fix: 指标口径统一——indicators.calc_atr改EMA平滑(与backtest_framework完全一致),消除回测EMA/实盘SMA的3.59%口径分裂,回测实盘同口径

deploy/profile-scripts/indicators.py

@@ -47,17 +47,27 @@ def calc_rsi(series, n=14):
 
 
 def calc_atr(klines, n=14):
-    """ATR（Average True Range），与回测 calc_factors 的 atr_pct 同口径。
-    klines: [{high, low, close, ...}]"""
+    """ATR（Average True Range），EMA 平滑——与 backtest_framework.calc_atr 完全一致
+    （2026-08-12 统一口径：原 SMA 与回测 EMA 差 3.59%，回测实盘口径分裂）。
+    klines: [{high, low, close, ...}]。返回最新 ATR 值（单值）。"""
     if len(klines) < n + 1:
         return None
-    trs = []
-    for i in range(1, len(klines)):
-        h, l, pc = klines[i]["high"], klines[i]["low"], klines[i - 1]["close"]
-        tr = max(h - l, abs(h - pc), abs(l - pc))
-        trs.append(tr)
-    atr = sum(trs[-n:]) / n
-    return atr
+    highs = [k["high"] for k in klines]
+    lows = [k["low"] for k in klines]
+    closes = [k["close"] for k in klines]
+    # True Range（与 backtest_framework.calc_tr 一致）
+    tr = [highs[0] - lows[0]]
+    for i in range(1, len(highs)):
+        hl = highs[i] - lows[i]
+        hc = abs(highs[i] - closes[i - 1])
+        lc = abs(lows[i] - closes[i - 1])
+        tr.append(max(hl, hc, lc))
+    # EMA 平滑（与 backtest_framework.calc_atr 一致：calc_ema(tr, n)）
+    k = 2 / (n + 1)
+    ema = tr[0]
+    for t in tr[1:]:
+        ema = t * k + ema * (1 - k)
+    return ema
 
 
 def calc_obv(klines):