282 lines
9.7 KiB
Python
282 lines
9.7 KiB
Python
"""四层漏斗筛选器
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串联市场温度 → 板块热度 → 资金筛选 → 技术信号，
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输出最终推荐列表。
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自动检测是否在交易时段：
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- 盘中模式：用前一日 Tushare 数据 + 腾讯实时行情混合筛选
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- 盘后模式：用当日 Tushare 完整数据筛选
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"""
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import logging
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from app.analysis.market_temp import calculate_market_temperature
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from app.analysis.sector_scanner import scan_hot_sectors
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from app.analysis.capital_flow import filter_stocks_by_capital
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from app.analysis.signals import generate_signals
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from app.analysis.intraday import intraday_market_temperature, intraday_filter_stocks
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from app.data.models import MarketTemperature, SectorInfo, TechnicalSignal, Recommendation
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from app.config import settings, is_trading_hours
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logger = logging.getLogger(__name__)
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async def run_screening(trade_date: str = None) -> dict:
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"""执行完整的四层漏斗筛选流程
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自动检测交易时段：
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- 盘中 → 用前一日板块+实时行情筛选
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- 盘后 → 用当日完整数据筛选
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返回: {
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"market_temp": MarketTemperature,
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"hot_sectors": [SectorInfo],
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"capital_filtered": [dict],
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"recommendations": [Recommendation],
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"scan_mode": "intraday" | "post_market",
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}
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"""
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intraday = is_trading_hours()
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scan_mode = "intraday" if intraday else "post_market"
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logger.info(f"=== 筛选模式: {'盘中实时' if intraday else '盘后'} ===")
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# ── 第一层：市场温度 ──
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# 盘中和盘后都先计算基线温度（盘中用前一日数据）
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logger.info("=== 第一层：市场温度计 ===")
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market_temp = calculate_market_temperature(trade_date)
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if intraday:
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# 盘中叠加实时指数涨跌调整温度
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market_temp = await intraday_market_temperature(market_temp)
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logger.info(f"盘中市场温度(实时调整): {market_temp.temperature}")
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else:
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logger.info(f"市场温度: {market_temp.temperature}")
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market_temp_score = market_temp.temperature
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# ── 第二层：板块热度 ──
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# 盘中用前一日的板块热度作为基线（哪些板块近期是热点）
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logger.info("=== 第二层：板块热度扫描 ===")
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all_sectors = scan_hot_sectors(trade_date)
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hot_sectors = all_sectors[:settings.top_sector_count]
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if not hot_sectors:
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logger.warning("未找到热门板块")
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return {
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"market_temp": market_temp,
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"hot_sectors": [],
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"capital_filtered": [],
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"recommendations": [],
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"scan_mode": scan_mode,
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}
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# ── 第三层：资金/实时筛选 ──
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if intraday:
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logger.info("=== 第三层：盘中实时个股筛选 ===")
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capital_filtered = await intraday_filter_stocks(hot_sectors)
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else:
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logger.info("=== 第三层：个股资金筛选 ===")
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capital_filtered = await filter_stocks_by_capital(hot_sectors, trade_date)
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if not capital_filtered:
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logger.warning("筛选后无符合条件的个股")
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return {
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"market_temp": market_temp,
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"hot_sectors": hot_sectors,
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"capital_filtered": [],
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"recommendations": [],
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"scan_mode": scan_mode,
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}
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# ── 第四层：技术面信号 ──
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logger.info("=== 第四层：技术面买卖信号 ===")
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recommendations = []
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for stock in capital_filtered:
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ts_code = stock["ts_code"]
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name = stock["name"]
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sector = stock["sector"]
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tech_signal = generate_signals(ts_code, name)
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# 板块得分（含阶段调整）
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sector_score = _get_sector_score(stock["sector"], hot_sectors)
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sector_stage = _get_sector_stage(stock["sector"], hot_sectors)
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# 估值安全得分
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valuation_score = stock.get("valuation_score", 50)
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# 位置安全得分
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position_score = tech_signal.position_score
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# 六维综合评分（降低动量权重，增加安全维度）
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# 市场10% + 板块20% + 资金20% + 技术20% + 位置安全15% + 估值安全15%
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final_score = (
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market_temp_score * 0.10 +
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sector_score * 0.20 +
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stock["capital_score"] * 0.20 +
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tech_signal.score * 0.20 +
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position_score * 0.15 +
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valuation_score * 0.15
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)
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# 板块尾声阶段额外惩罚（防止追板块尾部）
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if sector_stage == "end":
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final_score *= 0.85
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elif sector_stage == "late":
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final_score *= 0.92
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# 确定信号和等级
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signal = "HOLD"
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if (tech_signal.score >= settings.buy_score_threshold
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and tech_signal.signal_count >= settings.buy_min_signals
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and position_score >= 30): # 位置太危险不给买入信号
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signal = "BUY"
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level = _score_to_level(final_score)
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# 生成推荐理由
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reasons = _generate_reasons(stock, tech_signal, market_temp, intraday)
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# 风险提示
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risk_note = _generate_risk_note(market_temp, tech_signal, intraday)
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rec = Recommendation(
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ts_code=ts_code,
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name=name,
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sector=sector,
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score=round(final_score, 1),
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market_temp_score=round(market_temp_score, 1),
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sector_score=round(sector_score, 1),
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capital_score=round(stock["capital_score"], 1),
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technical_score=round(tech_signal.score, 1),
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position_score=round(position_score, 1),
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valuation_score=round(valuation_score, 1),
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signal=signal,
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entry_price=tech_signal.support_price,
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target_price=tech_signal.resist_price,
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stop_loss=tech_signal.stop_loss_price,
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reasons=reasons,
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risk_note=risk_note,
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level=level,
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)
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recommendations.append(rec)
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# 按综合评分排序
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recommendations.sort(key=lambda x: x.score, reverse=True)
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# 过滤掉低质量推荐（综合分 < 40 为"回避"级别，不展示）
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recommendations = [r for r in recommendations if r.score >= 40]
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logger.info(f"=== 筛选完成: {len(recommendations)} 只股票 ({scan_mode}) ===")
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for r in recommendations[:5]:
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logger.info(f" {r.name}({r.ts_code}) {r.level} 评分={r.score} 信号={r.signal}")
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return {
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"market_temp": market_temp,
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"hot_sectors": hot_sectors,
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"capital_filtered": capital_filtered,
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"recommendations": recommendations,
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"scan_mode": scan_mode,
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}
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def _get_sector_score(sector_name: str, hot_sectors: list[SectorInfo]) -> float:
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"""获取板块在热门板块中的得分"""
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for s in hot_sectors:
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if s.sector_name == sector_name:
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return s.heat_score
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return 30.0 # 不在热门板块中，给一个基础分
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def _get_sector_stage(sector_name: str, hot_sectors: list[SectorInfo]) -> str:
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"""获取板块所处阶段"""
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for s in hot_sectors:
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if s.sector_name == sector_name:
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return s.stage
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return "mid"
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def _score_to_level(score: float) -> str:
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if score >= 80:
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return "强烈推荐"
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elif score >= 60:
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return "推荐"
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elif score >= 40:
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return "观望"
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else:
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return "回避"
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def _generate_reasons(
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stock: dict, tech: TechnicalSignal, market: MarketTemperature,
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intraday: bool = False,
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) -> list[str]:
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reasons = []
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if intraday:
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# 盘中理由：侧重实时行情指标
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pct = stock.get("pct_chg", 0)
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vr = stock.get("volume_ratio")
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if vr and vr > 2:
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reasons.append(f"盘中量比{vr:.1f}倍，资金活跃度高")
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if pct > 3:
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reasons.append(f"盘中涨幅{pct:.1f}%，走势强劲")
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elif pct > 0:
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reasons.append(f"盘中涨幅{pct:.1f}%，温和上攻")
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else:
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# 盘后理由：侧重资金流向
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inflow = stock.get("main_net_inflow", 0)
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if inflow > 5000:
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reasons.append(f"主力资金大幅流入{inflow:.0f}万元")
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elif inflow > 1000:
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reasons.append(f"主力资金持续流入{inflow:.0f}万元")
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# 板块
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reasons.append(f"所属板块【{stock['sector']}】为当前热门概念")
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# 技术面
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tech_reasons = []
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if tech.ma_bullish:
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tech_reasons.append("均线多头排列")
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if tech.volume_breakout:
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tech_reasons.append("放量突破")
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if tech.macd_golden:
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tech_reasons.append("MACD金叉")
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if tech.pullback_support:
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tech_reasons.append("缩量回踩支撑")
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if tech.big_yang:
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tech_reasons.append("底部放量长阳")
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if tech_reasons:
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reasons.append("技术面: " + "、".join(tech_reasons))
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# 位置安全
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if tech.position_score >= 70:
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reasons.append("位置安全，距高点有空间")
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elif tech.position_score < 30:
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reasons.append("注意：短期涨幅较大，追高风险")
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return reasons[:3] # 最多3条
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def _generate_risk_note(
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market: MarketTemperature, tech: TechnicalSignal,
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intraday: bool = False,
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) -> str:
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notes = []
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if intraday:
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notes.append("盘中数据参考，需结合尾盘确认")
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if market.temperature < 30:
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notes.append("市场情绪偏冷，系统性风险较高")
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elif market.temperature < 50:
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notes.append("市场情绪一般，注意仓位控制")
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if tech.score < 40:
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notes.append("技术面支撑不足")
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if tech.position_score < 30:
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notes.append(f"近期涨幅较大(5日{tech.rally_pct_5d}%)，追高风险")
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if tech.rally_pct_10d > 20:
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notes.append(f"10日累涨{tech.rally_pct_10d}%，警惕回调")
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if not notes:
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return "注意设好止损，控制仓位"
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return "；".join(notes)
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