From 7836b5cf75840f95656f921547d90226f2ff9669 Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Wed, 12 Aug 2026 10:44:21 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E6=8C=87=E6=A0=87=E5=8F=A3=E5=BE=84?=
 =?UTF-8?q?=E7=BB=9F=E4=B8=80=E2=80=94=E2=80=94indicators.calc=5Fatr?=
 =?UTF-8?q?=E6=94=B9EMA=E5=B9=B3=E6=BB=91(=E4=B8=8Ebacktest=5Fframework?=
 =?UTF-8?q?=E5=AE=8C=E5=85=A8=E4=B8=80=E8=87=B4),=E6=B6=88=E9=99=A4?=
 =?UTF-8?q?=E5=9B=9E=E6=B5=8BEMA/=E5=AE=9E=E7=9B=98SMA=E7=9A=843.59%?=
 =?UTF-8?q?=E5=8F=A3=E5=BE=84=E5=88=86=E8=A3=82,=E5=9B=9E=E6=B5=8B?=
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---
 deploy/profile-scripts/indicators.py | 28 +++++++++++++++++++---------
 1 file changed, 19 insertions(+), 9 deletions(-)

diff --git a/deploy/profile-scripts/indicators.py b/deploy/profile-scripts/indicators.py
index 6a012628..c6a33ffb 100644
--- a/deploy/profile-scripts/indicators.py
+++ b/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):