feat: 多周期牛熊判定模块 — 方案一矩阵展示 + 四法投票 + 多TF策略

- engine/indicators/regime.py: RegimeDetector(四法投票) + MultiTimeframeRegime(多周期并行)
  四法: EMA200斜率 / 价格vsEMA200 / ATH回撤 / 窄幅盘整(<3%振幅)
  全部 O(1)/bar 增量计算,适用于回测和实时
- engine/example/regime_display.py: 多周期牛熊矩阵展示脚本
  独立加载各周期数据 → 运行判定 → 日线对齐矩阵 + 详细拆解 + 统计
  输出 engine/backtest/REGIME_MATRIX_BTCUSDT.md
- engine/example/regime_mtf_strategy.py: 多周期共识策略 + 四策略对比回测
  MTF Consensus: 1w定方向 + 1d确认 + 4h EMA入场
  vs Old Regime(单TF基线) vs Long/Short(无过滤)
- engine/indicators/__init__.py: 导出 RegimeDetector, MultiTimeframeRegime
This commit is contained in:
Rekey
2026-06-17 11:30:19 +08:00
parent 626acb20d3
commit 4294ec401d
5 changed files with 1202 additions and 0 deletions
+3
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@@ -18,6 +18,7 @@ from .momentum import rsi, stoch, stoch_k, stoch_d
from .volatility import bollinger, bollinger_upper, bollinger_mid, bollinger_lower, atr
from .volume import obv, vwap
from .incremental import EmaInc, AtrInc, RsiInc, BbInc
from .regime import RegimeDetector, MultiTimeframeRegime
__all__ = [
# 趋势
@@ -30,4 +31,6 @@ __all__ = [
"obv", "vwap",
# 增量
"EmaInc", "AtrInc", "RsiInc", "BbInc",
# 牛熊判定
"RegimeDetector", "MultiTimeframeRegime",
]