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require.Nil(t, boxBreak(klines, boxLookback))
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}
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func TestBoxBreak_MalformedClose(t *testing.T) {
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// 当前根 close parse 失败 → nil
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klines := make([]entity.Kline, 21)
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for i := 0; i < 20; i++ {
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klines[i] = mkKline(int64(i), "100", "110", "90", "100")
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}
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klines[20] = mkKline(20, "100", "101", "99", "xyz")
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require.Nil(t, boxBreak(klines, boxLookback))
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}
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// ---- Compute per-interval（ADR-0003 镜像不变量）-------------------------
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// TestCompute_PerIntervalSRAndMirror 是 ADR-0003 的核心守卫：
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// (a) 每个有足够 kline 的周期都独立产出 Support/Resistance/Range；
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// (b) 顶层 5 字段必须 == Intervals[primaryInterval] 的对应字段（单一来源镜像）。
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// 同时覆盖：缺 LSR key 的周期 LongShortLine 为 nil（对应 1w warning 的算法侧契约）。
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func TestCompute_PerIntervalSRAndMirror(t *testing.T) {
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// V-shape 21 根：1 个 pivotLow、0 个 pivotHigh
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vshape := func() []entity.Kline {
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out := make([]entity.Kline, 21)
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for i := 0; i < 21; i++ {
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var p float64
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if i <= 10 {
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p = 100 - float64(i)*1.0
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} else {
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p = 90 + float64(i-10)*1.0
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}
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out[i] = mkKline(int64(i),
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strconv.FormatFloat(p, 'f', -1, 64),
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strconv.FormatFloat(p+0.5, 'f', -1, 64),
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strconv.FormatFloat(p, 'f', -1, 64),
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strconv.FormatFloat(p+0.25, 'f', -1, 64),
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)
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}
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return out
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}
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// 4h 周期带 LSR 穿越（0.9 → 1.1）
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lsr4h := []entity.LongShortRatio{mkLSR(0, "0.9"), mkLSR(1, "1.1")}
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u := NewIndicatorUsecase()
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out := u.Compute(
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map[string][]entity.Kline{
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"1h": vshape(),
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"4h": vshape(),
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"1w": vshape(), // 1w 无 LSR（模拟 Binance 不支持）
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},
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"4h",
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map[string][]entity.LongShortRatio{
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"1h": {mkLSR(0, "0.5"), mkLSR(1, "0.7")}, // 全在 1 下方 → 无穿越
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"4h": lsr4h,
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// 故意不放 "1w"
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},
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)
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// (a) per-interval Support 非空
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require.NotEmpty(t, out.Intervals["1h"].Support, "1h V-shape 必有 pivot low")
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require.NotEmpty(t, out.Intervals["4h"].Support)
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require.NotEmpty(t, out.Intervals["1w"].Support)
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require.NotNil(t, out.Intervals["4h"].RangeHigh)
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require.NotNil(t, out.Intervals["4h"].RangeLow)
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// LongShortLine：4h 有穿越 → 非 nil；1h 无穿越 → nil；1w 缺 key → nil
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require.NotNil(t, out.Intervals["4h"].LongShortLine, "4h 有穿越")
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require.Nil(t, out.Intervals["1h"].LongShortLine, "1h LSR 不穿越 1.0")
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require.Nil(t, out.Intervals["1w"].LongShortLine, "1w 缺 LSR key → nil")
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// (b) 顶层镜像 primary=4h（ADR-0003 单一来源不变量）
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// 注意：顶层把 nil 归一为空切片（v2.0 JSON shape），所以用 ElementsMatch
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// 而不是严格 Equal 来表达"语义同源"。RangeHigh/Low/LongShortLine 是 *string
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// 共享同一指针，直接 Equal 即可。
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require.ElementsMatch(t, out.Intervals["4h"].Support, out.Support, "顶层 Support 与 Intervals[primary] 同源")
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require.ElementsMatch(t, out.Intervals["4h"].Resistance, out.Resistance)
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require.Equal(t, out.Intervals["4h"].RangeHigh, out.RangeHigh)
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require.Equal(t, out.Intervals["4h"].RangeLow, out.RangeLow)
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require.Equal(t, out.Intervals["4h"].LongShortLine, out.LongShortLine)
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}
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// TestCompute_MissingPrimaryGivesEmptySkeleton：primary 不在 Intervals 时，
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// 顶层 Support/Resistance 必须是空切片（非 nil，向后兼容 v2.0 JSON shape）。
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func TestCompute_MissingPrimaryGivesEmptySkeleton(t *testing.T) {
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u := NewIndicatorUsecase()
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out := u.Compute(
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map[string][]entity.Kline{"1h": ascending(5, 100, 1)},
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"4h", // primary 不存在
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nil,
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)
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require.NotNil(t, out.Support)
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require.NotNil(t, out.Resistance)
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require.Empty(t, out.Support)
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require.Empty(t, out.Resistance)
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require.Nil(t, out.RangeHigh, "primary 缺席 → 顶层 RangeHigh 也为 nil")
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}
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