init commit

signal_filter.py

@@ -0,0 +1,30 @@
+# -*- coding: utf-8 -*-
+"""信号冷却过滤模块
+- 避免同一标的在冷却期内重复产生同方向信号
+- 过滤后附加 generated_at_utc 字段（UTC ISO）
+"""
+from datetime import datetime, timezone, timedelta
+from typing import List, Dict, Any
+
+class SignalCooldownFilter:
+    def __init__(self, cooldown_minutes: int = 30):
+        self.cooldown = timedelta(minutes=cooldown_minutes)
+        # key: (symbol, direction) -> last datetime
+        self.last_time: Dict[tuple, datetime] = {}
+
+    def filter(self, signals: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
+        now = datetime.now(timezone.utc)
+        accepted = []
+        for s in signals:
+            symbol = s.get('symbol')
+            direction = s.get('type') or s.get('direction')
+            key = (symbol, direction)
+            lt = self.last_time.get(key)
+            if lt is not None and now - lt < self.cooldown:
+                continue
+            # Accept
+            self.last_time[key] = now
+            s['direction'] = direction  # normalize
+            s['generated_at_utc'] = now.strftime('%Y-%m-%dT%H:%M:%SZ')
+            accepted.append(s)
+        return accepted