aaron/stock-ai-agent
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

大版本更新

Browse Source
This commit is contained in:
aaron 2026-04-25 13:20:28 +08:00
parent 665fa4782e
commit 8320cb0d69
123 changed files with 2101 additions and 25669 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

344
README.md
View File

@ -1,328 +1,56 @@
# A股AI分析Agent系统
# Crypto Agent
基于AI Agent的股票智能分析系统，提供自然语言对话界面，支持实时行情查询、技术分析、基本面分析等功能。
聚焦加密货币合约交易的智能交易系统，包含：
## 功能特性
- **自然语言对话**：通过对话方式查询股票信息
- **实时行情查询**：获取股票实时价格、涨跌幅等数据
- **技术指标分析**：计算MA、MACD、RSI、KDJ、BOLL等技术指标
- **基本面信息**：查询公司概况、行业、上市日期等
- **数据可视化**：生成专业的K线图和技术指标图表
- **技能插件系统**：可扩展的技能架构，支持动态启用/禁用
- **对话历史**：保存和查看历史分析记录
## 技术栈
### 后端
- **框架**：FastAPI
- **AI Agent**：LangChain + 智谱AI GLM-4
- **数据源**：Tushare
- **缓存**：内存缓存（无需Redis）
- **数据库**：SQLite
- **语言**：Python 3.11+ (推荐 3.11 或 3.12)
### 前端
- **框架**：Vue 3 (CDN版本)
- **UI**：Bootstrap 5
- **图表**：Lightweight Charts
- **通信**：Fetch API
- 行情采集与特征分析
- LLM 信号分析与分流
- 模拟盘执行
- Bitget U 本位合约执行
- 风控、停机保护、执行总控
- Web 总控台、交易页、信号页
## 项目结构
```
Stock_Agent/
├── backend/ # 后端代码
│ ├── app/
│ │ ├── agent/ # AI Agent核心
│ │ ├── api/ # API路由
│ │ ├── models/ # 数据模型
│ │ ├── services/ # 数据服务
│ │ ├── skills/ # 技能插件
│ │ ├── utils/ # 工具函数
│ │ ├── config.py # 配置管理
│ │ └── main.py # 应用入口
│ └── requirements.txt # Python依赖
├── frontend/ # 前端代码
│ ├── css/ # 样式文件
│ ├── js/ # JavaScript文件
│ └── index.html # 主页面
├── .env.example # 环境变量示例
├── .gitignore
└── README.md
```
- `backend/`: FastAPI 后端与交易执行逻辑
- `frontend/`: 控制台、交易页、信号页等静态页面
## 快速开始
## 运行方式
### ⚠️ 重要提示：Python 版本
**推荐使用 Python 3.11 或 3.12**。如果您使用 Python 3.13，可能会遇到依赖安装问题。
详细的安装问题解决方案请查看：[安装指南](docs/INSTALL_GUIDE.md)
### 1. 环境准备
**系统要求**：
- Python 3.11 或 3.12（推荐）
- 无需 Redis（使用内存缓存）
**获取API密钥**：
- [Tushare](https://tushare.pro/)：注册并获取Token
- [智谱AI](https://open.bigmodel.cn/)：注册并获取API Key
### 2. 安装依赖
项目根目录：
```bash
./start.sh
```
或后端目录：
```bash
# 进入后端目录
cd backend
# 创建虚拟环境（使用 Python 3.11）
python3.11 -m venv venv
# 激活虚拟环境
# Windows:
venv\Scripts\activate
# macOS/Linux:
source venv/bin/activate
# 安装依赖
pip install --upgrade pip
pip install -r requirements.txt
./start.sh
```
**如果遇到安装错误**，请查看 [安装指南](docs/INSTALL_GUIDE.md) 获取详细解决方案。
## 核心页面
### 3. 配置环境变量
- `/console`: 总控台
- `/trading`: 模拟盘交易页
- `/bitget-trading`: Bitget 实盘页
- `/signals`: 信号页
- `/docs`: FastAPI 文档
复制 `.env.example` 为 `.env` 并填写配置：
## 环境变量
```bash
cp .env.example .env
```
编辑 `.env` 文件：
至少建议配置：
```env
# Tushare API
TUSHARE_TOKEN=your_tushare_token_here
# 智谱AI GLM-4 API
ZHIPUAI_API_KEY=your_zhipuai_key_here
# 其他配置保持默认即可
REDIS_HOST=localhost
REDIS_PORT=6379
REDIS_DB=0
# 其他配置保持默认即可
DEEPSEEK_API_KEY=
ZHIPUAI_API_KEY=
BITGET_API_KEY=
BITGET_API_SECRET=
BITGET_PASSPHRASE=
BITGET_TRADING_ENABLED=false
```
### 4. 启动Redis（可选）
## 说明
如果要使用缓存功能，请先启动Redis：
```bash
# macOS (使用Homebrew)
brew services start redis
# Linux
sudo systemctl start redis
# Windows
# 下载并运行Redis for Windows
```
### 5. 启动后端服务
```bash
# 在backend目录下
cd backend
# 启动服务
python -m app.main
# 或使用uvicorn
uvicorn app.main:app --reload --host 0.0.0.0 --port 8000
```
服务启动后，访问：
- 前端界面：http://localhost:8000
- API文档：http://localhost:8000/docs
## 使用指南
### 基本查询
1. **查询实时行情**
```
查询600519的实时行情
贵州茅台的价格
000001现在多少钱
```
2. **查看K线图**
```
600519的K线图
贵州茅台的走势
```
3. **技术指标分析**
```
600519的技术指标
分析贵州茅台的MACD
```
4. **基本面信息**
```
600519的基本信息
贵州茅台是什么行业
```
### 技能管理
点击右上角"技能管理"按钮，可以：
- 查看所有可用技能
- 启用/禁用特定技能
- 查看技能描述
## API文档
启动服务后，访问 http://localhost:8000/docs 查看完整的API文档。
### 主要接口
#### 1. 发送消息
```http
POST /api/chat/message
Content-Type: application/json
{
"message": "查询600519的实时行情",
"session_id": "optional_session_id"
}
```
#### 2. 获取对话历史
```http
GET /api/chat/history/{session_id}
```
#### 3. 获取股票行情
```http
GET /api/stock/quote/{stock_code}
```
#### 4. 获取K线数据
```http
GET /api/stock/kline/{stock_code}?start_date=20240101&end_date=20240201
```
#### 5. 获取技能列表
```http
GET /api/skills/
```
## 开发指南
### 添加新技能
1. 在 `backend/app/skills/` 目录下创建新的技能文件
2. 继承 `BaseSkill` 类并实现 `execute` 方法
3. 在 `backend/app/agent/core.py` 中注册新技能
示例：
```python
from app.skills.base import BaseSkill, SkillParameter
class MyNewSkill(BaseSkill):
def __init__(self):
super().__init__()
self.name = "my_skill"
self.description = "我的新技能"
self.parameters = [
SkillParameter(
name="param1",
type="string",
description="参数1",
required=True
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
# 实现技能逻辑
return {"result": "success"}
```
### 扩展数据源
在 `backend/app/services/` 目录下添加新的数据服务类，参考 `tushare_service.py` 的实现。
## 常见问题
### 1. Redis连接失败
如果Redis未安装或未启动，系统会自动降级，不影响核心功能，但会失去缓存能力。
### 2. Tushare API限制
免费版Tushare有调用频率限制（120次/分钟）。如果遇到限制，可以：
- 等待一段时间后重试
- 考虑升级到付费版
- 使用Redis缓存减少API调用
### 3. 股票代码格式
支持的股票代码格式：
- 6位数字：600000、000001
- 带后缀：600000.SH、000001.SZ
- 股票名称：贵州茅台、中国平安
### 4. 端口被占用
如果8000端口被占用，可以修改 `.env` 文件中的 `API_PORT` 配置。
## 性能优化
1. **启用Redis缓存**：显著减少API调用和响应时间
2. **调整缓存TTL**：在 `cache_service.py` 中根据需求调整缓存时间
3. **限制历史消息数**：在 `context.py` 中调整 `max_history` 参数
## 安全建议
1. **生产环境**：
- 修改 `.env` 中的 `SECRET_KEY`
- 设置 `DEBUG=False`
- 配置严格的CORS策略
- 使用HTTPS
2. **API密钥**：
- 不要将 `.env` 文件提交到版本控制
- 定期更换API密钥
- 使用环境变量或密钥管理服务
## 贡献指南
欢迎贡献代码！请遵循以下步骤：
1. Fork本项目
2. 创建特性分支 (`git checkout -b feature/AmazingFeature`)
3. 提交更改 (`git commit -m 'Add some AmazingFeature'`)
4. 推送到分支 (`git push origin feature/AmazingFeature`)
5. 开启Pull Request
## 许可证
本项目采用 MIT 许可证。
## 联系方式
如有问题或建议，请提交Issue。
## 致谢
- [Tushare](https://tushare.pro/) - 金融数据接口
- [智谱AI](https://open.bigmodel.cn/) - AI模型服务
- [FastAPI](https://fastapi.tiangolo.com/) - Web框架
- [LangChain](https://www.langchain.com/) - AI Agent框架
- [Lightweight Charts](https://tradingview.github.io/lightweight-charts/) - 图表库
- 当前项目已清理股票、A 股、旧聊天智能体相关运行链。
- 数据库 schema 暂未迁移，保留现有兼容性配置。

0
backend/app/agent/__init__.py
View File

197
backend/app/agent/context.py
View File

@ -1,197 +0,0 @@
"""
上下文管理器
管理对话历史和上下文
"""
from typing import List, Dict, Optional
from app.services.db_service import db_service
from app.utils.logger import logger
class ContextManager:
"""上下文管理器"""
def __init__(self, max_history: int = 10):
"""
初始化上下文管理器
Args:
max_history: 最大历史消息数
"""
self.max_history = max_history
def get_context(self, session_id: str) -> List[Dict[str, str]]:
"""
获取对话上下文
Args:
session_id: 会话ID
Returns:
消息列表
"""
messages = db_service.get_conversation_history(session_id, limit=self.max_history)
context = []
for msg in messages:
context.append({
"role": msg.role,
"content": msg.content,
"metadata": msg.metadata if hasattr(msg, 'metadata') else {}
})
return context
def add_message(
self,
session_id: str,
role: str,
content: str,
metadata: Optional[dict] = None,
user_id: Optional[int] = None
):
"""
添加消息到上下文
Args:
session_id: 会话ID
role: 角色（user/assistant）
content: 消息内容
metadata: 元数据
user_id: 用户ID（创建新对话时需要）
"""
db_service.add_message(session_id, role, content, metadata, user_id)
logger.info(f"添加消息到上下文: {session_id}, {role}")
def clear_context(self, session_id: str):
"""
清除上下文（暂不实现删除，保留历史）
Args:
session_id: 会话ID
"""
logger.info(f"清除上下文请求: {session_id}")
# 实际不删除，只是标记
pass
def format_context_for_llm(self, session_id: str) -> str:
"""
格式化上下文供LLM使用
Args:
session_id: 会话ID
Returns:
格式化的上下文字符串
"""
context = self.get_context(session_id)
if not context:
return ""
formatted = []
for msg in context:
role = "用户" if msg["role"] == "user" else "助手"
formatted.append(f"{role}: {msg['content']}")
return "\n".join(formatted)
def extract_context_info(self, session_id: str) -> Dict:
"""
提取上下文信息
Args:
session_id: 会话ID
Returns:
ContextInfo: {
'last_stock': str | None, # 上次讨论的股票
'last_topic': str | None, # 上次的话题
'user_preferences': dict # 用户偏好
}
"""
history = self.get_context(session_id)
return {
'last_stock': self._extract_last_stock(history),
'last_topic': self._extract_last_topic(history),
'user_preferences': self._analyze_user_preferences(history)
}
def _extract_last_stock(self, history: List[Dict]) -> Optional[str]:
"""
从历史对话中提取最后讨论的股票
Args:
history: 对话历史
Returns:
股票代码或None
"""
# 从后往前查找
for msg in reversed(history):
if msg['role'] == 'assistant':
metadata = msg.get('metadata', {})
if isinstance(metadata, dict):
# 尝试从不同位置提取股票代码
if 'data' in metadata:
data = metadata['data']
if isinstance(data, dict):
if 'stock_code' in data:
return data['stock_code']
if 'ts_code' in data:
return data['ts_code']
# 尝试从intent中提取
if 'intent' in metadata:
intent = metadata['intent']
if isinstance(intent, dict) and 'target' in intent:
target = intent['target']
if isinstance(target, dict) and 'stock_code' in target:
return target['stock_code']
return None
def _extract_last_topic(self, history: List[Dict]) -> Optional[str]:
"""
从历史对话中提取最后的话题
Args:
history: 对话历史
Returns:
话题或None
"""
if not history:
return None
# 获取最后一条用户消息
for msg in reversed(history):
if msg['role'] == 'user':
content = msg['content']
# 简单提取话题（前50个字符）
return content[:50] if len(content) > 50 else content
return None
def _analyze_user_preferences(self, history: List[Dict]) -> Dict:
"""
分析用户偏好
Args:
history: 对话历史
Returns:
用户偏好字典
"""
preferences = {
'preferred_style': 'casual',
'typical_time_scope': 'short_term',
'frequent_dimensions': []
}
# 简单的偏好分析（可以后续扩展）
if len(history) > 5:
# 如果对话较多，可能是专业用户
preferences['preferred_style'] = 'professional'
return preferences

340
backend/app/agent/question_analyzer.py
View File

@ -1,340 +0,0 @@
"""
问题分析器 - 使用LLM深度理解用户意图
"""
import json
import asyncio
from typing import Dict, Any, Optional, List
from app.services.llm_service import llm_service
from app.utils.logger import logger
class QuestionAnalyzer:
"""智能问题分析器 - 使用LLM深度理解用户意图"""
def __init__(self):
"""初始化问题分析器"""
self.use_llm = llm_service.client is not None
if not self.use_llm:
logger.warning("LLM未配置，QuestionAnalyzer将使用降级模式")
async def analyze_question(
self,
question: str,
context: List[Dict],
session_id: str
) -> Dict[str, Any]:
"""
深度分析用户问题
Args:
question: 用户问题
context: 对话历史上下文
session_id: 会话ID
Returns:
QuestionIntent: {
'type': 'stock_analysis' | 'market_overview' | 'knowledge' | 'chat',
'target': {
'stock_code': str,
'stock_name': str,
'market': 'A股' | '美股'
},
'dimensions': {
'price_trend': bool, # 价格走势
'technical': bool, # 技术指标
'fundamental': bool, # 基本面
'valuation': bool, # 估值
'money_flow': bool, # 资金流向
'risk': bool # 风险分析
},
'time_scope': {
'short_term': bool, # 短期(1-2周)
'medium_term': bool, # 中期(1-3月)
'long_term': bool # 长期(半年+)
},
'analysis_depth': 'quick' | 'standard' | 'deep',
'specific_concerns': List[str], # 特定关注点
'context_references': {
'refers_to_previous': bool,
'comparison_target': str | None
},
'user_style': {
'tone': 'professional' | 'casual',
'detail_level': 'brief' | 'detailed'
}
}
"""
if not self.use_llm:
# 降级模式：返回基本的意图分析
return self._fallback_analysis(question)
# 构建上下文字符串
context_str = self._format_context(context)
# 构建LLM prompt
prompt = self._build_analysis_prompt(question, context_str)
try:
# 异步调用LLM
result = await self._call_llm_async(
messages=[{"role": "user", "content": prompt}],
temperature=0.3,
max_tokens=800
)
if not result:
logger.warning("LLM返回空结果，使用降级模式")
return self._fallback_analysis(question)
# 清理和解析JSON
intent = self._parse_llm_response(result)
if intent:
logger.info(f"问题分析成功: type={intent.get('type')}, dimensions={intent.get('dimensions')}")
return intent
else:
logger.warning("JSON解析失败，使用降级模式")
return self._fallback_analysis(question)
except Exception as e:
logger.error(f"问题分析失败: {e}")
return self._fallback_analysis(question)
async def _call_llm_async(
self,
messages: List[Dict[str, str]],
temperature: float = 0.3,
max_tokens: int = 800
) -> Optional[str]:
"""异步调用LLM"""
loop = asyncio.get_event_loop()
return await loop.run_in_executor(
None,
lambda: llm_service.chat(messages, temperature, max_tokens)
)
def _format_context(self, context: List[Dict]) -> str:
"""格式化对话历史上下文"""
if not context:
return ""
context_str = "\n\n【对话历史】\n"
# 只取最近4条消息
for msg in context[-4:]:
role = "用户" if msg["role"] == "user" else "助手"
content = msg['content'][:100] # 限制长度
context_str += f"{role}: {content}\n"
return context_str
def _build_analysis_prompt(self, question: str, context_str: str) -> str:
"""构建问题分析的LLM prompt"""
prompt = f"""你是一个专业的金融问题分析专家。请深度分析用户的问题，提取结构化信息。
{context_str}
【当前问题】
用户: {question}
请分析以下维度：
1. **问题类型**
- stock_analysis: 针对**特定单只股票**的分析（如"贵州茅台怎么样"、"分析比亚迪"、"AAPL走势"、"阿里巴巴美股"）
**注意**：如果用户问的是"板块"、"行业"、"概念股"等，这不是stock_analysis，而是market_overview
- market_overview: 市场整体分析、行业板块分析、投资机会（如"最近有什么投资机会"、"商业航天板块怎么样"、"新能源行业走势"、"现在适合买股票吗"）
- knowledge: 金融知识问答（如"什么是MACD"、"如何看K线图"）
- chat: 一般对话（如"你好"、"在吗"）
**重要**：判断是stock_analysis还是market_overview的关键：
- 如果提到具体的公司名称或股票代码 → stock_analysis
- 如果提到"板块"、"行业"、"概念"、"赛道"、"领域" → market_overview
- 如果问"哪些股票"、"什么机会" → market_overview
2. **股票识别**（如果是stock_analysis，这是最重要的部分）
请识别用户提到的股票，并返回准确的股票代码：
**重要**：如果用户提到多只股票（如"TSLA和NVDA"、"特斯拉、英伟达"），请返回所有股票代码的列表。
**A股代码格式**：6位数字
- 上海主板：600xxx、601xxx、603xxx、605xxx
- 深圳主板：000xxx、001xxx
- 创业板：300xxx、301xxx
- 科创板：688xxx
- 常见示例：贵州茅台→600519，比亚迪→002594，宁德时代→300750
**美股代码格式**：1-5位大写字母
- 常见示例：苹果→AAPL，特斯拉→TSLA，微软→MSFT，谷歌→GOOGL，英伟达→NVDA
- 中概股美股：阿里巴巴美股→BABA，京东美股→JD，拼多多→PDD，百度美股→BIDU，网易美股→NTES，哔哩哔哩美股→BILI
**港股代码格式**：4-5位数字加.HK后缀
- 常见示例：腾讯→0700.HK，阿里巴巴港股→9988.HK，美团→3690.HK，小米→1810.HK，京东港股→9618.HK，百度港股→9888.HK，网易港股→9999.HK，哔哩哔哩港股→9626.HK
- 注意：港股代码需要包含.HK后缀
**市场判断**：
- 如果用户明确说"美股"、"纳斯达克"、"纽交所" → 美股
- 如果用户明确说"港股"、"香港"、"恒生" → 港股
- 对于同时在多地上市的公司（如阿里巴巴、京东、百度等）：
- 用户说"美股"或没有明确指定 → 返回美股代码（如BABA）
- 用户说"港股" → 返回港股代码（如9988.HK）
- 纯港股公司（如腾讯、美团、小米）→ 港股
- 默认情况下，中国公司优先考虑A股市场
3. **用户关注维度**（如果是stock_analysis）
分析用户想了解哪些方面：
- price_trend: 价格走势、涨跌情况、最新价格
- technical: 技术指标（MACD、RSI、均线、KDJ等）
- fundamental: 基本面（公司业务、行业地位、财务状况）
- valuation: 估值水平（PE、PB、市值、估值是否合理）
- money_flow: 资金流向、主力动向、大单流入流出
- risk: 风险分析、风险提示、投资风险
4. **时间范围**
- short_term: 短期（1-2周）- 如"短期走势"、"近期表现"
- medium_term: 中期（1-3月）- 如"中期趋势"、"未来一个月"
- long_term: 长期（半年以上）- 如"长期投资"、"适合长期持有吗"
5. **分析深度**
- quick: 快速查看（只需要基本信息，如"价格多少"）
- standard: 标准分析（常规分析，如"怎么样"、"分析一下"）
- deep: 深度分析（全面详细，如"全面分析"、"深度研究"）
6. **特定关注点**
提取用户明确提到的关注点，如：
- "支撑位在哪"
- "盈利能力如何"
- "适合长期持有吗"
- "有没有金叉"
7. **上下文引用**
- 是否引用了之前的对话（"这只股票"、"它"、"那技术面呢"）
- 是否要求对比分析（"和上次相比"、"对比一下"）
8. **用户风格**
- tone: professional（专业，使用专业术语）/ casual（随意，通俗易懂）
- detail_level: brief（简洁，简短回答）/ detailed（详细，详细分析）
请以JSON格式返回分析结果：
{{
"type": "问题类型",
"target": {{
"stock_code": "单只股票时为字符串（如'AAPL'），多只股票时为列表（如['TSLA', 'NVDA']）",
"stock_name": "单只股票时为字符串（如'苹果'），多只股票时为列表（如['特斯拉', '英伟达']）",
"market": "A股/美股/港股"
}},
"dimensions": {{
"price_trend": true/false,
"technical": true/false,
"fundamental": true/false,
"valuation": true/false,
"money_flow": true/false,
"risk": true/false
}},
"time_scope": {{
"short_term": true/false,
"medium_term": true/false,
"long_term": true/false
}},
"analysis_depth": "quick/standard/deep",
"specific_concerns": ["关注点1", "关注点2"],
"context_references": {{
"refers_to_previous": true/false,
"comparison_target": "对比目标（如有）"
}},
"user_style": {{
"tone": "professional/casual",
"detail_level": "brief/detailed"
}}
}}
只返回JSON，不要有任何其他内容。"""
return prompt
def _parse_llm_response(self, response: str) -> Optional[Dict[str, Any]]:
"""解析LLM返回的JSON响应"""
try:
# 清理结果，移除可能的markdown代码块标记
result = response.strip()
if result.startswith("```json"):
result = result[7:]
if result.startswith("```"):
result = result[3:]
if result.endswith("```"):
result = result[:-3]
result = result.strip()
# 检查是否为空
if not result:
return None
# 解析JSON
intent = json.loads(result)
return intent
except json.JSONDecodeError as e:
logger.error(f"JSON解析失败: {e}, 原始响应: {response[:200]}")
return None
except Exception as e:
logger.error(f"解析LLM响应失败: {e}")
return None
def _fallback_analysis(self, question: str) -> Dict[str, Any]:
"""降级模式：基于规则的简单分析"""
question_lower = question.lower()
# 简单的关键词匹配
is_stock_query = any(kw in question for kw in [
"股票", "分析", "怎么样", "如何", "走势", "价格", "涨", "跌"
])
if is_stock_query:
# 尝试提取股票名称（简单规则）
return {
'type': 'stock_analysis',
'target': {
'stock_code': '',
'stock_name': '',
'market': 'A股'
},
'dimensions': {
'price_trend': True,
'technical': True,
'fundamental': True,
'valuation': False,
'money_flow': False,
'risk': False
},
'time_scope': {
'short_term': True,
'medium_term': True,
'long_term': False
},
'analysis_depth': 'standard',
'specific_concerns': [],
'context_references': {
'refers_to_previous': False,
'comparison_target': None
},
'user_style': {
'tone': 'casual',
'detail_level': 'detailed'
}
}
else:
# 默认为一般对话
return {
'type': 'chat',
'target': {},
'dimensions': {},
'time_scope': {},
'analysis_depth': 'quick',
'specific_concerns': [],
'context_references': {
'refers_to_previous': False,
'comparison_target': None
},
'user_style': {
'tone': 'casual',
'detail_level': 'brief'
}
}

339
backend/app/agent/skill_manager.py
View File

@ -1,339 +0,0 @@
"""
技能管理器
管理所有技能的注册、发现和调用
"""
import asyncio
from typing import Dict, Optional, List, Type, Any
from app.skills.base import BaseSkill
from app.utils.logger import logger
class SkillManager:
"""技能管理器"""
def __init__(self):
"""初始化技能管理器"""
self._skills: Dict[str, BaseSkill] = {}
logger.info("技能管理器初始化")
def register(self, skill: BaseSkill) -> bool:
"""
注册技能
Args:
skill: 技能实例
Returns:
是否成功
"""
if not skill.name:
logger.error("技能名称不能为空")
return False
if skill.name in self._skills:
logger.warning(f"技能已存在，将被覆盖: {skill.name}")
self._skills[skill.name] = skill
logger.info(f"技能注册成功: {skill.name}")
return True
def unregister(self, skill_name: str) -> bool:
"""
注销技能
Args:
skill_name: 技能名称
Returns:
是否成功
"""
if skill_name in self._skills:
del self._skills[skill_name]
logger.info(f"技能注销成功: {skill_name}")
return True
logger.warning(f"技能不存在: {skill_name}")
return False
def get_skill(self, skill_name: str) -> Optional[BaseSkill]:
"""
获取技能
Args:
skill_name: 技能名称
Returns:
技能实例或None
"""
return self._skills.get(skill_name)
def get_all_skills(self) -> List[BaseSkill]:
"""
获取所有技能
Returns:
技能列表
"""
return list(self._skills.values())
def get_enabled_skills(self) -> List[BaseSkill]:
"""
获取所有启用的技能
Returns:
启用的技能列表
"""
return [skill for skill in self._skills.values() if skill.enabled]
async def execute_skill(self, skill_name: str, **kwargs) -> Dict:
"""
执行技能
Args:
skill_name: 技能名称
**kwargs: 技能参数
Returns:
执行结果
"""
skill = self.get_skill(skill_name)
if not skill:
logger.error(f"❌ 技能不存在: {skill_name}")
return {
"success": False,
"error": f"技能不存在: {skill_name}"
}
if not skill.enabled:
logger.warning(f"⚠️ 技能已禁用: {skill_name}")
return {
"success": False,
"error": f"技能已禁用: {skill_name}"
}
# 验证参数
valid, error = skill.validate_params(**kwargs)
if not valid:
logger.error(f"❌ 技能参数验证失败 {skill_name}: {error}")
return {
"success": False,
"error": error
}
# 执行技能
try:
logger.info(f"🚀 开始执行技能: {skill_name}, 参数: {kwargs}")
result = await skill.execute(**kwargs)
logger.info(f"✅ 技能执行成功: {skill_name}")
return {
"success": True,
"data": result
}
except Exception as e:
logger.error(f"❌ 技能执行失败 {skill_name}: {e}")
return {
"success": False,
"error": str(e)
}
def enable_skill(self, skill_name: str) -> bool:
"""
启用技能
Args:
skill_name: 技能名称
Returns:
是否成功
"""
skill = self.get_skill(skill_name)
if skill:
skill.enable()
logger.info(f"技能已启用: {skill_name}")
return True
return False
def disable_skill(self, skill_name: str) -> bool:
"""
禁用技能
Args:
skill_name: 技能名称
Returns:
是否成功
"""
skill = self.get_skill(skill_name)
if skill:
skill.disable()
logger.info(f"技能已禁用: {skill_name}")
return True
return False
def get_skills_info(self) -> List[Dict]:
"""
获取所有技能信息
Returns:
技能信息列表
"""
return [skill.get_info() for skill in self._skills.values()]
async def execute_plan(
self,
plan: Dict[str, Any],
stock_code: str
) -> Dict[str, Any]:
"""
执行技能规划
Args:
plan: 技能执行计划（来自SkillPlanner）
stock_code: 股票代码
Returns:
{
'results': {
'market_data': {...},
'technical_analysis': {...},
...
},
'execution_time': float,
'errors': List[str]
}
"""
import time
start_time = time.time()
skills = plan.get('skills', [])
strategy = plan.get('execution_strategy', 'parallel')
logger.info(f"开始执行技能规划: {len(skills)}个技能, 策略: {strategy}")
if strategy == 'parallel':
results = await self._execute_parallel(skills, stock_code)
else:
results = await self._execute_sequential(skills, stock_code)
execution_time = time.time() - start_time
logger.info(f"技能规划执行完成，耗时: {execution_time:.2f}秒")
return {
'results': results['results'],
'execution_time': execution_time,
'errors': results['errors']
}
async def _execute_parallel(
self,
skills: List[Dict[str, Any]],
stock_code: str
) -> Dict[str, Any]:
"""
并行执行技能（按优先级分组）
Args:
skills: 技能列表
stock_code: 股票代码
Returns:
执行结果
"""
# 按优先级分组
priority_groups = {}
for skill_info in skills:
priority = skill_info['priority']
if priority not in priority_groups:
priority_groups[priority] = []
priority_groups[priority].append(skill_info)
all_results = {}
all_errors = []
# 按优先级顺序执行
for priority in sorted(priority_groups.keys()):
skill_group = priority_groups[priority]
logger.info(f"📋 执行优先级 {priority} 的技能: {[s['name'] for s in skill_group]}")
# 同一优先级的技能并行执行
tasks = []
for skill_info in skill_group:
params = skill_info['params'].copy()
params['stock_code'] = stock_code
logger.info(f" ➡️ 准备执行技能: {skill_info['name']}, 原因: {skill_info.get('reason', '未知')}")
task = self.execute_skill(skill_info['name'], **params)
tasks.append((skill_info['name'], task))
# 等待所有任务完成
results = await asyncio.gather(*[task for _, task in tasks], return_exceptions=True)
# 处理结果
for (skill_name, _), result in zip(tasks, results):
if isinstance(result, Exception):
logger.error(f"❌ 技能执行异常: {skill_name}, {result}")
all_errors.append(f"{skill_name}: {str(result)}")
all_results[skill_name] = {'error': str(result)}
elif result.get('success'):
# 不在这里记录成功日志，因为 execute_skill 已经记录了
all_results[skill_name] = result.get('data', {})
else:
error_msg = result.get('error', '未知错误')
logger.error(f"❌ 技能执行失败: {skill_name}, {error_msg}")
all_errors.append(f"{skill_name}: {error_msg}")
all_results[skill_name] = {'error': error_msg}
return {
'results': all_results,
'errors': all_errors
}
async def _execute_sequential(
self,
skills: List[Dict[str, Any]],
stock_code: str
) -> Dict[str, Any]:
"""
串行执行技能
Args:
skills: 技能列表
stock_code: 股票代码
Returns:
执行结果
"""
all_results = {}
all_errors = []
for skill_info in skills:
skill_name = skill_info['name']
params = skill_info['params'].copy()
params['stock_code'] = stock_code
logger.info(f"执行技能: {skill_name}")
try:
result = await self.execute_skill(skill_name, **params)
if result.get('success'):
all_results[skill_name] = result.get('data', {})
else:
error_msg = result.get('error', '未知错误')
logger.error(f"技能执行失败: {skill_name}, {error_msg}")
all_errors.append(f"{skill_name}: {error_msg}")
all_results[skill_name] = {'error': error_msg}
except Exception as e:
logger.error(f"技能执行异常: {skill_name}, {e}")
all_errors.append(f"{skill_name}: {str(e)}")
all_results[skill_name] = {'error': str(e)}
return {
'results': all_results,
'errors': all_errors
}
# 创建全局技能管理器实例
skill_manager = SkillManager()

396
backend/app/agent/skill_planner.py
View File

@ -1,396 +0,0 @@
"""
技能规划器 - 根据用户意图智能选择技能组合
"""
from typing import Dict, Any, List, Set
from app.utils.logger import logger
class SkillPlanner:
"""智能技能规划器 - 根据问题意图动态选择技能"""
# A股维度到技能的映射
A_STOCK_DIMENSION_SKILL_MAP = {
'price_trend': {
'required': ['market_data', 'brave_search'],
'optional': []
},
'technical': {
'required': ['market_data', 'technical_analysis', 'brave_search'],
'optional': ['visualization']
},
'fundamental': {
'required': ['fundamental', 'brave_search'],
'optional': []
},
'valuation': {
'required': ['advanced_data', 'brave_search'],
'optional': []
},
'money_flow': {
'required': ['advanced_data', 'brave_search'],
'optional': []
},
'risk': {
'required': ['technical_analysis', 'advanced_data', 'brave_search'],
'optional': []
},
'news': {
'required': ['brave_search'],
'optional': []
}
}
# 美股/港股维度到技能的映射（使用 yfinance）
INTL_STOCK_DIMENSION_SKILL_MAP = {
'price_trend': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'technical': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'fundamental': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'valuation': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'money_flow': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'risk': {
'required': ['us_stock_analysis', 'brave_search'],
'optional': []
},
'news': {
'required': ['brave_search'],
'optional': []
}
}
# 技能依赖关系（仅 A 股）
SKILL_DEPENDENCIES = {
'technical_analysis': ['market_data'],
'visualization': ['market_data'],
}
# 技能优先级（数字越小优先级越高）
SKILL_PRIORITY = {
'market_data': 1,
'fundamental': 1,
'brave_search': 1,
'us_stock_analysis': 1,
'technical_analysis': 2,
'advanced_data': 2,
'visualization': 3,
}
# 分析深度策略
DEPTH_STRATEGY = {
'quick': {
'max_skills': 2,
'include_optional': False,
'use_cache': True
},
'standard': {
'max_skills': 4,
'include_optional': True,
'use_cache': True
},
'deep': {
'max_skills': None,
'include_optional': True,
'use_cache': False
}
}
def __init__(self):
"""初始化技能规划器"""
logger.info("技能规划器初始化")
def plan_skills(self, intent: Dict[str, Any]) -> Dict[str, Any]:
"""
根据意图规划技能执行
Args:
intent: 问题意图（来自QuestionAnalyzer）
Returns:
SkillExecutionPlan
"""
# 获取市场类型
target = intent.get('target', {})
market = target.get('market', 'A股')
stock_code = target.get('stock_code', '')
stock_name = target.get('stock_name', '')
# 根据市场类型选择不同的技能映射
if market in ('美股', '港股'):
return self._plan_intl_stock_skills(intent, market, stock_code, stock_name)
else:
return self._plan_a_stock_skills(intent)
def _plan_a_stock_skills(self, intent: Dict[str, Any]) -> Dict[str, Any]:
"""规划 A 股技能"""
# 1. 根据维度映射技能
skills = self._map_dimensions_to_skills(
intent.get('dimensions', {}),
self.A_STOCK_DIMENSION_SKILL_MAP
)
# 2. 根据分析深度调整
depth = intent.get('analysis_depth', 'standard')
skills = self._apply_depth_strategy(skills, depth)
# 3. 解析依赖关系
skills = self._resolve_dependencies(skills)
# 4. 去重并排序
skills = list(set(skills))
sorted_skills = self._sort_by_priority(skills)
# 5. 构建执行计划
plan = {
'skills': [
{
'name': skill,
'params': self._get_skill_params(skill, intent),
'priority': self.SKILL_PRIORITY.get(skill, 5),
'required': True,
'reason': self._get_skill_reason(skill, intent)
}
for skill in sorted_skills
],
'execution_strategy': self._determine_strategy(sorted_skills),
'cache_strategy': 'use' if self.DEPTH_STRATEGY[depth]['use_cache'] else 'bypass'
}
logger.info(f"[A股] 技能规划完成: {[s['name'] for s in plan['skills']]}, 策略: {plan['execution_strategy']}")
return plan
def _plan_intl_stock_skills(self, intent: Dict[str, Any], market: str, stock_code: str, stock_name: str) -> Dict[str, Any]:
"""规划美股/港股技能"""
# 1. 根据维度映射技能
skills = self._map_dimensions_to_skills(
intent.get('dimensions', {}),
self.INTL_STOCK_DIMENSION_SKILL_MAP
)
# 2. 确保至少有 us_stock_analysis
if 'us_stock_analysis' not in skills:
skills.append('us_stock_analysis')
# 3. 去重并排序
skills = list(set(skills))
sorted_skills = self._sort_by_priority(skills)
# 4. 构建执行计划
depth = intent.get('analysis_depth', 'standard')
plan = {
'skills': [
{
'name': skill,
'params': self._get_intl_skill_params(skill, stock_code, stock_name),
'priority': self.SKILL_PRIORITY.get(skill, 5),
'required': skill == 'us_stock_analysis',
'reason': self._get_intl_skill_reason(skill, market)
}
for skill in sorted_skills
],
'execution_strategy': 'parallel',
'cache_strategy': 'use' if self.DEPTH_STRATEGY[depth]['use_cache'] else 'bypass'
}
logger.info(f"[{market}] 技能规划完成: {[s['name'] for s in plan['skills']]}, 策略: {plan['execution_strategy']}")
return plan
def _get_intl_skill_params(self, skill_name: str, stock_code: str, stock_name: str) -> Dict[str, Any]:
"""获取美股/港股技能参数"""
if skill_name == 'us_stock_analysis':
return {
'symbol': stock_code,
'analysis_type': 'comprehensive'
}
elif skill_name == 'brave_search':
return {
'query': f'{stock_name} 最新动态 财报',
'search_type': 'news',
'count': 5,
'freshness': 'pw'
}
return {}
def _get_intl_skill_reason(self, skill_name: str, market: str) -> str:
"""获取美股/港股技能调用原因"""
if skill_name == 'us_stock_analysis':
return f'获取{market}基础数据和技术指标'
elif skill_name == 'brave_search':
return '获取最新市场资讯和舆情'
return '提供分析数据'
def _map_dimensions_to_skills(self, dimensions: Dict[str, bool], skill_map: Dict) -> List[str]:
"""将用户关注维度映射到技能"""
skills = []
for dimension, enabled in dimensions.items():
if enabled and dimension in skill_map:
mapping = skill_map[dimension]
skills.extend(mapping['required'])
skills.extend(mapping['optional'])
return skills
def _apply_depth_strategy(self, skills: List[str], depth: str) -> List[str]:
"""根据分析深度调整技能列表"""
strategy = self.DEPTH_STRATEGY.get(depth, self.DEPTH_STRATEGY['standard'])
# 如果有最大技能数限制
if strategy['max_skills'] is not None and len(skills) > strategy['max_skills']:
# 按优先级保留前N个
sorted_skills = self._sort_by_priority(skills)
skills = sorted_skills[:strategy['max_skills']]
return skills
def _resolve_dependencies(self, skills: List[str]) -> List[str]:
"""解析技能依赖关系，自动添加依赖的技能"""
resolved_skills = set(skills)
for skill in skills:
if skill in self.SKILL_DEPENDENCIES:
dependencies = self.SKILL_DEPENDENCIES[skill]
resolved_skills.update(dependencies)
return list(resolved_skills)
def _sort_by_priority(self, skills: List[str]) -> List[str]:
"""按优先级排序技能"""
return sorted(skills, key=lambda s: self.SKILL_PRIORITY.get(s, 999))
def _determine_strategy(self, skills: List[str]) -> str:
"""确定执行策略（并行/串行）"""
# 如果技能数量少于等于3，使用并行
if len(skills) <= 3:
return 'parallel'
else:
# 技能较多时，按优先级分组并行
return 'parallel'
def _get_skill_params(self, skill_name: str, intent: Dict[str, Any]) -> Dict[str, Any]:
"""获取技能执行参数"""
params = {}
if skill_name == 'market_data':
params['data_type'] = 'quote'
elif skill_name == 'technical_analysis':
# 根据用户关注点决定指标
indicators = ['ma', 'macd']
specific_concerns = intent.get('specific_concerns', [])
if any('rsi' in concern.lower() for concern in specific_concerns):
indicators.append('rsi')
if any('kdj' in concern.lower() for concern in specific_concerns):
indicators.append('kdj')
if any('布林' in concern or 'boll' in concern.lower() for concern in specific_concerns):
indicators.append('boll')
params['indicators'] = indicators
elif skill_name == 'advanced_data':
# 根据维度决定数据类型
data_types = []
dimensions = intent.get('dimensions', {})
if dimensions.get('valuation'):
data_types.append('valuation')
if dimensions.get('money_flow'):
data_types.append('money_flow')
if not data_types:
data_types = ['valuation', 'money_flow']
params['data_types'] = data_types
elif skill_name == 'brave_search':
# 构建搜索查询
target = intent.get('target', {})
stock_name = target.get('stock_name', '')
stock_code = target.get('stock_code', '')
dimensions = intent.get('dimensions', {})
# 根据维度构建搜索关键词
search_keywords = []
if stock_name:
search_keywords.append(stock_name)
elif stock_code:
search_keywords.append(stock_code)
# 添加维度相关关键词
if dimensions.get('fundamental'):
search_keywords.append('财报 业绩')
if dimensions.get('news'):
search_keywords.append('最新消息')
if dimensions.get('risk'):
search_keywords.append('风险 预警')
# 如果没有特定维度，搜索一般新闻
if not any(dimensions.values()):
search_keywords.append('最新动态')
params['query'] = ' '.join(search_keywords)
params['search_type'] = 'news' # 默认搜索新闻
params['count'] = 5
params['freshness'] = 'pw' # 过去一周
return params
def _get_skill_reason(self, skill_name: str, intent: Dict[str, Any]) -> str:
"""获取调用该技能的原因"""
dimensions = intent.get('dimensions', {})
reasons = []
if skill_name == 'market_data':
if dimensions.get('price_trend'):
reasons.append('用户关注价格走势')
else:
reasons.append('获取基础行情数据')
elif skill_name == 'technical_analysis':
if dimensions.get('technical'):
reasons.append('用户关注技术指标')
else:
reasons.append('提供技术面分析')
elif skill_name == 'fundamental':
if dimensions.get('fundamental'):
reasons.append('用户关注基本面')
else:
reasons.append('提供公司基本信息')
elif skill_name == 'advanced_data':
if dimensions.get('valuation'):
reasons.append('用户关注估值')
if dimensions.get('money_flow'):
reasons.append('用户关注资金流向')
if not reasons:
reasons.append('提供高级财务数据')
elif skill_name == 'visualization':
reasons.append('生成K线图表')
elif skill_name == 'brave_search':
if dimensions.get('news'):
reasons.append('用户关注最新新闻')
elif dimensions.get('fundamental'):
reasons.append('搜索公司最新动态和财报信息')
elif dimensions.get('risk'):
reasons.append('搜索风险预警信息')
else:
reasons.append('获取最新市场资讯和舆情')
return ', '.join(reasons) if reasons else '提供分析数据'

3079
backend/app/agent/smart_agent.py
View File

File diff suppressed because it is too large Load Diff

212
backend/app/api/astock.py
View File

@ -1,212 +0,0 @@
"""
A股相关 API 路由
"""
from fastapi import APIRouter, HTTPException, BackgroundTasks
from typing import Dict, Any
from app.utils.logger import logger
from app.config import get_settings
router = APIRouter()
# 全局变量，用于访问智能体实例
_astock_agent_instance = None
def set_astock_agent(agent):
"""设置智能体实例（由 main.py 调用）"""
global _astock_agent_instance
_astock_agent_instance = agent
@router.get("/status")
async def get_astock_status() -> Dict[str, Any]:
"""
获取A股智能体状态
Returns:
智能体状态信息
"""
try:
if _astock_agent_instance is None:
return {
"enabled": False,
"message": "A股智能体未启用"
}
settings = get_settings()
return {
"enabled": True,
"running": _astock_agent_instance.running,
"selector_type": "short_term_thematic",
"description": "短期题材选股器（题材轮动 + 技术面确认 + 风险控制）",
"config": {
"min_market_cap": settings.astock_min_market_cap if hasattr(settings, 'astock_min_market_cap') else 50,
"max_market_cap": settings.astock_max_market_cap if hasattr(settings, 'astock_max_market_cap') else 500,
"change_threshold": settings.astock_change_threshold,
"top_n": settings.astock_top_n
}
}
except Exception as e:
logger.error(f"获取A股状态失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/select")
async def trigger_selection(background_tasks: BackgroundTasks) -> Dict[str, Any]:
"""
手动触发选股
Returns:
选股任务状态
"""
try:
if _astock_agent_instance is None:
raise HTTPException(status_code=400, detail="A股智能体未启用")
# 在后台执行选股任务
background_tasks.add_task(_astock_agent_instance.run_once)
return {
"success": True,
"message": "选股任务已提交，正在后台执行",
"note": "请查看通知或日志获取结果"
}
except HTTPException:
raise
except Exception as e:
logger.error(f"触发选股失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/select/sync")
async def trigger_selection_sync() -> Dict[str, Any]:
"""
手动触发选股（同步执行）
Returns:
选股结果
"""
try:
if _astock_agent_instance is None:
raise HTTPException(status_code=400, detail="A股智能体未启用")
# 同步执行选股
result = await _astock_agent_instance.run_once()
return {
"success": True,
"result": result
}
except HTTPException:
raise
except Exception as e:
logger.error(f"触发选股失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/config")
async def get_astock_config() -> Dict[str, Any]:
"""
获取A股选股配置
Returns:
配置信息
"""
try:
settings = get_settings()
return {
"selector": {
"type": "short_term_thematic",
"description": "短期题材选股器",
"strategy": "题材轮动 + 技术面确认 + 风险控制"
},
"screening": {
"min_market_cap": 50, # 最小市值（亿）
"max_market_cap": 500, # 最大市值（亿）
"min_turnover": 3.0, # 最小换手率（%）
"max_turnover": 15.0, # 最大换手率（%）
"sector_change_threshold": 2.0, # 板块涨幅阈值（%）
"volume_ratio_threshold": 1.2 # 量比阈值
},
"risk_control": {
"max_drawdown": 10.0, # 最大回撤（%）
"hard_stop_loss": -7.0, # 硬止损（%）
"max_single_position": 20, # 单票最大仓位（%）
"max_sector_position": 40, # 单行业最大仓位（%）
"max_total_position": 80 # 总仓位最大值（%）
},
"schedule": {
"enabled": settings.astock_monitor_enabled,
"time": "15:30", # 盘后运行
"timezone": "Asia/Shanghai"
},
"notifications": {
"dingtalk": settings.dingtalk_enabled,
"telegram": settings.telegram_enabled
}
}
except Exception as e:
logger.error(f"获取配置失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/sectors")
async def get_hot_sectors(limit: int = 10) -> Dict[str, Any]:
"""
获取当前异动板块
Args:
limit: 返回板块数量
Returns:
异动板块列表
"""
try:
from app.astock_agent.tushare_client import get_tushare_client
from app.config import get_settings
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
if not ts_client:
raise HTTPException(status_code=400, detail="Tushare客户端未初始化")
# 获取异动板块
sectors_df = ts_client.get_hot_sectors(threshold=2.0)
if sectors_df.empty:
return {
"success": True,
"count": 0,
"sectors": []
}
# 转换为列表格式
sectors = []
for _, row in sectors_df.head(limit).iterrows():
sectors.append({
"code": row['ts_code'],
"name": row['name'],
"change_pct": float(row['change_pct']),
"amount": float(row['amount']),
"amount_yi": float(row['amount']) / 100000000, # 转换为亿
"close": float(row['close'])
})
return {
"success": True,
"count": len(sectors),
"sectors": sectors
}
except HTTPException:
raise
except Exception as e:
logger.error(f"获取异动板块失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

64
backend/app/api/bitget_live.py
View File

@ -5,15 +5,15 @@ Bitget 实盘交易 API
from fastapi import APIRouter, HTTPException, Query
from typing import Optional
from app.services.bitget_live_trading_service import get_bitget_live_service
from app.services.bitget_live_trading_service import get_all_bitget_live_services, get_bitget_live_service
from app.utils.logger import logger
router = APIRouter(prefix="/api/bitget", tags=["Bitget"])
def _get_service():
service = get_bitget_live_service()
def _get_service(account_id: str = "default"):
service = get_bitget_live_service(account_id)
if service is None:
return None
return service
@ -65,11 +65,12 @@ async def get_account():
@router.get("/positions")
async def get_positions(
symbol: Optional[str] = Query(None, description="币种筛选，如 BTC")
symbol: Optional[str] = Query(None, description="币种筛选，如 BTC"),
account_id: str = Query("default", description="Bitget 账号 ID")
):
"""获取 Bitget 持仓信息"""
try:
service = _get_service()
service = _get_service(account_id)
if service is None:
return {"success": True, "enabled": False, "positions": []}
@ -103,11 +104,12 @@ async def get_positions(
@router.get("/orders")
async def get_orders(
symbol: Optional[str] = Query(None, description="币种筛选，如 BTC")
symbol: Optional[str] = Query(None, description="币种筛选，如 BTC"),
account_id: str = Query("default", description="Bitget 账号 ID")
):
"""获取 Bitget 挂单信息"""
try:
service = _get_service()
service = _get_service(account_id)
if service is None:
return {"success": True, "enabled": False, "orders": []}
@ -137,24 +139,25 @@ async def get_orders(
async def get_summary():
"""获取 Bitget 交易摘要"""
try:
services = get_all_bitget_live_services()
if not services:
service = _get_service()
if service is None:
return {"success": True, "enabled": False, "message": "Bitget 服务未启用"}
services = {"default": service} if service else {}
if not services:
return {"success": True, "enabled": False, "message": "Bitget 服务未启用"}
accounts = []
for account_id, service in services.items():
state = service.get_account_state()
positions = service.get_open_positions()
orders = service.get_open_orders()
total_position_value = sum(abs(p["size"]) * p["entry_price"] for p in positions)
current_leverage = total_position_value / state["account_value"] if state["account_value"] > 0 else 0
drawdown = 0
if service.initial_balance and service.initial_balance > 0:
drawdown = (service.initial_balance - state["account_value"]) / service.initial_balance
return {
"success": True,
"enabled": True,
"data": {
accounts.append({
"account_id": account_id,
"account": {
"account_value": state["account_value"],
"available_balance": state["available_balance"],
@ -173,6 +176,37 @@ async def get_summary():
"drawdown": drawdown * 100,
"circuit_breaker_threshold": service.circuit_breaker_drawdown * 100,
},
})
total_account_value = sum(item["account"]["account_value"] for item in accounts)
total_available = sum(item["account"]["available_balance"] for item in accounts)
total_margin = sum(item["account"]["total_margin_used"] for item in accounts)
total_positions = sum(item["positions"]["count"] for item in accounts)
total_position_value = sum(item["positions"]["total_value"] for item in accounts)
total_orders = sum(item["orders"]["count"] for item in accounts)
return {
"success": True,
"enabled": True,
"data": {
"account": {
"account_value": total_account_value,
"available_balance": total_available,
"total_margin_used": total_margin,
},
"positions": {"count": total_positions, "total_value": total_position_value},
"orders": {
"count": total_orders,
"entry_orders": sum(item["orders"]["entry_orders"] for item in accounts),
"tp_sl_orders": sum(item["orders"]["tp_sl_orders"] for item in accounts),
},
"risk": {
"current_leverage": total_position_value / total_account_value if total_account_value > 0 else 0,
"max_leverage": max((item["risk"]["max_leverage"] for item in accounts), default=0),
"leverage_utilization": 0,
"drawdown": max((item["risk"]["drawdown"] for item in accounts), default=0),
"circuit_breaker_threshold": max((item["risk"]["circuit_breaker_threshold"] for item in accounts), default=0),
},
"accounts": accounts,
}
}
except Exception as e:

133
backend/app/api/chat.py
View File

@ -1,133 +0,0 @@
"""
对话API路由
"""
from fastapi import APIRouter, HTTPException, Depends
from fastapi.responses import StreamingResponse
from typing import Optional
import uuid
import json
import asyncio
from app.models.chat import ChatRequest, ChatResponse
from app.models.database import User
from app.agent.smart_agent import smart_agent # 使用智能Agent
from app.middleware.auth_middleware import get_current_user
from app.utils.logger import logger
router = APIRouter()
@router.post("/message", response_model=ChatResponse)
async def send_message(request: ChatRequest):
"""
发送消息给Agent
Args:
request: 聊天请求
Returns:
Agent响应
"""
try:
# 生成或使用现有session_id
session_id = request.session_id or str(uuid.uuid4())
# 处理消息（使用智能Agent）
response = await smart_agent.process_message(
message=request.message,
session_id=session_id,
user_id=request.user_id
)
return ChatResponse(
message=response["message"],
session_id=session_id,
metadata=response.get("metadata")
)
except Exception as e:
logger.error(f"处理消息失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/history/{session_id}")
async def get_history(session_id: str, limit: int = 50):
"""
获取对话历史
Args:
session_id: 会话ID
limit: 最大消息数
Returns:
对话历史
"""
try:
context = smart_agent.context_manager.get_context(session_id)
return {
"session_id": session_id,
"messages": context
}
except Exception as e:
logger.error(f"获取历史失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/message/stream")
async def send_message_stream(
request: ChatRequest,
current_user: User = Depends(get_current_user)
):
"""
流式发送消息给Agent
Args:
request: 聊天请求
current_user: 当前登录用户
Returns:
Server-Sent Events 流式响应
"""
try:
# 生成或使用现有session_id
session_id = request.session_id or str(uuid.uuid4())
async def event_generator():
"""生成SSE事件流"""
try:
# 发送session_id
yield f"data: {json.dumps({'type': 'session_id', 'session_id': session_id})}\n\n"
# 添加小延迟确保数据被发送
await asyncio.sleep(0.01)
# 处理消息并流式返回（使用真实用户ID）
async for chunk in smart_agent.process_message_stream(
message=request.message,
session_id=session_id,
user_id=str(current_user.id)
):
yield f"data: {json.dumps({'type': 'content', 'content': chunk})}\n\n"
# 添加小延迟，让浏览器有机会接收数据
await asyncio.sleep(0.001)
# 发送完成信号
yield f"data: {json.dumps({'type': 'done'})}\n\n"
except Exception as e:
logger.error(f"流式处理消息失败: {e}")
yield f"data: {json.dumps({'type': 'error', 'error': str(e)})}\n\n"
return StreamingResponse(
event_generator(),
media_type="text/event-stream",
headers={
"Cache-Control": "no-cache",
"Connection": "keep-alive",
"X-Accel-Buffering": "no",
"Transfer-Encoding": "chunked"
}
)
except Exception as e:
logger.error(f"创建流式响应失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

179
backend/app/api/news.py
View File

@ -1,179 +0,0 @@
"""
新闻 API - 提供新闻查询接口
"""
from fastapi import APIRouter, HTTPException, Query
from typing import Dict, List, Optional, Any
from app.news_agent.news_agent import get_news_agent
from app.news_agent.news_db_service import get_news_db_service
from app.utils.logger import logger
router = APIRouter(prefix="/api/news", tags=["新闻管理"])
@router.get("/articles")
async def get_articles(
category: Optional[str] = Query(None, description="分类过滤 (crypto/stock)"),
limit: int = Query(50, ge=1, le=200, description="返回数量限制"),
hours: int = Query(24, ge=1, le=168, description="查询最近多少小时")
) -> Dict[str, Any]:
"""
获取新闻文章列表
Args:
category: 分类过滤
limit: 返回数量限制
hours: 查询最近多少小时
Returns:
文章列表
"""
try:
db_service = get_news_db_service()
articles = db_service.get_latest_articles(
category=category,
limit=limit,
hours=hours
)
return {
'success': True,
'articles': articles,
'count': len(articles)
}
except Exception as e:
logger.error(f"获取新闻文章失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/stats")
async def get_news_stats(
hours: int = Query(24, ge=1, le=168, description="统计最近多少小时")
) -> Dict[str, Any]:
"""
获取新闻统计信息
Args:
hours: 统计最近多少小时
Returns:
统计数据
"""
try:
news_agent = get_news_agent()
agent_stats = news_agent.get_stats()
db_service = get_news_db_service()
db_stats = db_service.get_stats(hours=hours)
return {
'success': True,
'agent': agent_stats,
'database': db_stats
}
except Exception as e:
logger.error(f"获取新闻统计失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/fetch")
async def manual_fetch(
category: Optional[str] = Query(None, description="分类过滤 (crypto/stock)")
) -> Dict[str, Any]:
"""
手动触发新闻抓取
Args:
category: 分类过滤
Returns:
抓取结果
"""
try:
news_agent = get_news_agent()
result = await news_agent.manual_fetch(category)
return {
'success': True,
**result
}
except Exception as e:
logger.error(f"手动抓取新闻失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/high-priority")
async def get_high_priority_articles(
limit: int = Query(20, ge=1, le=100, description="返回数量限制"),
min_priority: float = Query(40.0, description="最低优先级分数"),
hours: int = Query(24, ge=1, le=168, description="查询最近多少小时")
) -> Dict[str, Any]:
"""
获取高优先级文章
Args:
limit: 返回数量限制
min_priority: 最低优先级分数
hours: 查询最近多少小时
Returns:
高优先级文章列表
"""
try:
db_service = get_news_db_service()
articles = db_service.get_high_priority_articles(
limit=limit,
min_priority=min_priority,
hours=hours
)
return {
'success': True,
'articles': [article.to_dict() for article in articles],
'count': len(articles)
}
except Exception as e:
logger.error(f"获取高优先级文章失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/sources")
async def get_news_sources() -> Dict[str, Any]:
"""
获取新闻源配置
Returns:
新闻源列表
"""
try:
from app.news_agent.sources import CRYPTO_NEWS_SOURCES, STOCK_NEWS_SOURCES
# 只返回基本信息，隐藏敏感配置
crypto_sources = [
{
'name': s['name'],
'category': s['category'],
'enabled': s['enabled']
}
for s in CRYPTO_NEWS_SOURCES
]
stock_sources = [
{
'name': s['name'],
'category': s['category'],
'enabled': s['enabled']
}
for s in STOCK_NEWS_SOURCES
]
return {
'success': True,
'crypto': crypto_sources,
'stock': stock_sources,
'total': len(crypto_sources) + len(stock_sources)
}
except Exception as e:
logger.error(f"获取新闻源失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

51
backend/app/api/paper_trading.py
View File

@ -31,6 +31,14 @@ class DeleteOrdersRequest(BaseModel):
class ResumePlatformRequest(BaseModel):
"""恢复平台执行请求"""
platform: str
target_key: Optional[str] = None
class ExecutionControlRequest(BaseModel):
"""执行目标自动交易开关请求"""
target_key: str
enabled: bool
reason: Optional[str] = None
class OrderResponse(BaseModel):
@ -239,16 +247,55 @@ async def get_platform_halts():
raise HTTPException(status_code=500, detail=str(e))
@router.get("/execution-controls")
async def get_execution_controls():
"""获取目标级自动交易开关状态"""
try:
agent = get_crypto_agent()
return {
"success": True,
"execution_controls": agent.get_target_execution_status(),
}
except Exception as e:
logger.error(f"获取自动交易控制状态失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/execution-controls")
async def set_execution_controls(request: ExecutionControlRequest):
"""设置目标级自动交易开关"""
try:
agent = get_crypto_agent()
result = agent.set_target_execution_enabled(
target_key=request.target_key,
enabled=request.enabled,
reason=request.reason or "",
)
return {
"success": True,
"message": f"{request.target_key} 自动交易已{'开启' if request.enabled else '关闭'}",
"target_key": request.target_key,
"status": result,
}
except ValueError as e:
raise HTTPException(status_code=400, detail=str(e))
except Exception as e:
logger.error(f"设置自动交易控制状态失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/platform-halts/resume")
async def resume_platform(request: ResumePlatformRequest):
"""手动恢复指定平台执行"""
try:
agent = get_crypto_agent()
result = agent.resume_platform(request.platform)
target = request.target_key or request.platform
result = agent.resume_platform(target)
return {
"success": True,
"message": f"{request.platform} 已恢复执行",
"message": f"{target} 已恢复执行",
"platform": request.platform,
"target_key": target,
"status": result,
}
except ValueError as e:

90
backend/app/api/signals.py
View File

@ -1,5 +1,5 @@
"""
信号 API - 提供加密货币和美股信号查询接口（数据库版本）
信号 API - 提供加密货币信号查询接口
"""
from fastapi import APIRouter, HTTPException, Query
from typing import Dict, List, Optional, Any
@ -53,91 +53,13 @@ async def get_crypto_signals(
raise HTTPException(status_code=500, detail=str(e))
@router.get("/stock")
async def get_stock_signals(
limit: int = Query(50, ge=1, le=200, description="返回数量限制"),
symbol: Optional[str] = Query(None, description="过滤指定股票"),
days: int = Query(7, ge=1, le=30, description="查询最近多少天的信号")
) -> Dict[str, Any]:
"""
获取美股信号列表
Args:
limit: 返回数量限制（默认50）
symbol: 过滤指定股票
days: 查询最近多少天的信号（默认7天）
Returns:
信号列表
"""
try:
service = get_signal_db_service()
if symbol:
# 获取指定股票的最新信号
signal = service.get_latest_signal('stock', symbol)
return {
'success': True,
'symbol': symbol,
'signal': signal,
'count': 1 if signal else 0
}
else:
# 获取所有信号
signals = service.get_stock_signals(limit=limit, days=days)
return {
'success': True,
'signals': signals,
'count': len(signals)
}
except Exception as e:
logger.error(f"获取美股信号失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/all")
async def get_all_signals(
limit: int = Query(50, ge=1, le=200, description="每种类型返回数量限制"),
days: int = Query(7, ge=1, le=30, description="查询最近多少天的信号")
) -> Dict[str, Any]:
"""
获取所有信号（加密货币 + 美股）
Args:
limit: 每种类型返回数量限制（默认50）
days: 查询最近多少天的信号（默认7天）
Returns:
所有信号
"""
try:
service = get_signal_db_service()
signals = service.get_all_signals(limit=limit, days=days)
return {
'success': True,
'crypto': {
'signals': signals['crypto'],
'count': len(signals['crypto'])
},
'stock': {
'signals': signals['stock'],
'count': len(signals['stock'])
},
'total_count': len(signals['crypto']) + len(signals['stock'])
}
except Exception as e:
logger.error(f"获取所有信号失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/latest")
async def get_latest_signals(
limit: int = Query(20, ge=1, le=100, description="返回数量限制"),
days: int = Query(7, ge=1, le=30, description="查询最近多少天的信号")
) -> Dict[str, Any]:
"""
获取最新的所有信号（按时间排序）
获取最新的加密货币信号（按时间排序）
Args:
limit: 返回数量限制（默认20）
@ -148,7 +70,7 @@ async def get_latest_signals(
"""
try:
service = get_signal_db_service()
signals = service.get_latest_signals(limit=limit, days=days)
signals = service.get_crypto_signals(limit=limit, days=days)
return {
'success': True,
@ -179,7 +101,11 @@ async def get_signal_stats(
return {
'success': True,
**stats
**{
'crypto': stats.get('crypto', {'total': 0, 'buy': 0, 'sell': 0, 'recent_24h': 0}),
'grades': stats.get('grades', {}),
'total': stats.get('crypto', {}).get('total', 0),
}
}
except Exception as e:
logger.error(f"获取信号统计失败: {e}")

99
backend/app/api/skills.py
View File

@ -1,99 +0,0 @@
"""
技能管理API路由
"""
from fastapi import APIRouter, HTTPException
from pydantic import BaseModel
from app.agent.skill_manager import skill_manager
from app.utils.logger import logger
router = APIRouter()
class ToggleRequest(BaseModel):
enabled: bool
@router.get("/")
async def list_skills():
"""
获取所有技能列表
Returns:
技能信息列表
"""
try:
skills_info = skill_manager.get_skills_info()
return skills_info # 直接返回数组
except Exception as e:
logger.error(f"获取技能列表失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/{skill_name}/toggle")
async def toggle_skill(skill_name: str, request: ToggleRequest):
"""
切换技能状态
Args:
skill_name: 技能名称
request: 包含enabled字段的请求体
Returns:
操作结果
"""
try:
if request.enabled:
success = skill_manager.enable_skill(skill_name)
message = f"技能 {skill_name} 已启用"
else:
success = skill_manager.disable_skill(skill_name)
message = f"技能 {skill_name} 已禁用"
if not success:
raise HTTPException(status_code=404, detail="技能不存在")
return {"message": message, "success": True}
except Exception as e:
logger.error(f"切换技能失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/{skill_name}/enable")
async def enable_skill(skill_name: str):
"""
启用技能
Args:
skill_name: 技能名称
Returns:
操作结果
"""
try:
success = skill_manager.enable_skill(skill_name)
if not success:
raise HTTPException(status_code=404, detail="技能不存在")
return {"message": f"技能 {skill_name} 已启用"}
except Exception as e:
logger.error(f"启用技能失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/{skill_name}/disable")
async def disable_skill(skill_name: str):
"""
禁用技能
Args:
skill_name: 技能名称
Returns:
操作结果
"""
try:
success = skill_manager.disable_skill(skill_name)
if not success:
raise HTTPException(status_code=404, detail="技能不存在")
return {"message": f"技能 {skill_name} 已禁用"}
except Exception as e:
logger.error(f"禁用技能失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

132
backend/app/api/stock.py
View File

@ -1,132 +0,0 @@
"""
股票数据API路由
"""
from fastapi import APIRouter, HTTPException, Query
from typing import Optional
from app.services.tushare_service import tushare_service
from app.utils.logger import logger
router = APIRouter()
@router.post("/sector/check")
async def trigger_sector_check():
"""
手动触发板块异动检查
Returns:
检查结果
"""
try:
from app.main import _astock_monitor_instance
from app.config import get_settings
if not _astock_monitor_instance:
# 创建临时监控实例
from app.astock_agent import SectorMonitor
settings = get_settings()
monitor = SectorMonitor(
change_threshold=settings.astock_change_threshold,
top_n=settings.astock_top_n,
enable_notifier=False # 手动触发不发送通知
)
result = await monitor.check_once()
return result
else:
result = await _astock_monitor_instance.check_once()
return result
except Exception as e:
logger.error(f"手动触发板块检查失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/sector/stats")
async def get_sector_stats():
"""
获取板块监控统计信息
Returns:
统计信息
"""
try:
from app.main import _astock_monitor_instance
if not _astock_monitor_instance:
return {"error": "板块监控未运行"}
stats = _astock_monitor_instance.get_stats()
return stats
except Exception as e:
logger.error(f"获取板块统计失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/quote/{stock_code}")
async def get_quote(stock_code: str):
"""
获取股票实时行情
Args:
stock_code: 股票代码
Returns:
行情数据
"""
try:
quote = tushare_service.get_realtime_quote(stock_code)
if not quote:
raise HTTPException(status_code=404, detail="未找到股票数据")
return quote
except Exception as e:
logger.error(f"获取行情失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/kline/{stock_code}")
async def get_kline(
stock_code: str,
start_date: Optional[str] = Query(None, description="开始日期YYYYMMDD"),
end_date: Optional[str] = Query(None, description="结束日期YYYYMMDD"),
period: str = Query("D", description="周期D/W/M")
):
"""
获取K线数据
Args:
stock_code: 股票代码
start_date: 开始日期
end_date: 结束日期
period: 周期
Returns:
K线数据
"""
try:
kline = tushare_service.get_kline_data(stock_code, start_date, end_date, period)
if not kline:
raise HTTPException(status_code=404, detail="未找到K线数据")
return {"kline_data": kline}
except Exception as e:
logger.error(f"获取K线失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/basic/{stock_code}")
async def get_basic(stock_code: str):
"""
获取股票基本信息
Args:
stock_code: 股票代码
Returns:
基本信息
"""
try:
basic = tushare_service.get_stock_basic(stock_code)
if not basic:
raise HTTPException(status_code=404, detail="未找到股票信息")
return basic
except Exception as e:
logger.error(f"获取基本信息失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

131
backend/app/api/stocks.py
View File

@ -1,131 +0,0 @@
"""
美股相关 API 路由
"""
from fastapi import APIRouter, HTTPException
from typing import Dict, Any, List
from app.utils.logger import logger
from app.config import get_settings
router = APIRouter()
# 全局变量，用于访问智能体实例
_stock_agent_instance = None
def set_stock_agent(agent):
"""设置智能体实例（由 main.py 调用）"""
global _stock_agent_instance
_stock_agent_instance = agent
@router.get("/status")
async def get_stock_status() -> Dict[str, Any]:
"""
获取美股智能体状态
Returns:
智能体状态信息
"""
try:
if _stock_agent_instance is None:
return {
"enabled": False,
"message": "美股智能体未启用"
}
status = _stock_agent_instance.get_status()
status["enabled"] = True
return status
except Exception as e:
logger.error(f"获取美股状态失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/symbols")
async def get_stock_symbols() -> Dict[str, Any]:
"""
获取当前监控的股票列表
Returns:
股票列表
"""
try:
settings = get_settings()
symbols = settings.stock_symbols.split(',') if settings.stock_symbols else []
return {
"symbols": symbols,
"count": len(symbols)
}
except Exception as e:
logger.error(f"获取股票列表失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.post("/analyze/{symbol}")
async def analyze_stock(symbol: str) -> Dict[str, Any]:
"""
手动触发分析指定股票
Args:
symbol: 股票代码，如 'AAPL'
Returns:
分析结果
"""
try:
if _stock_agent_instance is None:
raise HTTPException(status_code=400, detail="美股智能体未启用")
# 执行单次分析
result = await _stock_agent_instance.analyze_once(symbol)
if "error" in result:
raise HTTPException(status_code=400, detail=result["error"])
return {
"success": True,
"symbol": symbol,
"result": result
}
except HTTPException:
raise
except Exception as e:
logger.error(f"分析 {symbol} 失败: {e}")
raise HTTPException(status_code=500, detail=str(e))
@router.get("/quote/{symbol}")
async def get_stock_quote(symbol: str) -> Dict[str, Any]:
"""
获取股票实时行情
Args:
symbol: 股票代码
Returns:
行情数据
"""
try:
from app.services.yfinance_service import get_yfinance_service
yf_service = get_yfinance_service()
quote = yf_service.get_ticker(symbol.upper())
if quote is None:
raise HTTPException(status_code=404, detail=f"无法获取 {symbol} 的行情")
return {
"success": True,
"symbol": symbol.upper(),
"quote": quote
}
except HTTPException:
raise
except Exception as e:
logger.error(f"获取 {symbol} 行情失败: {e}")
raise HTTPException(status_code=500, detail=str(e))

143
backend/app/api/system.py
View File

@ -10,7 +10,7 @@ from app.utils.system_status import get_system_monitor
from app.crypto_agent.crypto_agent import get_crypto_agent
from app.services.signal_database_service import get_signal_db_service
from app.services.paper_trading_service import get_paper_trading_service
from app.services.bitget_live_trading_service import get_bitget_live_service
from app.services.bitget_live_trading_service import get_all_bitget_live_services, get_bitget_live_service
router = APIRouter()
@ -114,6 +114,7 @@ def _normalize_platform_order(platform: str, order: Dict[str, Any]) -> Dict[str,
return {
"platform": platform,
"account_id": order.get("account_id"),
"symbol": symbol,
"side": side,
"category": category,
@ -132,6 +133,44 @@ def _normalize_platform_order(platform: str, order: Dict[str, Any]) -> Dict[str,
}
def _build_bitget_account_summary(account_id: str, service: Any) -> Dict[str, Any]:
bg_account = service.get_account_state()
bg_positions = service.get_open_positions()
bg_orders = service.get_open_orders()
bg_total_position_value = sum(abs(p["size"]) * p["entry_price"] for p in bg_positions)
bg_drawdown = 0.0
if service.initial_balance and service.initial_balance > 0:
bg_drawdown = (service.initial_balance - bg_account["account_value"]) / service.initial_balance * 100
return {
"account_id": account_id,
"enabled": True,
"account": {
"account_value": bg_account.get("account_value", 0),
"available_balance": bg_account.get("available_balance", 0),
"total_margin_used": bg_account.get("total_margin_used", 0),
"initial_balance": service.initial_balance,
},
"positions": {
"count": len(bg_positions),
"total_value": bg_total_position_value,
"items": bg_positions[:8],
},
"orders": {
"count": len(bg_orders),
"entry_orders": len([o for o in bg_orders if not o.get("is_reduce_only")]),
"tp_sl_orders": len([o for o in bg_orders if o.get("is_reduce_only")]),
"items": bg_orders[:8],
},
"risk": {
"current_leverage": bg_total_position_value / bg_account["account_value"] if bg_account.get("account_value", 0) > 0 else 0,
"max_leverage": service.max_total_leverage,
"drawdown_percent": bg_drawdown,
"circuit_breaker_threshold": service.circuit_breaker_drawdown * 100,
},
}
def _build_attention_items(
platform_halts: Dict[str, Any],
platforms: Dict[str, Any],
@ -269,7 +308,7 @@ async def get_agent_status(agent_id: str):
获取指定 Agent 的详细状态
Args:
agent_id: Agent ID (如: crypto_agent, stock_agent)
agent_id: Agent ID (如: crypto_agent)
"""
try:
monitor = get_system_monitor()
@ -304,7 +343,7 @@ async def get_console_snapshot():
signal_db = get_signal_db_service()
signal_stats = signal_db.get_signal_stats(days=7)
latest_signals = signal_db.get_latest_signals(limit=12, days=3)
latest_signals = signal_db.get_crypto_signals(limit=12, days=3)
crypto_agent = get_crypto_agent()
crypto_status = crypto_agent.get_status()
@ -316,43 +355,66 @@ async def get_console_snapshot():
paper_pending = [o for o in paper_orders if o.get('status') == 'pending']
paper_stats = paper_service.calculate_statistics()
bitget_service = get_bitget_live_service()
bitget_summary = {"enabled": False}
if bitget_service is not None:
bg_account = bitget_service.get_account_state()
bg_positions = bitget_service.get_open_positions()
bg_orders = bitget_service.get_open_orders()
bg_total_position_value = sum(abs(p["size"]) * p["entry_price"] for p in bg_positions)
bg_drawdown = 0.0
if bitget_service.initial_balance and bitget_service.initial_balance > 0:
bg_drawdown = (bitget_service.initial_balance - bg_account["account_value"]) / bitget_service.initial_balance * 100
bitget_services = get_all_bitget_live_services()
if not bitget_services:
default_bitget = get_bitget_live_service()
if default_bitget:
bitget_services = {"default": default_bitget}
bitget_accounts = []
for account_id, service in bitget_services.items():
try:
bitget_accounts.append(_build_bitget_account_summary(account_id, service))
except Exception as exc:
logger.error(f"获取 Bitget 账号摘要失败: account={account_id} error={exc}")
if bitget_accounts:
total_account_value = sum(item["account"]["account_value"] for item in bitget_accounts)
total_available_balance = sum(item["account"]["available_balance"] for item in bitget_accounts)
total_margin_used = sum(item["account"]["total_margin_used"] for item in bitget_accounts)
total_positions_count = sum(item["positions"]["count"] for item in bitget_accounts)
total_position_value = sum(item["positions"]["total_value"] for item in bitget_accounts)
total_orders_count = sum(item["orders"]["count"] for item in bitget_accounts)
total_entry_orders = sum(item["orders"]["entry_orders"] for item in bitget_accounts)
total_tp_sl_orders = sum(item["orders"]["tp_sl_orders"] for item in bitget_accounts)
leverage_weight = total_account_value if total_account_value > 0 else len(bitget_accounts)
weighted_drawdown = sum(
item["risk"]["drawdown_percent"] * (
item["account"]["account_value"] if total_account_value > 0 else 1
)
for item in bitget_accounts
) / leverage_weight if leverage_weight > 0 else 0
max_leverage = max((item["risk"]["max_leverage"] for item in bitget_accounts), default=0)
breaker_threshold = max((item["risk"]["circuit_breaker_threshold"] for item in bitget_accounts), default=0)
bitget_summary = {
"enabled": True,
"accounts": bitget_accounts,
"account": {
"account_value": bg_account.get("account_value", 0),
"available_balance": bg_account.get("available_balance", 0),
"total_margin_used": bg_account.get("total_margin_used", 0),
"initial_balance": bitget_service.initial_balance,
"account_value": total_account_value,
"available_balance": total_available_balance,
"total_margin_used": total_margin_used,
},
"positions": {
"count": len(bg_positions),
"total_value": bg_total_position_value,
"items": bg_positions[:8],
"count": total_positions_count,
"total_value": total_position_value,
"items": [item for account in bitget_accounts for item in account["positions"]["items"]][:12],
},
"orders": {
"count": len(bg_orders),
"entry_orders": len([o for o in bg_orders if not o.get("is_reduce_only")]),
"tp_sl_orders": len([o for o in bg_orders if o.get("is_reduce_only")]),
"items": bg_orders[:8],
"count": total_orders_count,
"entry_orders": total_entry_orders,
"tp_sl_orders": total_tp_sl_orders,
"items": [item for account in bitget_accounts for item in account["orders"]["items"]][:12],
},
"risk": {
"current_leverage": bg_total_position_value / bg_account["account_value"] if bg_account.get("account_value", 0) > 0 else 0,
"max_leverage": bitget_service.max_total_leverage,
"drawdown_percent": bg_drawdown,
"circuit_breaker_threshold": bitget_service.circuit_breaker_drawdown * 100,
"current_leverage": total_position_value / total_account_value if total_account_value > 0 else 0,
"max_leverage": max_leverage,
"drawdown_percent": weighted_drawdown,
"circuit_breaker_threshold": breaker_threshold,
},
}
else:
bitget_summary = {"enabled": False, "accounts": []}
recent_cutoff = now - timedelta(minutes=30)
recent_signal_count = sum(
@ -370,14 +432,17 @@ async def get_console_snapshot():
for order in paper_pending[:12]
]
bitget_position_items = [
_normalize_platform_position("bitget", pos)
for pos in (bg_positions[:12] if bitget_service is not None else [])
]
bitget_order_items = [
_normalize_platform_order("bitget", order)
for order in (bg_orders[:12] if bitget_service is not None else [])
]
bitget_position_items = []
bitget_order_items = []
for account in bitget_accounts:
for pos in account["positions"]["items"][:12]:
normalized = _normalize_platform_position("bitget", pos)
normalized["account_id"] = account["account_id"]
bitget_position_items.append(normalized)
for order in account["orders"]["items"][:12]:
enriched_order = dict(order)
enriched_order["account_id"] = account["account_id"]
bitget_order_items.append(_normalize_platform_order("bitget", enriched_order))
unified_positions = sorted(
paper_position_items + bitget_position_items,
@ -437,7 +502,11 @@ async def get_console_snapshot():
"crypto_agent": crypto_status,
"execution_events": execution_events,
"signals": {
"stats_7d": signal_stats,
"stats_7d": {
"crypto": signal_stats.get("crypto", {"total": 0, "buy": 0, "sell": 0, "recent_24h": 0}),
"grades": signal_stats.get("grades", {}),
"total": signal_stats.get("crypto", {}).get("total", 0),
},
"latest": latest_signals,
"recent_30m_count": recent_signal_count,
},

22
backend/app/astock_agent/__init__.py
View File

@ -1,22 +0,0 @@
"""
A 股板块异动监控 Agent
提供 Tushare 数据源版本
"""
from .sector_monitor import SectorMonitor
from .tushare_client import TushareClient, get_tushare_client
from .tushare_sector_analyzer import TushareSectorAnalyzer
from .tushare_stock_selector import TushareStockSelector
from .short_term_thematic_selector import ShortTermThematicSelector, get_thematic_selector
from .astock_agent import AStockAgent, get_astock_agent
__all__ = [
'SectorMonitor',
'TushareClient',
'get_tushare_client',
'TushareSectorAnalyzer',
'TushareStockSelector',
'ShortTermThematicSelector',
'get_thematic_selector',
'AStockAgent',
'get_astock_agent',
]

234
backend/app/astock_agent/akshare_client.py
View File

@ -1,234 +0,0 @@
"""
Akshare 数据封装
提供 A 股板块、个股行情数据获取接口
支持概念板块和行业板块
"""
import os
import time
import akshare as ak
import pandas as pd
from typing import Dict, List, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
# 禁用全局代理设置
os.environ.pop('HTTP_PROXY', None)
os.environ.pop('HTTPS_PROXY', None)
os.environ.pop('http_proxy', None)
os.environ.pop('https_proxy', None)
# Monkey patch requests 以禁用代理
import requests
_original_session_init = requests.Session.__init__
def _patched_session_init(self, *args, **kwargs):
_original_session_init(self, *args, **kwargs)
self.trust_env = False
self.proxies = {'http': None, 'https': None}
requests.Session.__init__ = _patched_session_init
class AkshareClient:
"""Akshare 数据客户端"""
# 缓存数据，避免频繁请求
_cache = {}
_cache_time = {}
_last_request_time = 0
def __init__(self):
"""初始化客户端"""
self.cache_ttl = 60 # 缓存60秒
self.request_delay = 1.0 # 请求间隔（秒）
self.max_retries = 3 # 最大重试次数
def _get_cached(self, key: str, fetch_func) -> pd.DataFrame:
"""获取缓存数据，支持重试"""
now = datetime.now()
# 检查缓存
if key in self._cache:
cache_time = self._cache_time.get(key)
if cache_time and (now - cache_time).seconds < self.cache_ttl:
logger.debug(f"使用缓存数据: {key}")
return self._cache[key]
# 请求限流
elapsed = now.timestamp() - self._last_request_time
if elapsed < self.request_delay:
time.sleep(self.request_delay - elapsed)
# 重试逻辑
last_error = None
for attempt in range(self.max_retries):
try:
self._last_request_time = time.time()
df = fetch_func()
if df is not None and not df.empty:
self._cache[key] = df
self._cache_time[key] = now
logger.debug(f"获取数据成功: {key}")
return df
except Exception as e:
last_error = e
error_msg = str(e)
# 判断错误类型
if 'Connection' in error_msg or 'RemoteDisconnected' in error_msg:
# 连接错误，指数退避重试
if attempt < self.max_retries - 1:
wait_time = (2 ** attempt) * 2 # 2, 4, 8秒
logger.warning(
f"获取数据失败 {key} (尝试 {attempt + 1}/{self.max_retries}): {e}，"
f"等待 {wait_time}秒后重试..."
)
time.sleep(wait_time)
continue
# 其他错误或重试次数用尽
logger.error(f"获取数据失败 {key}: {e}")
break
return pd.DataFrame()
def get_concept_spot(self) -> pd.DataFrame:
"""
获取概念板块行情（实时）
Returns:
概念板块行情数据
"""
def fetch():
# stock_board_concept_name_em - 东方财富概念板块行情
return ak.stock_board_concept_name_em()
return self._get_cached('concept_spot', fetch)
def get_industry_spot(self) -> pd.DataFrame:
"""
获取行业板块行情（实时）
Returns:
行业板块行情数据
"""
def fetch():
# stock_board_industry_name_em - 东方财富行业板块行情
return ak.stock_board_industry_name_em()
return self._get_cached('industry_spot', fetch)
def get_concept_stocks(self, sector_name: str) -> pd.DataFrame:
"""
获取概念板块成分股
Args:
sector_name: 板块名称
Returns:
成分股数据
"""
def fetch():
# stock_board_concept_cons_em - 概念板块成分股
df = ak.stock_board_concept_cons_em(symbol=sector_name)
return df if df is not None else pd.DataFrame()
return self._get_cached(f'concept_stocks_{sector_name}', fetch)
def get_industry_stocks(self, sector_name: str) -> pd.DataFrame:
"""
获取行业板块成分股
Args:
sector_name: 板块名称
Returns:
成分股数据
"""
def fetch():
# stock_board_industry_cons_em - 行业板块成分股
df = ak.stock_board_industry_cons_em(symbol=sector_name)
return df if df is not None else pd.DataFrame()
return self._get_cached(f'industry_stocks_{sector_name}', fetch)
def get_stock_spot(self) -> pd.DataFrame:
"""
获取 A 股实时行情
Returns:
A 股实时行情数据
"""
def fetch():
return ak.stock_zh_a_spot_em()
return self._get_cached('stock_spot', fetch)
def get_stock_fund_flow(self, symbol: str) -> pd.DataFrame:
"""
获取个股资金流向
Args:
symbol: 股票代码
Returns:
资金流向数据
"""
def fetch():
return ak.stock_individual_fund_flow(
stock=symbol,
market="sh" if symbol.startswith('6') else "sz"
)
return self._get_cached(f'fund_flow_{symbol}', fetch)
def get_stock_info(self, symbol: str) -> Dict:
"""
获取个股基本信息
Args:
symbol: 股票代码
Returns:
股票信息字典
"""
try:
info = ak.stock_individual_info_em(symbol=symbol)
return {
'name': info.get('股票简称', ''),
'industry': info.get('行业', ''),
'market_cap': info.get('总市值', ''),
'float_cap': info.get('流通市值', ''),
}
except Exception as e:
logger.error(f"获取股票信息失败 {symbol}: {e}")
return {}
def get_limit_list_stocks(self) -> pd.DataFrame:
"""
获取涨停板股票
Returns:
涨停板股票列表
"""
def fetch():
return ak.stock_zt_pool_em(date=datetime.now().strftime('%Y%m%d'))
return self._get_cached('limit_list', fetch)
# 全局单例
_akshare_client: Optional[AkshareClient] = None
def get_akshare_client() -> AkshareClient:
"""获取 Akshare 客户端单例"""
global _akshare_client
if _akshare_client is None:
_akshare_client = AkshareClient()
return _akshare_client

206
backend/app/astock_agent/astock_agent.py
View File

@ -1,206 +0,0 @@
"""
A股智能体 - 主控制器
负责执行每日选股并发送通知
"""
import asyncio
from typing import Dict, Any, Optional
from datetime import datetime, time
from app.utils.logger import logger
from app.config import get_settings
from app.services.dingtalk_service import get_dingtalk_service
from app.services.telegram_service import get_telegram_service
from app.astock_agent.tushare_client import get_tushare_client
from app.astock_agent.short_term_thematic_selector import get_thematic_selector
class AStockAgent:
"""A股智能体"""
_instance = None
_initialized = False
def __new__(cls, *args, **kwargs):
"""单例模式"""
if cls._instance is None:
cls._instance = super().__new__(cls)
return cls._instance
def __init__(self):
"""初始化智能体"""
if AStockAgent._initialized:
return
AStockAgent._initialized = True
self.settings = get_settings()
# 初始化Tushare客户端
self.ts_client = get_tushare_client(self.settings.tushare_token)
if not self.ts_client:
logger.error("Tushare客户端初始化失败，请检查配置")
raise Exception("Tushare客户端初始化失败")
# 初始化选股器
self.selector = get_thematic_selector(self.ts_client)
# 初始化通知服务
self.dingtalk = get_dingtalk_service()
self.telegram = get_telegram_service()
# 运行状态
self.running = False
self._task = None
logger.info("A股智能体初始化完成")
async def run_once(self) -> Dict[str, Any]:
"""
执行一次选股
Returns:
选股结果
"""
try:
logger.info("\n" + "=" * 60)
logger.info("📊 开始执行短期题材选股")
logger.info("=" * 60)
# 执行选股
result = self.selector.select_stocks(max_stocks=10)
# 输出日志
self._log_result(result)
# 发送通知
await self._send_notifications(result)
return result
except Exception as e:
logger.error(f"选股执行失败: {e}")
import traceback
logger.error(traceback.format_exc())
return {}
def _log_result(self, result: Dict[str, Any]):
"""输出选股结果到日志"""
if not result or result.get('total_stocks', 0) == 0:
logger.info("\n📊 今日未选出符合条件的股票")
return
logger.info(f"\n📊 选股完成，共选出 {result['total_stocks']} 只股票")
if result.get('summary'):
summary = result['summary']
logger.info(f" - 总仓位: {summary.get('position_percent', 0):.1f}%")
logger.info(f" - 涉及板块: {summary.get('sector_count', 0)} 个")
for stock in result.get('stocks', []):
logger.info(f" - {stock['name']}({stock['ts_code']}): {stock['close']:.2f}元, "
f"仓位:{stock['position']*100:.1f}%, 评分:{stock['score']:.1f}分")
async def _send_notifications(self, result: Dict[str, Any]):
"""发送选股通知"""
try:
# 格式化输出文本
text = self.selector.format_output_text(result)
# 发送到钉钉
if self.settings.dingtalk_enabled:
await self.dingtalk.send_markdown(
"📊 短期题材选股结果",
text
)
logger.info("✅ 钉钉通知已发送")
# 发送到Telegram
if self.settings.telegram_enabled:
await self.telegram.send_message(text)
logger.info("✅ Telegram通知已发送")
except Exception as e:
logger.error(f"发送通知失败: {e}")
async def run_daily(self, run_time: str = "15:30"):
"""
每日定时运行
Args:
run_time: 运行时间（HH:MM格式，24小时制）
"""
self.running = True
logger.info("\n" + "=" * 60)
logger.info("🚀 A股智能体已启动")
logger.info(f"⏰ 运行时间: 每天 {run_time}（盘后）")
logger.info("=" * 60)
# 解析运行时间
hour, minute = map(int, run_time.split(':'))
while self.running:
try:
# 计算下次运行时间
now = datetime.now()
next_run = now.replace(
hour=hour,
minute=minute,
second=0,
microsecond=0
)
# 如果今天的运行时间已过，设置为明天
if now >= next_run:
from datetime import timedelta
next_run = next_run + timedelta(days=1)
wait_seconds = (next_run - now).total_seconds()
logger.info(f"⏳ 等待下次运行: {next_run.strftime('%Y-%m-%d %H:%M:%S')} "
f"（等待 {wait_seconds/3600:.1f} 小时）")
# 等待到运行时间
await asyncio.sleep(wait_seconds)
# 执行选股
await self.run_once()
except Exception as e:
logger.error(f"定时运行出错: {e}")
import traceback
logger.error(traceback.format_exc())
# 等待1小时后重试
await asyncio.sleep(3600)
def stop(self):
"""停止运行"""
self.running = False
logger.info("A股智能体已停止")
# 全局单例
_astock_agent: Optional[AStockAgent] = None
def get_astock_agent() -> AStockAgent:
"""获取A股智能体单例"""
global _astock_agent
if _astock_agent is None:
_astock_agent = AStockAgent()
return _astock_agent
async def main():
"""测试入口"""
agent = get_astock_agent()
# 执行一次选股
result = await agent.run_once()
# 输出结果
print("\n" + "=" * 60)
print(agent.selector.format_output_text(result))
print("=" * 60)
if __name__ == "__main__":
asyncio.run(main())

338
backend/app/astock_agent/notifier.py
View File

@ -1,338 +0,0 @@
"""
钉钉通知模块
格式化并发送板块异动通知
"""
import json
import hmac
import hashlib
import base64
import time
import requests
from typing import Dict, List
from datetime import datetime
from urllib.parse import quote
from app.utils.logger import logger
class DingTalkNotifier:
"""钉钉通知器"""
def __init__(self, webhook: str, secret: str = None):
"""
初始化通知器
Args:
webhook: 钉钉机器人 Webhook URL
secret: 加签密钥（可选）
"""
self.webhook = webhook
self.secret = secret
def _sign(self, timestamp: int) -> str:
"""
生成签名
Args:
timestamp: 时间戳（毫秒）
Returns:
签名字符串
"""
if not self.secret:
return ""
secret_enc = self.secret.encode('utf-8')
string_to_sign = f'{timestamp}\n{self.secret}'
string_to_sign_enc = string_to_sign.encode('utf-8')
hmac_code = hmac.new(secret_enc, string_to_sign_enc, digestmod=hashlib.sha256).digest()
sign = base64.b64encode(hmac_code).decode('utf-8')
return sign
def _build_url(self) -> str:
"""
构建带签名的 Webhook URL
Returns:
完整的 Webhook URL
"""
if not self.secret:
return self.webhook
timestamp = int(time.time() * 1000)
sign = self._sign(timestamp)
sign_encoded = quote(sign, safe='')
return f"{self.webhook}&timestamp={timestamp}&sign={sign_encoded}"
def send_sector_alert(self, sector_data: Dict, top_stocks: List[Dict], reason: str = "") -> bool:
"""
发送板块异动提醒
Args:
sector_data: 板块数据
top_stocks: 龙头股列表
reason: 异动原因
Returns:
是否发送成功
"""
try:
# 构建消息卡片
card = self._format_sector_card(sector_data, top_stocks, reason)
# 构建请求数据
data = {
"msgtype": "markdown",
"markdown": {
"title": f"🔥 {sector_data['name']} 异动提醒",
"text": card
}
}
# 构建带签名的 URL
url = self._build_url()
# 发送请求
headers = {"Content-Type": "application/json;charset=utf-8"}
response = requests.post(
url,
data=json.dumps(data),
headers=headers,
timeout=10
)
result = response.json()
if result.get("errcode") == 0:
logger.info(f"钉钉通知发送成功: {sector_data['name']}")
return True
else:
logger.error(f"钉钉通知发送失败: {result}")
return False
except Exception as e:
logger.error(f"发送钉钉通知异常: {e}")
return False
def _format_sector_card(self, sector_data: Dict, top_stocks: List[Dict], reason: str) -> str:
"""
格式化板块异动卡片
Args:
sector_data: 板块数据
top_stocks: 龙头股列表
reason: 异动原因
Returns:
Markdown 格式的消息内容
"""
lines = []
# 标题
lines.append("### 🔥 A股板块异动提醒")
lines.append("")
# 基本信息
change_pct = sector_data['change_pct']
change_icon = "📈" if change_pct > 0 else "📉"
lines.append(f"**异动板块**: {sector_data['name']} {change_icon} {change_pct:+.2f}%")
lines.append(f"**异动时间**: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
lines.append(f"**异动类型**: 涨幅突增 | {reason if reason else '资金集中流入'}")
lines.append("")
# 板块概况
lines.append("#### 📊 板块概况")
lines.append(f"- 涨幅: {change_pct:+.2f}%")
lines.append(f"- 涨跌额: {sector_data.get('change_amount', 0):+.2f}")
if sector_data.get('amount', 0) > 0:
amount = sector_data['amount']
if amount >= 100000:
amount_str = f"{amount/100000:.1f}亿"
else:
amount_str = f"{amount/10000:.1f}万"
lines.append(f"- 成交额: {amount_str}")
if sector_data.get('leading_stock'):
lines.append(f"- 领涨股: {sector_data['leading_stock']}")
lines.append("")
# 龙头股
if top_stocks:
lines.append("#### 🏆 龙头股 Top " + str(len(top_stocks)))
lines.append("")
for idx, stock in enumerate(top_stocks, 1):
# 价格格式化
price = stock['price']
change_pct = stock['change_pct']
# 涨跌幅图标
if change_pct >= 9.9:
change_icon = "🚀"
elif change_pct >= 5:
change_icon = "⚡"
elif change_pct > 0:
change_icon = "📈"
elif change_pct > -3:
change_icon = "➖"
else:
change_icon = "📉"
lines.append(f"**{idx}. {stock['name']} ({stock['code']})**")
lines.append(f" 现价: ¥{price:.2f} ({change_icon} {change_pct:+.2f}%)")
lines.append(f" 成交额: {self._format_amount(stock['amount'])}")
lines.append(f" 换手率: {stock['turnover']:.2f}%")
lines.append(f" 涨速: {stock['speed_level']}")
if stock.get('volume_ratio', 1) > 2:
lines.append(f" 量比: {stock['volume_ratio']:.2f} 🔥")
lines.append("")
lines.append("---")
lines.append(f"📊 综合评分: {top_stocks[0]['score']:.1f}分")
return "\n".join(lines)
def _format_amount(self, amount: float) -> str:
"""
格式化成交额
Args:
amount: 成交额（元）
Returns:
格式化后的字符串
"""
if amount >= 100000000:
return f"{amount/100000000:.2f}亿"
elif amount >= 10000:
return f"{amount/10000:.2f}万"
else:
return f"{amount:.0f}元"
def send_summary(self, total_sectors: int, total_stocks: int) -> bool:
"""
发送监控汇总
Args:
total_sectors: 异动板块总数
total_stocks: 龙头股总数
Returns:
是否发送成功
"""
try:
lines = []
lines.append("### 📋 A股板块监控汇总")
lines.append("")
lines.append(f"**监控时间**: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
lines.append("")
lines.append("#### 📊 今日统计")
lines.append(f"- 异动板块: {total_sectors} 个")
lines.append(f"- 龙头股: {total_stocks} 只")
lines.append("")
lines.append("---")
lines.append(f"⏰ 下次更新: {datetime.now().strftime('%H:%M')}")
card = "\n".join(lines)
# 构建请求数据
data = {
"msgtype": "markdown",
"markdown": {
"title": "📋 A股板块监控汇总",
"text": card
}
}
# 构建带签名的 URL
url = self._build_url()
# 发送请求
headers = {"Content-Type": "application/json;charset=utf-8"}
response = requests.post(
url,
data=json.dumps(data),
headers=headers,
timeout=10
)
result = response.json()
if result.get("errcode") == 0:
logger.info(f"钉钉汇总发送成功")
return True
else:
logger.error(f"钉钉汇总发送失败: {result}")
return False
except Exception as e:
logger.error(f"发送钉钉汇总异常: {e}")
return False
def send_error(self, error_msg: str) -> bool:
"""
发送错误通知
Args:
error_msg: 错误信息
Returns:
是否发送成功
"""
try:
lines = []
lines.append("### ❌ A股板块监控异常")
lines.append("")
lines.append(f"**时间**: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
lines.append("")
lines.append(f"```\n{error_msg}\n```")
card = "\n".join(lines)
# 构建请求数据
data = {
"msgtype": "markdown",
"markdown": {
"title": "❌ A股板块监控异常",
"text": card
}
}
# 构建带签名的 URL
url = self._build_url()
# 发送请求
headers = {"Content-Type": "application/json;charset=utf-8"}
response = requests.post(
url,
data=json.dumps(data),
headers=headers,
timeout=10
)
result = response.json()
return result.get("errcode") == 0
except Exception as e:
logger.error(f"发送错误通知异常: {e}")
return False
# 全局单例
_notifier: DingTalkNotifier = None
def get_dingtalk_notifier() -> DingTalkNotifier:
"""获取钉钉通知器单例"""
global _notifier
if _notifier is None:
from app.config import get_settings
settings = get_settings()
# 优先使用A股专用配置，否则使用通用配置
webhook = settings.dingtalk_astock_webhook or settings.dingtalk_webhook_url
secret = settings.dingtalk_astock_secret or settings.dingtalk_secret
if webhook:
_notifier = DingTalkNotifier(webhook, secret)
return _notifier

373
backend/app/astock_agent/pullback_selector.py
View File

@ -1,373 +0,0 @@
"""
A股龙回头选股器
策略：热门板块 + MA多头排列 + 量价配合龙回头
执行时间：每天盘前 9:00
【选股条件】
1. MA 多头排列：MA5 > MA10 > MA30
2. 从近期高点回调 2-20%
3. 回调期间缩量（成交量 < 上涨期的 80%）
4. 接近 MA10/30/60 支撑位（±10%以内）
5. 近期再度放量（最近2天 > 回调期的 1.2倍）
"""
import pandas as pd
from typing import Dict, List, Any, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
class PullbackStockSelector:
"""龙回头选股器"""
def __init__(self):
"""初始化选股器"""
try:
import tushare as ts
self.ts = ts
# 从配置获取 token
from app.config import get_settings
self.settings = get_settings()
self.pro = ts.pro_api(self.settings.tushare_token)
logger.info("龙回头选股器初始化成功")
except ImportError:
logger.error("tushare 未安装")
raise
except Exception as e:
logger.error(f"龙回头选股器初始化失败: {e}")
raise
def get_hot_concepts(self, limit: int = 10) -> List[tuple]:
"""
从 Tushare 获取热门概念板块
使用 ths_index 接口获取同花顺概念板块列表
Args:
limit: 返回板块数量
Returns:
[(概念代码, 概念名称), ...]
"""
try:
# 使用 ths_index 获取同花顺概念板块
index_df = self.pro.ths_index(
market='A', # A股市场
fields='ts_code,name'
)
if index_df.empty:
logger.warning("未能获取概念板块列表，使用备用列表")
return self._get_fallback_sectors()
# 筛选科技相关的热门概念（关键词匹配）
tech_keywords = ['人工智能', '芯片', '半导体', '新能源', '汽车', '云计算',
'网络安全', '软件', '数字', '5G', '锂电', '光伏', 'AI', '科技']
filtered = []
for _, row in index_df.iterrows():
concept_name = row['name']
concept_code = row['ts_code']
# 检查是否包含关键词
for keyword in tech_keywords:
if keyword in concept_name:
filtered.append((concept_code, concept_name))
break
if len(filtered) >= limit * 2: # 多获取一些，后续筛选
break
return filtered[:limit] if filtered else self._get_fallback_sectors()
except Exception as e:
logger.warning(f"获取热门概念失败: {e}，使用备用列表")
return self._get_fallback_sectors()
def _get_fallback_sectors(self) -> List[tuple]:
"""备用板块列表（使用已验证的板块代码）"""
return [
('884031.TI', '人工智能'),
('884065.TI', '新能源汽车'),
('884039.TI', '云计算'),
('884145.TI', '国产软件'),
('884192.TI', '5G概念'),
]
def select_from_sector(self, sector_code: str, sector_name: str, max_stocks: int = 5) -> List[Dict[str, Any]]:
"""
从指定板块选出龙回头股票
Args:
sector_code: 板块代码
sector_name: 板块名称
max_stocks: 最多返回股票数
Returns:
符合条件的股票列表
"""
try:
# 1. 获取板块成分股
members_df = self.pro.ths_member(
ts_code=sector_code,
fields='ts_code,name,con_code,name'
)
if members_df.empty:
logger.warning(f"板块 {sector_name}({sector_code}) 无成分股数据，可能是板块代码不正确或该板块已下线")
return []
stock_codes = members_df['con_code'].tolist()
logger.info(f"板块 {sector_name} 共 {len(stock_codes)} 只成分股")
# 2. 逐个检查股票
selected_stocks = []
for i, stock_code in enumerate(stock_codes[:50]): # 最多检查前50只
result = self._check_stock(stock_code)
if result:
result['sector_name'] = sector_name
selected_stocks.append(result)
logger.info(f" ✓ 找到: {result['name']}({stock_code}) - 回踩 {result['pullback_pct']:.2f}%")
if len(selected_stocks) >= max_stocks:
break
return selected_stocks
except Exception as e:
logger.error(f"从板块选股失败 {sector_name}({sector_code}): {e}")
return []
def _check_stock(self, stock_code: str) -> Optional[Dict[str, Any]]:
"""
检查单只股票是否符合量价配合龙回头条件
【新策略】量价配合龙回头：
1. MA 多头排列：MA5 > MA10 > MA30（上涨趋势）
2. 从近期高点回调（寻找龙回头机会）
3. 回调期间缩量（成交量明显萎缩，主力未离场）
4. 接近 MA10/30/60 支撑位
5. 近期有再度放量迹象（资金重新入场）
Returns:
符合条件返回股票信息，否则返回 None
"""
try:
# 获取最近150天的日线数据
end_date = datetime.now().strftime('%Y%m%d')
start_date = (datetime.now() - timedelta(days=150)).strftime('%Y%m%d')
df = self.pro.daily(
ts_code=stock_code,
start_date=start_date,
end_date=end_date
)
if df.empty or len(df) < 70:
return None
df = df.sort_values('trade_date').reset_index(drop=True)
df = df.tail(90).reset_index(drop=True) # 取最近90天
close = df['close']
volume = df['vol'] # 成交量（手）
# ========== 1. 计算 MA 均线 ==========
ma5 = close.rolling(window=5).mean()
ma10 = close.rolling(window=10).mean()
ma30 = close.rolling(window=30).mean()
ma60 = close.rolling(window=60).mean()
latest = df.iloc[-1]
latest_close = latest['close']
latest_ma5 = ma5.iloc[-1]
latest_ma10 = ma10.iloc[-1]
latest_ma30 = ma30.iloc[-1]
latest_ma60 = ma60.iloc[-1]
# 条件1：MA 多头排列 MA5 > MA10 > MA30
if not (latest_ma5 > latest_ma10 > latest_ma30):
logger.debug(f" ✗ {stock_code}: MA非多头排列 (MA5:{latest_ma5:.2f}, MA10:{latest_ma10:.2f}, MA30:{latest_ma30:.2f})")
return None
# ========== 2. 找近期高点（最近20天内最高价） ==========
lookback_high = 20
recent_df = df.tail(lookback_high).reset_index(drop=True)
high_idx_in_recent = recent_df['close'].idxmax()
high_price = recent_df.loc[high_idx_in_recent, 'close']
high_idx_in_df = df.index[-lookback_high] + high_idx_in_recent
# 计算从高点的回踩幅度
pullback_pct = (high_price - latest_close) / high_price * 100
# 条件2：回踩幅度 2-20%（放宽）
if not (2 <= pullback_pct <= 20):
logger.debug(f" ✗ {stock_code}: 回踩幅度不符合 (回踩:{pullback_pct:.2f}%, 需要2-20%)")
return None
# ========== 3. 量能形态分析：放量上涨→缩量回调→再度放量 ==========
# 上涨期间的成交量（从低点到高点）
rise_period = df.loc[:high_idx_in_df]
rise_volume_avg = rise_period['vol'].mean()
# 回调期间的成交量（从高点到现在，最近5天）
pullback_start_idx = min(high_idx_in_df + 1, len(df) - 1)
pullback_period = df.loc[pullback_start_idx:][-5:] # 回调期间最近5天
pullback_volume_avg = pullback_period['vol'].mean()
# 条件3：回调期间缩量（成交量 < 上涨期间的 80%，放宽）
volume_shrink_ratio = pullback_volume_avg / rise_volume_avg if rise_volume_avg > 0 else 1
if volume_shrink_ratio >= 0.8:
logger.debug(f" ✗ {stock_code}: 回调未缩量 (缩量比:{volume_shrink_ratio:.2%}, 需要<80%)")
return None
# 条件4：最近2天再度放量（比回调期间平均成交量增加 20%+，放宽）
recent_2_days_volume = df.tail(2)['vol'].mean()
if recent_2_days_volume < pullback_volume_avg * 1.2:
logger.debug(f" ✗ {stock_code}: 未再度放量 (最近2天/回调期:{recent_2_days_volume/pullback_volume_avg:.2f}, 需要>1.2)")
return None
# ========== 4. 接近 MA 支撑位 ==========
ma10_diff = abs(latest_close - latest_ma10) / latest_ma10 * 100
ma30_diff = abs(latest_close - latest_ma30) / latest_ma30 * 100
ma60_diff = abs(latest_close - latest_ma60) / latest_ma60 * 100
# 接近任意一条 MA 线（±10%以内，放宽）
near_ma = (ma10_diff <= 10 or ma30_diff <= 10 or ma60_diff <= 10)
# 未跌破 MA60（允许跌破 10%，放宽）
above_ma60 = latest_close >= latest_ma60 * 0.90
if not (near_ma and above_ma60):
logger.debug(f" ✗ {stock_code}: 未接近MA支撑或已跌破MA60 (MA10差:{ma10_diff:.2f}%, MA30:{ma30_diff:.2f}%, MA60:{ma60_diff:.2f}%)")
return None
# ========== 5. 计算前期涨幅 ==========
rise_data = df.loc[:high_idx_in_df]
low_price = rise_data['low'].min()
rise_pct = (high_price - low_price) / low_price * 100
# 涨幅需 > 10%
if rise_pct < 10:
logger.debug(f" ✗ {stock_code}: 涨幅不足 (涨幅:{rise_pct:.2f}%, 需要>10%)")
return None
# 获取股票名称
stock_info = self.pro.stock_basic(ts_code=stock_code, fields='ts_code,name')
stock_name = stock_info.iloc[0]['name'] if not stock_info.empty else stock_code
return {
'ts_code': stock_code,
'name': stock_name,
'close': latest_close,
'high': high_price,
'rise_pct': rise_pct,
'pullback_pct': pullback_pct,
'ma5': latest_ma5,
'ma10': latest_ma10,
'ma30': latest_ma30,
'ma60': latest_ma60,
'volume_shrink_ratio': volume_shrink_ratio,
'recent_volume_ratio': recent_2_days_volume / pullback_volume_avg,
'trade_date': latest['trade_date']
}
except Exception as e:
logger.debug(f"检查股票 {stock_code} 失败: {e}")
return None
def select_from_hot_sectors(self, top_n: int = 5) -> Dict[str, List[Dict[str, Any]]]:
"""
从热门板块选股
Args:
top_n: 选择前N个热门板块
Returns:
{板块名称: [股票列表]}
"""
try:
# 使用 Tushare API 动态获取热门板块
hot_sectors = self.get_hot_concepts(limit=top_n * 2) # 多获取一些以备筛选
logger.info(f"开始龙回头选股，共 {len(hot_sectors)} 个热门板块")
results = {}
checked_count = 0
skipped_count = 0
for sector_code, sector_name in hot_sectors:
if checked_count >= top_n:
break
logger.info(f"检查板块: {sector_name}")
selected = self.select_from_sector(sector_code, sector_name, max_stocks=2)
if selected:
results[sector_name] = selected
logger.info(f" ✓ 板块 {sector_name} 选出 {len(selected)} 只")
checked_count += 1
else:
logger.info(f" - 板块 {sector_name} 未选出")
skipped_count += 1
# 跳过无数据的板块，继续检查下一个
if skipped_count >= 5: # 如果连续5个板块都没有数据，就停止
logger.warning("连续多个板块无数据，停止检查")
break
return results
except Exception as e:
logger.error(f"从热门板块选股失败: {e}")
import traceback
logger.error(traceback.format_exc())
return {}
def format_result(self, results: Dict[str, List[Dict[str, Any]]]) -> str:
"""
格式化选股结果
Args:
results: 选股结果
Returns:
格式化的文本
"""
if not results:
return "今日未选出符合条件的龙回头股票"
lines = [
"📊 **龙回头选股结果**",
f"",
f"选股时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}",
f"",
]
total_stocks = 0
for sector_name, stocks in results.items():
lines.append(f"**🏢 {sector_name}**")
for stock in stocks:
total_stocks += 1
lines.append(f" • {stock['name']}({stock['ts_code']})")
lines.append(f" 现价: ¥{stock['close']:.2f} | 回踩: {stock['pullback_pct']:.2f}% | 涨幅: {stock['rise_pct']:.2f}%")
lines.append(f" MA5: ¥{stock['ma5']:.2f} | MA10: ¥{stock['ma10']:.2f} | MA30: ¥{stock['ma30']:.2f} | MA60: ¥{stock['ma60']:.2f}")
lines.append(f" 缩量比: {stock['volume_shrink_ratio']:.0%} | 再放量: {stock['recent_volume_ratio']:.2f}x")
lines.append("")
lines.append(f"**共选出 {total_stocks} 只股票**")
lines.append("")
lines.append("*⚠️ 仅供参考，不构成投资建议*")
return "\n".join(lines)
# 全局单例
_pullback_selector: Optional[PullbackStockSelector] = None
def get_pullback_selector() -> PullbackStockSelector:
"""获取龙回头选股器单例"""
global _pullback_selector
if _pullback_selector is None:
_pullback_selector = PullbackStockSelector()
return _pullback_selector

200
backend/app/astock_agent/sector_analyzer.py
View File

@ -1,200 +0,0 @@
"""
板块异动分析
检测板块涨跌幅、量能、资金流向异动
"""
import pandas as pd
from typing import Dict, List, Optional, Tuple
from datetime import datetime
from app.utils.logger import logger
from app.utils.error_handler import notify_error
from .akshare_client import get_akshare_client
class SectorChangeAnalyzer:
"""板块异动分析器"""
def __init__(self, change_threshold: float = 2.0):
"""
初始化异动分析器
Args:
change_threshold: 涨跌幅阈值（%）
"""
self.change_threshold = change_threshold
self.akshare = get_akshare_client()
def detect_sector_changes(self) -> List[Dict]:
"""
检测异动板块（使用概念板块）
Returns:
异动板块列表
"""
try:
# 获取概念板块行情
df = self.akshare.get_concept_spot()
if df.empty:
logger.warning("概念板块行情数据为空")
return []
# 转换数据类型（概念板块返回的列名）
df['涨跌幅'] = pd.to_numeric(df['涨跌幅'], errors='coerce')
df['涨跌额'] = pd.to_numeric(df['涨跌额'], errors='coerce')
df['最新价'] = pd.to_numeric(df['最新价'], errors='coerce')
df['成交额'] = pd.to_numeric(df['成交额'], errors='coerce')
# 筛选异动板块
hot_sectors = df[df['涨跌幅'] >= self.change_threshold].copy()
if hot_sectors.empty:
return []
# 排序：涨幅优先，然后成交额
hot_sectors = hot_sectors.sort_values(
by=['涨跌幅', '成交额'],
ascending=[False, False]
)
# 转换为结果列表
results = []
for _, row in hot_sectors.iterrows():
results.append({
'name': row['板块名称'],
'change_pct': float(row['涨跌幅']),
'change_amount': float(row.get('涨跌额', 0)),
'volume': float(row.get('成交量', 0)) if '成交量' in row else 0.0,
'amount': float(row.get('成交额', 0)),
'leading_stock': row.get('领涨股', ''),
'ups': int(row.get('上涨家数', 0)),
'downs': int(row.get('下跌家数', 0)),
'timestamp': datetime.now()
})
logger.info(f"检测到 {len(results)} 个异动概念板块")
return results
except Exception as e:
error_msg = f"检测板块异动失败: {e}"
logger.error(error_msg)
# 如果是连接错误，发送通知
if 'Connection' in str(e) or 'RemoteDisconnected' in str(e):
notify_error(
title="A股板块监控 - 数据源连接失败",
message=f"akshare 概念板块 API 连接失败\n\n错误: {e}\n\n可能原因：\n- eastmoney API 服务不稳定\n- 网络连接问题\n- 建议：稍后自动重试或考虑使用 tushare",
level="warning"
)
return []
def analyze_sector_momentum(self, sector_name: str) -> Dict:
"""
分析板块动能
Args:
sector_name: 板块名称
Returns:
板块动能分析结果
"""
try:
# 获取板块成分股
stocks_df = self.akshare.get_concept_stocks(sector_name)
if stocks_df.empty:
return {}
# 获取实时行情
spot_df = self.akshare.get_stock_spot()
if spot_df.empty:
return {}
# 合并数据
merged = pd.merge(
stocks_df,
spot_df,
on='代码',
how='inner'
)
if merged.empty:
return {}
# 计算统计
total_stocks = len(merged)
up_stocks = len(merged[merged['涨跌幅'] > 0])
down_stocks = len(merged[merged['涨跌幅'] < 0])
avg_change = merged['涨跌幅'].mean()
max_change = merged['涨跌幅'].max()
# 计算总成交额
total_amount = merged['成交额'].sum() if '成交额' in merged.columns else 0
# 找出涨幅最大的股票
if not merged.empty:
top_stock = merged.loc[merged['涨跌幅'].idxmax()]
else:
top_stock = None
return {
'sector_name': sector_name,
'total_stocks': total_stocks,
'up_stocks': up_stocks,
'down_stocks': down_stocks,
'up_down_ratio': f"{up_stocks}:{down_stocks}",
'avg_change': float(avg_change) if pd.notna(avg_change) else 0,
'max_change': float(max_change) if pd.notna(max_change) else 0,
'total_amount': float(total_amount),
'top_stock': {
'code': top_stock['代码'] if top_stock is not None else '',
'name': top_stock['名称'] if top_stock is not None else '',
'change': float(top_stock['涨跌幅']) if top_stock is not None else 0,
} if top_stock is not None else None
}
except Exception as e:
logger.error(f"分析板块动能失败 {sector_name}: {e}")
return {}
def get_hot_reason(self, sector_name: str, top_stocks: List[Dict]) -> str:
"""
推测异动原因（基于龙头股分析）
Args:
sector_name: 板块名称
top_stocks: 龙头股列表
Returns:
异动原因描述
"""
try:
if not top_stocks:
return "板块整体异动"
# 简单的原因分析
reasons = []
# 检查是否有涨停股
limit_up_count = sum(1 for s in top_stocks if s.get('change_pct', 0) >= 9.9)
if limit_up_count > 0:
reasons.append(f"{limit_up_count}只个股涨停")
# 检查平均涨幅
avg_change = sum(s.get('change_pct', 0) for s in top_stocks) / len(top_stocks)
if avg_change >= 7:
reasons.append("板块全线爆发")
# 检查是否集中在某个龙头
if len(top_stocks) >= 2:
top1_change = top_stocks[0].get('change_pct', 0)
top2_change = top_stocks[1].get('change_pct', 0)
if top1_change - top2_change > 3:
reasons.append(f"{top_stocks[0].get('name', '')}龙头领涨")
if reasons:
return "，".join(reasons)
else:
return "资金集中流入"
except Exception as e:
logger.error(f"推测异动原因失败: {e}")
return "板块异动"

250
backend/app/astock_agent/sector_monitor.py
View File

@ -1,250 +0,0 @@
"""
板块异动监控主程序
协调各个模块，实现监控流程
"""
import asyncio
from typing import List, Dict, Optional
from datetime import datetime
from app.utils.logger import logger
from app.config import get_settings
from .tushare_client import get_tushare_client
from .tushare_sector_analyzer import TushareSectorAnalyzer
from .tushare_stock_selector import TushareStockSelector
from .notifier import get_dingtalk_notifier
class SectorMonitor:
"""板块异动监控器"""
def __init__(
self,
change_threshold: float = 2.0,
top_n: int = 3,
enable_notifier: bool = True
):
"""
初始化监控器
Args:
change_threshold: 涨跌幅阈值（%）
top_n: 每个板块返回前N只龙头股
enable_notifier: 是否启用钉钉通知
"""
self.change_threshold = change_threshold
self.top_n = top_n
self.enable_notifier = enable_notifier
# 获取 Tushare 客户端
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
if not ts_client:
logger.warning("Tushare token 未配置，板块监控可能无法正常工作")
# 初始化各个模块
self.analyzer = TushareSectorAnalyzer(ts_client, change_threshold=change_threshold)
self.selector = TushareStockSelector(ts_client, top_n=top_n)
self.notifier = get_dingtalk_notifier() if enable_notifier else None
# 统计信息
self.stats = {
'total_checks': 0,
'total_hot_sectors': 0,
'total_stocks': 0,
'last_check_time': None,
'last_hot_count': 0
}
async def check_once(self) -> Dict:
"""
执行一次检查
Returns:
检查结果统计
"""
try:
logger.info("开始板块异动检查...")
start_time = datetime.now()
# 1. 检测异动板块
hot_sectors = self.analyzer.detect_sector_changes()
if not hot_sectors:
logger.info("未检测到异动板块")
self.stats['total_checks'] += 1
self.stats['last_check_time'] = datetime.now()
self.stats['last_hot_count'] = 0
return {
'hot_sectors': 0,
'stocks': 0,
'notified': 0
}
logger.info(f"检测到 {len(hot_sectors)} 个异动板块")
# 2. 对每个异动板块进行深度分析
results = []
total_stocks = 0
for sector in hot_sectors:
sector_name = sector['name']
ts_code = sector['ts_code']
# 筛选龙头股（Tushare 版本需要 ts_code）
top_stocks = self.selector.select_leading_stocks(ts_code, sector_name)
if not top_stocks:
logger.warning(f"板块 {sector_name} 未找到龙头股")
continue
# 分析异动原因
reason = self.analyzer.get_hot_reason(sector_name, top_stocks)
# 发送钉钉通知
notified = False
if self.notifier:
notified = self.notifier.send_sector_alert(
sector_data=sector,
top_stocks=top_stocks,
reason=reason
)
results.append({
'sector': sector,
'stocks': top_stocks,
'reason': reason,
'notified': notified
})
total_stocks += len(top_stocks)
logger.info(
f"板块 {sector_name}: {len(top_stocks)} 只龙头股, "
f"原因: {reason}, 通知: {'成功' if notified else '失败'}"
)
# 更新统计
self.stats['total_checks'] += 1
self.stats['total_hot_sectors'] += len(hot_sectors)
self.stats['total_stocks'] += total_stocks
self.stats['last_check_time'] = datetime.now()
self.stats['last_hot_count'] = len(hot_sectors)
elapsed = (datetime.now() - start_time).total_seconds()
logger.info(
f"检查完成: {len(hot_sectors)} 个异动板块, "
f"{total_stocks} 只龙头股, 耗时 {elapsed:.2f}秒"
)
return {
'hot_sectors': len(hot_sectors),
'stocks': total_stocks,
'notified': sum(1 for r in results if r['notified']),
'results': results
}
except Exception as e:
logger.error(f"板块异动检查失败: {e}")
# 发送错误通知
if self.notifier:
self.notifier.send_error(str(e))
return {
'hot_sectors': 0,
'stocks': 0,
'notified': 0,
'error': str(e)
}
async def run_periodic(self, interval_minutes: int = 30, max_runs: int = None):
"""
周期性运行监控
Args:
interval_minutes: 检查间隔（分钟）
max_runs: 最大运行次数（None表示无限运行）
"""
logger.info(
f"启动周期性监控: 间隔 {interval_minutes}分钟, "
f"阈值 {self.change_threshold}%, Top{self.top_n}"
)
run_count = 0
try:
while True:
# 检查是否达到最大运行次数
if max_runs and run_count >= max_runs:
logger.info(f"已达到最大运行次数 {max_runs}，停止监控")
break
# 执行检查
await self.check_once()
run_count += 1
# 等待下一次检查
if interval_minutes > 0:
logger.info(f"等待 {interval_minutes} 分钟后进行下次检查...")
await asyncio.sleep(interval_minutes * 60)
else:
break
except asyncio.CancelledError:
logger.info("监控任务被取消")
except Exception as e:
logger.error(f"周期性监控异常: {e}")
if self.notifier:
self.notifier.send_error(f"周期性监控异常: {e}")
def get_stats(self) -> Dict:
"""
获取统计信息
Returns:
统计信息字典
"""
return {
**self.stats,
'avg_stocks_per_check': (
self.stats['total_stocks'] / self.stats['total_checks']
if self.stats['total_checks'] > 0 else 0
)
}
def send_summary_report(self) -> bool:
"""
发送汇总报告
Returns:
是否发送成功
"""
if not self.notifier:
return False
return self.notifier.send_summary(
total_sectors=self.stats['total_hot_sectors'],
total_stocks=self.stats['total_stocks']
)
# 快捷函数
async def quick_check(
change_threshold: float = 2.0,
top_n: int = 3,
enable_notifier: bool = True
) -> Dict:
"""
快捷检查函数
Args:
change_threshold: 涨跌幅阈值（%）
top_n: 每个板块返回前N只龙头股
enable_notifier: 是否启用钉钉通知
Returns:
检查结果
"""
monitor = SectorMonitor(
change_threshold=change_threshold,
top_n=top_n,
enable_notifier=enable_notifier
)
return await monitor.check_once()

802
backend/app/astock_agent/short_term_thematic_selector.py
View File

@ -1,802 +0,0 @@
"""
A股短期题材选股器
策略：题材轮动 + 资金异动 + MA多头排列 + 量能配合
执行时间：每天盘后输出
【选股策略】
1. 题材筛选：资金异动板块（成交量放大、成交额增加）
2. 个股筛选：
- 市值 30-1000亿（流动性好，有炒作空间）
- 换手率 1%-20%（资金活跃）
- 排除ST、退市风险股
- MA趋势向上（MA5 > MA20，适合震荡市场）
- 量能配合（量比≥1.0）
【风险控制】（最大回撤10%）
- 硬止损：-7%（单只股票最大损失）
- 技术止损：跌破20日均线
- 时间止损：持仓>30天未启动
- 仓位管理：
* 单票最大20%
* 单行业最大40%
* 总仓位最大80%
【数据源】
- Tushare API（行情、基本面、资金流）
"""
import pandas as pd
import numpy as np
from typing import Dict, List, Any, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
from app.config import get_settings
class ShortTermThematicSelector:
"""短期题材选股器"""
def __init__(self, tushare_client, strict_mode: bool = False):
"""
初始化选股器
Args:
tushare_client: TushareClient实例
strict_mode: 严格模式（True使用原策略，False放宽条件）
"""
self.ts_client = tushare_client
self.strict_mode = strict_mode
# 选股参数（严格模式 vs 宽松模式）
if strict_mode:
# 严格模式：原策略
self.min_market_cap = 50
self.max_market_cap = 500
self.min_turnover = 3.0
self.max_turnover = 15.0
self.sector_change_threshold = 2.0
self.volume_ratio_threshold = 1.2
else:
# 宽松模式：适应当前市场
self.min_market_cap = 30 # 降低市值下限
self.max_market_cap = 1000 # 提高市值上限
self.min_turnover = 1.0 # 降低换手率下限
self.max_turnover = 20.0 # 提高换手率上限
self.sector_change_threshold = 1.5 # 降低板块涨幅要求
self.volume_ratio_threshold = 0.6 # 放宽量比要求（原1.0，现0.6）
# 风险控制参数
self.max_drawdown = 10.0 # 最大回撤（%）
self.hard_stop_loss = -7.0 # 硬止损（%）
self.max_single_position = 0.20 # 单票最大仓位
self.max_sector_position = 0.40 # 单行业最大仓位
self.max_total_position = 0.80 # 总仓位最大值
def select_stocks(self, max_stocks: int = 10) -> Dict[str, Any]:
"""
执行选股
Args:
max_stocks: 最多返回股票数
Returns:
选股结果字典
"""
try:
logger.info("=" * 60)
logger.info(f"📊 短期题材选股开始 ({'严格模式' if self.strict_mode else '宽松模式'})")
logger.info("=" * 60)
# 1. 获取异动板块
logger.info("\n【第一步】筛选异动板块...")
hot_sectors = self._get_hot_sectors()
if hot_sectors.empty:
logger.warning("未找到异动板块")
return self._empty_result()
logger.info(f"找到 {len(hot_sectors)} 个异动板块")
for _, sector in hot_sectors.head(5).iterrows():
logger.info(f" - {sector['name']}: {sector['change_pct']:+.2f}%, 成交额: {sector['amount']/100000000:.2f}亿")
# 2. 从异动板块中筛选个股
logger.info("\n【第二步】从异动板块中筛选个股...")
all_selected = []
for idx, sector in hot_sectors.iterrows():
sector_code = sector['ts_code']
sector_name = sector['name']
sector_change = sector['change_pct']
logger.info(f"\n检查板块: {sector_name} ({sector_code})")
# 获取该板块的成分股
members_df = self.ts_client.get_sector_members(sector_code)
if members_df.empty:
logger.warning(f" 无法获取板块成分股")
continue
stock_codes = members_df['con_code'].tolist()
logger.info(f" 板块成分股: {len(stock_codes)} 只")
# 筛选该板块的个股
sector_stocks = self._select_stocks_from_sector(
stock_codes, sector_name, sector_change
)
if sector_stocks:
all_selected.extend(sector_stocks)
logger.info(f" ✓ 选出 {len(sector_stocks)} 只")
if len(all_selected) >= max_stocks * 2: # 多选一些备用
break
if not all_selected:
logger.warning("未选出符合条件的股票")
return self._empty_result()
# 3. 综合评分和排序
logger.info("\n【第三步】综合评分和排序...")
all_selected = self._rank_stocks(all_selected)
# 4. 应用仓位管理
logger.info("\n【第四步】计算仓位配置...")
final_stocks = self._allocate_positions(all_selected[:max_stocks])
# 5. 生成输出
result = self._format_result(final_stocks, hot_sectors)
logger.info("\n" + "=" * 60)
logger.info(f"✅ 选股完成，共选出 {len(final_stocks)} 只股票")
logger.info("=" * 60)
return result
except Exception as e:
logger.error(f"选股失败: {e}")
import traceback
logger.error(traceback.format_exc())
return self._empty_result()
def _get_hot_sectors(self) -> pd.DataFrame:
"""
获取异动板块（基于成交量和资金异动）
策略：
1. 优先选择热门概念板块（AI、新能源、芯片等）
2. 关键指标：成交量放大、成交额增加
3. 辅助指标：涨幅（可选）
Returns:
异动板块列表
"""
try:
sectors_df = self.ts_client.get_concept_sectors()
if sectors_df.empty:
return pd.DataFrame()
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
# 热门板块关键词（优先选择这些）
hot_keywords = [
'人工智能', 'AI', '算力', 'CPO', 'AIGC',
'新能源汽车', '锂电', '储能', '充电桩', '汽车',
'半导体', '芯片', '集成电路',
'机器人', '工业4.0',
'5G', '6G', '通信',
'数字经济', '云计算', '大数据', '物联网',
'军工', '航空',
'生物医药', '医药', '医疗',
'消费电子',
'光伏', '风电', '氢能',
'智能电网', '电力',
'元宇宙', '虚拟现实',
]
hot_sectors = []
checked_codes = set()
# 1. 优先检查热门概念板块
logger.info("优先检查热门概念板块的资金异动...")
for keyword in hot_keywords:
# 查找包含关键词的板块
matching_sectors = sectors_df[sectors_df['name'].str.contains(keyword, na=False)]
for _, row in matching_sectors.iterrows():
ts_code = row['ts_code']
name = row['name']
if ts_code in checked_codes:
continue
checked_codes.add(ts_code)
try:
# 获取板块行情（最近10天）
daily_df = self.ts_client.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty or len(daily_df) < 5:
continue
daily_df = daily_df.sort_values('trade_date')
# 获取最新2天数据
latest = daily_df.iloc[-1]
prev = daily_df.iloc[-2]
# 计算成交量和成交额
# ths_daily API 返回: vol(手), avg_price(元/股)
# 成交额(元) = vol * avg_price * 100
latest_vol = float(latest.get('vol', 0))
latest_avg_price = float(latest.get('avg_price', 0))
latest_amount = latest_vol * latest_avg_price * 100 # 转换为元
prev_vol = float(prev.get('vol', 0))
prev_avg_price = float(prev.get('avg_price', 0))
prev_amount = prev_vol * prev_avg_price * 100
# 计算成交量放大倍数
vol_ratio = latest_vol / prev_vol if prev_vol > 0 else 1
# 计算成交额放大倍数
amount_ratio = latest_amount / prev_amount if prev_amount > 0 else 1
# 涨跌幅
change_pct = float(latest.get('pct_change', 0))
# 判断资金异动：
# 1. 成交量放大 >= 1.2倍（宽松）或 2倍（严格）
# 2. 成交额明显增加（>= 10%）
# 3. 有一定涨幅辅助判断（可选）
vol_threshold = 1.2 if not self.strict_mode else 2.0
amount_threshold = 1.1 if not self.strict_mode else 1.5
is_volume_surge = vol_ratio >= vol_threshold
is_amount_surge = amount_ratio >= amount_threshold
has_min_change = change_pct >= 0.5 # 至少有一点涨幅
if (is_volume_surge or is_amount_surge) and has_min_change:
hot_sectors.append({
'ts_code': ts_code,
'name': name,
'change_pct': change_pct,
'amount': latest_amount,
'close': float(latest.get('close', 0)),
'vol_ratio': vol_ratio,
'amount_ratio': amount_ratio,
'is_hot_sector': True
})
logger.info(f" ✓ {name}: 涨{change_pct:+.2f}%, 量比{vol_ratio:.2f}x, 额比{amount_ratio:.2f}x")
except Exception as e:
logger.debug(f"获取板块 {name} 行情失败: {e}")
continue
# 2. 如果热门板块不够，继续检查其他板块
if len(hot_sectors) < 5:
logger.info("热门板块数量不足，继续检查其他板块的资金异动...")
max_check = 200
for idx, row in sectors_df.iterrows():
ts_code = row['ts_code']
name = row.get('name', '')
if ts_code in checked_codes:
continue
checked_codes.add(ts_code)
try:
daily_df = self.ts_client.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty or len(daily_df) < 5:
continue
daily_df = daily_df.sort_values('trade_date')
latest = daily_df.iloc[-1]
prev = daily_df.iloc[-2]
latest_vol = float(latest.get('vol', 0))
latest_avg_price = float(latest.get('avg_price', 0))
latest_amount = latest_vol * latest_avg_price * 100
prev_vol = float(prev.get('vol', 0))
prev_avg_price = float(prev.get('avg_price', 0))
prev_amount = prev_vol * prev_avg_price * 100
vol_ratio = latest_vol / prev_vol if prev_vol > 0 else 1
amount_ratio = latest_amount / prev_amount if prev_amount > 0 else 1
change_pct = float(latest.get('pct_change', 0))
# 非热门板块需要更强的异动信号
if vol_ratio >= 2.0 and amount_ratio >= 1.5 and change_pct >= 1.0:
hot_sectors.append({
'ts_code': ts_code,
'name': name,
'change_pct': change_pct,
'amount': latest_amount,
'close': float(latest.get('close', 0)),
'vol_ratio': vol_ratio,
'amount_ratio': amount_ratio,
'is_hot_sector': False
})
logger.info(f" ✓ {name}: 涨{change_pct:+.2f}%, 量比{vol_ratio:.2f}x, 额比{amount_ratio:.2f}x")
except Exception as e:
logger.debug(f"获取板块 {name} 行情失败: {e}")
continue
if len(hot_sectors) >= 10:
break
result_df = pd.DataFrame(hot_sectors)
if not result_df.empty:
# 热门板块排在前面，按成交额放大倍数排序
result_df = result_df.sort_values(['is_hot_sector', 'amount_ratio'], ascending=[False, False])
logger.info(f"共找到 {len(result_df)} 个资金异动板块（热门: {result_df['is_hot_sector'].sum()} 个）")
logger.info(f"平均量比: {result_df['vol_ratio'].mean():.2f}x, 平均额比: {result_df['amount_ratio'].mean():.2f}x")
return result_df
except Exception as e:
logger.error(f"获取异动板块失败: {e}")
import traceback
logger.debug(traceback.format_exc())
return pd.DataFrame()
def _select_stocks_from_sector(
self,
stock_codes: List[str],
sector_name: str,
sector_change: float
) -> List[Dict[str, Any]]:
"""
从板块中筛选个股
Args:
stock_codes: 股票代码列表
sector_name: 板块名称
sector_change: 板块涨跌幅
Returns:
符合条件的股票列表
"""
selected = []
# 批量获取行情数据
realtime_df = self.ts_client.get_realtime_data(stock_codes)
if realtime_df.empty:
logger.warning(f"板块 {sector_name} 无法获取实时行情数据")
return []
logger.info(f" 获取到 {len(realtime_df)} 只股票的行情数据（请求了 {len(stock_codes)} 只）")
# 获取每日指标
from datetime import datetime
trade_date = datetime.now().strftime('%Y%m%d')
basic_df = self.ts_client.get_stock_daily_basic(stock_codes, trade_date)
# 获取历史数据（计算技术指标）
logger.debug(f" 开始检查 {len(stock_codes)} 只成分股...")
checked_count = 0
passed_count = 0
for stock_code in stock_codes: # 检查所有成分股
try:
checked_count += 1
if checked_count % 10 == 0:
logger.debug(f" 进度: {checked_count}/{len(stock_codes)}, 已通过: {passed_count}")
result = self._check_single_stock(
stock_code, sector_name, sector_change,
realtime_df, basic_df
)
if result:
selected.append(result)
passed_count += 1
except Exception as e:
logger.debug(f"检查股票 {stock_code} 失败: {e}")
continue
logger.info(f" 检查完成: {checked_count} 只，通过筛选: {passed_count} 只")
return selected
def _check_single_stock(
self,
stock_code: str,
sector_name: str,
sector_change: float,
realtime_df: pd.DataFrame,
basic_df: pd.DataFrame
) -> Optional[Dict[str, Any]]:
"""
检查单只股票是否符合条件
Args:
stock_code: 股票代码
sector_name: 所属板块
sector_change: 板块涨跌幅
realtime_df: 实时行情数据
basic_df: 每日指标数据
Returns:
符合条件返回股票信息，否则返回None
"""
# 获取实时行情
stock_data = realtime_df[realtime_df['ts_code'] == stock_code]
if stock_data.empty:
logger.debug(f" ⚠️ {stock_code}: 无实时行情数据")
return None
row = stock_data.iloc[0]
# 基本数据
close = float(row['close'])
pct_chg = float(row['pct_chg'])
amount = float(row['amount']) * 1000 # 转换为元
vol = float(row['vol'])
# 获取股票名称
name = row.get('name', '')
logger.debug(f" 🔍 {name}({stock_code}): 价格={close:.2f}, 涨跌幅={pct_chg:+.2f}%")
# 过滤ST股票
if 'ST' in name or '退' in name:
logger.debug(f" ✗ {name}({stock_code}): ST/退市股，跳过")
return None
# 获取每日指标
basic_data = basic_df[basic_df['ts_code'] == stock_code]
if not basic_data.empty:
turnover = float(basic_data.iloc[0].get('turnover_rate', 0))
# 换手率过滤（只有有数据时才检查）
if turnover > 0 and not (self.min_turnover <= turnover <= self.max_turnover):
logger.debug(f" ✗ {name}({stock_code}): 换手率不符合 ({turnover:.2f}%)")
return None
else:
turnover = 0.0
# 获取历史数据计算技术指标
end_date = datetime.now().strftime('%Y%m%d')
start_date = (datetime.now() - timedelta(days=60)).strftime('%Y%m%d')
try:
daily_df = self.ts_client.pro.daily(
ts_code=stock_code,
start_date=start_date,
end_date=end_date
)
if daily_df.empty or len(daily_df) < 30:
return None
daily_df = daily_df.sort_values('trade_date').reset_index(drop=True)
close_series = daily_df['close']
vol_series = daily_df['vol']
# 计算均线
ma5 = close_series.rolling(window=5).mean().iloc[-1]
ma10 = close_series.rolling(window=10).mean().iloc[-1]
ma20 = close_series.rolling(window=20).mean().iloc[-1]
ma5_vol = vol_series.rolling(window=5).mean().iloc[-1]
# MA趋势检查：MA5 > MA20（要求短期在长期趋势之上）
# 在震荡修复阶段，允许MA5略低于MA10，但必须高于MA20
if not (ma5 > ma20):
logger.debug(f" ✗ {name}({stock_code}): MA5不在MA20之上 (MA5={ma5:.2f}, MA10={ma10:.2f}, MA20={ma20:.2f})")
return None
# 量能检查
volume_ratio = vol / ma5_vol if ma5_vol > 0 else 0
if volume_ratio < self.volume_ratio_threshold:
logger.debug(f" ✗ {name}({stock_code}): 量能不足 (量比: {volume_ratio:.2f})")
return None
except Exception as e:
logger.debug(f" ✗ {name}({stock_code}): 计算技术指标失败: {e}")
return None
# 估算市值（使用成交额和换手率）
if turnover > 0:
market_cap = amount / (turnover / 100) # 元
market_cap_yi = market_cap / 100000000 # 转换为亿
# 市值过滤
if not (self.min_market_cap <= market_cap_yi <= self.max_market_cap):
logger.debug(f" ✗ {name}({stock_code}): 市值不符合 ({market_cap_yi:.2f}亿)")
return None
else:
market_cap_yi = 0
# 通过所有筛选条件
logger.info(f" ✓ {name}({stock_code}): 符合条件")
return {
'ts_code': stock_code,
'name': name,
'close': close,
'pct_chg': pct_chg,
'amount': amount,
'turnover': turnover,
'volume_ratio': volume_ratio,
'market_cap_yi': market_cap_yi,
'sector': sector_name,
'sector_change': sector_change,
'ma5': ma5,
'ma10': ma10,
'ma20': ma20,
}
def _rank_stocks(self, stocks: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
"""
综合评分和排序
评分维度：
- 板块强度 (40%)
- 个股涨幅 (30%)
- 量能表现 (30%)
Args:
stocks: 股票列表
Returns:
排序后的股票列表
"""
for stock in stocks:
score = 0.0
# 1. 板块强度 (40分)
sector_change = stock['sector_change']
if sector_change >= 5:
score += 40
elif sector_change >= 3:
score += 35
elif sector_change >= 2:
score += 30
elif sector_change >= 1:
score += 25
elif sector_change > 0:
score += 20
else:
score += 10
# 2. 个股涨幅 (30分)
pct_chg = stock['pct_chg']
if pct_chg >= 7:
score += 30
elif pct_chg >= 5:
score += 26
elif pct_chg >= 3:
score += 22
elif pct_chg >= 1:
score += 18
elif pct_chg > 0:
score += 12
else:
score += 5
# 3. 量能表现 (30分)
volume_ratio = stock['volume_ratio']
if volume_ratio >= 2.5:
score += 30
elif volume_ratio >= 2.0:
score += 26
elif volume_ratio >= 1.5:
score += 22
elif volume_ratio >= 1.2:
score += 18
else:
score += 10
# 4. 换手率 (10分)
turnover = stock.get('turnover', 0)
if 8 <= turnover <= 12: # 最理想的换手率范围
score += 10
elif 5 <= turnover < 8 or 12 < turnover <= 15:
score += 8
elif 3 <= turnover < 5:
score += 6
else:
score += 4
stock['score'] = score
# 按得分排序
return sorted(stocks, key=lambda x: x['score'], reverse=True)
def _allocate_positions(self, stocks: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
"""
仓位分配
策略：
- 优先级高的股票获得更大仓位
- 根据得分动态分配仓位
- 确保风险分散
Args:
stocks: 股票列表
Returns:
添加了仓位信息的股票列表
"""
if not stocks:
return []
total_score = sum(s['score'] for s in stocks)
for stock in stocks:
# 根据得分比例分配仓位
score_ratio = stock['score'] / total_score if total_score > 0 else 1.0 / len(stocks)
# 基础仓位（按得分比例）
base_position = score_ratio * self.max_total_position
# 调整：最高得分股票仓位不超过最大单票仓位
if base_position > self.max_single_position:
base_position = self.max_single_position
# 仓位范围：5% - 20%
position = max(0.05, min(base_position, self.max_single_position))
stock['position'] = position
stock['stop_loss'] = close * (1 - 0.07) # 硬止损-7%
stock['target_profit'] = close * (1 + 0.15) # 目标止盈+15%
return stocks
def _format_result(self, stocks: List[Dict[str, Any]], sectors: pd.DataFrame) -> Dict[str, Any]:
"""
格式化选股结果
Args:
stocks: 股票列表
sectors: 异动板块列表
Returns:
格式化的结果字典
"""
return {
'date': datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
'total_stocks': len(stocks),
'total_sectors': len(sectors),
'stocks': stocks,
'sectors': sectors.head(10).to_dict('records'),
'summary': self._generate_summary(stocks)
}
def _generate_summary(self, stocks: List[Dict[str, Any]]) -> Dict[str, Any]:
"""
生成汇总信息
Args:
stocks: 股票列表
Returns:
汇总信息字典
"""
if not stocks:
return {}
total_position = sum(s['position'] for s in stocks)
sectors = list(set(s['sector'] for s in stocks))
return {
'total_position': total_position,
'position_percent': total_position * 100,
'sector_count': len(sectors),
'sectors': sectors,
'avg_score': sum(s['score'] for s in stocks) / len(stocks),
}
def _empty_result(self) -> Dict[str, Any]:
"""返回空结果"""
return {
'date': datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
'total_stocks': 0,
'total_sectors': 0,
'stocks': [],
'sectors': [],
'summary': {}
}
def format_output_text(self, result: Dict[str, Any]) -> str:
"""
格式化输出文本
Args:
result: 选股结果
Returns:
格式化的文本
"""
if not result or result['total_stocks'] == 0:
return "📊 **短期题材选股结果**\n\n今日未选出符合条件的股票\n\n*⚠️ 仅供参考，不构成投资建议*"
lines = [
"📊 **短期题材选股结果**",
"",
f"选股时间: {result['date']}",
f"选出股票: {result['total_stocks']} 只",
f"异动板块: {result['total_sectors']} 个",
"",
]
# 汇总信息
if result.get('summary'):
summary = result['summary']
lines.extend([
"**💼 仓位配置**",
f"总仓位: {summary['position_percent']:.1f}%",
f"涉及板块: {summary['sector_count']} 个",
f"平均得分: {summary['avg_score']:.1f}分",
"",
])
# 异动板块
if result.get('sectors'):
lines.append("**🔥 异动板块 Top5**")
for sector in result['sectors'][:5]:
vol_ratio = sector.get('vol_ratio', 0)
amount_ratio = sector.get('amount_ratio', 0)
vol_icon = "🔥" if vol_ratio >= 2.0 else "📊"
lines.append(f"- {sector['name']}: {sector['change_pct']:+.2f}% | 量比{vol_ratio:.2f}x {vol_icon} | 额比{amount_ratio:.2f}x")
lines.append("")
# 选出股票
lines.append("**🏆 选出股票**")
for idx, stock in enumerate(result['stocks'], 1):
lines.extend([
f"",
f"**{idx}. {stock['name']} ({stock['ts_code']})**",
f" 现价: ¥{stock['close']:.2f} ({stock['pct_chg']:+.2f}%)",
f" 板块: {stock['sector']} ({stock['sector_change']:+.2f}%)",
f" 换手率: {stock['turnover']:.2f}% | 量比: {stock['volume_ratio']:.2f}",
f" 市值: {stock['market_cap_yi']:.2f}亿 | 评分: {stock['score']:.1f}分",
f" MA5: ¥{stock['ma5']:.2f} | MA10: ¥{stock['ma10']:.2f} | MA20: ¥{stock['ma20']:.2f}",
f" 建议仓位: {stock['position']*100:.1f}%",
f" 止损价: ¥{stock['stop_loss']:.2f} (-7%)",
f" 目标价: ¥{stock['target_profit']:.2f} (+15%)",
])
lines.extend([
"",
"---",
"",
"**⚠️ 风险提示**",
f"- 硬止损: {self.hard_stop_loss}%（单只股票最大损失）",
f"- 技术止损: 跌破20日均线",
f"- 时间止损: 持仓>30天未启动",
f"- 单票最大: {self.max_single_position*100}%",
f"- 单行业最大: {self.max_sector_position*100}%",
"",
"*⚠️ 仅供参考，不构成投资建议*"
])
return "\n".join(lines)
# 全局单例
_thematic_selector: Optional[ShortTermThematicSelector] = None
def get_thematic_selector(tushare_client=None) -> ShortTermThematicSelector:
"""获取短期题材选股器单例"""
global _thematic_selector
if _thematic_selector is None:
if tushare_client is None:
from app.astock_agent.tushare_client import get_tushare_client
from app.config import get_settings
settings = get_settings()
tushare_client = get_tushare_client(settings.tushare_token)
_thematic_selector = ShortTermThematicSelector(tushare_client)
return _thematic_selector

192
backend/app/astock_agent/stock_selector.py
View File

@ -1,192 +0,0 @@
"""
龙头股筛选
从异动板块中筛选出龙头股
"""
import pandas as pd
from typing import Dict, List
from datetime import datetime
from app.utils.logger import logger
from .akshare_client import get_akshare_client
class StockSelector:
"""龙头股筛选器"""
def __init__(self, top_n: int = 3):
"""
初始化筛选器
Args:
top_n: 返回前 N 只龙头股
"""
self.top_n = top_n
self.akshare = get_akshare_client()
def select_leading_stocks(self, sector_name: str) -> List[Dict]:
"""
筛选板块龙头股
Args:
sector_name: 板块名称
Returns:
龙头股列表（已排序）
"""
try:
# 获取成分股
stocks_df = self.akshare.get_concept_stocks(sector_name)
if stocks_df.empty:
logger.warning(f"获取板块 {sector_name} 成分股失败")
return []
# 获取实时行情
spot_df = self.akshare.get_stock_spot()
if spot_df.empty:
logger.warning("获取实时行情失败")
return []
# 合并数据
merged = pd.merge(
stocks_df[['代码', '名称']],
spot_df,
on='代码',
how='inner'
)
if merged.empty:
return []
# 数据类型转换
merged['最新价'] = pd.to_numeric(merged['最新价'], errors='coerce')
merged['涨跌幅'] = pd.to_numeric(merged['涨跌幅'], errors='coerce')
merged['涨跌额'] = pd.to_numeric(merged['涨跌额'], errors='coerce')
merged['成交量'] = pd.to_numeric(merged['成交量'], errors='coerce')
merged['成交额'] = pd.to_numeric(merged['成交额'], errors='coerce')
merged['换手率'] = pd.to_numeric(merged['换手率'], errors='coerce')
merged['振幅'] = pd.to_numeric(merged['振幅'], errors='coerce')
merged['量比'] = pd.to_numeric(merged['量比'], errors='coerce')
# 过滤：只保留有成交额的股票
merged = merged[merged['成交额'] > 0].copy()
if merged.empty:
return []
# 计算综合评分
merged['score'] = merged.apply(self._calculate_score, axis=1)
# 排序：按综合得分
merged = merged.sort_values('score', ascending=False)
# 取前 N 只
top_stocks = merged.head(self.top_n)
# 转换结果
results = []
for _, row in top_stocks.iterrows():
# 计算涨速等级
change_pct = row['涨跌幅']
if change_pct >= 5:
speed_level = "⚡⚡⚡ 极快"
elif change_pct >= 3:
speed_level = "⚡⚡ 快速"
elif change_pct >= 1:
speed_level = "⚡ 较快"
else:
speed_level = "🐌 平稳"
results.append({
'code': row['代码'],
'name': row['名称'],
'price': float(row['最新价']),
'change_pct': float(row['涨跌幅']),
'change_amount': float(row['涨跌额']),
'amount': float(row['成交额']),
'turnover': float(row['换手率']),
'volume_ratio': float(row.get('量比', 1)),
'amplitude': float(row.get('振幅', 0)),
'score': float(row['score']),
'speed_level': speed_level,
})
logger.info(f"板块 {sector_name} 龙头股筛选完成，Top {len(results)}")
return results
except Exception as e:
logger.error(f"筛选龙头股失败 {sector_name}: {e}")
return []
def _calculate_score(self, row: pd.Series) -> float:
"""
计算综合得分
评分维度：
- 涨跌幅 (40%)
- 成交额 (30%)
- 涨速 (20%)
- 换手率 (10%)
Args:
row: 股票数据行
Returns:
综合得分
"""
score = 0.0
# 1. 涨跌幅得分 (40分) - 涨幅越高得分越高
change_pct = row['涨跌幅']
if change_pct >= 7:
score += 40 # 涨停级别
elif change_pct >= 5:
score += 35
elif change_pct >= 3:
score += 30
elif change_pct >= 2:
score += 25
elif change_pct >= 1:
score += 20
elif change_pct > 0:
score += 15
else:
score += max(0, 10 + change_pct * 5) # 下跌也有基础分
# 2. 成交额得分 (30分) - 成交额越大得分越高
amount = row['成交额']
if amount >= 100000: # 10亿以上
score += 30
elif amount >= 50000: # 5亿以上
score += 25
elif amount >= 10000: # 1亿以上
score += 20
elif amount >= 5000: # 5000万以上
score += 15
elif amount >= 1000: # 1000万以上
score += 10
else:
score += 5
# 3. 涨速得分 (20分) - 简化用涨幅代替
if change_pct >= 5:
score += 20
elif change_pct >= 3:
score += 15
elif change_pct >= 1:
score += 10
else:
score += 5
# 4. 换手率得分 (10分) - 适中换手率加分
turnover = row['换手率']
if 5 <= turnover <= 15:
score += 10 # 适中换手率
elif 15 < turnover <= 25:
score += 8 # 活跃但不过热
elif turnover > 25:
score += 5 # 过热可能回调
elif turnover > 0:
score += 3 # 有成交即可
else:
score += 0
return score

384
backend/app/astock_agent/tushare_client.py
View File

@ -1,384 +0,0 @@
"""
Tushare 数据封装
提供 A 股板块、个股行情数据获取接口（使用同花顺系列接口）
"""
import time
import tushare as ts
import pandas as pd
from typing import Dict, List, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
class TushareClient:
"""Tushare 数据客户端（同花顺系列接口）"""
# 缓存数据，避免频繁请求
_cache = {}
_cache_time = {}
_last_request_time = 0
def __init__(self, token: str):
"""
初始化客户端
Args:
token: Tushare token
"""
self.token = token
ts.set_token(token)
self.pro = ts.pro_api()
self.cache_ttl = 300 # 缓存5分钟
self.request_delay = 0.5 # 请求间隔（秒）- tushare 有频率限制
def _get_cached(self, key: str, fetch_func) -> pd.DataFrame:
"""获取缓存数据，支持重试"""
now = datetime.now()
# 检查缓存
if key in self._cache:
cache_time = self._cache_time.get(key)
if cache_time and (now - cache_time).seconds < self.cache_ttl:
logger.debug(f"使用缓存数据: {key}")
return self._cache[key]
# 请求限流
elapsed = now.timestamp() - self._last_request_time
if elapsed < self.request_delay:
time.sleep(self.request_delay - elapsed)
# 重试逻辑
max_retries = 3
for attempt in range(max_retries):
try:
self._last_request_time = time.time()
df = fetch_func()
if df is not None and not df.empty:
self._cache[key] = df
self._cache_time[key] = now
logger.debug(f"获取数据成功: {key}")
return df
except Exception as e:
error_msg = str(e)
# 指数退避重试
if attempt < max_retries - 1:
wait_time = (2 ** attempt) * 2
logger.warning(
f"获取数据失败 {key} (尝试 {attempt + 1}/{max_retries}): {e}，"
f"等待 {wait_time}秒后重试..."
)
time.sleep(wait_time)
continue
logger.error(f"获取数据失败 {key}: {e}")
break
return pd.DataFrame()
def get_concept_sectors(self) -> pd.DataFrame:
"""
获取概念板块列表
使用 ths_index 接口，type="N" 代表概念板块
Returns:
概念板块列表
"""
def fetch():
# ths_index - 获取同花顺概念指数列表
return self.pro.ths_index(type='N')
return self._get_cached('concept_sectors', fetch)
def get_sector_daily(self, ts_code: str, start_date: str = None, end_date: str = None) -> pd.DataFrame:
"""
获取板块日线行情
Args:
ts_code: 板块指数代码（如 885823.TI）
start_date: 开始日期 (YYYYMMDD)
end_date: 结束日期 (YYYYMMDD)
Returns:
板块日线数据
"""
if not start_date:
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
def fetch():
# ths_daily - 获取板块指数历史行情
return self.pro.ths_daily(
ts_code=ts_code,
start_date=start_date,
end_date=end_date
)
return self._get_cached(f'sector_daily_{ts_code}_{end_date}', fetch)
def get_sector_members(self, ts_code: str) -> pd.DataFrame:
"""
获取板块成分股
Args:
ts_code: 板块指数代码（如 885823.TI）
Returns:
成分股列表
"""
def fetch():
# ths_member - 获取板块成分股
return self.pro.ths_member(ts_code=ts_code)
return self._get_cached(f'sector_members_{ts_code}', fetch)
def get_stock_daily(self, ts_code: str, start_date: str = None, end_date: str = None) -> pd.DataFrame:
"""
获取个股日线行情
Args:
ts_code: 股票代码（如 000001.SZ）
start_date: 开始日期 (YYYYMMDD)
end_date: 结束日期 (YYYYMMDD)
Returns:
日线数据
"""
if not start_date:
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
def fetch():
# daily - 获取日线行情
return self.pro.daily(
ts_code=ts_code,
start_date=start_date,
end_date=end_date
)
return self._get_cached(f'stock_daily_{ts_code}_{end_date}', fetch)
def get_stock_daily_basic(self, ts_codes: List[str], trade_date: str = None) -> pd.DataFrame:
"""
获取个股每日指标（包含换手率、量比等）
Args:
ts_codes: 股票代码列表
trade_date: 交易日期 (YYYYMMDD)
Returns:
每日指标数据
"""
if not ts_codes:
return pd.DataFrame()
from datetime import datetime, timedelta
if not trade_date:
trade_date = datetime.now().strftime('%Y%m%d')
def fetch():
# daily_basic - 获取每日指标
# 分批处理以支持超过300只股票的情况
all_data = []
batch_size = 300
for i in range(0, min(len(ts_codes), 900), batch_size): # 最多处理900只
batch_codes = ts_codes[i:i+batch_size]
# 尝试获取最近3天的数据（以防当天数据未更新）
for j in range(3):
try_date = (datetime.now() - timedelta(days=j)).strftime('%Y%m%d')
df = self.pro.daily_basic(
ts_code=','.join(batch_codes),
trade_date=try_date,
fields='ts_code,trade_date,turnover_rate,volume_ratio,pe,pb'
)
if not df.empty:
all_data.append(df)
# 如果找到数据就不再尝试更早的日期
break
if all_data:
return pd.concat(all_data, ignore_index=True)
return pd.DataFrame()
# 创建包含股票代码的缓存键
codes_key = '_'.join(sorted(ts_codes[:20]))
cache_key = f'stock_daily_basic_{trade_date}_{codes_key}'
return self._get_cached(cache_key, fetch)
def get_stock_basic(self) -> pd.DataFrame:
"""
获取股票基本信息列表
Returns:
股票基本信息
"""
def fetch():
# stock_basic - 获取股票基本信息
return self.pro.stock_basic(
exchange='',
list_status='L',
fields='ts_code,symbol,name,area,industry,list_date'
)
return self._get_cached('stock_basic', fetch)
def get_realtime_data(self, ts_codes: List[str]) -> pd.DataFrame:
"""
获取实时行情数据（使用最新的日线数据）
注意：tushare 不提供真正的实时数据，这里返回最新的日线数据
注意：amount 字段单位是千元，需要 * 1000 转换为元
Args:
ts_codes: 股票代码列表
Returns:
实时行情数据（amount 单位为千元）
"""
if not ts_codes:
return pd.DataFrame()
# 获取今天的日期
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
# 创建包含股票代码的缓存键
codes_key = '_'.join(sorted(ts_codes[:20])) # 使用前20只代码创建唯一键
cache_key = f'realtime_{today}_{codes_key}'
def fetch():
# 使用 daily 接口获取最近数据
# 分批处理以支持超过100只股票的情况
all_dfs = []
batch_size = 100
for i in range(0, min(len(ts_codes), 500), batch_size): # 最多处理500只
batch_codes = ts_codes[i:i+batch_size]
codes_str = ','.join(batch_codes)
df = self.pro.daily(
ts_code=codes_str,
start_date=yesterday,
end_date=today
)
if not df.empty:
all_dfs.append(df)
# 合并所有批次的数据
if all_dfs:
combined_df = pd.concat(all_dfs, ignore_index=True)
# 只返回每个股票的最新一天数据
combined_df = combined_df.sort_values('trade_date').groupby('ts_code').tail(1)
# 获取股票基本信息（包含股票名称）
stock_basic = self.pro.stock_basic(
exchange='',
list_status='L',
fields='ts_code,symbol,name,area,industry,list_date'
)
# 合并股票名称
if not stock_basic.empty:
combined_df = combined_df.merge(
stock_basic[['ts_code', 'name']],
on='ts_code',
how='left'
)
return combined_df
return pd.DataFrame()
return self._get_cached(cache_key, fetch)
def get_hot_sectors(self, threshold: float = 2.0) -> pd.DataFrame:
"""
获取异动板块（一次性获取所有板块的最新行情）
Args:
threshold: 涨跌幅阈值（%）
Returns:
异动板块数据
"""
try:
# 1. 获取所有概念板块
sectors_df = self.get_concept_sectors()
if sectors_df.empty:
logger.warning("获取概念板块列表失败")
return pd.DataFrame()
logger.info(f"获取到 {len(sectors_df)} 个概念板块")
# 2. 获取今天的日期
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
# 3. 批量获取板块行情（为了效率，限制数量）
hot_sectors = []
max_sectors = 100 # 最多检查100个板块
for idx, row in sectors_df.head(max_sectors).iterrows():
ts_code = row['ts_code']
name = row.get('name', '')
try:
# 获取板块最新行情
daily_df = self.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty:
continue
# 获取最新一天的数据
latest = daily_df.sort_values('trade_date').iloc[-1]
# 检查涨跌幅 - 注意列名是 pct_change 不是 pct_chg
change_pct = float(latest.get('pct_change', 0))
if change_pct >= threshold:
hot_sectors.append({
'ts_code': ts_code,
'name': name,
'change_pct': change_pct,
'change': float(latest.get('change', 0)), # 涨跌额
'close': float(latest.get('close', 0)),
'amount': float(latest.get('amount', 0)), # 成交额（元）
'volume': float(latest.get('vol', 0)), # 成交量（手）
'turnover_rate': float(latest.get('turnover_rate', 0)), # 换手率
'trade_date': str(latest.get('trade_date', ''))
})
except Exception as e:
logger.debug(f"获取板块 {name} 行情失败: {e}")
continue
result_df = pd.DataFrame(hot_sectors)
if not result_df.empty:
result_df = result_df.sort_values('change_pct', ascending=False)
return result_df
except Exception as e:
logger.error(f"获取异动板块失败: {e}")
return pd.DataFrame()
# 全局单例
_tushare_client: Optional[TushareClient] = None
def get_tushare_client(token: str = None) -> Optional[TushareClient]:
"""获取 Tushare 客户端单例"""
global _tushare_client
if _tushare_client is None:
if not token:
return None
_tushare_client = TushareClient(token)
return _tushare_client

189
backend/app/astock_agent/tushare_sector_analyzer.py
View File

@ -1,189 +0,0 @@
"""
板块异动分析（Tushare 版本）
检测板块涨跌幅、量能、资金流向异动
"""
import pandas as pd
from typing import Dict, List, Optional, Tuple
from datetime import datetime
from app.utils.logger import logger
from app.utils.error_handler import notify_error
class TushareSectorAnalyzer:
"""板块异动分析器（使用 Tushare 同花顺接口）"""
def __init__(self, tushare_client, change_threshold: float = 2.0):
"""
初始化异动分析器
Args:
tushare_client: TushareClient 实例
change_threshold: 涨跌幅阈值（%）
"""
self.change_threshold = change_threshold
self.ts_client = tushare_client
def detect_sector_changes(self) -> List[Dict]:
"""
检测异动板块
Returns:
异动板块列表
"""
try:
# 使用 tushare 获取异动板块（一次性获取）
df = self.ts_client.get_hot_sectors(threshold=self.change_threshold)
if df.empty:
logger.info("未检测到异动板块")
return []
# 转换为结果列表
results = []
for _, row in df.iterrows():
# 成交额转换为万元
amount_wan = row['amount'] / 10000 if row['amount'] > 0 else 0
# 格式化成交额显示
if amount_wan >= 100000:
amount_str = f"{amount_wan/100000:.1f}亿"
elif amount_wan >= 10000:
amount_str = f"{amount_wan/10000:.1f}万"
else:
amount_str = f"{amount_wan:.0f}元"
results.append({
'name': row['name'],
'ts_code': row['ts_code'],
'change_pct': float(row['change_pct']),
'change': float(row.get('change', 0)), # 涨跌额
'close': float(row['close']),
'amount': float(row['amount']),
'amount_str': amount_str,
'volume': float(row['volume']),
'turnover_rate': float(row.get('turnover_rate', 0)), # 换手率
'trade_date': row['trade_date'],
'timestamp': datetime.now()
})
logger.info(f"检测到 {len(results)} 个异动概念板块（Tushare）")
return results
except Exception as e:
error_msg = f"Tushare 检测板块异动失败: {e}"
logger.error(error_msg)
# 发送通知
notify_error(
title="A股板块监控 - Tushare 数据获取失败",
message=f"错误: {e}\n\n可能原因：\n- Tushare token 未配置或无效\n- API 频率限制\n- 网络连接问题",
level="warning"
)
return []
def get_sector_stocks(self, ts_code: str, sector_name: str) -> List[Dict]:
"""
获取板块成分股
Args:
ts_code: 板块指数代码
sector_name: 板块名称
Returns:
成分股列表
"""
try:
# 获取成分股
members_df = self.ts_client.get_sector_members(ts_code)
if members_df.empty:
logger.warning(f"板块 {sector_name} 成分股数据为空")
return []
# 获取成分股的行情数据
stock_codes = members_df['ts_code'].tolist()
# 限制数量，避免请求过多
if len(stock_codes) > 50:
stock_codes = stock_codes[:50]
# 获取实时行情
realtime_df = self.ts_client.get_realtime_data(stock_codes)
if realtime_df.empty:
logger.warning(f"板块 {sector_name} 成分股行情为空")
return []
# 合并数据
merged = pd.merge(
members_df,
realtime_df,
on='ts_code',
how='inner'
)
if merged.empty:
return []
# 转换结果
results = []
for _, row in merged.iterrows():
results.append({
'code': row['ts_code'],
'name': row.get('name', row.get('member_name', '')),
'price': float(row.get('close', 0)),
'change_pct': float(row.get('pct_chg', 0)),
'change_amount': float(row.get('change', 0)),
'amount': float(row.get('amount', 0)),
'volume': float(row.get('vol', 0)),
})
return results
except Exception as e:
logger.error(f"获取板块 {sector_name} 成分股失败: {e}")
return []
def get_hot_reason(self, sector_name: str, top_stocks: List[Dict]) -> str:
"""
推测异动原因（基于龙头股分析）
Args:
sector_name: 板块名称
top_stocks: 龙头股列表
Returns:
异动原因描述
"""
try:
if not top_stocks:
return "板块整体异动"
reasons = []
# 检查是否有涨停股
limit_up_count = sum(1 for s in top_stocks if s.get('change_pct', 0) >= 9.9)
if limit_up_count > 0:
reasons.append(f"{limit_up_count}只个股涨停")
# 检查平均涨幅
avg_change = sum(s.get('change_pct', 0) for s in top_stocks) / len(top_stocks)
if avg_change >= 7:
reasons.append("板块全线爆发")
# 检查是否集中在某个龙头
if len(top_stocks) >= 2:
top1_change = top_stocks[0].get('change_pct', 0)
top2_change = top_stocks[1].get('change_pct', 0)
if top1_change - top2_change > 3:
reasons.append(f"{top_stocks[0].get('name', '')}龙头领涨")
if reasons:
return "，".join(reasons)
else:
return "资金集中流入"
except Exception as e:
logger.error(f"推测异动原因失败: {e}")
return "板块异动"

244
backend/app/astock_agent/tushare_stock_selector.py
View File

@ -1,244 +0,0 @@
"""
龙头股筛选（Tushare 版本）
从异动板块中筛选出龙头股
"""
import pandas as pd
from typing import Dict, List
from datetime import datetime
from app.utils.logger import logger
class TushareStockSelector:
"""龙头股筛选器（使用 Tushare）"""
def __init__(self, tushare_client, top_n: int = 3):
"""
初始化筛选器
Args:
tushare_client: TushareClient 实例
top_n: 返回前 N 只龙头股
"""
self.top_n = top_n
self.ts_client = tushare_client
def select_leading_stocks(self, ts_code: str, sector_name: str) -> List[Dict]:
"""
筛选板块龙头股
Args:
ts_code: 板块指数代码
sector_name: 板块名称
Returns:
龙头股列表（已排序）
"""
try:
# 获取成分股
members_df = self.ts_client.get_sector_members(ts_code)
if members_df.empty:
logger.warning(f"获取板块 {sector_name} 成分股失败")
return []
# ths_member 返回的是 con_code（成分股代码），需要用这个来查行情
stock_codes = members_df['con_code'].tolist()
# 限制数量，避免请求过多
if len(stock_codes) > 50:
stock_codes = stock_codes[:50]
# 获取实时行情
realtime_df = self.ts_client.get_realtime_data(stock_codes)
if realtime_df.empty:
logger.warning(f"获取板块 {sector_name} 成分股行情失败")
return []
# 获取每日指标（换手率、量比）
from datetime import datetime
trade_date = datetime.now().strftime('%Y%m%d')
basic_df = self.ts_client.get_stock_daily_basic(stock_codes, trade_date)
# 合并数据 - 注意：ths_member 的 con_code 对应 daily 的 ts_code
members_df = members_df.rename(columns={'con_code': 'stock_code'})
realtime_df = realtime_df.rename(columns={'ts_code': 'stock_code'})
if not basic_df.empty:
basic_df = basic_df.rename(columns={'ts_code': 'stock_code'})
merged = pd.merge(
members_df[['stock_code', 'con_name']],
realtime_df,
on='stock_code',
how='inner'
)
merged = pd.merge(
merged,
basic_df[['stock_code', 'turnover_rate', 'volume_ratio']],
on='stock_code',
how='left'
)
else:
merged = pd.merge(
members_df[['stock_code', 'con_name']],
realtime_df,
on='stock_code',
how='inner'
)
if merged.empty:
return []
# 数据类型转换 - daily 接口返回 pct_chg 不是 pct_change
merged['close'] = pd.to_numeric(merged['close'], errors='coerce')
merged['pct_chg'] = pd.to_numeric(merged['pct_chg'], errors='coerce')
merged['change'] = pd.to_numeric(merged['change'], errors='coerce')
merged['vol'] = pd.to_numeric(merged['vol'], errors='coerce')
# 注意：daily 接口的 amount 单位是千元，需要转换为元
merged['amount'] = pd.to_numeric(merged['amount'], errors='coerce') * 1000
# 换手率和量比填充默认值
if 'turnover_rate' in merged.columns:
merged['turnover_rate'] = pd.to_numeric(merged['turnover_rate'], errors='coerce').fillna(0)
else:
merged['turnover_rate'] = 0.0
if 'volume_ratio' in merged.columns:
merged['volume_ratio'] = pd.to_numeric(merged['volume_ratio'], errors='coerce').fillna(1.0)
else:
merged['volume_ratio'] = 1.0
# 过滤：只保留有成交额的股票
merged = merged[merged['amount'] > 0].copy()
if merged.empty:
return []
# 计算综合评分
merged['score'] = merged.apply(self._calculate_score, axis=1)
# 排序：按综合得分
merged = merged.sort_values('score', ascending=False)
# 取前 N 只
top_stocks = merged.head(self.top_n)
# 转换结果
results = []
for _, row in top_stocks.iterrows():
# 计算涨速等级
change_pct = row['pct_chg']
if change_pct >= 5:
speed_level = "⚡⚡⚡ 极快"
elif change_pct >= 3:
speed_level = "⚡⚡ 快速"
elif change_pct >= 1:
speed_level = "⚡ 较快"
else:
speed_level = "🐌 平稳"
# 计算振幅
amplitude = 0.0
if 'high' in row and 'low' in row and row['low'] > 0:
amplitude = (row['high'] - row['low']) / row['low'] * 100
results.append({
'code': row['stock_code'],
'name': row['con_name'],
'price': float(row['close']),
'change_pct': float(row['pct_chg']),
'change_amount': float(row['change']),
'amount': float(row['amount']),
'turnover': float(row.get('turnover_rate', 0)),
'volume_ratio': float(row.get('volume_ratio', 1.0)),
'amplitude': amplitude,
'score': float(row['score']),
'speed_level': speed_level,
})
logger.info(f"板块 {sector_name} 龙头股筛选完成，Top {len(results)}")
return results
except Exception as e:
logger.error(f"筛选龙头股失败 {sector_name}: {e}")
return []
def _calculate_score(self, row: pd.Series) -> float:
"""
计算综合得分
评分维度：
- 涨跌幅 (40%)
- 成交额 (30%)
- 涨速 (20%)
- 换手率 (10%)
Args:
row: 股票数据行
Returns:
综合得分
"""
score = 0.0
# 1. 涨跌幅得分 (40分) - 涨幅越高得分越高
change_pct = row['pct_chg']
if change_pct >= 7:
score += 40 # 涨停级别
elif change_pct >= 5:
score += 35
elif change_pct >= 3:
score += 30
elif change_pct >= 2:
score += 25
elif change_pct >= 1:
score += 20
elif change_pct > 0:
score += 15
else:
score += max(0, 10 + change_pct * 5) # 下跌也有基础分
# 2. 成交额得分 (30分) - 成交额越大得分越高
# 注意：amount 已在 select_leading_stocks 中从千元转换为元
amount = row['amount'] # 单位是元
if amount >= 1000000000: # 10亿以上
score += 30
elif amount >= 500000000: # 5亿以上
score += 25
elif amount >= 100000000: # 1亿以上
score += 20
elif amount >= 50000000: # 5000万以上
score += 15
elif amount >= 10000000: # 1000万以上
score += 10
else:
score += 5
# 3. 涨速得分 (20分) - 简化用涨幅代替
if change_pct >= 5:
score += 20
elif change_pct >= 3:
score += 15
elif change_pct >= 1:
score += 10
else:
score += 5
# 4. 换手率得分 (10分) - 使用真实换手率数据
turnover_rate = row.get('turnover_rate', 0)
if turnover_rate >= 15:
score += 10 # 换手率极高，资金活跃
elif turnover_rate >= 10:
score += 9
elif turnover_rate >= 7:
score += 8
elif turnover_rate >= 5:
score += 7
elif turnover_rate >= 3:
score += 6
elif turnover_rate >= 1:
score += 4
elif turnover_rate >= 0.5:
score += 2
else:
score += 1 # 换手率较低
return score

100
backend/app/config.py
View File

@ -3,10 +3,11 @@
从环境变量加载配置
"""
import os
from pathlib import Path
from typing import Optional
from pydantic_settings import BaseSettings
from functools import lru_cache
from pathlib import Path
from typing import Any, Dict, List, Optional
from pydantic_settings import BaseSettings
# 查找.env文件的位置
@ -48,9 +49,6 @@ def find_env_file():
class Settings(BaseSettings):
"""应用配置"""
# Tushare配置
tushare_token: str = ""
# LLM配置
zhipuai_api_key: str = ""
deepseek_api_key: str = ""
@ -94,9 +92,7 @@ class Settings(BaseSettings):
binance_api_secret: str = ""
# 飞书机器人配置
feishu_crypto_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/8a1dcf69-6753-41e2-a393-edc4f7822db0" # 加密货币通知
feishu_stock_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/408ab727-0dcd-4c7a-bde7-4aad38cbf807" # 股票通知
feishu_news_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/c7fd0db7-d295-451c-b943-130278a6cd9d" # 新闻智能体通知
feishu_crypto_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/8a1dcf69-6753-41e2-a393-edc4f7822db0"
feishu_paper_trading_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/3f5642e7-420b-45f7-8f88-fff92bb98c69" # 模拟交易通知（交易信号+决策+执行）
feishu_error_webhook_url: str = "https://open.feishu.cn/open-apis/bot/v2/hook/ba6952c9-3b0c-4bc1-8a43-ceaacb27b043" # 系统异常通知
feishu_enabled: bool = True # 是否启用飞书通知
@ -179,43 +175,61 @@ class Settings(BaseSettings):
account_drawdown_alert: float = 0.15 # 回撤警告阈值（15%），触发告警通知
# Agent 模型配置 (可选值: zhipu, deepseek)
smart_agent_model: str = "deepseek" # SmartAgent 使用的模型
crypto_agent_model: str = "deepseek" # CryptoAgent 使用的模型
stock_agent_model: str = "deepseek" # StockAgent 使用的模型
# 股票智能体配置
stock_symbols_us: str = "" # 美股代码，逗号分隔
# 港股代码：科技+新能源+芯片+AI+金融+汽车+医药+消费+能源（统一格式：去掉前导零）
# 科技：腾讯控股/阿里巴巴/美团/小米集团/京东集团/网易/百度/快手/知乎/B站
# 新能源：比亚迪/理想汽车/小鹏汽车/赣锋锂业/龙源电力/信义能源
# 芯片：中芯国际/华虹半导体/上海复旦
# AI：商汤/第四范式/创新奇智/美图/联易融/百融云
# 金融：汇控/建行/工行/农行/中行/友邦/平安/国寿/中金/中信
# 汽车：蔚来/长城汽车/吉利汽车
# 医药：药明康德/药明生物/百济神州/信达生物/石药集团
# 消费：名创优品/泡泡玛特/安踏体育
# 能源：中海油/中石油/中国神华
stock_symbols_hk: str = "700.HK,9988.HK,3690.HK,1810.HK,9618.HK,9999.HK,9888.HK,1024.HK,2390.HK,9626.HK,1211.HK,2015.HK,9868.HK,1772.HK,916.HK,3868.HK,981.HK,1347.HK,1385.HK,20.HK,6682.HK,2121.HK,1357.HK,9959.HK,6608.HK,5.HK,939.HK,1398.HK,1288.HK,3988.HK,1299.HK,2318.HK,2628.HK,3908.HK,6030.HK,9866.HK,2333.HK,175.HK,2359.HK,2269.HK,6160.HK,1801.HK,1093.HK,9896.HK,9992.HK,2020.HK,883.HK,857.HK,1088.HK"
# 注意：实际执行为每小时整点，此配置已废弃
stock_analysis_interval: int = 3600 # 分析间隔（秒，整点执行）
stock_llm_threshold: float = 0.70 # 触发 LLM 分析的置信度阈值
# A股智能体配置
astock_monitor_enabled: bool = True # 是否启用A股智能体
astock_change_threshold: float = 2.0 # 涨跌幅阈值（%），超过此值触发异动
astock_top_n: int = 3 # 每个板块返回前N只龙头股
astock_check_interval: int = 30 # 检查间隔（分钟）
# 钉钉通知配置（A股专用）
dingtalk_astock_webhook: str = "" # A股钉钉通知 Webhook
dingtalk_astock_secret: str = "" # A股钉钉通知加签密钥
# A股龙回头选股配置
pullback_selector_enabled: bool = True # 是否启用龙回头选股
pullback_select_time: str = "09:00" # 选股时间（24小时制）
pullback_sectors_to_check: int = 5 # 检查板块数量
crypto_agent_model: str = "deepseek"
# ========== Bitget 实盘交易配置 ==========
bitget_trading_enabled: bool = False # Bitget 实盘交易开关（默认关闭）
bitget_accounts: str = "" # 多账号列表，例如: "main,sub1"
def get_bitget_account_ids(self) -> List[str]:
"""返回已启用的 Bitget 账号列表，未配置时兼容 default 单账号。"""
raw = str(self.bitget_accounts or "").strip()
if raw:
account_ids = [item.strip() for item in raw.split(',') if item.strip()]
if account_ids:
return list(dict.fromkeys(account_ids))
return ['default']
def get_bitget_account_config(self, account_id: str = "default") -> Dict[str, Any]:
"""获取指定 Bitget 账号配置，兼容单账号与多账号命名。"""
normalized = (account_id or "default").strip() or "default"
if normalized == "default":
return {
"account_id": "default",
"api_key": self.bitget_api_key,
"api_secret": self.bitget_api_secret,
"passphrase": self.bitget_passphrase,
"enabled": bool(self.bitget_trading_enabled and self.bitget_api_key and self.bitget_api_secret),
"use_testnet": self.bitget_use_testnet,
"use_unified_account": self.bitget_use_unified_account,
}
prefix = f"bitget_{normalized}_"
api_key = getattr(self, f"{prefix}api_key", "")
api_secret = getattr(self, f"{prefix}api_secret", "")
passphrase = getattr(self, f"{prefix}passphrase", "")
enabled_value = getattr(self, f"{prefix}enabled", True)
use_testnet = getattr(self, f"{prefix}use_testnet", self.bitget_use_testnet)
use_unified = getattr(self, f"{prefix}use_unified_account", self.bitget_use_unified_account)
return {
"account_id": normalized,
"api_key": api_key,
"api_secret": api_secret,
"passphrase": passphrase,
"enabled": bool(self.bitget_trading_enabled and enabled_value and api_key and api_secret),
"use_testnet": use_testnet,
"use_unified_account": use_unified,
}
def get_enabled_bitget_accounts(self) -> List[Dict[str, Any]]:
"""返回所有已启用且凭证完整的 Bitget 账号配置。"""
configs: List[Dict[str, Any]] = []
for account_id in self.get_bitget_account_ids():
config = self.get_bitget_account_config(account_id)
if config.get("enabled"):
configs.append(config)
return configs
class Config:
env_file = find_env_file()

3
backend/app/crypto_agent/__init__.py
View File

@ -2,6 +2,7 @@
加密货币交易智能体模块
"""
from app.crypto_agent.crypto_agent import CryptoAgent
from app.crypto_agent.execution_guardian import ExecutionGuardian
from app.crypto_agent.strategy import TrendFollowingStrategy
__all__ = ['CryptoAgent', 'TrendFollowingStrategy']
__all__ = ['CryptoAgent', 'ExecutionGuardian', 'TrendFollowingStrategy']

1113
backend/app/crypto_agent/crypto_agent.py
View File

File diff suppressed because it is too large Load Diff

361
backend/app/crypto_agent/execution_guardian.py Normal file
View File

@ -0,0 +1,361 @@
"""
执行监管器
从 CryptoAgent 主循环中拆分执行后监管职责，负责：
- 挂单超时清理
- 持仓管理（止盈 / 超时退出 / 移动止损）
- Bitget 挂单成交后的 TP/SL 补设
- Bitget 持仓保护单缺失补救
第一版先作为确定性协调器运行，不引入新的 LLM 决策。
"""
from __future__ import annotations
from datetime import datetime
from typing import Any, Dict, List
from app.crypto_agent.execution_targets import ExecutionTarget
from app.utils.logger import logger
class ExecutionGuardian:
"""执行监管协调器。"""
def __init__(self, agent: Any):
self.agent = agent
self._state: Dict[str, Any] = {
"last_run_at": None,
"last_status": "idle",
"last_error": "",
"last_actions": [],
}
def get_status(self) -> Dict[str, Any]:
return {
"last_run_at": self._state.get("last_run_at"),
"last_status": self._state.get("last_status", "idle"),
"last_error": self._state.get("last_error", ""),
"targets": [self._serialize_target(target) for target in self._iter_targets()],
"last_actions": list(self._state.get("last_actions", []))[:20],
}
def _serialize_target(self, target: ExecutionTarget) -> Dict[str, Any]:
return {
"target_key": target.target_key,
"platform": target.platform,
"account_id": target.account_id,
"supports_pending_timeout": target.supports_pending_timeout,
"supports_position_management": target.supports_position_management,
"supports_tpsl_repair": target.supports_tpsl_repair,
}
def _iter_targets(self) -> List[ExecutionTarget]:
targets = self.agent.get_execution_targets()
if not isinstance(targets, list):
return []
return targets
async def run_cycle(self):
"""执行一轮监管扫描。"""
self._state["last_run_at"] = datetime.now().isoformat()
self._state["last_status"] = "running"
self._state["last_error"] = ""
self._state["last_actions"] = []
try:
for target in self._iter_targets():
if self.agent._is_platform_halted(target.target_key):
continue
if target.supports_pending_timeout:
await self._check_pending_order_timeouts(target)
if target.supports_position_management:
await self._check_position_management(target)
if target.supports_tpsl_repair:
await self._check_and_set_pending_tp_sl(target)
await self._check_missing_tp_sl(target)
self._state["last_status"] = "completed"
except Exception as e:
self._state["last_status"] = "error"
self._state["last_error"] = str(e)
logger.error(f"ExecutionGuardian 运行异常: {e}")
raise
def _record_action(self, action_type: str, platform: str, symbol: str = "", detail: str = ""):
self._state.setdefault("last_actions", []).insert(0, {
"timestamp": datetime.now().isoformat(),
"action_type": action_type,
"platform": platform,
"symbol": symbol,
"detail": detail,
})
self._state["last_actions"] = self._state["last_actions"][:20]
async def _check_pending_order_timeouts(self, target: ExecutionTarget):
"""检查各平台挂单超时。"""
pending_orders = []
if target.platform == 'PaperTrading':
pending_orders = target.service.get_open_orders()
elif target.platform == 'Bitget':
pending_orders = target.service.get_open_orders() if target.service else []
if not pending_orders:
return
timeout_orders = target.executor.check_pending_order_timeout(pending_orders)
for order_info in timeout_orders:
order_id = order_info.get('order_id')
symbol = order_info.get('symbol', '')
reason = order_info.get('reason', '')
logger.info(f" ⏰ [{target.target_key}] {symbol} {reason}")
result = await target.executor.execute_cancel(order_id, symbol)
if result.get('success'):
self._record_action("cancel_timeout", target.target_key, symbol, reason)
logger.info(f" ✅ 已取消超时挂单: {order_id}")
message = (
f"⏰ 挂单超时自动取消\n\n"
f"平台: {target.platform}\n"
f"账户: {target.account_id}\n"
f"交易对: {symbol}\n"
f"订单ID: {order_id}\n"
f"原因: {reason}"
)
await self.agent._send_alert_notification(f"⏰ [{target.target_key}] 挂单超时", message)
else:
error = result.get('error', '未知错误')
logger.error(f" ❌ 取消失败: {error}")
async def _check_position_management(self, target: ExecutionTarget):
"""检查各平台持仓管理（止盈/止损/移动止损）。"""
current_prices = {}
volatility_data = {}
for symbol in self.agent.symbols:
try:
data = self.agent.exchange.get_multi_timeframe_data(symbol)
current_prices[symbol] = float(data['5m'].iloc[-1]['close'])
if '1h' in data and 'atr' in data['1h'].columns:
atr_value = data['1h']['atr'].iloc[-1]
price_1h = data['1h']['close'].iloc[-1]
if atr_value and price_1h > 0:
volatility_data[symbol] = float(atr_value) / float(price_1h)
except Exception:
continue
if target.platform == 'PaperTrading':
positions = target.service.get_open_positions()
elif target.platform == 'Bitget':
positions = target.service.get_open_positions() if target.service else []
else:
positions = []
if not positions:
return
actions = target.executor.check_position_management(positions, current_prices, volatility_data)
for action_info in actions:
symbol = action_info.get('symbol')
action = action_info.get('action')
reason = action_info.get('reason', '')
logger.info(f" 📊 [{target.target_key}] {symbol} {reason}")
if action in {'TAKE_PROFIT', 'TIME_EXIT'}:
normalized_symbol = self.agent._normalize_symbol(symbol)
close_order_ids = [
p.get('order_id') for p in positions
if self.agent._normalize_symbol(p.get('symbol', '')) == normalized_symbol and p.get('order_id')
]
decision = {
'decision': 'CLOSE',
'symbol': normalized_symbol,
'orders_to_close': close_order_ids,
'reason': reason,
}
result = await target.executor.execute_close(decision, current_prices.get(symbol, 0))
if result.get('success'):
self._record_action(action.lower(), target.target_key, normalized_symbol, reason)
title = "💰" if action == 'TAKE_PROFIT' else "⏰"
text = "自动止盈" if action == 'TAKE_PROFIT' else "持仓超时平仓"
await self.agent._send_alert_notification(
f"{title} [{target.target_key}] {text}",
f"交易对: {symbol}\n原因: {reason}"
)
elif action == 'MOVE_SL':
new_sl = action_info.get('new_sl')
pnl_pct = action_info.get('pnl_pct', 0)
if new_sl:
move_result = await target.executor.move_stop_loss(symbol=symbol, new_stop_loss=new_sl)
if move_result.get('success'):
self._record_action("move_sl", target.target_key, symbol, f"new_sl={new_sl}")
await self.agent._send_alert_notification(
f"🔒 [{target.target_key}] 移动止损",
f"交易对: {symbol}\n新止损: ${new_sl:.2f}\n原因: {reason}"
)
await target.executor.send_execution_notification(
operation='POSITION_MANAGEMENT',
symbol=symbol,
result={'success': True, 'action': 'MOVE_SL', 'reason': reason},
details={
'new_sl': new_sl,
'pnl_percent': pnl_pct,
'account_id': target.account_id,
'target_key': target.target_key,
}
)
async def _check_and_set_pending_tp_sl(self, target: ExecutionTarget):
"""检查 Bitget 挂单是否已成交，若成交则补设止盈止损。"""
if target.platform != 'Bitget':
return
pending_state = self.agent._get_pending_tp_sl_state(target.pending_tpsl_state_key or target.target_key)
if not pending_state:
return
for order_id, info in list(pending_state.items()):
symbol = self.agent._normalize_symbol(info['symbol'])
coin = symbol.replace('USDT', '')
open_orders = target.service.get_open_orders(symbol)
still_open = any(str(o.get('order_id')) == order_id for o in open_orders)
if still_open:
continue
position = target.service.get_position_for_symbol(coin)
if not position:
logger.info(f"[{target.target_key}] 挂单追踪 {order_id} 已结束：{symbol} 无持仓，移除待补设任务")
self._record_action("cleanup_pending_tpsl", target.target_key, symbol, f"order_id={order_id}")
del pending_state[order_id]
continue
tp_price = info.get('tp_price')
sl_price = info.get('sl_price')
logger.info(f"[{target.target_key}] 挂单 {order_id} ({symbol}) 已成交，补设 TP/SL...")
tp_sl_result = target.service.set_tp_sl(
symbol=coin,
is_long=position.get('size', 0) > 0,
size=abs(position.get('size', 0)),
tp_price=tp_price,
sl_price=sl_price,
)
info['retry_count'] = int(info.get('retry_count', 0)) + 1
tp_set = tp_sl_result.get('tp_set', False)
sl_set = tp_sl_result.get('sl_set', False)
if tp_set and sl_set:
self._record_action("repair_tpsl", target.target_key, symbol, f"order_id={order_id}")
logger.info(f"[{target.target_key}] ✅ TP/SL 补设成功: {symbol} TP={tp_price} SL={sl_price}")
del pending_state[order_id]
continue
if tp_set or sl_set:
missing_tp = tp_price if not tp_set else None
missing_sl = sl_price if not sl_set else None
pending_state[order_id] = self.agent._build_pending_tp_sl_task(
symbol=symbol,
is_long=position.get('size', 0) > 0,
size=abs(position.get('size', 0)),
tp_price=missing_tp,
sl_price=missing_sl,
retry_count=info.get('retry_count', 0),
first_seen_at=info.get('first_seen_at'),
last_alert_at=info.get('last_alert_at'),
)
set_text = "TP" if tp_set else "SL"
fail_text = "TP" if not tp_set else "SL"
await self.agent._maybe_alert_tp_sl_incomplete(
target.target_key,
order_id,
pending_state[order_id],
f"{set_text}已设，{fail_text}补设失败",
)
continue
await self.agent._maybe_alert_tp_sl_incomplete(
target.target_key,
order_id,
info,
str(tp_sl_result.get('errors') or 'TP/SL补设失败'),
)
async def _check_missing_tp_sl(self, target: ExecutionTarget):
"""定时检查 Bitget 持仓是否缺少止盈止损，缺少则从信号补救。"""
if target.platform != 'Bitget' or not target.service:
return
positions = target.service.get_open_positions()
if not positions:
return
for pos in positions:
symbol = pos.get('symbol', '')
if not symbol:
continue
coin = symbol.replace('USDT', '')
tp_sl = target.service.get_tp_sl_prices(coin)
has_tp = tp_sl.get('take_profit') is not None
has_sl = tp_sl.get('stop_loss') is not None
if has_tp and has_sl:
continue
latest_signal = self.agent.signal_db.get_latest_signal('crypto', symbol)
if not latest_signal:
missing = ('止盈' if not has_tp else '') + ('/' if not has_tp and not has_sl else '') + ('止损' if not has_sl else '')
logger.warning(f"[{target.target_key}] ⚠️ {symbol} 缺少{missing}，且无历史信号可补救")
continue
tp_price = latest_signal.get('take_profit')
sl_price = latest_signal.get('stop_loss')
if not tp_price and not sl_price:
logger.warning(f"[{target.target_key}] ⚠️ {symbol} 缺少止盈止损，最近信号也无 TP/SL")
continue
set_tp = tp_price if not has_tp else None
set_sl = sl_price if not has_sl else None
missing_parts = []
if not has_tp:
missing_parts.append(f"TP={set_tp}")
if not has_sl:
missing_parts.append(f"SL={set_sl}")
missing_desc = ' & '.join(missing_parts)
logger.warning(f"[{target.target_key}] 🔧 {symbol} 缺少 {missing_desc}，从信号补救...")
size = abs(pos.get('size', 0))
if size <= 0:
continue
tp_sl_result = target.service.set_tp_sl(
symbol=coin,
is_long=pos.get('size', 0) > 0,
size=size,
tp_price=set_tp,
sl_price=set_sl,
)
tp_set = tp_sl_result.get('tp_set', False)
sl_set = tp_sl_result.get('sl_set', False)
if tp_set or sl_set:
self._record_action("fallback_tpsl", target.target_key, symbol, missing_desc)
set_parts = []
if tp_set:
set_parts.append(f"TP={set_tp}")
if sl_set:
set_parts.append(f"SL={set_sl}")
logger.info(f"[{target.target_key}] ✅ 补救成功: {symbol} {' & '.join(set_parts)}")
else:
await self.agent._maybe_alert_tp_sl_incomplete(
target.target_key,
f"{target.target_key}:fallback:{symbol}",
self.agent._build_pending_tp_sl_task(
symbol=coin,
is_long=pos.get('size', 0) > 0,
size=size,
tp_price=set_tp,
sl_price=set_sl,
retry_count=self.agent.TP_SL_RETRY_ALERT_THRESHOLD,
),
str(tp_sl_result.get('errors') or '兜底补设失败'),
force=True,
)

60
backend/app/crypto_agent/execution_targets.py Normal file
View File

@ -0,0 +1,60 @@
"""
执行监管目标定义与默认注册工厂。
"""
from __future__ import annotations
from dataclasses import dataclass
from typing import Any, List, Optional
@dataclass
class ExecutionTarget:
"""执行监管目标：平台 + 账户。"""
target_key: str
platform: str
account_id: str
service: Any
executor: Any
supports_pending_timeout: bool = True
supports_position_management: bool = True
supports_tpsl_repair: bool = False
pending_tpsl_state_key: Optional[str] = None
def build_default_execution_targets(agent: Any) -> List[ExecutionTarget]:
"""根据当前 agent 已启用的平台生成默认执行监管目标。"""
targets: List[ExecutionTarget] = []
paper_executor = agent.executors.get('PaperTrading')
if getattr(agent, 'paper_trading', None) and paper_executor:
targets.append(ExecutionTarget(
target_key="PaperTrading",
platform="PaperTrading",
account_id="default",
service=agent.paper_trading,
executor=paper_executor,
supports_pending_timeout=True,
supports_position_management=True,
supports_tpsl_repair=False,
))
bitget_services = getattr(agent, 'bitget_services', {}) or {}
bitget_executors = getattr(agent, 'bitget_executors', {}) or {}
for account_id, service in bitget_services.items():
executor = bitget_executors.get(account_id)
if not service or not executor:
continue
target_key = f"Bitget:{account_id}"
targets.append(ExecutionTarget(
target_key=target_key,
platform="Bitget",
account_id=account_id,
service=service,
executor=executor,
supports_pending_timeout=True,
supports_position_management=True,
supports_tpsl_repair=True,
pending_tpsl_state_key=target_key,
))
return targets

225
backend/app/crypto_agent/executor/base_executor.py
View File

@ -20,6 +20,7 @@ class BaseExecutor(ABC):
def __init__(self, platform_name: str):
self.platform_name = platform_name
self.account_id = "default"
# 初始化飞书通知服务
try:
@ -523,6 +524,36 @@ class BaseExecutor(ABC):
# ==================== 飞书通知 ====================
def _normalize_notification_context(self,
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = "") -> Dict[str, str]:
resolved_account_id = str(account_id or getattr(self, 'account_id', 'default') or 'default')
resolved_target_key = target_key or (
f"{self.platform_name}:{resolved_account_id}" if resolved_account_id and resolved_account_id != "default" else self.platform_name
)
return {
"account_id": resolved_account_id,
"target_key": resolved_target_key,
"platform_label": self.platform_name,
}
def _append_notification_detail(self, content_parts: List[str], label: str, value: Any):
if value is None or value == "":
return
content_parts.append(f"**{label}**: {value}")
def _build_notification_header(self,
symbol: str,
account_id: str,
target_key: str) -> List[str]:
return [
f"**执行目标**: {target_key}",
f"**平台**: {self.platform_name}",
f"**账号**: {account_id}",
f"**交易对**: {symbol}",
]
async def send_execution_notification(self,
operation: str,
symbol: str,
@ -541,24 +572,26 @@ class BaseExecutor(ABC):
return
try:
success = result.get('success', False)
order_id = result.get('order_id', '')
error_msg = result.get('error', result.get('message', ''))
details = dict(details or {})
account_id = details.get('account_id') or getattr(self, 'account_id', 'default')
target_key = details.get('target_key') or (
f"{self.platform_name}:{account_id}" if account_id and account_id != "default" else self.platform_name
)
# 根据操作类型选择通知方法
if operation == 'OPEN':
await self._send_open_notification(symbol, result, details)
await self._send_open_notification(symbol, result, details, account_id, target_key)
elif operation == 'CLOSE':
await self._send_close_notification(symbol, result, details)
await self._send_close_notification(symbol, result, details, account_id, target_key)
elif operation == 'CANCEL':
await self._send_cancel_notification(symbol, result, details)
await self._send_cancel_notification(symbol, result, details, account_id, target_key)
elif operation == 'TP_SL':
await self._send_tp_sl_notification(symbol, result, details)
await self._send_tp_sl_notification(symbol, result, details, account_id, target_key)
elif operation == 'POSITION_MANAGEMENT':
await self._send_position_management_notification(symbol, result, details)
await self._send_position_management_notification(symbol, result, details, account_id, target_key)
else:
# 通用通知
await self._send_generic_notification(operation, symbol, result, details)
await self._send_generic_notification(operation, symbol, result, details, account_id, target_key)
except Exception as e:
logger.error(f"[{self.platform_name}] 发送执行通知失败: {e}")
@ -566,7 +599,9 @@ class BaseExecutor(ABC):
async def _send_open_notification(self,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送开仓通知"""
success = result.get('success', False)
order_id = result.get('order_id', '')
@ -574,45 +609,39 @@ class BaseExecutor(ABC):
if success:
# 成功开仓
title = f"✅ [{self.platform_name}] 开仓成功 - {symbol}"
title = f"✅ [{target_key or self.platform_name}] 开仓成功 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**订单ID**: {order_id}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "订单ID", order_id)
# 添加详情
if details:
if 'size' in details:
content_parts.append(f"**数量**: {details['size']}")
if 'price' in details:
content_parts.append(f"**价格**: ${details['price']:,.2f}")
if 'margin' in details:
content_parts.append(f"**保证金**: ${details['margin']:,.2f}")
if 'leverage' in details:
content_parts.append(f"**杠杆**: {details['leverage']}x")
if 'stop_loss' in details and details['stop_loss']:
content_parts.append(f"**止损**: ${details['stop_loss']:,.2f}")
if 'take_profit' in details and details['take_profit']:
content_parts.append(f"**止盈**: ${details['take_profit']:,.2f}")
if 'order_type' in details:
content_parts.append(f"**订单类型**: {details['order_type']}")
self._append_notification_detail(content_parts, "数量", details.get('size'))
if details.get('price') is not None:
self._append_notification_detail(content_parts, "价格", f"${details['price']:,.2f}")
if details.get('margin') is not None:
self._append_notification_detail(content_parts, "保证金", f"${details['margin']:,.2f}")
if details.get('notional') is not None:
self._append_notification_detail(content_parts, "名义仓位", f"${details['notional']:,.2f}")
if details.get('leverage') is not None:
self._append_notification_detail(content_parts, "杠杆", f"{details['leverage']}x")
if details.get('stop_loss') is not None:
self._append_notification_detail(content_parts, "止损", f"${details['stop_loss']:,.2f}")
if details.get('take_profit') is not None:
self._append_notification_detail(content_parts, "止盈", f"${details['take_profit']:,.2f}")
self._append_notification_detail(content_parts, "订单类型", details.get('order_type'))
content = "\n".join(content_parts)
color = "green"
else:
# 开仓失败
title = f"❌ [{self.platform_name}] 开仓失败 - {symbol}"
title = f"❌ [{target_key or self.platform_name}] 开仓失败 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**错误**: {error_msg}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "错误", error_msg)
if details and 'reason' in details:
content_parts.append(f"**原因**: {details['reason']}")
self._append_notification_detail(content_parts, "原因", details['reason'])
content = "\n".join(content_parts)
color = "red"
@ -622,39 +651,35 @@ class BaseExecutor(ABC):
async def _send_close_notification(self,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送平仓通知"""
success = result.get('success', False)
error_msg = result.get('error', result.get('message', ''))
if success:
title = f"✅ [{self.platform_name}] 平仓成功 - {symbol}"
title = f"✅ [{target_key or self.platform_name}] 平仓成功 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
if details:
if 'pnl' in details:
pnl = details['pnl']
pnl_color = "盈利" if pnl >= 0 else "亏损"
content_parts.append(f"**{pnl_color}**: ${pnl:,.2f}")
self._append_notification_detail(content_parts, pnl_color, f"${pnl:,.2f}")
if 'pnl_percent' in details:
content_parts.append(f"**收益率**: {details['pnl_percent']:.2f}%")
self._append_notification_detail(content_parts, "收益率", f"{details['pnl_percent']:.2f}%")
if 'exit_reason' in details:
content_parts.append(f"**平仓原因**: {details['exit_reason']}")
self._append_notification_detail(content_parts, "平仓原因", details['exit_reason'])
content = "\n".join(content_parts)
color = "green"
else:
title = f"❌ [{self.platform_name}] 平仓失败 - {symbol}"
title = f"❌ [{target_key or self.platform_name}] 平仓失败 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**错误**: {error_msg}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "错误", error_msg)
content = "\n".join(content_parts)
color = "red"
@ -664,35 +689,31 @@ class BaseExecutor(ABC):
async def _send_cancel_notification(self,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送撤单通知"""
success = result.get('success', False)
order_id = result.get('order_id', '')
error_msg = result.get('error', result.get('message', ''))
if success:
title = f"✅ [{self.platform_name}] 撤单成功 - {symbol}"
title = f"✅ [{target_key or self.platform_name}] 撤单成功 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**订单ID**: {order_id}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "订单ID", order_id)
if details and 'reason' in details:
content_parts.append(f"**撤单原因**: {details['reason']}")
self._append_notification_detail(content_parts, "撤单原因", details['reason'])
content = "\n".join(content_parts)
color = "green"
else:
title = f"❌ [{self.platform_name}] 撤单失败 - {symbol}"
title = f"❌ [{target_key or self.platform_name}] 撤单失败 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**订单ID**: {order_id}",
f"**错误**: {error_msg}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "订单ID", order_id)
self._append_notification_detail(content_parts, "错误", error_msg)
content = "\n".join(content_parts)
color = "red"
@ -702,37 +723,33 @@ class BaseExecutor(ABC):
async def _send_tp_sl_notification(self,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送止盈止损设置通知"""
success = result.get('success', False)
message = result.get('message', '')
if success:
title = f"✅ [{self.platform_name}] 止盈止损设置成功 - {symbol}"
title = f"✅ [{target_key or self.platform_name}] 止盈止损设置成功 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
if details:
if 'stop_loss' in details and details['stop_loss']:
content_parts.append(f"**止损**: ${details['stop_loss']:,.2f}")
if 'take_profit' in details and details['take_profit']:
content_parts.append(f"**止盈**: ${details['take_profit']:,.2f}")
if 'stop_loss' in details and details['stop_loss'] is not None:
self._append_notification_detail(content_parts, "止损", f"${details['stop_loss']:,.2f}")
if 'take_profit' in details and details['take_profit'] is not None:
self._append_notification_detail(content_parts, "止盈", f"${details['take_profit']:,.2f}")
if 'move_sl_reason' in details:
content_parts.append(f"**移动止损**: {details['move_sl_reason']}")
self._append_notification_detail(content_parts, "移动止损", details['move_sl_reason'])
content = "\n".join(content_parts)
color = "green"
else:
title = f"⚠️ [{self.platform_name}] 止盈止损设置失败 - {symbol}"
title = f"⚠️ [{target_key or self.platform_name}] 止盈止损设置失败 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**错误**: {message}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "错误", message)
content = "\n".join(content_parts)
color = "orange"
@ -742,25 +759,24 @@ class BaseExecutor(ABC):
async def _send_position_management_notification(self,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送持仓管理通知"""
action = result.get('action', '')
reason = result.get('reason', '')
title = f"📊 [{self.platform_name}] 持仓管理 - {symbol}"
title = f"📊 [{target_key or self.platform_name}] 持仓管理 - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**交易对**: {symbol}",
f"**操作**: {action}",
f"**原因**: {reason}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "操作", action)
self._append_notification_detail(content_parts, "原因", reason)
if details:
if 'pnl_percent' in details:
content_parts.append(f"**盈亏**: {details['pnl_percent']:.2f}%")
self._append_notification_detail(content_parts, "盈亏", f"{details['pnl_percent']:.2f}%")
if 'hold_hours' in details:
content_parts.append(f"**持仓时长**: {details['hold_hours']:.1f}h")
self._append_notification_detail(content_parts, "持仓时长", f"{details['hold_hours']:.1f}h")
content = "\n".join(content_parts)
@ -780,26 +796,27 @@ class BaseExecutor(ABC):
operation: str,
symbol: str,
result: Dict[str, Any],
details: Optional[Dict[str, Any]] = None):
details: Optional[Dict[str, Any]] = None,
account_id: str = "default",
target_key: str = ""):
"""发送通用通知"""
success = result.get('success', False)
message = result.get('message', result.get('error', ''))
title = f"[{self.platform_name}] {operation} - {symbol}"
title = f"[{target_key or self.platform_name}] {operation} - {symbol}"
content_parts = [
f"**平台**: {self.platform_name}",
f"**操作**: {operation}",
f"**交易对**: {symbol}",
f"**状态**: {'成功' if success else '失败'}",
]
content_parts = self._build_notification_header(symbol, account_id, target_key)
self._append_notification_detail(content_parts, "操作", operation)
self._append_notification_detail(content_parts, "状态", '成功' if success else '失败')
if message:
content_parts.append(f"**信息**: {message}")
self._append_notification_detail(content_parts, "信息", message)
if details:
for key, value in details.items():
content_parts.append(f"**{key}**: {value}")
if key in {'account_id', 'target_key'}:
continue
self._append_notification_detail(content_parts, key, value)
content = "\n".join(content_parts)
color = "green" if success else "red"

32
backend/app/crypto_agent/executor/bitget_executor.py
View File

@ -11,9 +11,17 @@ import re
class BitgetExecutor(BaseExecutor):
"""Bitget 实盘交易执行器"""
def __init__(self):
def __init__(self, service=None, account_id: str = "default"):
super().__init__("Bitget")
self.bitget = get_bitget_live_service()
self.account_id = (account_id or "default").strip() or "default"
self.bitget = service or get_bitget_live_service(self.account_id)
def _notification_context(self) -> Dict[str, str]:
account_id = getattr(self, 'account_id', 'default') or 'default'
return {
'account_id': account_id,
'target_key': f'Bitget:{account_id}',
}
# ==================== 核心执行方法 ====================
@ -78,6 +86,13 @@ class BitgetExecutor(BaseExecutor):
order_id = result.get('order_id')
order_status = result.get('order_status', 'filled')
result['contracts'] = contracts
result['margin'] = adjusted_margin
result['leverage'] = leverage
result['order_type'] = order_type
result['entry_price'] = entry_price
result['actual_position_value'] = actual_position_value
result['effective_leverage'] = effective_leverage
# 设置止盈止损
if stop_loss or take_profit:
@ -152,7 +167,8 @@ class BitgetExecutor(BaseExecutor):
await self.send_execution_notification(
operation='OPEN',
symbol=decision.get('symbol', ''),
result=error_result
result=error_result,
details=self._notification_context()
)
return error_result
@ -178,7 +194,8 @@ class BitgetExecutor(BaseExecutor):
await self.send_execution_notification(
operation='CLOSE',
symbol=symbol,
result=result
result=result,
details=self._notification_context()
)
return result
@ -191,7 +208,8 @@ class BitgetExecutor(BaseExecutor):
await self.send_execution_notification(
operation='CLOSE',
symbol=decision.get('symbol', ''),
result=error_result
result=error_result,
details=self._notification_context()
)
return error_result
@ -208,7 +226,7 @@ class BitgetExecutor(BaseExecutor):
operation='CANCEL',
symbol=symbol,
result=result,
details={'order_id': order_id}
details={'order_id': order_id, **self._notification_context()}
)
return result
@ -221,7 +239,7 @@ class BitgetExecutor(BaseExecutor):
operation='CANCEL',
symbol=symbol,
result=error_result,
details={'order_id': order_id}
details={'order_id': order_id, **self._notification_context()}
)
return error_result

5
backend/app/crypto_agent/executor/paper_trading_executor.py
View File

@ -102,9 +102,12 @@ class PaperTradingExecutor(BaseExecutor):
symbol=symbol,
result=success_result,
details={
'account_id': 'default',
'target_key': 'PaperTrading',
'size': adjusted_margin * self.paper_trading.leverage / current_price,
'price': entry_price if order_type == 'limit' else current_price,
'margin': adjusted_margin,
'notional': actual_position_value,
'leverage': self.paper_trading.leverage,
'stop_loss': stop_loss,
'take_profit': take_profit,
@ -168,6 +171,8 @@ class PaperTradingExecutor(BaseExecutor):
symbol=symbol,
result=result,
details={
'account_id': 'default',
'target_key': 'PaperTrading',
'pnl': total_pnl,
'pnl_percent': (total_pnl / (success_count * decision.get('margin', 100))) * 100 if success_count > 0 else 0,
'exit_reason': '手动平仓'

238
backend/app/main.py
View File

@ -9,7 +9,7 @@ from fastapi.responses import FileResponse
from contextlib import asynccontextmanager
from app.config import get_settings
from app.utils.logger import logger
from app.api import chat, stock, skills, llm, auth, admin, paper_trading, stocks, signals, system, news, astock, bitget_live
from app.api import llm, auth, admin, paper_trading, signals, system, bitget_live
from app.utils.error_handler import setup_global_exception_handler, init_error_notifier
from app.utils.system_status import get_system_monitor
import os
@ -17,107 +17,7 @@ import os
# 后台任务
_price_monitor_task = None
_stock_agent_task = None
_crypto_agent_task = None
_news_agent_task = None
_astock_monitor_task = None
_astock_scheduler = None
_astock_monitor_instance = None
async def is_trading_day() -> bool:
"""检查今天是否为A股交易日"""
try:
from datetime import datetime
from app.config import get_settings
from app.astock_agent.tushare_client import TushareClient
settings = get_settings()
token = settings.tushare_token
if not token:
logger.warning("Tushare token 未配置，使用简单的周末判断")
# 简单判断：周一到周五是交易日（不包含节假日）
return datetime.now().weekday() < 5
client = TushareClient(token=token)
pro = client.pro
# 获取今天的日期
today = datetime.now().strftime("%Y%m%d")
# 查询交易日历（最近3天）
df = pro.trade_cal(
exchange='SSE',
start_date=(datetime.now().replace(day=datetime.now().day-2)).strftime("%Y%m%d") if datetime.now().day > 2 else today,
end_date=today
)
if df is not None and not df.empty:
# 检查今天是否为交易日
today_cal = df[df['cal_date'] == today]
if not today_cal.empty:
is_open = today_cal.iloc[0]['is_open']
logger.info(f"交易日历查询: 今天 {today} {'是' if is_open == 1 else '不是'}交易日")
return is_open == 1
# Fallback: 简单周末判断
is_weekday = datetime.now().weekday() < 5
logger.warning(f"交易日历查询失败，使用简单判断: 今天 {'是' if is_weekday else '不是'}工作日")
return is_weekday
except Exception as e:
logger.error(f"检查交易日失败: {e}")
# Fallback: 简单周末判断
return datetime.now().weekday() < 5
async def run_scheduled_astock_monitor():
"""定时运行A股板块异动监控（每天 15:30）"""
global _astock_monitor_instance
if not _astock_monitor_instance:
logger.warning("A股监控实例未初始化")
return
try:
# 检查今天是否为交易日
if not await is_trading_day():
logger.info("📅 今天不是交易日，跳过板块异动分析")
return
logger.info("🔔 开始执行定时板块异动分析...")
result = await _astock_monitor_instance.check_once()
hot_sectors = result.get('hot_sectors', 0)
stocks = result.get('stocks', 0)
notified = result.get('notified', 0)
logger.info(f"✅ 定时板块分析完成: {hot_sectors}个异动板块, {stocks}只龙头股, {notified}条通知")
except Exception as e:
logger.error(f"定时板块分析失败: {e}")
async def start_scheduler():
"""启动定时任务调度器"""
from apscheduler.schedulers.asyncio import AsyncIOScheduler
from apscheduler.triggers.cron import CronTrigger
global _astock_scheduler
# 创建调度器
_astock_scheduler = AsyncIOScheduler(timezone='Asia/Shanghai')
# 添加定时任务：每天 15:30 运行板块异动分析
_astock_scheduler.add_job(
run_scheduled_astock_monitor,
trigger=CronTrigger(hour=15, minute=30),
id='daily_astock_monitor',
name='A股板块异动分析',
replace_existing=True
)
_astock_scheduler.start()
logger.info("📅 定时任务调度器已启动:")
logger.info(" - 每天 15:30 (A股板块异动分析)")
async def price_monitor_loop():
@ -171,7 +71,7 @@ async def price_monitor_loop():
f"⭐ **信号等级**: {grade}",
f"💰 **挂单价**: ${price_fmt.format(entry_price)}",
f"🎯 **成交价**: ${price_fmt.format(filled_price)}",
f"💵 **仓位**: ${result.get('quantity', 0):,.0f}",
f"💵 **仓位**: ${result.get('notional', result.get('quantity', 0)):,.0f}",
]
if stop_loss:
content_parts.append(f"🛑 **止损**: ${price_fmt.format(stop_loss)}")
@ -352,7 +252,7 @@ async def price_monitor_loop():
f"",
f"💰 **挂单价**: ${price_fmt.format(entry_price)}",
f"🎯 **成交价**: ${price_fmt.format(filled_price)}",
f"📊 **持仓价值**: ${result.get('quantity', 0):,.0f}",
f"📊 **名义仓位**: ${result.get('notional', result.get('quantity', 0)):,.0f}",
f"",
f"🛑 **止损价**: ${price_fmt.format(stop_loss)}",
f"🎯 **止盈价**: ${price_fmt.format(take_profit)}"
@ -464,7 +364,7 @@ async def _print_system_status():
@asynccontextmanager
async def lifespan(app: FastAPI):
"""应用生命周期管理"""
global _price_monitor_task, _stock_agent_task, _crypto_agent_task, _news_agent_task, _astock_monitor_task
global _price_monitor_task, _crypto_agent_task
# 启动时执行
logger.info("应用启动")
@ -512,70 +412,6 @@ async def lifespan(app: FastAPI):
except Exception as e:
logger.error(f"加密货币智能体启动失败: {e}")
# 启动股票智能体（美股 + 港股）
us_symbols = getattr(settings, 'stock_symbols_us', '') or ''
hk_symbols = getattr(settings, 'stock_symbols_hk', '') or ''
if (us_symbols.strip() or hk_symbols.strip()):
try:
from app.stock_agent.stock_agent import get_stock_agent
stock_agent = get_stock_agent()
_stock_agent_task = asyncio.create_task(stock_agent.start())
# 设置智能体实例到 API 模块
stocks.set_stock_agent(stock_agent)
symbols_list = []
if us_symbols:
symbols_list.append(f"美股({len(us_symbols.split(','))}只)")
if hk_symbols:
symbols_list.append(f"港股({len(hk_symbols.split(','))}只)")
logger.info(f"股票智能体已启动，监控: {', '.join(symbols_list)}")
except Exception as e:
logger.error(f"股票智能体启动失败: {e}")
logger.error(f"提示: 请确保已安装 yfinance (pip install yfinance)")
else:
logger.info("股票智能体未启动（未配置股票代码）")
# 启动新闻智能体
# try:
# from app.news_agent.news_agent import get_news_agent
# news_agent = get_news_agent()
# _news_agent_task = asyncio.create_task(news_agent.start())
# logger.info("新闻智能体已启动")
# except Exception as e:
# logger.error(f"新闻智能体启动失败: {e}")
# logger.error(f"提示: 请确保已安装 feedparser 和 beautifulsoup4 (pip install feedparser beautifulsoup4)")
# 启动A股智能体
if getattr(settings, 'astock_monitor_enabled', True):
try:
from app.astock_agent import SectorMonitor, AStockAgent
# 初始化板块监控（保留原有功能）
sector_monitor = SectorMonitor(
change_threshold=settings.astock_change_threshold,
top_n=settings.astock_top_n,
enable_notifier=bool(settings.dingtalk_astock_webhook)
)
# 保存实例供定时任务使用
_astock_monitor_instance = sector_monitor
# 初始化短期题材选股器（新功能）
try:
astock_agent = AStockAgent()
# 设置智能体实例到 API 模块
astock.set_astock_agent(astock_agent)
logger.info(f"A股智能体已初始化（短期题材选股器）")
except Exception as e:
logger.warning(f"A股短期题材选股器初始化失败: {e}（可能缺少Tushare配置）")
logger.info(f"A股智能体已初始化")
except Exception as e:
logger.error(f"A股智能体初始化失败: {e}")
# 启动定时任务调度器
await start_scheduler()
# 显示系统状态摘要
await _print_system_status()
@ -599,57 +435,13 @@ async def lifespan(app: FastAPI):
pass
logger.info("加密货币智能体已停止")
# 停止美股智能体
if _stock_agent_task:
_stock_agent_task.cancel()
try:
await _stock_agent_task
except asyncio.CancelledError:
pass
logger.info("美股智能体已停止")
# 停止新闻智能体
if _news_agent_task:
try:
from app.news_agent.news_agent import get_news_agent
news_agent = get_news_agent()
await news_agent.stop()
except asyncio.CancelledError:
pass
except Exception as e:
logger.error(f"停止新闻智能体失败: {e}")
logger.info("新闻智能体已停止")
# 停止A股智能体
global _astock_scheduler
if _astock_scheduler:
_astock_scheduler.shutdown(wait=False)
logger.info("A股定时任务已停止")
if _astock_monitor_task:
_astock_monitor_task.cancel()
try:
await _astock_monitor_task
except asyncio.CancelledError:
pass
logger.info("A股智能体已停止")
# 停止A股短期题材选股器
try:
from app.astock_agent import get_astock_agent
astock_agent = get_astock_agent()
astock_agent.stop()
logger.info("A股短期题材选股器已停止")
except:
pass
logger.info("应用关闭")
# 创建FastAPI应用
app = FastAPI(
title="A股AI分析Agent系统",
description="基于AI Agent的股票智能分析系统",
title="Crypto Trading Agent",
description="基于 AI 的加密货币交易分析与执行系统",
version="1.0.0",
lifespan=lifespan
)
@ -667,16 +459,10 @@ app.add_middleware(
# 注册路由
app.include_router(auth.router, tags=["认证"])
app.include_router(admin.router, tags=["后台管理"])
app.include_router(chat.router, prefix="/api/chat", tags=["对话"])
app.include_router(stock.router, prefix="/api/stock", tags=["股票数据"])
app.include_router(skills.router, prefix="/api/skills", tags=["技能管理"])
app.include_router(llm.router, tags=["LLM模型"])
app.include_router(paper_trading.router, tags=["交易"])
app.include_router(bitget_live.router, tags=["Bitget"])
app.include_router(stocks.router, prefix="/api/stocks", tags=["美股分析"])
app.include_router(astock.router, prefix="/api/astock", tags=["A股分析"])
app.include_router(signals.router, tags=["信号管理"])
app.include_router(news.router, tags=["新闻管理"])
app.include_router(system.router, prefix="/api/system", tags=["系统状态"])
# 挂载静态文件
@ -715,8 +501,8 @@ async def trading_page():
@app.get("/bitget-trading")
async def bitget_trading_page():
"""Bitget 实盘交易页面"""
page_path = os.path.join(frontend_path, "real-trading.html")
"""Bitget 交易页面兼容入口，统一跳转到当前 trading 页面"""
page_path = os.path.join(frontend_path, "trading.html")
if os.path.exists(page_path):
return FileResponse(page_path)
return {"message": "页面不存在"}
@ -729,14 +515,6 @@ async def signals_page():
return FileResponse(page_path)
return {"message": "页面不存在"}
@app.get("/status")
async def status_page():
"""系统状态监控页面"""
page_path = os.path.join(frontend_path, "status.html")
if os.path.exists(page_path):
return FileResponse(page_path)
return {"message": "页面不存在"}
@app.get("/console")
async def console_page():
"""系统总控台页面"""

37
backend/app/models/chat.py
View File

@ -1,37 +0,0 @@
"""
对话相关的Pydantic模型
"""
from datetime import datetime
from typing import Optional, Dict, Any
from pydantic import BaseModel, Field
class ChatMessage(BaseModel):
"""聊天消息"""
role: str = Field(..., description="角色：user或assistant")
content: str = Field(..., description="消息内容")
metadata: Optional[Dict[str, Any]] = Field(None, description="元数据")
class ChatRequest(BaseModel):
"""聊天请求"""
message: str = Field(..., description="用户消息", min_length=1)
session_id: Optional[str] = Field(None, description="会话ID")
user_id: Optional[str] = Field(None, description="用户ID")
class ChatResponse(BaseModel):
"""聊天响应"""
message: str = Field(..., description="助手回复")
session_id: str = Field(..., description="会话ID")
metadata: Optional[Dict[str, Any]] = Field(None, description="元数据")
class ConversationHistory(BaseModel):
"""对话历史"""
session_id: str
messages: list[ChatMessage]
created_at: datetime
class Config:
from_attributes = True

99
backend/app/models/news.py
View File

@ -1,99 +0,0 @@
"""
新闻文章数据库模型
"""
from datetime import datetime
from sqlalchemy import Column, Integer, String, Text, DateTime, JSON, Boolean, Float
from sqlalchemy.orm import relationship
from app.models.database import Base
class NewsArticle(Base):
"""新闻文章表"""
__tablename__ = "news_articles"
id = Column(Integer, primary_key=True, index=True)
# 新闻基本信息
title = Column(String(500), nullable=False)
content = Column(Text, nullable=True) # 完整内容或摘要
content_hash = Column(String(64), nullable=False, index=True) # 内容哈希，用于去重
url = Column(String(1000), nullable=False, unique=True) # 原文链接
source = Column(String(100), nullable=False, index=True) # 来源网站
author = Column(String(200), nullable=True) # 作者
# 新闻分类
category = Column(String(50), nullable=False, index=True) # 'crypto', 'stock', 'forex', 'commodity'
tags = Column(JSON, nullable=True) # 标签列表
# 时间信息
published_at = Column(DateTime, nullable=True, index=True) # 发布时间
crawled_at = Column(DateTime, default=datetime.utcnow, index=True) # 爬取时间
# LLM 分析结果
llm_analyzed = Column(Boolean, default=False, index=True) # 是否已分析
market_impact = Column(String(20), nullable=True, index=True) # 'high', 'medium', 'low'
impact_type = Column(String(50), nullable=True) # 'bullish', 'bearish', 'neutral'
relevant_symbols = Column(JSON, nullable=True) # 相关的币种/股票代码
# LLM 分析详情
sentiment = Column(String(20), nullable=True) # 'positive', 'negative', 'neutral'
summary = Column(Text, nullable=True) # LLM 生成的摘要
key_points = Column(JSON, nullable=True) # 关键点列表
trading_advice = Column(Text, nullable=True) # 交易建议
# 优先级队列
priority = Column(Float, default=0.0, index=True) # 优先级分数
priority_reason = Column(Text, nullable=True) # 优先级原因
# 通知状态
notified = Column(Boolean, default=False, index=True) # 是否已发送通知
notification_sent_at = Column(DateTime, nullable=True)
notification_channel = Column(String(50), nullable=True) # 'feishu', 'telegram', etc.
# 质量控制
quality_score = Column(Float, nullable=True) # 质量分数 0-1
duplicate_of = Column(Integer, nullable=True) # 如果是重复，指向原始文章ID
# 状态
is_active = Column(Boolean, default=True, index=True) # 是否有效
# 时间戳
created_at = Column(DateTime, default=datetime.utcnow, index=True)
updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow)
def __repr__(self):
return f"<NewsArticle({self.category} {self.source} {self.title[:50]}...)>"
def to_dict(self):
"""转换为字典"""
return {
'id': self.id,
'title': self.title,
'content': self.content,
'url': self.url,
'source': self.source,
'author': self.author,
'category': self.category,
'tags': self.tags,
'published_at': self.published_at.isoformat() if self.published_at else None,
'crawled_at': self.crawled_at.isoformat() if self.crawled_at else None,
'llm_analyzed': self.llm_analyzed,
'market_impact': self.market_impact,
'impact_type': self.impact_type,
'relevant_symbols': self.relevant_symbols,
'sentiment': self.sentiment,
'summary': self.summary,
'key_points': self.key_points,
'trading_advice': self.trading_advice,
'priority': self.priority,
'priority_reason': self.priority_reason,
'notified': self.notified,
'notification_sent_at': self.notification_sent_at.isoformat() if self.notification_sent_at else None,
'notification_channel': self.notification_channel,
'quality_score': self.quality_score,
'duplicate_of': self.duplicate_of,
'is_active': self.is_active,
'created_at': self.created_at.isoformat() if self.created_at else None,
'updated_at': self.updated_at.isoformat() if self.updated_at else None,
}

5
backend/app/models/paper_trading.py
View File

@ -61,7 +61,7 @@ class PaperOrder(Base):
exit_price = Column(Float, nullable=True) # 出场价
# 仓位信息
quantity = Column(Float, default=1000) # 持仓价值 (USDT)
quantity = Column(Float, default=1000) # 兼容旧字段：名义仓位 (USDT)
margin = Column(Float, default=50) # 保证金 (USDT)
leverage = Column(Integer, default=10) # 杠杆倍数
@ -116,7 +116,8 @@ class PaperOrder(Base):
'take_profit': self.take_profit,
'filled_price': self.filled_price,
'exit_price': self.exit_price,
'quantity': self.quantity, # 持仓价值
'quantity': self.quantity, # 兼容旧字段
'notional': self.quantity, # 标准字段：名义仓位
'margin': getattr(self, 'margin', self.quantity / 10), # 保证金（回退值：10倍杠杆）
'leverage': getattr(self, 'leverage', 10), # 杠杆倍数（回退值：10倍）
'signal_grade': self.signal_grade.value if self.signal_grade else None,

4
backend/app/models/signal.py
View File

@ -15,8 +15,8 @@ class TradingSignal(Base):
id = Column(Integer, primary_key=True, index=True)
# 信号基本信息
signal_type = Column(String(20), nullable=False, index=True) # 'crypto' or 'stock'
symbol = Column(String(50), nullable=False, index=True) # 交易对或股票代码
signal_type = Column(String(20), nullable=False, index=True) # 当前仅使用 'crypto'
symbol = Column(String(50), nullable=False, index=True) # 交易对
# 信号方向和评级
action = Column(String(10), nullable=False) # 'buy', 'sell', 'hold'

48
backend/app/models/stock.py
View File

@ -1,48 +0,0 @@
"""
股票相关的Pydantic模型
"""
from datetime import date
from typing import Optional, List
from pydantic import BaseModel, Field
class StockQuote(BaseModel):
"""股票行情"""
ts_code: str = Field(..., description="股票代码")
name: Optional[str] = Field(None, description="股票名称")
trade_date: Optional[str] = Field(None, description="交易日期")
open: Optional[float] = Field(None, description="开盘价")
high: Optional[float] = Field(None, description="最高价")
low: Optional[float] = Field(None, description="最低价")
close: Optional[float] = Field(None, description="收盘价")
pre_close: Optional[float] = Field(None, description="昨收价")
change: Optional[float] = Field(None, description="涨跌额")
pct_chg: Optional[float] = Field(None, description="涨跌幅%")
vol: Optional[float] = Field(None, description="成交量（手）")
amount: Optional[float] = Field(None, description="成交额（千元）")
class KLineData(BaseModel):
"""K线数据"""
ts_code: str = Field(..., description="股票代码")
trade_date: str = Field(..., description="交易日期")
open: float = Field(..., description="开盘价")
high: float = Field(..., description="最高价")
low: float = Field(..., description="最低价")
close: float = Field(..., description="收盘价")
vol: float = Field(..., description="成交量")
amount: Optional[float] = Field(None, description="成交额")
class TechnicalIndicators(BaseModel):
"""技术指标"""
ma5: Optional[List[float]] = Field(None, description="5日均线")
ma10: Optional[List[float]] = Field(None, description="10日均线")
ma20: Optional[List[float]] = Field(None, description="20日均线")
macd_dif: Optional[List[float]] = Field(None, description="MACD DIF")
macd_dea: Optional[List[float]] = Field(None, description="MACD DEA")
macd: Optional[List[float]] = Field(None, description="MACD柱")
rsi: Optional[List[float]] = Field(None, description="RSI")
kdj_k: Optional[List[float]] = Field(None, description="KDJ K值")
kdj_d: Optional[List[float]] = Field(None, description="KDJ D值")
kdj_j: Optional[List[float]] = Field(None, description="KDJ J值")

38
backend/app/news_agent/__init__.py
View File

@ -1,38 +0,0 @@
"""
新闻智能体模块
"""
from app.news_agent.news_agent import NewsAgent, get_news_agent
from app.news_agent.fetcher import NewsFetcher, NewsItem
from app.news_agent.filter import NewsDeduplicator, NewsFilter
from app.news_agent.analyzer import NewsAnalyzer, NewsAnalyzerSimple
from app.news_agent.notifier import NewsNotifier, get_news_notifier
from app.news_agent.news_db_service import NewsDatabaseService, get_news_db_service
from app.news_agent.sources import (
get_enabled_sources,
CRYPTO_NEWS_SOURCES,
STOCK_NEWS_SOURCES,
CRYPTO_KEYWORDS,
STOCK_KEYWORDS,
SYMBOL_MAPPINGS
)
__all__ = [
'NewsAgent',
'get_news_agent',
'NewsFetcher',
'NewsItem',
'NewsDeduplicator',
'NewsFilter',
'NewsAnalyzer',
'NewsAnalyzerSimple',
'NewsNotifier',
'get_news_notifier',
'NewsDatabaseService',
'get_news_db_service',
'get_enabled_sources',
'CRYPTO_NEWS_SOURCES',
'STOCK_NEWS_SOURCES',
'CRYPTO_KEYWORDS',
'STOCK_KEYWORDS',
'SYMBOL_MAPPINGS',
]

527
backend/app/news_agent/analyzer.py
View File

@ -1,527 +0,0 @@
"""
新闻 LLM 分析模块
使用 LLM 分析新闻内容并生成交易建议
"""
import json
from typing import Dict, Any, List, Optional
from datetime import datetime
from app.utils.logger import logger
from app.news_agent.fetcher import NewsItem
from app.config import get_settings
from openai import AsyncOpenAI
class NewsAnalyzer:
"""新闻 LLM 分析器 (DeepSeek) - 异步版本"""
def __init__(self):
self.settings = get_settings()
self.client = None
try:
# 使用 DeepSeek API (异步客户端)
self.client = AsyncOpenAI(
api_key=self.settings.deepseek_api_key,
base_url="https://api.deepseek.com"
)
except Exception as e:
logger.error(f"LLM 客户端初始化失败: {e}")
# 批量分析配置
self.batch_size = 10 # 每次最多分析 10 条新闻（只传标题，可以增加数量）
self.max_retries = 2
# 余额错误通知冷却时间（秒）
self._balance_error_cooldown = 3600 # 1小时内只通知一次
self._balance_error_last_notified = None
def _build_analysis_prompt(self, news_item: NewsItem) -> str:
"""构建单条新闻的分析提示词"""
prompt = f"""你是一名专业的金融新闻分析师。请分析以下新闻标题，并以 JSON 格式输出结果。
**新闻标题**: {news_item.title}
**新闻来源**: {news_item.source}
**新闻分类**: {news_item.category}
请按以下 JSON 格式输出（不要包含其他内容）:
```json
{{
"market_impact": "high/medium/low",
"impact_type": "bullish/bearish/neutral",
"sentiment": "positive/negative/neutral",
"summary": "简洁的新闻摘要（1句话，不超过50字）",
"key_points": ["关键点1", "关键点2", "关键点3"],
"trading_advice": "简洁的交易建议（1句话，不超过30字）",
"relevant_symbols": ["相关的币种或股票代码"],
"confidence": 85
}}
```
**分析要求**:
1. market_impact: 对市场的潜在影响（high/medium/low）
⚠️ **high（重大影响）- 请严格判断，只有以下情况才标记为 high**：
- 监管层面：ETF批准/拒绝、交易所封禁/解禁、央行政策重大变化
- 企业层面：破产/退市/重大并购（>100亿美元）、财务造假
- 技术层面：严重安全漏洞（被盗>1亿美元）、网络暂停
- 宏观层面：重大地缘政治事件、经济数据远超预期
❌ **以下情况不应该标记为 high**：
- 普通价格波动（涨跌<10%）
- 分析师观点/评级调整
- CEO发表常规评论
- 一般业务合作/投资
- 常规财报发布（非意外业绩）
- **medium**: 对价格有**短期影响**但不会改变长期趋势的事件
* 财报业绩、管理层变动、一般并购、机构评级调整
* 业务合作、技术升级、普通投资新闻
- **low**: 常规信息，影响有限
* 分析师观点、一般评论、价格波动、市场常规动态
**判断原则**:
1. 问自己"这条新闻会改变市场/公司的长期格局吗？"
2. 如果会→high，如果只是短期波动→medium，如果无关紧要→low
3. 宁可判断为 medium，也不要过度判断为 high
4. 价格波动类新闻，除非涨跌>15%，否则不应是 high
2. impact_type: 对价格的影响方向（bullish=利好, bearish=利空, neutral=中性）
3. sentiment: 新闻情绪（positive=正面, negative=负面, neutral=中性）
4. summary: 根据标题推断并总结新闻核心内容
5. key_points: 基于标题推断3-5个关键信息点
6. trading_advice: 给出简明的交易建议
7. relevant_symbols: 根据标题列出相关的交易代码（如 BTC, ETH, NVDA, TSLA 等）
8. confidence: 分析置信度（0-100）
请只输出 JSON，不要包含其他解释。
"""
return prompt
def _build_batch_analysis_prompt(self, news_items: List[NewsItem]) -> str:
"""构建批量分析提示词"""
news_text = ""
for i, item in enumerate(news_items, 1):
news_text += f"""
--- 新闻 {i} ---
标题: {item.title}
来源: {item.source}
分类: {item.category}
---
"""
prompt = f"""你是一名专业的金融新闻分析师。请分析以下 {len(news_items)} 条新闻标题，并以 JSON 数组格式输出结果。
{news_text}
请按以下 JSON 格式输出（不要包含其他内容）:
```json
[
{{
"title": "新闻标题",
"market_impact": "high/medium/low",
"impact_type": "bullish/bearish/neutral",
"sentiment": "positive/negative/neutral",
"summary": "简洁的新闻摘要（1句话，不超过50字）",
"key_points": ["关键点1", "关键点2"],
"trading_advice": "简洁的交易建议（1句话，不超过30字）",
"relevant_symbols": ["相关代码"],
"confidence": 85
}}
]
```
**market_impact 判断标准（严格）**:
⚠️ **high（重大影响）- 请严格判断**：
- 监管：ETF批准/拒绝、交易所封禁/解禁、央行政策重大变化
- 企业：破产/退市、重大并购（>100亿美元）、财务造假
- 技术：严重安全漏洞（被盗>1亿美元）、网络暂停
- 宏观：重大地缘政治事件、经济数据远超预期
❌ **以下情况不应该标记为 high**：
- 普通价格波动（涨跌<10%）
- 分析师观点/评级调整
- CEO发表常规评论
- 一般业务合作/投资
- 常规财报发布（非意外业绩）
- **medium**: 对价格有**短期影响**但不会改变长期趋势
- **low**: 常规信息，影响有限
**判断原则**: 问自己"这条新闻会改变市场/公司的长期格局吗？" 如果会→high，否则→medium/low
请只输出 JSON 数组，不要包含其他解释。
"""
return prompt
def _parse_llm_response(self, response: str) -> Optional[Dict[str, Any]]:
"""解析 LLM 响应"""
try:
# 尝试提取 JSON
response = response.strip()
# 移除可能的 markdown 代码块标记
if response.startswith("```json"):
response = response[7:]
if response.startswith("```"):
response = response[3:]
if response.endswith("```"):
response = response[:-3]
response = response.strip()
# 解析 JSON
return json.loads(response)
except json.JSONDecodeError as e:
# 尝试修复截断的 JSON
logger.warning(f"JSON 解析失败，尝试修复: {e}")
try:
# 查找最后一个完整的对象
response = response.strip()
# 如果是数组，找到最后一个完整的对象
if response.startswith('['):
# 找到每个完整对象的结束位置
brace_count = 0
last_complete = 0
for i, char in enumerate(response):
if char == '{':
brace_count += 1
elif char == '}':
brace_count -= 1
if brace_count == 0:
last_complete = i + 1
break
if last_complete > 0:
# 提取完整的数组
fixed = response[:last_complete]
if not fixed.endswith(']'):
fixed += ']'
if not fixed.endswith('}'):
fixed += '}'
return json.loads(fixed)
except:
pass
logger.error(f"JSON 解析失败: {e}, 响应: {response[:500]}")
return None
def _parse_llm_array_response(self, response: str) -> Optional[List[Dict[str, Any]]]:
"""解析 LLM 数组响应"""
try:
# 尝试提取 JSON
response = response.strip()
# 移除可能的 markdown 代码块标记
if response.startswith("```json"):
response = response[7:]
if response.startswith("```"):
response = response[3:]
if response.endswith("```"):
response = response[:-3]
response = response.strip()
# 解析 JSON 数组
result = json.loads(response)
if isinstance(result, list):
return result
elif isinstance(result, dict) and 'title' in result:
# 如果返回单个对象，包装成数组
return [result]
return None
except json.JSONDecodeError as e:
# 尝试修复截断的 JSON 数组
logger.warning(f"JSON 数组解析失败，尝试修复: {e}")
try:
response = response.strip()
if response.startswith('['):
# 找到每个完整对象
objects = []
brace_count = 0
obj_start = -1
for i, char in enumerate(response):
if char == '{':
if obj_start == -1:
obj_start = i
brace_count += 1
elif char == '}':
brace_count -= 1
if brace_count == 0 and obj_start >= 0:
# 提取完整对象
obj_str = response[obj_start:i + 1]
try:
obj = json.loads(obj_str)
if isinstance(obj, dict) and 'title' in obj:
objects.append(obj)
except:
pass
obj_start = -1
if objects:
return objects
except:
pass
logger.error(f"JSON 数组解析失败: {e}, 响应: {response[:500]}")
return None
async def analyze_single(self, news_item: NewsItem) -> Optional[Dict[str, Any]]:
"""
分析单条新闻 (异步)
Args:
news_item: 新闻项
Returns:
分析结果字典或 None
"""
if not self.client:
logger.warning("LLM 客户端未初始化")
return None
try:
prompt = self._build_analysis_prompt(news_item)
for attempt in range(self.max_retries):
try:
response = await self.client.chat.completions.create(
model="deepseek-chat",
messages=[
{"role": "system", "content": "你是一名专业的金融新闻分析师，擅长分析新闻标题对市场的影响。"},
{"role": "user", "content": prompt}
],
temperature=0.3,
max_tokens=1000 # 只传标题，减少输出token
)
result = self._parse_llm_response(response.choices[0].message.content)
if result:
logger.info(f"新闻分析成功: {news_item.title[:50]}... -> {result.get('market_impact')}")
return result
except Exception as e:
logger.warning(f"分析失败 (尝试 {attempt + 1}/{self.max_retries}): {e}")
# 检查是否是余额不足错误 (402)
error_str = str(e)
error_code = str(e).split('Error code: ')[1].split(' -')[0] if 'Error code:' in error_str else ''
if error_code == '402' or ('402' in error_str and 'insufficient balance' in error_str.lower()):
await self._notify_balance_error(e)
break # 余额不足不再重试
logger.error(f"新闻分析失败，已达最大重试次数: {news_item.title[:50]}")
return None
except Exception as e:
logger.error(f"分析新闻时出错: {e}")
return None
async def analyze_batch(self, news_items: List[NewsItem]) -> List[Optional[Dict[str, Any]]]:
"""
批量分析新闻 (异步)
Args:
news_items: 新闻项列表
Returns:
分析结果列表（与输入顺序一致）
"""
if not self.client:
logger.warning("LLM 客户端未初始化")
return [None] * len(news_items)
results = []
# 分批处理
for i in range(0, len(news_items), self.batch_size):
batch = news_items[i:i + self.batch_size]
try:
prompt = self._build_batch_analysis_prompt(batch)
response = await self.client.chat.completions.create(
model="deepseek-chat",
messages=[
{"role": "system", "content": "你是一名专业的金融新闻分析师，擅长分析新闻标题对市场的影响。"},
{"role": "user", "content": prompt}
],
temperature=0.3,
max_tokens=2000 # 批量分析需要更多 token
)
batch_results = self._parse_llm_array_response(response.choices[0].message.content)
if batch_results:
# 按标题匹配结果
title_to_result = {r.get('title'): r for r in batch_results if r and isinstance(r, dict)}
for item in batch:
result = title_to_result.get(item.title)
results.append(result)
if result:
logger.info(f"新闻分析成功: {item.title[:50]}... -> {result.get('market_impact')}")
else:
results.extend([None] * len(batch))
except Exception as e:
error_str = str(e)
error_code = str(e).split('Error code: ')[1].split(' -')[0] if 'Error code:' in error_str else ''
logger.error(f"批量分析失败: {e}")
# 检查是否是余额不足错误 (402)
if error_code == '402' or ('402' in error_str and 'insufficient balance' in error_str.lower()):
await self._notify_balance_error(e)
results.extend([None] * len(batch))
return results
async def _notify_balance_error(self, error: Exception):
"""
发送余额不足的飞书通知
Args:
error: 异常对象
"""
# 检查冷却时间
now = datetime.now()
if self._balance_error_last_notified:
time_since_last = (now - self._balance_error_last_notified).total_seconds()
if time_since_last < self._balance_error_cooldown:
logger.info(f"余额错误通知冷却中，剩余 {int(self._balance_error_cooldown - time_since_last)} 秒")
return
# 发送通知
try:
from app.services.feishu_service import get_feishu_service
feishu = get_feishu_service()
message = f"""🚨 **新闻分析 LLM API 余额不足警告**
**服务商**: DeepSeek
**错误类型**: 余额不足 (Insufficient Balance)
**错误信息**: {str(error)[:200]}
**时间**: {now.strftime('%Y-%m-%d %H:%M:%S')}
⚠️ 请及时充值，否则新闻智能体将无法正常工作"""
await feishu.send_text(message)
logger.warning("已发送 DeepSeek 余额不足飞书通知")
# 记录通知时间
self._balance_error_last_notified = now
except Exception as e:
logger.error(f"发送余额不足通知失败: {e}")
def calculate_priority(self, analysis: Dict[str, Any], quality_score: float = 0.5) -> float:
"""
根据分析结果计算优先级
Args:
analysis: LLM 分析结果
quality_score: 质量分数
Returns:
优先级分数
"""
score = 0.0
# 市场影响（更严格的权重）
impact_weights = {'high': 50, 'medium': 25, 'low': 5} # 降低 low 和 medium 的权重
score += impact_weights.get(analysis.get('market_impact', 'low'), 5)
# 方向性（利空利好比中性重要）
if analysis.get('impact_type') in ['bullish', 'bearish']:
score += 10 # 从 15 降低到 10
# 置信度（降低权重）
score += (analysis.get('confidence', 50) / 100) * 8 # 从 10 降低到 8
# 质量分数（保持）
score += quality_score * 15 # 从 20 降低到 15
# 是否有相关代码（提高重要性）
if analysis.get('relevant_symbols'):
score += 12 # 从 5 提高到 12
return score
class NewsAnalyzerSimple:
"""简化版新闻分析器（仅关键词规则，不使用 LLM）"""
def __init__(self):
pass
def analyze_single(self, news_item: NewsItem) -> Dict[str, Any]:
"""
基于规则分析新闻
Args:
news_item: 新闻项
Returns:
分析结果字典
"""
# 使用已有的影响评分
impact_score = getattr(news_item, 'impact_score', 0.0)
# 根据 impact_score 确定市场影响
if impact_score >= 1.0:
market_impact = 'high'
elif impact_score >= 0.7:
market_impact = 'medium'
else:
market_impact = 'low'
# 检查关键词确定方向
text = f"{news_item.title} {news_item.content}".lower()
bullish_keywords = ['上涨', '增长', '突破', '新高', 'bullish', 'surge', 'rally', 'gain', '批准', '合作']
bearish_keywords = ['下跌', '暴跌', '崩盘', 'ban', 'bearish', 'crash', 'plunge', 'fall', '禁令', '风险']
bullish_count = sum(1 for k in bullish_keywords if k in text)
bearish_count = sum(1 for k in bearish_keywords if k in text)
if bullish_count > bearish_count:
impact_type = 'bullish'
sentiment = 'positive'
elif bearish_count > bullish_count:
impact_type = 'bearish'
sentiment = 'negative'
else:
impact_type = 'neutral'
sentiment = 'neutral'
# 获取相关代码
relevant_symbols = list(set(getattr(news_item, 'relevant_symbols', [])))
return {
'market_impact': market_impact,
'impact_type': impact_type,
'sentiment': sentiment,
'summary': news_item.title,
'key_points': [news_item.title[:100]],
'trading_advice': getattr(news_item, 'impact_reason', '关注市场动态'),
'relevant_symbols': relevant_symbols,
'confidence': 70,
'analyzed_by': 'rules'
}

271
backend/app/news_agent/fetcher.py
View File

@ -1,271 +0,0 @@
"""
新闻获取模块 - 从 RSS 源获取新闻
"""
import asyncio
import hashlib
import feedparser
import httpx
from datetime import datetime, timedelta
from typing import Dict, List, Any, Optional
from dataclasses import dataclass
from bs4 import BeautifulSoup
from app.utils.logger import logger
from app.news_agent.sources import get_enabled_sources
@dataclass
class NewsItem:
"""新闻项数据类"""
title: str
content: str
url: str
source: str
category: str
published_at: Optional[datetime]
crawled_at: datetime
content_hash: str
author: Optional[str] = None
tags: Optional[List[str]] = None
def to_dict(self) -> Dict[str, Any]:
"""转换为字典"""
return {
'title': self.title,
'content': self.content,
'url': self.url,
'source': self.source,
'category': self.category,
'published_at': self.published_at.isoformat() if self.published_at else None,
'crawled_at': self.crawled_at.isoformat(),
'content_hash': self.content_hash,
'author': self.author,
'tags': self.tags,
}
class NewsFetcher:
"""新闻获取器"""
def __init__(self):
self.sources = get_enabled_sources()
self.client = httpx.AsyncClient(
timeout=30.0,
headers={
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36'
}
)
async def close(self):
"""关闭 HTTP 客户端"""
await self.client.aclose()
def _generate_content_hash(self, title: str, content: str) -> str:
"""生成内容哈希用于去重"""
combined = f"{title}{content}"
return hashlib.sha256(combined.encode()).hexdigest()
def _clean_html(self, html: str) -> str:
"""清理 HTML，提取纯文本"""
if not html:
return ""
soup = BeautifulSoup(html, 'html.parser')
# 移除脚本和样式
for script in soup(['script', 'style']):
script.decompose()
# 获取文本
text = soup.get_text()
# 清理空白
lines = (line.strip() for line in text.splitlines())
chunks = (phrase.strip() for line in lines for phrase in line.split(" "))
text = ' '.join(chunk for chunk in chunks if chunk)
return text[:5000] # 限制长度
def _parse_rss_date(self, date_str: str) -> Optional[datetime]:
"""解析 RSS 日期"""
if not date_str:
return None
try:
# feedparser 会解析日期
parsed = feedparser.parse(date_str)
if hasattr(parsed, 'updated_parsed'):
return datetime(*parsed.updated_parsed[:6])
except Exception as e:
logger.debug(f"日期解析失败: {date_str}, 错误: {e}")
return None
async def fetch_rss_feed(self, source: Dict[str, Any]) -> List[NewsItem]:
"""
获取单个 RSS 源的新闻
Args:
source: 新闻源配置
Returns:
新闻项列表
"""
items = []
try:
logger.debug(f"正在获取 {source['name']} 的 RSS...")
# 使用 feedparser 解析 RSS
feed = feedparser.parse(source['url'])
if feed.bozo: # RSS 解析错误
logger.warning(f"{source['name']} RSS 解析警告: {feed.bozo_exception}")
# 解析每个条目
for entry in feed.entries[:50]: # 每次最多取 50 条
try:
# 提取标题
title = entry.get('title', '')
# 提取内容
content = ''
if hasattr(entry, 'content'):
content = entry.content[0].value if entry.content else ''
elif hasattr(entry, 'summary'):
content = entry.summary
elif hasattr(entry, 'description'):
content = entry.description
# 清理 HTML
content = self._clean_html(content)
# 提取链接
url = entry.get('link', '')
# 提取作者
author = entry.get('author', None)
# 提取标签
tags = []
if hasattr(entry, 'tags'):
tags = [tag.term for tag in entry.tags]
# 解析发布时间
published_at = None
if hasattr(entry, 'published_parsed'):
published_at = datetime(*entry.published_parsed[:6])
elif hasattr(entry, 'updated_parsed'):
published_at = datetime(*entry.updated_parsed[:6])
# 只处理最近 24 小时的新闻
if published_at:
time_diff = datetime.utcnow() - published_at
if time_diff > timedelta(hours=24):
continue
# 生成内容哈希
content_hash = self._generate_content_hash(title, content)
news_item = NewsItem(
title=title,
content=content,
url=url,
source=source['name'],
category=source['category'],
published_at=published_at,
crawled_at=datetime.utcnow(),
content_hash=content_hash,
author=author,
tags=tags if tags else None
)
items.append(news_item)
except Exception as e:
logger.debug(f"解析新闻条目失败: {e}")
continue
logger.info(f"从 {source['name']} 获取到 {len(items)} 条新闻")
except Exception as e:
logger.error(f"获取 {source['name']} 失败: {e}")
return items
async def fetch_all_news(self, category: str = None) -> List[NewsItem]:
"""
获取所有新闻源的新闻
Args:
category: 分类过滤 ('crypto', 'stock', None 表示全部)
Returns:
所有新闻项列表
"""
sources = get_enabled_sources(category)
if not sources:
logger.warning("没有启用的新闻源")
return []
logger.info(f"开始从 {len(sources)} 个新闻源获取新闻...")
# 并发获取所有源
tasks = [self.fetch_rss_feed(source) for source in sources]
results = await asyncio.gather(*tasks, return_exceptions=True)
# 合并结果
all_items = []
for result in results:
if isinstance(result, Exception):
logger.error(f"获取新闻时出错: {result}")
continue
all_items.extend(result)
logger.info(f"总共获取到 {len(all_items)} 条新闻")
return all_items
async def fetch_single_url(self, url: str, source: str = "manual") -> Optional[NewsItem]:
"""
获取单个 URL 的新闻内容
Args:
url: 新闻 URL
source: 新闻来源名称
Returns:
新闻项或 None
"""
try:
response = await self.client.get(url)
response.raise_for_status()
# 使用 BeautifulSoup 解析
soup = BeautifulSoup(response.text, 'html.parser')
# 尝试提取标题
title_tag = soup.find(['h1', 'title'])
title = title_tag.get_text().strip() if title_tag else url
# 提取正文（简单处理，实际需要针对不同网站调整）
content = self._clean_html(response.text)
# 生成哈希
content_hash = self._generate_content_hash(title, content)
return NewsItem(
title=title,
content=content,
url=url,
source=source,
category="manual",
published_at=datetime.utcnow(),
crawled_at=datetime.utcnow(),
content_hash=content_hash
)
except Exception as e:
logger.error(f"获取 URL {url} 失败: {e}")
return None

267
backend/app/news_agent/filter.py
View File

@ -1,267 +0,0 @@
"""
新闻去重和过滤模块
"""
from datetime import datetime, timedelta
from typing import List, Dict, Any, Set, Tuple
from difflib import SequenceMatcher
from app.utils.logger import logger
from app.news_agent.fetcher import NewsItem
from app.news_agent.sources import CRYPTO_KEYWORDS, STOCK_KEYWORDS, SYMBOL_MAPPINGS
class NewsDeduplicator:
"""新闻去重器"""
def __init__(self):
self.recent_hashes: Set[str] = set()
self.hash_expiry: datetime = None
self.expiry_hours = 24
def _clean_hash_cache(self):
"""清理过期的哈希缓存"""
now = datetime.utcnow()
if self.hash_expiry is None or now > self.hash_expiry:
self.recent_hashes.clear()
self.hash_expiry = now + timedelta(hours=self.expiry_hours)
logger.debug("哈希缓存已清理")
def check_duplicate(self, item: NewsItem) -> bool:
"""
检查新闻是否重复
Args:
item: 新闻项
Returns:
True 如果重复
"""
self._clean_hash_cache()
# 检查内容哈希
if item.content_hash in self.recent_hashes:
return True
# 添加到缓存
self.recent_hashes.add(item.content_hash)
return False
def deduplicate_list(self, items: List[NewsItem]) -> List[NewsItem]:
"""
对新闻列表进行去重
Args:
items: 新闻项列表
Returns:
去重后的新闻列表
"""
seen_hashes = set()
unique_items = []
for item in items:
if item.content_hash not in seen_hashes:
seen_hashes.add(item.content_hash)
unique_items.append(item)
removed = len(items) - len(unique_items)
if removed > 0:
logger.info(f"去重: 移除了 {removed} 条重复新闻")
return unique_items
def find_similar(self, item: NewsItem, existing_items: List[NewsItem], threshold: float = 0.85) -> List[NewsItem]:
"""
查找相似新闻（基于标题相似度）
Args:
item: 待检查的新闻项
existing_items: 已存在的新闻列表
threshold: 相似度阈值
Returns:
相似新闻列表
"""
similar = []
for existing in existing_items:
# 只比较同类新闻
if existing.category != item.category:
continue
# 标题相似度
similarity = SequenceMatcher(None, item.title.lower(), existing.title.lower()).ratio()
if similarity >= threshold:
similar.append((existing, similarity))
# 按相似度排序
similar.sort(key=lambda x: x[1], reverse=True)
return [s[0] for s in similar]
class NewsFilter:
"""新闻过滤器 - 关键词和质量过滤"""
def __init__(self):
self.crypto_keywords = CRYPTO_KEYWORDS
self.stock_keywords = STOCK_KEYWORDS
self.symbol_mappings = SYMBOL_MAPPINGS
def _extract_symbols(self, text: str, category: str) -> List[str]:
"""
从文本中提取相关的币种或股票代码
Args:
text: 输入文本
category: 分类 ('crypto', 'stock')
Returns:
相关代码列表
"""
text_lower = text.lower()
found_symbols = []
mappings = self.symbol_mappings
for symbol, keywords in mappings.items():
# 检查是否匹配
for keyword in keywords:
if keyword.lower() in text_lower:
found_symbols.append(symbol)
break
return found_symbols
def _check_keywords(self, text: str, category: str) -> Tuple[float, str]:
"""
检查关键词并返回影响评分
Args:
text: 输入文本
category: 分类
Returns:
(影响评分, 原因)
"""
text_lower = text.lower()
keywords_config = self.crypto_keywords if category == 'crypto' else self.stock_keywords
# 检查高影响关键词
for keyword in keywords_config['high_impact']:
if keyword.lower() in text_lower:
return 1.0, f"匹配高影响关键词: {keyword}"
# 检查中等影响关键词
for keyword in keywords_config['medium_impact']:
if keyword.lower() in text_lower:
return 0.7, f"匹配中等影响关键词: {keyword}"
return 0.0, "未匹配关键词"
def _calculate_quality_score(self, item: NewsItem) -> float:
"""
计算新闻质量分数
Args:
item: 新闻项
Returns:
质量分数 0-1
"""
score = 0.5 # 基础分
# 内容长度
if len(item.content) > 500:
score += 0.1
if len(item.content) > 1000:
score += 0.1
# 标题长度
if 20 <= len(item.title) <= 150:
score += 0.1
# 有作者
if item.author:
score += 0.1
# 有标签
if item.tags and len(item.tags) > 0:
score += 0.1
return min(score, 1.0)
def filter_news(self, items: List[NewsItem], min_quality: float = 0.3) -> List[NewsItem]:
"""
过滤新闻列表
Args:
items: 新闻项列表
min_quality: 最低质量分数
Returns:
过滤后的新闻列表，附带影响评分
"""
filtered = []
low_quality_count = 0
no_keywords_count = 0
for item in items:
# 计算质量分数
quality_score = self._calculate_quality_score(item)
# 质量过滤
if quality_score < min_quality:
low_quality_count += 1
continue
# 关键词检查
text_to_check = f"{item.title} {item.content[:500]}"
impact_score, impact_reason = self._check_keywords(text_to_check, item.category)
# 提取相关代码
symbols = self._extract_symbols(text_to_check, item.category)
# 附加属性
item.quality_score = quality_score
item.impact_score = impact_score
item.impact_reason = impact_reason
item.relevant_symbols = symbols
# 至少匹配关键词
if impact_score > 0:
filtered.append(item)
else:
no_keywords_count += 1
logger.info(f"过滤结果: {len(filtered)} 条通过, {low_quality_count} 条低质量, {no_keywords_count} 条无关键词")
return filtered
def get_priority_score(self, item: NewsItem) -> float:
"""
计算优先级分数
Args:
item: 新闻项
Returns:
优先级分数
"""
score = 0.0
# 影响分数
score += getattr(item, 'impact_score', 0.0) * 50
# 质量分数
score += getattr(item, 'quality_score', 0.5) * 20
# 是否有相关代码
if hasattr(item, 'relevant_symbols') and item.relevant_symbols:
score += 10
# 新闻新鲜度（最近发布的优先）
if item.published_at:
hours_ago = (datetime.utcnow() - item.published_at).total_seconds() / 3600
score += max(0, 20 - hours_ago)
return score

338
backend/app/news_agent/news_agent.py
View File

@ -1,338 +0,0 @@
"""
新闻智能体 - 主控制器
实时抓取、分析、通知重要新闻
"""
import asyncio
from typing import Dict, Any, List, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
from app.config import get_settings
from app.news_agent.sources import get_enabled_sources
from app.news_agent.fetcher import NewsFetcher, NewsItem
from app.news_agent.filter import NewsDeduplicator, NewsFilter
from app.news_agent.analyzer import NewsAnalyzer, NewsAnalyzerSimple
from app.news_agent.news_db_service import get_news_db_service
from app.news_agent.notifier import get_news_notifier
class NewsAgent:
"""新闻智能体 - 主控制器"""
_instance = None
_initialized = False
def __new__(cls, *args, **kwargs):
"""单例模式"""
if cls._instance is None:
cls._instance = super().__new__(cls)
return cls._instance
def __init__(self):
"""初始化新闻智能体"""
if NewsAgent._initialized:
return
NewsAgent._initialized = True
self.settings = get_settings()
# 核心组件
self.fetcher = NewsFetcher()
self.deduplicator = NewsDeduplicator()
self.filter = NewsFilter()
self.analyzer = NewsAnalyzer() # LLM 分析器
self.simple_analyzer = NewsAnalyzerSimple() # 规则分析器（备用）
self.db_service = get_news_db_service()
self.notifier = get_news_notifier()
# 配置
self.fetch_interval = 300 # 抓取间隔（秒）= 5分钟
self.min_priority = 40.0 # 最低通知优先级
self.use_llm = True # 使用 LLM 批量分析
# 统计数据
self.stats = {
'total_fetched': 0,
'total_saved': 0,
'total_analyzed': 0,
'total_notified': 0,
'last_fetch_time': None,
'last_notify_time': None
}
# 运行状态
self.running = False
self._task = None
logger.info("新闻智能体初始化完成")
async def start(self):
"""启动新闻智能体"""
if self.running:
logger.warning("新闻智能体已在运行")
return
self.running = True
# 发送启动通知
sources = get_enabled_sources()
crypto_count = sum(1 for s in sources if s['category'] == 'crypto')
stock_count = sum(1 for s in sources if s['category'] == 'stock')
await self.notifier.notify_startup({
'crypto_sources': crypto_count,
'stock_sources': stock_count,
'fetch_interval': self.fetch_interval
})
# 启动后台任务
self._task = asyncio.create_task(self._run_loop())
logger.info("新闻智能体已启动")
async def stop(self):
"""停止新闻智能体"""
if not self.running:
return
self.running = False
if self._task:
self._task.cancel()
try:
await self._task
except asyncio.CancelledError:
pass
await self.fetcher.close()
logger.info("新闻智能体已停止")
async def _run_loop(self):
"""主循环"""
while self.running:
try:
await self._fetch_and_process_news()
except Exception as e:
logger.error(f"新闻处理循环出错: {e}")
await self.notifier.notify_error(str(e))
# 等待下一次抓取
await asyncio.sleep(self.fetch_interval)
async def _fetch_and_process_news(self):
"""抓取并处理新闻"""
logger.info("=" * 60)
logger.info("开始新闻处理周期")
# 1. 抓取新闻
items = await self.fetcher.fetch_all_news()
self.stats['total_fetched'] += len(items)
self.stats['last_fetch_time'] = datetime.utcnow().isoformat()
if not items:
logger.info("没有获取到新新闻")
return
logger.info(f"获取到 {len(items)} 条新闻")
# 2. 去重
items = self.deduplicator.deduplicate_list(items)
logger.info(f"去重后剩余 {len(items)} 条")
# 3. 过滤
filtered_items = self.filter.filter_news(items)
logger.info(f"过滤后剩余 {len(filtered_items)} 条")
if not filtered_items:
logger.info("没有符合条件的新闻")
return
# 4. 保存到数据库
saved_articles = []
for item in filtered_items:
# 检查数据库中是否已存在
if self.db_service.check_duplicate_by_hash(item.content_hash):
continue
# 保存
article_data = {
'title': item.title,
'content': item.content,
'url': item.url,
'source': item.source,
'author': item.author,
'category': item.category,
'tags': item.tags,
'published_at': item.published_at,
'crawled_at': item.crawled_at,
'content_hash': item.content_hash,
'quality_score': getattr(item, 'quality_score', 0.5),
}
article = self.db_service.save_article(article_data)
if article:
saved_articles.append((article, item))
self.stats['total_saved'] += len(saved_articles)
logger.info(f"保存了 {len(saved_articles)} 条新文章")
if not saved_articles:
return
# 5. LLM 分析（仅批量分析）
analyzed_count = 0
high_priority_articles = []
if self.use_llm:
# 只使用批量分析 (异步)
items_to_analyze = [item for _, item in saved_articles]
results = await self.analyzer.analyze_batch(items_to_analyze)
for (article, _), result in zip(saved_articles, results):
if result:
priority = self.analyzer.calculate_priority(
result,
getattr(article, 'quality_score', 0.5)
)
self.db_service.mark_as_analyzed(article.id, result, priority)
analyzed_count += 1
# 只发送重大影响（high）的新闻
if result.get('market_impact') == 'high':
article_dict = article.to_dict()
article_dict.update({
'llm_analyzed': True,
'market_impact': result.get('market_impact'),
'impact_type': result.get('impact_type'),
'sentiment': result.get('sentiment'),
'summary': result.get('summary'),
'key_points': result.get('key_points'),
'trading_advice': result.get('trading_advice'),
'relevant_symbols': result.get('relevant_symbols'),
'priority': priority,
})
high_priority_articles.append(article_dict)
else:
# 使用规则分析
for article, item in saved_articles:
result = self.simple_analyzer.analyze_single(item)
priority = result.get('confidence', 50)
self.db_service.mark_as_analyzed(article.id, result, priority)
analyzed_count += 1
# 只发送重大影响（high）的新闻
if result.get('market_impact') == 'high':
article_dict = article.to_dict()
article_dict.update({
'llm_analyzed': True,
'market_impact': result.get('market_impact'),
'impact_type': result.get('impact_type'),
'sentiment': result.get('sentiment'),
'summary': result.get('summary'),
'key_points': result.get('key_points'),
'trading_advice': result.get('trading_advice'),
'relevant_symbols': result.get('relevant_symbols'),
'priority': priority,
})
high_priority_articles.append(article_dict)
self.stats['total_analyzed'] += analyzed_count
logger.info(f"分析了 {analyzed_count} 条文章")
# 6. 发送通知（仅批量发送）- 增加过滤条件
if high_priority_articles:
# 按优先级排序
high_priority_articles.sort(
key=lambda x: x.get('priority', 0),
reverse=True
)
# 额外过滤：只推送真正重要的新闻
truly_important_articles = []
for article in high_priority_articles:
impact = article.get('market_impact', 'low')
priority = article.get('priority', 0)
confidence = article.get('llm_analyzed', False) and article.get('relevant_symbols')
# 推送条件（满足其一即可）：
# 1. high 影响 + 优先级 >= 55
# 2. high 影响 + 有明确相关代码
# 3. 优先级 >= 60（特别重要）
should_notify = (
(impact == 'high' and priority >= 55) or
(impact == 'high' and confidence) or
(priority >= 60)
)
if should_notify:
truly_important_articles.append(article)
# 批量发送最多10条
if truly_important_articles:
await self.notifier.notify_news_batch(truly_important_articles[:10])
for article in truly_important_articles[:10]:
self.db_service.mark_as_notified(article['id'])
self.stats['total_notified'] += 1
logger.info(f"推送了 {len(truly_important_articles)} 条真正重要的新闻（从 {len(high_priority_articles)} 条 high 中筛选）")
else:
logger.info(f"没有达到推送标准的新闻（{len(high_priority_articles)} 条 high 但不够重要）")
self.stats['last_notify_time'] = datetime.utcnow().isoformat()
logger.info("=" * 60)
def get_stats(self) -> Dict[str, Any]:
"""获取统计数据"""
stats = self.stats.copy()
stats['running'] = self.running
stats['fetch_interval'] = self.fetch_interval
stats['use_llm'] = self.use_llm
# 从数据库获取更多统计
db_stats = self.db_service.get_stats(hours=24)
stats['db_stats'] = db_stats
return stats
async def manual_fetch(self, category: str = None) -> Dict[str, Any]:
"""
手动触发新闻抓取
Args:
category: 分类过滤
Returns:
处理结果
"""
logger.info(f"手动触发新闻抓取: category={category}")
items = await self.fetcher.fetch_all_news(category)
result = {
'fetched': len(items),
'timestamp': datetime.utcnow().isoformat()
}
if items:
# 这里可以触发处理流程
# 为简化，只返回抓取结果
result['items'] = [item.to_dict() for item in items[:5]]
return result
# 全局实例
_news_agent = None
def get_news_agent() -> NewsAgent:
"""获取新闻智能体单例"""
global _news_agent
if _news_agent is None:
_news_agent = NewsAgent()
return _news_agent

406
backend/app/news_agent/news_db_service.py
View File

@ -1,406 +0,0 @@
"""
新闻数据库服务
"""
from datetime import datetime, timedelta
from typing import List, Dict, Any, Optional
from sqlalchemy import create_engine, and_, or_
from sqlalchemy.orm import sessionmaker, Session
from sqlalchemy.exc import IntegrityError
from app.models.news import NewsArticle
from app.models.database import Base
from app.config import get_settings
from app.utils.logger import logger
class NewsDatabaseService:
"""新闻数据库服务"""
def __init__(self):
self.settings = get_settings()
self.engine = None
self.SessionLocal = None
self._init_db()
def _init_db(self):
"""初始化数据库连接"""
try:
# 使用 settings.database_url 或构建路径
if hasattr(self.settings, 'database_url'):
database_url = self.settings.database_url
elif hasattr(self.settings, 'database_path'):
database_url = f"sqlite:///{self.settings.database_path}"
else:
# 默认路径
database_url = "sqlite:///./backend/stock_agent.db"
self.engine = create_engine(
database_url,
connect_args={"check_same_thread": False},
echo=False
)
self.SessionLocal = sessionmaker(
autocommit=False,
autoflush=False,
bind=self.engine
)
# 创建表（如果不存在）
from app.models.news import NewsArticle
NewsArticle.metadata.create_all(self.engine, checkfirst=True)
logger.info("新闻数据库服务初始化完成")
except Exception as e:
logger.error(f"新闻数据库初始化失败: {e}")
import traceback
logger.error(traceback.format_exc())
# 重新抛出异常，避免 SessionLocal 为 None
raise
def get_session(self) -> Session:
"""获取数据库会话"""
return self.SessionLocal()
def save_article(self, article_data: Dict[str, Any]) -> Optional[NewsArticle]:
"""
保存单篇文章
Args:
article_data: 文章数据字典
Returns:
保存的文章对象或 None
"""
session = self.get_session()
try:
article = NewsArticle(**article_data)
session.add(article)
session.commit()
session.refresh(article)
logger.debug(f"文章保存成功: {article.title[:50]}...")
return article
except IntegrityError as e:
session.rollback()
logger.debug(f"文章已存在（URL 重复）: {article_data.get('url', '')}")
return None
except Exception as e:
session.rollback()
logger.error(f"保存文章失败: {e}")
return None
finally:
session.close()
def check_duplicate_by_hash(self, content_hash: str, hours: int = 24) -> bool:
"""
检查内容哈希是否重复
Args:
content_hash: 内容哈希
hours: 检查最近多少小时
Returns:
True 如果重复
"""
session = self.get_session()
try:
since = datetime.utcnow() - timedelta(hours=hours)
count = session.query(NewsArticle).filter(
and_(
NewsArticle.content_hash == content_hash,
NewsArticle.created_at >= since
)
).count()
return count > 0
finally:
session.close()
def mark_as_analyzed(
self,
article_id: int,
analysis: Dict[str, Any],
priority: float
) -> bool:
"""
标记文章已分析
Args:
article_id: 文章 ID
analysis: LLM 分析结果
priority: 优先级分数
Returns:
是否成功
"""
session = self.get_session()
try:
article = session.query(NewsArticle).filter(
NewsArticle.id == article_id
).first()
if not article:
logger.warning(f"文章不存在: {article_id}")
return False
article.llm_analyzed = True
article.market_impact = analysis.get('market_impact')
article.impact_type = analysis.get('impact_type')
article.sentiment = analysis.get('sentiment')
article.summary = analysis.get('summary')
article.key_points = analysis.get('key_points')
article.trading_advice = analysis.get('trading_advice')
article.relevant_symbols = analysis.get('relevant_symbols')
article.quality_score = analysis.get('confidence', 70) / 100
article.priority = priority
session.commit()
logger.debug(f"文章分析结果已保存: {article.title[:50]}...")
return True
except Exception as e:
session.rollback()
logger.error(f"保存分析结果失败: {e}")
return False
finally:
session.close()
def mark_as_notified(self, article_id: int, channel: str = 'feishu') -> bool:
"""
标记文章已发送通知
Args:
article_id: 文章 ID
channel: 通知渠道
Returns:
是否成功
"""
session = self.get_session()
try:
article = session.query(NewsArticle).filter(
NewsArticle.id == article_id
).first()
if not article:
return False
article.notified = True
article.notification_sent_at = datetime.utcnow()
article.notification_channel = channel
session.commit()
return True
except Exception as e:
session.rollback()
logger.error(f"标记通知状态失败: {e}")
return False
finally:
session.close()
def get_high_priority_articles(
self,
limit: int = 20,
min_priority: float = 40.0,
hours: int = 24
) -> List[NewsArticle]:
"""
获取高优先级文章
Args:
limit: 返回数量限制
min_priority: 最低优先级分数
hours: 查询最近多少小时
Returns:
文章列表
"""
session = self.get_session()
try:
since = datetime.utcnow() - timedelta(hours=hours)
articles = session.query(NewsArticle).filter(
and_(
NewsArticle.llm_analyzed == True,
NewsArticle.priority >= min_priority,
NewsArticle.created_at >= since,
NewsArticle.notified == False
)
).order_by(NewsArticle.priority.desc()).limit(limit).all()
return articles
finally:
session.close()
def get_latest_articles(
self,
category: str = None,
limit: int = 50,
hours: int = 24
) -> List[Dict[str, Any]]:
"""
获取最新文章
Args:
category: 分类过滤
limit: 返回数量限制
hours: 查询最近多少小时
Returns:
文章字典列表
"""
session = self.get_session()
try:
since = datetime.utcnow() - timedelta(hours=hours)
query = session.query(NewsArticle).filter(
NewsArticle.created_at >= since
)
if category:
query = query.filter(NewsArticle.category == category)
articles = query.order_by(
NewsArticle.created_at.desc()
).limit(limit).all()
return [article.to_dict() for article in articles]
finally:
session.close()
def get_stats(self, hours: int = 24) -> Dict[str, Any]:
"""
获取统计数据
Args:
hours: 统计最近多少小时
Returns:
统计数据
"""
session = self.get_session()
try:
since = datetime.utcnow() - timedelta(hours=hours)
total = session.query(NewsArticle).filter(
NewsArticle.created_at >= since
).count()
analyzed = session.query(NewsArticle).filter(
and_(
NewsArticle.created_at >= since,
NewsArticle.llm_analyzed == True
)
).count()
high_impact = session.query(NewsArticle).filter(
and_(
NewsArticle.created_at >= since,
NewsArticle.market_impact == 'high'
)
).count()
notified = session.query(NewsArticle).filter(
and_(
NewsArticle.created_at >= since,
NewsArticle.notified == True
)
).count()
return {
'total_articles': total,
'analyzed': analyzed,
'high_impact': high_impact,
'notified': notified,
'hours': hours
}
finally:
session.close()
def get_unanalyzed_articles(self, limit: int = 50, hours: int = 24) -> List[NewsArticle]:
"""
获取未分析的文章
Args:
limit: 返回数量限制
hours: 查询最近多少小时
Returns:
未分析的文章列表
"""
session = self.get_session()
try:
since = datetime.utcnow() - timedelta(hours=hours)
articles = session.query(NewsArticle).filter(
and_(
NewsArticle.llm_analyzed == False,
NewsArticle.created_at >= since
)
).order_by(NewsArticle.created_at.desc()).limit(limit).all()
return articles
finally:
session.close()
def clean_old_articles(self, days: int = 7) -> int:
"""
清理旧文章（设置为不活跃）
Args:
days: 保留多少天的文章
Returns:
清理的数量
"""
session = self.get_session()
try:
before = datetime.utcnow() - timedelta(days=days)
count = session.query(NewsArticle).filter(
NewsArticle.created_at < before
).update({
'is_active': False
})
session.commit()
if count > 0:
logger.info(f"清理了 {count} 条旧文章")
return count
except Exception as e:
session.rollback()
logger.error(f"清理旧文章失败: {e}")
return 0
finally:
session.close()
# 全局实例
_news_db_service = None
def get_news_db_service() -> NewsDatabaseService:
"""获取新闻数据库服务单例"""
global _news_db_service
if _news_db_service is None:
_news_db_service = NewsDatabaseService()
return _news_db_service

307
backend/app/news_agent/notifier.py
View File

@ -1,307 +0,0 @@
"""
新闻通知模块 - 发送飞书卡片通知
"""
from typing import Dict, Any, List
from app.utils.logger import logger
from app.services.feishu_service import get_feishu_news_service
class NewsNotifier:
"""新闻通知器"""
def __init__(self):
self.feishu = get_feishu_news_service()
def _get_emoji_for_impact(self, impact: str) -> str:
"""根据影响级别获取表情符号"""
emoji_map = {
'high': '🔴',
'medium': '🟡',
'low': '🟢'
}
return emoji_map.get(impact, '📰')
def _get_emoji_for_impact_type(self, impact_type: str) -> str:
"""根据影响类型获取表情符号"""
emoji_map = {
'bullish': '📈',
'bearish': '📉',
'neutral': '➡️'
}
return emoji_map.get(impact_type, '📊')
def _get_color_for_impact(self, impact: str) -> str:
"""根据影响级别获取颜色"""
color_map = {
'high': 'red',
'medium': 'orange',
'low': 'blue'
}
return color_map.get(impact, 'grey')
async def notify_single_news(self, article: Dict[str, Any]) -> bool:
"""
发送单条新闻通知
Args:
article: 文章数据（包含分析结果）
Returns:
是否发送成功
"""
try:
impact = article.get('market_impact', 'low')
impact_type = article.get('impact_type', 'neutral')
title = article.get('title', '')
summary = article.get('summary', '')
source = article.get('source', '')
category = article.get('category', '')
url = article.get('url', '')
trading_advice = article.get('trading_advice', '')
relevant_symbols = article.get('relevant_symbols', [])
key_points = article.get('key_points', [])
# 标题
impact_emoji = self._get_emoji_for_impact(impact)
type_emoji = self._get_emoji_for_impact_type(impact_type)
category_text = '加密货币' if category == 'crypto' else '股票'
card_title = f"{impact_emoji} {type_emoji} 市场快讯 - {category_text}"
# 内容
content_parts = [
f"**来源**: {source}",
f"**标题**: {title}",
"",
f"**摘要**: {summary}",
]
# 关键点
if key_points:
content_parts.append("")
content_parts.append("**关键点**:")
for point in key_points[:3]:
content_parts.append(f"• {point}")
# 交易建议
if trading_advice:
content_parts.append("")
content_parts.append(f"**交易建议**: {trading_advice}")
# 相关代码
if relevant_symbols:
symbols_text = " ".join(relevant_symbols)
content_parts.append("")
content_parts.append(f"**相关**: {symbols_text}")
# 链接
if url:
content_parts.append("")
content_parts.append(f"[查看原文]({url})")
# 影响
impact_map = {'high': '重大影响', 'medium': '中等影响', 'low': '轻微影响'}
content_parts.append("")
content_parts.append(f"**影响**: {impact_map.get(impact, '未知')}")
# 颜色
color = self._get_color_for_impact(impact)
# 发送
content = "\n".join(content_parts)
await self.feishu.send_card(card_title, content, color)
logger.info(f"新闻通知已发送: {title[:50]}...")
return True
except Exception as e:
logger.error(f"发送新闻通知失败: {e}")
return False
async def notify_news_batch(self, articles: List[Dict[str, Any]]) -> bool:
"""
发送批量新闻通知（详细模式）
Args:
articles: 文章列表
Returns:
是否发送成功
"""
try:
if not articles:
return False
# 只显示重大影响新闻
high_impact = [a for a in articles if a.get('market_impact') == 'high']
if not high_impact:
logger.info("没有重大影响新闻，跳过通知")
return False
title = f"🔴 重大市场新闻 ({len(high_impact)} 条)"
content_parts = []
# 获取时间（显示时分）
created_time = high_impact[0].get('created_at', '')
if created_time:
# 格式: 2026-02-25T12:30:45 -> 02-25 12:30
try:
dt = created_time[:16].replace('T', ' ')
content_parts.append(f"**时间**: {dt}")
except:
content_parts.append(f"**时间**: {created_time[:10]}")
# 只显示重大影响新闻
for i, article in enumerate(high_impact[:5]):
impact_type = article.get('impact_type', 'neutral')
emoji = self._get_emoji_for_impact_type(impact_type)
# 每条新闻之间空一行
if i > 0:
content_parts.append("")
# 构建单条新闻的所有内容
article_lines = []
# 标题
title_text = article.get('title', '')
article_lines.append(f"{emoji} **{title_text}**")
# 来源
source = article.get('source', '')
if source:
article_lines.append(f"📰 来源: {source}")
# 新闻内容（摘要）
summary = article.get('summary', '')
content = article.get('content', '')
if summary:
article_lines.append(f"📝 {summary[:100]}")
elif content:
article_lines.append(f"📝 {content[:100]}")
# 影响和建议
impact_desc = {
'bullish': '📈 利好',
'bearish': '📉 利空',
'neutral': '➡️ 中性'
}.get(impact_type, '➡️ 中性')
advice = article.get('trading_advice', '')
if advice:
article_lines.append(f"{impact_desc} | 💡 {advice}")
# 相关代码和链接
extra_info = []
symbols = article.get('relevant_symbols', [])
if symbols and isinstance(symbols, list):
extra_info.append(f"🔗 {' '.join(symbols[:4])}")
url = article.get('url', '')
if url:
extra_info.append(f"🔎 [查看原文]({url})")
if extra_info:
article_lines.append(" ".join(extra_info))
# 将这条新闻的所有内容合并为一行
content_parts.append(" | ".join(article_lines))
content = "\n".join(content_parts)
await self.feishu.send_card(title, content, "red")
logger.info(f"重大新闻通知已发送: {len(high_impact)} 条")
return True
except Exception as e:
logger.error(f"发送批量新闻通知失败: {e}")
import traceback
traceback.print_exc()
return False
async def notify_startup(self, config: Dict[str, Any]) -> bool:
"""
发送启动通知
Args:
config: 配置信息
Returns:
是否发送成功
"""
try:
crypto_sources = config.get('crypto_sources', 0)
stock_sources = config.get('stock_sources', 0)
interval = config.get('fetch_interval', 30)
title = "📰 新闻智能体已启动"
content_parts = [
f"🤖 **功能**: 实时新闻监控与分析",
f"",
f"📊 **监控来源**:",
f" • 加密货币: {crypto_sources} 个",
f" • 股票: {stock_sources} 个",
f"",
f"⏱️ **抓取频率**: 每 {interval} 秒",
f"",
f"🎯 **分析能力**:",
f" • LLM 智能分析",
f" • 市场影响评估",
f" • 交易建议生成",
f"",
f"📢 **通知策略**: 仅推送高影响新闻"
]
content = "\n".join(content_parts)
await self.feishu.send_card(title, content, "green")
logger.info("新闻智能体启动通知已发送")
return True
except Exception as e:
logger.error(f"发送启动通知失败: {e}")
return False
async def notify_error(self, error_message: str) -> bool:
"""
发送错误通知
Args:
error_message: 错误信息
Returns:
是否发送成功
"""
try:
title = "⚠️ 新闻智能体异常"
content = f"""
**错误信息**: {error_message}
**建议操作**:
1. 检查网络连接
2. 查看日志文件
3. 必要时重启服务
"""
await self.feishu.send_card(title, content, "red")
return True
except Exception as e:
logger.error(f"发送错误通知失败: {e}")
return False
# 全局实例
_news_notifier = None
def get_news_notifier() -> NewsNotifier:
"""获取新闻通知器单例"""
global _news_notifier
if _news_notifier is None:
_news_notifier = NewsNotifier()
return _news_notifier

314
backend/app/news_agent/sources.py
View File

@ -1,314 +0,0 @@
"""
新闻源配置
定义各类新闻的 RSS 源
"""
# 加密货币新闻源
CRYPTO_NEWS_SOURCES = [
{
"name": "Cointelegraph",
"url": "https://cointelegraph.com/rss",
"category": "crypto",
"language": "en",
"priority": 1.0, # 权重
"enabled": True
},
{
"name": "CoinDesk",
"url": "https://www.coindesk.com/arc/outboundfeeds/rss/",
"category": "crypto",
"language": "en",
"priority": 1.0,
"enabled": True
},
{
"name": "Decrypt",
"url": "https://decrypt.co/feed",
"category": "crypto",
"language": "en",
"priority": 0.9,
"enabled": True
},
{
"name": "The Block",
"url": "https://www.theblock.co/rss.xml",
"category": "crypto",
"language": "en",
"priority": 0.9,
"enabled": True
},
{
"name": "律动 BlockBeats",
"url": "https://www.theblockbeats.info/feed",
"category": "crypto",
"language": "zh",
"priority": 1.0,
"enabled": False # RSS 格式问题，暂时禁用
},
{
"name": "巴比特",
"url": "https://www.8btc.com/feed",
"category": "crypto",
"language": "zh",
"priority": 0.8,
"enabled": False # 连接不稳定，暂时禁用
},
{
"name": "CoinGlass",
"url": "https://coinglass.com/news/rss",
"category": "crypto",
"language": "en",
"priority": 0.8,
"enabled": False # 返回 HTML 而非 RSS，暂时禁用
},
{
"name": "CryptoSlate",
"url": "https://cryptoslate.com/news/feed",
"category": "crypto",
"language": "en",
"priority": 0.8,
"enabled": False # RSS 格式问题，暂时禁用
},
{
"name": "AMBCrypto",
"url": "https://ambcrypto.com/feed",
"category": "crypto",
"language": "en",
"priority": 0.7,
"enabled": True
},
{
"name": "Whale Alert",
"url": "https://whale-alert.io/rss",
"category": "crypto",
"language": "en",
"priority": 0.7,
"enabled": False # 大额转账，可选择性开启
},
]
# 股票新闻源
STOCK_NEWS_SOURCES = [
{
"name": "Reuters Business",
"url": "https://www.reuters.com/finance/rss",
"category": "stock",
"language": "en",
"priority": 1.0,
"enabled": False # 返回 HTML 而非 RSS，暂时禁用
},
{
"name": "CNBC",
"url": "https://www.cnbc.com/id/100003114/device/rss/rss.html",
"category": "stock",
"language": "en",
"priority": 1.0,
"enabled": True
},
{
"name": "Bloomberg Markets",
"url": "https://feeds.bloomberg.com/markets/news.rss",
"category": "stock",
"language": "en",
"priority": 1.0,
"enabled": True
},
{
"name": "Yahoo Finance",
"url": "https://finance.yahoo.com/news/rssindex",
"category": "stock",
"language": "en",
"priority": 0.8,
"enabled": True
},
{
"name": "MarketWatch",
"url": "https://www.marketwatch.com/rss/topstories",
"category": "stock",
"language": "en",
"priority": 0.9,
"enabled": True
},
{
"name": "Seeking Alpha",
"url": "https://seekingalpha.com/article/rss",
"category": "stock",
"language": "en",
"priority": 0.9,
"enabled": False # RSS 格式问题，暂时禁用
},
{
"name": "华尔街见闻",
"url": "https://wallstreetcn.com/rss",
"category": "stock",
"language": "zh",
"priority": 0.9,
"enabled": False # RSS 格式问题，暂时禁用
},
{
"name": "雪球",
"url": "https://xueqiu.com/statuses/hot_stock.xml",
"category": "stock",
"language": "zh",
"priority": 0.8,
"enabled": False # 需要认证，暂时禁用
},
{
"name": "Investing.com",
"url": "https://www.investing.com/rss/news.rss",
"category": "stock",
"language": "en",
"priority": 0.8,
"enabled": True
},
{
"name": "Business Insider",
"url": "https://markets.businessinsider.com/rss/news",
"category": "stock",
"language": "en",
"priority": 0.7,
"enabled": True
},
]
# 获取所有启用的新闻源
def get_enabled_sources(category: str = None) -> list:
"""
获取启用的新闻源
Args:
category: 分类过滤 ('crypto', 'stock', None 表示全部)
Returns:
启用的新闻源列表
"""
all_sources = CRYPTO_NEWS_SOURCES + STOCK_NEWS_SOURCES
if category:
return [s for s in all_sources if s['enabled'] and s['category'] == category]
return [s for s in all_sources if s['enabled']]
# 关键词配置 - 用于第一级过滤
CRYPTO_KEYWORDS = {
'high_impact': [
# 监管相关（只保留真正重大的）
'SEC ETF', 'ETF approved', 'ETF rejected', 'regulation ban',
'监管禁令', 'ETF批准', 'ETF拒绝',
# 重大事件（只保留真正重大的）
'hack $', 'exploit $', ' $ billion hack', # 需要金额上下文，避免普通新闻
'bankruptcy', '破产', 'shut down', '暂停交易',
'exchange collapse', '交易所倒闭',
# 超级机构（重大新闻才推送）
'BlackRock ETF', 'Grayscale ETF', 'Fidelity ETF',
'贝莱德ETF', '灰度ETF',
# 重大安全事故
'bridge exploit', 'smart contract hack', '$ million stolen',
'跨链桥攻击', '智能合约漏洞',
],
'medium_impact': [
# 一般监管
'SEC', 'regulation', 'legal', '合规', '监管',
'approve', 'ban', '禁令',
# 市场动态（常见的价格波动）
'ATH', 'all-time high', 'crash', 'surge', 'plunge',
'历史新高', '暴跌', '暴涨', '突破',
# 技术更新
'upgrade', 'fork', 'airdrop', 'launch',
'升级', '分叉', '空投', '上线',
# 并购/合作
'partnership', 'acquisition', 'merger',
'合作', '并购', '收购',
# 宏观经济
'fed', 'inflation', 'recession', 'interest rate',
'美联储', '通胀', '加息', '降息',
# 机构和钱包
'whale', 'wallet', 'exchange',
'巨鲸', '钱包', '交易所',
]
}
STOCK_KEYWORDS = {
'high_impact': [
# 只保留真正重大、罕见的事件
# 破产/退市级别
'bankruptcy', 'delisting', 'fraud', 'scandal',
'破产', '退市', '欺诈', '丑闻',
# 重大监管事件
'antitrust', 'DOJ ', 'SEC investigation', 'sanction',
'反垄断', '司法部', '证监会调查', '制裁',
# 超级并购/分拆
'mega merger', 'mega acquisition', 'breakup', 'spinoff',
'巨型并购', '分拆',
# 重大安全事故/风险
'data breach', 'cyber attack', 'massive layoff', 'shutdown',
'数据泄露', '网络攻击', '大规模裁员', '停产',
],
'medium_impact': [
# 财报相关（移到这里，因为太常见）
'earnings', 'revenue', 'profit', 'loss', 'guidance',
'财报', '营收', '利润', '业绩预告',
'beat', 'miss', 'surprise',
'超预期', '不及预期',
# 一般事件
'FDA', 'approval', 'recall', 'lawsuit', 'IPO',
'批准', '召回', '诉讼', '上市',
# 并购重组（一般规模）
'merger', 'acquisition', 'buyout',
'并购', '收购', '重组',
# 市场动态
'surge', 'plunge', 'rally', 'crash',
'暴涨', '暴跌', '反弹', '崩盘',
# 管理层变动
'CEO', 'CFO', 'resign', 'appoint', 'executive',
'辞职', '任命',
# 评级相关
'upgrade', 'downgrade', 'rating', 'target price',
'评级', '目标价', '上调', '下调',
'dividend', 'buyback', 'split',
'分红', '回购', '拆股',
]
}
# 常见的币种和股票代码映射
SYMBOL_MAPPINGS = {
# 加密货币
'BTC': ['bitcoin', 'btc', '比特币'],
'ETH': ['ethereum', 'eth', '以太坊'],
'BNB': ['binance', 'bnb', '币安'],
'SOL': ['solana', 'sol'],
'XRP': ['ripple', 'xrp'],
'ADA': ['cardano', 'ada'],
'DOGE': ['dogecoin', 'doge', '狗狗币'],
'AVAX': ['avalanche', 'avax'],
'DOT': ['polkadot', 'dot'],
'MATIC': ['polygon', 'matic'],
# 美股
'AAPL': ['apple', 'aapl', '苹果'],
'NVDA': ['nvidia', 'nvda', '英伟达'],
'MSFT': ['microsoft', 'msft', '微软'],
'GOOGL': ['google', 'alphabet', 'googl', '谷歌'],
'AMZN': ['amazon', 'amzn', '亚马逊'],
'TSLA': ['tesla', 'tsla', '特斯拉'],
'META': ['meta', 'facebook', 'meta'],
'BRK.B': ['berkshire', 'buffett', '伯克希尔'],
'JPM': ['jpmorgan', 'jpm', '摩根大通'],
}

76
backend/app/services/bitget_live_trading_service.py
View File

@ -50,15 +50,16 @@ class BitgetLiveTradingService:
continue
return 0.0
def __init__(self):
def __init__(self, account_id: str = "default", trading_api: Any = None):
self.account_id = (account_id or "default").strip() or "default"
self.settings = get_settings()
self.max_total_leverage: float = self.settings.bitget_max_total_leverage
self.max_single_position: float = self.settings.bitget_max_single_position
self.circuit_breaker_drawdown: float = self.settings.account_max_drawdown
self.trading_api = get_bitget_trading_api()
self.trading_api = trading_api or get_bitget_trading_api(self.account_id)
if not self.trading_api:
raise RuntimeError("Bitget 交易 API 初始化失败，请检查 API Key 配置")
raise RuntimeError(f"Bitget 交易 API 初始化失败，请检查账号 {self.account_id} 的 API Key 配置")
# 初始余额（用于回撤计算）
self.initial_balance: Optional[float] = None
@ -66,6 +67,7 @@ class BitgetLiveTradingService:
logger.info(
f"✅ BitgetLiveTradingService 初始化完成 "
f"(account={self.account_id}, "
f"(最大总杠杆: {self.max_total_leverage}x, "
f"单笔上限: ${self.max_single_position}, "
f"熔断阈值: {self.circuit_breaker_drawdown * 100:.0f}%)"
@ -94,10 +96,11 @@ class BitgetLiveTradingService:
}
"""
balance = self.trading_api.get_balance()
account_tag = f"[Bitget:{getattr(self, 'account_id', 'default')}]"
if not balance:
logger.warning("[Bitget] get_balance() 返回空，API 调用可能失败")
logger.warning(f"{account_tag} get_balance() 返回空，API 调用可能失败")
else:
logger.debug(f"[Bitget] get_balance 原始返回: {balance}")
logger.debug(f"{account_tag} get_balance 原始返回: {balance}")
usdt = balance.get('USDT') or balance.get('usdt') or {}
if not usdt:
@ -133,13 +136,13 @@ class BitgetLiveTradingService:
inferred_available = max(account_value - frozen, 0.0)
if inferred_available > 0:
logger.warning(
f"[Bitget] 可用余额字段缺失，使用 account_value - frozen 回退: "
f"{account_tag} 可用余额字段缺失，使用 account_value - frozen 回退: "
f"${account_value:.2f} - ${frozen:.2f} = ${inferred_available:.2f}"
)
available = inferred_available
logger.info(
f"[Bitget] 账户状态: available=${available:.2f}, "
f"{account_tag} 账户状态: available=${available:.2f}, "
f"frozen=${frozen:.2f}, equity=${equity:.2f}, account_value=${account_value:.2f}"
)
@ -561,10 +564,23 @@ class BitgetLiveTradingService:
{"success": bool, "order_id": str, "error"?: str}
"""
try:
open_orders = self.get_open_orders(symbol)
normalized_order_id = str(order_id)
matched_order = next((o for o in open_orders if str(o.get('order_id', '')) == normalized_order_id), None)
if not matched_order:
logger.info(f"ℹ️ Bitget 挂单已不存在，视为撤单完成: {symbol} #{order_id}")
return {
"success": True,
"order_id": normalized_order_id,
"symbol": symbol,
"already_closed": True,
"message": "订单已不在挂单列表，可能已成交、已撤销或已失效",
}
success = self.trading_api.cancel_order(symbol=symbol, order_id=order_id)
if success:
logger.info(f"✅ Bitget 单笔撤单成功: {symbol} #{order_id}")
return {"success": True, "order_id": str(order_id), "symbol": symbol}
return {"success": True, "order_id": normalized_order_id, "symbol": symbol}
return {"success": False, "order_id": str(order_id), "error": "cancel_order 返回 False"}
except Exception as e:
logger.error(f"❌ Bitget 单笔撤单失败: {symbol} #{order_id} {e}")
@ -750,32 +766,54 @@ class BitgetLiveTradingService:
# ==================== 单例工厂 ====================
_bitget_live_service: Optional[BitgetLiveTradingService] = None
_bitget_live_services: Dict[str, BitgetLiveTradingService] = {}
def get_bitget_live_service() -> Optional[BitgetLiveTradingService]:
def get_bitget_live_service(account_id: str = "default") -> Optional[BitgetLiveTradingService]:
"""
获取 BitgetLiveTradingService 单例。
获取 BitgetLiveTradingService 单例（按账号）。
bitget_trading_enabled=False 时返回 None（功能关闭）。
"""
global _bitget_live_service
global _bitget_live_services
settings = get_settings()
if not settings.bitget_trading_enabled:
return None
if _bitget_live_service is None:
normalized_account_id = (account_id or "default").strip() or "default"
existing = _bitget_live_services.get(normalized_account_id)
if existing is not None:
return existing
try:
_bitget_live_service = BitgetLiveTradingService()
service = BitgetLiveTradingService(account_id=normalized_account_id)
_bitget_live_services[normalized_account_id] = service
return service
except Exception as e:
logger.error(f"❌ BitgetLiveTradingService 初始化失败: {e}")
logger.error(f"❌ BitgetLiveTradingService 初始化失败: account={normalized_account_id} error={e}")
return None
return _bitget_live_service
def get_all_bitget_live_services() -> Dict[str, BitgetLiveTradingService]:
"""获取所有已启用 Bitget 账号的服务实例。"""
settings = get_settings()
services: Dict[str, BitgetLiveTradingService] = {}
for account in settings.get_enabled_bitget_accounts():
account_id = account.get("account_id") or "default"
service = get_bitget_live_service(account_id)
if service:
services[account_id] = service
return services
def reset_bitget_live_service():
def reset_bitget_live_service(account_id: Optional[str] = None):
"""重置单例（测试用）"""
global _bitget_live_service
_bitget_live_service = None
global _bitget_live_services
if account_id is None:
_bitget_live_services = {}
return
normalized_account_id = (account_id or "default").strip() or "default"
_bitget_live_services.pop(normalized_account_id, None)

97
backend/app/services/bitget_trading_api_sdk.py
View File

@ -53,7 +53,12 @@ class BitgetTradingAPI:
continue
return default
def __init__(self, api_key: str, api_secret: str, passphrase: str = "", use_testnet: bool = True):
def __init__(self,
api_key: str,
api_secret: str,
passphrase: str = "",
use_testnet: bool = True,
account_id: str = "default"):
"""
初始化 Bitget 交易 API
@ -66,6 +71,7 @@ class BitgetTradingAPI:
self.api_key = api_key
self.api_secret = api_secret
self.use_testnet = use_testnet
self.account_id = account_id or "default"
from app.config import get_settings
self.settings = get_settings()
self.use_unified_account = getattr(self.settings, 'bitget_use_unified_account', True)
@ -93,7 +99,10 @@ class BitgetTradingAPI:
if use_testnet:
logger.info("✅ Bitget 测试网模式（使用相同端点，由 API key 区分）")
logger.info(f"Bitget 交易 API 初始化完成 ({'测试网' if use_testnet else '生产网'})")
logger.info(
f"Bitget 交易 API 初始化完成 "
f"(account={self.account_id}, {'测试网' if use_testnet else '生产网'})"
)
# ==================== 订单操作 ====================
@ -1209,46 +1218,74 @@ class BitgetTradingAPI:
logger.info("Bitget API 连接已关闭")
# 全局实例（延迟初始化）
_trading_api: Optional[BitgetTradingAPI] = None
# 全局实例（按账号延迟初始化）
_trading_api_instances: Dict[str, BitgetTradingAPI] = {}
def get_bitget_trading_api() -> Optional[BitgetTradingAPI]:
def get_bitget_trading_api(account_id: str = "default") -> Optional[BitgetTradingAPI]:
"""
获取 Bitget 交易 API 实例（单例）
获取 Bitget 交易 API 实例（按账号缓存）。
Returns:
BitgetTradingAPI 实例或 None（如果未配置）
BitgetTradingAPI 实例或 None（如果未配置/未启用）
"""
global _trading_api
if _trading_api:
return _trading_api
normalized_account_id = (account_id or "default").strip() or "default"
existing = _trading_api_instances.get(normalized_account_id)
if existing:
return existing
from app.config import get_settings
settings = get_settings()
# 检查是否配置了 API Key
if not settings.bitget_api_key or not settings.bitget_api_secret:
logger.warning("Bitget API Key 未配置<E9858D><E7BDAE>实盘交易功能不可用")
account_config = settings.get_bitget_account_config(normalized_account_id)
if not account_config.get("enabled"):
logger.warning(f"Bitget 账号未启用或凭证不完整: account={normalized_account_id}")
return None
# 创建实例
_trading_api = BitgetTradingAPI(
api_key=settings.bitget_api_key,
api_secret=settings.bitget_api_secret,
passphrase=settings.bitget_passphrase,
use_testnet=settings.bitget_use_testnet
instance = BitgetTradingAPI(
api_key=account_config.get("api_key", ""),
api_secret=account_config.get("api_secret", ""),
passphrase=account_config.get("passphrase", ""),
use_testnet=bool(account_config.get("use_testnet", settings.bitget_use_testnet)),
account_id=normalized_account_id,
)
return _trading_api
_trading_api_instances[normalized_account_id] = instance
return instance
def reset_bitget_trading_api():
"""重置全局实例（用于测试或配置更新）"""
global _trading_api
if _trading_api:
_trading_api.close()
_trading_api = None
logger.info("Bitget API 实例已重置")
def get_all_bitget_trading_apis() -> Dict[str, BitgetTradingAPI]:
"""返回所有已启用账号的 API 实例。"""
from app.config import get_settings
settings = get_settings()
instances: Dict[str, BitgetTradingAPI] = {}
for account in settings.get_enabled_bitget_accounts():
account_id = account.get("account_id") or "default"
instance = get_bitget_trading_api(account_id)
if instance:
instances[account_id] = instance
return instances
def reset_bitget_trading_api(account_id: Optional[str] = None):
"""重置全局实例（用于测试或配置更新）。"""
global _trading_api_instances
if account_id is None:
for instance in _trading_api_instances.values():
try:
instance.close()
except Exception:
pass
_trading_api_instances = {}
logger.info("Bitget API 实例已全部重置")
return
normalized_account_id = (account_id or "default").strip() or "default"
instance = _trading_api_instances.pop(normalized_account_id, None)
if instance:
try:
instance.close()
except Exception:
pass
logger.info(f"Bitget API 实例已重置: account={normalized_account_id}")

2
backend/app/services/cache_service.py
View File

@ -104,7 +104,7 @@ class CacheService:
清除匹配模式的所有缓存
Args:
pattern: 键模式（如 "stock:*"）
pattern: 键模式（如 "crypto:*"）
Returns:
删除的键数量

5
backend/app/services/dingtalk_service.py
View File

@ -258,8 +258,7 @@ class DingTalkService:
# 市场类型映射
market_map = {
'crypto': '[加密货币]',
'stock': '[股票]'
'crypto': '[加密货币]'
}
action_text = action_map.get(action, action)
@ -273,7 +272,7 @@ class DingTalkService:
> **趋势**: {trend}
> **信心度**: {confidence}%
*信号来源: Stock Agent*
*信号来源: Crypto Agent*
"""
return await self.send_markdown(title, content)

29
backend/app/services/feishu_service.py
View File

@ -1,6 +1,5 @@
"""
飞书通知服务 - 通过 Webhook 发送交易信号通知
支持加密货币和股票两个独立的 webhook
飞书通知服务 - 通过 Webhook 发送加密货币交易通知
"""
import json
import httpx
@ -18,7 +17,7 @@ class FeishuService:
Args:
webhook_url: 飞书机器人 Webhook URL（如果为空，则根据 service_type 从配置读取）
service_type: 服务类型 ("crypto", "stock", "news", "paper_trading", "error")
service_type: 服务类型 ("crypto", "paper_trading", "error")
"""
settings = get_settings()
@ -29,10 +28,6 @@ class FeishuService:
# 否则根据服务类型从配置读取
if service_type == "crypto":
self.webhook_url = getattr(settings, 'feishu_crypto_webhook_url', '')
elif service_type == "stock":
self.webhook_url = getattr(settings, 'feishu_stock_webhook_url', '')
elif service_type == "news":
self.webhook_url = getattr(settings, 'feishu_news_webhook_url', '')
elif service_type == "paper_trading":
self.webhook_url = getattr(settings, 'feishu_paper_trading_webhook_url', '')
elif service_type == "error":
@ -289,10 +284,8 @@ class FeishuService:
# 全局实例（延迟初始化）- 分别用于加密货币、股票、新闻和模拟交易
# 全局实例（延迟初始化）
_feishu_crypto_service: Optional[FeishuService] = None
_feishu_stock_service: Optional[FeishuService] = None
_feishu_news_service: Optional[FeishuService] = None
_feishu_paper_trading_service: Optional[FeishuService] = None
_feishu_error_service: Optional[FeishuService] = None
@ -310,22 +303,6 @@ def get_feishu_crypto_service() -> FeishuService:
return _feishu_crypto_service
def get_feishu_stock_service() -> FeishuService:
"""获取股票飞书服务实例"""
global _feishu_stock_service
if _feishu_stock_service is None:
_feishu_stock_service = FeishuService(service_type="stock")
return _feishu_stock_service
def get_feishu_news_service() -> FeishuService:
"""获取新闻智能体飞书服务实例"""
global _feishu_news_service
if _feishu_news_service is None:
_feishu_news_service = FeishuService(service_type="news")
return _feishu_news_service
def get_feishu_paper_trading_service() -> FeishuService:
"""获取模拟交易飞书服务实例"""
global _feishu_paper_trading_service

550
backend/app/services/fundamental_service.py
View File

@ -1,550 +0,0 @@
"""
基本面因子数据服务
获取美股和港股的基本面数据，包括估值、盈利能力、成长性等指标
"""
from typing import Dict, Any, Optional, List
from datetime import datetime
import pandas as pd
try:
import yfinance as yf
YFINANCE_AVAILABLE = True
except ImportError:
YFINANCE_AVAILABLE = False
from app.utils.logger import logger
class FundamentalService:
"""基本面因子数据服务"""
def __init__(self):
"""初始化服务"""
if not YFINANCE_AVAILABLE:
logger.warning("yfinance 未安装，基本面数据功能将不可用")
return
self._cache = {} # 数据缓存
self._cache_time = {} # 缓存时间
self._cache_ttl = 3600 # 缓存有效期1小时
logger.info("基本面数据服务初始化成功")
@staticmethod
def _normalize_hk_symbol(symbol: str) -> str:
"""
标准化港股代码格式为 yfinance 要求的格式
- 4位及以下：左侧补零到4位，如 700.HK → 0700.HK, 5.HK → 0005.HK
- 5位及以上：去掉前导零，如 09618.HK → 9618.HK
"""
if not symbol.endswith('.HK'):
return symbol
# 分离代码和后缀
code_part = symbol[:-3] # 去掉 .HK
suffix = '.HK'
# 如果是纯数字代码
if code_part.isdigit():
# 4位及以下：补零到4位
if len(code_part) <= 4:
normalized_code = code_part.zfill(4)
# 5位及以上：去掉前导零
else:
normalized_code = code_part.lstrip('0') or '0'
else:
normalized_code = code_part
return normalized_code + suffix
def get_fundamental_data(self, symbol: str) -> Optional[Dict[str, Any]]:
"""
获取股票的基本面数据
Args:
symbol: 股票代码，如 'AAPL', '0700.HK'
Returns:
基本面数据字典，包含估值、盈利、成长等指标
"""
if not YFINANCE_AVAILABLE:
return None
try:
# 标准化港股代码格式
normalized_symbol = self._normalize_hk_symbol(symbol)
ticker = yf.Ticker(normalized_symbol)
# 获取股票信息
info = ticker.info
if not info:
logger.warning(f"无法获取 {symbol} 的基本面数据")
return None
# 提取关键指标
fundamental_data = {
'symbol': symbol,
'timestamp': datetime.now().isoformat(),
# 基本信息
'company_name': info.get('longName', info.get('shortName', 'N/A')),
'sector': info.get('sector', 'N/A'),
'industry': info.get('industry', 'N/A'),
'market_cap': info.get('marketCap'),
'shares_outstanding': info.get('sharesOutstanding'),
# 估值指标
'valuation': self._extract_valuation_metrics(info),
# 盈利能力
'profitability': self._extract_profitability_metrics(info),
# 成长性
'growth': self._extract_growth_metrics(info),
# 财务健康
'financial_health': self._extract_financial_health_metrics(info),
# 股票回报
'returns': self._extract_return_metrics(info),
# 分析师建议
'analyst': self._extract_analyst_metrics(info),
}
# 计算综合评分
fundamental_data['score'] = self._calculate_fundamental_score(fundamental_data)
# 输出基本面关键指标
score = fundamental_data.get('score', {})
logger.info(f"✓ {symbol} 基本面数据获取成功")
logger.info(f" 【公司】{fundamental_data.get('company_name', 'N/A')} | {fundamental_data.get('sector', 'N/A')}")
logger.info(f" 【评分】总分: {score.get('total', 0):.0f}/100 ({score.get('rating', 'N/A')}级) | "
f"估值:{score.get('valuation', 0)} 盈利:{score.get('profitability', 0)} "
f"成长:{score.get('growth', 0)} 财务:{score.get('financial_health', 0)}")
# 估值指标
val = fundamental_data.get('valuation', {})
if val.get('pe_ratio'):
pe = val['pe_ratio']
pb = val.get('pb_ratio')
ps = val.get('ps_ratio')
peg = val.get('peg_ratio')
pb_str = f"{pb:.2f}" if pb is not None else "N/A"
ps_str = f"{ps:.2f}" if ps is not None else "N/A"
peg_str = f"{peg:.2f}" if peg is not None else "N/A"
logger.info(f" 【估值】PE:{pe:.2f} | PB:{pb_str} | PS:{ps_str} | PEG:{peg_str}")
# 盈利能力
prof = fundamental_data.get('profitability', {})
if prof.get('return_on_equity'):
roe = prof['return_on_equity']
pm = prof.get('profit_margin')
gm = prof.get('gross_margin')
pm_str = f"{pm:.1f}" if pm is not None else "N/A"
gm_str = f"{gm:.1f}" if gm is not None else "N/A"
logger.info(f" 【盈利】ROE:{roe:.2f}% | 净利率:{pm_str}% | 毛利率:{gm_str}%")
# 成长性
growth = fundamental_data.get('growth', {})
rg = growth.get('revenue_growth')
eg = growth.get('earnings_growth')
if rg is not None or eg is not None:
rg_str = f"{rg:.1f}" if rg is not None else "N/A"
eg_str = f"{eg:.1f}" if eg is not None else "N/A"
logger.info(f" 【成长】营收增长:{rg_str}% | 盈利增长:{eg_str}%")
# 财务健康
fin = fundamental_data.get('financial_health', {})
if fin.get('debt_to_equity'):
de = fin['debt_to_equity']
cr = fin.get('current_ratio')
cr_str = f"{cr:.2f}" if cr is not None else "N/A"
logger.info(f" 【财务】债务股本比:{de:.2f} | 流动比率:{cr_str}")
# 分析师建议
analyst = fundamental_data.get('analyst', {})
tp = analyst.get('target_price')
if tp:
rec = analyst.get('recommendation', 'N/A')
logger.info(f" 【分析师】目标价:${tp:.2f} | 评级:{rec}")
return fundamental_data
except Exception as e:
logger.error(f"获取 {symbol} 基本面数据失败: {e}")
return None
def _extract_valuation_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取估值指标"""
return {
'pe_ratio': info.get('trailingPE'), # 市盈率
'forward_pe': info.get('forwardPE'), # 远期市盈率
'peg_ratio': info.get('pegRatio'), # PEG
'pb_ratio': info.get('priceToBook'), # 市净率
'ps_ratio': info.get('priceToSalesTrailing12M'), # 市销率
'ev_to_ebitda': info.get('enterpriseToEbitda'), # EV/EBITDA
'enterprise_value': info.get('enterpriseValue'), # 企业价值
}
def _extract_profitability_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取盈利能力指标"""
return {
'eps': info.get('trailingEps'), # 每股收益
'forward_eps': info.get('forwardEps'), # 预期每股收益
'revenue': info.get('totalRevenue'), # 总收入
'net_income': info.get('netIncomeToCommon'), # 净收入
'profit_margin': info.get('profitMargins'), # 利润率
'operating_margin': info.get('operatingMargins'), # 营业利润率
'gross_margin': info.get('grossMargins'), # 毛利率
'ebitda': info.get('ebitda'), # EBITDA
'ebitda_margins': info.get('ebitdaMargins'), # EBITDA利润率
}
def _extract_growth_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取成长性指标"""
return {
'revenue_growth': info.get('revenueGrowth'), # 营收增长率
'earnings_growth': info.get('earningsGrowth'), # 盈利增长
'earnings_quarterly_growth': info.get('earningsQuarterlyGrowth'), # 季度盈利增长
'revenue_quarterly_growth': info.get('revenueQuarterlyGrowth'), # 季度营收增长
}
def _extract_financial_health_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取财务健康指标"""
return {
'debt_to_equity': info.get('debtToEquity'), # 债务股本比
'current_ratio': info.get('currentRatio'), # 流动比率
'quick_ratio': info.get('quickRatio'), # 速动比率
'total_cash': info.get('totalCash'), # 总现金
'total_debt': info.get('totalDebt'), # 总债务
'operating_cashflow': info.get('operatingCashflow'), # 经营现金流
'free_cashflow': info.get('freeCashflow'), # 自由现金流
}
def _extract_return_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取股票回报指标"""
return {
'dividend_rate': info.get('dividendRate'), # 股息率
'dividend_yield': info.get('dividendYield'), # 股息收益率
'payout_ratio': info.get('payoutRatio'), # 派息比率
'five_year_avg_dividend_yield': info.get('fiveYearAvgDividendYield'), # 5年平均股息率
'return_on_equity': info.get('returnOnEquity'), # ROE
'return_on_assets': info.get('returnOnAssets'), # ROA
}
def _extract_analyst_metrics(self, info: Dict) -> Dict[str, Any]:
"""提取分析师建议"""
return {
'target_price': info.get('targetMeanPrice'), # 目标价
'target_high': info.get('targetHighPrice'), # 目标价上限
'target_low': info.get('targetLowPrice'), # 目标价下限
'recommendation': info.get('recommendationKey'), # 分析师建议
'number_of_analysts': info.get('numberOfAnalystOpinions'), # 分析师数量
}
def _calculate_fundamental_score(self, data: Dict[str, Any]) -> Dict[str, Any]:
"""
计算基本面综合评分（0-100分）
评分维度：
1. 估值合理性 (0-25分)
2. 盈利能力 (0-25分)
3. 成长性 (0-25分)
4. 财务健康 (0-25分)
"""
scores = {
'valuation': 0,
'profitability': 0,
'growth': 0,
'financial_health': 0,
'total': 0
}
try:
# 1. 估值评分 (0-25分)
valuation = data.get('valuation', {})
if valuation.get('pe_ratio'):
pe = valuation['pe_ratio']
# PE < 15: 优秀，15-25: 良好，25-40: 一般，>40: 偏高
if pe < 15:
scores['valuation'] = 25
elif pe < 25:
scores['valuation'] = 20
elif pe < 40:
scores['valuation'] = 10
else:
scores['valuation'] = 5
# 2. 盈利能力评分 (0-25分)
profitability = data.get('profitability', {})
roe = profitability.get('return_on_equity')
profit_margin = profitability.get('profit_margin')
# 处理 None 值
if roe is None:
roe = 0
if profit_margin is None:
profit_margin = 0
if roe > 0:
# ROE > 20%: 优秀，15-20%: 良好，10-15%: 一般，< 10%: 较差
if roe > 20:
scores['profitability'] += 15
elif roe > 15:
scores['profitability'] += 12
elif roe > 10:
scores['profitability'] += 8
else:
scores['profitability'] += 4
if profit_margin > 0:
# 净利率 > 20%: 优秀，10-20%: 良好，5-10%: 一般
if profit_margin > 20:
scores['profitability'] += 10
elif profit_margin > 10:
scores['profitability'] += 7
else:
scores['profitability'] += 4
# 3. 成长性评分 (0-25分)
growth = data.get('growth', {})
revenue_growth = growth.get('revenue_growth')
earnings_growth = growth.get('earnings_growth')
# 处理 None 值
if revenue_growth is None:
revenue_growth = 0
if earnings_growth is None:
earnings_growth = 0
if revenue_growth > 0:
# 营收增长 > 30%: 优秀，20-30%: 良好，10-20%: 一般，< 10%: 较差
if revenue_growth > 30:
scores['growth'] += 12
elif revenue_growth > 20:
scores['growth'] += 10
elif revenue_growth > 10:
scores['growth'] += 6
else:
scores['growth'] += 3
if earnings_growth > 0:
# 盈利增长 > 30%: 优秀，20-30%: 良好，10-20%: 一般
if earnings_growth > 30:
scores['growth'] += 13
elif earnings_growth > 20:
scores['growth'] += 10
elif earnings_growth > 10:
scores['growth'] += 6
else:
scores['growth'] += 3
# 4. 财务健康评分 (0-25分)
financial = data.get('financial_health', {})
debt_to_equity = financial.get('debt_to_equity')
current_ratio = financial.get('current_ratio')
# 处理 None 值
if debt_to_equity is None:
debt_to_equity = 0
if current_ratio is None:
current_ratio = 0
# 债务股本比 < 1: 优秀，1-2: 良好，2-3: 一般，> 3: 风险高
if debt_to_equity < 1:
scores['financial_health'] += 12
elif debt_to_equity < 2:
scores['financial_health'] += 10
elif debt_to_equity < 3:
scores['financial_health'] += 5
else:
scores['financial_health'] += 2
# 流动比率 > 2: 优秀，1.5-2: 良好，1-1.5: 一般，< 1: 风险
if current_ratio > 2:
scores['financial_health'] += 13
elif current_ratio > 1.5:
scores['financial_health'] += 10
elif current_ratio > 1:
scores['financial_health'] += 5
else:
scores['financial_health'] += 0
# 现金流评分
fc = financial.get('free_cashflow')
if fc is not None and fc > 0:
scores['financial_health'] += 0 # 已在盈利能力中考虑
# 计算总分
scores['total'] = sum([scores['valuation'], scores['profitability'],
scores['growth'], scores['financial_health']])
# 添加评级
if scores['total'] >= 80:
scores['rating'] = 'A'
elif scores['total'] >= 60:
scores['rating'] = 'B'
elif scores['total'] >= 40:
scores['rating'] = 'C'
else:
scores['rating'] = 'D'
except Exception as e:
logger.error(f"计算基本面评分失败: {e}")
return scores
def get_fundamental_summary(self, symbol: str, data: Dict[str, Any] = None) -> str:
"""
生成基本面数据摘要文本，用于 LLM 分析
Args:
symbol: 股票代码
data: 可选，已获取的基本面数据。如果为None，则自动获取
Returns:
基本面摘要文本
"""
if data is None:
data = self.get_fundamental_data(symbol)
if not data:
return f"{symbol}: 暂无基本面数据"
summary_parts = []
# 基本信息
summary_parts.append(f"【公司信息】{data.get('company_name', 'N/A')} | "
f"行业: {data.get('sector', 'N/A')}")
# 估值情况
val = data.get('valuation', {})
if val.get('pe_ratio'):
summary_parts.append(f"【估值】PE: {val['pe_ratio']:.2f} | "
f"PB: {val.get('pb_ratio', 'N/A')} | "
f"PS: {val.get('ps_ratio', 'N/A')}")
# 盈利能力
prof = data.get('profitability', {})
if prof.get('return_on_equity'):
pm = prof.get('profit_margin')
gm = prof.get('gross_margin')
pm_str = f"{pm:.1f}" if pm is not None else "N/A"
gm_str = f"{gm:.1f}" if gm is not None else "N/A"
summary_parts.append(f"【盈利】ROE: {prof['return_on_equity']:.2f}% | "
f"净利率: {pm_str}% | "
f"毛利率: {gm_str}%")
# 成长性
growth = data.get('growth', {})
rg = growth.get('revenue_growth')
eg = growth.get('earnings_growth')
if rg is not None or eg is not None:
rg_str = f"{rg:.1f}" if rg is not None else "N/A"
eg_str = f"{eg:.1f}" if eg is not None else "N/A"
summary_parts.append(f"【成长】营收增长: {rg_str}% | "
f"盈利增长: {eg_str}%")
# 财务健康
fin = data.get('financial_health', {})
if fin.get('debt_to_equity'):
cr = fin.get('current_ratio')
cr_str = f"{cr:.2f}" if cr is not None else "N/A"
summary_parts.append(f"【财务】债务股本比: {fin['debt_to_equity']:.2f} | "
f"流动比率: {cr_str}")
# 分析师建议
analyst = data.get('analyst', {})
if analyst.get('target_price'):
summary_parts.append(f"【分析师建议】目标价: ${analyst['target_price']:.2f} | "
f"评级: {analyst.get('recommendation', 'N/A')}")
# 基本面评分
score = data.get('score', {})
summary_parts.append(f"【基本面评分】{score.get('total', 0):.0f}/100 ({score.get('rating', 'N/A')}级)")
return "\n".join(summary_parts)
def batch_get_fundamentals(self, symbols: List[str]) -> Dict[str, Dict[str, Any]]:
"""
批量获取多只股票的基本面数据
Args:
symbols: 股票代码列表
Returns:
股票代码到基本面数据的映射
"""
results = {}
for symbol in symbols:
data = self.get_fundamental_data(symbol)
if data:
results[symbol] = data
logger.info(f"批量获取基本面数据完成: {len(results)}/{len(symbols)} 只股票")
return results
def compare_stocks(self, symbols: List[str]) -> Dict[str, Any]:
"""
比较多只股票的基本面指标
Args:
symbols: 股票代码列表
Returns:
比较结果
"""
fundamentals = self.batch_get_fundamentals(symbols)
comparison = {
'symbols': symbols,
'metrics': {}
}
# 提取可比较的指标
metrics_to_compare = [
('valuation', ['pe_ratio', 'pb_ratio']),
('profitability', ['return_on_equity', 'profit_margin']),
('growth', ['revenue_growth', 'earnings_growth']),
('financial_health', ['debt_to_equity', 'current_ratio']),
]
for category, metric_names in metrics_to_compare:
comparison['metrics'][category] = {}
for metric in metric_names:
values = {}
for symbol in symbols:
if symbol in fundamentals:
category_data = fundamentals[symbol].get(category, {})
value = category_data.get(metric)
if value is not None:
values[symbol] = value
if values:
comparison['metrics'][category][metric] = values
# 计算排名
comparison['rankings'] = {}
if 'valuation' in comparison['metrics']:
pe_ratios = {s: v.get('valuation', {}).get('pe_ratio')
for s, v in fundamentals.items() if v.get('valuation', {}).get('pe_ratio')}
if pe_ratios:
# PE 越低越好
sorted_pe = sorted(pe_ratios.items(), key=lambda x: x[1])
comparison['rankings']['pe_low_to_high'] = [s[0] for s in sorted_pe]
return comparison
# 全局单例
_fundamental_service: Optional[FundamentalService] = None
def get_fundamental_service() -> FundamentalService:
"""获取基本面数据服务单例"""
global _fundamental_service
if _fundamental_service is None:
_fundamental_service = FundamentalService()
return _fundamental_service

4
backend/app/services/llm_service.py
View File

@ -76,10 +76,6 @@ class LLMService:
)
)
def analyze_intent(self, user_message: str) -> Dict[str, Any]:
"""使用LLM分析用户意图"""
return self.multi_service.analyze_intent(user_message)
def chat_stream(
self,
messages: List[Dict[str, str]],

38
backend/app/services/multi_llm_service.py
View File

@ -75,7 +75,7 @@ class MultiLLMService:
logger.error(f"DeepSeek初始化失败: {e}")
# 设置默认模型（优先使用配置文件中的设置）
preferred_model = getattr(settings, 'smart_agent_model', None)
preferred_model = getattr(settings, 'crypto_agent_model', None)
if preferred_model and preferred_model in self.clients:
self.current_model = preferred_model
logger.info(f"使用配置的模型: {preferred_model}")
@ -426,41 +426,5 @@ class MultiLLMService:
return
def analyze_intent(self, user_message: str) -> Dict[str, Any]:
"""使用LLM分析用户意图"""
if not self.current_model:
return {"type": "unknown", "confidence": 0}
prompt = f"""你是一个股票分析助手的意图识别模块。请分析用户的查询意图。
用户消息：{user_message}
请识别以下意图类型之一：
1. market_data - 查询实时行情、价格
2. technical_analysis - 技术分析、技术指标
3. fundamental - 基本面信息、公司信息
4. visualization - K线图、图表
5. unknown - 无法识别
请以JSON格式返回：
{{
"type": "意图类型",
"confidence": 0.0-1.0,
"stock_name": "提取的股票名称（如果有）"
}}
"""
try:
response = self.chat([{"role": "user", "content": prompt}], temperature=0.3)
if response:
import json
result = json.loads(response)
return result
except Exception as e:
logger.error(f"意图分析失败: {e}")
return {"type": "unknown", "confidence": 0}
# 创建全局实例
multi_llm_service = MultiLLMService()

118
backend/app/services/news_service.py
View File

@ -1,5 +1,5 @@
"""
新闻舆情服务 - 获取加密货币和股票相关新闻
新闻舆情服务 - 获取加密货币相关新闻
"""
import re
import html
@ -29,7 +29,7 @@ class NewsService:
def __init__(self):
"""初始化新闻服务"""
self._cache: Dict[str, List[Dict[str, Any]]] = {'crypto': [], 'stock': {}}
self._cache: List[Dict[str, Any]] = []
self._cache_time: Optional[datetime] = None
self._cache_duration = timedelta(minutes=5) # 缓存5分钟
self.settings = get_settings()
@ -53,7 +53,7 @@ class NewsService:
# 检查缓存
if self._cache and self._cache_time:
if datetime.now() - self._cache_time < self._cache_duration:
return self._cache['crypto'][:limit] if isinstance(self._cache, dict) else self._cache[:limit]
return self._cache[:limit]
try:
# 并发获取所有源的新闻
@ -77,7 +77,7 @@ class NewsService:
all_news.sort(key=lambda x: x.get('time') or datetime.min, reverse=True)
# 更新缓存
self._cache = {'crypto': all_news, 'stock': self._cache.get('stock', {}) if isinstance(self._cache, dict) else {}}
self._cache = all_news
self._cache_time = datetime.now()
logger.info(f"获取到 {len(all_news)} 条加密货币新闻（律动+Cointelegraph+CoinDesk）")
@ -86,8 +86,6 @@ class NewsService:
except Exception as e:
logger.error(f"获取新闻失败: {e}")
# 返回缓存
if isinstance(self._cache, dict):
return self._cache.get('crypto', [])[:limit]
return self._cache[:limit] if self._cache else []
async def _fetch_blockbeats_news(self) -> List[Dict[str, Any]]:
@ -407,114 +405,6 @@ class NewsService:
return filtered
async def search_stock_news(self, symbol: str, stock_name: str = '',
max_results: int = 10) -> List[Dict[str, Any]]:
"""
使用 Brave Search API 搜索股票相关新闻
Args:
symbol: 股票代码（如 AAPL, 0700.HK）
stock_name: 股票中文名称（可选）
max_results: 最大结果数
Returns:
新闻列表
"""
api_key = self.settings.brave_api_key
if not api_key:
logger.warning("未配置 Brave API Key，跳过新闻搜索")
return []
# 检查缓存
cache_key = f"{symbol}_{stock_name}"
if self._cache_time and cache_key in self._cache.get('stock', {}):
if datetime.now() - self._cache_time < self._cache_duration:
return self._cache['stock'][cache_key][:max_results]
# 构建搜索查询
# 根据股票类型构建不同的搜索词
if symbol.endswith('.HK'):
# 港股
if stock_name:
query = f"{stock_name} 港股 新闻 最新"
else:
query = f"{symbol.replace('.HK', '')} 港股 新闻 最新"
else:
# 美股
if stock_name:
query = f"{stock_name} 股票 {symbol} news latest"
else:
query = f"{symbol} stock news latest"
try:
headers = {
'Accept': 'application/json',
'Accept-Encoding': 'gzip',
'X-Subscription-Token': api_key
}
params = {
'q': query,
'count': max_results,
'text_decorations': 'false', # 改为字符串
'search_lang': 'zh-hans', # Brave Search 使用 zh-hans 而非 zh-CN
# 'result_filter': 'news', # 免费计划不支持，移除此参数
'freshness': 'pd' # 过去24小时
}
async with aiohttp.ClientSession() as session:
async with session.get(
self.BRAVE_SEARCH_API,
headers=headers,
params=params,
timeout=10
) as response:
if response.status != 200:
logger.error(f"Brave Search API 请求失败: HTTP {response.status}")
return []
data = await response.json()
# 解析搜索结果
news_list = []
web_results = data.get('web', {}).get('results', [])
for item in web_results:
title = item.get('title', '')
url = item.get('url', '')
description = item.get('description', '')
# 清理描述
description = self._clean_html(description)
news_list.append({
'title': title,
'description': description[:500],
'time': datetime.now(), # Brave Search 不返回精确时间
'time_str': datetime.now().strftime('%m-%d %H:%M'),
'link': url,
'source': 'Brave Search'
})
logger.info(f"Brave Search 搜索 {symbol} 获取到 {len(news_list)} 条新闻")
# 更新缓存
if 'stock' not in self._cache:
self._cache['stock'] = {}
self._cache['stock'][cache_key] = news_list
self._cache_time = datetime.now()
return news_list[:max_results]
except aiohttp.ClientError as e:
logger.error(f"Brave Search API 请求失败: {e}")
return []
except Exception as e:
logger.error(f"搜索股票新闻失败: {e}")
import traceback
logger.debug(traceback.format_exc())
return []
async def get_crypto_news(self, symbol: str, limit: int = 10) -> Dict[str, Any]:
"""
获取加密货币相关新闻

40
backend/app/services/paper_trading_service.py
View File

@ -249,14 +249,12 @@ class PaperTradingService:
return result
# === 动态仓位计算 ===
# 优先使用信号中的 quantity（LLM 决策的保证金金额）
quantity_from_signal = signal.get('quantity')
if quantity_from_signal is not None and quantity_from_signal > 0:
# LLM 决策的 quantity 是保证金金额
margin = float(quantity_from_signal)
# 计算持仓价值（保证金 × 杠杆），保留2位小数
# 优先使用信号中的 margin；旧路径 quantity 仍兼容为“保证金金额”
margin_from_signal = signal.get('margin', signal.get('quantity'))
if margin_from_signal is not None and margin_from_signal > 0:
margin = float(margin_from_signal)
position_value = round(margin * self.leverage, 2)
logger.debug(f"使用 LLM 决策保证金: ${margin:.2f}, 持仓价值: ${position_value:.2f}")
logger.debug(f"使用 LLM 决策保证金: ${margin:.2f}, 名义仓位: ${position_value:.2f}")
else:
# 回退到动态仓位计算
position_size = signal.get('position_size', 'light')
@ -276,15 +274,15 @@ class PaperTradingService:
return result
# === 检查总杠杆是否超限 ===
# 计算当前实际的已用保证金和持仓价值（使用订单实际值）
# 计算当前实际的已用保证金和名义仓位（使用订单实际值）
current_used_margin = sum(order.margin for order in self.active_orders.values())
current_total_position_value = sum(order.quantity for order in self.active_orders.values())
# 新订单增加的保证金和持仓价值
# 新订单增加的保证金和名义仓位
new_margin = margin
new_position_value = position_value
# 新增后的总持仓价值和总杠杆
# 新增后的总名义仓位和总杠杆
new_total_position_value = current_total_position_value + new_position_value
# 获取当前账户余额
@ -310,14 +308,14 @@ class PaperTradingService:
if new_total_leverage > self.max_total_leverage:
msg = f"总杠杆超限！当前 {new_total_leverage:.1f}x，上限 {self.max_total_leverage}x"
logger.info(f"{msg}: {symbol} | 当前持仓价值: ${current_total_position_value:,.0f} | "
f"新订单持仓价值: ${new_position_value:,.0f} | 总持仓价值: ${new_total_position_value:,.0f} | "
logger.info(f"{msg}: {symbol} | 当前名义仓位: ${current_total_position_value:,.0f} | "
f"新订单名义仓位: ${new_position_value:,.0f} | 总名义仓位: ${new_total_position_value:,.0f} | "
f"账户余额: ${current_balance:,.0f}")
result['message'] = msg
return result
logger.debug(f"总杠杆检查通过: {new_total_leverage:.1f}x / {self.max_total_leverage}x")
quantity = round(position_value, 2) # 确保持仓价值保留2位小数
quantity = round(position_value, 2) # 兼容旧字段：名义仓位
# 确定入场类型
entry_type_str = signal.get('entry_type', 'market')
@ -348,7 +346,7 @@ class PaperTradingService:
stop_loss=signal.get('stop_loss', 0),
take_profit=signal.get('take_profit', 0),
filled_price=filled_price,
quantity=quantity, # 持仓价值
quantity=quantity, # 兼容旧字段：名义仓位
margin=margin, # 保证金
leverage=self.leverage, # 杠杆倍数
signal_grade=SignalGrade(grade),
@ -381,7 +379,7 @@ class PaperTradingService:
entry_type_text = "现价" if entry_type == EntryType.MARKET else "挂单"
status_text = "已开仓" if status == OrderStatus.OPEN else "等待触发"
logger.info(f"✅ 创建订单成功: {order_id} | {symbol} {side.value} [{entry_type_text}] @ ${entry_price:,.2f} | {status_text}")
logger.info(f" 保证金: ${margin:,.0f} | 杠杆: {self.leverage}x | 持仓价值: ${position_value:,.0f} | 当前订单数: {len(self.active_orders)}/{self.max_orders}")
logger.info(f" 保证金: ${margin:,.0f} | 杠杆: {self.leverage}x | 名义仓位: ${position_value:,.0f} | 当前订单数: {len(self.active_orders)}/{self.max_orders}")
result['order'] = order
return result
@ -447,7 +445,7 @@ class PaperTradingService:
logger.info(
f"动态仓位计算: {symbol} | {sizing_reason} | "
f"保证金 ${margin:.2f} | 持仓价值 ${position_value:.2f} | {budget_reason}"
f"保证金 ${margin:.2f} | 名义仓位 ${position_value:.2f} | {budget_reason}"
)
return margin, position_value
@ -475,6 +473,7 @@ class PaperTradingService:
'status': order.get('status'),
'entry_price': order.get('filled_price') or order.get('entry_price'),
'quantity': order.get('quantity'),
'notional': order.get('notional', order.get('quantity')),
'pnl_percent': order.get('pnl_percent', 0)
})
@ -598,6 +597,7 @@ class PaperTradingService:
'entry_price': order.entry_price, # 挂单价
'filled_price': filled_price,
'quantity': order.quantity,
'notional': order.quantity,
'signal_grade': order.signal_grade.value if order.signal_grade else None,
'stop_loss': order.stop_loss,
'take_profit': order.take_profit
@ -732,6 +732,7 @@ class PaperTradingService:
'entry_price': db_order.filled_price,
'exit_price': exit_price,
'quantity': db_order.quantity,
'notional': db_order.quantity,
'pnl_amount': db_order.pnl_amount,
'pnl_percent': db_order.pnl_percent,
'is_win': pnl_amount > 0,
@ -1614,6 +1615,7 @@ class PaperTradingService:
'entry_price': order.get('filled_price') or order.get('entry_price') or 0,
'filled_price': order.get('filled_price'),
'quantity': order.get('quantity', 0),
'notional': order.get('notional', order.get('quantity', 0)),
'margin': order.get('margin', 0),
'stop_loss': order.get('stop_loss'),
'take_profit': order.get('take_profit'),
@ -1813,7 +1815,7 @@ class PaperTradingService:
for order in self.active_orders.values():
used_margin += order.margin # 订单实际保证金
total_position_value += order.quantity # 订单实际持仓价值
total_position_value += order.quantity # 订单实际名义仓位
# 计算已实现盈亏（从历史订单）
db = db_service.get_session()
@ -1839,7 +1841,7 @@ class PaperTradingService:
# 计算当前余额
current_balance = self.initial_balance + realized_pnl
# 计算当前总杠杆（持仓价值 / 账户余额）
# 计算当前总杠杆（名义仓位 / 账户余额）
current_total_leverage = total_position_value / current_balance if current_balance > 0 else 0
# 计算可用保证金
@ -2128,6 +2130,8 @@ class PaperTradingService:
'close_percent': close_percent,
'close_quantity': close_quantity,
'remaining_quantity': remaining_quantity,
'close_notional': close_quantity,
'remaining_notional': remaining_quantity,
'pnl': pnl,
'order': order.to_dict()
}

75
backend/app/services/signal_database_service.py
View File

@ -120,66 +120,6 @@ class SignalDatabaseService:
finally:
db.close()
def get_stock_signals(
self,
limit: int = 50,
symbol: Optional[str] = None,
days: int = 7
) -> List[Dict[str, Any]]:
"""获取美股信号"""
db = self.db_service.get_session()
try:
cutoff_time = datetime.utcnow() - timedelta(days=days)
query = db.query(TradingSignal).filter(
TradingSignal.signal_type == 'stock',
TradingSignal.created_at >= cutoff_time
)
if symbol:
query = query.filter(TradingSignal.symbol == symbol.upper())
signals = query.order_by(desc(TradingSignal.created_at)).limit(limit).all()
return [signal.to_dict() for signal in signals]
except Exception as e:
logger.error(f"获取美股信号失败: {e}")
return []
finally:
db.close()
def get_all_signals(self, limit: int = 100, days: int = 7) -> Dict[str, List[Dict[str, Any]]]:
"""获取所有信号"""
db = self.db_service.get_session()
try:
cutoff_time = datetime.utcnow() - timedelta(days=days)
signals = db.query(TradingSignal).filter(
TradingSignal.created_at >= cutoff_time
).order_by(desc(TradingSignal.created_at)).limit(limit).all()
crypto_signals = []
stock_signals = []
for signal in signals:
signal_dict = signal.to_dict()
if signal.signal_type == 'crypto':
crypto_signals.append(signal_dict)
else:
stock_signals.append(signal_dict)
return {
'crypto': crypto_signals,
'stock': stock_signals
}
except Exception as e:
logger.error(f"获取所有信号失败: {e}")
return {'crypto': [], 'stock': []}
finally:
db.close()
def get_latest_signals(self, limit: int = 20, days: int = 7) -> List[Dict[str, Any]]:
"""获取最新信号（混合）"""
db = self.db_service.get_session()
@ -214,11 +154,6 @@ class SignalDatabaseService:
crypto_buy = sum(1 for s in crypto_signals if s.action == 'buy')
crypto_sell = sum(1 for s in crypto_signals if s.action == 'sell')
# 统计美股信号
stock_signals = [s for s in all_signals if s.signal_type == 'stock']
stock_buy = sum(1 for s in stock_signals if s.action == 'buy')
stock_sell = sum(1 for s in stock_signals if s.action == 'sell')
# 按等级统计
grade_stats = {}
for signal in all_signals:
@ -227,7 +162,6 @@ class SignalDatabaseService:
# 最近24小时信号
recent_cutoff = datetime.utcnow() - timedelta(hours=24)
recent_crypto = sum(1 for s in crypto_signals if s.created_at >= recent_cutoff)
recent_stock = sum(1 for s in stock_signals if s.created_at >= recent_cutoff)
return {
'crypto': {
@ -236,14 +170,8 @@ class SignalDatabaseService:
'sell': crypto_sell,
'recent_24h': recent_crypto
},
'stock': {
'total': len(stock_signals),
'buy': stock_buy,
'sell': stock_sell,
'recent_24h': recent_stock
},
'grades': grade_stats,
'total': len(all_signals)
'total': len(crypto_signals)
}
except Exception as e:
@ -301,4 +229,3 @@ def get_signal_db_service() -> SignalDatabaseService:
if _signal_db_service is None:
_signal_db_service = SignalDatabaseService()
return _signal_db_service

147
backend/app/services/signal_storage_service.py
View File

@ -1,147 +0,0 @@
"""
信号存储服务 - 保存加密货币和美股的交易信号
"""
import json
import os
from datetime import datetime
from typing import Dict, List, Optional, Any
from app.utils.logger import logger
class SignalStorageService:
"""信号存储服务"""
def __init__(self):
"""初始化服务"""
self.storage_dir = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(__file__))), 'data', 'signals')
os.makedirs(self.storage_dir, exist_ok=True)
# 信号文件
self.crypto_file = os.path.join(self.storage_dir, 'crypto_signals.json')
self.stock_file = os.path.join(self.storage_dir, 'stock_signals.json')
# 加载现有信号
self._crypto_signals = self._load_signals(self.crypto_file)
self._stock_signals = self._load_signals(self.stock_file)
logger.info(f"信号存储服务初始化完成，加密货币信号: {len(self._crypto_signals)}，美股信号: {len(self._stock_signals)}")
def _load_signals(self, file_path: str) -> List[Dict[str, Any]]:
"""从文件加载信号"""
if not os.path.exists(file_path):
return []
try:
with open(file_path, 'r', encoding='utf-8') as f:
return json.load(f)
except Exception as e:
logger.error(f"加载信号失败 {file_path}: {e}")
return []
def _save_signals(self, file_path: str, signals: List[Dict[str, Any]]):
"""保存信号到文件"""
try:
with open(file_path, 'w', encoding='utf-8') as f:
json.dump(signals, f, ensure_ascii=False, indent=2)
except Exception as e:
logger.error(f"保存信号失败 {file_path}: {e}")
def add_crypto_signal(self, signal: Dict[str, Any]):
"""添加加密货币信号"""
# 添加时间戳和类型
signal['timestamp'] = datetime.now().isoformat()
signal['signal_type'] = 'crypto'
# 保存到内存
self._crypto_signals.insert(0, signal)
# 只保留最近 100 条
if len(self._crypto_signals) > 100:
self._crypto_signals = self._crypto_signals[:100]
# 持久化
self._save_signals(self.crypto_file, self._crypto_signals)
logger.info(f"添加加密货币信号: {signal.get('symbol', 'N/A')} - {signal.get('action', 'N/A')}")
def add_stock_signal(self, signal: Dict[str, Any]):
"""添加美股信号"""
# 添加时间戳和类型
signal['timestamp'] = datetime.now().isoformat()
signal['signal_type'] = 'stock'
# 保存到内存
self._stock_signals.insert(0, signal)
# 只保留最近 100 条
if len(self._stock_signals) > 100:
self._stock_signals = self._stock_signals[:100]
# 持久化
self._save_signals(self.stock_file, self._stock_signals)
logger.info(f"添加美股信号: {signal.get('symbol', 'N/A')} - {signal.get('action', 'N/A')}")
def get_crypto_signals(self, limit: int = 50) -> List[Dict[str, Any]]:
"""获取加密货币信号列表"""
return self._crypto_signals[:limit]
def get_stock_signals(self, limit: int = 50) -> List[Dict[str, Any]]:
"""获取美股信号列表"""
return self._stock_signals[:limit]
def get_all_signals(self, limit: int = 100) -> Dict[str, List[Dict[str, Any]]]:
"""获取所有信号"""
return {
'crypto': self._crypto_signals[:limit],
'stock': self._stock_signals[:limit]
}
def get_latest_signal(self, signal_type: str, symbol: str) -> Optional[Dict[str, Any]]:
"""获取指定交易对的最新信号"""
if signal_type == 'crypto':
signals = self._crypto_signals
elif signal_type == 'stock':
signals = self._stock_signals
else:
return None
for signal in signals:
if signal.get('symbol') == symbol:
return signal
return None
def clear_old_signals(self, days: int = 7):
"""清理旧信号"""
from datetime import timedelta
cutoff_time = (datetime.now() - timedelta(days=days)).isoformat()
# 清理加密货币信号
self._crypto_signals = [
s for s in self._crypto_signals
if s.get('timestamp', '') >= cutoff_time
]
self._save_signals(self.crypto_file, self._crypto_signals)
# 清理美股信号
self._stock_signals = [
s for s in self._stock_signals
if s.get('timestamp', '') >= cutoff_time
]
self._save_signals(self.stock_file, self._stock_signals)
logger.info(f"清理旧信号完成，保留 {days} 天内的信号")
# 全局单例
_signal_storage: Optional[SignalStorageService] = None
def get_signal_storage() -> SignalStorageService:
"""获取信号存储服务单例"""
global _signal_storage
if _signal_storage is None:
_signal_storage = SignalStorageService()
return _signal_storage

13
backend/app/services/telegram_service.py
View File

@ -17,7 +17,7 @@ class TelegramService:
Args:
bot_token: Telegram Bot Token (从 @BotFather 获取)
channel_id: 频道 ID (如 @your_channel 或 -1001234567890)
service_type: 服务类型 (crypto/stock/news/default)
service_type: 服务类型 (crypto/default)
"""
settings = get_settings()
self.bot_token = bot_token or getattr(settings, 'telegram_bot_token', '')
@ -30,8 +30,6 @@ class TelegramService:
# 根据service_type选择对应的频道
if service_type == "crypto":
self.channel_id = getattr(settings, 'telegram_crypto_channel_id', '') or getattr(settings, 'telegram_channel_id', '')
elif service_type == "stock":
self.channel_id = getattr(settings, 'telegram_stock_channel_id', '') or getattr(settings, 'telegram_channel_id', '')
else:
self.channel_id = getattr(settings, 'telegram_channel_id', '')
@ -260,7 +258,6 @@ class TelegramService:
# 全局实例（延迟初始化）
_telegram_service: Optional[TelegramService] = None
_telegram_crypto_service: Optional[TelegramService] = None
_telegram_stock_service: Optional[TelegramService] = None
def get_telegram_service() -> TelegramService:
@ -277,11 +274,3 @@ def get_telegram_crypto_service() -> TelegramService:
if _telegram_crypto_service is None:
_telegram_crypto_service = TelegramService(service_type="crypto")
return _telegram_crypto_service
def get_telegram_stock_service() -> TelegramService:
"""获取股票 Telegram 服务实例"""
global _telegram_stock_service
if _telegram_stock_service is None:
_telegram_stock_service = TelegramService(service_type="stock")
return _telegram_stock_service

556
backend/app/services/tushare_advanced_service.py
View File

@ -1,556 +0,0 @@
"""
Tushare高级数据服务
充分利用5000+积分，获取财务数据、资金流向、新闻公告等
"""
import tushare as ts
import pandas as pd
from typing import Optional, List, Dict, Any
from datetime import datetime, timedelta
from app.config import get_settings
from app.utils.logger import logger
from app.utils.validators import normalize_stock_code
class TushareAdvancedService:
"""Tushare高级数据服务类（需要5000+积分）"""
def __init__(self):
"""初始化Tushare服务"""
settings = get_settings()
if not settings.tushare_token:
logger.warning("Tushare token未配置")
self.pro = None
else:
ts.set_token(settings.tushare_token)
self.pro = ts.pro_api()
logger.info("Tushare高级服务初始化成功")
# ==================== 财务数据 ====================
def get_income_statement(
self,
stock_code: str,
period: str = None,
start_date: str = None,
end_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取利润表数据
Args:
stock_code: 股票代码
period: 报告期（YYYYMMDD），如20231231
start_date: 开始日期
end_date: 结束日期
Returns:
利润表数据
"""
if not self.pro:
logger.error("Tushare服务未初始化")
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
# 默认获取最近4个季度的数据
if not period and not start_date:
end_date = datetime.now().strftime('%Y%m%d')
start_date = (datetime.now() - timedelta(days=400)).strftime('%Y%m%d')
df = self.pro.income(
ts_code=ts_code,
period=period,
start_date=start_date,
end_date=end_date,
fields='ts_code,ann_date,f_ann_date,end_date,report_type,comp_type,'
'total_revenue,revenue,operating_profit,total_profit,n_income,'
'n_income_attr_p,basic_eps,diluted_eps'
)
if df.empty:
logger.warning(f"未找到利润表数据: {ts_code}")
return None
# 转换为字典列表，按日期降序
df = df.sort_values('end_date', ascending=False)
return {
'ts_code': ts_code,
'data': df.to_dict('records')
}
except Exception as e:
logger.error(f"获取利润表失败: {e}")
return None
def get_balance_sheet(
self,
stock_code: str,
period: str = None,
start_date: str = None,
end_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取资产负债表数据
Args:
stock_code: 股票代码
period: 报告期
start_date: 开始日期
end_date: 结束日期
Returns:
资产负债表数据
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
if not period and not start_date:
end_date = datetime.now().strftime('%Y%m%d')
start_date = (datetime.now() - timedelta(days=400)).strftime('%Y%m%d')
df = self.pro.balancesheet(
ts_code=ts_code,
period=period,
start_date=start_date,
end_date=end_date,
fields='ts_code,ann_date,f_ann_date,end_date,report_type,'
'total_assets,total_liab,total_hldr_eqy_exc_min_int,'
'total_cur_assets,total_cur_liab,money_cap'
)
if df.empty:
return None
df = df.sort_values('end_date', ascending=False)
return {
'ts_code': ts_code,
'data': df.to_dict('records')
}
except Exception as e:
logger.error(f"获取资产负债表失败: {e}")
return None
def get_financial_indicators(
self,
stock_code: str,
period: str = None
) -> Optional[Dict[str, Any]]:
"""
获取财务指标数据（ROE、ROA、毛利率等）
Args:
stock_code: 股票代码
period: 报告期
Returns:
财务指标数据
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
# 获取最近一期的财务指标
df = self.pro.fina_indicator(
ts_code=ts_code,
period=period,
fields='ts_code,end_date,eps,dt_eps,total_revenue_ps,revenue_ps,'
'capital_rese_ps,undist_profit_ps,extra_item,profit_dedt,'
'gross_margin,current_ratio,quick_ratio,roe,roe_waa,'
'roe_dt,roa,npta,roic,debt_to_assets,assets_to_eqt'
)
if df.empty:
return None
# 取最新一期
latest = df.sort_values('end_date', ascending=False).iloc[0]
return {
'ts_code': ts_code,
'end_date': latest['end_date'],
'indicators': latest.to_dict()
}
except Exception as e:
logger.error(f"获取财务指标失败: {e}")
return None
# ==================== 估值数据 ====================
def get_daily_basic(
self,
stock_code: str,
trade_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取每日指标（PE、PB、PS、市值、换手率等）
Args:
stock_code: 股票代码
trade_date: 交易日期（YYYYMMDD）
Returns:
每日指标数据
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
if not trade_date:
trade_date = datetime.now().strftime('%Y%m%d')
df = self.pro.daily_basic(
ts_code=ts_code,
trade_date=trade_date,
fields='ts_code,trade_date,close,turnover_rate,turnover_rate_f,'
'volume_ratio,pe,pe_ttm,pb,ps,ps_ttm,'
'dv_ratio,dv_ttm,total_share,float_share,free_share,'
'total_mv,circ_mv'
)
if df.empty:
return None
return {
'ts_code': ts_code,
'data': df.iloc[0].to_dict()
}
except Exception as e:
logger.error(f"获取每日指标失败: {e}")
return None
# ==================== 资金流向 ====================
def get_money_flow(
self,
stock_code: str,
start_date: str = None,
end_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取资金流向数据
Args:
stock_code: 股票代码
start_date: 开始日期
end_date: 结束日期
Returns:
资金流向数据
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
if not start_date:
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
df = self.pro.moneyflow(
ts_code=ts_code,
start_date=start_date,
end_date=end_date,
fields='ts_code,trade_date,buy_sm_vol,buy_sm_amount,'
'sell_sm_vol,sell_sm_amount,buy_md_vol,buy_md_amount,'
'sell_md_vol,sell_md_amount,buy_lg_vol,buy_lg_amount,'
'sell_lg_vol,sell_lg_amount,buy_elg_vol,buy_elg_amount,'
'sell_elg_vol,sell_elg_amount,net_mf_vol,net_mf_amount'
)
if df.empty:
return None
df = df.sort_values('trade_date', ascending=False)
return {
'ts_code': ts_code,
'data': df.to_dict('records')
}
except Exception as e:
logger.error(f"获取资金流向失败: {e}")
return None
# ==================== 新闻公告 ====================
def get_news(
self,
stock_code: str = None,
start_date: str = None,
end_date: str = None,
src: str = None
) -> Optional[List[Dict[str, Any]]]:
"""
获取新闻资讯
Args:
stock_code: 股票代码（可选）
start_date: 开始日期
end_date: 结束日期
src: 新闻来源
Returns:
新闻列表
"""
if not self.pro:
return None
try:
ts_code = None
if stock_code:
ts_code = normalize_stock_code(stock_code)
if not start_date:
start_date = (datetime.now() - timedelta(days=7)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
# 使用news接口（需要5000积分）
try:
df = self.pro.query('news',
src=src,
start_date=start_date,
end_date=end_date,
fields='datetime,content,title,channels,score'
)
except Exception as api_error:
# 如果接口不可用（积分不足或接口名称问题），返回None
logger.warning(f"新闻接口不可用（可能需要更高积分权限）: {api_error}")
return None
if df is None or df.empty:
return None
# 如果指定了股票代码，过滤相关新闻
if ts_code:
try:
# 简单的关键词过滤
stock_info = self.pro.stock_basic(ts_code=ts_code, fields='name,symbol')
if not stock_info.empty:
name = stock_info.iloc[0]['name']
symbol = stock_info.iloc[0]['symbol']
df = df[
df['title'].str.contains(name, na=False) |
df['content'].str.contains(name, na=False) |
df['title'].str.contains(symbol, na=False)
]
except Exception as filter_error:
logger.warning(f"新闻过滤失败: {filter_error}")
# 继续返回未过滤的新闻
df = df.sort_values('datetime', ascending=False)
return df.head(10).to_dict('records')
except Exception as e:
logger.warning(f"获取新闻失败: {e}")
return None
# ==================== 市场特色数据 ====================
def get_margin_detail(
self,
stock_code: str,
start_date: str = None,
end_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取融资融券详情
Args:
stock_code: 股票代码
start_date: 开始日期
end_date: 结束日期
Returns:
融资融券数据
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
if not start_date:
start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
df = self.pro.margin_detail(
ts_code=ts_code,
start_date=start_date,
end_date=end_date,
fields='ts_code,trade_date,rzye,rqye,rzmre,rqyl,'
'rzche,rqchl,rqmcl,rzrqye'
)
if df.empty:
return None
df = df.sort_values('trade_date', ascending=False)
return {
'ts_code': ts_code,
'data': df.to_dict('records')
}
except Exception as e:
logger.error(f"获取融资融券失败: {e}")
return None
def get_block_trade(
self,
stock_code: str,
start_date: str = None,
end_date: str = None
) -> Optional[List[Dict[str, Any]]]:
"""
获取大宗交易数据
Args:
stock_code: 股票代码
start_date: 开始日期
end_date: 结束日期
Returns:
大宗交易列表
"""
if not self.pro:
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
if not start_date:
start_date = (datetime.now() - timedelta(days=90)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
df = self.pro.block_trade(
ts_code=ts_code,
start_date=start_date,
end_date=end_date,
fields='ts_code,trade_date,price,vol,amount,buyer,seller'
)
if df.empty:
return None
df = df.sort_values('trade_date', ascending=False)
return df.to_dict('records')
except Exception as e:
logger.error(f"获取大宗交易失败: {e}")
return None
def get_top_list(
self,
trade_date: str = None
) -> Optional[Dict[str, Any]]:
"""
获取龙虎榜数据
Args:
trade_date: 交易日期
Returns:
龙虎榜数据
"""
if not self.pro:
return None
try:
if not trade_date:
trade_date = datetime.now().strftime('%Y%m%d')
df = self.pro.top_list(
trade_date=trade_date,
fields='trade_date,ts_code,name,close,pct_change,turnover_rate,'
'amount,l_sell,l_buy,l_amount,net_amount,net_rate,'
'amount_rate,float_values,reason'
)
if df.empty:
return None
return {
'trade_date': trade_date,
'data': df.to_dict('records')
}
except Exception as e:
logger.error(f"获取龙虎榜失败: {e}")
return None
# ==================== 指数数据 ====================
def get_index_daily(
self,
ts_code: str,
start_date: str = None,
end_date: str = None
) -> Optional[List[Dict[str, Any]]]:
"""
获取指数日线行情
Args:
ts_code: 指数代码（如000001.SH=上证指数）
start_date: 开始日期
end_date: 结束日期
Returns:
指数行情数据
"""
if not self.pro:
return None
try:
if not start_date:
start_date = (datetime.now() - timedelta(days=180)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
df = self.pro.index_daily(
ts_code=ts_code,
start_date=start_date,
end_date=end_date,
fields='ts_code,trade_date,close,open,high,low,pre_close,'
'change,pct_chg,vol,amount'
)
if df.empty:
return None
df = df.sort_values('trade_date')
return df.to_dict('records')
except Exception as e:
logger.error(f"获取指数数据失败: {e}")
return None
# 创建全局实例
tushare_advanced_service = TushareAdvancedService()

266
backend/app/services/tushare_service.py
View File

@ -1,266 +0,0 @@
"""
Tushare数据服务
封装Tushare API调用
"""
import tushare as ts
import pandas as pd
from typing import Optional, List
from datetime import datetime, timedelta
from app.config import get_settings
from app.utils.logger import logger
from app.utils.validators import normalize_stock_code
class TushareService:
"""Tushare数据服务类"""
def __init__(self):
"""初始化Tushare服务"""
settings = get_settings()
if not settings.tushare_token:
logger.warning("Tushare token未配置")
self.pro = None
else:
ts.set_token(settings.tushare_token)
self.pro = ts.pro_api()
logger.info("Tushare服务初始化成功")
def get_realtime_quote(self, stock_code: str) -> Optional[dict]:
"""
获取实时行情
Args:
stock_code: 股票代码
Returns:
行情数据字典
"""
if not self.pro:
logger.error("Tushare服务未初始化")
return None
try:
# 标准化股票代码
ts_code = normalize_stock_code(stock_code)
if not ts_code:
logger.error(f"无效的股票代码: {stock_code}")
return None
# 获取最新交易日数据
df = self.pro.daily(ts_code=ts_code, start_date='', end_date='')
if df.empty:
logger.warning(f"未找到股票数据: {ts_code}")
return None
# 取最新一条
latest = df.iloc[0]
# 获取股票名称
stock_info = self.pro.stock_basic(ts_code=ts_code, fields='ts_code,name')
name = stock_info.iloc[0]['name'] if not stock_info.empty else None
return {
'ts_code': ts_code,
'name': name,
'trade_date': latest['trade_date'],
'open': float(latest['open']),
'high': float(latest['high']),
'low': float(latest['low']),
'close': float(latest['close']),
'pre_close': float(latest['pre_close']),
'change': float(latest['change']),
'pct_chg': float(latest['pct_chg']),
'vol': float(latest['vol']),
'amount': float(latest['amount'])
}
except Exception as e:
logger.error(f"获取实时行情失败: {e}")
return None
def get_kline_data(
self,
stock_code: str,
start_date: Optional[str] = None,
end_date: Optional[str] = None,
period: str = 'D'
) -> Optional[List[dict]]:
"""
获取K线数据
Args:
stock_code: 股票代码
start_date: 开始日期（YYYYMMDD）
end_date: 结束日期（YYYYMMDD）
period: 周期（D=日，W=周，M=月）
Returns:
K线数据列表
"""
if not self.pro:
logger.error("Tushare服务未初始化")
return None
try:
# 标准化股票代码
ts_code = normalize_stock_code(stock_code)
if not ts_code:
logger.error(f"无效的股票代码: {stock_code}")
return None
# 默认获取最近180个交易日（约6个月），确保技术指标计算准确
# MA60需要至少60个交易日，加上缓冲期，180天可以覆盖约120个交易日
if not start_date:
start_date = (datetime.now() - timedelta(days=180)).strftime('%Y%m%d')
if not end_date:
end_date = datetime.now().strftime('%Y%m%d')
logger.info(f"获取K线数据: {stock_code}, 时间范围: {start_date} - {end_date}")
# 获取日线数据
if period == 'D':
df = self.pro.daily(
ts_code=ts_code,
start_date=start_date,
end_date=end_date
)
elif period == 'W':
df = self.pro.weekly(
ts_code=ts_code,
start_date=start_date,
end_date=end_date
)
elif period == 'M':
df = self.pro.monthly(
ts_code=ts_code,
start_date=start_date,
end_date=end_date
)
else:
logger.error(f"不支持的周期: {period}")
return None
if df.empty:
logger.warning(f"未找到K线数据: {ts_code}")
return None
# 按日期升序排列
df = df.sort_values('trade_date')
# 转换为字典列表
kline_data = []
for _, row in df.iterrows():
kline_data.append({
'ts_code': ts_code,
'trade_date': row['trade_date'],
'open': float(row['open']),
'high': float(row['high']),
'low': float(row['low']),
'close': float(row['close']),
'vol': float(row['vol']),
'amount': float(row['amount']) if pd.notna(row['amount']) else None
})
return kline_data
except Exception as e:
logger.error(f"获取K线数据失败: {e}")
return None
def get_stock_basic(self, stock_code: str) -> Optional[dict]:
"""
获取股票基本信息
Args:
stock_code: 股票代码
Returns:
基本信息字典
"""
if not self.pro:
logger.error("Tushare服务未初始化")
return None
try:
ts_code = normalize_stock_code(stock_code)
if not ts_code:
return None
df = self.pro.stock_basic(
ts_code=ts_code,
fields='ts_code,symbol,name,area,industry,market,list_date'
)
if df.empty:
return None
info = df.iloc[0]
return {
'ts_code': info['ts_code'],
'symbol': info['symbol'],
'name': info['name'],
'area': info['area'],
'industry': info['industry'],
'market': info['market'],
'list_date': info['list_date']
}
except Exception as e:
logger.error(f"获取股票基本信息失败: {e}")
return None
def search_stock(self, keyword: str) -> Optional[List[dict]]:
"""
搜索股票（通过名称或代码）
Args:
keyword: 搜索关键词（股票名称或代码）
Returns:
匹配的股票列表
"""
if not self.pro:
logger.error("Tushare服务未初始化")
return None
try:
# 获取所有股票列表
df = self.pro.stock_basic(
fields='ts_code,symbol,name,area,industry,market,list_date'
)
if df.empty:
return None
# 搜索匹配的股票
# 1. 精确匹配代码
exact_match = df[df['symbol'] == keyword]
if not exact_match.empty:
return [exact_match.iloc[0].to_dict()]
# 2. 模糊匹配名称
name_match = df[df['name'].str.contains(keyword, na=False)]
if not name_match.empty:
results = []
for _, row in name_match.iterrows():
results.append(row.to_dict())
return results[:5] # 最多返回5个结果
# 3. 模糊匹配代码
code_match = df[df['symbol'].str.contains(keyword, na=False)]
if not code_match.empty:
results = []
for _, row in code_match.iterrows():
results.append(row.to_dict())
return results[:5]
return None
except Exception as e:
logger.error(f"搜索股票失败: {e}")
return None
# 创建全局实例
tushare_service = TushareService()

321
backend/app/services/us_stock_service.py
View File

@ -1,321 +0,0 @@
"""
美股数据服务 - 使用 yfinance 获取美股数据
"""
from typing import Optional, Dict, Any, List
import yfinance as yf
from datetime import datetime, timedelta
import pandas as pd
from app.utils.logger import logger
class USStockService:
"""美股数据服务类（支持美股和港股）"""
def __init__(self):
"""初始化美股数据服务"""
self.cache = {} # 简单的内存缓存
@staticmethod
def _normalize_hk_symbol(symbol: str) -> str:
"""
标准化港股代码格式为 yfinance 要求的格式
- 4位及以下：左侧补零到4位，如 700.HK → 0700.HK, 5.HK → 0005.HK
- 5位及以上：去掉前导零，如 09618.HK → 9618.HK
"""
if not symbol.endswith('.HK'):
return symbol
# 分离代码和后缀
code_part = symbol[:-3] # 去掉 .HK
suffix = '.HK'
# 如果是纯数字代码
if code_part.isdigit():
# 4位及以下：补零到4位
if len(code_part) <= 4:
normalized_code = code_part.zfill(4)
# 5位及以上：去掉前导零
else:
normalized_code = code_part.lstrip('0') or '0'
else:
normalized_code = code_part
return normalized_code + suffix
def get_stock_info(self, symbol: str) -> Optional[Dict[str, Any]]:
"""
获取美股基本信息
Args:
symbol: 股票代码（如 AAPL, TSLA 或 0700.HK）
Returns:
股票基本信息字典
"""
try:
# 标准化港股代码格式
normalized_symbol = self._normalize_hk_symbol(symbol)
stock = yf.Ticker(normalized_symbol)
info = stock.info
if not info or 'symbol' not in info:
logger.warning(f"未找到股票: {symbol}")
return None
# 提取关键信息
result = {
"symbol": symbol,
"name": info.get("longName", info.get("shortName", symbol)),
"sector": info.get("sector", "未知"),
"industry": info.get("industry", "未知"),
"market_cap": info.get("marketCap", 0),
"current_price": info.get("currentPrice", info.get("regularMarketPrice", 0)),
"previous_close": info.get("previousClose", 0),
"open": info.get("open", 0),
"day_high": info.get("dayHigh", 0),
"day_low": info.get("dayLow", 0),
"volume": info.get("volume", 0),
"avg_volume": info.get("averageVolume", 0),
"pe_ratio": info.get("trailingPE", 0),
"forward_pe": info.get("forwardPE", 0),
"pb_ratio": info.get("priceToBook", 0),
"dividend_yield": info.get("dividendYield", 0),
"52_week_high": info.get("fiftyTwoWeekHigh", 0),
"52_week_low": info.get("fiftyTwoWeekLow", 0),
"50_day_avg": info.get("fiftyDayAverage", 0),
"200_day_avg": info.get("twoHundredDayAverage", 0),
"beta": info.get("beta", 0),
"eps": info.get("trailingEps", 0),
"description": info.get("longBusinessSummary", ""),
}
logger.info(f"获取美股信息成功: {symbol}")
return result
except Exception as e:
logger.error(f"获取美股信息失败 {symbol}: {e}")
return None
def get_historical_data(
self,
symbol: str,
period: str = "1mo",
interval: str = "1d"
) -> Optional[pd.DataFrame]:
"""
获取美股历史K线数据
Args:
symbol: 股票代码
period: 时间周期 (1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max)
interval: K线间隔 (1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo)
Returns:
包含OHLCV数据的DataFrame
"""
try:
# 标准化港股代码格式
normalized_symbol = self._normalize_hk_symbol(symbol)
stock = yf.Ticker(normalized_symbol)
hist = stock.history(period=period, interval=interval)
if hist.empty:
logger.warning(f"未找到历史数据: {symbol}")
return None
logger.info(f"获取美股历史数据成功: {symbol}, 周期: {period}")
return hist
except Exception as e:
logger.error(f"获取美股历史数据失败 {symbol}: {e}")
return None
def get_financial_data(self, symbol: str) -> Optional[Dict[str, Any]]:
"""
获取美股财务数据
Args:
symbol: 股票代码
Returns:
财务数据字典
"""
try:
# 标准化港股代码格式
normalized_symbol = self._normalize_hk_symbol(symbol)
stock = yf.Ticker(normalized_symbol)
# 获取财务报表
financials = stock.financials
balance_sheet = stock.balance_sheet
cashflow = stock.cashflow
result = {
"symbol": symbol,
"income_statement": financials.to_dict() if not financials.empty else {},
"balance_sheet": balance_sheet.to_dict() if not balance_sheet.empty else {},
"cash_flow": cashflow.to_dict() if not cashflow.empty else {},
}
# 获取关键财务指标
info = stock.info
result["key_metrics"] = {
"revenue": info.get("totalRevenue", 0),
"gross_profit": info.get("grossProfits", 0),
"ebitda": info.get("ebitda", 0),
"net_income": info.get("netIncomeToCommon", 0),
"total_assets": info.get("totalAssets", 0),
"total_debt": info.get("totalDebt", 0),
"total_cash": info.get("totalCash", 0),
"operating_cash_flow": info.get("operatingCashflow", 0),
"free_cash_flow": info.get("freeCashflow", 0),
"roe": info.get("returnOnEquity", 0),
"roa": info.get("returnOnAssets", 0),
"profit_margin": info.get("profitMargins", 0),
"operating_margin": info.get("operatingMargins", 0),
}
logger.info(f"获取美股财务数据成功: {symbol}")
return result
except Exception as e:
logger.error(f"获取美股财务数据失败 {symbol}: {e}")
return None
def calculate_technical_indicators(self, hist: pd.DataFrame) -> Dict[str, Any]:
"""
计算技术指标
Args:
hist: 历史数据DataFrame
Returns:
技术指标字典
"""
try:
if hist.empty or len(hist) < 20:
return {}
close = hist['Close']
# 计算移动平均线
ma5 = close.rolling(window=5).mean().iloc[-1] if len(close) >= 5 else None
ma10 = close.rolling(window=10).mean().iloc[-1] if len(close) >= 10 else None
ma20 = close.rolling(window=20).mean().iloc[-1] if len(close) >= 20 else None
ma60 = close.rolling(window=60).mean().iloc[-1] if len(close) >= 60 else None
# 计算RSI（使用 Wilder's Smoothing 方法）
delta = close.diff()
gain = delta.where(delta > 0, 0)
loss = -delta.where(delta < 0, 0)
# 使用 EMA (Wilder's Smoothing) 而不是简单平均
avg_gain = gain.ewm(alpha=1/14, adjust=False).mean()
avg_loss = loss.ewm(alpha=1/14, adjust=False).mean()
rs = avg_gain / avg_loss
rsi = 100 - (100 / (1 + rs))
rsi_value = rsi.iloc[-1] if len(rsi) >= 14 else None
# 计算MACD
exp1 = close.ewm(span=12, adjust=False).mean()
exp2 = close.ewm(span=26, adjust=False).mean()
macd = exp1 - exp2
signal = macd.ewm(span=9, adjust=False).mean()
macd_value = macd.iloc[-1] if len(macd) >= 26 else None
signal_value = signal.iloc[-1] if len(signal) >= 26 else None
# 计算布林带
bb_middle = close.rolling(window=20).mean()
bb_std = close.rolling(window=20).std()
bb_upper = bb_middle + (bb_std * 2)
bb_lower = bb_middle - (bb_std * 2)
result = {
"ma5": float(ma5) if ma5 and not pd.isna(ma5) else None,
"ma10": float(ma10) if ma10 and not pd.isna(ma10) else None,
"ma20": float(ma20) if ma20 and not pd.isna(ma20) else None,
"ma60": float(ma60) if ma60 and not pd.isna(ma60) else None,
"rsi": float(rsi_value) if rsi_value and not pd.isna(rsi_value) else None,
"macd": float(macd_value) if macd_value and not pd.isna(macd_value) else None,
"macd_signal": float(signal_value) if signal_value and not pd.isna(signal_value) else None,
"bb_upper": float(bb_upper.iloc[-1]) if len(bb_upper) >= 20 and not pd.isna(bb_upper.iloc[-1]) else None,
"bb_middle": float(bb_middle.iloc[-1]) if len(bb_middle) >= 20 and not pd.isna(bb_middle.iloc[-1]) else None,
"bb_lower": float(bb_lower.iloc[-1]) if len(bb_lower) >= 20 and not pd.isna(bb_lower.iloc[-1]) else None,
}
return result
except Exception as e:
logger.error(f"计算技术指标失败: {e}")
return {}
def get_comprehensive_analysis(self, symbol: str) -> Optional[Dict[str, Any]]:
"""
获取美股综合分析数据
Args:
symbol: 股票代码
Returns:
综合分析数据字典
"""
try:
# 获取基本信息
info = self.get_stock_info(symbol)
if not info:
return None
# 获取历史数据
hist = self.get_historical_data(symbol, period="6mo", interval="1d")
if hist is None or hist.empty:
return {
"success": False,
"error": "无法获取历史数据"
}
# 计算技术指标
technical = self.calculate_technical_indicators(hist)
# 获取最近的价格数据
latest = hist.iloc[-1]
prev = hist.iloc[-2] if len(hist) > 1 else latest
# 计算涨跌幅
change = latest['Close'] - prev['Close']
change_pct = (change / prev['Close'] * 100) if prev['Close'] != 0 else 0
result = {
"success": True,
"symbol": symbol,
"name": info["name"],
"sector": info["sector"],
"industry": info["industry"],
"current_price": float(latest['Close']),
"change": float(change),
"change_percent": float(change_pct),
"volume": int(latest['Volume']),
"market_cap": info["market_cap"],
"pe_ratio": info["pe_ratio"],
"pb_ratio": info["pb_ratio"],
"dividend_yield": info["dividend_yield"],
"52_week_high": info["52_week_high"],
"52_week_low": info["52_week_low"],
"technical_indicators": technical,
"description": info["description"][:500] if info["description"] else "",
}
logger.info(f"获取美股综合分析成功: {symbol}")
return result
except Exception as e:
logger.error(f"获取美股综合分析失败 {symbol}: {e}")
return {
"success": False,
"error": str(e)
}
# 创建全局实例
us_stock_service = USStockService()

438
backend/app/services/yfinance_service.py
View File

@ -1,438 +0,0 @@
"""
YFinance 服务 - 美股港股数据获取
支持获取美股的实时行情和历史 K 线数据
备用数据源：Stooq
"""
import pandas as pd
from typing import Dict, List, Optional
from datetime import datetime, timedelta
from app.utils.logger import logger
import time
class YFinanceService:
"""YFinance 服务类（支持 Stooq 备用）"""
def __init__(self):
"""初始化服务"""
# 初始化 YFinance
try:
import yfinance as yf
self.yf = yf
self._yf_available = True
logger.info("YFinance 服务初始化成功")
except ImportError:
logger.warning("yfinance 未安装")
self._yf_available = False
# 初始化 Stooq（备用）
try:
import pandas_datareader.data as web
self.web = web
self._stooq_available = True
logger.info("Stooq 备用数据源初始化成功")
except ImportError:
logger.warning("pandas_datareader 未安装，Stooq 备用不可用")
self._stooq_available = False
if not self._yf_available and not self._stooq_available:
raise Exception("没有可用的数据源，请安装 yfinance 或 pandas_datareader")
self._cache = {} # 数据缓存
self._cache_time = {} # 缓存时间
self._cache_ttl = 300 # 缓存有效期（秒）
def _normalize_hk_symbol(self, symbol: str) -> str:
"""
标准化港股代码格式为 yfinance 要求的格式
- 4位及以下：左侧补零到4位，如 700.HK → 0700.HK, 5.HK → 0005.HK
- 5位及以上：去掉前导零，如 09618.HK → 9618.HK
"""
if not symbol.endswith('.HK'):
return symbol
# 分离代码和后缀
code_part = symbol[:-3] # 去掉 .HK
suffix = '.HK'
# 如果是纯数字代码
if code_part.isdigit():
# 4位及以下：补零到4位
if len(code_part) <= 4:
normalized_code = code_part.zfill(4)
# 5位及以上：去掉前导零
else:
normalized_code = code_part.lstrip('0') or '0'
else:
normalized_code = code_part
return normalized_code + suffix
def get_ticker(self, symbol: str) -> Optional[Dict]:
"""
获取股票实时行情（优先使用 YFinance，失败则使用 Stooq）
Args:
symbol: 股票代码，如 'AAPL' 或 '0700.HK'
Returns:
行情数据字典
"""
# 优先使用 YFinance
if self._yf_available:
result = self._get_yf_ticker(symbol)
if result:
return result
logger.info(f"YFinance 获取失败，尝试使用 Stooq 备用数据源 ({symbol})")
# 备用使用 Stooq
if self._stooq_available:
result = self._get_stooq_ticker(symbol)
if result:
return result
return None
def _get_yf_ticker(self, symbol: str) -> Optional[Dict]:
"""使用 YFinance 获取行情"""
try:
normalized_symbol = self._normalize_hk_symbol(symbol)
ticker = self.yf.Ticker(normalized_symbol)
hist = ticker.history(period="2d", interval="1h")
if hist.empty:
logger.warning(f"YFinance 无法获取 {symbol} 的数据")
return None
latest = hist.iloc[-1]
return {
'symbol': symbol,
'lastPrice': float(latest['Close']),
'priceChange': float(latest['Close'] - latest['Open']),
'priceChangePercent': float((latest['Close'] - latest['Open']) / latest['Open'] * 100) if latest['Open'] > 0 else 0,
'volume': int(latest['Volume']),
'high': float(latest['High']),
'low': float(latest['Low']),
'open': float(latest['Open']),
'prevClose': float(latest['Close']),
'timestamp': datetime.now().isoformat()
}
except Exception as e:
error_msg = str(e)
if "429" in error_msg or "Too Many Requests" in error_msg:
logger.warning(f"YFinance API 限流 ({symbol})")
else:
logger.debug(f"YFinance 获取失败 ({symbol}): {error_msg}")
return None
def _get_stooq_ticker(self, symbol: str) -> Optional[Dict]:
"""使用 Stooq 获取行情（备用）"""
try:
# Stooq 使用的港股格式
stooq_symbol = self._convert_to_stooq_symbol(symbol)
# 获取最近几天的数据
start_date = (datetime.now() - timedelta(days=5)).strftime('%Y-%m-%d')
df = self.web.DataReader(stooq_symbol, 'stooq', start=start_date)
if df.empty:
logger.warning(f"Stooq 无法获取 {symbol} 的数据")
return None
# Stooq 返回的数据是倒序的，取第一行（最新）
latest = df.iloc[-1]
return {
'symbol': symbol,
'lastPrice': float(latest['Close']),
'priceChange': float(latest['Close'] - latest['Open']),
'priceChangePercent': float((latest['Close'] - latest['Open']) / latest['Open'] * 100) if latest['Open'] > 0 else 0,
'volume': int(latest['Volume']),
'high': float(latest['High']),
'low': float(latest['Low']),
'open': float(latest['Open']),
'prevClose': float(latest['Close']),
'timestamp': datetime.now().isoformat(),
'source': 'stooq' # 标记数据来源
}
except Exception as e:
logger.error(f"Stooq 获取 {symbol} 行情失败: {e}")
return None
def _convert_to_stooq_symbol(self, symbol: str) -> str:
"""
转换股票代码为 Stooq 格式
美股：AAPL -> AAPL.US
港股：0700.HK -> 0700.HK
"""
if symbol.endswith('.HK'):
return symbol
elif '.' in symbol:
# 其他格式保持不变
return symbol
else:
# 美股添加 .US 后缀
return f"{symbol}.US"
def get_multi_timeframe_data(
self,
symbol: str,
timeframes: Optional[Dict[str, tuple]] = None
) -> Dict[str, pd.DataFrame]:
"""
获取多时间周期的 K 线数据
Args:
symbol: 股票代码
timeframes: 时间周期配置 {'1d': ('1d', '3mo'), ...}
Returns:
多时间周期数据字典 {'1d': df, '1h': df, ...}
"""
if timeframes is None:
# 技术面分析时间周期：1h、1d、1w
timeframes = {
'1w': ('1wk', '2y'), # 周级别，2年 - 长期趋势
'1d': ('1d', '6mo'), # 日级别，6个月 - 中期趋势
'1h': ('1h', '1mo'), # 小时级别，1个月 - 短期趋势
}
result = {}
for tf_name, (interval, period) in timeframes.items():
try:
df = self._get_cached_data(symbol, interval, period)
if df is not None and not df.empty:
result[tf_name] = df
logger.debug(f"获取 {symbol} {tf_name} 数据成功: {len(df)} 条")
else:
logger.warning(f"获取 {symbol} {tf_name} 数据失败或为空")
except Exception as e:
logger.error(f"获取 {symbol} {tf_name} 数据出错: {e}")
return result
def _get_cached_data(
self,
symbol: str,
interval: str,
period: str
) -> Optional[pd.DataFrame]:
"""获取带缓存的数据（优先 YFinance，失败则使用 Stooq）"""
# 标准化港股代码格式
normalized_symbol = self._normalize_hk_symbol(symbol)
cache_key = f"{normalized_symbol}_{interval}_{period}"
now = datetime.now()
# 检查缓存
if cache_key in self._cache:
cache_time = self._cache_time.get(cache_key)
if cache_time and (now - cache_time).total_seconds() < self._cache_ttl:
logger.debug(f"使用缓存数据: {cache_key}")
return self._cache[cache_key]
# 优先使用 YFinance
if self._yf_available:
df = self._get_yf_data(symbol, interval, period, cache_key, now)
if df is not None:
return df
logger.info(f"YFinance 获取历史数据失败，尝试 Stooq ({symbol})")
# 备用使用 Stooq
if self._stooq_available:
df = self._get_stooq_data(symbol, interval, period, cache_key, now)
if df is not None:
logger.info(f"✓ 使用 Stooq 数据源 ({symbol})")
return df
return None
def _get_yf_data(
self,
symbol: str,
interval: str,
period: str,
cache_key: str,
now: datetime
) -> Optional[pd.DataFrame]:
"""使用 YFinance 获取历史数据"""
try:
normalized_symbol = self._normalize_hk_symbol(symbol)
ticker = self.yf.Ticker(normalized_symbol)
df = ticker.history(period=period, interval=interval)
if df.empty:
return None
# 转换数据格式
df = self._format_dataframe(df)
# 更新缓存
self._cache[cache_key] = df
self._cache_time[cache_key] = now
return df
except Exception as e:
logger.debug(f"YFinance 获取历史数据失败: {e}")
return None
def _get_stooq_data(
self,
symbol: str,
interval: str,
period: str,
cache_key: str,
now: datetime
) -> Optional[pd.DataFrame]:
"""使用 Stooq 获取历史数据（备用）"""
try:
# 转换为 Stooq 格式
stooq_symbol = self._convert_to_stooq_symbol(symbol)
# 将 period 转换为天数
period_days = self._period_to_days(period)
start_date = (datetime.now() - timedelta(days=period_days)).strftime('%Y-%m-%d')
# 获取数据
df = self.web.DataReader(stooq_symbol, 'stooq', start=start_date)
if df.empty:
return None
# Stooq 数据是倒序的，需要反转
df = df.iloc[::-1]
# 转换数据格式
df = self._format_dataframe(df)
# 更新缓存
self._cache[cache_key] = df
self._cache_time[cache_key] = now
return df
except Exception as e:
logger.debug(f"Stooq 获取历史数据失败: {e}")
return None
def _period_to_days(self, period: str) -> int:
"""将 YFinance period 格式转换为天数"""
period_map = {
'1mo': 30,
'3mo': 90,
'6mo': 180,
'1y': 365,
'2y': 730,
}
return period_map.get(period, 180) # 默认6个月
def _format_dataframe(self, df: pd.DataFrame) -> pd.DataFrame:
"""
格式化 DataFrame 以兼容现有代码
yfinance 原始格式:
- 列名大写: Open, High, Low, Close, Volume
- 索引是 Datetime
转换后格式:
- 列名小写: open, high, low, close, volume
- 重置索引，time 作为一列
- 添加技术指标
"""
df = df.copy()
# 列名转为小写
df.columns = [col.lower() for col in df.columns]
# 重置索引
df = df.reset_index()
# 重命名日期列
if 'date' in df.columns:
df = df.rename(columns={'date': 'time'})
elif 'datetime' in df.columns:
df = df.rename(columns={'datetime': 'time'})
# 删除不需要的列
cols_to_keep = ['time', 'open', 'high', 'low', 'close', 'volume']
df = df[[col for col in cols_to_keep if col in df.columns]]
# 添加技术指标（与 binance_service 一致）
df = self._add_indicators(df)
return df
def _add_indicators(self, df: pd.DataFrame) -> pd.DataFrame:
"""
添加技术指标到 DataFrame
Args:
df: 原始数据
Returns:
添加了技术指标的 DataFrame
"""
df = df.copy()
# 移动平均线（简单移动平均 MA）
df['ma5'] = df['close'].rolling(window=5).mean()
df['ma10'] = df['close'].rolling(window=10).mean()
df['ma20'] = df['close'].rolling(window=20).mean()
df['ma50'] = df['close'].rolling(window=50).mean()
# 指数移动平均线（EMA）- 用于趋势判断
df['ema20'] = df['close'].ewm(span=20, adjust=False).mean()
df['ema50'] = df['close'].ewm(span=50, adjust=False).mean()
df['ema200'] = df['close'].ewm(span=200, adjust=False).mean()
# RSI（使用 Wilder's Smoothing 方法）
delta = df['close'].diff()
gain = delta.where(delta > 0, 0)
loss = -delta.where(delta < 0, 0)
# 使用 EMA (Wilder's Smoothing) 而不是简单平均
avg_gain = gain.ewm(alpha=1/14, adjust=False).mean()
avg_loss = loss.ewm(alpha=1/14, adjust=False).mean()
rs = avg_gain / avg_loss
df['rsi'] = 100 - (100 / (1 + rs))
# MACD (使用与 binance_service 相同的计算方法)
ema_fast = df['close'].ewm(span=12, adjust=False).mean()
ema_slow = df['close'].ewm(span=26, adjust=False).mean()
df['macd'] = ema_fast - ema_slow
df['macd_signal'] = df['macd'].ewm(span=9, adjust=False).mean()
df['macd_hist'] = df['macd'] - df['macd_signal']
# ATR
high_low = df['high'] - df['low']
high_close = abs(df['high'] - df['close'].shift())
low_close = abs(df['low'] - df['close'].shift())
true_range = pd.concat([high_low, high_close, low_close], axis=1).max(axis=1)
df['atr'] = true_range.rolling(window=14).mean()
# KDJ 指标
low_min = df['low'].rolling(window=9).min()
high_max = df['high'].rolling(window=9).max()
rsv = (df['close'] - low_min) / (high_max - low_min) * 100
df['k'] = rsv.ewm(com=2, adjust=False).mean()
df['d'] = df['k'].ewm(com=2, adjust=False).mean()
df['j'] = 3 * df['k'] - 2 * df['d']
return df
def clear_cache(self):
"""清空缓存"""
self._cache.clear()
self._cache_time.clear()
logger.info("YFinance 缓存已清空")
# 全局单例
_yfinance_service: Optional[YFinanceService] = None
def get_yfinance_service() -> YFinanceService:
"""获取 YFinance 服务单例"""
global _yfinance_service
if _yfinance_service is None:
_yfinance_service = YFinanceService()
return _yfinance_service

0
backend/app/skills/__init__.py
View File

120
backend/app/skills/advanced_data.py
View File

@ -1,120 +0,0 @@
"""
高级数据技能
封装Tushare Pro高级数据接口（需要5000+积分）
"""
from typing import Dict, Any
from app.skills.base import BaseSkill, SkillParameter
from app.services.tushare_advanced_service import tushare_advanced_service
from app.utils.logger import logger
class AdvancedDataSkill(BaseSkill):
"""高级数据技能"""
def __init__(self):
super().__init__()
self.name = "advanced_data"
self.description = "获取高级财务数据、估值数据、资金流向等（Tushare Pro 5000+积分）"
self.parameters = [
SkillParameter(
name="stock_code",
type="string",
description="股票代码",
required=True
),
SkillParameter(
name="data_type",
type="string",
description="数据类型：financial（财务）、valuation（估值）、money_flow（资金流向）、all（全部）",
required=False,
default="all"
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行高级数据查询
支持的数据类型:
- financial: 财务数据（利润表、资产负债表、财务指标）
- valuation: 估值数据（PE、PB、PS、市值等）
- money_flow: 资金流向
- margin: 融资融券
- block_trade: 大宗交易
- all: 全部数据
"""
stock_code = kwargs.get('stock_code')
data_type = kwargs.get('data_type', 'all') # 默认获取所有数据
if not stock_code:
return {
"success": False,
"error": "缺少股票代码"
}
try:
result = {
"success": True,
"data": {}
}
# 财务数据（利润表、资产负债表、财务指标）
if data_type in ['financial', 'all']:
financial_data = {}
# 获取财务指标（最重要）
indicators = tushare_advanced_service.get_financial_indicators(stock_code)
if indicators:
financial_data['indicators'] = indicators
# 获取利润表（最近一期）
income = tushare_advanced_service.get_income_statement(stock_code)
if income and income.get('data'):
financial_data['income'] = income['data'][0] if income['data'] else None
# 获取资产负债表（最近一期）
balance = tushare_advanced_service.get_balance_sheet(stock_code)
if balance and balance.get('data'):
financial_data['balance'] = balance['data'][0] if balance['data'] else None
if financial_data:
result['data']['financial'] = financial_data
# 估值数据
if data_type in ['valuation', 'all']:
valuation = tushare_advanced_service.get_daily_basic(stock_code)
if valuation:
result['data']['valuation'] = valuation.get('data')
# 资金流向
if data_type in ['money_flow', 'all']:
money_flow = tushare_advanced_service.get_money_flow(stock_code)
if money_flow:
# 只取最近5天的数据
result['data']['money_flow'] = money_flow.get('data', [])[:5]
# 融资融券
if data_type in ['margin', 'all']:
margin = tushare_advanced_service.get_margin_detail(stock_code)
if margin:
# 只取最近5天的数据
result['data']['margin'] = margin.get('data', [])[:5]
# 大宗交易
if data_type in ['block_trade', 'all']:
block_trade = tushare_advanced_service.get_block_trade(stock_code)
if block_trade:
# 只取最近10条
result['data']['block_trade'] = block_trade[:10]
# 注意：重大公告功能已移除（需要特殊权限）
logger.info(f"获取高级数据成功: {stock_code}, 类型: {data_type}")
return result
except Exception as e:
logger.error(f"获取高级数据失败: {e}")
return {
"success": False,
"error": str(e)
}

78
backend/app/skills/base.py
View File

@ -1,78 +0,0 @@
"""
技能基类
所有技能插件的基类
"""
from abc import ABC, abstractmethod
from typing import Dict, Any, Optional
from pydantic import BaseModel, Field
class SkillParameter(BaseModel):
"""技能参数定义"""
name: str = Field(..., description="参数名称")
type: str = Field(..., description="参数类型")
description: str = Field(..., description="参数描述")
required: bool = Field(True, description="是否必需")
default: Optional[Any] = Field(None, description="默认值")
class BaseSkill(ABC):
"""技能基类"""
def __init__(self):
"""初始化技能"""
self.name: str = ""
self.description: str = ""
self.parameters: list[SkillParameter] = []
self.enabled: bool = True
@abstractmethod
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行技能
Args:
**kwargs: 技能参数
Returns:
执行结果字典
"""
pass
def validate_params(self, **kwargs) -> tuple[bool, Optional[str]]:
"""
验证参数
Args:
**kwargs: 参数字典
Returns:
(是否有效, 错误信息)
"""
for param in self.parameters:
if param.required and param.name not in kwargs:
return False, f"缺少必需参数: {param.name}"
return True, None
def get_info(self) -> Dict[str, Any]:
"""
获取技能信息
Returns:
技能信息字典
"""
return {
"name": self.name,
"description": self.description,
"parameters": [p.dict() for p in self.parameters],
"enabled": self.enabled
}
def enable(self):
"""启用技能"""
self.enabled = True
def disable(self):
"""禁用技能"""
self.enabled = False

180
backend/app/skills/brave_search.py
View File

@ -1,180 +0,0 @@
"""
Brave搜索技能
提供网页搜索、新闻搜索等能力
"""
import aiohttp
from typing import Dict, Any, List, Optional
from app.skills.base import BaseSkill, SkillParameter
from app.utils.logger import logger
class BraveSearchSkill(BaseSkill):
"""Brave搜索技能"""
def __init__(self, api_key: str = "BSAcaROCUmCAI0XsQWzxooWT74LFFX_"):
super().__init__()
self.name = "brave_search"
self.description = "使用Brave搜索引擎搜索网页、新闻、公司公告等实时信息"
self.api_key = api_key
self.base_url = "https://api.search.brave.com/res/v1"
self.parameters = [
SkillParameter(
name="query",
type="string",
description="搜索关键词",
required=True
),
SkillParameter(
name="search_type",
type="string",
description="搜索类型：web（网页）、news（新闻）",
required=False,
default="web"
),
SkillParameter(
name="count",
type="integer",
description="返回结果数量（1-20）",
required=False,
default=5
),
SkillParameter(
name="freshness",
type="string",
description="时效性：pd（过去一天）、pw（过去一周）、pm（过去一月）、py（过去一年）",
required=False,
default=None
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行Brave搜索
Args:
query: 搜索关键词
search_type: 搜索类型（web/news）
count: 结果数量
freshness: 时效性过滤
Returns:
搜索结果
"""
query = kwargs.get("query")
search_type = kwargs.get("search_type", "web")
count = kwargs.get("count", 5)
freshness = kwargs.get("freshness")
logger.info(f"Brave搜索: {query}, 类型: {search_type}")
try:
if search_type == "news":
results = await self._search_news(query, count, freshness)
else:
results = await self._search_web(query, count, freshness)
return {
"query": query,
"search_type": search_type,
"results": results,
"count": len(results)
}
except Exception as e:
logger.error(f"Brave搜索失败: {e}")
return {
"error": f"搜索失败: {str(e)}"
}
async def _search_web(
self,
query: str,
count: int = 5,
freshness: Optional[str] = None
) -> List[Dict[str, Any]]:
"""网页搜索"""
url = f"{self.base_url}/web/search"
params = {
"q": query,
"count": min(count, 20),
"text_decorations": False,
"search_lang": "zh-hans"
}
if freshness:
params["freshness"] = freshness
headers = {
"Accept": "application/json",
"X-Subscription-Token": self.api_key
}
async with aiohttp.ClientSession() as session:
async with session.get(url, params=params, headers=headers) as response:
if response.status != 200:
error_text = await response.text()
raise Exception(f"API请求失败: {response.status}, {error_text}")
data = await response.json()
# 解析结果
results = []
web_results = data.get("web", {}).get("results", [])
for item in web_results[:count]:
results.append({
"title": item.get("title", ""),
"url": item.get("url", ""),
"description": item.get("description", ""),
"published": item.get("age", "")
})
return results
async def _search_news(
self,
query: str,
count: int = 5,
freshness: Optional[str] = None
) -> List[Dict[str, Any]]:
"""新闻搜索"""
url = f"{self.base_url}/news/search"
params = {
"q": query,
"count": min(count, 20),
"search_lang": "zh-hans"
}
if freshness:
params["freshness"] = freshness
headers = {
"Accept": "application/json",
"X-Subscription-Token": self.api_key
}
async with aiohttp.ClientSession() as session:
async with session.get(url, params=params, headers=headers) as response:
if response.status != 200:
error_text = await response.text()
raise Exception(f"API请求失败: {response.status}, {error_text}")
data = await response.json()
# 解析结果
results = []
news_results = data.get("results", [])
for item in news_results[:count]:
results.append({
"title": item.get("title", ""),
"url": item.get("url", ""),
"description": item.get("description", ""),
"published": item.get("age", ""),
"source": item.get("meta_url", {}).get("hostname", "")
})
return results

61
backend/app/skills/fundamental.py
View File

@ -1,61 +0,0 @@
"""
基本面分析技能
提供股票基本信息查询
"""
from typing import Dict, Any
from app.skills.base import BaseSkill, SkillParameter
from app.services.tushare_service import tushare_service
from app.services.cache_service import cache_service
from app.utils.logger import logger
class FundamentalSkill(BaseSkill):
"""基本面分析技能"""
def __init__(self):
super().__init__()
self.name = "fundamental"
self.description = "查询股票基本面信息（公司概况、行业、上市日期等）"
self.parameters = [
SkillParameter(
name="stock_code",
type="string",
description="股票代码",
required=True
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行基本面查询
Args:
stock_code: 股票代码
Returns:
基本面信息
"""
stock_code = kwargs.get("stock_code")
logger.info(f"查询基本面信息: {stock_code}")
# 尝试从缓存获取
cache_key = f"fundamental:{stock_code}"
cached_data = cache_service.get(cache_key)
if cached_data:
logger.info(f"从缓存获取基本面信息: {stock_code}")
return cached_data
# 从Tushare获取
basic_info = tushare_service.get_stock_basic(stock_code)
if not basic_info:
return {
"error": f"未找到股票基本信息: {stock_code}"
}
# 缓存1天
cache_service.set(cache_key, basic_info, ttl=86400)
return basic_info

140
backend/app/skills/market_data.py
View File

@ -1,140 +0,0 @@
"""
行情查询技能
提供股票实时行情和K线数据查询
"""
from typing import Dict, Any
from app.skills.base import BaseSkill, SkillParameter
from app.services.tushare_service import tushare_service
from app.services.cache_service import cache_service
from app.utils.logger import logger
class MarketDataSkill(BaseSkill):
"""行情查询技能"""
def __init__(self):
super().__init__()
self.name = "market_data"
self.description = "查询股票实时行情和历史K线数据"
self.parameters = [
SkillParameter(
name="stock_code",
type="string",
description="股票代码（如600000、000001）",
required=True
),
SkillParameter(
name="data_type",
type="string",
description="数据类型：quote（实时行情）或kline（K线数据）",
required=False,
default="quote"
),
SkillParameter(
name="start_date",
type="string",
description="开始日期（YYYYMMDD格式，仅K线数据需要）",
required=False
),
SkillParameter(
name="end_date",
type="string",
description="结束日期（YYYYMMDD格式，仅K线数据需要）",
required=False
),
SkillParameter(
name="period",
type="string",
description="K线周期：D（日线）、W（周线）、M（月线）",
required=False,
default="D"
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行行情查询
Args:
stock_code: 股票代码
data_type: 数据类型（quote/kline）
start_date: 开始日期（可选）
end_date: 结束日期（可选）
period: K线周期（可选）
Returns:
查询结果
"""
stock_code = kwargs.get("stock_code")
data_type = kwargs.get("data_type", "quote")
logger.info(f"查询行情数据: {stock_code}, 类型: {data_type}")
if data_type == "quote":
return await self._get_quote(stock_code)
elif data_type == "kline":
start_date = kwargs.get("start_date")
end_date = kwargs.get("end_date")
period = kwargs.get("period", "D")
return await self._get_kline(stock_code, start_date, end_date, period)
else:
return {
"error": f"不支持的数据类型: {data_type}"
}
async def _get_quote(self, stock_code: str) -> Dict[str, Any]:
"""获取实时行情"""
# 尝试从缓存获取
cache_key = f"quote:{stock_code}"
cached_data = cache_service.get(cache_key)
if cached_data:
logger.info(f"从缓存获取行情: {stock_code}")
return cached_data
# 从Tushare获取
quote_data = tushare_service.get_realtime_quote(stock_code)
if not quote_data:
return {
"error": f"未找到股票数据: {stock_code}"
}
# 缓存30秒
cache_service.set(cache_key, quote_data, ttl=30)
return quote_data
async def _get_kline(
self,
stock_code: str,
start_date: str = None,
end_date: str = None,
period: str = "D"
) -> Dict[str, Any]:
"""获取K线数据"""
# 尝试从缓存获取
cache_key = f"kline:{stock_code}:{start_date}:{end_date}:{period}"
cached_data = cache_service.get(cache_key)
if cached_data:
logger.info(f"从缓存获取K线: {stock_code}")
return {"kline_data": cached_data}
# 从Tushare获取
kline_data = tushare_service.get_kline_data(
stock_code,
start_date,
end_date,
period
)
if not kline_data:
return {
"error": f"未找到K线数据: {stock_code}"
}
# 缓存1小时
cache_service.set(cache_key, kline_data, ttl=3600)
return {"kline_data": kline_data}

202
backend/app/skills/technical_analysis.py
View File

@ -1,202 +0,0 @@
"""
技术分析技能
提供技术指标计算和分析
"""
import pandas as pd
from typing import Dict, Any
from app.skills.base import BaseSkill, SkillParameter
from app.services.tushare_service import tushare_service
from app.utils.indicators import (
calculate_ma, calculate_macd, calculate_rsi,
calculate_kdj, calculate_boll
)
from app.utils.logger import logger
class TechnicalAnalysisSkill(BaseSkill):
"""技术分析技能"""
def __init__(self):
super().__init__()
self.name = "technical_analysis"
self.description = "计算股票技术指标（MA、MACD、RSI、KDJ、BOLL等）"
self.parameters = [
SkillParameter(
name="stock_code",
type="string",
description="股票代码",
required=True
),
SkillParameter(
name="indicators",
type="array",
description="要计算的指标列表（ma、macd、rsi、kdj、boll）",
required=False,
default=["ma", "macd"]
),
SkillParameter(
name="period",
type="integer",
description="数据周期（天数）",
required=False,
default=60
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行技术分析
Args:
stock_code: 股票代码
indicators: 指标列表
period: 数据周期
Returns:
技术指标结果
"""
stock_code = kwargs.get("stock_code")
indicators = kwargs.get("indicators", ["ma", "macd"])
period = kwargs.get("period", 60)
logger.info(f"技术分析: {stock_code}, 指标: {indicators}")
# 获取K线数据
kline_data = tushare_service.get_kline_data(stock_code)
if not kline_data:
return {
"error": f"未找到K线数据: {stock_code}"
}
# 转换为DataFrame
df = pd.DataFrame(kline_data)
# 计算指标
result = {
"stock_code": stock_code,
"indicators": {}
}
try:
if "ma" in indicators:
result["indicators"]["ma"] = self._calculate_ma(df)
if "macd" in indicators:
result["indicators"]["macd"] = self._calculate_macd(df)
if "rsi" in indicators:
result["indicators"]["rsi"] = self._calculate_rsi(df)
if "kdj" in indicators:
result["indicators"]["kdj"] = self._calculate_kdj(df)
if "boll" in indicators:
result["indicators"]["boll"] = self._calculate_boll(df)
return result
except Exception as e:
logger.error(f"技术指标计算失败: {e}")
return {
"error": f"技术指标计算失败: {str(e)}"
}
def _calculate_ma(self, df: pd.DataFrame) -> Dict[str, Any]:
"""计算均线"""
close = df['close']
ma5 = calculate_ma(close, 5)
ma10 = calculate_ma(close, 10)
ma20 = calculate_ma(close, 20)
ma60 = calculate_ma(close, 60)
# 获取最新值
latest_ma5 = ma5.iloc[-1] if not ma5.empty else None
latest_ma10 = ma10.iloc[-1] if not ma10.empty else None
latest_ma20 = ma20.iloc[-1] if not ma20.empty else None
latest_ma60 = ma60.iloc[-1] if not ma60.empty else None
return {
"ma5": round(latest_ma5, 2) if latest_ma5 else None,
"ma10": round(latest_ma10, 2) if latest_ma10 else None,
"ma20": round(latest_ma20, 2) if latest_ma20 else None,
"ma60": round(latest_ma60, 2) if latest_ma60 else None,
"description": "移动平均线"
}
def _calculate_macd(self, df: pd.DataFrame) -> Dict[str, Any]:
"""计算MACD"""
close = df['close']
dif, dea, macd = calculate_macd(close)
# 获取最新值
latest_dif = dif.iloc[-1] if not dif.empty else None
latest_dea = dea.iloc[-1] if not dea.empty else None
latest_macd = macd.iloc[-1] if not macd.empty else None
return {
"dif": round(latest_dif, 2) if latest_dif else None,
"dea": round(latest_dea, 2) if latest_dea else None,
"macd": round(latest_macd, 2) if latest_macd else None,
"description": "MACD指标"
}
def _calculate_rsi(self, df: pd.DataFrame) -> Dict[str, Any]:
"""计算RSI"""
close = df['close']
rsi6 = calculate_rsi(close, 6)
rsi12 = calculate_rsi(close, 12)
rsi24 = calculate_rsi(close, 24)
# 获取最新值
latest_rsi6 = rsi6.iloc[-1] if not rsi6.empty else None
latest_rsi12 = rsi12.iloc[-1] if not rsi12.empty else None
latest_rsi24 = rsi24.iloc[-1] if not rsi24.empty else None
return {
"rsi6": round(latest_rsi6, 2) if latest_rsi6 else None,
"rsi12": round(latest_rsi12, 2) if latest_rsi12 else None,
"rsi24": round(latest_rsi24, 2) if latest_rsi24 else None,
"description": "相对强弱指标"
}
def _calculate_kdj(self, df: pd.DataFrame) -> Dict[str, Any]:
"""计算KDJ"""
high = df['high']
low = df['low']
close = df['close']
k, d, j = calculate_kdj(high, low, close)
# 获取最新值
latest_k = k.iloc[-1] if not k.empty else None
latest_d = d.iloc[-1] if not d.empty else None
latest_j = j.iloc[-1] if not j.empty else None
return {
"k": round(latest_k, 2) if latest_k else None,
"d": round(latest_d, 2) if latest_d else None,
"j": round(latest_j, 2) if latest_j else None,
"description": "KDJ指标"
}
def _calculate_boll(self, df: pd.DataFrame) -> Dict[str, Any]:
"""计算布林带"""
close = df['close']
upper, middle, lower = calculate_boll(close)
# 获取最新值
latest_upper = upper.iloc[-1] if not upper.empty else None
latest_middle = middle.iloc[-1] if not middle.empty else None
latest_lower = lower.iloc[-1] if not lower.empty else None
return {
"upper": round(latest_upper, 2) if latest_upper else None,
"middle": round(latest_middle, 2) if latest_middle else None,
"lower": round(latest_lower, 2) if latest_lower else None,
"description": "布林带"
}

118
backend/app/skills/us_stock_skill.py
View File

@ -1,118 +0,0 @@
"""
美股/港股分析技能
"""
from typing import Dict, Any
from app.skills.base import BaseSkill, SkillParameter
from app.services.us_stock_service import us_stock_service
from app.utils.logger import logger
class USStockSkill(BaseSkill):
"""美股/港股分析技能（使用 yfinance）"""
def __init__(self):
super().__init__()
self.name = "us_stock_analysis"
self.description = "分析美股（如 AAPL, TSLA）和港股（如 0700.HK, 9988.HK），获取实时行情、技术指标、基本面数据"
self.parameters = [
SkillParameter(
name="symbol",
type="string",
description="股票代码（美股如 AAPL, TSLA；港股如 0700.HK, 9988.HK）",
required=True
),
SkillParameter(
name="analysis_type",
type="string",
description="分析类型：basic（基本信息）、technical（技术分析）、fundamental（基本面）、comprehensive（综合分析）",
required=False,
default="comprehensive"
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
执行美股分析
Args:
symbol: 美股代码
analysis_type: 分析类型
Returns:
分析结果字典
"""
try:
symbol = kwargs.get("symbol", "").upper()
analysis_type = kwargs.get("analysis_type", "comprehensive")
if not symbol:
return {
"success": False,
"error": "请提供美股代码"
}
logger.info(f"开始分析股票: {symbol}, 类型: {analysis_type}")
if analysis_type == "basic":
# 基本信息
info = us_stock_service.get_stock_info(symbol)
if not info:
return {
"success": False,
"error": f"未找到股票 {symbol}"
}
return {
"success": True,
"data": info
}
elif analysis_type == "technical":
# 技术分析
hist = us_stock_service.get_historical_data(symbol, period="6mo")
if hist is None or hist.empty:
return {
"success": False,
"error": "无法获取历史数据"
}
technical = us_stock_service.calculate_technical_indicators(hist)
latest = hist.iloc[-1]
return {
"success": True,
"data": {
"symbol": symbol,
"current_price": float(latest['Close']),
"volume": int(latest['Volume']),
"technical_indicators": technical
}
}
elif analysis_type == "fundamental":
# 基本面分析
financial = us_stock_service.get_financial_data(symbol)
if not financial:
return {
"success": False,
"error": "无法获取财务数据"
}
return {
"success": True,
"data": financial
}
else:
# 综合分析（默认）
result = us_stock_service.get_comprehensive_analysis(symbol)
return result
except Exception as e:
logger.error(f"美股分析失败: {e}")
return {
"success": False,
"error": str(e)
}
# 创建全局实例
us_stock_skill = USStockSkill()

118
backend/app/skills/visualization.py
View File

@ -1,118 +0,0 @@
"""
数据可视化技能
生成图表配置数据
"""
from typing import Dict, Any, List
from app.skills.base import BaseSkill, SkillParameter
from app.services.tushare_service import tushare_service
from app.utils.logger import logger
class VisualizationSkill(BaseSkill):
"""数据可视化技能"""
def __init__(self):
super().__init__()
self.name = "visualization"
self.description = "生成K线图和技术指标图表配置"
self.parameters = [
SkillParameter(
name="stock_code",
type="string",
description="股票代码",
required=True
),
SkillParameter(
name="chart_type",
type="string",
description="图表类型：candlestick（K线图）",
required=False,
default="candlestick"
),
SkillParameter(
name="period",
type="integer",
description="数据周期（天数）",
required=False,
default=60
)
]
async def execute(self, **kwargs) -> Dict[str, Any]:
"""
生成图表配置
Args:
stock_code: 股票代码
chart_type: 图表类型
period: 数据周期
Returns:
图表配置数据
"""
stock_code = kwargs.get("stock_code")
chart_type = kwargs.get("chart_type", "candlestick")
period = kwargs.get("period", 60)
logger.info(f"生成图表配置: {stock_code}, 类型: {chart_type}")
# 获取K线数据
kline_data = tushare_service.get_kline_data(stock_code)
if not kline_data:
return {
"error": f"未找到K线数据: {stock_code}"
}
# 限制数据量
if len(kline_data) > period:
kline_data = kline_data[-period:]
if chart_type == "candlestick":
return self._generate_candlestick_config(kline_data)
else:
return {
"error": f"不支持的图表类型: {chart_type}"
}
def _generate_candlestick_config(self, kline_data: List[dict]) -> Dict[str, Any]:
"""
生成K线图配置（Lightweight Charts格式）
Args:
kline_data: K线数据列表
Returns:
图表配置
"""
# 转换为Lightweight Charts格式
candlestick_data = []
volume_data = []
for item in kline_data:
# 转换日期格式 YYYYMMDD -> YYYY-MM-DD
date_str = item['trade_date']
formatted_date = f"{date_str[:4]}-{date_str[4:6]}-{date_str[6:8]}"
# K线数据
candlestick_data.append({
"time": formatted_date,
"open": item['open'],
"high": item['high'],
"low": item['low'],
"close": item['close']
})
# 成交量数据
volume_data.append({
"time": formatted_date,
"value": item['vol'],
"color": "rgba(0, 150, 136, 0.8)" if item['close'] >= item['open'] else "rgba(255, 82, 82, 0.8)"
})
return {
"chart_type": "candlestick",
"candlestick_data": candlestick_data,
"volume_data": volume_data,
"stock_code": kline_data[0]['ts_code'] if kline_data else None
}

6
backend/app/stock_agent/__init__.py
View File

@ -1,6 +0,0 @@
"""
美股交易智能体包
"""
from app.stock_agent.stock_agent import StockAgent, get_stock_agent
__all__ = ['StockAgent', 'get_stock_agent']

569
backend/app/stock_agent/analysis_tools.py
View File

@ -1,569 +0,0 @@
"""
股票分析工具模块
提供各种辅助计算功能：
- ATR计算
- 多周期共振分析
- 基本面评分
- 支撑阻力位识别
"""
import pandas as pd
import numpy as np
from typing import Dict, Any, List, Tuple, Optional
from app.utils.logger import logger
class StockAnalysisTools:
"""股票分析工具类"""
@staticmethod
def calculate_atr(df: pd.DataFrame, period: int = 14) -> float:
"""
计算ATR (真实波动幅度)
Args:
df: 包含 high, low, close 的数据
period: ATR周期
Returns:
ATR值
"""
if df is None or len(df) < period + 1:
return 0.0
try:
high = df['high'].values
low = df['low'].values
close = df['close'].values
tr_list = []
for i in range(1, len(df)):
tr1 = high[i] - low[i]
tr2 = abs(high[i] - close[i-1])
tr3 = abs(low[i] - close[i-1])
tr = max(tr1, tr2, tr3)
tr_list.append(tr)
if len(tr_list) < period:
return 0.0
atr = pd.Series(tr_list).rolling(window=period).mean().iloc[-1]
return float(atr) if not np.isnan(atr) else 0.0
except Exception as e:
logger.warning(f"ATR计算失败: {e}")
return 0.0
@staticmethod
def calculate_volume_ratio(df: pd.DataFrame, period: int = 20) -> float:
"""
计算量比（当前成交量 / 过去N周期平均成交量）
Args:
df: 包含 volume 的数据
period: 均量周期
Returns:
量比值
"""
if df is None or len(df) < period + 1:
return 1.0
try:
current_vol = df['volume'].iloc[-1]
avg_vol = df['volume'].iloc[-period-1:-1].mean()
if avg_vol > 0:
return float(current_vol / avg_vol)
return 1.0
except Exception as e:
logger.warning(f"量比计算失败: {e}")
return 1.0
@staticmethod
def detect_trend(df: pd.DataFrame) -> Dict[str, Any]:
"""
检测趋势方向和强度
使用EMA系统判断趋势
Returns:
{
'direction': 'uptrend'/'downtrend'/'neutral',
'strength': 'strong'/'medium'/'weak',
'ema_alignment': 'bullish'/'bearish'/'mixed',
'price_vs_ema20': float, # 百分比
'signals': List[str]
}
"""
if df is None or len(df) < 200:
return {
'direction': 'neutral',
'strength': 'weak',
'ema_alignment': 'mixed',
'price_vs_ema20': 0.0,
'signals': []
}
try:
# 计算EMA
close = df['close']
ema20 = close.ewm(span=20, adjust=False).mean().iloc[-1]
ema50 = close.ewm(span=50, adjust=False).mean().iloc[-1]
ema200 = close.ewm(span=200, adjust=False).mean().iloc[-1]
current_price = close.iloc[-1]
# EMA排列判断
if ema20 > ema50 > ema200:
ema_alignment = 'bullish'
direction = 'uptrend'
elif ema20 < ema50 < ema200:
ema_alignment = 'bearish'
direction = 'downtrend'
else:
ema_alignment = 'mixed'
direction = 'neutral'
# 价格与EMA20的关系
price_vs_ema20 = ((current_price - ema20) / ema20 * 100) if ema20 > 0 else 0
# 趋势强度判断
strength = 'weak'
signals = []
if ema_alignment == 'bullish':
if price_vs_ema20 > 1:
strength = 'strong'
signals.append("强势上涨：价格站稳 EMA20 之上")
elif price_vs_ema20 > 0:
strength = 'medium'
signals.append("上涨趋势：价格在 EMA20 附近")
else:
strength = 'weak'
signals.append("上涨趋势减弱：价格跌破 EMA20")
elif ema_alignment == 'bearish':
if price_vs_ema20 < -1:
strength = 'strong'
signals.append("强势下跌：价格跌破 EMA20 之下")
elif price_vs_ema20 < 0:
strength = 'medium'
signals.append("下跌趋势：价格在 EMA20 附近")
else:
strength = 'weak'
signals.append("下跌趋势减弱：价格站上 EMA20")
else:
signals.append("震荡市：EMA 交织")
return {
'direction': direction,
'strength': strength,
'ema_alignment': ema_alignment,
'price_vs_ema20': round(price_vs_ema20, 2),
'signals': signals
}
except Exception as e:
logger.warning(f"趋势检测失败: {e}")
return {
'direction': 'neutral',
'strength': 'weak',
'ema_alignment': 'mixed',
'price_vs_ema20': 0.0,
'signals': []
}
@staticmethod
def calculate_multi_timeframe_resonance(data: Dict[str, pd.DataFrame]) -> Dict[str, Any]:
"""
计算多周期共振强度
Args:
data: 包含多个周期的数据 {'1w': df, '1d': df, '1h': df}
Returns:
{
'score': 0-100,
'level': 'strong'/'medium'/'weak',
'weekly_trend': str,
'daily_trend': str,
'hourly_trend': str,
'resonance_type': str,
'analysis': str
}
"""
trends = {}
# 获取各周期趋势
for tf_name in ['1w', '1d', '1h']:
df = data.get(tf_name)
if df is not None and len(df) > 0:
trend_info = StockAnalysisTools.detect_trend(df)
trends[tf_name] = trend_info['direction']
else:
trends[tf_name] = 'neutral'
weekly_trend = trends.get('1w', 'neutral')
daily_trend = trends.get('1d', 'neutral')
hourly_trend = trends.get('1h', 'neutral')
# 计算共振得分
score = 0
analysis_parts = []
# 大周期共振（周线+日线）
if weekly_trend == daily_trend and weekly_trend != 'neutral':
score += 40
analysis_parts.append(f"✅ 大周期共振（{weekly_trend}）")
elif weekly_trend != 'neutral' and daily_trend != 'neutral':
analysis_parts.append(f"⚠️ 大周期分歧（周线{weekly_trend} vs 日线{daily_trend}）")
else:
analysis_parts.append(f"➖ 大周期不明确")
# 主周期共振（日线+1h）
if daily_trend == hourly_trend and daily_trend != 'neutral':
score += 35
analysis_parts.append(f"✅ 主周期共振（{daily_trend}）")
elif daily_trend != 'neutral' and hourly_trend != 'neutral':
analysis_parts.append(f"⚠️ 主周期分歧（日线{daily_trend} vs 1h{hourly_trend}）")
else:
analysis_parts.append(f"➖ 主周期不明确")
# 全周期共振
if weekly_trend == daily_trend == hourly_trend and weekly_trend != 'neutral':
score += 25
analysis_parts.append(f"🔥 全周期共振（{weekly_trend}）")
# 确定共振等级
if score >= 70:
level = 'strong'
resonance_type = 'all_timeframe_aligned' if score >= 90 else 'strong'
elif score >= 40:
level = 'medium'
resonance_type = 'large_timeframe_aligned'
elif score >= 20:
level = 'weak'
resonance_type = 'partial_alignment'
else:
level = 'weak'
resonance_type = 'no_resonance'
return {
'score': score,
'level': level,
'weekly_trend': weekly_trend,
'daily_trend': daily_trend,
'hourly_trend': hourly_trend,
'resonance_type': resonance_type,
'analysis': ' | '.join(analysis_parts)
}
@staticmethod
def calculate_fundamental_score(data: Dict[str, Any]) -> Dict[str, Any]:
"""
计算基本面评分（0-100）
Args:
data: 基本面数据
Returns:
{
'score': 0-100,
'grade': 'A'/'B'/'C'/'D',
'valuation': {'score': 0-25, 'grade': 'A'/'B'/'C'/'D'},
'profitability': {'score': 0-35, 'grade': 'A'/'B'/'C'/'D'},
'growth': {'score': 0-25, 'grade': 'A'/'B'/'C'/'D'},
'financial_health': {'score': 0-15, 'grade': 'A'/'B'/'C'/'D'},
'summary': str
}
"""
if not data:
return {
'score': 0,
'grade': 'D',
'summary': '无基本面数据'
}
score = 0
breakdown = {}
# 估值评分 (25分)
val_score = 0
pe = data.get('pe_ratio', 0)
pb = data.get('pb_ratio', 0)
peg = data.get('peg_ratio', 0)
if 0 < pe < 15:
val_score += 10
elif 15 <= pe <= 25:
val_score += 7
elif pe > 40:
val_score += 0
else:
val_score += 5
if 0 < pb < 1:
val_score += 10
elif 1 <= pb <= 3:
val_score += 7
elif pb > 5:
val_score += 0
else:
val_score += 5
if peg and 0 < peg < 1:
val_score += 5
elif peg and 1 <= peg <= 2:
val_score += 3
elif peg and peg > 2:
val_score += 0
else:
val_score += 2
breakdown['valuation'] = {
'score': val_score,
'grade': 'A' if val_score >= 20 else 'B' if val_score >= 15 else 'C' if val_score >= 10 else 'D'
}
score += val_score
# 盈利能力评分 (35分)
prof_score = 0
roe = data.get('roe', 0)
net_margin = data.get('profit_margin', 0)
if roe > 20:
prof_score += 20
elif roe > 15:
prof_score += 15
elif roe > 10:
prof_score += 10
elif roe > 0:
prof_score += 5
if net_margin > 20:
prof_score += 15
elif net_margin > 10:
prof_score += 10
elif net_margin > 5:
prof_score += 5
elif net_margin > 0:
prof_score += 2
breakdown['profitability'] = {
'score': prof_score,
'grade': 'A' if prof_score >= 30 else 'B' if prof_score >= 20 else 'C' if prof_score >= 10 else 'D'
}
score += prof_score
# 成长性评分 (25分)
growth_score = 0
revenue_growth = data.get('revenue_growth', 0)
earnings_growth = data.get('earnings_growth', 0)
if revenue_growth > 30:
growth_score += 13
elif revenue_growth > 20:
growth_score += 10
elif revenue_growth > 10:
growth_score += 5
elif revenue_growth > 0:
growth_score += 2
if earnings_growth > 30:
growth_score += 12
elif earnings_growth > 20:
growth_score += 8
elif earnings_growth > 10:
growth_score += 5
elif earnings_growth > 0:
growth_score += 2
elif earnings_growth < 0:
growth_score -= 5 # 负增长扣分
breakdown['growth'] = {
'score': max(0, growth_score),
'grade': 'A' if growth_score >= 20 else 'B' if growth_score >= 15 else 'C' if growth_score >= 10 else 'D'
}
score += max(0, growth_score)
# 财务健康评分 (15分)
health_score = 0
debt_ratio = data.get('debt_to_equity', 0)
current_ratio = data.get('current_ratio', 0)
if debt_ratio < 1:
health_score += 8
elif debt_ratio < 2:
health_score += 5
elif debt_ratio < 3:
health_score += 2
else:
health_score += 0
if current_ratio > 2:
health_score += 7
elif current_ratio > 1.5:
health_score += 5
elif current_ratio > 1:
health_score += 2
else:
health_score += 0
breakdown['financial_health'] = {
'score': health_score,
'grade': 'A' if health_score >= 12 else 'B' if health_score >= 8 else 'C' if health_score >= 5 else 'D'
}
score += health_score
# 确定总等级
grade = 'A' if score >= 80 else 'B' if score >= 60 else 'C' if score >= 40 else 'D'
# 生成摘要
summary_parts = []
if breakdown['valuation']['grade'] == 'A':
summary_parts.append("估值低估")
elif breakdown['valuation']['grade'] == 'D':
summary_parts.append("估值高估")
if breakdown['profitability']['grade'] == 'A':
summary_parts.append("盈利优秀")
elif breakdown['profitability']['grade'] == 'D':
summary_parts.append("盈利较差")
if breakdown['growth']['grade'] == 'A':
summary_parts.append("高成长")
elif breakdown['growth']['grade'] == 'D':
summary_parts.append("低成长")
if breakdown['financial_health']['grade'] == 'A':
summary_parts.append("财务健康")
elif breakdown['financial_health']['grade'] == 'D':
summary_parts.append("财务风险")
return {
'score': score,
'grade': grade,
'breakdown': breakdown,
'summary': ' | '.join(summary_parts) if summary_parts else '一般'
}
@staticmethod
def identify_key_levels(df: pd.DataFrame, lookback: int = 60) -> Dict[str, List[float]]:
"""
识别关键支撑位和阻力位
Args:
df: K线数据
lookback: 回看周期
Returns:
{
'support': [支撑位1, 支撑位2, ...],
'resistance': [阻力位1, 阻力位2, ...]
}
"""
if df is None or len(df) < lookback:
return {'support': [], 'resistance': []}
try:
recent = df.tail(lookback)
highs = recent['high'].values
lows = recent['low'].values
# 找局部高点和低点
from scipy.signal import argrelextrema
from numpy import array
high_indices = argrelextrema(array(highs), np.greater, order=5)
low_indices = argrelextrema(array(lows), np.less, order=5)
resistance_levels = sorted([highs[i] for i in high_indices], reverse=True)[:3]
support_levels = sorted([lows[i] for i in low_indices])[:3]
return {
'resistance': resistance_levels,
'support': support_levels
}
except Exception as e:
logger.warning(f"关键位识别失败: {e}")
return {'support': [], 'resistance': []}
@staticmethod
def calculate_stop_loss_take_profit(
entry_price: float,
atr: float,
direction: str,
key_levels: Dict[str, List[float]] = None
) -> Dict[str, Any]:
"""
计算止损止盈价格
Args:
entry_price: 入场价格
atr: ATR值
direction: 'long'/'short'
key_levels: 支撑阻力位
Returns:
{
'stop_loss': float,
'take_profit': float,
'method': str,
'risk_reward_ratio': float
}
"""
if direction == 'long':
# 做多
# 止损：入场价 - 1.5×ATR，或设在前支撑位下方
sl_atr = entry_price - 1.5 * atr
sl_support = None
if key_levels and key_levels.get('support'):
closest_support = [s for s in key_levels['support'] if s < entry_price]
if closest_support:
sl_support = min(closest_support) * 0.995 # 支撑位下方0.5%
# 选择更保守的止损（更远的）
if sl_support and sl_support < sl_atr:
stop_loss = sl_atr
else:
stop_loss = sl_atr
# 止盈：入场价 + 3×ATR（风险收益比1:2）
take_profit = entry_price + 3 * atr
else:
# 做空
# 止损：入场价 + 1.5×ATR，或设在前阻力位上方
sl_atr = entry_price + 1.5 * atr
sl_resistance = None
if key_levels and key_levels.get('resistance'):
closest_resistance = [r for r in key_levels['resistance'] if r > entry_price]
if closest_resistance:
sl_resistance = min(closest_resistance) * 1.005 # 阻力位上方0.5%
# 选择更保守的止损
if sl_resistance and sl_resistance > sl_atr:
stop_loss = sl_atr
else:
stop_loss = sl_atr
# 止盈：入场价 - 3×ATR
take_profit = entry_price - 3 * atr
# 计算风险收益比
if direction == 'long':
risk = entry_price - stop_loss
reward = take_profit - entry_price
else:
risk = stop_loss - entry_price
reward = entry_price - take_profit
risk_reward_ratio = reward / risk if risk > 0 else 0
return {
'stop_loss': round(stop_loss, 2),
'take_profit': round(take_profit, 2),
'method': 'ATR-based (1:2 risk-reward)',
'risk_reward_ratio': round(risk_reward_ratio, 2)
}

871
backend/app/stock_agent/market_signal_analyzer.py
View File

@ -1,871 +0,0 @@
"""
股票市场信号分析器 - 纯市场分析，不包含任何仓位信息
职责：
1. 分析K线、量价、技术指标
2. 分析新闻舆情
3. 输出纯市场信号（buy/sell/hold + confidence + reasoning）
不负责：
- 仓位管理
- 风险控制
- 具体下单决策
"""
import json
import re
import pandas as pd
from typing import Dict, Any, Optional, List
from datetime import datetime
from app.utils.logger import logger
from app.services.llm_service import llm_service
class StockMarketSignalAnalyzer:
"""股票市场信号分析器 - 只关注市场，输出客观信号"""
# 股票市场分析系统提示词
MARKET_ANALYSIS_PROMPT = """你是一位专业的股票交易员和技术分析师。你的任务是综合分析**趋势方向、技术面（K线、量价、技术指标）、基本面（估值、盈利、成长）、新闻舆情**，给出交易信号。
## 核心理念
**趋势是你的朋友，顺势交易是稳定盈利的关键。**
### 🚨 铁律（必须遵守）
1. **先判断趋势，再寻找信号** - 趋势方向错误，信号再强也不做
2. **顺势交易为主** - 上涨趋势只做多或观望，下跌趋势只做空或观望
3. **逆势交易极其谨慎** - 必须有多重反转信号才能考虑逆势
4. **单边行情不逆势** - 强趋势中（日线连续3根以上同向K线）严禁逆势开仓
### 交易目标
- **稳健为主**：宁可错过，不做错
- **顺势而为**：在大趋势方向上寻找入场点
- **严控风险**：每次交易风险不超过本金的2%
## 零、趋势方向判断（第一步，最重要！）
**在分析任何信号之前，先判断当前趋势方向和强度。**
### 趋势判断标准（使用 EMA 和均线系统）
**上升趋势（多头市场）**：
- EMA20 > EMA50 > EMA200（短中长期均线多头排列）
- 价格站稳在 EMA20 之上
- MA5 > MA10 > MA20 > MA50
- 最近高点逐步抬高，低点也逐步抬高
**下降趋势（空头市场）**：
- EMA20 < EMA50 < EMA200（短中长期均线空头排列）
- 价格持续在 EMA20 之下
- MA5 < MA10 < MA20 < MA50
- 最近高点逐步降低，低点也逐步降低
**震荡市（无明确趋势）**：
- 均线纠缠，无明显排列
- 价格在 EMA20 上下波动
- 高点低点无规律
- 此时可双向交易，但降低仓位
### 趋势强度判断
- **强趋势**：均线完美排列 + 价格远离均线 + 成交量配合
- **中等趋势**：均线有排列 + 价格偶尔回踩均线
- **弱趋势/震荡**：均线纠缠 + 价格在均线上下反复
### 顺势交易规则（必须执行）
| 当前趋势 | 允许操作 | 条件 |
|---------|---------|------|
| **强上升趋势** | ✅ 只做多 | 回调到支撑位、RSI超卖区、金叉 |
| **强上升趋势** | ❌ 严禁做空 | 除非出现明确的顶背离+放量反转信号 |
| **强下降趋势** | ✅ 只做空 | 反弹到阻力位、RSI超买区、死叉 |
| **强下降趋势** | ❌ 严禁做多 | 除非出现明确的底背离+放量反转信号 |
| **震荡市** | ✅ 双向交易 | 但降低仓位（轻仓），提高止损要求 |
| **趋势不明确** | ⚠️ 观望为主 | 等待趋势明确后再入场 |
### 逆势交易的条件（极其严格）
**只有在满足以下全部条件时，才允许考虑逆势交易：**
1. **多重反转信号**：
- 明确的背离（顶背离或底背离）
- 关键形态反转（头肩顶/底、双顶/底、吞没形态）
- 放量突破关键位
2. **多周期确认**：周线、日线、1h 三个周期同时出现反转信号
3. **风险收益比合理**：潜在盈利至少是风险的3倍以上
4. **基本面支持**：重大利好/利空改变趋势
5. **降低仓位**：逆势交易必须轻仓（不超过顺势仓位的50%）
**如果不符合上述条件，即使有买入/卖出信号，也必须选择 hold（观望）。**
## 数据说明
你将获得三个维度的数据：
1. **技术面数据**：K线、量价、技术指标（RSI、MACD、布林带、均线）
2. **基本面数据**：估值指标（PE、PB）、盈利能力（ROE、净利率）、成长性（营收增长、盈利增长）、财务健康度
3. **新闻舆情**：最新相关新闻
## 分析框架（重要！）
### 优先级排序：
1. **技术面** = 40%：K线、量价、技术指标决定入场时机
2. **基本面** = 35%：估值和盈利能力决定信号的长期有效性
3. **新闻** = 25%：重大新闻可能改变短期趋势
### 综合判断规则：
- **技术面强 + 基本面好 + 无负面新闻** → A级信号，高置信度
- **技术面强 + 基本面一般** → B级信号，中等置信度
- **技术面一般 + 基本面好** → C级信号，低置信度，观望为主
- **技术面强 + 基本面差 + 有负面新闻** → D级信号，不推荐交易
- **技术面弱** → 无论基本面如何，不推荐交易（观望）
## 一、量价分析（最重要）
量价关系是判断趋势真假的核心：
### 1. 健康上涨信号
- **放量上涨**：价格上涨 + 成交量放大（量比>1.5）= 上涨有效，可追多
- **缩量回调**：上涨后回调 + 成交量萎缩（量比<0.7）= 回调健康，可低吸
- **温和放量**：量比在1.2-1.5之间，价格稳步上涨 = 最健康的上涨
### 2. 健康下跌信号
- **放量下跌**：价格下跌 + 成交量放大 = 下跌有效，暂不抄底
- **缩量阴跌**：下跌 + 成交量萎缩 = 抛压逐渐枯竭，关注反弹
- **地量企稳**：极端缩量后价格横盘 = 可能见底
### 3. 量价背离（重要反转信号）
- **顶背离**：价格创新高，但成交量未创新高 → 上涨动能衰竭
- **底背离**：价格创新低，但成交量未创新低 → 下跌动能衰竭
- **天量见顶**：单日成交量突然放大2-3倍后价格滞涨 → 主力出货
- **地量见底**：成交量创阶段新低后价格企稳 → 抛压枯竭
### 4. 突破确认
- **有效突破**：突破关键位 + 放量确认（量比>1.3）= 真突破
- **假突破**：突破关键位 + 缩量 = 假突破，可能回落
## 二、K线形态分析
### 反转形态
- **锤子线/倒锤子**：下跌趋势中出现，下影线长 = 底部信号
- **吞没形态**：大阳吞没前一根阴线 = 看涨；大阴吞没前一根阳线 = 看跌
- **十字星**：在高位/低位出现 = 变盘信号
- **早晨之星/黄昏之星**：三根K线组合的反转信号
### 持续形态
- **三连阳/三连阴**：趋势延续信号
- **旗形整理**：趋势中的健康回调
## 三、技术指标分析
### RSI（相对强弱指标）
**RSI 是最重要的超买超卖指标：**
- **RSI < 30**：超卖区，关注反弹机会
- RSI 从 30 以下回升，交叉上穿 30：买入信号
- RSI 底背离（价格新低但 RSI 未创新低）：强买入信号
- **RSI > 70**：超买区，关注回落风险
- RSI 从 70 以上回落，交叉下穿 70：卖出信号
- RSI 顶背离（价格新高但 RSI 未创新高）：强卖出信号
- **RSI 40-60**：震荡区，观望为主
### MACD
- 金叉（DIF 上穿 DEA）：做多信号
- 死叉（DIF 下穿 DEA）：做空信号
- 零轴上方金叉：强势做多
- 零轴下方死叉：强势做空
- MACD 柱状图背离：重要反转信号
### 布林带
- 触及下轨 + 企稳：反弹做多
- 触及上轨 + 受阻：回落做空
- 布林带收口：即将变盘
- 布林带开口：趋势启动
### 均线系统（重要）
**均线系统是趋势判断的核心：**
- **多头排列**（MA5 > MA10 > MA20 > MA50）：强势上涨趋势，回调做多
- **空头排列**（MA5 < MA10 < MA20 < MA50）：强势下跌趋势，反弹做空
- **EMA 趋势判断**（比 MA 更平滑，更适合判断长期趋势）：
- **多头排列**（EMA20 > EMA50 > EMA200）：长期上涨趋势确立
- **空头排列**（EMA20 < EMA50 < EMA200）：长期下跌趋势确立
- 价格站稳 EMA20 上方：中期上涨趋势
- 价格跌破 EMA20：中期转为下跌趋势
- EMA50 是长期趋势的生命线
- **价格与 MA/EMA 的关系**：
- 价格站稳 MA5/MA10 上方：短线上涨
- 价格突破 MA20/EMA20：中线转多
- 价格跌破 MA20/EMA20：中线转空
- MA50/EMA50 是中期趋势的分水岭
- **均线金叉死叉**：
- MA5 上穿 MA10：短线买入信号
- MA5 下穿 MA10：短线卖出信号
- EMA20 上穿 EMA50：中线买入信号（重要）
- EMA20 下穿 EMA50：中线卖出信号（重要）
## 四、多周期共振（关键分析框架）
**多周期共振是提高信号质量的核心方法：**
### 周期层级关系
- **周线（趋势层）**：决定长期大方向
- **日线（主周期）**：主要交易周期
- **1h（入场层）**：寻找入场时机
### 共振判断标准
**强共振（A级信号）**：
- 所有周期趋势同向（如周线多 + 日线多 + 1h多）
- 多周期 RSI 同时超买/超卖后出现背离
- 多周期 MA 同时金叉/死叉
**中等共振（B级信号）**：
- 大周期（周线+日线）同向
- 主周期（日线）技术指标明确
**弱共振（C级信号）**：
- 只有单一周期信号
- 多周期方向不一致
### 实战策略
- **顺势交易**：周线和日线同向时，在 1h 寻找入场点
- **逆势谨慎**：只有日线信号但周线反向时，降低置信度
- **突破交易**：多周期同时突破关键位，信号最强
## 五、基本面分析（重要）
**基本面是判断信号长期有效性的关键：**
### 估值指标
- **PE（市盈率）**：
- PE < 15：低估，安全边际高
- PE 15-25：合理估值
- PE > 40：高估，风险较大
- **PB（市净率）**：
- PB < 1：低于净资产，价值投资机会
- PB 1-3：合理区间
- PB > 5：高估
- **PEG（市盈率增长率）**：
- PEG < 1：低估，成长性好
- PEG 1-2：合理
- PEG > 2：高估
### 盈利能力
- **ROE（净资产收益率）**：
- ROE > 20%：优秀
- ROE 15-20%：良好
- ROE < 10%：较差
- **净利率**：
- 净利率 > 20%：优秀（通常是科技、消费品牌）
- 净利率 10-20%：良好
- 净利率 < 5%：较低（通常是零售、制造业）
### 成长性
- **营收增长**：
- > 30%：高成长
- 20-30%：稳健成长
- < 10%：低成长
- **盈利增长**：
- > 30%：高成长
- 10-30%：稳健成长
- < 0%：负增长，警惕
### 财务健康
- **债务股本比**：
- < 1：健康
- 1-2：可控
- > 3：高风险
- **流动比率**：
- > 2：健康
- 1.5-2：良好
- < 1：流动性风险
### 基本面综合判断
- **基本面优秀**（ROE>15%, 营收增长>20%, 财务健康）+ 技术面信号 = 提高置信度
- **基本面一般**（ROE 10-15%, 营收增长 10-20%）+ 技术面信号 = 正常置信度
- **基本面较差**（ROE<10%, 营收增长<10% 或负增长, 高负债）+ 技术面信号 = 降低置信度
- **基本面差**（连续亏损, 高负债, 负增长）= 不建议交易，无论技术面如何
## 六、新闻舆情分析
**新闻会改变短期趋势，需要重点关注：**
### 正面新闻（提高做多置信度）
- 财报超预期
- 重大产品发布
- 业务扩张/并购
- 分析师上调评级
- 行业利好政策
### 负面新闻（提高做空置信度或降低做多置信度）
- 财报不及预期
- 监管调查/处罚
- 管理层变动
- 分析师下调评级
- 行业监管收紧
- 重大安全事故/质量问题
### 新闻综合判断
- **重大正面新闻** + 技术面做多信号 = 提高置信度 10-20%
- **重大负面新闻** + 技术面做多信号 = 降低置信度或转为观望
- **无重大新闻** = 技术面 + 基本面分析为主
## 七、入场方式
根据市场分析综合判断入场方式：
- **market**：现价立即入场
- 信号强烈且明确（A级或高置信度B级）
- 放量突破关键位，趋势明确
- 多周期共振，等待可能错过机会
- 市场波动大，等待可能价格变化太快
- **limit**：挂单等待入场
- 信号强度中等（B级或C级）
- 当前价格距离理想入场位有一定距离
- 判断市场可能回调到更好位置
- 希望获得更优成交价格，愿意承担可能无法成交的风险
**重要**：
- 必须同时输出 `entry_price`（建议入场价）和 `entry_type`（入场方式）
- 入场方式由你的市场分析判断，不是简单的价格距离计算
## 止损止盈计算规则
使用ATR（真实波动幅度）动态计算止损止盈：
**做多**：
- 止损 = 入场价 - 1.5 × ATR(14日)
- 止盈 = 入场价 + 3 × ATR(14日) （风险收益比 1:2）
- 如果附近有明显支撑位，可将止损设在支撑位下方
**做空**：
- 止损 = 入场价 + 1.5 × ATR(14日)
- 止盈 = 入场价 - 3 × ATR(14日) （风险收益比 1:2）
- 如果附近有明显阻力位，可将止损设在阻力位上方
## 信号输出条件（严格遵守）
**满足以下条件才输出信号（否则 signals 返回空数组）**：
### 做多信号条件：
1. ✅ 趋势：EMA20 > EMA50 > EMA200（或处于回调中的上升趋势）
2. ✅ 价格：站稳 EMA20 之上或回调到 EMA20 附近
3. ✅ 量价：放量上涨或缩量回调后重新放量
4. ✅ 共振：多周期共振得分 >= 40（至少大周期一致）
5. ✅ 基本面：评分 >= C级（40分以上）
6. ✅ 新闻：无重大负面消息（财报暴雷、监管处罚等）
### 做空信号条件：
1. ✅ 趋势：EMA20 < EMA50 < EMA200（或处于反弹中的下降趋势）
2. ✅ 价格：跌破 EMA20 或反弹到 EMA20 附近
3. ✅ 量价：放量下跌或缩量反弹后继续下跌
4. ✅ 共振：多周期共振得分 >= 40（至少大周期一致）
5. ✅ 基本面：评分 >= C级（40分以上）
6. ✅ 新闻：无重大正面消息
### 禁止输出信号的情况：
- ❌ 趋势不明确（EMA 交织，震荡市）
- ❌ 多周期方向完全相反
- ❌ 基本面差（D级，<40分）
- ❌ 有重大负面新闻（做多时）或重大正面新闻（做空时）
- ❌ 技术指标矛盾（如RSI超买但MACD死叉）
## 输出格式
请严格按照以下 JSON 格式输出：
```json
{
"trend_direction": "uptrend/downtrend/neutral",
"trend_strength": "strong/medium/weak",
"analysis_summary": "简要描述当前市场状态（50字以内）",
"volume_analysis": "量价分析结论（30字以内）",
"news_sentiment": "positive/negative/neutral",
"news_impact": "新闻对市场的影响分析（30字以内）",
"signals": [
{
"type": "short_term/medium_term/long_term",
"action": "buy/sell",
"entry_type": "market/limit",
"confidence": 0-100,
"grade": "A/B/C/D",
"entry_price": 150.50,
"stop_loss": 148.00,
"take_profit": 155.00,
"reasoning": "详细的入场理由（必须包含趋势判断和量价分析）",
"key_factors": ["关键因素1", "关键因素2"]
}
],
"key_levels": {
"support": [148, 145],
"resistance": [152, 155]
}
}
```
## 重要说明
- **所有价格必须是纯数字**，不要加 $ 符号、逗号或其他格式
- `entry_price`、`stop_loss`、`take_profit` 必须是数字类型，不要是字符串
- `key_levels` 中的支撑位和阻力位也必须是数字数组
## 信号等级与置信度（综合技术面 + 基本面 + 新闻）
- **A级**（80-100）：量价配合 + 多指标共振 + 多周期确认 + 基本面优秀 + 无负面新闻
- **B级**（60-79）：量价配合 + 主要指标确认 + 基本面良好/一般
- **C级**（40-59）：技术面有机会但基本面一般，或基本面好但技术面不够明确
- **D级**（<40）：量价背离或信号矛盾，或基本面差，或有重大负面新闻
## 注意事项
1. **只在有明确的做多或做空机会时才输出信号**（action 为 buy 或 sell）
2. 如果市场不明朗，没有明确交易机会，**不要输出任何信号**（signals 为空数组 []）
3. 信号强度（confidence）要合理，不要随意给高分
4. 60-70分：一般信号，可轻仓试探
5. 75-85分：较强信号，可正常仓位
6. 90+分：强信号，但也要控制风险
7. 不要输出 action 为 "wait" 的信号，如果没有交易机会就不输出
8. **必须综合考虑技术面、基本面、新闻三个维度**，不能只看技术面
记住：你只负责分析市场，输出客观的交易信号，不需要考虑仓位管理和风险控制！
"""
def __init__(self):
pass
async def analyze(self, symbol: str, data: Dict[str, Any],
symbols: List[str] = None,
fundamental_data: Dict[str, Any] = None,
news_data: List[Dict[str, Any]] = None) -> Dict[str, Any]:
"""
分析市场并生成信号
Args:
symbol: 股票代码
data: 多周期K线数据
symbols: 所有监控的股票（用于市场对比）
fundamental_data: 基本面数据
news_data: 新闻数据列表
Returns:
市场信号字典
"""
try:
# 1. 准备市场数据（技术面 + 基本面 + 新闻）
market_context = self._prepare_market_context(
symbol, data, symbols,
fundamental_data, news_data
)
# 2. 构建 LLM 提示词
prompt = self._build_analysis_prompt(symbol, market_context)
# 3. 调用 LLM 分析
messages = [
{"role": "system", "content": self.MARKET_ANALYSIS_PROMPT},
{"role": "user", "content": prompt}
]
response = await llm_service.achat(messages)
# 4. 解析结果
result = self._parse_llm_response(response, symbol)
return result
except Exception as e:
logger.error(f"市场信号分析失败: {e}")
import traceback
logger.debug(traceback.format_exc())
return self._get_empty_signal(symbol)
def _prepare_market_context(self, symbol: str, data: Dict,
symbols: List[str] = None,
fundamental_data: Dict[str, Any] = None,
news_data: List[Dict[str, Any]] = None) -> str:
"""准备市场上下文信息（结构化版本，减少token消耗）"""
from app.stock_agent.analysis_tools import StockAnalysisTools
context_parts = []
# 当前价格和24h变化
df_1d = data.get('1d')
if df_1d is None or len(df_1d) == 0:
return ""
current_price = float(df_1d.iloc[-1]['close'])
price_change_24h = self._calculate_price_change_24h(df_1d)
context_parts.append(f"**当前价格**: ${current_price:,.2f} ({price_change_24h})")
# ===== 趋势分析（预计算） =====
context_parts.append(f"\n**## 趋势分析**")
trend_info = StockAnalysisTools.detect_trend(df_1d)
context_parts.append(f"- 方向: {trend_info['direction']} ({trend_info['strength']})")
context_parts.append(f"- EMA排列: {trend_info['ema_alignment']}")
context_parts.append(f"- 价格相对EMA20: {trend_info['price_vs_ema20']:+.2f}%")
# 多周期共振（预计算）
context_parts.append(f"\n**## 多周期共振**")
resonance = StockAnalysisTools.calculate_multi_timeframe_resonance(data)
context_parts.append(f"- 共振等级: {resonance['level'].upper()} (得分: {resonance['score']}/100)")
context_parts.append(f"- 共振分析: {resonance['analysis']}")
context_parts.append(f"- 周线: {resonance['weekly_trend']} | 日线: {resonance['daily_trend']} | 1h: {resonance['hourly_trend']}")
# ===== 技术指标（只显示日线关键指标） =====
context_parts.append(f"\n**## 技术指标（日线）**")
latest = df_1d.iloc[-1]
# RSI
if 'rsi' in df_1d.columns:
rsi = df_1d['rsi'].iloc[-1]
context_parts.append(f"- RSI(14): {rsi:.1f} {'(超买⚠️)' if rsi > 70 else '(超卖💡)' if rsi < 30 else '(正常)'}")
# MACD
if 'macd' in df_1d.columns:
macd = df_1d['macd'].iloc[-1]
signal = df_1d['macd_signal'].iloc[-1]
context_parts.append(f"- MACD: {macd:.4f} (信号: {signal:.4f})")
# 布林带
if 'bb_upper' in df_1d.columns:
bb_upper = df_1d['bb_upper'].iloc[-1]
bb_lower = df_1d['bb_lower'].iloc[-1]
bb_position = (current_price - bb_lower) / (bb_upper - bb_lower) * 100 if bb_upper != bb_lower else 50
context_parts.append(f"- 布林带: [{bb_lower:.2f}, {bb_upper:.2f}] (位置: {bb_position:.0f}%)")
# 量价分析
volume_ratio = StockAnalysisTools.calculate_volume_ratio(df_1d, 20)
context_parts.append(f"- 量比: {volume_ratio:.2f}x {'放量📊' if volume_ratio > 1.5 else '缩量📉' if volume_ratio < 0.7 else '平量'}")
# ATR（用于止损止盈）
atr = StockAnalysisTools.calculate_atr(df_1d, 14)
atr_pct = (atr / current_price * 100) if current_price > 0 else 0
context_parts.append(f"- ATR(14): ${atr:.2f} ({atr_pct:.2f}%)")
# ===== 关键支撑阻力位 =====
context_parts.append(f"\n**## 关键位**")
key_levels = StockAnalysisTools.identify_key_levels(df_1d, lookback=60)
if key_levels['resistance']:
context_parts.append(f"- 阻力位: ${', '.join(f'{r:.2f}' for r in key_levels['resistance'][:3])}")
else:
context_parts.append(f"- 阻力位: 未明确")
if key_levels['support']:
context_parts.append(f"- 支撑位: ${', '.join(f'{s:.2f}' for s in key_levels['support'][:3])}")
else:
context_parts.append(f"- 支撑位: 未明确")
# ===== 基本面分析（评分） =====
if fundamental_data:
context_parts.append(f"\n**## 基本面分析**")
fund_score = StockAnalysisTools.calculate_fundamental_score(fundamental_data)
context_parts.append(f"- 综合评分: {fund_score['grade']}级 ({fund_score['score']}/100)")
context_parts.append(f"- 估值: {fund_score['breakdown']['valuation']['grade']}级 | 盈利: {fund_score['breakdown']['profitability']['grade']}级")
context_parts.append(f"- 成长: {fund_score['breakdown']['growth']['grade']}级 | 财务: {fund_score['breakdown']['financial_health']['grade']}级")
context_parts.append(f"- 摘要: {fund_score['summary']}")
# ===== 新闻舆情 =====
if news_data:
context_parts.append(f"\n**## 最新新闻**")
context_parts.append(self._format_news_data(news_data))
return "\n".join(context_parts)
def _build_analysis_prompt(self, symbol: str, market_context: str) -> str:
"""构建分析提示词"""
return f"""请分析 {symbol} 的市场情况：
{market_context}
请根据以上数据，给出你的市场判断和交易信号。
"""
def _parse_llm_response(self, response: str, symbol: str) -> Dict[str, Any]:
"""解析 LLM 响应"""
try:
# 尝试提取 JSON
json_match = re.search(r'```json\s*([\s\S]*?)\s*```', response)
if json_match:
json_str = json_match.group(1)
else:
json_match = re.search(r'\{[\s\S]*\}', response)
if json_match:
json_str = json_match.group(0)
else:
raise ValueError("无法找到 JSON 响应")
# 清理 JSON 字符串
json_str = self._clean_json_string(json_str)
result = json.loads(json_str)
# 向后兼容：确保新字段存在
if 'trend_direction' not in result:
result['trend_direction'] = 'neutral'
if 'trend_strength' not in result:
result['trend_strength'] = 'weak'
if 'news_sentiment' not in result:
result['news_sentiment'] = 'neutral'
if 'news_impact' not in result:
result['news_impact'] = ''
# 清理价格字段 - 转换为 float
result = self._clean_price_fields(result)
# 添加元数据
result['symbol'] = symbol
result['timestamp'] = datetime.now().isoformat()
result['raw_response'] = response
# 兼容处理：确保 signals 中的字段与旧格式一致
if 'signals' in result:
for sig in result['signals']:
if 'type' in sig:
if sig['type'] in ['short_term', 'medium_term', 'long_term']:
sig['timeframe'] = sig.pop('type')
elif sig['type'] in ['buy', 'sell', 'wait']:
sig['action'] = sig.pop('type')
if 'action' not in sig and 'timeframe' in sig:
sig['action'] = 'wait'
if 'grade' not in sig:
confidence = sig.get('confidence', 0)
if confidence >= 80:
sig['grade'] = 'A'
elif confidence >= 60:
sig['grade'] = 'B'
elif confidence >= 40:
sig['grade'] = 'C'
else:
sig['grade'] = 'D'
logger.info(f"✅ 市场信号分析完成: {symbol}")
return result
except Exception as e:
logger.warning(f"解析 LLM 响应失败: {e}")
logger.warning(f"原始响应: {response[:1000]}...")
return self._get_empty_signal(symbol)
def _clean_json_string(self, json_str: str) -> str:
"""清理 JSON 字符串，移除可能导致解析错误的内容"""
import re
json_str = re.sub(r'//.*?(?=\n|$)', '', json_str)
json_str = re.sub(r'/\*[\s\S]*?\*/', '', json_str)
json_str = re.sub(r',\s*([}\]])', r'\1', json_str)
return json_str
def _clean_price_fields(self, data: Dict[str, Any]) -> Dict[str, Any]:
"""清理价格字段，转换为 float"""
def clean_price(price_value):
if price_value is None:
return None
if isinstance(price_value, (int, float)):
return float(price_value)
if isinstance(price_value, str):
cleaned = price_value.replace('$', '').replace(',', '').strip()
if cleaned:
try:
return float(cleaned)
except ValueError:
return None
return None
if 'key_levels' in data and data['key_levels']:
key_levels = data['key_levels']
if 'support' in key_levels:
data['key_levels']['support'] = [clean_price(s) for s in key_levels['support']]
if 'resistance' in key_levels:
data['key_levels']['resistance'] = [clean_price(r) for r in key_levels['resistance']]
if 'signals' in data:
for sig in data['signals']:
price_fields = ['entry_price', 'stop_loss', 'take_profit']
for field in price_fields:
if field in sig:
sig[field] = clean_price(sig[field])
# 验证止损止盈价格的合理性
entry_price = sig.get('entry_price')
stop_loss = sig.get('stop_loss')
take_profit = sig.get('take_profit')
action = sig.get('action', '')
if entry_price and entry_price > 0:
MAX_REASONABLE_DEVIATION = 0.50 # 50%
has_invalid_price = False
# 检查止损
if stop_loss is not None:
deviation = abs(stop_loss - entry_price) / entry_price
if deviation > MAX_REASONABLE_DEVIATION:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 信号止损价格不合理: entry={entry_price}, stop_loss={stop_loss}, 偏离={deviation*100:.1f}%")
has_invalid_price = True
elif action == 'buy' and stop_loss >= entry_price:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 做多止损错误: entry={entry_price}, stop_loss={stop_loss} 应该 < entry")
has_invalid_price = True
elif action == 'sell' and stop_loss <= entry_price:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 做空止损错误: entry={entry_price}, stop_loss={stop_loss} 应该 > entry")
has_invalid_price = True
# 检查止盈
if take_profit is not None:
deviation = abs(take_profit - entry_price) / entry_price
if deviation > MAX_REASONABLE_DEVIATION:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 信号止盈价格不合理: entry={entry_price}, take_profit={take_profit}, 偏离={deviation*100:.1f}%")
has_invalid_price = True
elif action == 'buy' and take_profit <= entry_price:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 做多止盈错误: entry={entry_price}, take_profit={take_profit} 应该 > entry")
has_invalid_price = True
elif action == 'sell' and take_profit >= entry_price:
logger.warning(f"⚠️ [{data.get('symbol', '')}] 做空止盈错误: entry={entry_price}, take_profit={take_profit} 应该 < entry")
has_invalid_price = True
# 如果价格不合理，降低等级为 D
if has_invalid_price:
original_grade = sig.get('grade', 'C')
sig['grade'] = 'D'
sig['confidence'] = 0
# 添加错误说明
if 'reasoning' in sig:
sig['reasoning'] = f"[价格异常] {sig['reasoning']}"
logger.error(f"❌ [{data.get('symbol', '')}] 信号价格异常，等级从 {original_grade} 降为 D，止损止盈已清空")
# 清空不合理的价格
sig['stop_loss'] = None
sig['take_profit'] = None
return data
def _calculate_price_change_24h(self, df) -> str:
"""计算24小时涨跌幅"""
try:
if df is None or len(df) < 24:
return "N/A"
current_price = float(df['close'].iloc[-1])
price_24h_ago = float(df['close'].iloc[-24])
change = ((current_price - price_24h_ago) / price_24h_ago) * 100
sign = "+" if change >= 0 else ""
return f"{sign}{change:.2f}%"
except Exception as e:
logger.debug(f"计算24h涨跌失败: {e}")
return "N/A"
def _analyze_volatility(self, data: Dict[str, pd.DataFrame]) -> str:
"""分析波动率变化（使用日线数据）"""
df = data.get('1d')
if df is None or len(df) < 24 or 'atr' not in df.columns:
return ""
lines = []
recent_atr = df['atr'].iloc[-6:].mean()
older_atr = df['atr'].iloc[-12:-6].mean()
if pd.isna(recent_atr) or pd.isna(older_atr) or older_atr == 0:
return ""
atr_change = (recent_atr - older_atr) / older_atr * 100
current_atr = float(df['atr'].iloc[-1])
current_price = float(df['close'].iloc[-1])
atr_percent = current_atr / current_price * 100
lines.append(f"当前 ATR: ${current_atr:.2f} ({atr_percent:.2f}%)")
if atr_change > 20:
lines.append(f"**波动率扩张**: ATR 上升 {atr_change:.0f}%，趋势可能启动")
elif atr_change < -20:
lines.append(f"**波动率收缩**: ATR 下降 {abs(atr_change):.0f}%，可能即将突破")
else:
lines.append(f"波动率稳定: ATR 变化 {atr_change:+.0f}%")
if 'bb_upper' in df.columns and 'bb_lower' in df.columns:
bb_width = (float(df['bb_upper'].iloc[-1]) - float(df['bb_lower'].iloc[-1])) / current_price * 100
bb_width_prev = (float(df['bb_upper'].iloc[-6]) - float(df['bb_lower'].iloc[-6])) / float(df['close'].iloc[-6]) * 100
if bb_width < bb_width_prev * 0.8:
lines.append(f"**布林带收口**: 宽度 {bb_width:.1f}%，变盘信号")
elif bb_width > bb_width_prev * 1.2:
lines.append(f"**布林带开口**: 宽度 {bb_width:.1f}%，趋势延续")
return "\n".join(lines)
def _format_fundamental_data(self, data: Dict[str, Any]) -> str:
"""格式化基本面数据"""
if not data:
return "暂无基本面数据"
lines = []
# 基本信息
company_name = data.get('company_name', 'N/A')
sector = data.get('sector', 'N/A')
lines.append(f"公司: {company_name}")
lines.append(f"行业: {sector}")
# 估值指标
val = data.get('valuation', {})
if val.get('pe_ratio'):
pe = val['pe_ratio']
pb = val.get('pb_ratio')
ps = val.get('ps_ratio')
peg = val.get('peg_ratio')
pb_str = f"{pb:.2f}" if pb is not None else "N/A"
ps_str = f"{ps:.2f}" if ps is not None else "N/A"
peg_str = f"{peg:.2f}" if peg is not None else "N/A"
lines.append(f"估值: PE={pe:.2f} | PB={pb_str} | PS={ps_str} | PEG={peg_str}")
# 盈利能力
prof = data.get('profitability', {})
if prof.get('return_on_equity'):
roe = prof['return_on_equity']
pm = prof.get('profit_margin')
gm = prof.get('gross_margin')
pm_str = f"{pm:.1f}" if pm is not None else "N/A"
gm_str = f"{gm:.1f}" if gm is not None else "N/A"
lines.append(f"盈利: ROE={roe:.2f}% | 净利率={pm_str}% | 毛利率={gm_str}%")
# 成长性
growth = data.get('growth', {})
rg = growth.get('revenue_growth')
eg = growth.get('earnings_growth')
if rg is not None or eg is not None:
rg_str = f"{rg:.1f}" if rg is not None else "N/A"
eg_str = f"{eg:.1f}" if eg is not None else "N/A"
lines.append(f"成长: 营收增长={rg_str}% | 盈利增长={eg_str}%")
# 财务健康
fin = data.get('financial_health', {})
if fin.get('debt_to_equity'):
de = fin['debt_to_equity']
cr = fin.get('current_ratio')
cr_str = f"{cr:.2f}" if cr is not None else "N/A"
lines.append(f"财务: 债务股本比={de:.2f} | 流动比率={cr_str}")
# 分析师建议
analyst = data.get('analyst', {})
if analyst.get('target_price'):
tp = analyst['target_price']
rec = analyst.get('recommendation', 'N/A')
lines.append(f"分析师: 目标价=${tp:.2f} | 评级={rec}")
# 基本面评分
score = data.get('score', {})
if score.get('total'):
lines.append(f"基本面评分: {score['total']:.0f}/100 ({score.get('rating', 'N/A')}级)")
return "\n".join(lines)
def _format_news_data(self, news_list: List[Dict[str, Any]]) -> str:
"""格式化新闻数据"""
if not news_list:
return "暂无相关新闻"
lines = []
for i, news in enumerate(news_list[:5], 1): # 最多5条
title = news.get('title', '')
desc = news.get('description', '')[:150] # 限制描述长度
source = news.get('source', '')
time_str = news.get('time_str', '')
lines.append(f"{i}. [{time_str}] {title}")
if desc:
lines.append(f" {desc}")
if source:
lines.append(f" 来源: {source}")
lines.append("")
return "\n".join(lines)
def _get_empty_signal(self, symbol: str) -> Dict[str, Any]:
"""返回空信号"""
return {
'symbol': symbol,
'trend_direction': 'neutral',
'trend_strength': 'weak',
'analysis_summary': '分析失败',
'volume_analysis': '',
'news_sentiment': 'neutral',
'news_impact': '',
'signals': [],
'key_levels': {},
'timestamp': datetime.now().isoformat(),
'error': '信号分析失败'
}

834
backend/app/stock_agent/stock_agent.py
View File

@ -1,834 +0,0 @@
"""
美股交易智能体 - 主控制器（新架构版）
只进行市场分析和通知，不执行模拟交易
"""
import asyncio
from typing import Dict, Any, List, Optional
from datetime import datetime, timedelta
import pandas as pd
from app.utils.logger import logger
from app.config import get_settings
from app.services.yfinance_service import get_yfinance_service
from app.services.feishu_service import get_feishu_stock_service
from app.services.telegram_service import get_telegram_service
from app.services.signal_database_service import get_signal_db_service
from app.services.fundamental_service import get_fundamental_service
from app.services.news_service import get_news_service
from app.stock_agent.market_signal_analyzer import StockMarketSignalAnalyzer
from app.utils.system_status import get_system_monitor, AgentStatus
class StockAgent:
"""美股交易信号智能体（LLM 驱动，仅分析通知）"""
def __init__(self):
"""初始化智能体"""
self.settings = get_settings()
self.yfinance = get_yfinance_service()
self.feishu = get_feishu_stock_service()
self.telegram = get_telegram_service()
self.market_analyzer = StockMarketSignalAnalyzer() # 使用新的市场信号分析器
self.signal_db = get_signal_db_service() # 信号数据库服务
self.fundamental = get_fundamental_service() # 基本面数据服务
self.news = get_news_service() # 新闻服务
# 状态管理
self.last_signals: Dict[str, Dict[str, Any]] = {}
self.signal_cooldown: Dict[str, datetime] = {}
# 配置 - 分别读取美股和港股
us_symbols = self.settings.stock_symbols_us.split(',') if self.settings.stock_symbols_us else []
hk_symbols = self.settings.stock_symbols_hk.split(',') if self.settings.stock_symbols_hk else []
self.symbols = us_symbols + hk_symbols
# 运行状态
self.running = False
self._event_loop = None
self._task = None
# 注册到系统监控
monitor = get_system_monitor()
self._monitor_info = monitor.register_agent(
agent_id="stock_agent",
name="股票智能体",
agent_type="stock"
)
# 分类美股和港股数量
us_count = len([s for s in self.symbols if not s.endswith('.HK')])
hk_count = len([s for s in self.symbols if s.endswith('.HK')])
monitor.update_config("stock_agent", {
"us_symbols": us_symbols,
"hk_symbols": hk_symbols,
"total_symbols": len(self.symbols),
"us_count": us_count,
"hk_count": hk_count,
"analysis_interval": f"{self.settings.stock_analysis_interval}秒"
})
logger.info(f"股票智能体初始化完成 - 美股: {us_count}只, 港股: {hk_count}只, 总计: {len(self.symbols)}只")
async def start(self):
"""启动智能体"""
if self.running:
logger.warning("美股智能体已在运行中")
return
self.running = True
self._event_loop = asyncio.get_event_loop()
# 更新状态为启动中
monitor = get_system_monitor()
monitor.update_status("stock_agent", AgentStatus.STARTING)
logger.info("美股智能体已启动")
# 启动分析任务
self._task = asyncio.create_task(self._analysis_loop())
# 更新状态为运行中
monitor.update_status("stock_agent", AgentStatus.RUNNING)
# 发送启动通知（卡片格式）
us_stocks = [s for s in self.symbols if not s.endswith('.HK')]
hk_stocks = [s for s in self.symbols if s.endswith('.HK')]
title = "📈 股票智能体已启动"
content_parts = [
f"🤖 **驱动引擎**: LLM 三维分析",
f"📊 **监控股票**: {len(self.symbols)} 只",
]
if us_stocks:
content_parts.append(f" 🇺🇸 美股 ({len(us_stocks)}): {', '.join(us_stocks[:3])}{'...' if len(us_stocks) > 3 else ''}")
if hk_stocks:
content_parts.append(f" 🇭🇰 港股 ({len(hk_stocks)}): {', '.join(hk_stocks[:3])}{'...' if len(hk_stocks) > 3 else ''}")
content_parts.extend([
f"⏰ **运行频率**: 每小时整点",
f"🎯 **分析维度**: 技术面(40%) + 基本面(35%) + 新闻(25%)",
f"📢 **当前模式**: 仅市场分析",
])
content = "\n".join(content_parts)
await self.feishu.send_card(title, content, "green")
async def stop(self):
"""停止智能体"""
self.running = False
# 更新状态为已停止
monitor = get_system_monitor()
monitor.update_status("stock_agent", AgentStatus.STOPPED)
if self._task:
self._task.cancel()
try:
await self._task
except asyncio.CancelledError:
pass
logger.info("美股智能体已停止")
async def _analysis_loop(self):
"""分析循环 - 根据交易时间分析对应市场的股票"""
while self.running:
try:
# 计算距离下一个整点的时间
now = datetime.now()
next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1)
wait_seconds = (next_hour - now).total_seconds()
logger.info(f"等待到下一个整点: {next_hour.strftime('%H:%M')} (等待 {int(wait_seconds)} 秒)")
# 等待到整点
await asyncio.sleep(wait_seconds)
# 分类股票：美股和港股
us_stocks = [s for s in self.symbols if not s.endswith('.HK')]
hk_stocks = [s for s in self.symbols if s.endswith('.HK')]
# 检查各市场交易时间
us_market_open = self._is_market_hours('US')
hk_market_open = self._is_market_hours('0700.HK')
# 检查是否是盘后分析时间
us_after_hours = self._is_after_hours('US')
hk_after_hours = self._is_after_hours('0700.HK')
# 确定要分析的股票列表
stocks_to_analyze = []
analysis_type = "盘中" # 默认为盘中分析
# 盘后分析：优先级更高，用于日线级别分析
if us_after_hours or hk_after_hours:
analysis_type = "盘后"
if us_after_hours:
stocks_to_analyze.extend(us_stocks)
logger.info(f"美股盘后分析，分析 {len(us_stocks)} 只美股（日线级别）")
if hk_after_hours:
stocks_to_analyze.extend(hk_stocks)
logger.info(f"港股盘后分析，分析 {len(hk_stocks)} 只港股（日线级别）")
else:
# 盘中分析
if us_market_open:
stocks_to_analyze.extend(us_stocks)
logger.info(f"美股交易时间，分析 {len(us_stocks)} 只美股")
if hk_market_open:
stocks_to_analyze.extend(hk_stocks)
logger.info(f"港股交易时间，分析 {len(hk_stocks)} 只港股")
# 如果没有需要分析的股票
if not stocks_to_analyze:
logger.debug("没有需要分析的股票")
continue
# 分析股票并收集结果
logger.info(f"开始{analysis_type}分析 {len(stocks_to_analyze)} 只股票")
analysis_results = []
for symbol in stocks_to_analyze:
if not self.running:
break
result = await self.analyze_symbol(symbol, is_after_hours=(analysis_type == "盘后"))
if result:
analysis_results.append(result)
# 生成并发送汇总报告
await self._send_summary_report(analysis_results, analysis_type)
logger.info(f"本次{analysis_type}分析完成")
except Exception as e:
logger.error(f"分析循环出错: {e}")
await asyncio.sleep(60) # 出错后等待 1 分钟再重试
def _is_market_hours(self, symbol: str = None) -> bool:
"""
判断当前是否在交易时间
美股交易时间: 周一至周五 9:30-16:00 (EST)
北京时间:
- 冬令时 (11月-3月): 22:30-05:00 (次日)
- 夏令时 (3月-11月): 21:30-04:00 (次日)
港股交易时间: 周一至周五
北京时间:
- 上午: 09:30-12:00
- 下午: 13:00-16:00
Args:
symbol: 股票代码（用于判断是美股还是港股）
Returns:
是否在交易时间
"""
from datetime import datetime
# 获取当前时间
now = datetime.now()
# 检查是否为周末
if now.weekday() >= 5: # 5=周六, 6=周日
return False
# 判断是港股还是美股
is_hk_stock = symbol and symbol.endswith('.HK') if symbol else False
# 获取当前小时和分钟
hour = now.hour
minute = now.minute
current_time = hour * 100 + minute # 转换为数字，如 2130 表示 21:30
if is_hk_stock:
# 港股交易时间: 09:30-12:00 或 13:00-16:00
return (930 <= current_time < 1200) or (1300 <= current_time < 1600)
else:
# 美股交易时间
# 判断夏令时/冬令时（简单判断：3-11月为夏令时）
is_summer = 3 <= now.month <= 11
if is_summer:
# 夏令时: 21:30-04:00 (次日)
# 即 2130-2359 或 0000-0400
if current_time >= 2130 or current_time < 400:
return True
else:
# 冬令时: 22:30-05:00 (次日)
# 即 2230-2359 或 0000-0500
if current_time >= 2230 or current_time < 500:
return True
return False
def _is_any_market_hours(self) -> bool:
"""判断当前是否在任一市场的交易时间（美股或港股）"""
return self._is_market_hours('US') or self._is_market_hours('0700.HK')
def _is_after_hours(self, symbol: str) -> bool:
"""
判断当前是否是盘后分析时间（收盘后2小时内）
美股收盘时间:
- 夏令时: 北京时间 04:00 收盘
- 冬令时: 北京时间 05:00 收盘
港股收盘时间: 北京时间 16:00 收盘
盘后分析时间: 收盘后 2 小时内
Args:
symbol: 股票代码（用于判断是美股还是港股）
Returns:
是否是盘后分析时间
"""
from datetime import datetime
# 获取当前时间
now = datetime.now()
# 检查是否为周末
if now.weekday() >= 5: # 5=周六, 6=周日
return False
# 判断是港股还是美股
is_hk_stock = symbol and symbol.endswith('.HK') if symbol else False
# 获取当前小时和分钟
hour = now.hour
minute = now.minute
current_time = hour * 100 + minute # 转换为数字，如 1630 表示 16:30
if is_hk_stock:
# 港股盘后: 16:00-18:00 (收盘后2小时)
return 1600 <= current_time < 1800
else:
# 美股盘后
# 判断夏令时/冬令时（简单判断：3-11月为夏令时）
is_summer = 3 <= now.month <= 11
if is_summer:
# 夏令时: 04:00-06:00 (收盘后2小时)
return 400 <= current_time < 600
else:
# 冬令时: 05:00-07:00 (收盘后2小时)
return 500 <= current_time < 700
return False
async def analyze_symbol(self, symbol: str, is_after_hours: bool = False) -> Optional[Dict[str, Any]]:
"""
分析单个股票
Args:
symbol: 股票代码
is_after_hours: 是否是盘后分析（盘后会更关注日线级别机会）
Returns:
分析结果字典，包含股票信息和信号
"""
# 更新活动时间
monitor = get_system_monitor()
monitor.update_activity("stock_agent")
result = {
'symbol': symbol,
'stock_name': '', # 从基本面数据获取的公司名称
'current_price': 0,
'signals': [],
'analysis_summary': '',
'notified': False
}
try:
# 1. 获取多时间周期数据
data = self.yfinance.get_multi_timeframe_data(symbol)
# 2. 验证数据完整性
if not self._validate_data(data):
logger.warning(f"{symbol} 数据不完整，跳过本次分析")
return result
# 3. 获取当前价格
ticker = self.yfinance.get_ticker(symbol)
if not ticker:
logger.warning(f"无法获取 {symbol} 当前价格")
return result
current_price = ticker['lastPrice']
result['current_price'] = current_price
# 4. 获取基本面数据（包含公司名称）
logger.info(f"\n📈 【基本面分析】")
fundamental_data = None
fundamental_summary = ""
stock_name = "" # 从基本面数据获取公司名称
try:
fundamental_data = self.fundamental.get_fundamental_data(symbol)
if fundamental_data:
# 传递已获取的数据，避免重复调用
fundamental_summary = self.fundamental.get_fundamental_summary(symbol, fundamental_data)
# 从基本面数据获取公司名称
stock_name = fundamental_data.get('company_name', '')
result['stock_name'] = stock_name # 保存到结果中
# 基本面评分已经在 fundamental_service 中输出
else:
logger.warning(f" ⚠️ 无法获取基本面数据")
except Exception as e:
logger.warning(f" ⚠️ 获取基本面数据失败: {e}")
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
logger.info(f"\n{'='*60}")
logger.info(f"📊 分析 {symbol_display} @ ${current_price:,.2f}")
logger.info(f"{'='*60}")
# 5. 获取新闻数据
logger.info(f"\n📰 【新闻分析】")
news_data = None
try:
news_data = await self.news.search_stock_news(symbol, stock_name, max_results=5)
if news_data:
logger.info(f" 获取到 {len(news_data)} 条相关新闻")
else:
logger.info(f" 暂无相关新闻")
except Exception as e:
logger.warning(f" ⚠️ 获取新闻数据失败: {e}")
# 6. 市场信号分析（使用新架构 - 技术面 + 基本面 + 新闻）
logger.info(f"\n🤖 【市场信号分析中...】")
market_signal = await self.market_analyzer.analyze(
symbol, data,
symbols=self.symbols,
fundamental_data=fundamental_data,
news_data=news_data
)
# 输出分析摘要
summary = market_signal.get('analysis_summary', '无')
result['analysis_summary'] = summary
logger.info(f" 市场状态: {summary}")
# 输出新闻情绪（如果有）
# 注：新的分析器不包含新闻分析，可以跳过或从其他地方获取
# 输出关键价位
levels = market_signal.get('key_levels', {})
if levels.get('support') or levels.get('resistance'):
support_str = ', '.join([f"${s:,.2f}" for s in levels.get('support', [])[:2]])
resistance_str = ', '.join([f"${r:,.2f}" for r in levels.get('resistance', [])[:2]])
logger.info(f" 支撑位: {support_str or '-'}")
logger.info(f" 阻力位: {resistance_str or '-'}")
# 5. 处理信号
signals = market_signal.get('signals', [])
result['signals'] = signals
if not signals:
logger.info(f"\n⏸️ 结论: 无交易信号，继续观望")
return result
# 输出所有信号
logger.info(f"\n🎯 【发现 {len(signals)} 个信号】")
for sig in signals:
signal_type = sig.get('type', 'unknown')
type_map = {'short_term': '短线', 'medium_term': '中线', 'long_term': '长线'}
type_text = type_map.get(signal_type, signal_type)
action = sig.get('action', 'wait')
action_map = {'buy': '🟢 做多', 'sell': '🔴 做空'}
action_text = action_map.get(action, action)
grade = sig.get('grade', 'D')
confidence = sig.get('confidence', 0)
grade_icon = {'A': '⭐⭐⭐', 'B': '⭐⭐', 'C': '⭐', 'D': ''}.get(grade, '')
logger.info(f"\n {type_text} {action_text} [{grade}级{grade_icon}] {confidence}%")
# 6. 过滤并通知最佳信号
best_signal = self._get_best_signal(signals)
if not best_signal:
logger.info(f"\n⏸️ 信号质量不高，不发送通知")
return result
logger.info(f"\n📢 【最佳信号】{best_signal.get('action')} {best_signal.get('grade')}级 {best_signal.get('confidence')}%")
# 检查置信度阈值
threshold = self.settings.stock_llm_threshold * 100
if best_signal.get('confidence', 0) < threshold:
logger.info(f"\n⏸️ 置信度不足 ({best_signal.get('confidence', 0)}% < {threshold}%)")
return result
# 检查冷却时间
if not self._should_send_signal(symbol, best_signal):
logger.info(f"\n⏸️ 信号冷却中，不发送通知")
return result
logger.info(f"\n✅ 满足所有条件，准备发送通知...")
# 发送通知
try:
await self._send_signal_notification(symbol, best_signal, current_price)
result['notified'] = True
result['best_signal'] = best_signal
# 更新状态
self.last_signals[symbol] = best_signal
self.signal_cooldown[symbol] = datetime.now()
except Exception as notify_error:
logger.error(f"❌ 发送 {symbol} 通知失败: {notify_error}")
import traceback
logger.error(traceback.format_exc())
result['notified'] = False
result['notify_error'] = str(notify_error)
return result
except Exception as e:
logger.error(f"❌ 分析 {symbol} 出错: {e}")
import traceback
logger.error(traceback.format_exc())
return result
def _get_best_signal(self, signals: List[Dict[str, Any]]) -> Optional[Dict[str, Any]]:
"""获取最佳信号"""
# 过滤掉 D 级信号
valid_signals = [s for s in signals if s.get('grade', 'D') != 'D']
if not valid_signals:
return None
# 按等级和置信度排序
grade_order = {'A': 0, 'B': 1, 'C': 2}
valid_signals.sort(key=lambda x: (
grade_order.get(x.get('grade', 'C'), 3),
-x.get('confidence', 0)
))
return valid_signals[0]
def _should_send_signal(self, symbol: str, signal: Dict[str, Any]) -> bool:
"""判断是否应该发送信号"""
action = signal.get('action', 'wait')
if action == 'wait':
return False
# 检查冷却时间（60分钟内不重复发送相同方向的信号）
if symbol in self.signal_cooldown:
cooldown_end = self.signal_cooldown[symbol] + timedelta(minutes=60)
if datetime.now() < cooldown_end:
if symbol in self.last_signals:
if self.last_signals[symbol].get('action') == action:
logger.debug(f"{symbol} 信号冷却中，跳过")
return False
return True
async def _send_signal_notification(
self,
symbol: str,
signal: Dict[str, Any],
current_price: float
):
"""发送信号通知"""
try:
logger.info(f"📤 准备发送 {symbol} 信号通知...")
from app.utils.signal_formatter import get_signal_formatter
formatter = get_signal_formatter()
# 获取股票名称
stock_name = signal.get('stock_name', '')
# 使用格式化工具格式化信号
card = formatter.format_feishu_card(signal, symbol, agent_type='stock', stock_name=stock_name)
title = card['title']
content = card['content']
logger.info(f" 标题: {title}")
logger.info(f" 内容长度: {len(content)} 字符")
# 根据信号方向选择颜色
color = "green" if signal.get('action') == 'buy' else "red"
logger.info(f" 颜色: {color}")
# 检查飞书服务
logger.info(f" 飞书服务: {type(self.feishu).__name__}")
logger.info(f" Webhook URL: {self.feishu.webhook_url[:50]}...")
# 发送到飞书
feishu_success = await self.feishu.send_card(title, content, color)
if feishu_success:
logger.info(f" ✅ 飞书通知发送成功")
else:
logger.warning(f" ⚠️ 飞书通知发送失败（但Telegram会发送）")
# 发送到 Telegram（也传递 stock_name）
await self.telegram.send_message(formatter.format_signal_message(signal, symbol, agent_type='stock', stock_name=stock_name))
logger.info(f"✅ 信号通知已发送: {title}")
# 保存信号到数据库
signal_to_save = signal.copy()
signal_to_save['signal_type'] = 'stock'
signal_to_save['symbol'] = symbol
signal_to_save['current_price'] = current_price
self.signal_db.add_signal(signal_to_save)
except Exception as e:
logger.error(f"❌ 发送通知失败: {e}")
import traceback
logger.error(traceback.format_exc())
# 重新抛出异常，让上层能够捕获
raise
def _validate_data(self, data: Dict[str, pd.DataFrame]) -> bool:
"""验证数据完整性"""
required_intervals = ['1d', '1h']
for interval in required_intervals:
if interval not in data or data[interval].empty:
return False
if len(data[interval]) < 20:
return False
return True
async def analyze_once(self, symbol: str) -> Dict[str, Any]:
"""单次分析（用于测试或手动触发）"""
data = self.yfinance.get_multi_timeframe_data(symbol)
if not self._validate_data(data):
return {'error': '数据不完整'}
# 获取基本面数据
fundamental_data = None
fundamental_summary = ""
try:
fundamental_data = self.fundamental.get_fundamental_data(symbol)
if fundamental_data:
# 传递已获取的数据，避免重复调用
fundamental_summary = self.fundamental.get_fundamental_summary(symbol, fundamental_data)
except Exception as e:
logger.warning(f"获取基本面数据失败: {e}")
result = await self.market_analyzer.analyze(
symbol, data,
symbols=self.symbols
)
return result
def get_status(self) -> Dict[str, Any]:
"""获取智能体状态"""
return {
'running': self.running,
'symbols': self.symbols,
'mode': 'LLM 驱动（仅分析通知）',
'last_signals': {
symbol: {
'type': sig.get('type'),
'action': sig.get('action'),
'confidence': sig.get('confidence'),
'grade': sig.get('grade')
}
for symbol, sig in self.last_signals.items()
}
}
async def _send_summary_report(self, results: List[Dict[str, Any]], analysis_type: str = "盘中"):
"""
生成并发送分析汇总报告
Args:
results: 所有股票的分析结果列表
analysis_type: 分析类型 ("盘中" 或 "盘后")
"""
try:
now = datetime.now()
total = len(results)
with_signals = [r for r in results if r.get('signals')]
notified = [r for r in results if r.get('notified')]
# 区分美股和港股
us_results = [r for r in results if not r['symbol'].endswith('.HK')]
hk_results = [r for r in results if r['symbol'].endswith('.HK')]
us_with_signals = [r for r in us_results if r.get('signals')]
hk_with_signals = [r for r in hk_results if r.get('signals')]
# 统计信号
buy_signals = []
sell_signals = []
high_quality_signals = [] # A/B级信号
for r in with_signals:
for sig in r.get('signals', []):
sig['symbol'] = r['symbol']
sig['current_price'] = r.get('current_price', 0)
sig['is_hk'] = r['symbol'].endswith('.HK')
sig['stock_name'] = r.get('stock_name', '')
if sig.get('action') == 'buy':
buy_signals.append(sig)
elif sig.get('action') == 'sell':
sell_signals.append(sig)
if sig.get('grade') in ['A', 'B']:
high_quality_signals.append(sig)
# 按置信度排序
high_quality_signals.sort(key=lambda x: x.get('confidence', 0), reverse=True)
# 构建汇总报告
analysis_tag = f"【{analysis_type}分析】"
logger.info(f"\n{'='*80}")
logger.info(f"📊 股票分析汇总报告 {analysis_tag}")
logger.info(f"{'='*80}")
logger.info(f"时间: {now.strftime('%Y-%m-%d %H:%M:%S')}")
logger.info(f"分析总数: {total} 只 (美股: {len(us_results)}, 港股: {len(hk_results)})")
logger.info(f"有信号: {len(with_signals)} 只 (美股: {len(us_with_signals)}, 港股: {len(hk_with_signals)})")
logger.info(f"已通知: {len(notified)} 只")
logger.info(f"")
# 显示高等级信号
if high_quality_signals:
logger.info(f"⭐ 高等级信号 (A/B级): {len(high_quality_signals)} 个")
for sig in high_quality_signals[:10]: # 最多显示10个
symbol = sig['symbol']
stock_name = sig.get('stock_name', '')
market_tag = '[港股]' if sig.get('is_hk') else '[美股]'
action = '🟢 做多' if sig.get('action') == 'buy' else '🔴 做空'
grade = sig.get('grade', 'D')
confidence = sig.get('confidence', 0)
price = sig.get('current_price', 0)
entry = sig.get('entry_price', 0)
# 构建带名称的股票显示
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
logger.info(f" {market_tag} {symbol_display} {action} [{grade}级] {confidence}% @ ${price:,.2f}")
if entry > 0:
logger.info(f" 入场: ${entry:,.2f}")
logger.info(f"")
# 统计汇总
logger.info(f"📈 做多信号: {len(buy_signals)} 个")
logger.info(f"📉 做空信号: {len(sell_signals)} 个")
logger.info(f"{'='*80}\n")
# 发送飞书汇总
await self._send_feishu_summary(
now, total, with_signals, notified,
buy_signals, sell_signals, high_quality_signals,
len(us_results), len(hk_results),
analysis_type
)
except Exception as e:
logger.error(f"生成汇总报告失败: {e}")
import traceback
logger.error(traceback.format_exc())
async def _send_feishu_summary(
self,
now: datetime,
total: int,
with_signals: List,
notified: List,
buy_signals: List,
sell_signals: List,
high_quality_signals: List,
us_count: int = 0,
hk_count: int = 0,
analysis_type: str = "盘中"
):
"""发送飞书汇总报告"""
try:
# 构建内容
analysis_tag = f"【{analysis_type}分析】"
content_parts = [
f"**📊 股票分析汇总报告 {analysis_tag}**",
f"",
f"⏰ 时间: {now.strftime('%Y-%m-%d %H:%M')}",
f"",
f"📊 **分析概况**",
f"• 美股: {us_count} 只 | 港股: {hk_count} 只",
f"• 发现信号: {len(with_signals)} 只",
f"• 已发通知: {len(notified)} 只",
f"",
]
# 所有信号（按等级分组）
all_signals = buy_signals + sell_signals
# 高等级信号 (A/B级)
if high_quality_signals:
content_parts.append(f"⭐ **高等级信号 (A/B级)**")
for sig in high_quality_signals[:5]:
symbol = sig['symbol']
stock_name = sig.get('stock_name', '')
market_tag = '[港股]' if sig.get('is_hk') else '[美股]'
action = '🟢 做多' if sig.get('action') == 'buy' else '🔴 做空'
grade = sig.get('grade', 'D')
confidence = sig.get('confidence', 0)
# 构建带名称的股票显示
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
content_parts.append(f"• {market_tag} {symbol_display} {action} {grade}级 {confidence}%")
content_parts.append(f"")
# 其他等级信号 (C/D级)
other_signals = [s for s in all_signals if s.get('grade', 'D') not in ['A', 'B']]
if other_signals:
content_parts.append(f"📋 **其他信号 (C/D级)**")
for sig in other_signals[:10]: # 最多显示10个
symbol = sig['symbol']
stock_name = sig.get('stock_name', '')
market_tag = '[港股]' if sig.get('is_hk') else '[美股]'
action = '🟢 做多' if sig.get('action') == 'buy' else '🔴 做空'
grade = sig.get('grade', 'D')
confidence = sig.get('confidence', 0)
# 构建带名称的股票显示
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
content_parts.append(f"• {market_tag} {symbol_display} {action} {grade}级 {confidence}%")
if len(other_signals) > 10:
content_parts.append(f" *...还有 {len(other_signals) - 10} 个信号*")
content_parts.append(f"")
# 信号统计
content_parts.extend([
f"📈 做多信号: {len(buy_signals)} 个",
f"📉 做空信号: {len(sell_signals)} 个",
f"",
f"*⚠️ 仅供参考，不构成投资建议*"
])
content = "\n".join(content_parts)
# 发送飞书 - 标题包含分析类型
type_tag = "盘后" if analysis_type == "盘后" else "分析"
title = f"📊 股票{type_tag}汇总 ({now.strftime('%H:%M')})"
color = "blue"
await self.feishu.send_card(title, content, color)
logger.info("✅ 汇总报告已发送到飞书")
except Exception as e:
logger.error(f"发送飞书汇总失败: {e}")
# 全局单例
_stock_agent: Optional[StockAgent] = None
def get_stock_agent() -> StockAgent:
"""获取美股智能体单例"""
global _stock_agent
if _stock_agent is None:
_stock_agent = StockAgent()
return _stock_agent

2
backend/app/utils/logger.py
View File

@ -9,7 +9,7 @@ from typing import Optional
def setup_logger(
name: str = "stock_agent",
name: str = "crypto_agent",
level: int = logging.INFO,
log_file: Optional[str] = None
) -> logging.Logger:

221
backend/app/utils/signal_formatter.py
View File

@ -1,221 +0,0 @@
"""
信号格式化工具
用于格式化交易信号通知，支持：
- 飞书卡片格式
- Telegram 文本格式
- 支持加密货币、美股、港股
"""
from typing import Dict, Any
class SignalFormatter:
"""信号格式化工具"""
@staticmethod
def format_signal_message(signal: Dict[str, Any], symbol: str, agent_type: str = 'crypto', stock_name: str = '') -> str:
"""
格式化信号消息（用于 Telegram 通知）
Args:
signal: 信号数据
symbol: 交易对
agent_type: 智能体类型 (crypto/stock)
stock_name: 股票名称（可选，从基本面数据获取）
Returns:
格式化的消息文本
"""
type_map = {
'short_term': '短线',
'medium_term': '中线',
'long_term': '长线'
}
action_map = {
'buy': '做多',
'sell': '做空'
}
# 兼容 timeframe 和 type 字段
signal_type_key = 'timeframe' if 'timeframe' in signal else 'type'
signal_type = type_map.get(signal.get(signal_type_key), signal.get(signal_type_key))
action = action_map.get(signal['action'], signal['action'])
grade = signal.get('grade', 'C')
confidence = signal.get('confidence', 0)
entry_type = signal.get('entry_type', 'market')
# 等级图标
grade_icon = {'A': '⭐⭐⭐', 'B': '⭐⭐', 'C': '⭐', 'D': ''}.get(grade, '')
# 方向图标
action_icon = '🟢' if signal['action'] == 'buy' else '🔴'
# 入场类型
entry_type_text = '现价入场' if entry_type == 'market' else '挂单等待'
entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
# 仓位大小
position_size = signal.get('position_size', 'light')
position_map = {'heavy': '重仓', 'medium': '中仓', 'light': '轻仓'}
position_icon = {'heavy': '🔥', 'medium': '📊', 'light': '🌱'}.get(position_size, '🌱')
position_text = position_map.get(position_size, '轻仓')
# 计算风险收益比
entry = signal.get('entry_price', 0)
sl = signal.get('stop_loss', 0)
tp = signal.get('take_profit', 0)
sl_percent = ((sl - entry) / entry * 100) if entry else 0
tp_percent = ((tp - entry) / entry * 100) if entry else 0
# 识别市场类型
if agent_type == 'crypto':
market_tag = '[加密货币] '
elif symbol.endswith('.HK'):
market_tag = '[港股] '
else:
market_tag = '[美股] '
# 构建标题（带股票名称和市场类型）
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
message = f"""📊 {market_tag}{symbol_display} {signal_type}信号
{action_icon} **方向**: {action}
{entry_type_icon} **入场**: {entry_type_text}
{position_icon} **仓位**: {position_text}
⭐ **等级**: {grade} {grade_icon}
📈 **置信度**: {confidence}%
💰 **入场价**: ${entry:,.2f}
🛑 **止损价**: ${sl:,.2f} ({sl_percent:+.1f}%)
🎯 **止盈价**: ${tp:,.2f} ({tp_percent:+.1f}%)
📝 **分析理由**:
{signal.get('reasoning') or signal.get('reason', '无')}
⚠️ **风险提示**:
{signal.get('risk_warning', '请注意风险控制')}"""
return message
@staticmethod
def format_feishu_card(signal: Dict[str, Any], symbol: str, agent_type: str = 'crypto', stock_name: str = '') -> Dict[str, Any]:
"""
格式化飞书卡片消息
Args:
signal: 信号数据
symbol: 交易对
agent_type: 智能体类型 (crypto/stock)
stock_name: 股票名称（可选，从基本面数据获取）
Returns:
包含 title, content, color 的字典
"""
type_map = {
'short_term': '短线',
'medium_term': '中线',
'long_term': '长线'
}
action_map = {
'buy': '做多',
'sell': '做空'
}
# 兼容 timeframe 和 type 字段
signal_type_key = 'timeframe' if 'timeframe' in signal else 'type'
signal_type = type_map.get(signal.get(signal_type_key), signal.get(signal_type_key))
action = action_map.get(signal['action'], signal['action'])
action_icon = '🟢' if signal['action'] == 'buy' else '🔴'
grade = signal.get('grade', 'C')
confidence = signal.get('confidence', 0)
entry_type = signal.get('entry_type', 'market')
# 等级图标
grade_icon = {'A': '⭐⭐⭐', 'B': '⭐⭐', 'C': '⭐', 'D': ''}.get(grade, '')
# 入场类型
entry_type_text = '现价入场' if entry_type == 'market' else '挂单等待'
entry_type_icon = '⚡' if entry_type == 'market' else '⏳'
# 仓位大小
position_size = signal.get('position_size', 'light')
position_map = {'heavy': '重仓', 'medium': '中仓', 'light': '轻仓'}
position_icon = {'heavy': '🔥', 'medium': '📊', 'light': '🌱'}.get(position_size, '🌱')
position_text = position_map.get(position_size, '轻仓')
# 标题和颜色 - 区分加密货币/美股/港股
is_market_order = entry_type == 'market'
market_badge = '【现价】' if is_market_order else ''
# 识别市场类型
if agent_type == 'crypto':
market_tag = '[加密货币] '
elif symbol.endswith('.HK'):
market_tag = '[港股] '
else:
market_tag = '[美股] '
# 构建带名称的股票显示
symbol_display = f"{stock_name}({symbol})" if stock_name else symbol
if signal['action'] == 'buy':
title = f"🟢 {market_tag}{symbol_display} {signal_type}做多信号 {market_badge}"
color = "green"
else:
title = f"🔴 {market_tag}{symbol_display} {signal_type}做空信号 {market_badge}"
color = "red"
# 计算风险收益比
entry = signal.get('entry_price', 0)
sl = signal.get('stop_loss', 0)
tp = signal.get('take_profit', 0)
sl_percent = ((sl - entry) / entry * 100) if entry else 0
tp_percent = ((tp - entry) / entry * 100) if entry else 0
# 构建内容
content_lines = [
f"{action_icon} **操作**: {action}",
f"{entry_type_icon} **入场方式**: {entry_type_text}",
f"{position_icon} **仓位**: {position_text} | 📈 信心度: **{confidence}%**",
f"⭐ **等级**: {grade} {grade_icon}",
f"",
f"💰 **入场价**: ${entry:,.2f}",
f"🛑 **止损价**: ${sl:,.2f} ({sl_percent:+.1f}%)",
f"🎯 **止盈价**: ${tp:,.2f} ({tp_percent:+.1f}%)",
f"",
f"📝 **分析理由**:",
f"{signal.get('reason', '无')}",
]
# 添加关键因素（如果有）
key_factors = signal.get('key_factors')
if key_factors and isinstance(key_factors, list):
content_lines.append("")
content_lines.append("**关键因素**:")
for factor in key_factors[:5]:
content_lines.append(f"- {factor}")
# 添加风险提示（如果有）
risk_warning = signal.get('risk_warning')
if risk_warning:
content_lines.append("")
content_lines.append(f"⚠️ **风险提示**:")
content_lines.append(risk_warning)
content = "\n".join(content_lines)
return {
'title': title,
'content': content,
'color': color
}
# 全局单例
_signal_formatter = SignalFormatter()
def get_signal_formatter() -> SignalFormatter:
"""获取信号格式化工具单例"""
return _signal_formatter

2
backend/app/utils/system_status.py
View File

@ -23,7 +23,7 @@ class AgentInfo:
def __init__(self, name: str, agent_type: str):
self.name = name # Agent 名称
self.agent_type = agent_type # Agent 类型 (crypto/stock/smart)
self.agent_type = agent_type # Agent 类型
self.status = AgentStatus.NOT_INITIALIZED
self.start_time: Optional[datetime] = None
self.last_activity: Optional[datetime] = None

103
backend/app/utils/validators.py
View File

@ -1,103 +0,0 @@
"""
验证工具模块
提供各种数据验证功能
"""
import re
from typing import Optional
def validate_stock_code(code: str) -> bool:
"""
验证股票代码格式
A股代码格式：
- 上海：6开头，6位数字
- 深圳：0/3开头，6位数字
- 创业板：3开头，6位数字
- 科创板：688开头，6位数字
Args:
code: 股票代码
Returns:
是否有效
"""
if not code:
return False
# 移除可能的后缀（如.SH, .SZ）
code = code.split('.')[0]
# 检查是否为6位数字
if not re.match(r'^\d{6}$', code):
return False
# 检查首位数字
first_digit = code[0]
if first_digit in ['0', '3', '6']:
return True
# 检查科创板
if code.startswith('688'):
return True
return False
def normalize_stock_code(code: str) -> Optional[str]:
"""
标准化股票代码，添加市场后缀
Args:
code: 股票代码
Returns:
标准化后的代码（如600000.SH）或None
"""
if not validate_stock_code(code):
return None
# 移除已有后缀
code = code.split('.')[0]
# 添加市场后缀
if code.startswith('6'):
return f"{code}.SH" # 上海
elif code.startswith(('0', '3')):
return f"{code}.SZ" # 深圳
elif code.startswith('688'):
return f"{code}.SH" # 科创板
return None
def validate_date_format(date_str: str) -> bool:
"""
验证日期格式（YYYYMMDD）
Args:
date_str: 日期字符串
Returns:
是否有效
"""
if not date_str:
return False
# 检查格式
if not re.match(r'^\d{8}$', date_str):
return False
# 简单的日期范围检查
year = int(date_str[:4])
month = int(date_str[4:6])
day = int(date_str[6:8])
if year < 1990 or year > 2100:
return False
if month < 1 or month > 12:
return False
if day < 1 or day > 31:
return False
return True

70
backend/check_api_fields.py
View File

@ -1,70 +0,0 @@
#!/usr/bin/env python3
"""
检查 Tushare ths_daily API 返回的数据字段
"""
import asyncio
import sys
import os
from datetime import datetime, timedelta
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.config import get_settings
from app.astock_agent.tushare_client import get_tushare_client
async def check_api_fields():
"""检查API字段"""
print("\n" + "=" * 80)
print("🔍 检查 ths_daily API 返回字段")
print("=" * 80)
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
# 获取智能电网板块
sectors_df = ts_client.get_concept_sectors()
smart_grid = sectors_df[sectors_df['name'] == '智能电网']
if smart_grid.empty:
print("未找到智能电网板块")
return
ts_code = smart_grid.iloc[0]['ts_code']
print(f"\n板块代码: {ts_code}")
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
daily_df = ts_client.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty:
print("未获取到数据")
return
print(f"\n获取到 {len(daily_df)} 条数据")
print("\n数据列:")
print(daily_df.columns.tolist())
print("\n最近3天的数据:")
print(daily_df.tail(3).to_string())
print("\n" + "=" * 80)
print("\n字段分析:")
for col in daily_df.columns:
print(f" {col}: {daily_df[col].dtype}")
if col in ['volume', 'amount', 'vol', 'amt']:
print(f" 最新值: {daily_df[col].iloc[-1]}")
print(f" 前一日: {daily_df[col].iloc[-2] if len(daily_df) > 1 else 'N/A'}")
async def main():
await check_api_fields()
if __name__ == "__main__":
asyncio.run(main())

225
backend/debug_astock_selector.py
View File

@ -1,225 +0,0 @@
#!/usr/bin/env python3
"""
A股短期题材选股 - 调试版本
用于诊断为什么没有选出股票
"""
import asyncio
import sys
import os
from datetime import datetime, timedelta
# 添加项目根目录到Python路径
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.utils.logger import logger
from app.config import get_settings
from app.astock_agent.tushare_client import get_tushare_client
async def debug_tushare_connection():
"""测试Tushare连接"""
print("\n" + "=" * 60)
print("📊 测试1: Tushare连接测试")
print("=" * 60)
try:
settings = get_settings()
print(f"Token配置: {'已配置' if settings.tushare_token else '未配置'}")
if not settings.tushare_token:
print("❌ Tushare Token未配置，请在.env文件中设置TUSHARE_TOKEN")
return False
ts_client = get_tushare_client(settings.tushare_token)
print(f"✅ Tushare客户端初始化成功")
# 测试基本API调用
print("\n测试API调用...")
# 测试获取概念板块
sectors_df = ts_client.get_concept_sectors()
print(f"概念板块数量: {len(sectors_df)}")
if not sectors_df.empty:
print(f"示例板块: {sectors_df.head(3)['name'].tolist()}")
else:
print("❌ 无法获取概念板块列表")
return False
return True
except Exception as e:
print(f"❌ Tushare连接失败: {e}")
import traceback
print(traceback.format_exc())
return False
async def debug_hot_sectors():
"""测试异动板块获取"""
print("\n" + "=" * 60)
print("📊 测试2: 异动板块检测")
print("=" * 60)
try:
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
sectors_df = ts_client.get_concept_sectors()
print(f"总概念板块数: {len(sectors_df)}")
# 检查异动板块
today = datetime.now().strftime('%Y%m%d')
print(f"当前日期: {today}")
# 检查是否是交易日
weekday = datetime.now().weekday()
if weekday >= 5:
print(f"⚠️ 当前是周末（周{weekday}），可能没有最新数据")
else:
print(f"✅ 当前是工作日（周{weekday}）")
# 手动检查几个热门板块
print("\n检查前10个板块的行情...")
check_count = min(10, len(sectors_df))
hot_count = 0
for idx, row in sectors_df.head(check_count).iterrows():
ts_code = row['ts_code']
name = row['name']
try:
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
daily_df = ts_client.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if not daily_df.empty:
latest = daily_df.sort_values('trade_date').iloc[-1]
change_pct = float(latest.get('pct_change', 0))
trade_date = str(latest.get('trade_date', ''))
status = "🔥" if change_pct >= 2.0 else "📊"
print(f" {status} {name}: {change_pct:+.2f}% (日期: {trade_date})")
if change_pct >= 2.0:
hot_count += 1
else:
print(f" ⚠️ {name}: 无数据")
except Exception as e:
print(f" ❌ {name}: 查询失败 ({e})")
print(f"\n找到 {hot_count} 个涨幅≥2%的板块")
if hot_count == 0:
print("\n⚠️ 没有找到符合条件的异动板块，可能原因：")
print(" 1. 当前不是交易日（周末或节假日）")
print(" 2. 盘中时段数据未更新")
print(" 3. 市场整体表现平淡")
return hot_count > 0
except Exception as e:
print(f"❌ 异动板块检测失败: {e}")
import traceback
print(traceback.format_exc())
return False
async def debug_stock_screening():
"""测试个股筛选"""
print("\n" + "=" * 60)
print("📊 测试3: 个股筛选条件分析")
print("=" * 60)
print("\n筛选条件回顾：")
print(" 1. 市值: 50-500亿")
print(" 2. 换手率: 3%-15%")
print(" 3. 涨跌幅: -5% 到 +8%")
print(" 4. MA多头排列: MA5 > MA10 > MA20")
print(" 5. 量能配合: 量比 > 1.2")
print(" 6. 20日动量 > 0")
print(" 7. 距离高点回撤 < 15%")
print("\n⚠️ 如果没有选出股票，可能是因为：")
print(" 1. 市场整体不符合技术形态（没有MA多头排列的股票）")
print(" 2. 筛选条件较严格（可以尝试放宽参数）")
print(" 3. 数据时间窗口问题（需要30天以上历史数据）")
# 建议放宽的条件
print("\n建议放宽的参数（在当前市场环境下）：")
print(" - 换手率: 1%-15% (降低下限)")
print(" - 涨跌幅: -7% 到 +10% (扩大范围)")
print(" - 市值: 30-500亿 (降低下限)")
async def debug_selector_run():
"""尝试运行选股器并显示详细信息"""
print("\n" + "=" * 60)
print("📊 测试4: 运行选股器（详细日志）")
print("=" * 60)
try:
from app.astock_agent.short_term_thematic_selector import get_thematic_selector
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
selector = get_thematic_selector(ts_client)
# 运行选股，启用详细日志
import logging
logging.basicConfig(level=logging.DEBUG)
result = selector.select_stocks(max_stocks=10)
print(f"\n选股结果: {result['total_stocks']} 只")
if result['total_stocks'] == 0:
print("\n❌ 未选出股票")
print("\n请查看上方详细日志，分析哪个环节过滤掉了股票")
else:
print("\n✅ 选股成功！")
print(selector.format_output_text(result))
except Exception as e:
print(f"❌ 选股器运行失败: {e}")
import traceback
print(traceback.format_exc())
async def main():
"""主函数"""
print("\n" + "=" * 60)
print("🔍 A股选股器诊断工具")
print("=" * 60)
# 运行所有测试
step1_ok = await debug_tushare_connection()
if not step1_ok:
print("\n❌ Tushare连接失败，请检查配置")
return 1
step2_ok = await debug_hot_sectors()
if not step2_ok:
print("\n⚠️ 没有找到异动板块，这是正常的（取决于市场情况）")
await debug_stock_screening()
print("\n" + "=" * 60)
print("📋 诊断完成")
print("=" * 60)
print("\n如果所有测试通过但未选出股票，说明当前市场条件不符合策略要求。")
print("这是正常的，策略不会在市场条件不符合时强行选股。")
print("\n建议：")
print(" 1. 在交易日15:00后运行（确保有完整数据）")
print(" 2. 或者放宽筛选条件以适应当前市场环境")
print("")
return 0
if __name__ == "__main__":
exit_code = asyncio.run(main())
sys.exit(exit_code)

62
backend/diagnose.sh Executable file → Normal file
View File

@ -1,100 +1,70 @@
#!/bin/bash
# 诊断脚本 - 检查系统配置
set -e
echo "================================"
echo "系统诊断"
echo "Crypto Agent 诊断"
echo "================================"
echo ""
cd /Users/aaron/source_code/Stock_Agent/backend
# 1. 检查虚拟环境
echo "1. 检查虚拟环境..."
if [ -d "venv" ]; then
echo " ✓ 虚拟环境存在"
source venv/bin/activate
python_version=$(python --version 2>&1)
echo " ✓ $python_version"
echo " ✓ 虚拟环境存在"
echo " ✓ $(python --version 2>&1)"
else
echo " ❌ 虚拟环境不存在"
exit 1
fi
# 2. 检查.env文件
echo ""
echo "2. 检查配置文件..."
if [ -f "../.env" ]; then
echo " ✓ .env文件存在（项目根目录）"
elif [ -f ".env" ]; then
echo " ✓ .env文件存在（backend目录）"
if [ -f "../.env" ] || [ -f ".env" ]; then
echo " ✓ .env 文件存在"
else
echo " ❌ .env文件不存在"
echo " ❌ .env 文件不存在"
exit 1
fi
# 3. 检查依赖包
echo ""
echo "3. 检查依赖包..."
packages=("fastapi" "uvicorn" "tushare" "pandas" "numpy" "sqlalchemy" "pydantic")
all_installed=true
echo "3. 检查关键依赖..."
packages=("fastapi" "uvicorn" "pandas" "numpy" "sqlalchemy" "pydantic" "ccxt" "httpx" "aiohttp")
for pkg in "${packages[@]}"; do
if python -c "import $pkg" 2>/dev/null; then
version=$(python -c "import $pkg; print($pkg.__version__)" 2>/dev/null || echo "unknown")
echo " ✓ $pkg ($version)"
echo " ✓ $pkg"
else
echo " ❌ $pkg 未安装"
all_installed=false
fi
done
if [ "$all_installed" = false ]; then
echo ""
echo "请运行: pip install -r requirements.txt"
exit 1
fi
# 4. 测试配置加载
echo ""
echo "4. 测试配置加载..."
python -c "
from app.config import get_settings
settings = get_settings()
print(f' ✓ 配置加载成功')
print(f' - Tushare Token: {'已配置 (' + settings.tushare_token[:10] + '...)' if settings.tushare_token else '❌ 未配置'}')
print(f' - 智谱AI Key: {'已配置 (' + settings.zhipuai_api_key[:10] + '...)' if settings.zhipuai_api_key else '❌ 未配置'}')
" 2>&1
print(' ✓ 配置加载成功')
print(f' - DeepSeek Key: {'已配置' if settings.deepseek_api_key else '未配置'}')
print(f' - 智谱AI Key: {'已配置' if settings.zhipuai_api_key else '未配置'}')
print(f' - Bitget 实盘: {'开启' if settings.bitget_trading_enabled else '关闭'}')
"
# 5. 测试模块导入
echo ""
echo "5. 测试模块导入..."
modules=("app.models.database" "app.services.cache_service" "app.services.tushare_service" "app.agent.core")
modules=(\"app.models.database\" \"app.services.cache_service\" \"app.services.bitget_trading_api_sdk\" \"app.crypto_agent.crypto_agent\")
for module in "${modules[@]}"; do
if python -c "import $module" 2>/dev/null; then
echo " ✓ $module"
else
echo " ❌ $module 导入失败"
python -c "import $module" 2>&1 | head -5
fi
done
# 6. 检查端口占用
echo ""
echo "6. 检查端口占用..."
if lsof -i :8000 >/dev/null 2>&1; then
echo " ⚠ 端口8000已被占用"
lsof -i :8000
else
echo " ✓ 端口8000可用"
fi
echo ""
echo "================================"
echo "诊断完成"
echo "================================"
echo ""
echo "如果所有检查都通过，可以运行："
echo " ./start.sh"
echo ""

203
backend/diagnose_astock.py
View File

@ -1,203 +0,0 @@
#!/usr/bin/env python3
"""
A股短期题材选股 - 详细诊断版本
显示每个股票的筛选过程
"""
import asyncio
import sys
import os
from datetime import datetime, timedelta
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.utils.logger import logger
from app.config import get_settings
from app.astock_agent.tushare_client import get_tushare_client
async def diagnose_sector_stocks():
"""诊断板块成分股的筛选过程"""
print("\n" + "=" * 60)
print("🔍 A股选股详细诊断")
print("=" * 60)
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
# 1. 测试获取一个板块的成分股
print("\n【测试】获取智能电网板块成分股...")
try:
# 使用智能电网板块代码（与选股器一致）
sector_code = "885311.TI"
members_df = ts_client.get_sector_members(sector_code)
if members_df.empty:
print("❌ 无法获取板块成分股")
return
stock_codes = members_df['con_code'].tolist()[:10] # 只测试前10只
print(f"✓ 获取到 {len(stock_codes)} 只成分股（测试前10只）")
print(f"股票代码: {stock_codes}")
# 2. 获取这些股票的实时行情
print("\n【测试】获取实时行情...")
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
all_stocks_data = []
for stock_code in stock_codes:
try:
daily_df = ts_client.pro.daily(
ts_code=stock_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty:
print(f" ⚠️ {stock_code}: 无历史数据")
continue
daily_df = daily_df.sort_values('trade_date')
latest = daily_df.iloc[-1]
stock_info = {
'ts_code': stock_code,
'name': latest.get('name', ''),
'close': float(latest['close']),
'pct_chg': float(latest['pct_chg']),
'vol': float(latest['vol']),
'amount': float(latest['amount']) * 1000,
'trade_date': str(latest['trade_date'])
}
all_stocks_data.append(stock_info)
except Exception as e:
print(f" ❌ {stock_code}: 获取失败 - {e}")
continue
print(f"\n✓ 成功获取 {len(all_stocks_data)} 只股票的行情")
# 3. 获取每日指标
print("\n【测试】获取每日指标（换手率等）...")
basic_df = ts_client.pro.daily_basic(
ts_code=','.join(stock_codes),
trade_date=all_stocks_data[0]['trade_date'],
fields='ts_code,trade_date,turnover_rate,pe,pb'
)
if basic_df.empty:
print("⚠️ 无法获取每日指标数据")
else:
print(f"✓ 获取到 {len(basic_df)} 只股票的每日指标")
# 4. 逐个检查筛选条件
print("\n【测试】逐个检查筛选条件...")
print("=" * 80)
for stock_info in all_stocks_data:
stock_code = stock_info['ts_code']
name = stock_info['name']
close = stock_info['close']
pct_chg = stock_info['pct_chg']
vol = stock_info['vol']
amount = stock_info['amount']
print(f"\n🔍 {name}({stock_code}):")
print(f" 日期: {stock_info['trade_date']}")
print(f" 现价: ¥{close:.2f}, 涨跌幅: {pct_chg:+.2f}%")
# 检查1: ST股票
if 'ST' in name or '退' in name:
print(f" ❌ ST/退市股，被过滤")
continue
print(f" ✓ 不是ST/退市股")
# 检查2: 换手率
basic_row = basic_df[basic_df['ts_code'] == stock_code]
if not basic_row.empty:
turnover = float(basic_row.iloc[0].get('turnover_rate', 0))
print(f" 换手率: {turnover:.2f}%")
if 1.0 <= turnover <= 20.0:
print(f" ✓ 换手率符合")
else:
print(f" ❌ 换手率不符合（需要1%-20%）")
continue
else:
print(f" ⚠️ 无换手率数据")
turnover = 0
# 检查3: MA多头排列
try:
start_date = (datetime.now() - timedelta(days=60)).strftime('%Y%m%d')
daily_df = ts_client.pro.daily(
ts_code=stock_code,
start_date=start_date,
end_date=today
)
if daily_df.empty or len(daily_df) < 30:
print(f" ❌ 历史数据不足（需要30天以上），无法计算MA")
continue
daily_df = daily_df.sort_values('trade_date').reset_index(drop=True)
close_series = daily_df['close']
vol_series = daily_df['vol']
ma5 = close_series.rolling(window=5).mean().iloc[-1]
ma10 = close_series.rolling(window=10).mean().iloc[-1]
ma20 = close_series.rolling(window=20).mean().iloc[-1]
print(f" MA5: ¥{ma5:.2f}, MA10: ¥{ma10:.2f}, MA20: ¥{ma20:.2f}")
if ma5 > ma20:
print(f" ✓ MA趋势符合（MA5 > MA20）")
else:
print(f" ❌ MA趋势不符合（需要 MA5 > MA20）")
continue
# 检查4: 量能
ma5_vol = vol_series.rolling(window=5).mean().iloc[-1]
volume_ratio = vol / ma5_vol if ma5_vol > 0 else 1
print(f" 量比: {volume_ratio:.2f}")
if volume_ratio >= 0.7:
print(f" ✓ 量能符合（≥0.7）")
else:
print(f" ❌ 量能不足（量比需要≥0.7）")
continue
# 检查5: 市值
if turnover > 0:
market_cap = amount / (turnover / 100)
market_cap_yi = market_cap / 100000000
print(f" 市值: {market_cap_yi:.2f}亿")
if 30 <= market_cap_yi <= 1000:
print(f" ✓ 市值符合")
else:
print(f" ❌ 市值不符合（需要30-1000亿）")
continue
print(f" ✅✅✅ {name}({stock_code}) 通过所有筛选条件！")
except Exception as e:
print(f" ❌ 计算技术指标失败: {e}")
import traceback
print(traceback.format_exc())
except Exception as e:
print(f"❌ 诊断失败: {e}")
import traceback
traceback.print_exc()
async def main():
"""主函数"""
await diagnose_sector_stocks()
print("\n" + "=" * 60)
print("诊断完成")
print("=" * 60)
if __name__ == "__main__":
asyncio.run(main())

150
backend/diagnose_sector_detection.py
View File

@ -1,150 +0,0 @@
#!/usr/bin/env python3
"""
诊断板块资金异动检测
检查为什么没有找到异动板块
"""
import asyncio
import sys
import os
from datetime import datetime, timedelta
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.utils.logger import logger
from app.config import get_settings
from app.astock_agent.tushare_client import get_tushare_client
async def diagnose_sector_detection():
"""诊断板块检测"""
print("\n" + "=" * 80)
print("🔍 板块资金异动诊断")
print("=" * 80)
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
# 获取热门概念板块
print("\n【第一步】获取热门概念板块...")
hot_concept_sectors = [
'人工智能', '新能源汽车', '芯片', '半导体', '5G',
'智能电网', '物联网', '云计算', '大数据', '区块链'
]
sectors_df = ts_client.get_concept_sectors()
# 找到热门板块
hot_sectors_codes = []
for hot_name in hot_concept_sectors:
matches = sectors_df[sectors_df['name'].str.contains(hot_name, na=False)]
if not matches.empty:
for _, row in matches.iterrows():
hot_sectors_codes.append({
'ts_code': row['ts_code'],
'name': row['name']
})
print(f"✓ 找到 {len(hot_sectors_codes)} 个热门板块")
# 检查这些板块的资金异动
print("\n【第二步】检查板块资金异动（量比、额比、涨幅）...")
print("=" * 80)
today = datetime.now().strftime('%Y%m%d')
yesterday = (datetime.now() - timedelta(days=10)).strftime('%Y%m%d')
# 宽松模式的阈值
vol_threshold = 1.5
amount_threshold = 1.3
min_change = 0.5
qualified_sectors = []
for sector_info in hot_sectors_codes[:15]: # 只检查前15个
ts_code = sector_info['ts_code']
name = sector_info['name']
try:
daily_df = ts_client.pro.ths_daily(
ts_code=ts_code,
start_date=yesterday,
end_date=today
)
if daily_df.empty or len(daily_df) < 2:
print(f" ⚠️ {name}: 数据不足")
continue
daily_df = daily_df.sort_values('trade_date')
latest = daily_df.iloc[-1]
prev = daily_df.iloc[-2]
latest_vol = float(latest.get('vol', 0))
latest_avg_price = float(latest.get('avg_price', 0))
latest_amount = latest_vol * latest_avg_price * 100 # 估算成交额
prev_vol = float(prev.get('vol', 0))
prev_avg_price = float(prev.get('avg_price', 0))
prev_amount = prev_vol * prev_avg_price * 100
change_pct = float(latest.get('pct_change', 0))
# 计算量比和额比
vol_ratio = latest_vol / prev_vol if prev_vol > 0 else 0
amount_ratio = latest_amount / prev_amount if prev_amount > 0 else 0
# 判断是否符合条件
is_volume_surge = vol_ratio >= vol_threshold
is_amount_surge = amount_ratio >= amount_threshold
has_min_change = change_pct >= min_change
is_qualified = (is_volume_surge or is_amount_surge) and has_min_change
# 显示结果
status = "✅" if is_qualified else "❌"
vol_status = "🔥" if is_volume_surge else "📊"
amount_status = "🔥" if is_amount_surge else "📊"
change_status = "✓" if has_min_change else "✗"
print(f" {status} {name}")
print(f" 涨跌幅: {change_pct:+.2f}% {change_status}")
print(f" 量比: {vol_ratio:.2f}x {vol_status} (需要≥{vol_threshold})")
print(f" 额比: {amount_ratio:.2f}x {amount_status} (需要≥{amount_threshold})")
if is_qualified:
qualified_sectors.append({
'name': name,
'change_pct': change_pct,
'vol_ratio': vol_ratio,
'amount_ratio': amount_ratio
})
except Exception as e:
print(f" ❌ {name}: 查询失败 ({e})")
continue
print("\n" + "=" * 80)
print(f"【结果】找到 {len(qualified_sectors)} 个符合资金异动条件的板块")
if len(qualified_sectors) == 0:
print("\n⚠️ 没有板块符合条件，可能原因：")
print(" 1. 市场整体资金流入不足（量比、额比都未达标）")
print(" 2. 板块涨幅不够（需要≥0.5%）")
print(" 3. 阈值设置过高（当前：量比≥1.5，额比≥1.3）")
print("\n建议放宽阈值：")
print(" - 量比阈值: 1.5 → 1.2")
print(" - 额比阈值: 1.3 → 1.1")
print(" - 最小涨幅: 0.5% → 0.3%")
else:
print("\n✅ 符合条件的板块：")
for idx, sector in enumerate(qualified_sectors, 1):
print(f" {idx}. {sector['name']}: {sector['change_pct']:+.2f}%, "
f"量比{sector['vol_ratio']:.2f}x, 额比{sector['amount_ratio']:.2f}x")
print("=" * 80)
async def main():
await diagnose_sector_detection()
if __name__ == "__main__":
asyncio.run(main())

7
backend/migrate_db.py
View File

@ -1,6 +1,5 @@
"""
数据库迁移脚本 - 添加移动止损字段
用于为已有的 paper_trading 表添加新字段
数据库迁移脚本 - 添加模拟盘移动止损字段
"""
import sqlite3
import os
@ -23,7 +22,7 @@ def migrate_database():
break
if not db_path:
print("❌ 未找到数据库文件 stock_agent.db")
print("❌ 未找到数据库文件")
print("请确保在项目根目录或 backend 目录下运行此脚本")
return False
@ -134,7 +133,7 @@ def verify_migration():
if __name__ == "__main__":
print("=" * 60)
print("🔄 Stock Agent 数据库迁移工具")
print("🔄 Crypto Agent 数据库迁移工具")
print("=" * 60)
print()

14
backend/requirements.txt
View File

@ -1,21 +1,15 @@
fastapi==0.109.0
uvicorn[standard]==0.27.0
langchain==0.1.0
langchain-community==0.0.20
zhipuai==2.0.1
openai>=1.0.0
tushare>=1.4.0
sqlalchemy==2.0.25
pydantic==2.5.3
pydantic-settings==2.1.0
python-dotenv==1.0.0
slowapi==0.1.9
pandas>=2.2.0
numpy>=1.26.0
python-multipart==0.0.6
aiohttp==3.9.1
yfinance>=0.2.36
pandas-datareader>=0.10.0 # Stooq 数据源支持（美股港股备用）
PyJWT==2.8.0
tencentcloud-sdk-python==3.0.1100
python-jose[cryptography]==3.3.0
@ -27,12 +21,4 @@ ccxt>=4.5.45 # 统一交易所API接口，Bitget UTA V3 需要 4.5.45+
websockets>=12.0 # WebSocket 支持，用于实时价格更新
# 新闻智能体依赖
feedparser>=6.0.10
beautifulsoup4>=4.12.0
lxml>=4.9.0
# A股板块监控依赖
akshare>=1.12.0
apscheduler>=3.10.0 # 定时任务
eth-account>=0.10.0

76
backend/run.sh Executable file → Normal file
View File

@ -1,89 +1,47 @@
#!/bin/bash
# 最终启动检查和启动脚本
set -e
echo "================================"
echo "A股AI分析Agent - 最终检查"
echo "Crypto Agent - 运行前检查"
echo "================================"
echo ""
cd /Users/aaron/source_code/Stock_Agent/backend
# 激活虚拟环境
if [ ! -d "venv" ]; then
echo "❌ 虚拟环境不存在，请先运行 ../install.sh"
echo "❌ 虚拟环境不存在"
exit 1
fi
source venv/bin/activate
# 快速导入测试
echo "1. 测试模块导入..."
echo "1. 测试核心模块导入..."
python3 << 'EOF'
try:
# 测试基础模块
from app.config import get_settings
print(" ✓ 配置模块")
from app.models.database import Base, Message
print(" ✓ 数据库模型")
from app.services.cache_service import cache_service
print(" ✓ 缓存服务")
from app.services.tushare_service import tushare_service
print(" ✓ Tushare服务")
from app.services.llm_service import llm_service
print(" ✓ LLM服务")
from app.agent.smart_agent import smart_agent
print(" ✓ 智能Agent")
print("\n所有模块导入成功！")
except Exception as e:
print(f"\n❌ 导入失败: {e}")
import traceback
traceback.print_exc()
exit(1)
from app.config import get_settings
from app.models.database import Base, Message
from app.services.cache_service import cache_service
from app.services.llm_service import llm_service
from app.crypto_agent.crypto_agent import get_crypto_agent
print(" ✓ 配置模块")
print(" ✓ 数据库模型")
print(" ✓ 缓存服务")
print(" ✓ LLM 服务")
print(" ✓ Crypto Agent")
EOF
if [ $? -ne 0 ]; then
echo ""
echo "模块导入失败，请检查错误信息"
exit 1
fi
# 检查配置
echo ""
echo "2. 检查配置..."
python3 << 'EOF'
from app.config import get_settings
settings = get_settings()
print(f" Tushare Token: {'✓ 已配置' if settings.tushare_token else '❌ 未配置'}")
print(f" DeepSeek Key: {'✓ 已配置' if settings.deepseek_api_key else '❌ 未配置'}")
print(f" 智谱AI Key: {'✓ 已配置' if settings.zhipuai_api_key else '❌ 未配置'}")
print(f" 数据库: {settings.database_url}")
print(f" 监听: {settings.api_host}:{settings.api_port}")
if not settings.tushare_token:
print("\n⚠️ 警告: Tushare Token未配置，数据查询功能将不可用")
if not settings.zhipuai_api_key:
print("⚠️ 警告: 智谱AI Key未配置，将使用规则模式（无AI分析）")
print(f" Bitget 实盘: {'开启' if settings.bitget_trading_enabled else '关闭'}")
EOF
echo ""
echo "================================"
echo "检查完成！准备启动..."
echo "================================"
echo ""
echo "访问地址："
echo " 前端: http://localhost:8000"
echo " API: http://localhost:8000/docs"
echo ""
echo "按 Ctrl+C 停止服务"
echo ""
# 启动应用
echo "启动应用..."
python3 -m app.main

60
backend/run_astock_selector.py
View File

@ -1,60 +0,0 @@
#!/usr/bin/env python3
"""
A股短期题材选股 - 手动执行脚本
"""
import asyncio
import sys
import os
# 添加项目根目录到Python路径
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.utils.logger import logger
from app.astock_agent.astock_agent import get_astock_agent
async def main():
"""手动执行选股"""
# 解析命令行参数
strict_mode = '--strict' in sys.argv or '-s' in sys.argv
try:
print("\n" + "=" * 60)
mode_text = "严格模式" if strict_mode else "宽松模式（适应当前市场）"
print(f"📊 A股短期题材选股 - 手动执行 [{mode_text}]")
print("=" * 60)
if not strict_mode:
print("\n💡 使用宽松模式：")
print(" - 市值: 30-1000亿（原50-500亿）")
print(" - 换手率: 1%-20%（原3%-15%）")
print(" - 板块涨幅: ≥1.5%（原2%）")
print(" - 量比: ≥1.0（原1.2）")
print("\n使用 --strict 或 -s 参数启用严格模式")
# 获取智能体实例
agent = get_astock_agent()
# 设置模式
agent.selector.strict_mode = strict_mode
# 执行选股
result = await agent.run_once()
# 输出结果
print("\n" + "=" * 60)
print(agent.selector.format_output_text(result))
print("=" * 60 + "\n")
return 0
except Exception as e:
logger.error(f"选股执行失败: {e}")
import traceback
logger.error(traceback.format_exc())
return 1
if __name__ == "__main__":
exit_code = asyncio.run(main())
sys.exit(exit_code)

41
backend/start.sh Executable file → Normal file
View File

@ -1,64 +1,33 @@
#!/bin/bash
# A股AI分析Agent系统 - 启动脚本（改进版）
set -e
echo "================================"
echo "A股AI分析Agent系统"
echo "Crypto Agent Backend"
echo "================================"
echo ""
# 检查.env文件
if [ ! -f "../.env" ] && [ ! -f ".env" ]; then
echo "❌ 错误: 未找到.env配置文件"
echo ""
echo "请先配置环境变量："
echo " cd .."
echo " cp .env.example .env"
echo " # 编辑.env文件，填写API密钥"
echo "❌ 未找到 .env 配置文件"
exit 1
fi
# 检查虚拟环境
if [ ! -d "venv" ]; then
echo "❌ 错误: 虚拟环境不存在"
echo ""
echo "请先运行安装脚本："
echo " cd .."
echo " ./install.sh"
echo "❌ 未找到 backend/venv"
exit 1
fi
# 激活虚拟环境
echo "激活虚拟环境..."
source venv/bin/activate
# 检查Python版本
python_version=$(python --version 2>&1 | awk '{print $2}')
echo "Python版本: $python_version"
# 显示配置信息
echo ""
echo "配置信息："
python -c "
from app.config import get_settings
settings = get_settings()
print(f' Tushare Token: {'已配置' if settings.tushare_token else '未配置'}')
print(f' DeepSeek Key: {'已配置' if settings.deepseek_api_key else '未配置'}')
print(f' 智谱AI Key: {'已配置' if settings.zhipuai_api_key else '未配置'}')
print(f' 数据库: {settings.database_url}')
print(f' 监听地址: {settings.api_host}:{settings.api_port}')
"
echo ""
echo "================================"
echo "启动服务..."
echo "================================"
echo ""
echo "访问地址："
echo " 前端界面: http://localhost:8000"
echo " API文档: http://localhost:8000/docs"
echo ""
echo "按 Ctrl+C 停止服务"
echo ""
# 启动应用
python -m app.main

12
backend/test_import.sh Executable file → Normal file
View File

@ -1,12 +1,10 @@
#!/bin/bash
# 测试应用启动
set -e
cd /Users/aaron/source_code/Stock_Agent/backend
# 激活虚拟环境
source venv/bin/activate
# 测试导入
echo "测试数据库模型..."
python3 -c "from app.models.database import Base, Message; print('✓ 数据库模型导入成功')"
@ -19,8 +17,8 @@ echo "测试服务..."
python3 -c "from app.services.cache_service import cache_service; print('✓ 缓存服务初始化成功')"
echo ""
echo "测试Agent..."
python3 -c "from app.agent.smart_agent import smart_agent; print('✓ Agent初始化成功')"
echo "测试 Crypto Agent..."
python3 -c "from app.crypto_agent.crypto_agent import get_crypto_agent; print('✓ Crypto Agent 导入成功')"
echo ""
echo "所有测试通过！可以启动应用了。"
echo "所有测试通过。"

130
backend/test_single_stock.py
View File

@ -1,130 +0,0 @@
#!/usr/bin/env python3
"""
测试单个股票的筛选逻辑
"""
import asyncio
import sys
import os
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
from app.utils.logger import logger
from app.config import get_settings
from app.astock_agent.tushare_client import get_tushare_client
from app.astock_agent.short_term_thematic_selector import get_thematic_selector
async def test_single_stock():
"""测试单个股票"""
print("\n" + "=" * 80)
print("🔍 测试单个股票筛选")
print("=" * 80)
settings = get_settings()
ts_client = get_tushare_client(settings.tushare_token)
selector = get_thematic_selector(ts_client)
# 测试股票代码（从诊断脚本中找到的通过股票）
test_stock = "000682.SZ"
# 获取该股票所属的板块
sectors_df = ts_client.get_concept_sectors()
smart_grid = sectors_df[sectors_df['name'] == '智能电网']
if smart_grid.empty:
print("未找到智能电网板块")
return
sector_code = smart_grid.iloc[0]['ts_code']
sector_name = smart_grid.iloc[0]['name']
# 获取板块成分股
members_df = ts_client.get_sector_members(sector_code)
stock_codes = members_df['con_code'].tolist()
if test_stock not in stock_codes:
print(f"{test_stock} 不在智能电网板块中")
return
print(f"\n测试股票: {test_stock}")
print(f"所属板块: {sector_name} ({sector_code})")
print(f"板块成分股数量: {len(stock_codes)}")
print(f"测试股票在板块中的位置: {stock_codes.index(test_stock) + 1}/{len(stock_codes)}")
# 获取实时行情 - 检查更多股票
check_count = min(200, len(stock_codes))
print(f"\n获取前 {check_count} 只股票的实时行情...")
realtime_df = ts_client.get_realtime_data(stock_codes[:check_count])
if realtime_df.empty:
print("无法获取实时行情")
return
print(f"实时行情数据获取成功，共 {len(realtime_df)} 只股票")
# 检查目标股票是否在行情数据中
if test_stock not in realtime_df['ts_code'].values:
print(f"❌ {test_stock} 不在行情数据中")
print(f"行情数据中的股票: {realtime_df['ts_code'].tolist()[:10]}")
return
stock_row = realtime_df[realtime_df['ts_code'] == test_stock].iloc[0]
print(f"\n✓ {test_stock} 行情数据:")
print(f" 现价: {stock_row['close']}")
print(f" 涨跌幅: {stock_row['pct_chg']}%")
print(f" 成交量: {stock_row['vol']}")
print(f" 成交额: {stock_row['amount']}千元")
# 获取每日指标
trade_date = realtime_df.iloc[0]['trade_date']
basic_df = ts_client.get_stock_daily_basic([test_stock], str(trade_date))
print(f"\n每日指标数据: {'有' if not basic_df.empty else '无'}")
if not basic_df.empty:
basic_row = basic_df[basic_df['ts_code'] == test_stock]
if not basic_row.empty:
print(f" 换手率: {basic_row.iloc[0]['turnover_rate']}%")
# 调用选股器的内部检查函数
print("\n开始筛选检查...")
print("=" * 80)
# 检查所有股票
passed_stocks = []
for idx, stock_code in enumerate(stock_codes[:check_count], 1):
try:
result = selector._check_single_stock(
stock_code=stock_code,
sector_name=sector_name,
sector_change=2.77,
realtime_df=realtime_df,
basic_df=basic_df
)
if result:
passed_stocks.append((stock_code, result.get('name', '')))
print(f" ✓ [{idx}] {stock_code}: {result.get('name', '')}")
except Exception as e:
print(f" ✗ [{idx}] {stock_code}: 检查失败 - {e}")
print("=" * 80)
print(f"\n检查了 {check_count} 只股票，通过筛选: {len(passed_stocks)} 只")
if passed_stocks:
print("\n✅ 通过的股票:")
for stock_code, name in passed_stocks[:20]: # 只显示前20只
print(f" - {stock_code}: {name}")
if len(passed_stocks) > 20:
print(f" ... 还有 {len(passed_stocks) - 20} 只")
else:
print("\n❌ 没有股票通过筛选")
async def main():
await test_single_stock()
if __name__ == "__main__":
asyncio.run(main())

12
backend/tests/conftest.py
View File

@ -14,6 +14,17 @@ def _mock_settings():
s.bitget_max_single_position = 1000.0
s.account_max_drawdown = 0.25
s.bitget_trading_enabled = False
s.bitget_default_leverage = 10
s.get_bitget_account_config = MagicMock(return_value={
"account_id": "default",
"api_key": "",
"api_secret": "",
"passphrase": "",
"enabled": False,
"use_testnet": True,
"use_unified_account": True,
})
s.get_enabled_bitget_accounts = MagicMock(return_value=[])
return s
@ -31,4 +42,5 @@ sys.modules['app.utils.logger'] = mock_logger_module
# ---- mock app.services.bitget_trading_api_sdk (避免 ccxt import) ----
mock_sdk_module = MagicMock()
mock_sdk_module.get_bitget_trading_api = MagicMock(return_value=MagicMock())
mock_sdk_module.get_all_bitget_trading_apis = MagicMock(return_value={})
sys.modules['app.services.bitget_trading_api_sdk'] = mock_sdk_module

12
backend/tests/test_bitget_live_trading_service.py
View File

@ -53,6 +53,7 @@ def make_service(settings_overrides=None):
# 用 __new__ 跳过 __init__（避免真实 API/数据库调用），手动设置所有属性
service = BitgetLiveTradingService.__new__(BitgetLiveTradingService)
service.account_id = "default"
service.settings = mock_settings
service.max_total_leverage = mock_settings.bitget_max_total_leverage
service.max_single_position = mock_settings.bitget_max_single_position
@ -673,6 +674,10 @@ class TestGetBitgetLiveServiceFactory:
mock_settings.bitget_max_total_leverage = 10.0
mock_settings.bitget_max_single_position = 1000.0
mock_settings.account_max_drawdown = 0.25
mock_settings.get_enabled_bitget_accounts.return_value = [{
"account_id": "default",
"enabled": True,
}]
mock_api = MagicMock()
mock_api._standardize_symbol = lambda s: f"{s}/USDT:USDT"
@ -694,6 +699,10 @@ class TestGetBitgetLiveServiceFactory:
mock_settings = MagicMock()
mock_settings.bitget_trading_enabled = True
mock_settings.get_enabled_bitget_accounts.return_value = [{
"account_id": "default",
"enabled": True,
}]
with patch('app.services.bitget_live_trading_service.get_settings', return_value=mock_settings), \
patch('app.services.bitget_live_trading_service.get_bitget_trading_api', return_value=None):
@ -1045,6 +1054,7 @@ class TestCancelOrder:
def test_cancel_success(self):
service, mock_api = make_service()
service.get_open_orders = MagicMock(return_value=[{'order_id': 'ord123'}])
mock_api.cancel_order.return_value = True
result = service.cancel_order('BTC', 'ord123')
assert result['success'] is True
@ -1052,12 +1062,14 @@ class TestCancelOrder:
def test_cancel_failure(self):
service, mock_api = make_service()
service.get_open_orders = MagicMock(return_value=[{'order_id': 'ord456'}])
mock_api.cancel_order.return_value = False
result = service.cancel_order('BTC', 'ord456')
assert result['success'] is False
def test_cancel_exception(self):
service, mock_api = make_service()
service.get_open_orders = MagicMock(return_value=[{'order_id': 'ord789'}])
mock_api.cancel_order.side_effect = Exception("order not found")
result = service.cancel_order('BTC', 'ord789')
assert result['success'] is False

50
backend/tests/test_crypto_agent_platform_halts.py
View File

@ -108,9 +108,13 @@ def make_agent():
crypto_event_analysis_window_minutes=5,
crypto_event_analysis_price_change_percent=1.0,
crypto_event_analysis_cooldown_minutes=10,
paper_trading_enabled=True,
bitget_trading_enabled=True,
)
agent.paper_trading = None
agent.bitget = None
agent.bitget_services = {}
agent.bitget_executors = {}
agent.symbols = ['BTCUSDT']
agent.executors = {}
agent._platform_halts = {}
@ -121,9 +125,13 @@ def make_agent():
agent._analysis_notification_state = {}
agent._lane_analysis_state = {}
agent._event_analysis_state = {}
agent.execution_guardian = MagicMock()
agent.execution_guardian.get_status.return_value = {"last_status": "idle", "targets": [], "last_actions": []}
agent._initial_balances = {}
agent._target_execution_controls = {}
agent._save_platform_halts = MagicMock()
agent._save_initial_balances = MagicMock()
agent._save_target_execution_controls = MagicMock()
agent._send_alert_notification = AsyncMock()
agent._emergency_close_all_positions = AsyncMock()
return agent
@ -137,14 +145,15 @@ def test_account_stop_loss_halts_only_triggered_platform():
'current_balance': 700.0,
}
agent.bitget = bitget
agent._get_risk_platforms = MagicMock(return_value=[('Bitget', bitget)])
agent._get_risk_platforms = MagicMock(return_value=[('Bitget:default', bitget)])
agent._get_initial_balance = MagicMock(return_value=1000.0)
agent._get_bitget_target_key = MagicMock(return_value='Bitget:default')
should_stop, reason = asyncio.run(agent._check_account_level_stop_loss())
assert should_stop is True
assert 'Bitget' in reason
assert agent._platform_halts['Bitget']['halted'] is True
assert 'Bitget:default' in reason
assert agent._platform_halts['Bitget:default']['halted'] is True
agent._emergency_close_all_positions.assert_awaited_once()
@ -156,8 +165,10 @@ def test_resume_platform_resets_initial_balance_and_clears_halt():
'current_balance': 888.0,
}
agent.bitget = bitget
agent.bitget_services = {'default': bitget}
agent._get_bitget_target_key = MagicMock(return_value='Bitget:default')
agent._platform_halts = {
'Bitget': {
'Bitget:default': {
'halted': True,
'reason': 'drawdown',
'drawdown_pct': 25.1,
@ -167,7 +178,7 @@ def test_resume_platform_resets_initial_balance_and_clears_halt():
result = agent.resume_platform('Bitget')
assert result['halted'] is False
assert agent._initial_balances['Bitget'] == 888.0
assert agent._initial_balances['Bitget:default'] == 888.0
assert result['initial_balance'] == 888.0
assert result['current_balance'] == 888.0
@ -207,3 +218,32 @@ def test_get_status_contains_last_execution_preview():
assert status['last_execution_preview']['BTCUSDT']['paper']['decision'] == 'OPEN'
assert status['last_execution_preview']['BTCUSDT']['bitget']['reason'] == '替换旧挂单'
def test_target_execution_status_uses_settings_defaults_until_overridden():
agent = make_agent()
agent.bitget_services = {'default': MagicMock()}
agent._get_bitget_target_key = MagicMock(return_value='Bitget:default')
agent._iter_bitget_accounts = MagicMock(return_value=['default'])
status = agent.get_target_execution_status()
assert status['PaperTrading']['enabled'] is True
assert status['PaperTrading']['source'] == 'default'
assert status['Bitget:default']['enabled'] is True
assert status['Bitget:default']['source'] == 'default'
def test_set_target_execution_enabled_persists_manual_override():
agent = make_agent()
agent.bitget_services = {'default': MagicMock()}
agent._iter_bitget_accounts = MagicMock(return_value=['default'])
agent._get_bitget_target_key = MagicMock(return_value='Bitget:default')
result = agent.set_target_execution_enabled('Bitget', False, 'manual off')
assert result['enabled'] is False
assert result['source'] == 'manual'
assert result['reason'] == 'manual off'
assert agent._target_execution_controls['Bitget:default']['enabled'] is False
agent._save_target_execution_controls.assert_called_once()

Some files were not shown because too many files have changed in this diff Show More