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memory_export.json
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63 lines (63 loc) · 2.16 KB
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{
"entities": [
{
"name": "GEX_Monitor_v2",
"entityType": "project",
"observations": [
"QQQ/SPY 0DTE Gamma Exposure 实时监控系统",
"位置: /Users/lh/Downloads/gex/",
"Python 3.11+, 使用 ib_insync + Dash + Pandas",
"支持多标的并行监控 (QQQ, SPY, SPX)",
"IB Gateway Live 端口: 7496",
"Web UI 端口: 8050",
"数据存储: Parquet 文件",
"支持 Docker Compose 部署",
"完成模块化重构 v1.0 -> v2.0"
]
},
{
"name": "GEX_Monitor_架构",
"entityType": "architecture",
"observations": [
"模块结构: src/gex_monitor/ 下 8 个核心模块",
"time_utils.py - 时区和交易日历",
"config.py - Pydantic 配置模型",
"storage.py - Parquet 存储 + SegmentStorage",
"state.py - StateManager + StateRegistry 多标的状态",
"gex_calc.py - 纯函数 GEX 计算",
"ib_client.py - IBWorker 数据采集",
"ui/ - Dash 布局和回调",
"main.py - 入口和信号处理"
]
},
{
"name": "GEX_Monitor_功能",
"entityType": "features",
"observations": [
"实时 GEX 柱状图显示",
"Intraday Evolution 历史演化图",
"Segment Labeling 分段标注 (ML 训练数据)",
"历史回放: 拖动时间轴查看任意时刻 GEX 分布",
"Strike-level 数据每分钟采样存储",
"/health API 端点健康检查",
"GEX 公式: sign × gamma × OI × multiplier × spot² × 0.01"
]
},
{
"name": "GEX_Monitor_运行",
"entityType": "commands",
"observations": [
"安装: pip install -e .",
"验证: python test_setup.py",
"启动: python -m gex_monitor.main",
"Docker: docker compose up -d",
"访问: http://localhost:8050"
]
}
],
"relations": [
{"from": "GEX_Monitor_架构", "to": "GEX_Monitor_v2", "relationType": "belongs_to"},
{"from": "GEX_Monitor_功能", "to": "GEX_Monitor_v2", "relationType": "belongs_to"},
{"from": "GEX_Monitor_运行", "to": "GEX_Monitor_v2", "relationType": "belongs_to"}
]
}