support price abnormal monitor

core/biz/market_monitor.py

@@ -56,7 +56,12 @@ def create_metrics_report(
         return
     volume_ratio = round(float(row["volume_ratio"]), 4)
     change = "涨" if pct_chg > 0 else "跌"
-    brief = f"{symbol} {bar} 量率: {volume_ratio} {change}: {pct_chg}%"
+    price_anomaly = row["price_anomaly"]
+    if price_anomaly:
+        brief = f"{symbol} {bar} 量率: {volume_ratio} {change}: {pct_chg}% 异动 价: {close}"
+    else:
+        brief = f"{symbol} {bar} 量率: {volume_ratio} {change}: {pct_chg}% 价: {close}"
+
     if huge_volume == 1:
         contents.append(f"## {brief} 交易巨量报告")
     else:

market_monitor_main.py

@@ -131,7 +131,7 @@ class MarketMonitorMain:
             )
             return
         realtime_row = real_time_data.iloc[-1]
-
+        real_time_data = self.calculate_price_anomaly(real_time_data, realtime_row)
         if only_output_huge_volume:
             if realtime_row["huge_volume"] == 1:
                 logger.info(f"监控到巨量: {symbol} {bar} 窗口大小: {self.window_size}")
@@ -212,6 +212,22 @@ class MarketMonitorMain:
                 self.latest_record[symbol][bar]["timestamp"] = latest_realtime_timestamp
         with open(self.latest_record_file_path, "w", encoding="utf-8") as f:
             json.dump(self.latest_record, f, ensure_ascii=False, indent=4)
+    
+    def calculate_price_anomaly(self, data: pd.DataFrame, realtime_row: pd.Series):
+        k = 2
+        # 计算均值和标准差
+        data = data.copy()[0:-1]
+        pct_chg = realtime_row["pct_chg"]
+        pct_chg_mean = data['pct_chg'].mean()
+        pct_chg_std = data['pct_chg'].std()
+        pct_chg_upper_bound = pct_chg_mean + k * pct_chg_std
+        pct_chg_lower_bound = pct_chg_mean - k * pct_chg_std
+        if pct_chg > pct_chg_upper_bound or pct_chg < pct_chg_lower_bound:
+            realtime_row["price_anomaly"] = True
+        else:
+            realtime_row["price_anomaly"] = False
+
+        return realtime_row
 
     def get_other_realtime_data(
         self, symbol: str, bar: str, end_time: int, next: bool = True
@@ -270,7 +286,7 @@ if __name__ == "__main__":
     market_monitor_main = MarketMonitorMain()
     market_monitor_main.monitor_realtime_market(
         symbol="PUMP-USDT",
-        bar="15m",
+        bar="5m",
         only_output_huge_volume=False,
         only_output_rise=False,
     )

sql/query/sql_playground.sql

@@ -1,24 +1,27 @@
-select * from crypto_market_monitor;
+select * from crypto_market_monitor
+order by date_time desc;
 
-select date_time, open, high, low, close, k_shape from crypto_market_data
-WHERE symbol='DOGE-USDT' and bar='5m' and date_time > '2025-08-04 15:00:00'
-order by timestamp ;
+select symbol, bar, date_time, close, 
+pct_chg, kdj_k, kdj_d, kdj_k, kdj_pattern,
+rsi_14, rsi_signal,
+boll_upper, boll_middle, boll_lower, boll_pattern, boll_signal
+from crypto_market_data
+WHERE close > boll_upper
+order by timestamp desc;
 
 select symbol, bar, window_size, date_time, close, 
 volume, volume_ratio, huge_volume, 
 close_20_low, low_20_low, close_10_low, low_10_low,
 close_80_high, close_90_high, high_80_high, high_90_high 
 from crypto_huge_volume
-WHERE symbol='BTC-USDT' and bar='5m' and window_size=100# and low_10_low=1
-order by timestamp;
+WHERE symbol='XCH-USDT' and bar='5m' and window_size=120# and low_10_low=1
+order by timestamp desc;
 
 select * from crypto_huge_volume
-WHERE symbol='XCH-USDT' and bar='5m' #and date_time > '2025-08-04 15:00:00'
-order by timestamp asc;
+WHERE symbol='BTC-USDT' and bar='5m' #and date_time > '2025-08-04 15:00:00'
+order by timestamp DESC;
 
 
-delete FROM crypto_market_data where symbol != 'XCH-USDT';
-
 select * from crypto_trade_data
 where symbol='XCH-USDT'
 order by ts desc;
@@ -38,4 +41,5 @@ WHERE symbol='BTC-USDT' and bar='5m'
 order by timestamp desc
 limit 10;
 
+
 SHOW VARIABLES LIKE 'max_connections';