openfund-maker 2.0.3__tar.gz → 2.0.4__tar.gz

{openfund_maker-2.0.3 → openfund_maker-2.0.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openfund-maker
-Version: 2.0.3
+Version: 2.0.4
 Summary: Openfund-maker.
 Requires-Python: >=3.9,<4.0
 Classifier: Programming Language :: Python :: 3

{openfund_maker-2.0.3 → openfund_maker-2.0.4}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openfund-maker"
-version = "2.0.3"
+version = "2.0.4"
 description = "Openfund-maker."
 authors = []
 readme = "README.md"
@@ -21,7 +21,7 @@ apscheduler = "^3.11.0"
 pytest = "^7.4.4"
 pytest-mock = "^3.14.0"
 pytest-asyncio = "^0.23.3"
-
+pytest-cov = "^6.1.1"
 
 [[tool.poetry.source]]
 name = "mirrors"

{openfund_maker-2.0.3 → openfund_maker-2.0.4}/src/maker/BestFVGStrategyMaker.py

@@ -15,9 +15,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
         """
         检查最大或最小价格是否在FVG范围内
         Args:
-            htf_last_side: str, 方向 'buy' or 'sell'
-            fvg_top: float, FVG上边界
-            fvg_bot: float, FVG下边界
+            side: str, 方向 'buy' or 'sell'
+            fvg: Dic, FVG
         Returns:
             bool: 是否在FVG范围内
         """
@@ -62,91 +61,99 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
             
             smc_strategy = pair_config.get('smc_strategy',{})
 
-            # 获取历史K线，HTF和CTF
+            """
+            获取策略配置
+            """
             htf = str(smc_strategy.get('HTF','15m'))  
             ltf = str(smc_strategy.get('LTF', '1m'))           
+            htf_prd = int(smc_strategy.get('HTF_swing_points_length',15))
+            ltf_prd = int(smc_strategy.get('LTF_swing_points_length',3))
+            enable_FVG = bool(smc_strategy.get('enable_FVG',True)) # 是否启用FVG
+            enable_OB = bool(smc_strategy.get('enable_OB',True))# 是否启用OB
+            self.logger.info(f"{symbol} : BestFVGSMC策略 {ltf}|{htf} \nenable_FVG={enable_FVG} enable_OB={enable_OB} \nHTF_swing_points_length={htf_prd} LTF_swing_points_length={ltf_prd}")
+            
             htf_Klines = self.get_historical_klines(symbol=symbol, bar=htf)
-            htf_df = self.format_klines(htf_Klines)
-
-            enable_FVG = smc_strategy.get('enable_FVG',True) # 是否启用FVG
-            enable_OB = smc_strategy.get('enable_OB',True) # 是否启用OB
-            self.logger.debug(f"{symbol} : BestFVGSMC策略 {ltf}|{htf} enable_FVG={enable_FVG} enable_OB={enable_OB} ...")
+            htf_df = self.format_klines(htf_Klines)         
+            
    
             # 初始化HTF趋势相关变量
-            htf_last_side, htf_last_CHoCH_label = None, None
-
+            htf_side, htf_last_CHoCH_label = None, None
+            htf_struct = {"struct": "None"}
             # 检查是否有上一个CHoCH结构
             htf_last_CHoCH = self.htf_last_CHoCH.get(symbol,None)
-
+            htf_struct = self.detect_struct(htf_df, prd=htf_prd, struct_key="CHoCH") # HTF结构要严谨，prd周期要长一些
+        
             # 如果存在上一个CHoCH结构，更新趋势标签和方向
             if htf_last_CHoCH:
                 htf_last_CHoCH_label = htf_last_CHoCH["struct"]
-                htf_last_side = htf_last_CHoCH["side"]
-      
+                # htf_side = htf_last_CHoCH["side"]
                 
-            # 1. HTF 判断struct趋势（CHoCH\SMS\BMS） ,HTF struct 看趋势，CTF 看FVG和OB的位置    
-            swing_points_length = smc_strategy.get('swing_points_length',10)    
-            htf_struct = self.detect_struct(htf_df,prd=swing_points_length,struct_key="CHoCH")
-            htf_struct_label = htf_struct["struct"]
-            htf_last_pivot_high = htf_struct["pivot_high"]
-            htf_last_pivot_low = htf_struct["pivot_low"]            
-            htf_last_mid_line = self.calculate_ce(symbol,htf_last_pivot_high,htf_last_pivot_low)
-                       
+                # 优化: 只在没有新CHoCH结构时使用上一个结构
+                if htf_struct["struct"] == "None":
+                    htf_struct = htf_last_CHoCH
+                    self.logger.debug(f"{symbol} : {htf} 使用之前 CHoCH struct。{htf_struct['struct']} prd={htf_prd}。")
+                else:
+                    self.logger.debug(f"{symbol} : {htf} 形成新的 CHoCH struct。{htf_struct['struct']} prd={htf_prd}。")
             
-            # 检查是否已形成CHoCH结构
-            if not (htf_last_CHoCH or 'CHoCH' in htf_struct_label):
-                self.logger.debug(f"{symbol} : {htf} 未形成 CHoCH struct,不下单。{htf_struct}。")
-                return 
-            
-            # 更新最新的CHoCH结构信息
+            # 检查是否已形成有效的CHoCH结构
+            htf_struct_label = htf_struct["struct"]
+            htf_side = htf_struct["side"] 
+            if htf_struct_label == "None" and not htf_last_CHoCH:
+                self.logger.debug(f"{symbol} : {htf} 未形成有效的 CHoCH struct,不下单。{htf_struct}。")
+                return
+           
+            # 更新最新的CHoCH结构信息                  
             if 'CHoCH' in htf_struct_label and htf_struct_label != htf_last_CHoCH_label:
                 self.htf_last_CHoCH[symbol] = htf_struct
                 htf_last_CHoCH = htf_struct
                 htf_last_CHoCH_label = htf_struct_label
-                htf_last_side = htf_struct["side"]
-            
-
-            # 2. HTF 获取最新的两个极值点，设置折价(discount)区和溢价(premium)区
+             
     
-       
+            # 1. HTF 判断struct趋势（CHoCH\SMS\BMS） ,HTF struct 看趋势，CTF 看FVG和OB的位置    
+            htf_pivot_high = htf_struct["pivot_high"]
+            htf_pivot_low = htf_struct["pivot_low"]            
+            htf_mid_line = self.calculate_ce(symbol,htf_pivot_high,htf_pivot_low)
+            
+            # 2. HTF 获取最新的两个极值点，设置折价(discount)区和溢价(premium)区  
             # 计算溢价和折价区
             premium_box = {
-                'top': htf_last_pivot_high,
-                'bot': htf_last_mid_line,
-                'ce': self.calculate_ce(symbol,htf_last_pivot_high,htf_last_mid_line)
+                'top': htf_pivot_high,
+                'bot': htf_mid_line,
+                'ce': self.calculate_ce(symbol,htf_pivot_high,htf_mid_line)
             }
             discount_box = {
-                'top': htf_last_mid_line,
-                'bot': htf_last_pivot_low,
-                'ce': self.calculate_ce(symbol,htf_last_mid_line,htf_last_pivot_low)
+                'top': htf_mid_line,
+                'bot': htf_pivot_low,
+                'ce': self.calculate_ce(symbol,htf_mid_line,htf_pivot_low)
             }
             
             self.logger.info(f"{symbol} : {htf} 趋势={htf_last_CHoCH_label}")
-            self.logger.debug(f"{symbol} : \npivot_high={htf_last_pivot_high} pivot_low={htf_last_pivot_low} mid_line={htf_last_mid_line}\n溢价区={premium_box}\n折价区={discount_box}")
+            self.logger.debug(f"{symbol} : \npivot_high={htf_pivot_high} pivot_low={htf_pivot_low} mid_line={htf_mid_line}\n溢价区={premium_box}\n折价区={discount_box}")
 
             # 3. find HTF FVG
-            pivot_index = htf_struct["pivot_low_index"] if htf_last_side == "buy" else htf_struct["pivot_high_index"]            
-            htf_fvg_boxes = self.find_fvg_boxes(htf_df,side=htf_last_side,threshold=htf_last_mid_line,check_balanced=False,pivot_index=pivot_index)
+            pivot_index = htf_struct["pivot_low_index"] if htf_side == "buy" else htf_struct["pivot_high_index"]       
+            # TODO 优化: 缓存FVG，不用每次都计算，且被平衡
+            htf_fvg_boxes = self.find_fvg_boxes(htf_df,side=htf_side,threshold=htf_mid_line,check_balanced=False,pivot_index=pivot_index)
             if len(htf_fvg_boxes) == 0:
-                self.logger.debug(f"{symbol} : HTF={htf} 方向={htf_last_side}, 未找到 FVG")
+                self.logger.debug(f"{symbol} : HTF={htf} 方向={htf_side}, 未找到 FVG")
                 return 
             self.logger.debug(f"{symbol} : HTF_fvg_box={htf_fvg_boxes[-1]}")
             
             # 判断是否进入最近的FVG
-            if_tap_into_fvg = self.check_price_in_fvg(htf_df,htf_last_side,htf_fvg_boxes[-1])
+            if_tap_into_fvg = self.check_price_in_fvg(htf_df,htf_side,htf_fvg_boxes[-1])
             if not if_tap_into_fvg:
-                self.logger.debug(f"{symbol} : 价格[未进入]HTF_FVG区域，不进行下单")
+                self.logger.debug(f"{symbol} : 价格[未进入] HTF_FVG区域，不进行下单")
                 return
             else:
-                self.logger.debug(f"{symbol} : 价格[进入]HTF_FVG区域，开始下单。fvgbox={htf_fvg_boxes[-1]}")
+                self.logger.debug(f"{symbol} : 价格[进入] HTF_FVG区域，开始下单。fvgbox={htf_fvg_boxes[-1]}")
 
             # 4. LTF 判断struct趋势是否有CHoCH
   
   
             ltf_kLines = self.get_historical_klines(symbol=symbol, bar=ltf)
             ltf_df = self.format_klines(ltf_kLines)            
-      
-            ltf_struct = self.detect_struct(ltf_df,prd=swing_points_length)
+         
+            ltf_struct = self.detect_struct(ltf_df,prd=ltf_prd)
             ltf_struct_label = ltf_struct["struct"]
             ltf_struct_side = ltf_struct["side"]
             ltf_last_pivot_high = ltf_struct["pivot_high"]
@@ -171,8 +178,8 @@ class BestFVGStrategyMaker(SMCStrategyMaker):
 
             # 5. LTF 寻找FVG，下单
             # if htf_last_CHoCH_label != ltf_struct_label :
-            if htf_last_side != ltf_struct_side :
-                self.logger.debug(f"{symbol} : {htf} {htf_last_CHoCH_label} VS {ltf} {ltf_struct_label} 趋势不一致，不进行下单")
+            if ltf_struct_label == "None" or htf_side != ltf_struct_side :
+                self.logger.debug(f"{symbol} : {htf} {htf_last_CHoCH_label} VS {ltf} {ltf_struct_label} 趋势不一致{htf_side}|{ltf_struct_side}，不进行下单")
                 return 
             
             threshold = 0.0

{openfund_maker-2.0.3 → openfund_maker-2.0.4}/src/maker/SMCStrategyMaker.py

@@ -1,7 +1,6 @@
 # -*- coding: utf-8 -*-
 import traceback
 import pandas as pd
-import talib as ta
 
 from maker.ThreeLineStrategyMaker import ThreeLineStrategyMaker
 
@@ -179,32 +178,158 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         return fvg_boxes
 
         
-    def detect_struct(self, data, prd=10, struct_key=None, check_bounds=True, global_extremum=False, s1=True, resp=7) -> dict:
-        """_summary_    
-            识别SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
+    # def detect_struct(self, data, prd=10, struct_key=None, check_valid_range=True, check_bounds=True, global_extremum=False, s1=True, resp=7) -> dict:
+    #     """_summary_    
+    #         识别SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
  
-        Args:
-            data (df): df格式的K线数据
-            prd (int): 计算Swing Points的bar数量
-            struct_key (str): 结构类型，如 'CHoCH'|'SMS'|'BMS'
-            check_bounds (bool): 计算Swing Points是否检查边界，默认为True
-            global_extremum (bool): 是否使用全局极值点，默认为False
-            s1 (bool): 结构响应布尔值
-            resp (int): 响应周期
-        Returns:
-            dict: 包含结构识别结果的字典,包含以下字段:
-                "struct": 结构类型,如 'Bullish_CHoCH'|'Bullish_SMS'|'Bullish_BMS'|'Bearish_CHoCH'|'Bearish_SMS'|'Bearish_BMS'
-                "index": 结构出现的位置索引
-                "pivot_high": 枢轴高点价格
-                "pivot_high_index": 枢轴高点索引
-                "pivot_low": 枢轴低点价格
-                "pivot_low_index": 枢轴低点索引
-                "side": 交易方向,'buy'或'sell'
+    #     Args:
+    #         data (df): df格式的K线数据
+    #         prd (int): 计算Swing Points的bar数量
+    #         struct_key (str): 结构类型，如 'CHoCH'|'SMS'|'BMS'
+    #         check_valid_range (bool): 结构类型在 pivot_high_index 和 pivot_low_index 之间为有效范围内，默认为False
+    #         check_bounds (bool): 计算Swing Points是否检查边界，默认为True
+    #         global_extremum (bool): 是否使用全局极值点，默认为False
+    #         s1 (bool): 结构响应布尔值
+    #         resp (int): 响应周期
+    #     Returns:
+    #         dict: 包含结构识别结果的字典,包含以下字段:
+    #             "struct": 结构类型,如 'Bullish_CHoCH'|'Bullish_SMS'|'Bullish_BMS'|'Bearish_CHoCH'|'Bearish_SMS'|'Bearish_BMS'
+    #             "index": 结构出现的位置索引
+    #             "pivot_high": 枢轴高点价格
+    #             "pivot_high_index": 枢轴高点索引
+    #             "pivot_low": 枢轴低点价格
+    #             "pivot_low_index": 枢轴低点索引
+    #             "side": 交易方向,'buy'或'sell'
            
 
-        """
+    #     """
+               
+    #     # data = data.copy()
+    #     data['Up'] = None
+    #     data['Dn'] = None
+    #     data['iUp'] = None
+    #     data['iDn'] = None
+    #     data['pos'] = 0
+    #     data['pattern'] = None
+
+    #     # 初始化 Up 和 Dn 的第一个值
+    #     data.at[0, 'Up'] = data.at[0, 'high']
+    #     data.at[0, 'Dn'] = data.at[0, 'low']
+        
+
+    #     for index in range(1, len(data)):
+      
+    #         data.at[index, 'Up'] = max(data.at[index - 1, 'Up'], data.at[index, 'high'])
+    #         data.at[index, 'Dn'] = min(data.at[index - 1, 'Dn'], data.at[index, 'low'])
+    #         data.at[index, 'pos'] = data.at[index - 1, 'pos']
+    #         data.at[index, 'iUp'] = data.at[max(0,index - 1), 'iUp'] if data.at[max(0,index - 1), 'iUp'] is not None else index
+    #         data.at[index, 'iDn'] = data.at[max(0,index - 1), 'iDn'] if data.at[max(0,index - 1), 'iDn'] is not None else index
+
+    #         # 寻找枢轴高点和低点
+    #         pvtHi = self.is_pivot_high(data, index, prd, check_bounds)
+    #         pvtLo = self.is_pivot_low(data, index, prd, check_bounds)
+
+    #         if pvtHi:
+    #             data.at[index, 'Up'] = data.at[index, 'high']
+    #             data.at[index, 'iUp'] = index
+    #         if pvtLo:
+    #             data.at[index, 'Dn'] = data.at[index, 'low']
+    #             data.at[index, 'iDn'] = index
+    #         # 寻找Bullish结构
+    #         if data.at[index, 'Up'] > data.at[index - 1, 'Up']:
+                
+    #             data.at[index, 'iUp'] = index 
+    #             if data.at[index - 1, 'pos'] <= 0:
+    #                 # data.at[index, 'pattern'] = 'CHoCH (Bullish)'
+    #                 data.at[index, 'pattern'] = 'Bullish_CHoCH'
+    #                 data.at[index, 'pos'] = 1
+    #             elif data.at[index - 1, 'pos'] == 1 \
+    #                     and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:               
+    #                 data.at[index, 'pattern'] = 'Bullish_SMS'
+    #                 data.at[index, 'pos'] = 2
+                    
+    #             elif data.at[index - 1, 'pos'] > 1 \
+    #                     and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:                
+    #                 data.at[index, 'pattern'] = 'Bullish_BMS'
+    #                 data.at[index, 'pos'] = data.at[index - 1, 'pos'] + 1
+                    
+    #         elif global_extremum and data.at[index, 'Up'] < data.at[index - 1, 'Up']:
+    #             data.at[index, 'iUp'] = data.at[index - 1, 'iUp']
+        
+    #         # # 寻找Bearish结构
+    #         if data.at[index, 'Dn'] < data.at[index - 1, 'Dn']:
+    #             data.at[index, 'iDn'] = index 
+    #             if data.at[index - 1, 'pos'] >= 0:
+                
+    #                 data.at[index, 'pattern'] = 'Bearish_CHoCH'
+    #                 data.at[index, 'pos'] = -1
+    #             elif data.at[index - 1, 'pos'] == -1  \
+    #                     and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
+    #                 data.at[index, 'pattern'] = 'Bearish_SMS'
+    #                 data.at[index, 'pos'] = -2
+    #             elif data.at[index - 1, 'pos'] < -1  \
+    #                     and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
+    #                 data.at[index, 'pattern'] = 'Bearish_BMS'
+    #                 data.at[index, 'pos'] = data.at[index - 1, 'pos'] - 1
+                    
+    #         elif global_extremum and data.at[index, 'Dn'] > data.at[index - 1, 'Dn']:
+    #             data.at[index, 'iDn'] = data.at[index - 1, 'iDn']
+                
+    #     # 获取最后一个结构和位置
+    #     last_struct = {
+    #         "struct": None,
+    #         "index": -1,
+    #         "pivot_high": None,
+    #         "pivot_high_index": -1,
+    #         "pivot_low": None,
+    #         "pivot_low_index": -1,
+    #         "side": None
+            
+    #     }
+        
+        
+    #     for i in range(len(data)-1, -1, -1):
+    #         if check_valid_range:
+    #             # 检查是否在pivot_high_index和pivot_low_index之间的有效范围内
+    #             if data.at[i, 'iUp'] != -1 and data.at[i, 'iDn'] != -1:
+    #                 pivot_high_index = data.at[i, 'iUp'] 
+    #                 pivot_low_index = data.at[i, 'iDn']
+    #                 if i < min(pivot_high_index, pivot_low_index) or i > max(pivot_high_index, pivot_low_index):
+    #                     continue
+                
+    #         if data.at[i, 'pattern'] is not None:
+    #             if struct_key is not None and struct_key not in data.at[i, 'pattern']:
+    #                 continue
+    #             last_struct["struct"] = data.at[i, 'pattern']
+    #             last_struct["index"] = i
                
-        # data = data.copy()
+    #             break
+        
+    #     if last_struct['struct'] is not None :
+    #         # 找到最后一个结构的枢轴高点和低点，如果当前是孤立点，则取前一个孤立点
+    #         # 判断交易方向
+    #         if 'Bearish' in last_struct["struct"]:
+    #             last_struct["side"] = 'sell'
+    #         else :
+    #             last_struct["side"] = 'buy'
+            
+    #         last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
+    #         last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
+            
+    #         last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
+    #         last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
+    #     else: 
+    #         last_struct['struct'] = "None"
+    #         last_struct["index"] = -1
+
+            
+    #     return last_struct
+    def build_struct(self, df, prd=20, check_bounds=True, global_extremum=False) :
+        
+        """_summary_
+            构建SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
+        """
+        data = df.copy()
         data['Up'] = None
         data['Dn'] = None
         data['iUp'] = None
@@ -237,19 +362,18 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 data.at[index, 'iDn'] = index
             # 寻找Bullish结构
             if data.at[index, 'Up'] > data.at[index - 1, 'Up']:
-                
-                data.at[index, 'iUp'] = index 
+                data.at[index, 'iUp'] = index # TODO
                 if data.at[index - 1, 'pos'] <= 0:
                     # data.at[index, 'pattern'] = 'CHoCH (Bullish)'
                     data.at[index, 'pattern'] = 'Bullish_CHoCH'
                     data.at[index, 'pos'] = 1
                 elif data.at[index - 1, 'pos'] == 1 \
-                        and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:               
+                        and data.at[index - 1, 'Up'] == data.at[max(0,index - prd), 'Up']:               
                     data.at[index, 'pattern'] = 'Bullish_SMS'
                     data.at[index, 'pos'] = 2
                     
                 elif data.at[index - 1, 'pos'] > 1 \
-                        and data.at[index - 1, 'Up'] == data.at[max(0,index - (resp if s1 else prd)), 'Up']:                
+                        and data.at[index - 1, 'Up'] == data.at[max(0,index - prd), 'Up']:                
                     data.at[index, 'pattern'] = 'Bullish_BMS'
                     data.at[index, 'pos'] = data.at[index - 1, 'pos'] + 1
                     
@@ -258,23 +382,51 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
         
             # # 寻找Bearish结构
             if data.at[index, 'Dn'] < data.at[index - 1, 'Dn']:
-                data.at[index, 'iDn'] = index 
+                data.at[index, 'iDn'] = index # TODO
                 if data.at[index - 1, 'pos'] >= 0:
                 
                     data.at[index, 'pattern'] = 'Bearish_CHoCH'
                     data.at[index, 'pos'] = -1
                 elif data.at[index - 1, 'pos'] == -1  \
-                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
+                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - prd), 'Dn']:
                     data.at[index, 'pattern'] = 'Bearish_SMS'
                     data.at[index, 'pos'] = -2
                 elif data.at[index - 1, 'pos'] < -1  \
-                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - (resp if s1 else prd)), 'Dn']:
+                        and data.at[index - 1, 'Dn'] == data.at[max(0,index - prd), 'Dn']:
                     data.at[index, 'pattern'] = 'Bearish_BMS'
                     data.at[index, 'pos'] = data.at[index - 1, 'pos'] - 1
                     
             elif global_extremum and data.at[index, 'Dn'] > data.at[index - 1, 'Dn']:
                 data.at[index, 'iDn'] = data.at[index - 1, 'iDn']
                 
+        return data
+            
+    def detect_struct(self, data, prd=20, check_valid_range=True, struct_key=None, check_bounds=True, global_extremum=False) -> dict:
+        """_summary_    
+            识别SMC结构，参考 Tradingview Smart Money Concepts Probability (Expo)@Openfund
+ 
+        Args:
+            data (df): df格式的K线数据
+            prd (int): 计算Swing Points的bar数量
+            struct_key (str): 结构类型，如 'CHoCH'|'SMS'|'BMS'
+            check_valid_range (bool): 结构类型在 pivot_high_index 和 pivot_low_index 之间为有效范围内，默认为False
+            check_bounds (bool): 计算Swing Points是否检查边界，默认为True
+            global_extremum (bool): 是否使用全局极值点，默认为False
+            s1 (bool): 结构响应布尔值
+            resp (int): 响应周期
+        Returns:
+            dict: 包含结构识别结果的字典,包含以下字段:
+                "struct": 结构类型,如 'Bullish_CHoCH'|'Bullish_SMS'|'Bullish_BMS'|'Bearish_CHoCH'|'Bearish_SMS'|'Bearish_BMS'
+                "index": 结构出现的位置索引
+                "pivot_high": 枢轴高点价格
+                "pivot_high_index": 枢轴高点索引
+                "pivot_low": 枢轴低点价格
+                "pivot_low_index": 枢轴低点索引
+                "side": 交易方向,'buy'或'sell'
+        """
+        data = self.build_struct(data, prd, check_bounds, global_extremum)
+               
+        
         # 获取最后一个结构和位置
         last_struct = {
             "struct": None,
@@ -287,8 +439,21 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
             
         }
         
+        pivot_high_index = last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
+        pivot_low_index = last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
+        
+        last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
+        last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
         
         for i in range(len(data)-1, -1, -1):
+            if check_valid_range:
+                # 检查是否在pivot_high_index和pivot_low_index之间的有效范围内
+                if data.at[i, 'iUp'] != -1 and data.at[i, 'iDn'] != -1:
+                    # pivot_high_index = data.at[i, 'iUp'] 
+                    # pivot_low_index = data.at[i, 'iDn']
+                    if i < min(pivot_high_index, pivot_low_index) or i > max(pivot_high_index, pivot_low_index):
+                        continue
+            
             if data.at[i, 'pattern'] is not None:
                 if struct_key is not None and struct_key not in data.at[i, 'pattern']:
                     continue
@@ -304,24 +469,13 @@ class SMCStrategyMaker(ThreeLineStrategyMaker):
                 last_struct["side"] = 'sell'
             else :
                 last_struct["side"] = 'buy'
-            
-            last_struct["pivot_high_index"] = int(data["iUp"].iloc[-1])
-            last_struct["pivot_low_index"] = int(data["iDn"].iloc[-1])
-            
-            last_struct["pivot_high"] = float(data.loc[last_struct["pivot_high_index"], 'high'])
-            last_struct["pivot_low"] = float(data.loc[last_struct["pivot_low_index"], 'low'])
-            
-            
-            
-            # last_struct["pivot_high_index"] = int(data.loc[data.index > last_struct["index"], 'high'].idxmax())
-            # last_struct["pivot_high"] = float(data.loc[data.index > last_struct["index"], 'high'].max())
-            # last_struct["pivot_low_index"] = int(data.loc[data.index > last_struct["index"], 'low'].idxmin())
-            # last_struct["pivot_low"] = float(data.loc[data.index > last_struct["index"], 'low'].min())
+        else:
+            last_struct['struct'] = 'None'
+            last_struct["index"] = -1    
+
             
         return last_struct
-
-
-
+ 
 
     def is_pivot_high(self, data, index, period, check_bounds=False):
         """