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%)。
This commit is contained in:
dela
2026-05-25 10:44:33 +08:00
parent 319e73d91f
commit 21b3078094
6 changed files with 423 additions and 39 deletions

View File

@@ -23,6 +23,10 @@ var supportedSymbols = map[string]bool{
var supportedIntervals = []string{"15m", "1h", "4h", "1d", "1w"}
// lsrSupportedIntervals 是 Binance Futures Global LSR 接口支持的 period 集合。
// 1w 不在列表内 → 该周期 IntervalTechnicals.LongShortLine 为 nil外加 warning。
var lsrSupportedIntervals = []string{"15m", "1h", "4h", "1d"}
const (
klineWindowSize = 300
klineMinForOK = 200
@@ -164,10 +168,31 @@ func (u *MarketContextUsecase) Build(ctx context.Context, symbol string) (*entit
addWarn("OI history query failed: " + err.Error())
}
globalLS, err := u.lsRepo.FindRecent(ctx, symbol, derivativePeriod, entity.RatioTypeGlobalAccount, longShortLen)
if err != nil {
addWarn("global long/short query failed: " + err.Error())
globalLSByInterval := make(map[string][]entity.LongShortRatio, len(lsrSupportedIntervals))
var lsMu sync.Mutex
lsG, lsCtx := errgroup.WithContext(ctx)
for _, iv := range lsrSupportedIntervals {
iv := iv
lsG.Go(func() error {
rows, err := u.lsRepo.FindRecent(lsCtx, symbol, iv, entity.RatioTypeGlobalAccount, longShortLen)
if err != nil {
addWarn(fmt.Sprintf("global long/short query failed for %s: %v", iv, err))
return nil
}
lsMu.Lock()
globalLSByInterval[iv] = rows
lsMu.Unlock()
return nil
})
}
_ = lsG.Wait()
for _, iv := range supportedIntervals {
if !lsrSupports(iv) {
addWarn("lsr_unsupported_interval:" + iv)
}
}
globalLS := globalLSByInterval[derivativePeriod]
topLS, err := u.lsRepo.FindRecent(ctx, symbol, derivativePeriod, entity.RatioTypeTopTraderPosition, longShortLen)
if err != nil {
addWarn("top trader position long/short query failed: " + err.Error())
@@ -202,7 +227,7 @@ func (u *MarketContextUsecase) Build(ctx context.Context, symbol string) (*entit
Snapshot: snapshot,
Klines: klines,
Derivatives: derivBundle,
Technical: u.indicator.Compute(klines, derivativePeriod, globalLS),
Technical: u.indicator.Compute(klines, derivativePeriod, globalLSByInterval),
DataQuality: entity.DataQuality{
Source: "binance",
Warnings: warnings,
@@ -218,3 +243,12 @@ func (u *MarketContextUsecase) Build(ctx context.Context, symbol string) (*entit
}
return out, nil
}
func lsrSupports(interval string) bool {
for _, iv := range lsrSupportedIntervals {
if iv == interval {
return true
}
}
return false
}