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"""分类入场信号类型 + + 优先级: breakout > pullback > launch + + Returns: + { + "signal_type": EntrySignal, + "signal_score": float (0-100), + "details": dict, # 信号相关详情 + } + """ + if df is None or len(df) < 30: + return {"signal_type": EntrySignal.NONE, "signal_score": 0, "details": {}} + + # 优先检测突破型（最符合 1-5 天操作窗口） + result = detect_breakout(df) + if result: + result["signal_score"] = _score_breakout(df, result) + return result + + # 回踩型（风险收益比最好） + result = detect_pullback(df) + if result: + result["signal_score"] = _score_pullback(df, result) + return result + + # 启动型（需要耐心等待） + result = detect_launch(df) + if result: + result["signal_score"] = _score_launch(df, result) + return result + + return {"signal_type": EntrySignal.NONE, "signal_score": 0, "details": {}} + + +def detect_breakout(df: pd.DataFrame) -> dict | None: + """突破型检测 + + 条件（全部满足）： + 1. 价格突破 20 日阻力位 + 2. 量能放大 (vol > vol_ma5 * 1.5) + 3. 短期均线多头 (MA5 > MA10 > MA20) + 4. 收盘偏强 (close 在当日区间上半部分) + """ + last = df.iloc[-1] + + # 必需指标列 + required = ["close", "high", "low", "vol", "ma5", "ma10", "ma20", "vol_ma5"] + if any(c not in df.columns for c in required): + return None + if pd.isna(last["vol_ma5"]) or last["vol_ma5"] == 0: + return None + + # 1. 突破 20 日阻力（允许距阻力位 1% 以内，贴近即视为突破前兆） + if len(df) < 22: + return None + resist_20d = df["high"].iloc[-21:-1].max() + if last["close"] < resist_20d * 0.99: + return None + + # 2. 量能放大 + min_vol_ratio = getattr(settings, "breakout_min_volume_ratio", 1.2) + if last["vol"] <= last["vol_ma5"] * min_vol_ratio: + return None + + # 3. 短期均线偏多（MA5 > MA20 即可，不要求三线完美排列） + if not (last["ma5"] > last["ma20"]): + return None + + # 4. 收盘偏强（不低于当日中点） + day_range = last["high"] - last["low"] + if day_range > 0 and (last["close"] - last["low"]) / day_range < 0.5: + return None + + breakout_pct = (last["close"] - resist_20d) / resist_20d * 100 + + return { + "signal_type": EntrySignal.BREAKOUT, + "details": { + "resist_level": round(resist_20d, 2), + "breakout_pct": round(breakout_pct, 2), + "volume_ratio": round(last["vol"] / last["vol_ma5"], 2), + }, + } + + +def detect_pullback(df: pd.DataFrame) -> dict | None: + """回踩型检测 + + 条件（全部满足）： + 1. MA20 > MA60 — 中长期上升趋势 + 2. 近 5 日内有 MA5 > MA20 — 近期处于上升趋势 + 3. 价格靠近 MA10 或 MA20 (<2%) + 4. 缩量回调 (近 3 日均量 < 前 5 日均量 * 0.7) + 5. RSI 40-65 + """ + last = df.iloc[-1] + + required = ["close", "vol", "ma5", "ma10", "ma20", "ma60", "rsi14"] + if any(c not in df.columns for c in required): + return None + if pd.isna(last["ma60"]) or pd.isna(last["rsi14"]): + return None + + # 1. 中长期上升趋势 + if not (last["ma20"] > last["ma60"]): + return None + + # 2. 近 5 日内有 MA5 > MA20 + recent_5 = df.tail(5) + has_uptrend = any( + row["ma5"] > row["ma20"] + for _, row in recent_5.iterrows() + if not pd.isna(row["ma5"]) and not pd.isna(row["ma20"]) + ) + if not has_uptrend: + return None + + # 3. 价格靠近 MA10 或 MA20（放宽至 4%） + near_ma10 = ( + not pd.isna(last["ma10"]) + and last["ma10"] > 0 + and abs(last["close"] - last["ma10"]) / last["ma10"] < 0.04 + ) + near_ma20 = ( + not pd.isna(last["ma20"]) + and last["ma20"] > 0 + and abs(last["close"] - last["ma20"]) / last["ma20"] < 0.04 + ) + if not (near_ma10 or near_ma20): + return None + + # 4. 缩量回调（放宽至 0.85） + if len(df) < 8: + return None + recent_3_vol = df["vol"].tail(3).mean() + prev_5_vol = df["vol"].iloc[-8:-3].mean() + if prev_5_vol == 0: + return None + shrink_ratio = recent_3_vol / prev_5_vol + max_shrink = getattr(settings, "pullback_max_shrink_ratio", 0.85) + if shrink_ratio >= max_shrink: + return None + + # 5. RSI 范围（放宽至 35-70） + if not (35 <= last["rsi14"] <= 70): + return None + + support_ma = "MA10" if near_ma10 else "MA20" + support_price = last["ma10"] if near_ma10 else last["ma20"] + + return { + "signal_type": EntrySignal.PULLBACK, + "details": { + "support_ma": support_ma, + "support_price": round(support_price, 2), + "volume_shrink_ratio": round(shrink_ratio, 2), + }, + } + + +def detect_launch(df: pd.DataFrame) -> dict | None: + """启动型检测（高位缩量整理后即将变盘） + + 条件（全部满足）： + 1. close > MA60 且距 20 日高点 < 5% + 2. 近 10 日振幅 < 5%，每日涨跌幅 < 3% + 3. 近 5 日均量 < 前 5 日均量 * 0.6 + 4. MA5 > MA20（多头格局未破） + 5. 布林带宽收窄 + 6. DIF > 0 + """ + last = df.iloc[-1] + + required = ["close", "high", "vol", "pct_chg", "ma5", "ma20", "ma60", + "dif", "boll_bw"] + if any(c not in df.columns for c in required): + return None + if pd.isna(last["ma60"]) or pd.isna(last["dif"]) or pd.isna(last["boll_bw"]): + return None + + # 1. 高位 + if last["close"] < last["ma60"]: + return None + high_20d = df["high"].tail(20).max() + if (high_20d - last["close"]) / high_20d > 0.05: + return None + + # 2. 窄幅整理（放宽振幅至 8%，每日涨跌幅至 4%） + if len(df) < 10: + return None + recent = df.tail(10) + close_range = (recent["close"].max() - recent["close"].min()) / recent["close"].min() + max_range = getattr(settings, "consolidation_max_range_pct", 8.0) / 100 + if close_range > max_range: + return None + if any(abs(row["pct_chg"]) > 4 for _, row in recent.iterrows() if not pd.isna(row.get("pct_chg"))): + return None + + # 3. 缩量（放宽至 0.75） + if len(df) < 15: + return None + recent_5_vol = df["vol"].tail(5).mean() + earlier_5_vol = df["vol"].iloc[-15:-10].mean() + if earlier_5_vol == 0: + return None + vol_ratio = recent_5_vol / earlier_5_vol + if vol_ratio >= 0.75: + return None + + # 4. 多头格局未破 + if last["ma5"] <= last["ma20"]: + return None + + # 5-6. 布林收窄 + MACD 零轴上方（软条件，不满足不淘汰） + boll_narrowing = False + dif_positive = False + + if len(df) >= 20 and not pd.isna(last["boll_bw"]): + bw_10d_ago = df.iloc[-10]["boll_bw"] + if not pd.isna(bw_10d_ago) and last["boll_bw"] < bw_10d_ago: + boll_narrowing = True + + if not pd.isna(last["dif"]) and last["dif"] > 0: + dif_positive = True + + return { + "signal_type": EntrySignal.LAUNCH, + "details": { + "consolidation_days": 10, + "volume_shrink_ratio": round(vol_ratio, 2), + "price_range_pct": round(close_range * 100, 2), + "resist_level": round(high_20d, 2), + "boll_narrowing": boll_narrowing, + "dif_positive": dif_positive, + }, + } + + +# ── 信号质量评分 ── + + +def _score_breakout(df: pd.DataFrame, signal: dict) -> float: + """突破型信号质量评分 (0-100)""" + last = df.iloc[-1] + score = 0 + + # 突破力度 (25) + breakout_pct = signal["details"].get("breakout_pct", 0) + if breakout_pct > 3: + score += 25 + elif breakout_pct > 1.5: + score += 18 + elif breakout_pct > 0.5: + score += 10 + + # 量能放大程度 (25) + vol_ratio = signal["details"].get("volume_ratio", 1) + if vol_ratio > 2.5: + score += 25 + elif vol_ratio > 2.0: + score += 20 + elif vol_ratio > 1.5: + score += 12 + + # 均线完整性 (25) + if all(c in df.columns for c in ["ma60"]): + if not pd.isna(last["ma60"]) and last["ma5"] > last["ma10"] > last["ma20"] > last["ma60"]: + score += 25 + elif last["ma5"] > last["ma10"] > last["ma20"]: + score += 15 + else: + score += 10 + + # MACD 状态 (15) + if all(c in df.columns for c in ["dif", "dea"]): + if not pd.isna(last["dif"]) and last["dif"] > last["dea"] and last["dif"] > 0: + score += 15 + elif not pd.isna(last["dif"]) and last["dif"] > last["dea"]: + score += 8 + + # RSI 区间 (10) + if "rsi14" in df.columns and not pd.isna(last["rsi14"]): + if 50 <= last["rsi14"] <= 75: + score += 10 + elif 45 <= last["rsi14"] <= 80: + score += 5 + + return min(score, 100) + + +def _score_pullback(df: pd.DataFrame, signal: dict) -> float: + """回踩型信号质量评分 (0-100)""" + last = df.iloc[-1] + score = 0 + + # 缩量程度 (30) + shrink = signal["details"].get("volume_shrink_ratio", 1) + if shrink < 0.4: + score += 30 + elif shrink < 0.5: + score += 22 + elif shrink < 0.6: + score += 15 + + # 支撑有效性 (25) + support_ma = signal["details"].get("support_ma", "") + if support_ma == "MA20": + score += 25 # MA20 支撑更强 + elif support_ma == "MA10": + score += 15 + + # 均线多头 (25) + if all(c in df.columns for c in ["ma60"]): + if not pd.isna(last["ma60"]) and last["ma5"] > last["ma10"] > last["ma20"] > last["ma60"]: + score += 25 + elif last["ma5"] > last["ma10"] > last["ma20"]: + score += 15 + + # MACD 状态 (10) + if all(c in df.columns for c in ["dif", "dea"]): + if not pd.isna(last["dif"]) and last["dif"] > 0: + score += 10 + elif not pd.isna(last["dif"]) and last["dif"] > last["dea"]: + score += 5 + + # RSI (10) + if "rsi14" in df.columns and not pd.isna(last["rsi14"]): + if 45 <= last["rsi14"] <= 60: + score += 10 + elif 40 <= last["rsi14"] <= 65: + score += 5 + + return min(score, 100) + + +def _score_launch(df: pd.DataFrame, signal: dict) -> float: + """启动型信号质量评分 (0-100)""" + last = df.iloc[-1] + score = 0 + details = signal.get("details", {}) + + # 整理充分度 (25) — 振幅越小越好 + range_pct = details.get("price_range_pct", 10) + if range_pct < 2: + score += 25 + elif range_pct < 4: + score += 18 + elif range_pct < 8: + score += 10 + + # 缩量程度 (25) + shrink = details.get("volume_shrink_ratio", 1) + if shrink < 0.3: + score += 25 + elif shrink < 0.5: + score += 18 + elif shrink < 0.75: + score += 10 + + # 均线保持 (20) + if all(c in df.columns for c in ["ma60"]): + if not pd.isna(last["ma60"]) and last["ma5"] > last["ma20"] > last["ma60"]: + score += 20 + elif last["ma5"] > last["ma20"]: + score += 10 + + # 布林收窄 (15) — 软条件，满足加分 + if details.get("boll_narrowing"): + if "boll_bw" in df.columns and len(df) >= 20: + bw_now = last["boll_bw"] + bw_10d = df.iloc[-10]["boll_bw"] + if not pd.isna(bw_10d) and bw_now > 0: + narrowing = (bw_10d - bw_now) / bw_10d * 100 + if narrowing > 30: + score += 15 + elif narrowing > 15: + score += 10 + else: + score += 5 + + # MACD (15) — 软条件，满足加分 + if details.get("dif_positive"): + score += 15 + elif all(c in df.columns for c in ["dif"]) and not pd.isna(last.get("dif")): + score += 5 + + return min(score, 100) + + +# ── 趋势 & 时机评分 ── + + +def score_trend_timing(df: pd.DataFrame, entry_signal: dict) -> float: + """趋势&时机评分 (0-100) + + 维度： + - MA 排列 (25) + - MA20 方向 (10) + - 更高高点形态 (15) + - 入场信号质量 (50) + """ + last = df.iloc[-1] + score = 0 + + # MA 排列 (25) + ma_cols = [c for c in ["ma5", "ma10", "ma20", "ma60"] if c in df.columns] + if len(ma_cols) >= 4 and not any(pd.isna(last[c]) for c in ma_cols): + if last["ma5"] > last["ma10"] > last["ma20"] > last["ma60"]: + score += 25 + elif last["ma5"] > last["ma10"] > last["ma20"]: + score += 18 + elif last["ma5"] > last["ma20"]: + score += 10 + + # MA20 方向 (10) + if "ma20" in df.columns and len(df) >= 3: + if not pd.isna(last["ma20"]) and not pd.isna(df.iloc[-3]["ma20"]): + if last["ma20"] > df.iloc[-3]["ma20"]: + score += 10 + + # 更高高点形态 (15) + if _check_higher_highs(df): + score += 15 + + # 入场信号质量 (50) + signal_score = entry_signal.get("signal_score", 0) + score += signal_score * 0.5 + + return min(score, 100) + + +# ── 供需分析评分 ── + + +def score_supply_demand(df: pd.DataFrame) -> float: + """供需评分 (0-100) + + 维度： + - 上涨日 vs 下跌日量比 (50): 需求主导度 + - 量能收缩/扩张 (30): 供需变化趋势 + - 量价配合 (20): 上涨放量+下跌缩量 + """ + score = 0 + + if len(df) < 10: + return 50.0 + + recent = df.tail(10) + last = df.iloc[-1] + + # 上涨日 vs 下跌日量比 (50) + up_days = recent[recent["pct_chg"] > 0] + down_days = recent[recent["pct_chg"] <= 0] + + if len(up_days) > 0 and len(down_days) > 0: + avg_up_vol = up_days["vol"].mean() + avg_down_vol = down_days["vol"].mean() + if avg_down_vol > 0: + ratio = avg_up_vol / avg_down_vol + if ratio > 2.0: + score += 50 + elif ratio > 1.5: + score += 38 + elif ratio > 1.2: + score += 25 + elif ratio > 1.0: + score += 12 + elif len(up_days) > 0: + score += 40 # 全部上涨日，需求强劲 + + # 量能收缩/扩张 (30) + vol_ma_col = "vol_ma10" if "vol_ma10" in df.columns else "vol_ma5" + if vol_ma_col in df.columns and not pd.isna(last[vol_ma_col]) and last[vol_ma_col] > 0: + recent_3_vol = recent["vol"].tail(3).mean() + shrink_ratio = recent_3_vol / last[vol_ma_col] + + if shrink_ratio < 0.4: + score += 30 # 极度缩量，供应枯竭 + elif shrink_ratio < 0.6: + score += 22 + elif shrink_ratio < 0.8: + score += 12 + elif shrink_ratio > 1.5: + score += 25 # 放量，需求进入 + elif shrink_ratio > 1.2: + score += 15 + + # 量价配合 (20) + if _check_bullish_volume_divergence(df): + score += 20 + + return min(score, 100) + + +def analyze_volume_pattern(df: pd.DataFrame) -> dict: + """量价模式分析 + + Returns: + { + "demand_supply_ratio": float, # 上涨日均量/下跌日均量 + "volume_trend": str, # expanding/contracting/stable + "accumulation_score": float, # 0-100 + } + """ + default = {"demand_supply_ratio": 1.0, "volume_trend": "stable", "accumulation_score": 0} + + if len(df) < 10: + return default + + recent = df.tail(10) + + # 需求/供给比 + up_days = recent[recent["pct_chg"] > 0] + down_days = recent[recent["pct_chg"] <= 0] + avg_up_vol = up_days["vol"].mean() if len(up_days) > 0 else 0 + avg_down_vol = down_days["vol"].mean() if len(down_days) > 0 else 1 + ratio = round(avg_up_vol / max(avg_down_vol, 1), 2) + + # 量能趋势 + if len(df) >= 10: + vol_5d_ago = df["vol"].iloc[-10:-5].mean() + vol_recent = df["vol"].tail(5).mean() + if vol_5d_ago > 0: + trend_ratio = vol_recent / vol_5d_ago + trend = "expanding" if trend_ratio > 1.2 else ("contracting" if trend_ratio < 0.8 else "stable") + else: + trend = "stable" + else: + trend = "stable" + + # 累积评分 + accumulation = 0 + if ratio > 1.5: + accumulation += 40 + if trend == "expanding" and df.iloc[-1]["pct_chg"] > 0: + accumulation += 30 + if _check_volume_dry_up_before_rally(df): + accumulation += 30 + + return { + "demand_supply_ratio": ratio, + "volume_trend": trend, + "accumulation_score": accumulation, + } + + +# ── 辅助函数 ── + + +def _check_higher_highs(df: pd.DataFrame) -> bool: + """检查最近是否形成更高高点形态 + + 取近 20 日的局部高点，检查是否有上升趋势。 + """ + if len(df) < 20: + return False + + recent = df.tail(20) + highs = recent["high"].values + + # 简单检查：最近的高点是否比之前的高点更高 + # 将 20 日分为两段，各取最高点 + first_half_max = highs[:10].max() + second_half_max = highs[10:].max() + + return second_half_max >= first_half_max + + +def _check_bullish_volume_divergence(df: pd.DataFrame) -> bool: + """检查量价配合是否健康（上涨放量，下跌缩量）""" + if len(df) < 6: + return False + + recent = df.tail(5) + up_days = recent[recent["pct_chg"] > 0] + down_days = recent[recent["pct_chg"] <= 0] + + if len(up_days) == 0 or len(down_days) == 0: + return len(up_days) > len(down_days) # 主要是上涨日也算 + + avg_up_vol = up_days["vol"].mean() + avg_down_vol = down_days["vol"].mean() + + return avg_up_vol > avg_down_vol + + +def _check_volume_dry_up_before_rally(df: pd.DataFrame) -> bool: + """检查是否有缩量后放量的突破前奏 + + 经典突破模式：量能萎缩至极低，然后在突破日放量。 + """ + if len(df) < 15: + return False + + last = df.iloc[-1] + + # 检查近 5-10 日内是否有极度缩量日 + vol_ma_col = "vol_ma10" if "vol_ma10" in df.columns else "vol_ma5" + if vol_ma_col not in df.columns: + return False + + recent_10 = df.tail(10) + had_dry_up = any( + row["vol"] < row[vol_ma_col] * 0.5 + for _, row in recent_10.iterrows() + if not pd.isna(row[vol_ma_col]) and row[vol_ma_col] > 0 + ) + + # 且当日量能放大 + vol_ma_col_5 = "vol_ma5" if "vol_ma5" in df.columns else vol_ma_col + vol_expanding = ( + not pd.isna(last[vol_ma_col_5]) + and last[vol_ma_col_5] > 0 + and last["vol"] > last[vol_ma_col_5] * 1.2 + ) + + return had_dry_up and vol_expanding diff --git a/backend/app/analysis/intraday.py b/backend/app/analysis/intraday.py index 919bdbd9..695476b9 100644 --- a/backend/app/analysis/intraday.py +++ b/backend/app/analysis/intraday.py @@ -266,3 +266,64 @@ def _score_intraday(quote: StockQuote) -> float: score += 3 return score + + +async def intraday_sector_scan(prev_sectors: list[SectorInfo]) -> list[SectorInfo]: + """盘中板块热度更新：用腾讯实时行情刷新板块涨幅和涨停数 + + 基于前一日的板块列表（来自 Tushare），用成分股的实时行情 + 重新计算板块涨跌幅和涨停家数。 + """ + if not prev_sectors: + return prev_sectors + + # 收集所有板块的成分股 + sector_members: dict[str, list[str]] = {} + all_codes = set() + for sector in prev_sectors: + members = tushare_client.get_ths_members(sector.sector_code) + if members.empty or "con_code" not in members.columns: + continue + codes = [c for c in members["con_code"].tolist() if "." in str(c)] + sector_members[sector.sector_code] = codes + all_codes.update(codes) + + if not all_codes: + return prev_sectors + + # 批量获取实时行情 + quotes = await tencent_client.get_realtime_quotes_batch(list(all_codes)) + if not quotes: + return prev_sectors + + # 构建涨停集合 + limit_up_codes = set() + for code, q in quotes.items(): + if q.limit_up and q.price >= q.limit_up * 0.995: + limit_up_codes.add(code) + + # 更新每个板块的数据 + for sector in prev_sectors: + codes = sector_members.get(sector.sector_code, []) + if not codes: + continue + + sector_quotes = [quotes[c] for c in codes if c in quotes] + if not sector_quotes: + continue + + # 实时涨跌幅（成分股均值） + pct_changes = [q.pct_chg for q in sector_quotes if q.pct_chg is not None] + if pct_changes: + sector.pct_change = round(sum(pct_changes) / len(pct_changes), 2) + + # 实时涨停家数 + sector.limit_up_count = len([c for c in codes if c in limit_up_codes]) + + logger.info( + f"盘中板块实时更新: {len(prev_sectors)} 个板块, " + f"涨幅最高={max(prev_sectors, key=lambda s: s.pct_change).sector_name} " + f"({max(s.pct_change for s in prev_sectors):.1f}%)" + ) + + return prev_sectors diff --git a/backend/app/analysis/sector_scanner.py b/backend/app/analysis/sector_scanner.py index a87c565d..8fbf47aa 100644 --- a/backend/app/analysis/sector_scanner.py +++ b/backend/app/analysis/sector_scanner.py @@ -1,11 +1,17 @@ """板块热度扫描 综合板块涨幅、资金净流入、涨停家数、持续性， -输出热门板块排名。 +输出热门板块排名及深度分析。 优化策略：先用板块资金流向批量数据预筛 Top 板块， 只对 Top 板块做逐个详细查询（ths_daily/ths_member）， 避免遍历全部数百个板块导致大量 API 调用。 + +增强分析： + - 领涨股：每个板块中涨幅前3的成分股 + - 资金趋势：近5日板块资金净流入走势 + - 涨跌趋势：近5日板块涨跌幅走势 + - 主力资金占比 """ import logging @@ -37,7 +43,7 @@ def _normalize_score(values: list[float], reverse: bool = False) -> list[float]: def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: - """扫描热门板块，返回按热度排名的板块列表""" + """扫描热门板块，返回按热度排名的板块列表（含深度分析）""" if not trade_date: trade_date = tushare_client.get_latest_trade_date() @@ -54,18 +60,27 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: logger.info(f"板块资金流向预筛: {len(sector_mf)} 个板块 -> Top {len(top_codes)} 进入详细分析") # 构建资金流向查找表 + # Tushare moneyflow_ind_ths 的金额单位是亿元，统一转换为万元 + _UNIT_CONV = 10000 mf_lookup = {} + # 同时构建主力买卖数据（用于计算主力占比） + mf_detail = {} for _, row in sector_mf.iterrows(): - mf_lookup[row["ts_code"]] = float(row["net_amount"]) + mf_lookup[row["ts_code"]] = float(row["net_amount"]) * _UNIT_CONV + mf_detail[row["ts_code"]] = { + "net_amount": float(row["net_amount"]) * _UNIT_CONV, + "buy_elg_amount": float(row.get("buy_elg_amount", 0)) * _UNIT_CONV if pd.notna(row.get("buy_elg_amount")) else 0, + "sell_elg_amount": float(row.get("sell_elg_amount", 0)) * _UNIT_CONV if pd.notna(row.get("sell_elg_amount")) else 0, + "buy_lg_amount": float(row.get("buy_lg_amount", 0)) * _UNIT_CONV if pd.notna(row.get("buy_lg_amount")) else 0, + "sell_lg_amount": float(row.get("sell_lg_amount", 0)) * _UNIT_CONV if pd.notna(row.get("sell_lg_amount")) else 0, + } # 构建板块名称查找表 - # moneyflow_ind_ths 返回的是行业板块（881XXX.TI），自带 industry 列 name_lookup = {} if "industry" in sector_mf.columns: for _, r in sector_mf.iterrows(): if pd.notna(r.get("industry")): name_lookup[r["ts_code"]] = str(r["industry"]) - # 补充：从 ths_index type=I（行业板块）获取名称 index_list = tushare_client.get_ths_index_list("I") if not index_list.empty: for _, r in index_list.iterrows(): @@ -75,22 +90,34 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: # ── 第二步：获取涨跌停列表（1 次 API 调用）── limit_df = tushare_client.get_limit_list(trade_date) limit_up_codes = set() + # 同时收集涨停股的涨跌幅信息（用于领涨股展示） + limit_up_info: dict[str, dict] = {} if not limit_df.empty: up_df = limit_df[limit_df["limit"] == "U"] up_df = up_df[~up_df["name"].str.contains("ST", na=False)] limit_up_codes = set(up_df["ts_code"].tolist()) + for _, row in up_df.iterrows(): + limit_up_info[row["ts_code"]] = { + "name": row["name"], + "pct_chg": float(row.get("pct_chg", 10)), + "limit_times": int(row.get("limit_times", 1)), + } - # ── 第三步：只对 Top 板块做逐个详细查询 ── + # ── 第三步：获取全市场日线数据（用于领涨股计算）── + daily_all = tushare_client.get_daily_all(trade_date) + stock_basic = tushare_client.get_stock_basic() + + # ── 第四步：只对 Top 板块做逐个详细查询 ── sectors = [] for ts_code in top_codes: - # 板块名称从 ths_index 查找表获取 sector_name = name_lookup.get(ts_code, ts_code) - # 板块日线 - 获取近5日数据（1 次 API） + # 板块日线 - 获取近5日数据 ths_daily = tushare_client.get_ths_daily(ts_code, days=5) pct_change = 0.0 days_continuous = 0 + pct_trend: list[float] = [] if not ths_daily.empty: ths_daily = ths_daily.sort_values("trade_date") @@ -101,6 +128,9 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: today_data = ths_daily.tail(1) pct_change = float(today_data["pct_change"].iloc[0]) if not today_data.empty else 0 + # 近5日涨跌幅趋势 + pct_trend = [round(float(d["pct_change"]), 2) for _, d in ths_daily.iterrows()] + # 连续上涨天数 for _, d in ths_daily.iloc[::-1].iterrows(): if d["pct_change"] > 0: @@ -108,15 +138,75 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: else: break - # 板块资金净流入（从预筛数据中直接取） + # 板块资金净流入 capital_inflow = mf_lookup.get(ts_code, 0.0) - # 板块内涨停家数（1 次 API） + # 主力资金占比 = (特大单净买 + 大单净买) / (特大单买卖总额 + 大单买卖总额) + main_force_ratio = 0.0 + detail = mf_detail.get(ts_code, {}) + total_main_amount = (detail.get("buy_elg_amount", 0) + detail.get("sell_elg_amount", 0) + + detail.get("buy_lg_amount", 0) + detail.get("sell_lg_amount", 0)) + if total_main_amount > 0: + main_force_ratio = round(capital_inflow / total_main_amount * 100, 1) + + # 板块成分股分析 limit_up_count = 0 + leading_stocks: list[dict] = [] + member_count = 0 + turnover_avg = 0.0 + members = tushare_client.get_ths_members(ts_code) if not members.empty and "con_code" in members.columns: - member_codes = set(members["con_code"].tolist()) - limit_up_count = len(limit_up_codes & member_codes) + member_codes = list(members["con_code"].tolist()) + member_set = set(member_codes) + member_count = len(member_codes) + limit_up_count = len(limit_up_codes & member_set) + + # 领涨股：从当日全市场日级数据中筛选该板块成分股，按涨幅排序取前3 + if not daily_all.empty: + sector_daily = daily_all[daily_all["ts_code"].isin(member_set)].copy() + # 排除 ST + if not stock_basic.empty: + st_set = set(stock_basic[stock_basic["name"].str.contains("ST", na=False)]["ts_code"]) + sector_daily = sector_daily[~sector_daily["ts_code"].isin(st_set)] + + sector_daily = sector_daily.sort_values("pct_chg", ascending=False) + # 计算板块平均换手率 + if "turnover_rate" in sector_daily.columns: + turnover_values = sector_daily["turnover_rate"].dropna() + if len(turnover_values) > 0: + turnover_avg = round(float(turnover_values.mean()), 2) + + # 构建名称查找 + name_map = {} + if not stock_basic.empty: + for _, br in stock_basic.iterrows(): + name_map[br["ts_code"]] = br["name"] + if "con_name" in members.columns: + for _, m in members.iterrows(): + if pd.notna(m.get("con_name")): + name_map[m["con_code"]] = m["con_name"] + + # 取涨幅前3 + for _, sr in sector_daily.head(3).iterrows(): + leading_stocks.append({ + "ts_code": sr["ts_code"], + "name": name_map.get(sr["ts_code"], sr["ts_code"]), + "pct_chg": round(float(sr["pct_chg"]), 2), + "amount": round(float(sr.get("amount", 0)), 0), + }) + + # 涨停股也在成分股中的，补充到领涨股（如未在top3中） + for code in (limit_up_codes & member_set): + if code not in [s["ts_code"] for s in leading_stocks]: + info = limit_up_info.get(code, {}) + leading_stocks.append({ + "ts_code": code, + "name": info.get("name", code), + "pct_chg": info.get("pct_chg", 10), + "amount": 0, + "limit_times": info.get("limit_times", 1), + }) sectors.append(SectorInfo( sector_code=ts_code, @@ -125,6 +215,11 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: capital_inflow=round(capital_inflow, 2), limit_up_count=limit_up_count, days_continuous=days_continuous, + member_count=member_count, + leading_stocks=leading_stocks, + pct_trend=pct_trend, + turnover_avg=turnover_avg, + main_force_ratio=main_force_ratio, )) if not sectors: @@ -133,13 +228,13 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: # ── 板块阶段判定 ── for s in sectors: if s.days_continuous <= 2: - s.stage = "early" # 启动期，安全 + s.stage = "early" elif s.days_continuous == 3: - s.stage = "mid" # 发展期，正常 + s.stage = "mid" elif s.days_continuous == 4: - s.stage = "late" # 后期，谨慎 + s.stage = "late" else: - s.stage = "end" # 尾声，高风险 + s.stage = "end" # ── 综合评分 ── pct_scores = _normalize_score([s.pct_change for s in sectors]) @@ -154,20 +249,17 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: lim_scores[i] * 0.25 + con_scores[i] * 0.20 ) - # 连续2日以上资金流入的板块加分 if s.days_continuous >= 2: heat += 5 - # 首日大涨（昨日涨幅<=0，今日>3%）可视为新热点，加分 if s.days_continuous == 1 and s.pct_change > 3: heat += 3 - # 板块阶段调整：早期加分，尾声减分（防追高） if s.stage == "early": - heat += 8 # 启动期，介入安全，大幅加分 + heat += 8 elif s.stage == "late": - heat -= 5 # 后期，风险上升 + heat -= 5 elif s.stage == "end": - heat -= 12 # 尾声，大幅减分 + heat -= 12 s.heat_score = round(max(0, min(heat, 100)), 1) @@ -175,7 +267,10 @@ def scan_hot_sectors(trade_date: str = None) -> list[SectorInfo]: top = sectors[:settings.top_sector_count] for s in top: - logger.info(f"热门板块: {s.sector_name} 涨幅{s.pct_change}% 资金{s.capital_inflow}万 " - f"涨停{s.limit_up_count} 连续{s.days_continuous}天 阶段={s.stage} 热度{s.heat_score}") + leaders = ", ".join(f'{l["name"]}({l["pct_chg"]}%)' for l in s.leading_stocks[:3]) + inflow_display = f"{s.capital_inflow / 10000:.1f}亿" if s.capital_inflow >= 10000 else f"{s.capital_inflow:.0f}万" + logger.info(f"热门板块: {s.sector_name} 涨幅{s.pct_change}% 资金{inflow_display} " + f"涨停{s.limit_up_count} 连续{s.days_continuous}天 阶段={s.stage} 热度{s.heat_score} " + f"领涨=[{leaders}]") return sectors diff --git a/backend/app/analysis/technical.py b/backend/app/analysis/technical.py index faa6b0a0..cebe987b 100644 --- a/backend/app/analysis/technical.py +++ b/backend/app/analysis/technical.py @@ -83,6 +83,7 @@ def add_all_indicators(df: pd.DataFrame) -> pd.DataFrame: # 量均线 df["vol_ma5"] = calc_volume_ma(vol, 5) df["vol_ma10"] = calc_volume_ma(vol, 10) + df["vol_ma20"] = calc_volume_ma(vol, 20) # 涨跌幅（如果没有 pct_chg 列） if "pct_chg" not in df.columns: diff --git a/backend/app/analysis/trend_scanner.py b/backend/app/analysis/trend_scanner.py new file mode 100644 index 00000000..ce0d7a5d --- /dev/null +++ b/backend/app/analysis/trend_scanner.py @@ -0,0 +1,516 @@ +"""趋势突破三阶段扫描管道 + +Phase 1: 全市场批量预筛 — get_daily_all × 5 天 + get_daily_basic → ~300 候选 +Phase 2: 资金流批量过滤 — get_moneyflow_batch → ~80 候选 +Phase 3: 逐股深度分析 — get_stock_daily(120d) + 入场信号 + 供需评分 → ~20 推荐 +""" + +import logging +from datetime import datetime, timedelta + +import numpy as np +import pandas as pd + +from app.config import settings +from app.data.tushare_client import tushare_client +from app.analysis.technical import add_all_indicators +from app.analysis.breakout_signals import ( + classify_entry_signal, + score_trend_timing, + score_supply_demand, + analyze_volume_pattern, + EntrySignal, +) + +logger = logging.getLogger(__name__) + + +async def scan_trend_breakout( + trade_date: str = None, + market_temp=None, + hot_sectors: list = None, + intraday: bool = False, +) -> list[dict]: + """统一趋势突破扫描 — 三阶段管道 + + Returns: + list[dict] — 每个字典包含: + ts_code, name, sector, entry_signal_type, entry_signal_score, + trend_timing_score, supply_demand_score, capital_score, + main_net_inflow, inflow_ratio, turnover_rate, volume_ratio, + circ_mv, pe, pb, volume_trend, demand_supply_ratio + """ + if not trade_date: + trade_date = tushare_client.get_latest_trade_date() + + logger.info(f"=== 趋势突破扫描 (trade_date={trade_date}) ===") + + # Phase 1: 批量预筛 + candidates = _bulk_pre_filter(trade_date) + if candidates.empty: + logger.info("Phase 1 预筛无候选") + return [] + + logger.info(f"Phase 1 预筛: {len(candidates)} 只候选") + + # Phase 2: 资金流过滤 + candidates = _bulk_capital_filter(candidates, trade_date) + if candidates.empty: + logger.info("Phase 2 资金过滤后无候选") + return [] + + logger.info(f"Phase 2 资金过滤: {len(candidates)} 只候选") + + # Phase 3: 逐股深度分析 + results = await _deep_analysis(candidates, trade_date, market_temp, hot_sectors or [], intraday) + + logger.info(f"Phase 3 深度分析: {len(results)} 只推荐") + return results + + +def _bulk_pre_filter(trade_date: str) -> pd.DataFrame: + """Phase 1: 批量预筛 + + 利用 get_daily_all × 5 天构建迷你时序，用 5 日趋势初筛。 + 合并 get_daily_basic 过滤市值/换手率。 + 排除 ST 和次新股。 + """ + # 获取交易日历 + dates = tushare_client.get_trade_dates() + if not dates: + logger.warning("Phase 1: 无法获取交易日历") + return pd.DataFrame() + + # 取最近 5 个交易日（含当日） + recent_dates = dates[-5:] if len(dates) >= 5 else dates + if trade_date not in recent_dates: + recent_dates = recent_dates[-4:] + [trade_date] if len(recent_dates) >= 4 else [trade_date] + + logger.info(f"Phase 1: 使用交易日 {recent_dates}") + + # 获取多日全市场数据 + daily_frames = [] + for d in recent_dates: + df = tushare_client.get_daily_all(d) + if not df.empty: + daily_frames.append(df) + logger.debug(f"Phase 1: {d} 获取到 {len(df)} 只股票数据") + else: + logger.warning(f"Phase 1: {d} 无数据") + + if len(daily_frames) < 2: + # 至少需要 2 天数据做趋势判断 + if daily_frames: + logger.info("Phase 1: 仅有1天数据，跳过趋势筛选") + return _filter_daily_basic(daily_frames[0], trade_date) + logger.warning("Phase 1: 完全无数据") + return pd.DataFrame() + + # 拼接多日数据 + all_daily = pd.concat(daily_frames, ignore_index=True) + logger.info(f"Phase 1: 拼接后总记录数 {len(all_daily)}") + + # 计算每只股票的 5 日趋势 + stock_groups = all_daily.groupby("ts_code") + + # 分步统计 + total_stocks = len(stock_groups) + count_has_data = 0 + count_main_board = 0 + count_no_limit = 0 + count_positive_return = 0 + count_above_avg = 0 + count_near_high = 0 + + trend_data = [] + for ts_code, group in stock_groups: + if len(group) < 2: + continue + count_has_data += 1 + + group = group.sort_values("trade_date") + latest = group.iloc[-1] + + # 排除非主板（只保留 00/30/60 开头） + code_prefix = ts_code[:2] + if code_prefix not in ("00", "30", "60"): + continue + count_main_board += 1 + + # 排除涨跌停 + pct = latest["pct_chg"] + if pd.isna(pct) or abs(pct) > 9.5: + continue + count_no_limit += 1 + + # 5 日涨幅 + first_close = group.iloc[0]["close"] + last_close = latest["close"] + if first_close <= 0: + continue + ret_5d = (last_close - first_close) / first_close * 100 + + # 条件：5 日涨幅 > -2%（允许小幅回调） 且 < 20%（未过热） + if ret_5d <= -2 or ret_5d >= 20: + continue + count_positive_return += 1 + + # 5 日均价 + avg_close = group["close"].mean() + if avg_close <= 0: + continue + + # 收盘价 >= 5 日均价 * 0.98（允许略低于均线） + if last_close < avg_close * 0.98: + continue + count_above_avg += 1 + + # 距 5 日高点 < 8%（放宽，不要求紧贴高点） + high_5d = group["high"].max() + if high_5d <= 0: + continue + dist_from_high = (high_5d - last_close) / high_5d * 100 + if dist_from_high > 8: + continue + count_near_high += 1 + + trend_data.append({ + "ts_code": ts_code, + "close": last_close, + "pct_chg_today": pct, + "return_5d": round(ret_5d, 2), + "dist_from_high_5d": round(dist_from_high, 2), + "vol_today": latest["vol"], + }) + + logger.info( + f"Phase 1 趋势筛选: " + f"总{total_stocks} → 有数据{count_has_data} → 主板{count_main_board} → " + f"非涨跌停{count_no_limit} → 5日涨幅>-2%{count_positive_return} → " + f"近均线{count_above_avg} → 近高点{count_near_high}" + ) + + if not trend_data: + return pd.DataFrame() + + candidates = pd.DataFrame(trend_data) + + # 合并 daily_basic 过滤（使用更宽松的换手率） + return _filter_daily_basic(candidates, trade_date) + + +def _filter_daily_basic(candidates: pd.DataFrame, trade_date: str) -> pd.DataFrame: + """使用 daily_basic 过滤市值、换手率，排除 ST 和次新""" + basic = tushare_client.get_daily_basic(trade_date) + if basic.empty: + logger.warning("Phase 1: daily_basic 无数据") + return candidates + + # 股票基本信息（排除 ST 和次新） + stock_basic = tushare_client.get_stock_basic() + exclude_codes = set() + if not stock_basic.empty: + # ST + st_codes = set(stock_basic[stock_basic["name"].str.contains("ST", na=False)]["ts_code"]) + exclude_codes.update(st_codes) + # 次新 + cutoff = (datetime.now() - timedelta(days=settings.min_list_days)).strftime("%Y%m%d") + new_codes = set(stock_basic[stock_basic["list_date"] > cutoff]["ts_code"]) + exclude_codes.update(new_codes) + + # Tushare circ_mv 单位是万元，转为亿元 + basic["circ_mv"] = basic["circ_mv"] / 10000 + + # Phase 1 使用更宽松的换手率门槛（2%）以保留更多候选 + min_tr = min(settings.min_turnover_rate, 2.0) + basic_filtered = basic[ + (basic["circ_mv"] >= settings.min_circ_mv) & + (basic["circ_mv"] <= settings.max_circ_mv) & + (basic["turnover_rate"] >= min_tr) & + (basic["turnover_rate"] <= settings.max_turnover_rate) & + (~basic["ts_code"].isin(exclude_codes)) + ].copy() + + logger.info( + f"Phase 1 daily_basic: 全市场{len(basic)}只 → " + f"过滤后{len(basic_filtered)}只 " + f"(circ_mv {settings.min_circ_mv}-{settings.max_circ_mv}亿, " + f"turnover >={min_tr}%)" + ) + + if basic_filtered.empty: + return pd.DataFrame() + + # 合并候选和 basic 数据 + if "circ_mv" in candidates.columns: + merged = candidates + else: + # candidates 没有 basic 列，通过 ts_code 合并 + basic_subset = basic_filtered[["ts_code", "turnover_rate", "volume_ratio", + "circ_mv", "pe", "pb"]].drop_duplicates("ts_code") + # 如果 candidates 有 ts_code 列 + if "ts_code" in candidates.columns: + merged = candidates.merge(basic_subset, on="ts_code", how="inner") + else: + # candidates 是 get_daily_all 返回的原始 df + merged = basic_subset + + logger.info(f"Phase 1 合并后: {len(merged)} 只候选") + return merged + + +def _bulk_capital_filter(candidates: pd.DataFrame, trade_date: str) -> pd.DataFrame: + """Phase 2: 资金流批量过滤 + + 硬条件：主力净流入 > 0（特大单 + 大单净买为正） + """ + mf = tushare_client.get_moneyflow_batch(trade_date) + if mf.empty: + return candidates + + # 计算主力净流入 = (特大单买入-特大单卖出) + (大单买入-大单卖出) + mf["main_net_inflow"] = ( + (mf["buy_elg_amount"] - mf["sell_elg_amount"]) + + (mf["buy_lg_amount"] - mf["sell_lg_amount"]) + ) + + # 计算流入比例 + total = ( + mf["buy_elg_amount"] + mf["sell_elg_amount"] + + mf["buy_lg_amount"] + mf["sell_lg_amount"] + + mf["buy_md_amount"] + mf["sell_md_amount"] + + mf["buy_sm_amount"] + mf["sell_sm_amount"] + ) + mf["inflow_ratio"] = mf["main_net_inflow"] / total.replace(0, np.nan) * 100 + mf["inflow_ratio"] = mf["inflow_ratio"].fillna(0) + + # 只保留主力净流入 > 0 的 + mf_positive = mf[mf["main_net_inflow"] > 0][["ts_code", "main_net_inflow", "inflow_ratio"]] + + # 合并候选 + if "ts_code" in candidates.columns: + merged = candidates.merge(mf_positive, on="ts_code", how="inner") + else: + merged = mf_positive + + # 按主力净流入排序，取 top 100 + if not merged.empty: + merged = merged.sort_values("main_net_inflow", ascending=False).head(100) + + return merged.reset_index(drop=True) + + +async def _deep_analysis( + candidates: pd.DataFrame, + trade_date: str, + market_temp, + hot_sectors: list, + intraday: bool, +) -> list[dict]: + """Phase 3: 逐股深度分析 + + 对每只候选获取 120 日 K 线，计算技术指标， + 分类入场信号，评分供需关系。 + """ + import asyncio + from app.analysis.signals import generate_signals + from app.analysis.capital_flow import _score_valuation + + # 获取股票名称映射 + stock_basic = tushare_client.get_stock_basic() + name_map = {} + industry_map = {} + if not stock_basic.empty: + for _, row in stock_basic.iterrows(): + name_map[row["ts_code"]] = row["name"] + industry_map[row["ts_code"]] = row.get("industry", "") + + # 获取多日资金流（用于资金持续性评分） + mf_history = _get_multi_day_moneyflow(candidates, trade_date) + + results = [] + total = len(candidates) + signal_counts = {"breakout": 0, "pullback": 0, "launch": 0, "none": 0} + + for idx, row in candidates.iterrows(): + ts_code = row["ts_code"] if "ts_code" in candidates.columns else "" + + if not ts_code: + continue + + name = name_map.get(ts_code, ts_code) + sector = industry_map.get(ts_code, "") + + try: + # 获取 120 日 K 线 + df = tushare_client.get_stock_daily(ts_code, 120) + if df.empty or len(df) < 30: + continue + + # 添加技术指标 + df = add_all_indicators(df) + + # 入场信号分类 + entry_signal = classify_entry_signal(df) + signal_type = entry_signal["signal_type"] + if signal_type == EntrySignal.NONE: + signal_counts["none"] += 1 + continue + signal_counts[signal_type.value] += 1 + + # 趋势&时机评分 + trend_score = score_trend_timing(df, entry_signal) + + # 供需评分 + sd_score = score_supply_demand(df) + + # 量价模式分析 + vol_pattern = analyze_volume_pattern(df) + + # 技术信号（复用现有 generate_signals） + tech_signal = generate_signals(ts_code, name) + + # 资金流评分 + capital_score = _score_capital( + row, mf_history.get(ts_code, pd.DataFrame()) + ) + + # 估值评分（作为辅助参考） + pe = row.get("pe") + pb = row.get("pb") + valuation_score = _score_valuation(pe, pb) + + results.append({ + "ts_code": ts_code, + "name": name, + "sector": sector, + "entry_signal_type": entry_signal["signal_type"].value, + "entry_signal_score": round(entry_signal["signal_score"], 1), + "entry_signal_details": entry_signal.get("details", {}), + "trend_timing_score": round(trend_score, 1), + "supply_demand_score": round(sd_score, 1), + "capital_score": round(capital_score, 1), + "valuation_score": round(valuation_score, 1), + "technical_score": round(tech_signal.score, 1), + "position_score": round(tech_signal.position_score, 1), + "main_net_inflow": row.get("main_net_inflow", 0), + "inflow_ratio": round(row.get("inflow_ratio", 0), 2), + "turnover_rate": row.get("turnover_rate"), + "volume_ratio": row.get("volume_ratio"), + "circ_mv": row.get("circ_mv"), + "pe": pe, + "pb": pb, + "volume_trend": vol_pattern["volume_trend"], + "demand_supply_ratio": vol_pattern["demand_supply_ratio"], + # 技术信号详情（用于生成推荐理由） + "tech_signal": tech_signal, + }) + + if len(results) >= settings.top_stock_count: + break + + except Exception as e: + logger.debug(f"深度分析 {ts_code} 失败: {e}") + continue + + # 让出控制权，避免阻塞事件循环 + if idx % 10 == 0: + await asyncio.sleep(0) + + logger.info( + f"Phase 3 入场信号分布: " + f"突破={signal_counts['breakout']} 回踩={signal_counts['pullback']} " + f"启动={signal_counts['launch']} 无信号={signal_counts['none']} " + f"(共分析{total}只)" + ) + + return results + + +def _get_multi_day_moneyflow(candidates: pd.DataFrame, trade_date: str) -> dict[str, pd.DataFrame]: + """获取候选股票近 5 日资金流数据（用于资金持续性评分） + + 利用 get_stock_moneyflow 逐只获取（仅对 Phase 2 过滤后的 ~80 只）。 + """ + result = {} + + if "ts_code" not in candidates.columns: + return result + + for ts_code in candidates["ts_code"].values[:80]: + try: + df = tushare_client.get_stock_moneyflow(ts_code, 5) + if not df.empty: + result[ts_code] = df + except Exception: + pass + + return result + + +def _score_capital(stock_row: dict | pd.Series, mf_history: pd.DataFrame) -> float: + """资金流评分 (0-100) + + 维度： + - 当日主力净流入规模 (35) + - 资金持续性 (35): 近 N 日中主力净流入为正的天数 + - 流入比 (15) + - 量比 (15) + """ + score = 0 + + main_net = stock_row.get("main_net_inflow", 0) or 0 + inflow_ratio = stock_row.get("inflow_ratio", 0) or 0 + volume_ratio = stock_row.get("volume_ratio") + + # 当日主力净流入规模 (35) + if main_net > 10000: + score += 35 + elif main_net > 5000: + score += 28 + elif main_net > 2000: + score += 20 + elif main_net > 500: + score += 12 + elif main_net > 0: + score += 5 + + # 资金持续性 (35) + if not mf_history.empty and len(mf_history) >= 2: + positive_days = 0 + for _, r in mf_history.iterrows(): + net = (r.get("buy_elg_amount", 0) - r.get("sell_elg_amount", 0) + + r.get("buy_lg_amount", 0) - r.get("sell_lg_amount", 0)) + if net > 0: + positive_days += 1 + total_days = len(mf_history) + if total_days >= 3 and positive_days >= total_days * 0.7: + score += 35 + elif total_days >= 2 and positive_days >= total_days * 0.5: + score += 25 + elif positive_days >= 1: + score += 12 + else: + # 只有一天数据且为正（已经通过 Phase 2 过滤） + score += 15 + + # 流入比 (15) + if inflow_ratio > 15: + score += 15 + elif inflow_ratio > 10: + score += 12 + elif inflow_ratio > 5: + score += 8 + 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zk2fxe;i7@udZCs?+|{9@7s?8&Ftb&pxl#R&35SC<(WFIJ;KCtkH1 zp~hvm8NoNP8Rl-uKzCysOr6VPFK}MNrorWX6_j4n>)-Hh%}sZ|l~yPgOa?LHRsE7ao>;*CBICp1N&gChuEZiHP!5zU`~@VM;|>4- diff --git a/backend/app/api/recommendations.py b/backend/app/api/recommendations.py index 54e9c251..8dd8d52b 100644 --- a/backend/app/api/recommendations.py +++ b/backend/app/api/recommendations.py @@ -52,6 +52,7 @@ async def get_latest(): "llm_analysis": r.llm_analysis, "llm_score": r.llm_score, "strategy": r.strategy, + "entry_signal_type": r.entry_signal_type, "scan_session": r.scan_session, "created_at": r.created_at.isoformat() if r.created_at else None, } @@ -88,6 +89,5 @@ async def get_scan_status(): @router.get("/history") async def get_history(days: int = 7): - """获取历史推荐""" - rows = await get_recommendation_history(days) - return rows + """获取历史推荐（按日期分组）""" + return await get_recommendation_history(days) diff --git a/backend/app/api/sectors.py b/backend/app/api/sectors.py index 491c0ab0..d510d649 100644 --- a/backend/app/api/sectors.py +++ b/backend/app/api/sectors.py @@ -66,13 +66,26 @@ async def _enrich_sectors_realtime(sectors_data: list[dict]) -> list[dict]: 1 for q in member_quotes if q.limit_up and q.price >= q.limit_up * 0.995 ) + + # 盘中更新领涨股 + sorted_quotes = sorted(member_quotes, key=lambda q: q.pct_chg, reverse=True) + s["leading_stocks_realtime"] = [ + { + "ts_code": q.ts_code, + "name": q.name or q.ts_code, + "pct_chg": round(q.pct_chg, 2), + "amount": round(q.amount, 0), + } + for q in sorted_quotes[:3] + ] else: s["realtime_pct_change"] = None s["realtime_limit_up_count"] = None + s["leading_stocks_realtime"] = None s["is_realtime"] = True - # 盘中按实时涨幅重新排序（涨幅高的排前面） + # 盘中按实时涨幅重新排序 sectors_data.sort(key=lambda s: s.get("realtime_pct_change") or 0, reverse=True) return sectors_data @@ -92,6 +105,12 @@ async def get_hot_sectors(limit: int = 10): "days_continuous": s.days_continuous, "heat_score": s.heat_score, "stage": s.stage, + # 增强分析字段 + "member_count": s.member_count, + "leading_stocks": s.leading_stocks, + "pct_trend": s.pct_trend, + "turnover_avg": s.turnover_avg, + "main_force_ratio": s.main_force_ratio, } for s in sectors[:limit] ] diff --git a/backend/app/config.py b/backend/app/config.py index 1edfd035..3c6d19fc 100644 --- a/backend/app/config.py +++ b/backend/app/config.py @@ -43,6 +43,11 @@ class Settings(BaseSettings): # 风控 stop_loss_pct: float = 5.0 # 止损比例 % + # 趋势突破策略参数 + breakout_min_volume_ratio: float = 1.2 # 突破型最小量比 + pullback_max_shrink_ratio: float = 0.85 # 回踩型最大缩量比 + consolidation_max_range_pct: float = 8.0 # 启动型最大整理振幅 % + # LLM (DeepSeek) deepseek_api_key: str = "" deepseek_base_url: str = "https://api.deepseek.com/v1" diff --git a/backend/app/data/__pycache__/models.cpython-313.pyc b/backend/app/data/__pycache__/models.cpython-313.pyc index 99e8e8823127071cf6cfc9ea476752098e427853..d1a0732cb0d5d88425644d9d206b1da376220150 100644 GIT binary patch delta 1091 zcmYk4&rcIU6vw+b1q$u+C{;zo;=N 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index b799fdf4..0d41e31f 100644 --- a/backend/app/data/models.py +++ b/backend/app/data/models.py @@ -57,12 +57,20 @@ class SectorInfo(BaseModel): sector_code: str sector_name: str pct_change: float = 0 # 涨跌幅 % - capital_inflow: float = 0 # 主力净流入（万） + capital_inflow: float = 0 # 主力净流入（万元，原始数据来自Tushare亿元×10000） limit_up_count: int = 0 # 涨停数 days_continuous: int = 0 # 连续资金流入天数 heat_score: float = 0 # 热度综合评分 stage: str = "mid" # 板块阶段: early/mid/late/end + # ── 板块分析增强字段 ── + member_count: int = 0 # 成分股数量 + leading_stocks: list[dict] = [] # 领涨股 [{ts_code, name, pct_chg, amount}] + capital_trend: list[float] = [] # 近5日资金净流入趋势（万） + pct_trend: list[float] = [] # 近5日涨跌幅趋势 + turnover_avg: float = 0 # 板块平均换手率 + main_force_ratio: float = 0 # 主力资金占比（主力净流入/总成交额） + class MarketTemperature(BaseModel): trade_date: str @@ -119,7 +127,8 @@ class Recommendation(BaseModel): reasons: list[str] = [] risk_note: str = "" level: str = "" # 强烈推荐/推荐/观望/回避 - strategy: str = "momentum" # momentum(强中选强) / 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zVgFRi-O-l2Bh8(W&hAJN9arukW%FweJvqK&s;(_s*A}V0BXY;Rk)n-p<)+Uy#)RQ^ zw7wl99U)gtQvqj8xab(3tg}fNSOqDv7kIBtd@o7Z8d-(I(eLeZI9LT9?Sdn3Y$@y# zH9KMN<^b#^H4Dy2P4&+~HvG>?SLL!(6Pif3VL_&S$|^C+xJbGH905&q{ZD zy>4!^iUg)HQcFUa1c#Bi$HhErkU%y>m8(IyfZKH!^D5-wYUDct_q0SL5?vE3Mbhhq zl*o{zI)6v4`Wu#f2t}UTNP8)56Q2|cZo#u z@%3p6pA#$oNS^7tC6u)$QCO8ID!-AX=PePl4{CePHRX~OBo8%L`+&w$<@K;sI2Ud210sRA`=(QVFh^-UU(<0@I+44 Le<&bDKAissc4FB~ diff --git a/backend/app/engine/recommender.py b/backend/app/engine/recommender.py index 60863ef1..e221cbe7 100644 --- a/backend/app/engine/recommender.py +++ b/backend/app/engine/recommender.py @@ -60,17 +60,98 @@ async def get_latest_sectors() -> list[SectorInfo]: async def get_recommendation_history(days: int = 7) -> list[dict]: - """获取历史推荐记录""" + """获取历史推荐记录，按日期分组返回""" from datetime import timedelta + import json + start = (datetime.now() - timedelta(days=days)).strftime("%Y-%m-%d") async with get_db() as db: - from sqlalchemy import select, text + from sqlalchemy import text + + # 查询所有历史推荐，按 ts_code 去重（每天取最新一条） stmt = text( - "SELECT * FROM recommendations WHERE created_at >= :start ORDER BY created_at DESC" + "SELECT * FROM recommendations " + "WHERE created_at >= :start " + "AND id IN (" + " SELECT MAX(id) FROM recommendations " + " WHERE created_at >= :start " + " GROUP BY date(created_at), ts_code" + ") " + "ORDER BY created_at DESC, score DESC" ) result = await db.execute(stmt, {"start": start}) rows = result.fetchall() - return [dict(row._mapping) for row in rows] + + # 按日期分组 + grouped: dict[str, list[dict]] = {} + for row in rows: + r = row._mapping + # SQLite created_at 是字符串 "YYYY-MM-DD HH:MM:SS" + ca = r["created_at"] + if ca: + date_str = str(ca)[:10] # 取前10字符即日期部分 + created_at_str = str(ca) + else: + date_str = "unknown" + created_at_str = None + + rec_dict = { + "ts_code": r["ts_code"], + "name": r["name"], + "sector": r["sector"] or "", + "score": r["score"] or 0, + "level": _score_to_level_static(r["score"] or 0), + "signal": r["signal"] or "HOLD", + "market_temp_score": r["market_temp_score"] or 0, + "sector_score": r["sector_score"] or 0, + "capital_score": r["capital_score"] or 0, + "technical_score": r["technical_score"] or 0, + "position_score": r.get("position_score") or 50, + "valuation_score": r.get("valuation_score") or 50, + "entry_price": r["entry_price"], + "target_price": r["target_price"], + "stop_loss": r["stop_loss"], + "reasons": json.loads(r["reasons"]) if r["reasons"] else [], + "risk_note": "", + "strategy": r.get("strategy") or "trend_breakout", + "entry_signal_type": r.get("entry_signal_type") or "none", + "llm_analysis": r.get("llm_analysis") or "", + "llm_score": r.get("llm_score"), + "scan_session": r["scan_session"] or "", + "created_at": created_at_str, + } + + if date_str not in grouped: + grouped[date_str] = [] + grouped[date_str].append(rec_dict) + + # 转为列表，按日期降序 + result_list = [] + for date_str in sorted(grouped.keys(), reverse=True): + recs = grouped[date_str] + buy_count = sum(1 for r in recs if r["signal"] == "BUY") + avg_score = round(sum(r["score"] for r in recs) / len(recs), 1) if recs else 0 + result_list.append({ + "date": date_str, + "count": len(recs), + "buy_count": buy_count, + "avg_score": avg_score, + "recommendations": recs, + }) + + return result_list + + +def _score_to_level_static(score: float) -> str: + """根据评分确定推荐等级""" + if score >= 75: + return "强烈推荐" + elif score >= 60: + return "推荐" + elif score >= 45: + return "关注" + else: + return "观望" async def _save_to_db(result: dict): @@ -118,7 +199,12 @@ async def _save_to_db(result: dict): ) await db.execute(stmt) - # 保存推荐 + # 保存推荐（先清除今日旧推荐，避免重复） + today_str = datetime.now().strftime("%Y-%m-%d") + await db.execute( + text("DELETE FROM recommendations WHERE date(created_at) = :today"), + {"today": today_str}, + ) import json for rec in result.get("recommendations", []): stmt = tables.recommendations_table.insert().values( @@ -139,6 +225,7 @@ async def _save_to_db(result: dict): reasons=json.dumps(rec.reasons, ensure_ascii=False), llm_analysis=rec.llm_analysis, strategy=rec.strategy, + entry_signal_type=rec.entry_signal_type, llm_score=rec.llm_score, scan_session=rec.scan_session, ) @@ -177,9 +264,11 @@ async def _load_today_from_db() -> dict: temperature=m["temperature"], ) - # 加载推荐 + # 加载推荐（按 ts_code 去重，取最新一条） result = await db.execute( - text("SELECT * FROM recommendations WHERE date(created_at) = :today ORDER BY score DESC"), + text("SELECT * FROM recommendations WHERE date(created_at) = :today " + "AND id IN (SELECT MAX(id) FROM recommendations WHERE date(created_at) = :today GROUP BY ts_code) " + "ORDER BY score DESC"), {"today": today} ) rows = result.fetchall() @@ -203,7 +292,8 @@ async def _load_today_from_db() -> dict: stop_loss=r["stop_loss"], reasons=json.loads(r["reasons"]) if r["reasons"] else [], llm_analysis=r.get("llm_analysis") or "", - strategy=r.get("strategy") or "momentum", + strategy=r.get("strategy") or "trend_breakout", + entry_signal_type=r.get("entry_signal_type") or "none", llm_score=r.get("llm_score"), scan_session=r["scan_session"] or "", )) diff --git a/backend/app/engine/screener.py b/backend/app/engine/screener.py index f8c786a5..7243106a 100644 --- a/backend/app/engine/screener.py +++ b/backend/app/engine/screener.py @@ -1,7 +1,7 @@ -"""双通道漏斗筛选器 +"""趋势突破统一筛选器 -Channel A（强中选强）：市场温度 → 板块热度 → 资金筛选 → 技术信号 -Channel B（潜在启动）：全市场技术扫描 → 底部形态 → 估值筛选 +三阶段管道：全市场批量预筛 → 资金流过滤 → 逐股深度分析 +评分公式：趋势&时机30% + 资金流25% + 供需20% + 板块共振15% + 市场温度10% 自动检测是否在交易时段： - 盘中模式：用前一日 Tushare 数据 + 腾讯实时行情混合筛选 @@ -12,22 +12,17 @@ import logging from app.analysis.market_temp import calculate_market_temperature from app.analysis.sector_scanner import scan_hot_sectors -from app.analysis.capital_flow import filter_stocks_by_capital -from app.analysis.potential_scanner import scan_potential_breakout +from app.analysis.trend_scanner import scan_trend_breakout from app.analysis.signals import generate_signals -from app.analysis.intraday import intraday_market_temperature, intraday_filter_stocks +from app.analysis.intraday import intraday_market_temperature, intraday_filter_stocks, intraday_sector_scan from app.data.models import MarketTemperature, SectorInfo, TechnicalSignal, Recommendation -from app.config import settings, is_trading_hours +from app.config import settings, is_trading_hours, is_market_session logger = logging.getLogger(__name__) async def run_screening(trade_date: str = None) -> dict: - """执行双通道筛选流程 - - 自动检测交易时段： - - 盘中 → 用前一日板块+实时行情筛选 - - 盘后 → 用当日完整数据筛选 + """执行趋势突破筛选流程 返回: { "market_temp": MarketTemperature, @@ -36,11 +31,11 @@ async def run_screening(trade_date: str = None) -> dict: "scan_mode": "intraday" | "post_market", } """ - intraday = is_trading_hours() + intraday = is_market_session() scan_mode = "intraday" if intraday else "post_market" logger.info(f"=== 筛选模式: {'盘中实时' if intraday else '盘后'} ===") - # ── 市场温度（共享） ── + # ── 市场温度 ── logger.info("=== 市场温度计 ===") market_temp = calculate_market_temperature(trade_date) @@ -52,151 +47,147 @@ async def run_screening(trade_date: str = None) -> dict: market_temp_score = market_temp.temperature - # ── 板块热度（Channel A 需要） ── + # ── 板块热度（用于板块共振评分） ── logger.info("=== 板块热度扫描 ===") all_sectors = scan_hot_sectors(trade_date) hot_sectors = all_sectors[:settings.top_sector_count] - # ── Channel A：强中选强 ── - recommendations_a = [] - capital_filtered = [] + # 盘中用实时行情更新板块涨幅和涨停数 + if intraday: + hot_sectors = await intraday_sector_scan(hot_sectors) - if hot_sectors: - if intraday: - logger.info("=== Channel A：盘中实时个股筛选 ===") - capital_filtered = await intraday_filter_stocks(hot_sectors) - else: - logger.info("=== Channel A：个股资金筛选 ===") - capital_filtered = await filter_stocks_by_capital(hot_sectors, trade_date) + # ── 趋势突破三阶段管道 ── + logger.info("=== 趋势突破扫描 ===") + candidates = await scan_trend_breakout( + trade_date=trade_date, + market_temp=market_temp, + hot_sectors=hot_sectors, + intraday=intraday, + ) - if capital_filtered: - recommendations_a = _build_recommendations( - capital_filtered, market_temp, hot_sectors, - market_temp_score=market_temp_score, - strategy="momentum", intraday=intraday, - ) + if not candidates: + logger.info("=== 筛选完成: 0 只股票 ===") + return { + "market_temp": market_temp, + "hot_sectors": hot_sectors, + "recommendations": [], + "scan_mode": scan_mode, + } - logger.info(f"Channel A（强中选强）: {len(recommendations_a)} 只") + # ── 构建推荐列表 ── + recommendations = _build_trend_recommendations( + candidates, market_temp, hot_sectors, market_temp_score, intraday, + ) - # ── Channel B：潜在启动 ── - logger.info("=== Channel B：潜在启动扫描 ===") - exclude_codes = {r.ts_code for r in recommendations_a} - potential_filtered = scan_potential_breakout(trade_date, exclude_codes) + # 过滤低质量推荐 + recommendations = [r for r in recommendations if r.score >= 40] - recommendations_b = [] - if potential_filtered: - recommendations_b = _build_recommendations( - potential_filtered, market_temp, hot_sectors, - market_temp_score=market_temp_score, - strategy="potential", intraday=intraday, - ) - - logger.info(f"Channel B（潜在启动）: {len(recommendations_b)} 只") - - # 合并，按评分排序 - all_recommendations = recommendations_a + recommendations_b - all_recommendations.sort(key=lambda x: x.score, reverse=True) - - # 过滤掉低质量推荐 - all_recommendations = [r for r in all_recommendations if r.score >= 40] - - logger.info(f"=== 筛选完成: {len(all_recommendations)} 只股票 ({scan_mode}) ===") - for r in all_recommendations[:5]: - strategy_label = "强中选强" if r.strategy == "momentum" else "潜在启动" - logger.info(f" [{strategy_label}] {r.name}({r.ts_code}) {r.level} 评分={r.score} 信号={r.signal}") + logger.info(f"=== 筛选完成: {len(recommendations)} 只股票 ({scan_mode}) ===") + for r in recommendations[:5]: + signal_map = {"breakout": "突破型", "pullback": "回踩型", "launch": "启动型"} + signal_label = signal_map.get(r.entry_signal_type, r.entry_signal_type) + logger.info(f" [{signal_label}] {r.name}({r.ts_code}) {r.level} 评分={r.score} 信号={r.signal}") return { "market_temp": market_temp, "hot_sectors": hot_sectors, - "capital_filtered": capital_filtered, - "recommendations": all_recommendations, + "recommendations": recommendations, "scan_mode": scan_mode, } -def _build_recommendations( - stocks: list[dict], +def _build_trend_recommendations( + candidates: list[dict], market_temp: MarketTemperature, hot_sectors: list[SectorInfo], market_temp_score: float = 0, - strategy: str = "momentum", intraday: bool = False, ) -> list[Recommendation]: - """从筛选结果构建推荐列表（Channel A/B 共用）""" + """从趋势突破扫描结果构建推荐列表 + + 评分公式：趋势&时机30% + 资金流25% + 供需20% + 板块共振15% + 市场温度10% + """ recommendations = [] - for stock in stocks: + for stock in candidates: ts_code = stock["ts_code"] name = stock["name"] sector = stock["sector"] + entry_signal_type = stock.get("entry_signal_type", "none") + entry_signal_score = stock.get("entry_signal_score", 0) + tech_signal = stock.get("tech_signal") - tech_signal = generate_signals(ts_code, name) - - # 板块得分 - if strategy == "momentum": - sector_score = _get_sector_score(sector, hot_sectors) - sector_stage = _get_sector_stage(sector, hot_sectors) - else: - # Channel B：不在热门板块中，给基础分 - sector_score = 30.0 - sector_stage = "mid" - - # 估值安全得分 + # 各维度得分 + trend_timing_score = stock.get("trend_timing_score", 50) + supply_demand_score = stock.get("supply_demand_score", 50) + capital_score = stock.get("capital_score", 50) + position_score = stock.get("position_score", 50) valuation_score = stock.get("valuation_score", 50) - # 位置安全得分 - position_score = tech_signal.position_score + # 板块共振评分 + sector_score = _score_sector_resonance(sector, hot_sectors) + sector_stage = _get_sector_stage(sector, hot_sectors) - # 综合评分（根据策略调整权重） - if strategy == "momentum": - # 强中选强：板块和资金权重高 - # 市场10% + 板块20% + 资金20% + 技术15% + 位置安全15% + 估值安全20% - final_score = ( - market_temp_score * 0.10 + - sector_score * 0.20 + - stock["capital_score"] * 0.20 + - tech_signal.score * 0.15 + - position_score * 0.15 + - valuation_score * 0.20 - ) - else: - # 潜在启动：技术面和估值权重高 - # 市场10% + 技术25% + 资金(potential_score)15% + 位置安全25% + 估值安全25% - final_score = ( - market_temp_score * 0.10 + - tech_signal.score * 0.25 + - stock["capital_score"] * 0.15 + - position_score * 0.25 + - valuation_score * 0.25 - ) + # 综合评分（新权重） + final_score = ( + trend_timing_score * 0.30 + + capital_score * 0.25 + + supply_demand_score * 0.20 + + sector_score * 0.15 + + market_temp_score * 0.10 + ) - # 板块尾声阶段额外惩罚（仅 Channel A） - if strategy == "momentum": - if sector_stage == "end": - final_score *= 0.85 - elif sector_stage == "late": - final_score *= 0.92 + # 风险乘数 + if tech_signal: + if tech_signal.rally_pct_5d > 20: + final_score *= 0.65 + elif tech_signal.rally_pct_5d > 15: + final_score *= 0.80 + + if sector_stage == "end": + final_score *= 0.70 + elif sector_stage == "late": + final_score *= 0.88 + + if market_temp_score < 30: + final_score *= 0.75 + + # 入场信号高置信度奖励 + if entry_signal_score >= 80: + final_score *= 1.10 # 确定信号和等级 - signal = "HOLD" - if strategy == "momentum": - if (tech_signal.score >= settings.buy_score_threshold - and tech_signal.signal_count >= settings.buy_min_signals - and position_score >= 30): - signal = "BUY" - else: - # Channel B：技术面要求稍低，但位置安全要求更高 - if (tech_signal.score >= settings.buy_score_threshold * 0.7 - and position_score >= 40): - signal = "BUY" - level = _score_to_level(final_score) + signal = "HOLD" + if entry_signal_type != "none" and entry_signal_score >= 50 and position_score >= 30 and final_score >= 60: + signal = "BUY" + + # 价格参考 + entry_price = None + target_price = None + stop_loss = None + if tech_signal: + entry_price = tech_signal.support_price + target_price = tech_signal.resist_price + stop_loss = tech_signal.stop_loss_price + + # 根据入场信号类型调整参考价 + details = stock.get("entry_signal_details", {}) + if entry_signal_type == "breakout" and details.get("resist_level"): + entry_price = details["resist_level"] + target_price = round(entry_price * 1.05, 2) + elif entry_signal_type == "pullback" and details.get("support_price"): + entry_price = details["support_price"] + target_price = round(entry_price * 1.05, 2) + elif entry_signal_type == "launch" and details.get("resist_level"): + entry_price = round(details["resist_level"] * 1.01, 2) + target_price = round(details["resist_level"] * 1.08, 2) # 生成推荐理由 - reasons = _generate_reasons(stock, tech_signal, market_temp, intraday, strategy) + reasons = _generate_reasons(stock, tech_signal, market_temp, intraday) # 风险提示 - risk_note = _generate_risk_note(market_temp, tech_signal, intraday, strategy) + risk_note = _generate_risk_note(market_temp, tech_signal, stock) rec = Recommendation( ts_code=ts_code, @@ -205,24 +196,41 @@ def _build_recommendations( score=round(final_score, 1), market_temp_score=round(market_temp_score, 1), sector_score=round(sector_score, 1), - capital_score=round(stock["capital_score"], 1), - technical_score=round(tech_signal.score, 1), + capital_score=round(capital_score, 1), + technical_score=round(stock.get("technical_score", 50), 1), position_score=round(position_score, 1), valuation_score=round(valuation_score, 1), signal=signal, - entry_price=tech_signal.support_price, - target_price=tech_signal.resist_price, - stop_loss=tech_signal.stop_loss_price, + entry_price=entry_price, + target_price=target_price, + stop_loss=stop_loss, reasons=reasons, risk_note=risk_note, level=level, - strategy=strategy, + strategy="trend_breakout", + entry_signal_type=entry_signal_type, ) recommendations.append(rec) return recommendations +def _score_sector_resonance(sector_name: str, hot_sectors: list[SectorInfo]) -> float: + """板块共振评分 (0-100)""" + for s in hot_sectors: + if s.sector_name == sector_name: + score = 40 # 在热门板块列表中 + score += s.heat_score * 0.3 # 板块热度贡献 + if s.stage == "early": + score += 30 + elif s.stage == "mid": + score += 20 + elif s.stage == "late": + score += 5 + return min(score, 100) + return 10.0 # 不在热门板块 + + def _get_sector_score(sector_name: str, hot_sectors: list[SectorInfo]) -> float: """获取板块在热门板块中的得分""" for s in hot_sectors: @@ -251,99 +259,93 @@ def _score_to_level(score: float) -> str: def _generate_reasons( - stock: dict, tech: TechnicalSignal, market: MarketTemperature, - intraday: bool = False, strategy: str = "momentum", + stock: dict, tech: TechnicalSignal | None, + market: MarketTemperature, intraday: bool = False, ) -> list[str]: + """生成推荐理由""" reasons = [] + entry_type = stock.get("entry_signal_type", "none") + signal_map = {"breakout": "突破型", "pullback": "回踩型", "launch": "启动型"} + entry_label = signal_map.get(entry_type, "") - if strategy == "potential": - # Channel B 理由：侧重底部形态和估值 - if tech.position_score >= 70: - reasons.append("位置处于低位，距高点回调充分") - if tech.macd_golden: - reasons.append("MACD底部金叉，反转信号初现") - if tech.pullback_support: - reasons.append("缩量回踩支撑位，蓄势充分") - if tech.big_yang: - reasons.append("底部出现放量长阳，资金介入") - if stock.get("valuation_score", 0) >= 60: - reasons.append("估值安全，下行空间有限") - if not reasons: - reasons.append("技术面底部信号显现，关注启动时机") - elif intraday: - # Channel A 盘中理由 - pct = stock.get("pct_chg", 0) - vr = stock.get("volume_ratio") - if vr and vr > 2: - reasons.append(f"盘中量比{vr:.1f}倍，资金活跃度高") - if pct > 3: - reasons.append(f"盘中涨幅{pct:.1f}%，走势强劲") - elif pct > 0: - reasons.append(f"盘中涨幅{pct:.1f}%，温和上攻") + # 入场信号 + if entry_label: + details = stock.get("entry_signal_details", {}) + if entry_type == "breakout": + breakout_pct = details.get("breakout_pct", 0) + vol_ratio = details.get("volume_ratio", 0) + reasons.append(f"放量突破20日阻力位（涨幅{breakout_pct:.1f}%，量比{vol_ratio:.1f}倍）") + elif entry_type == "pullback": + support = details.get("support_ma", "") + shrink = details.get("volume_shrink_ratio", 0) + reasons.append(f"缩量回踩{support}支撑（量能收缩至{shrink:.0%}）") + elif entry_type == "launch": + range_pct = details.get("price_range_pct", 0) + shrink = details.get("volume_shrink_ratio", 0) + reasons.append(f"高位缩量整理{range_pct:.1f}%后即将变盘（量缩至{shrink:.0%}）") - reasons.append(f"所属板块【{stock['sector']}】为当前热门概念") + # 供需分析 + vol_trend = stock.get("volume_trend", "") + ds_ratio = stock.get("demand_supply_ratio", 1) + if ds_ratio > 1.5: + reasons.append(f"需求主导（上涨均量/下跌均量={ds_ratio:.1f}）") + elif vol_trend == "expanding": + reasons.append("量能逐步放大，资金持续介入") + # 资金流 + main_net = stock.get("main_net_inflow", 0) + if main_net > 5000: + reasons.append(f"主力资金大幅流入{main_net:.0f}万元") + elif main_net > 1000: + reasons.append(f"主力资金持续流入{main_net:.0f}万元") + + # 板块 + sector = stock.get("sector", "") + if sector: + reasons.append(f"所属板块【{sector}】") + + # 技术面 + if tech: tech_reasons = [] if tech.ma_bullish: tech_reasons.append("均线多头排列") - if tech.volume_breakout: - tech_reasons.append("放量突破") - if tech.macd_golden: - tech_reasons.append("MACD金叉") - if tech_reasons: - reasons.append("技术面: " + "、".join(tech_reasons)) - else: - # Channel A 盘后理由 - inflow = stock.get("main_net_inflow", 0) - if inflow > 5000: - reasons.append(f"主力资金大幅流入{inflow:.0f}万元") - elif inflow > 1000: - reasons.append(f"主力资金持续流入{inflow:.0f}万元") - - reasons.append(f"所属板块【{stock['sector']}】为当前热门概念") - - tech_reasons = [] - if tech.ma_bullish: - tech_reasons.append("均线多头排列") - if tech.volume_breakout: - tech_reasons.append("放量突破") if tech.macd_golden: tech_reasons.append("MACD金叉") if tech.pullback_support: tech_reasons.append("缩量回踩支撑") - if tech.big_yang: - tech_reasons.append("底部放量长阳") if tech_reasons: reasons.append("技术面: " + "、".join(tech_reasons)) - # 位置安全 - if tech.position_score >= 70: - reasons.append("位置安全，距高点有空间") - elif tech.position_score < 30: - reasons.append("注意：短期涨幅较大，追高风险") - return reasons[:3] def _generate_risk_note( - market: MarketTemperature, tech: TechnicalSignal, - intraday: bool = False, strategy: str = "momentum", + market: MarketTemperature, + tech: TechnicalSignal | None, + stock: dict, ) -> str: + """生成风险提示""" notes = [] - if intraday: - notes.append("盘中数据参考，需结合尾盘确认") - if strategy == "potential": - notes.append("底部股票可能继续盘整，注意时间成本") + entry_type = stock.get("entry_signal_type", "") + + if entry_type == "breakout": + notes.append("突破型需警惕假突破，关注量能是否持续") + elif entry_type == "pullback": + notes.append("回踩型可能继续下探支撑，注意止损纪律") + elif entry_type == "launch": + notes.append("启动型整理可能延长，注意时间成本") + if market.temperature < 30: notes.append("市场情绪偏冷，系统性风险较高") elif market.temperature < 50: notes.append("市场情绪一般，注意仓位控制") - if tech.score < 40: - notes.append("技术面支撑不足") - if tech.position_score < 30: - notes.append(f"近期涨幅较大(5日{tech.rally_pct_5d}%)，追高风险") - if tech.rally_pct_10d > 20: - notes.append(f"10日累涨{tech.rally_pct_10d}%，警惕回调") + + if tech: + if tech.position_score < 30: + notes.append(f"近期涨幅较大(5日{tech.rally_pct_5d}%)，追高风险") + if tech.rally_pct_10d > 20: + notes.append(f"10日累涨{tech.rally_pct_10d}%，警惕回调") + if not notes: return "注意设好止损，控制仓位" return "；".join(notes) diff --git a/backend/app/llm/__pycache__/prompts.cpython-313.pyc b/backend/app/llm/__pycache__/prompts.cpython-313.pyc index 46468e5022d33efd43911f003fa2170e7ef464a2..bd78c2eab176f1e59e7e277ed3f626a732838037 100644 GIT binary patch delta 990 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ziz4+kQ_KAy*JFXF#F?UyfRhjn3es)->5;VHbRou?J>F}{00h!^FGecw30f>;!g2#k ziSt3(TRM;wtf1a`_wXO@uP*1D^2?Ral@Avi9xvV4PWnFhNcnT|jT_f*xPNn8dw%cw VP5OQL`Mt$g?z^5jt_H+C|1Y@EzO?`V diff --git a/backend/app/llm/analysis_agent.py b/backend/app/llm/analysis_agent.py index 73d363af..43286182 100644 --- a/backend/app/llm/analysis_agent.py +++ b/backend/app/llm/analysis_agent.py @@ -10,10 +10,7 @@ import logging import re from app.llm.client import chat_completion -from app.llm.prompts import ( - MOMENTUM_ANALYSIS_PROMPT, - POTENTIAL_ANALYSIS_PROMPT, -) +from app.llm.prompts import TREND_BREAKOUT_ANALYSIS_PROMPT from app.config import settings logger = logging.getLogger(__name__) @@ -62,16 +59,15 @@ async def _do_analyze(result: dict, recommendations: list) -> None: # 预先获取该股票的详细数据 stock_data = await _fetch_stock_data(rec.ts_code, rec.sector) - strategy_label = "强中选强" if rec.strategy == "momentum" else "潜在启动" - system_prompt = ( - MOMENTUM_ANALYSIS_PROMPT - if rec.strategy == "momentum" - else POTENTIAL_ANALYSIS_PROMPT - ) + strategy_label = "趋势突破" + signal_map = {"breakout": "突破型", "pullback": "回踩型", "launch": "启动型", "none": "无信号"} + entry_label = signal_map.get(rec.entry_signal_type, "无信号") + system_prompt = TREND_BREAKOUT_ANALYSIS_PROMPT user_msg = _build_user_message( rec=rec, strategy_label=strategy_label, + entry_label=entry_label, market_temp=market_temp, temp_level=temp_level, sectors_text=sectors_text, @@ -169,6 +165,7 @@ async def _fetch_stock_data(ts_code: str, sector: str) -> str: def _build_user_message( rec, strategy_label: str, + entry_label: str, market_temp, temp_level: str, sectors_text: str, @@ -179,6 +176,7 @@ def _build_user_message( - 股票: {rec.name}({rec.ts_code}) - 所属板块: {rec.sector} - 策略类型: {strategy_label} +- 入场信号: {entry_label} - 综合评分: {rec.score}分（{rec.level}） - 各维度: 市场{rec.market_temp_score} | 板块{rec.sector_score} | 资金{rec.capital_score} | 技术{rec.technical_score} | 位置{rec.position_score} | 估值{rec.valuation_score} - 信号: {rec.signal} diff --git a/backend/app/llm/prompts.py b/backend/app/llm/prompts.py index bb079208..b1053d18 100644 --- a/backend/app/llm/prompts.py +++ b/backend/app/llm/prompts.py @@ -54,63 +54,42 @@ CHAT_SYSTEM_PROMPT = """\ # ── AI 分析 Agent Prompt ── -MOMENTUM_ANALYSIS_PROMPT = """\ -你是一位专业的 A 股趋势交易分析师。你需要评估一只处于热门板块中的强势股是否值得追入。 +TREND_BREAKOUT_ANALYSIS_PROMPT = """\ +你是一位专业的 A 股趋势突破交易分析师。你需要评估一只处于上升趋势中、即将突破的股票的入场时机。 系统已为你提供了该股票的量化评分、K线数据、资金流向、技术信号、板块数据等详细信息，请基于这些数据进行深度分析。 重点关注： -1. 当前趋势的持续性：量价是否配合？资金流入是否持续？ -2. 追入的安全性：当前位置高低？短期是否过热？ -3. 入场时机：应该回调到支撑位买入，还是突破追入？ -4. 风险收益比：上行目标空间 vs 下行止损空间 +1. 入场信号类型确认：突破型/回踩型/启动型，信号是否可靠？ +2. 量价配合：上涨放量、回调缩量的特征是否明显？ +3. 资金持续性：主力资金是否持续流入3天以上？ +4. 1-5日操作策略：最佳入场价位、目标价位（2-5%空间）、止损价位 +5. 时机判断：预计突破/反弹在1-3天内发生的概率 请严格按以下格式输出分析报告： -### 核心逻辑 -（1-2句核心投资逻辑，说明为什么值得关注） +### 信号类型确认 +（突破型/回踩型/启动型，判断依据，可靠性评估） -### 趋势分析 -（均线排列、MACD状态、成交量变化趋势，用数据说话） +### 量价分析 +（成交量变化趋势、供需关系、资金介入程度） -### 入场策略 -（建议的入场价位和方式：回调买入/突破买入/分批建仓） +### 操作策略（1-5日） +（入场价位、分批建仓计划、目标价位、止损价位） + +### 时间窗口 +（预计启动时间、关键观察节点） ### 风险提示 -（主要风险因素：板块衰退、大盘系统性风险、量能不济等） +（主要风险因素：假突破风险、板块衰退、大盘系统性风险等） ### AI 评分 -（给出 1-10 分，格式为纯数字，如：7） +（给出 1-10 分，格式为纯数字，如：8） """ -POTENTIAL_ANALYSIS_PROMPT = """\ -你是一位专业的 A 股底部反转交易分析师。你需要评估一只处于底部的股票是否具备启动条件。 - -系统已为你提供了该股票的量化评分、K线数据、资金流向、技术信号、板块数据等详细信息，请基于这些数据进行深度分析。 - -重点关注： -1. 底部信号的可信度：量价配合如何？多个技术指标是否共振？ -2. 可能的催化剂：板块轮动机会？资金是否有流入迹象？技术面是否接近突破？ -3. 时间窗口：底部蓄势了多久？均线是否收敛？何时可能启动？ -4. 风险：继续下行的概率和幅度？是否有基本面隐患？ - -请严格按以下格式输出分析报告： - -### 底部信号分析 -（底部形态特征、量价变化、技术指标状态） - -### 催化剂判断 -（可能的上涨催化剂：板块轮动、资金流入、技术突破等） - -### 埋伏策略 -（建议的建仓方式和价位、仓位建议、等待确认信号） - -### 风险提示 -（主要风险因素：继续下行风险、底部无效风险、时间成本等） - -### AI 评分 -（给出 1-10 分，格式为纯数字，如：6） -""" +# 保留旧 prompt 用于向后兼容（旧推荐数据仍可能使用） +MOMENTUM_ANALYSIS_PROMPT = TREND_BREAKOUT_ANALYSIS_PROMPT +POTENTIAL_ANALYSIS_PROMPT = TREND_BREAKOUT_ANALYSIS_PROMPT ANALYSIS_USER_TEMPLATE = """\ ## 量化系统数据 diff --git a/backend/astock.db b/backend/astock.db index 21002f2b08fac3c5471054830e1277b1fd0903d6..c92b9b83203b054c12a1677136012acea8c7dbfe 100644 GIT binary patch delta 165295 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- "/stock/[code]/page": [ + "/recommendations/page": [ "static/chunks/webpack.js", "static/chunks/main-app.js", - "static/chunks/app/stock/[code]/page.js" + "static/chunks/app/recommendations/page.js" ] } } \ No newline at end of file diff --git a/frontend/.next/build-manifest.json b/frontend/.next/build-manifest.json index b4e9156a..018cb67f 100644 --- a/frontend/.next/build-manifest.json +++ b/frontend/.next/build-manifest.json @@ -2,9 +2,7 @@ "polyfillFiles": [ "static/chunks/polyfills.js" ], - "devFiles": [ - "static/chunks/react-refresh.js" - ], + "devFiles": [], "ampDevFiles": [], "lowPriorityFiles": [ "static/development/_buildManifest.js", @@ -15,16 +13,7 @@ "static/chunks/main-app.js" ], "pages": { - "/_app": [ - "static/chunks/webpack.js", - "static/chunks/main.js", - "static/chunks/pages/_app.js" - ], - "/_error": [ - "static/chunks/webpack.js", - "static/chunks/main.js", - "static/chunks/pages/_error.js" - ] + "/_app": [] }, "ampFirstPages": [] } \ No newline at end of file diff --git a/frontend/.next/cache/.tsbuildinfo b/frontend/.next/cache/.tsbuildinfo index c6850bc6..b8b4b4d2 100644 --- a/frontend/.next/cache/.tsbuildinfo +++ b/frontend/.next/cache/.tsbuildinfo @@ -1 +1 @@ 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b/frontend/.next/server/app-paths-manifest.json index 58c43306..9ca37238 100644 --- a/frontend/.next/server/app-paths-manifest.json +++ b/frontend/.next/server/app-paths-manifest.json @@ -1,4 +1,5 @@ { - "/stock/[code]/page": "app/stock/[code]/page.js", - "/page": "app/page.js" + "/recommendations/page": "app/recommendations/page.js", + "/page": "app/page.js", + "/sectors/page": "app/sectors/page.js" } \ No newline at end of file diff --git a/frontend/.next/server/middleware-build-manifest.js b/frontend/.next/server/middleware-build-manifest.js index 424a1a19..36489d8c 100644 --- a/frontend/.next/server/middleware-build-manifest.js +++ b/frontend/.next/server/middleware-build-manifest.js @@ -2,9 +2,7 @@ self.__BUILD_MANIFEST = { "polyfillFiles": [ "static/chunks/polyfills.js" ], - "devFiles": [ - "static/chunks/react-refresh.js" - ], + "devFiles": [], "ampDevFiles": [], "lowPriorityFiles": [], "rootMainFiles": [ @@ -12,16 +10,7 @@ self.__BUILD_MANIFEST = { "static/chunks/main-app.js" ], "pages": { - "/_app": [ - "static/chunks/webpack.js", - "static/chunks/main.js", - "static/chunks/pages/_app.js" - ], - "/_error": [ - "static/chunks/webpack.js", - "static/chunks/main.js", - "static/chunks/pages/_error.js" - ] + "/_app": [] }, "ampFirstPages": [] }; diff --git a/frontend/.next/server/middleware-react-loadable-manifest.js b/frontend/.next/server/middleware-react-loadable-manifest.js index 792ffee4..ca34f09f 100644 --- a/frontend/.next/server/middleware-react-loadable-manifest.js +++ b/frontend/.next/server/middleware-react-loadable-manifest.js @@ -1 +1 @@ -self.__REACT_LOADABLE_MANIFEST="{\"components/capital-flow.tsx -> echarts\":{\"id\":\"components/capital-flow.tsx -> echarts\",\"files\":[\"static/chunks/_app-pages-browser_node_modules_echarts_index_js.js\"]},\"components/kline-chart.tsx -> echarts\":{\"id\":\"components/kline-chart.tsx -> echarts\",\"files\":[\"static/chunks/_app-pages-browser_node_modules_echarts_index_js.js\"]},\"components/score-radar.tsx -> echarts\":{\"id\":\"components/score-radar.tsx -> echarts\",\"files\":[\"static/chunks/_app-pages-browser_node_modules_echarts_index_js.js\"]}}" \ No newline at end of file +self.__REACT_LOADABLE_MANIFEST="{}" \ No newline at end of file diff --git a/frontend/.next/server/pages-manifest.json b/frontend/.next/server/pages-manifest.json index a679766a..9e26dfee 100644 --- a/frontend/.next/server/pages-manifest.json +++ b/frontend/.next/server/pages-manifest.json @@ -1,5 +1 @@ -{ - "/_app": "pages/_app.js", - "/_error": "pages/_error.js", - "/_document": "pages/_document.js" -} \ No newline at end of file +{} \ No newline at end of file diff --git a/frontend/.next/server/server-reference-manifest.json b/frontend/.next/server/server-reference-manifest.json index bf6193e6..7a5db121 100644 --- a/frontend/.next/server/server-reference-manifest.json +++ b/frontend/.next/server/server-reference-manifest.json @@ -1,5 +1,5 @@ { "node": {}, "edge": {}, - "encryptionKey": 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diff --git a/frontend/src/app/page.tsx b/frontend/src/app/page.tsx index 281921a5..66adb21f 100644 --- a/frontend/src/app/page.tsx +++ b/frontend/src/app/page.tsx @@ -7,6 +7,7 @@ import MarketTemp from "@/components/market-temp"; import StockCard from "@/components/stock-card"; import SectorHeatmap from "@/components/sector-heatmap"; import { useWebSocket } from "@/hooks/use-websocket"; +import { useAuth } from "@/hooks/use-auth"; interface ScanStatus { is_trading: boolean; @@ -15,6 +16,7 @@ interface ScanStatus { } export default function DashboardPage() { + const { user } = useAuth(); const [data, setData] = useState(null); const [sectors, setSectors] = useState([]); const [scanStatus, setScanStatus] = useState(null); @@ -114,6 +116,7 @@ export default function DashboardPage() {

)} + {user?.role === "admin" && ( + + {/* Cards */} + {isExpanded && ( +
+ {filtered.map((rec, i) => ( +
+ +
+ ))} +
+ )} + + ); + })} )} diff --git a/frontend/src/app/sectors/page.tsx b/frontend/src/app/sectors/page.tsx index b511d1b2..8946f31c 100644 --- a/frontend/src/app/sectors/page.tsx +++ b/frontend/src/app/sectors/page.tsx @@ -2,10 +2,186 @@ import { useEffect, useState, useCallback } from "react"; import { fetchAPI } from "@/lib/api"; -import type { SectorData } from "@/lib/api"; -import SectorHeatmap from "@/components/sector-heatmap"; +import type { SectorData, LeadingStock } from "@/lib/api"; +import { formatNumber } from "@/lib/utils"; import { useWebSocket } from "@/hooks/use-websocket"; +function getStageInfo(stage: string) { + switch (stage) { + case "early": + return { label: "启动期", color: "text-emerald-400", bg: "bg-emerald-500/10 border-emerald-500/15" }; + case "mid": + return { label: "发展期", color: "text-amber-400", bg: "bg-amber-500/10 border-amber-500/15" }; + case "late": + return { label: "后期", color: "text-orange-400", bg: "bg-orange-500/10 border-orange-500/15" }; + case "end": + return { label: "尾声", color: "text-red-400", bg: "bg-red-500/10 border-red-500/15" }; + default: + return { label: "—", color: "text-text-muted", bg: "bg-white/[0.03] border-white/[0.06]" }; + } +} + +/** 迷你柱状图：近5日涨跌幅 */ +function MiniBarChart({ data }: { data: number[] }) { + if (!data.length) return null; + const maxAbs = Math.max(...data.map(Math.abs), 0.1); + return ( +
+ {data.map((v, i) => { + const h = Math.max(Math.abs(v) / maxAbs * 100, 8); + return ( +
+
= 0 ? "bg-red-500/50" : "bg-emerald-500/50"}`} + style={{ height: `${h}%` }} + /> +
+ ); + })} +
+ ); +} + +/** 领涨股标签 */ +function LeadingStockTag({ stock }: { stock: LeadingStock }) { + const isLimitUp = stock.pct_chg >= 9.8; + return ( + + {stock.name} + 0 ? "text-red-400/80" : "text-emerald-400/80"}`}> + {stock.pct_chg > 0 ? "+" : ""}{stock.pct_chg}% + + {stock.limit_times != null && stock.limit_times > 1 && ( + + {stock.limit_times}连板 + + )} + + ); +} + +function SectorDetailCard({ sector, index }: { sector: SectorData; index: number }) { + const displayPct = sector.realtime_pct_change ?? sector.pct_change; + const isUp = displayPct > 0; + const displayLimitUp = sector.realtime_limit_up_count ?? sector.limit_up_count; + const leaders = sector.is_realtime + ? (sector.leading_stocks_realtime?.length ? sector.leading_stocks_realtime : sector.leading_stocks) + : sector.leading_stocks; + const stage = getStageInfo(sector.stage ?? ""); + const isTop3 = index < 3; + + return ( +
+ {/* Header row */} +
+
+ + {index + 1} + +
+
+ + {sector.sector_name} + + {sector.is_realtime && ( + + 实时 + + )} +
+
+ {sector.member_count ? `${sector.member_count}只成分股` : ""} + {sector.member_count && sector.turnover_avg ? " · " : ""} + {sector.turnover_avg ? `均换手 ${sector.turnover_avg}%` : ""} +
+
+
+
+
+ {displayPct > 0 ? "+" : ""}{displayPct.toFixed(2)}% +
+
+ + {stage.label} + + + 连{sector.days_continuous}天 + +
+
+
+ + {/* Metrics row */} +
+
+
资金净流入
+
0 ? "text-red-400" : "text-emerald-400"}`}> + {sector.capital_inflow > 0 ? "+" : ""}{formatNumber(sector.capital_inflow)} +
+
+
+
涨停股
+
+ {displayLimitUp} 只 +
+
+
+
热度评分
+
= 70 ? "text-amber-400" : sector.heat_score >= 50 ? "text-text-secondary" : "text-text-muted" + }`}> + {sector.heat_score.toFixed(0)} + /100 +
+
+
+ + {/* 5日趋势图 */} + {sector.pct_trend && sector.pct_trend.length > 1 && ( +
+
+ 近5日走势 +
+ {sector.pct_trend.map((v, i) => ( + = 0 ? "text-red-400/60" : "text-emerald-400/60"}`}> + {v > 0 ? "+" : ""}{v.toFixed(1)} + + ))} +
+
+ +
+ )} + + {/* 领涨股 */} + {leaders && leaders.length > 0 && ( +
+ 领涨股 +
+ {leaders.map((s) => ( + + ))} +
+
+ )} +
+ ); +} + export default function SectorsPage() { const [sectors, setSectors] = useState([]); @@ -22,20 +198,38 @@ export default function SectorsPage() { loadData(); }, [loadData]); - // WebSocket 触发刷新（扫描完成时更新） useWebSocket( useCallback(() => { loadData(); }, [loadData]) ); + const hasRealtime = sectors.some((s) => s.is_realtime); + return ( -
-
-

板块分析

-

基于资金流向和涨跌表现的热度排名

+
+
+
+

板块分析

+

+ 基于资金流向、涨跌表现、龙头股的热度排名 + {hasRealtime && · 实时数据} +

+
- + + {!sectors.length ? ( +
+
暂无板块数据
+
触发扫描后自动更新
+
+ ) : ( +
+ {sectors.map((sector, i) => ( + + ))} +
+ )}
); } diff --git a/frontend/src/components/stock-card.tsx b/frontend/src/components/stock-card.tsx index baaa2ccc..39ffe69a 100644 --- a/frontend/src/components/stock-card.tsx +++ b/frontend/src/components/stock-card.tsx @@ -1,16 +1,27 @@ "use client"; +import { useState } from "react"; import { getLevelBadge, getSignalColor, getScoreColor } from "@/lib/utils"; import type { RecommendationData } from "@/lib/api"; export default function StockCard({ rec, showLLMLoading = false }: { rec: RecommendationData; showLLMLoading?: boolean }) { const badge = getLevelBadge(rec.level); + const [aiExpanded, setAiExpanded] = useState(false); - // 策略标签 - const strategyLabel = rec.strategy === "potential" ? "潜在启动" : "强中选强"; - const strategyStyle = rec.strategy === "potential" - ? "bg-cyan-500/15 text-cyan-400 border-cyan-500/20" - : "bg-amber-500/15 text-amber-400 border-amber-500/20"; + // 入场信号标签 + const signalTypeMap: Record = { + breakout: { label: "突破型", style: "bg-red-500/15 text-red-400 border-red-500/20" }, + pullback: { label: "回踩型", style: "bg-blue-500/15 text-blue-400 border-blue-500/20" }, + launch: { label: "启动型", style: "bg-orange-500/15 text-orange-400 border-orange-500/20" }, + }; + // 向后兼容：旧数据使用 strategy 字段 + const signalInfo = signalTypeMap[rec.entry_signal_type || ""]; + const legacyStrategy = rec.strategy === "potential" + ? { label: "潜在启动", style: "bg-cyan-500/15 text-cyan-400 border-cyan-500/20" } + : rec.strategy === "momentum" + ? { label: "强中选强", style: "bg-amber-500/15 text-amber-400 border-amber-500/20" } + : null; + const tag = signalInfo || legacyStrategy; return ( {rec.level} - - {strategyLabel} - + {tag && ( + + {tag.label} + + )}
{rec.ts_code} · {rec.sector} @@ -79,24 +92,34 @@ export default function StockCard({ rec, showLLMLoading = false }: { rec: Recomm ))}
- {/* AI Analysis */} + {/* AI Analysis — collapsible */} {rec.llm_analysis && rec.llm_analysis !== "AI 分析暂时不可用" ? ( -
-
-
AI 分析
+
+
-
- -
+ + {aiExpanded && ( +
+ +
+ )}
) : rec.llm_analysis === "AI 分析暂时不可用" ? (
diff --git a/frontend/src/lib/api.ts b/frontend/src/lib/api.ts index 08c5be2c..fa725c01 100644 --- a/frontend/src/lib/api.ts +++ b/frontend/src/lib/api.ts @@ -109,13 +109,22 @@ export interface RecommendationData { stop_loss: number | null; reasons: string[]; risk_note: string; - strategy?: "momentum" | "potential"; + strategy?: "momentum" | "potential" | "trend_breakout"; + entry_signal_type?: "breakout" | "pullback" | "launch" | "none"; llm_analysis?: string; llm_score?: number | null; scan_session: string; created_at: string | null; } +export interface LeadingStock { + ts_code: string; + name: string; + pct_chg: number; + amount: number; + limit_times?: number; +} + export interface SectorData { sector_code: string; sector_name: string; @@ -124,6 +133,13 @@ export interface SectorData { limit_up_count: number; days_continuous: number; heat_score: number; + stage?: string; + member_count?: number; + leading_stocks?: LeadingStock[]; + leading_stocks_realtime?: LeadingStock[] | null; + pct_trend?: number[]; + turnover_avg?: number; + main_force_ratio?: number; realtime_pct_change?: number | null; realtime_limit_up_count?: number | null; is_realtime?: boolean; @@ -134,6 +150,14 @@ export interface LatestResult { recommendations: RecommendationData[]; } +export interface DayGroup { + date: string; + count: number; + buy_count: number; + avg_score: number; + recommendations: RecommendationData[]; +} + export interface ChatMessage { role: "user" | "assistant"; content: string;