褚宏光
95d13b2cce
- Added `--show-details` parameter to `pipeline_converging_triangle.py` for generating detailed charts that display all pivot points and fitting lines. - Implemented an iterative outlier removal algorithm in `fit_pivot_line` to improve the accuracy of pivot point fitting by eliminating weak points. - Updated `USAGE.md` to include new command examples for the detailed mode. - Revised multiple documentation files to reflect recent changes and improvements in the pivot detection and visualization processes.
158 lines
3.9 KiB
Markdown
158 lines
3.9 KiB
Markdown
# 枢轴点检测与可视化修复
|
||
|
||
**日期**: 2026-01-26
|
||
**版本**: v1.0
|
||
|
||
## 问题概述
|
||
|
||
收敛三角形检测系统存在多个问题，导致：
|
||
1. 非收敛形态（如上升三角形）被误判
|
||
2. 绘图与检测结果不一致
|
||
3. 窗口末端枢轴点无法识别
|
||
|
||
---
|
||
|
||
## 问题1: 斜率约束过于宽松
|
||
|
||
### 现象
|
||
"上升三角形"（上沿水平+下沿向上）被误判为"收敛三角形"。
|
||
|
||
### 原因
|
||
```python
|
||
upper_slope_max=0.10, # 允许上沿向上
|
||
lower_slope_min=-0.10, # 允许下沿向下
|
||
```
|
||
|
||
### 解决方案
|
||
**文件**: `scripts/triangle_config.py`
|
||
```python
|
||
upper_slope_max=0, # 上沿必须向下或水平（≤0）
|
||
lower_slope_min=0, # 下沿必须向上或水平（≥0）
|
||
```
|
||
|
||
---
|
||
|
||
## 问题2: 绘图与检测枢轴点不一致
|
||
|
||
### 现象
|
||
图表显示的枢轴点和趋势线与实际检测结果不同。
|
||
|
||
### 原因
|
||
- 检测代码使用 `pivots_fractal_hybrid`（实时模式）
|
||
- 绘图代码使用 `pivots_fractal`（标准模式）
|
||
|
||
### 解决方案
|
||
**文件**: `scripts/plot_converging_triangles.py`
|
||
```python
|
||
from triangle_config import REALTIME_MODE, FLEXIBLE_ZONE
|
||
|
||
if REALTIME_MODE:
|
||
confirmed_ph, confirmed_pl, candidate_ph, candidate_pl = pivots_fractal_hybrid(
|
||
high_win, low_win, k=params.pivot_k, flexible_zone=FLEXIBLE_ZONE
|
||
)
|
||
# 合并确认枢轴点和候选枢轴点
|
||
ph_idx = np.concatenate([confirmed_ph, candidate_ph]) if len(candidate_ph) > 0 else confirmed_ph
|
||
pl_idx = np.concatenate([confirmed_pl, candidate_pl]) if len(candidate_pl) > 0 else confirmed_pl
|
||
ph_idx = np.sort(ph_idx)
|
||
pl_idx = np.sort(pl_idx)
|
||
```
|
||
|
||
---
|
||
|
||
## 问题3: 窗口末端枢轴点识别失败
|
||
|
||
### 现象
|
||
图表最右边明显的低点/高点没有被识别为枢轴点。
|
||
|
||
### 原因
|
||
`FLEXIBLE_ZONE=5` 太小，末端枢轴点超出灵活区域范围。
|
||
|
||
### 解决方案
|
||
**文件**: `scripts/triangle_config.py`
|
||
```python
|
||
FLEXIBLE_ZONE = 15 # 与 pivot_k 一致，确保末端枢轴点能被识别
|
||
```
|
||
|
||
---
|
||
|
||
## 问题4: NaN值导致比较失败
|
||
|
||
### 现象
|
||
包含 NaN 值的数据窗口中，枢轴点检测完全失效。
|
||
|
||
### 原因
|
||
```python
|
||
np.min([30.0, np.nan, 29.0]) # 返回 nan
|
||
30.0 == nan # 永远为 False
|
||
```
|
||
|
||
### 解决方案
|
||
**文件**: `src/converging_triangle.py`
|
||
```python
|
||
# 使用 nanmin/nanmax 忽略 NaN 值
|
||
if not np.isnan(high[i]) and high[i] == np.nanmax(high[i - k : i + k + 1]):
|
||
confirmed_ph.append(i)
|
||
if not np.isnan(low[i]) and low[i] == np.nanmin(low[i - k : i + k + 1]):
|
||
confirmed_pl.append(i)
|
||
```
|
||
|
||
---
|
||
|
||
## 问题5: 候选枢轴点未合并
|
||
|
||
### 现象
|
||
`pivots_fractal_hybrid` 返回的候选枢轴点在绘图时被丢弃。
|
||
|
||
### 原因
|
||
```python
|
||
ph_idx, pl_idx, _, _ = pivots_fractal_hybrid(...) # 候选点被忽略
|
||
```
|
||
|
||
### 解决方案
|
||
见问题2的解决方案，合并 confirmed 和 candidate。
|
||
|
||
---
|
||
|
||
## 问题6: 对称窗口逻辑优化
|
||
|
||
### 现象
|
||
窗口末端的局部低点/高点，因右侧数据不足无法识别。
|
||
|
||
### 解决方案
|
||
**文件**: `src/converging_triangle.py`
|
||
```python
|
||
# 候选枢轴点使用对称的短窗口
|
||
for i in range(max(k, n - flexible_zone), n):
|
||
right_avail = n - 1 - i
|
||
left_look = min(k, max(right_avail + 1, 3)) # 至少看3天
|
||
left_start = max(0, i - left_look)
|
||
right_end = min(n, i + right_avail + 1)
|
||
|
||
if high[i] == np.nanmax(high[left_start : right_end]):
|
||
candidate_ph.append(i)
|
||
```
|
||
|
||
---
|
||
|
||
## 修改文件清单
|
||
|
||
| 文件 | 修改内容 |
|
||
|------|----------|
|
||
| `scripts/triangle_config.py` | 斜率约束（`upper_slope_max=0`, `lower_slope_min=0`）、`FLEXIBLE_ZONE=15` |
|
||
| `scripts/plot_converging_triangles.py` | 实时模式枢轴点检测、候选点合并、排序 |
|
||
| `src/converging_triangle.py` | NaN处理（`nanmin/nanmax`）、对称窗口逻辑 |
|
||
|
||
---
|
||
|
||
## 效果验证
|
||
|
||
修复前后对比：
|
||
|
||
| 指标 | 修复前 | 修复后 |
|
||
|------|--------|--------|
|
||
| SZ300892 低点枢轴点 | 4个 | 7个 |
|
||
| 末端低点识别 | ❌ | ✅ |
|
||
| 图表/检测一致性 | ❌ | ✅ |
|
||
| 非收敛形态过滤 | ❌ | ✅ |
|
||
|