diff --git a/backend/.env b/backend/.env
index 4449133..d6aeddc 100644
--- a/backend/.env
+++ b/backend/.env
@@ -1,5 +1,5 @@
 DATABASE_URL=postgresql+asyncpg://postgres:Cirry0115@cirry.cn:5432/stock
-TUSHARE_TOKEN=d0bc5620d6523ae40f379ed4415576f58dca2361f2f47a68cdcd0a98
+TUSHARE_TOKEN=22edda0afe44c0609a187ff1ac0bb2a8fc61430f490ec19f7fec8390
 DATA_ADJUST=qfq
 DATA_DEFAULT_START=20200101
 
diff --git a/backend/app/api.py b/backend/app/api.py
index 4a04757..9a6a266 100644
--- a/backend/app/api.py
+++ b/backend/app/api.py
@@ -13,6 +13,7 @@ import json
 
 import pandas as pd
 from fastapi import APIRouter, Depends, HTTPException
+from sqlalchemy import select
 from sqlalchemy.ext.asyncio import AsyncSession
 
 from .backtest.engine import BacktestConfig, run_backtest
@@ -20,10 +21,12 @@ from .backtest.strategies import build_strategy
 from .config import settings
 from .data import fetcher, repository
 from .data.aggregation import bars_per_year, resample_bars
+from .data.symbols import plain_code
 from .data.synthetic import seed_if_empty
 from .db import get_session
 from .domain import Bar
-from .models import BacktestRun
+from . import indicators as ind
+from .models import BacktestRun, DailySnapshot, MarketDaily, StockBasic
 from .schemas import (
     BacktestRequest,
     BacktestResponse,
@@ -31,6 +34,8 @@ from .schemas import (
     EquityPoint,
     IndicatorOut,
     MetricsOut,
+    PreviewInfoOut,
+    PreviewResponse,
     ScreenerRunRequest,
     ScreenerRunResponse,
     ScreenerSyncRequest,
@@ -219,3 +224,128 @@ async def screener_sync_status(session: AsyncSession = Depends(get_session)) ->
     """同步任务状态 + 数据实况（最新交易日/行数/ready）。"""
     status = await market_sync.get_sync_status(session)
     return ScreenerSyncStatus(**{k: status.get(k) for k in ScreenerSyncStatus.model_fields})
+
+
+@router.get("/screener/preview/{ts_code}", response_model=PreviewResponse)
+async def screener_preview(
+    ts_code: str, limit: int = 260, session: AsyncSession = Depends(get_session)
+) -> PreviewResponse:
+    """个股详情预览：日线（qfq 全量缓存，未缓存/过期自动拉取，失败退 market_daily 近段）
+    + 全套指标（indicators.py 单一事实源）+ 最新截面信息卡。"""
+    symbol = plain_code(ts_code)
+
+    # 先取 market_daily 最新行：既做缓存过期判断，也做信息卡数据源
+    md = (
+        await session.execute(
+            select(MarketDaily).where(MarketDaily.ts_code == ts_code).order_by(MarketDaily.trade_date.desc()).limit(1)
+        )
+    ).scalars().first()
+
+    # --- 日线：candles(qfq 全量) 优先；未缓存拉取，缓存落后于全市场最新交易日则强制刷新（每日至多一次） ---
+    rows = await repository.get_candles(session, symbol, "1d", limit=100000)
+    source = "qfq"
+    try:
+        if not rows:
+            await fetcher.sync_symbol(session, symbol, source="auto")
+            rows = await repository.get_candles(session, symbol, "1d", limit=100000)
+        elif md is not None and rows and rows[-1].ts.date() < md.trade_date.date():
+            await fetcher.sync_symbol(session, symbol, source="auto", force=True)
+            rows = await repository.get_candles(session, symbol, "1d", limit=100000)
+    except Exception:  # noqa: BLE001 —— tushare/写库失败时回滚会话（否则毒化后兜底查询 500）
+        await session.rollback()
+        if not rows:
+            rows = []
+    bars = _rows_to_bars(rows)
+
+    if not bars:
+        source = "market"
+        res = await session.execute(
+            select(MarketDaily).where(MarketDaily.ts_code == ts_code).order_by(MarketDaily.trade_date)
+        )
+        bars = [
+            Bar(ts=r.trade_date, open=r.open, high=r.high, low=r.low, close=r.close, volume=r.vol * 100.0)
+            for r in res.scalars()
+        ]
+    if not bars:
+        raise HTTPException(status_code=404, detail=f"无数据: {ts_code}（可先点「同步市场数据」）")
+
+    # --- 指标（在全量历史上计算后截尾，保证预热正确） ---
+    df = pd.DataFrame({"close": [b.close for b in bars], "high": [b.high for b in bars], "low": [b.low for b in bars]})
+    closes, highs, lows = df["close"], df["high"], df["low"]
+    macd = ind.macd(closes)
+    kdj = ind.kdj(highs, lows, closes)
+    boll = ind.bollinger(closes)
+    indicators: dict[str, dict[str, list[float | None]]] = {
+        "ma": {f"ma{p}": _series_to_jsonable(ind.ma(closes, p)) for p in (5, 10, 20, 60)},
+        "macd": {
+            "dif": _series_to_jsonable(macd["macd"]),
+            "dea": _series_to_jsonable(macd["signal"]),
+            "hist": _series_to_jsonable(macd["hist"]),
+        },
+        "kdj": {k: _series_to_jsonable(kdj[k]) for k in ("k", "d", "j")},
+        "rsi": {
+            "rsi6": _series_to_jsonable(ind.rsi(closes, 6)),
+            "rsi12": _series_to_jsonable(ind.rsi(closes, 12)),
+            "rsi24": _series_to_jsonable(ind.rsi(closes, 24)),
+        },
+        "boll": {k: _series_to_jsonable(boll[k]) for k in ("upper", "mid", "lower")},
+    }
+    limit = max(30, min(limit, len(bars)))
+    for group in indicators.values():
+        for key in group:
+            group[key] = group[key][-limit:]
+
+    # --- 信息卡：stock_basic + 最新 market_daily + 与其对齐的快照（避免混用不同交易日） ---
+    sb = (await session.execute(select(StockBasic).where(StockBasic.ts_code == ts_code))).scalars().first()
+    ds = None
+    if md is not None:
+        # 优先取与行情同日的快照；缺当日快照时退最新（字段可能与行情差日期，罕见）
+        ds = (
+            await session.execute(
+                select(DailySnapshot).where(
+                    DailySnapshot.ts_code == ts_code, DailySnapshot.trade_date == md.trade_date
+                )
+            )
+        ).scalars().first()
+    if ds is None:
+        ds = (
+            await session.execute(
+                select(DailySnapshot).where(DailySnapshot.ts_code == ts_code).order_by(DailySnapshot.trade_date.desc()).limit(1)
+            )
+        ).scalars().first()
+
+    def _yi(v) -> float | None:
+        if v is None:
+            return None
+        v = float(v)
+        return None if v != v else round(v / 1e4, 2)  # 万元 -> 亿元
+
+    info = PreviewInfoOut(
+        ts_code=ts_code,
+        symbol=symbol,
+        name=sb.name if sb else ts_code,
+        industry=sb.industry if sb else None,
+        area=sb.area if sb else None,
+        market=sb.market if sb else None,
+        list_date=sb.list_date if sb else None,
+        trade_date=md.trade_date if md else None,
+        open=md.open if md else None,
+        high=md.high if md else None,
+        low=md.low if md else None,
+        close=md.close if md else None,
+        pre_close=md.pre_close if md else None,
+        pct_chg=md.pct_chg if md else None,
+        volume_hand=round(md.vol, 0) if md else None,
+        amount_yi=round(md.amount / 100000, 2) if md else None,  # 千元 -> 亿元
+        turnover_rate=ds.turnover_rate if ds else None,
+        pe_ttm=ds.pe_ttm if ds else None,
+        pb=ds.pb if ds else None,
+        total_mv=_yi(ds.total_mv) if ds else None,
+        circ_mv=_yi(ds.circ_mv) if ds else None,
+    )
+
+    candles = [
+        CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close, volume=b.volume)
+        for b in bars[-limit:]
+    ]
+    return PreviewResponse(ts_code=ts_code, symbol=symbol, source=source, info=info, candles=candles, indicators=indicators)
diff --git a/backend/app/db.py b/backend/app/db.py
index de8f120..68ebc99 100644
--- a/backend/app/db.py
+++ b/backend/app/db.py
@@ -9,8 +9,11 @@ class Base(DeclarativeBase):
     """所有 ORM 模型的基类。"""
 
 
-# echo=False；生产环境可用连接池参数调优
-engine = create_async_engine(settings.database_url, echo=False, future=True)
+# echo=False；远程 PG 的空闲连接可能被中间层断开，pre_ping + recycle 自动剔除死连接
+engine = create_async_engine(
+    settings.database_url, echo=False, future=True,
+    pool_pre_ping=True, pool_recycle=1800,
+)
 async_session = async_sessionmaker(engine, expire_on_commit=False, class_=AsyncSession)
 
 
diff --git a/backend/app/schemas.py b/backend/app/schemas.py
index 12fdb25..119a5d5 100644
--- a/backend/app/schemas.py
+++ b/backend/app/schemas.py
@@ -167,3 +167,38 @@ class ScreenerSyncStatus(BaseModel):
     last_trade_date: datetime | None = None
     last_synced_at: datetime | None = None
     stats: dict[str, int] = Field(default_factory=dict)  # stocks/daily_rows/snapshot_rows/dates
+
+
+# ---------- 个股详情预览（选股结果点入，全屏同花顺/通达信式） ----------
+class PreviewInfoOut(BaseModel):
+    ts_code: str
+    symbol: str
+    name: str
+    industry: str | None = None
+    area: str | None = None
+    market: str | None = None          # 主板/创业板/科创板/北交所
+    list_date: str | None = None
+    trade_date: datetime | None = None  # 行情/信息卡数据基准交易日
+    open: float | None = None
+    high: float | None = None
+    low: float | None = None
+    close: float | None = None
+    pre_close: float | None = None
+    pct_chg: float | None = None       # 日涨跌幅 %
+    volume_hand: float | None = None   # 成交量（手）
+    amount_yi: float | None = None     # 成交额（亿元）
+    turnover_rate: float | None = None # 换手率 %
+    pe_ttm: float | None = None
+    pb: float | None = None
+    total_mv: float | None = None      # 总市值（亿元）
+    circ_mv: float | None = None       # 流通市值（亿元）
+
+
+class PreviewResponse(BaseModel):
+    ts_code: str
+    symbol: str
+    source: str                        # qfq=回测缓存全量前复权 | market=近段未复权兜底
+    info: PreviewInfoOut
+    candles: list[CandleOut]
+    indicators: dict[str, dict[str, list[float | None]]] = Field(default_factory=dict)
+    # indicators 形如 {"ma": {"ma5": [...], ...}, "macd": {"dif": ...}, "kdj": {...}, "rsi": {...}, "boll": {...}}