feat

py-client/strategy/trend/watch.py

@@ -0,0 +1,34 @@
+from dataclasses import dataclass
+from datetime import datetime, timedelta
+from threading import Lock
+import logging
+
+
+@dataclass
+class _Entry:
+    last_close: float
+    expires_at: datetime
+
+
+class DipWatch:
+    def __init__(self, expire_seconds: float = 300, rebound_threshold: float = 0.61):
+        self.expire_seconds, self.rebound_threshold = expire_seconds, rebound_threshold
+        self.data: dict[str, _Entry] = {}; self.lock = Lock()
+
+    def triggered(self, tag: str, code: str, price: float, now: datetime | None = None) -> bool:
+        if price <= 0: return False
+        now = now or datetime.now()
+        with self.lock:
+            watch = self.data.get(code)
+            if watch is None or now >= watch.expires_at:
+                self.data[code] = _Entry(price, now + timedelta(seconds=self.expire_seconds)); return False
+            if price < watch.last_close:
+                self.data[code] = _Entry(price, now + timedelta(seconds=self.expire_seconds)); return False
+            rebound = (price - watch.last_close) / watch.last_close * 100
+            if rebound <= 0 or rebound < self.rebound_threshold: return False
+            del self.data[code]
+            logging.info("[%s-触发] %s 反弹=%.2f%%", tag, code, rebound)
+            return True
+
+    def forget(self, code):
+        with self.lock: self.data.pop(code, None)