@gabriel3615/ta_analysis/docs/development-roadmap.md

stock ta analysis

# 技术分析系统开发路线图

## 📋 项目概述

本文档基于对 `/src/analysis/analyzer` 目录的深入分析，提供了系统性的改进建议和详细的实施计划。系统包含8个核心分析模块，是一个成熟的多时间框架技术分析系统。

## 🎯 改进优先级概览

### 🔴 高优先级 (立即实施)
1. 错误处理与数据验证
2. 缓存机制实现
3. 测试基础设施建设

### 🟡 中优先级 (短期实施)
4. 实时处理能力
5. API层开发
6. 监控与可观测性

### 🟢 低优先级 (长期规划)
7. 机器学习集成
8. 高级分析功能

---

## 🔴 高优先级改进 (立即实施)

### 1. 错误处理与数据验证系统

#### 1.1 数据验证层实现

**目标**: 为所有分析模块提供统一的数据验证机制

**实施步骤**:

```typescript
// 文件: src/common/validation/DataValidator.ts
export interface ValidationResult {
  isValid: boolean;
  errors: ValidationError[];
  warnings: ValidationWarning[];
}

export interface ValidationError {
  code: string;
  message: string;
  field?: string;
  severity: 'error' | 'warning';
}

export class DataValidator {
  static validateCandles(data: Candle[]): ValidationResult {
    const errors: ValidationError[] = [];
    const warnings: ValidationWarning[] = [];
    
    // 基础数据验证
    if (!data || data.length === 0) {
      errors.push({
        code: 'EMPTY_DATA',
        message: 'K线数据不能为空',
        severity: 'error'
      });
      return { isValid: false, errors, warnings };
    }
    
    // 数据完整性检查
    for (let i = 0; i < data.length; i++) {
      const candle = data[i];
      
      if (candle.high < candle.low) {
        errors.push({
          code: 'INVALID_PRICE_RELATION',
          message: `第${i}根K线: 最高价不能低于最低价`,
          field: `candles[${i}]`,
          severity: 'error'
        });
      }
      
      if (candle.open <= 0 || candle.close <= 0) {
        errors.push({
          code: 'INVALID_PRICE_VALUE',
          message: `第${i}根K线: 价格必须大于0`,
          field: `candles[${i}]`,
          severity: 'error'
        });
      }
      
      if (candle.volume < 0) {
        errors.push({
          code: 'NEGATIVE_VOLUME',
          message: `第${i}根K线: 成交量不能为负数`,
          field: `candles[${i}].volume`,
          severity: 'error'
        });
      }
    }
    
    // 时间序列连续性检查
    for (let i = 1; i < data.length; i++) {
      const prevTime = data[i-1].timestamp.getTime();
      const currTime = data[i].timestamp.getTime();
      
      if (currTime <= prevTime) {
        errors.push({
          code: 'INVALID_TIME_SEQUENCE',
          message: `K线时间序列不连续: 第${i}根K线时间不大于前一根`,
          field: `candles[${i}].timestamp`,
          severity: 'error'
        });
      }
    }
    
    return {
      isValid: errors.length === 0,
      errors,
      warnings
    };
  }
  
  static validateSufficientData(
    data: Candle[], 
    requiredPeriods: number,
    analyzerName: string
  ): ValidationResult {
    const errors: ValidationError[] = [];
    
    if (data.length < requiredPeriods) {
      errors.push({
        code: 'INSUFFICIENT_DATA',
        message: `${analyzerName}需要至少${requiredPeriods}根K线，当前只有${data.length}根`,
        severity: 'error'
      });
    }
    
    return {
      isValid: errors.length === 0,
      errors,
      warnings: []
    };
  }
}
```

**集成到现有分析器**:

```typescript
// 在每个分析器主函数中添加验证
export function analyzeChipDistribution(
  symbol: string,
  chipDistribution: ChipDistribution[],
  currentPrice: number,
  data: Candle[]
): ChipAnalysisResult {
  // 1. 数据验证
  const validation = DataValidator.validateCandles(data);
  if (!validation.isValid) {
    throw new AnalysisError(
      `Chip distribution analysis failed: ${validation.errors.map(e => e.message).join(', ')}`
    );
  }
  
  const sufficientDataValidation = DataValidator.validateSufficientData(
    data, 
    20, 
    'ChipDistributionAnalysis'
  );
  if (!sufficientDataValidation.isValid) {
    throw new AnalysisError(
      `Insufficient data for chip analysis: ${sufficientDataValidation.errors.map(e => e.message).join(', ')}`
    );
  }
  
  // 继续原有逻辑...
}
```

#### 1.2 错误处理机制

**创建自定义错误类**:

```typescript
// 文件: src/common/errors/AnalysisError.ts
export class AnalysisError extends Error {
  public readonly code: string;
  public readonly analyzerName: string;
  public readonly symbol?: string;
  public readonly timestamp: Date;
  public readonly context?: any;
  
  constructor(
    message: string,
    code: string = 'ANALYSIS_ERROR',
    analyzerName: string = 'Unknown',
    symbol?: string,
    context?: any
  ) {
    super(message);
    this.name = 'AnalysisError';
    this.code = code;
    this.analyzerName = analyzerName;
    this.symbol = symbol;
    this.timestamp = new Date();
    this.context = context;
    
    // 保持堆栈跟踪
    if (Error.captureStackTrace) {
      Error.captureStackTrace(this, AnalysisError);
    }
  }
  
  toJSON() {
    return {
      name: this.name,
      message: this.message,
      code: this.code,
      analyzerName: this.analyzerName,
      symbol: this.symbol,
      timestamp: this.timestamp,
      context: this.context
    };
  }
}

// 特定错误类型
export class InsufficientDataError extends AnalysisError {
  constructor(analyzerName: string, required: number, actual: number, symbol?: string) {
    super(
      `${analyzerName} requires ${required} data points but only ${actual} available`,
      'INSUFFICIENT_DATA',
      analyzerName,
      symbol,
      { required, actual }
    );
    this.name = 'InsufficientDataError';
  }
}

export class InvalidDataError extends AnalysisError {
  constructor(message: string, analyzerName: string, symbol?: string, context?: any) {
    super(
      message,
      'INVALID_DATA',
      analyzerName,
      symbol,
      context
    );
    this.name = 'InvalidDataError';
  }
}
```

#### 1.3 断路器模式实现

```typescript
// 文件: src/common/resilience/CircuitBreaker.ts
export interface CircuitBreakerConfig {
  failureThreshold: number;
  resetTimeout: number;
  monitoringPeriod: number;
}

export enum CircuitState {
  CLOSED = 'CLOSED',
  OPEN = 'OPEN',
  HALF_OPEN = 'HALF_OPEN'
}

export class CircuitBreaker {
  private state: CircuitState = CircuitState.CLOSED;
  private failures = 0;
  private lastFailureTime = 0;
  private successCount = 0;
  
  constructor(
    private config: CircuitBreakerConfig,
    private name: string
  ) {}
  
  async execute<T>(operation: () => Promise<T>): Promise<T> {
    if (this.state === CircuitState.OPEN) {
      if (this.shouldAttemptReset()) {
        this.state = CircuitState.HALF_OPEN;
        this.successCount = 0;
      } else {
        throw new Error(`Circuit breaker ${this.name} is OPEN`);
      }
    }
    
    try {
      const result = await operation();
      this.onSuccess();
      return result;
    } catch (error) {
      this.onFailure();
      throw error;
    }
  }
  
  private onSuccess(): void {
    this.failures = 0;
    if (this.state === CircuitState.HALF_OPEN) {
      this.successCount++;
      if (this.successCount >= 3) { // 连续3次成功后关闭断路器
        this.state = CircuitState.CLOSED;
      }
    }
  }
  
  private onFailure(): void {
    this.failures++;
    this.lastFailureTime = Date.now();
    
    if (this.failures >= this.config.failureThreshold) {
      this.state = CircuitState.OPEN;
    }
  }
  
  private shouldAttemptReset(): boolean {
    return Date.now() - this.lastFailureTime >= this.config.resetTimeout;
  }
  
  getState(): CircuitState {
    return this.state;
  }
  
  getFailures(): number {
    return this.failures;
  }
}
```

### 2. 缓存机制实现

#### 2.1 通用缓存接口

```typescript
// 文件: src/common/cache/CacheManager.ts
export interface CacheEntry<T> {
  data: T;
  timestamp: number;
  ttl: number;
  key: string;
}

export interface CacheConfig {
  defaultTTL: number;
  maxSize: number;
  cleanupInterval: number;
}

export class CacheManager {
  private cache = new Map<string, CacheEntry<any>>();
  private cleanupTimer?: NodeJS.Timeout;
  
  constructor(private config: CacheConfig) {
    this.startCleanup();
  }
  
  set<T>(key: string, data: T, ttl?: number): void {
    const entry: CacheEntry<T> = {