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update pay function

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zzlgreat
2025-11-30 13:57:39 +08:00
parent 4127e4c816
commit 2f8388ba41
1 changed files with 14 additions and 14 deletions
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28
mcp_quant.py
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@@ -2630,37 +2630,37 @@ async def _wrap_get_macd_signal(args: Dict[str, Any]):
return await get_macd_signal(args.get("code"), args.get("days", 60)) return await get_macd_signal(args.get("code"), args.get("days", 60))
async def _wrap_check_oscillator_status(args: Dict[str, Any]): async def _wrap_check_oscillator_status(args: Dict[str, Any]):
return await check_oscillator_status(args.get("code"), args.get("days", 30)) return await check_oscillator_status(args.get("code"), args.get("days", 60))
async def _wrap_analyze_bollinger_bands(args: Dict[str, Any]): async def _wrap_analyze_bollinger_bands(args: Dict[str, Any]):
return await analyze_bollinger_bands(args.get("code"), args.get("days", 60), args.get("period", 20)) return await analyze_bollinger_bands(args.get("code"), args.get("days", 60), args.get("period", 20))
async def _wrap_calc_stop_loss_atr(args: Dict[str, Any]): async def _wrap_calc_stop_loss_atr(args: Dict[str, Any]):
return await calc_stop_loss_atr(args.get("code"), args.get("days", 30), args.get("multiplier", 2.0)) return await calc_stop_loss_atr(args.get("code"), args.get("days", 30), args.get("atr_multiplier", 2.0))
async def _wrap_analyze_market_heat(args: Dict[str, Any]): async def _wrap_analyze_market_heat(args: Dict[str, Any]):
return await analyze_market_heat(args.get("code"), args.get("days", 20)) return await analyze_market_heat(args.get("code"), args.get("days", 30))
async def _wrap_check_volume_price_divergence(args: Dict[str, Any]): async def _wrap_check_volume_price_divergence(args: Dict[str, Any]):
return await check_volume_price_divergence(args.get("code"), args.get("days", 30)) return await check_volume_price_divergence(args.get("code"), args.get("days", 20))
async def _wrap_check_new_high_breakout(args: Dict[str, Any]): async def _wrap_check_new_high_breakout(args: Dict[str, Any]):
return await check_new_high_breakout(args.get("code"), args.get("days", 250)) return await check_new_high_breakout(args.get("code"), args.get("days", 60))
async def _wrap_identify_candlestick_pattern(args: Dict[str, Any]): async def _wrap_identify_candlestick_pattern(args: Dict[str, Any]):
return await identify_candlestick_pattern(args.get("code"), args.get("days", 10)) return await identify_candlestick_pattern(args.get("code"), args.get("days", 10))
async def _wrap_find_price_gaps(args: Dict[str, Any]): async def _wrap_find_price_gaps(args: Dict[str, Any]):
return await find_price_gaps(args.get("code"), args.get("days", 60), args.get("min_gap_pct", 2.0)) return await find_price_gaps(args.get("code"), args.get("days", 30))
async def _wrap_calc_max_drawdown(args: Dict[str, Any]): async def _wrap_calc_max_drawdown(args: Dict[str, Any]):
return await calc_max_drawdown(args.get("code"), args.get("days", 250)) return await calc_max_drawdown(args.get("code"), args.get("days", 250))
async def _wrap_check_valuation_rank(args: Dict[str, Any]): async def _wrap_check_valuation_rank(args: Dict[str, Any]):
return await check_valuation_rank(args.get("code"), args.get("days", 250)) return await check_valuation_rank(args.get("code"), args.get("years", 3))
async def _wrap_calc_price_zscore(args: Dict[str, Any]): async def _wrap_calc_price_zscore(args: Dict[str, Any]):
return await calc_price_zscore(args.get("code"), args.get("days", 60)) return await calc_price_zscore(args.get("code"), args.get("period", 60))
async def _wrap_calc_market_profile_vpoc(args: Dict[str, Any]): async def _wrap_calc_market_profile_vpoc(args: Dict[str, Any]):
return await calc_market_profile_vpoc(args.get("code"), args.get("date")) return await calc_market_profile_vpoc(args.get("code"), args.get("date"))
@@ -2675,34 +2675,34 @@ async def _wrap_get_comprehensive_analysis(args: Dict[str, Any]):
return await get_comprehensive_analysis(args.get("code")) return await get_comprehensive_analysis(args.get("code"))
async def _wrap_calc_rsi_divergence(args: Dict[str, Any]): async def _wrap_calc_rsi_divergence(args: Dict[str, Any]):
return await calc_rsi_divergence(args.get("code"), args.get("days", 60)) return await calc_rsi_divergence(args.get("code"), args.get("days", 60), args.get("rsi_period", 14))
async def _wrap_calc_bollinger_squeeze(args: Dict[str, Any]): async def _wrap_calc_bollinger_squeeze(args: Dict[str, Any]):
return await calc_bollinger_squeeze(args.get("code"), args.get("days", 60)) return await calc_bollinger_squeeze(args.get("code"), args.get("days", 60), args.get("period", 20))
async def _wrap_analyze_obv_trend(args: Dict[str, Any]): async def _wrap_analyze_obv_trend(args: Dict[str, Any]):
return await analyze_obv_trend(args.get("code"), args.get("days", 60)) return await analyze_obv_trend(args.get("code"), args.get("days", 60))
async def _wrap_calc_amihud_illiquidity(args: Dict[str, Any]): async def _wrap_calc_amihud_illiquidity(args: Dict[str, Any]):
return await calc_amihud_illiquidity(args.get("code"), args.get("days", 60)) return await calc_amihud_illiquidity(args.get("code"), args.get("days", 20))
async def _wrap_calc_parkinson_volatility(args: Dict[str, Any]): async def _wrap_calc_parkinson_volatility(args: Dict[str, Any]):
return await calc_parkinson_volatility(args.get("code"), args.get("date")) return await calc_parkinson_volatility(args.get("code"), args.get("date"))
async def _wrap_calc_trend_slope(args: Dict[str, Any]): async def _wrap_calc_trend_slope(args: Dict[str, Any]):
return await calc_trend_slope(args.get("code"), args.get("days", 60)) return await calc_trend_slope(args.get("code"), args.get("days", 20))
async def _wrap_calc_hurst_exponent(args: Dict[str, Any]): async def _wrap_calc_hurst_exponent(args: Dict[str, Any]):
return await calc_hurst_exponent(args.get("code"), args.get("days", 100)) return await calc_hurst_exponent(args.get("code"), args.get("days", 100))
async def _wrap_test_cointegration(args: Dict[str, Any]): async def _wrap_test_cointegration(args: Dict[str, Any]):
return await test_cointegration(args.get("code1"), args.get("code2"), args.get("days", 120)) return await test_cointegration(args.get("code1"), args.get("code2"), args.get("days", 250))
async def _wrap_calc_kelly_position(args: Dict[str, Any]): async def _wrap_calc_kelly_position(args: Dict[str, Any]):
return await calc_kelly_position(args.get("win_rate"), args.get("win_loss_ratio"), args.get("max_position", 0.25)) return await calc_kelly_position(args.get("win_rate"), args.get("win_loss_ratio"), args.get("max_position", 0.25))
async def _wrap_search_similar_kline(args: Dict[str, Any]): async def _wrap_search_similar_kline(args: Dict[str, Any]):
return await search_similar_kline(args.get("code"), args.get("lookback", 5), args.get("search_range", 250)) return await search_similar_kline(args.get("code"), args.get("lookback", 10), args.get("top_n", 5))
async def _wrap_decompose_trend_simple(args: Dict[str, Any]): async def _wrap_decompose_trend_simple(args: Dict[str, Any]):
return await decompose_trend_simple(args.get("code"), args.get("days", 120)) return await decompose_trend_simple(args.get("code"), args.get("days", 120))