350 lines
13 KiB
Python
350 lines
13 KiB
Python
"""双通道漏斗筛选器
|
||
|
||
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
|
||
|
||
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
|
||
- 盘后模式：用当日 Tushare 完整数据筛选
|
||
"""
|
||
|
||
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.signals import generate_signals
|
||
from app.analysis.intraday import intraday_market_temperature, intraday_filter_stocks
|
||
from app.data.models import MarketTemperature, SectorInfo, TechnicalSignal, Recommendation
|
||
from app.config import settings, is_trading_hours
|
||
|
||
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
|
||
|
||
返回: {
|
||
"market_temp": MarketTemperature,
|
||
"hot_sectors": [SectorInfo],
|
||
"recommendations": [Recommendation],
|
||
"scan_mode": "intraday" | "post_market",
|
||
}
|
||
"""
|
||
intraday = is_trading_hours()
|
||
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） ──
|
||
logger.info("=== 市场温度计 ===")
|
||
market_temp = calculate_market_temperature(trade_date)
|
||
|
||
if intraday:
|
||
market_temp = await intraday_market_temperature(market_temp)
|
||
logger.info(f"盘中市场温度(实时调整): {market_temp.temperature}")
|
||
else:
|
||
logger.info(f"市场温度: {market_temp.temperature}")
|
||
|
||
market_temp_score = market_temp.temperature
|
||
|
||
# ── 板块热度（Channel A 需要） ──
|
||
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 = []
|
||
|
||
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)
|
||
|
||
if capital_filtered:
|
||
recommendations_a = _build_recommendations(
|
||
capital_filtered, market_temp, hot_sectors,
|
||
market_temp_score=market_temp_score,
|
||
strategy="momentum", intraday=intraday,
|
||
)
|
||
|
||
logger.info(f"Channel A（强中选强）: {len(recommendations_a)} 只")
|
||
|
||
# ── 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)
|
||
|
||
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}")
|
||
|
||
return {
|
||
"market_temp": market_temp,
|
||
"hot_sectors": hot_sectors,
|
||
"capital_filtered": capital_filtered,
|
||
"recommendations": all_recommendations,
|
||
"scan_mode": scan_mode,
|
||
}
|
||
|
||
|
||
def _build_recommendations(
|
||
stocks: 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）"""
|
||
recommendations = []
|
||
|
||
for stock in stocks:
|
||
ts_code = stock["ts_code"]
|
||
name = stock["name"]
|
||
sector = stock["sector"]
|
||
|
||
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
|
||
valuation_score = stock.get("valuation_score", 50)
|
||
|
||
# 位置安全得分
|
||
position_score = tech_signal.position_score
|
||
|
||
# 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
|
||
)
|
||
|
||
# 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
|
||
|
||
# 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)
|
||
|
||
# 生成推荐理由
|
||
reasons = _generate_reasons(stock, tech_signal, market_temp, intraday, strategy)
|
||
|
||
# 风险提示
|
||
risk_note = _generate_risk_note(market_temp, tech_signal, intraday, strategy)
|
||
|
||
rec = Recommendation(
|
||
ts_code=ts_code,
|
||
name=name,
|
||
sector=sector,
|
||
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),
|
||
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,
|
||
reasons=reasons,
|
||
risk_note=risk_note,
|
||
level=level,
|
||
strategy=strategy,
|
||
)
|
||
recommendations.append(rec)
|
||
|
||
return recommendations
|
||
|
||
|
||
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:
|
||
if s.sector_name == sector_name:
|
||
return s.heat_score
|
||
return 30.0
|
||
|
||
|
||
def _get_sector_stage(sector_name: str, hot_sectors: list[SectorInfo]) -> str:
|
||
"""获取板块所处阶段"""
|
||
for s in hot_sectors:
|
||
if s.sector_name == sector_name:
|
||
return s.stage
|
||
return "mid"
|
||
|
||
|
||
def _score_to_level(score: float) -> str:
|
||
if score >= 80:
|
||
return "强烈推荐"
|
||
elif score >= 60:
|
||
return "推荐"
|
||
elif score >= 40:
|
||
return "观望"
|
||
else:
|
||
return "回避"
|
||
|
||
|
||
def _generate_reasons(
|
||
stock: dict, tech: TechnicalSignal, market: MarketTemperature,
|
||
intraday: bool = False, strategy: str = "momentum",
|
||
) -> list[str]:
|
||
reasons = []
|
||
|
||
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")
|
||
|
||
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_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",
|
||
) -> str:
|
||
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")
|
||
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 not notes:
|
||
return "注意设好止损，控制仓位"
|
||
return "；".join(notes)
|