This commit is contained in:
2026-09-29 22:48:41 +08:00
parent a490fdc110
commit 4a27e35ff4
13 changed files with 719 additions and 15 deletions
+3
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@@ -5,6 +5,7 @@
market.py /api/market/*(总览/打板/概念板块/指数 K 线与详情)
backtest.py /api/backtest + /api/backtest/event
screener.py /api/screener/*(选股/历史/同步/个股预览)
signals.py /api/signals*(买卖点实验室:方案/分析/扫描/评估)
user.py /api/preferences + /api/watchlist* + /api/trades*
_deps.py 共享件:JSON 直返缓存、复权换算、行转 Bar、共享常量与 SQL
@@ -18,6 +19,7 @@ from .backtest import router as backtest_router
from .etfs import router as etfs_router
from .market import router as market_router
from .screener import router as screener_router
from .signals import router as signals_router
from .stocks import router as stocks_router
from .user import router as user_router
@@ -27,4 +29,5 @@ router.include_router(etfs_router)
router.include_router(market_router)
router.include_router(backtest_router)
router.include_router(screener_router)
router.include_router(signals_router)
router.include_router(user_router)
+6 -2
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@@ -135,12 +135,16 @@ def _scan_batch(
if not candle_rows:
return trades
bars = pd.DataFrame(
candle_rows, columns=["symbol", "ts", "open", "high", "low", "close"]
candle_rows, columns=["symbol", "ts", "open", "high", "low", "close", "volume", "turnover"]
)
for symbol, g in bars.groupby("symbol", sort=False):
if len(g) < 30:
continue
g = g.reset_index(drop=True)
# pct_chg / amplitude 是派生列(candles 无现成涨跌幅/振幅):按股内环比补算,
# 与选股引擎 _load_bars 同口径——否则「日涨跌幅/当日振幅」条件进事件回测直接 KeyError
g["pct_chg"] = g["close"].pct_change() * 100
g["amplitude"] = (g["high"] - g["low"]) / g["close"].shift(1) * 100
ts_code_l = code_by_symbol[symbol]
cache: dict = {"_families": set()}
mask = _signal_mask(g, spec, cache)
@@ -243,7 +247,7 @@ async def run_event_backtest(
code_by_symbol = {sym: code for code, sym in batch}
candle_rows = (await session.execute(
select(Candle.symbol, Candle.ts, Candle.open, Candle.high,
Candle.low, Candle.close)
Candle.low, Candle.close, Candle.volume, Candle.turnover)
.where(and_(Candle.timeframe == "1d",
Candle.symbol.in_(symbols),
Candle.ts >= buffer_ts, Candle.ts <= end_ts))
+9
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@@ -56,6 +56,15 @@ def ma(close: pd.Series, period: int) -> pd.Series:
return close.rolling(period, min_periods=1).mean()
def vol_ratio(volume: pd.Series, period: int = 5) -> pd.Series:
"""量比(通达信口径):当日成交量 / 前 N 日均量(不含当日,即 REF(MA(VOL,N),1))。
>2 约=倍量、<0.7 约=显著缩量;首根无前值、均量为 0(长期停牌)时为 NaN。
"""
base = volume.rolling(period, min_periods=1).mean().shift(1)
return volume / base.replace(0, np.nan)
def ema2(close: pd.Series, span: int = 10) -> pd.Series:
"""知行短期趋势线:EMA(EMA(C, span), span)。"""
return ema(ema(close, span), span)
+38
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@@ -362,6 +362,44 @@ class ScreenerQuery(Base):
created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow, index=True)
class SignalPlan(Base):
"""买卖点实验室方案(一股一方案:手动标注/条件扫描的买卖点集合与指标条件)。
conditions_json 存 IndicatorCondition[].model_dump_json()(结构化条件可直接
推送到 /api/backtest/event 做全市场事件回测);点集在 signal_points 子表。
"""
__tablename__ = "signal_plans"
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
user_id: Mapped[int] = mapped_column(BigInteger, ForeignKey("users.id", ondelete="CASCADE"), index=True)
ts_code: Mapped[str] = mapped_column(String(12), index=True)
name: Mapped[str] = mapped_column(String(64))
note: Mapped[str | None] = mapped_column(Text)
conditions_json: Mapped[str | None] = mapped_column(Text)
created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow)
updated_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow, onupdate=_utcnow)
__table_args__ = (
Index("ix_signal_plans_user_code", "user_id", "ts_code"),
)
class SignalPoint(Base):
"""方案内的买卖点(manual=K线图手动点击标注;scan=条件扫描命中后勾选保留)。"""
__tablename__ = "signal_points"
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
plan_id: Mapped[int] = mapped_column(Integer, ForeignKey("signal_plans.id", ondelete="CASCADE"), index=True)
kind: Mapped[str] = mapped_column(String(4)) # buy | sell
trade_date: Mapped[date] = mapped_column(Date)
source: Mapped[str] = mapped_column(String(6)) # manual | scan
created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow)
__table_args__ = (
UniqueConstraint("plan_id", "kind", "trade_date", name="uq_signal_point_plan_kind_date"),
)
class TradeCalendar(Base):
"""交易日历缓存(trade_cal 拉取一次宽范围后本地维护,低积分 token 限频 1 次/小时)。"""
__tablename__ = "trade_calendar"
+147
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@@ -710,3 +710,150 @@ class IndexWeightsResponse(BaseModel):
total: int # 成分股总数(返回 items 为按权重降序的子集)
items: list[IndexWeightItemOut] = []
# ---------- 买卖点实验室(/signals:手动标注共同点分析 + 条件扫描) ----------
class SignalPlanCreate(BaseModel):
ts_code: str = Field(min_length=6, max_length=12)
name: str = Field(default="", max_length=64) # 空则后端默认「{code} 买点方案」
class SignalPlanUpdate(BaseModel):
name: str | None = Field(default=None, min_length=1, max_length=64)
note: str | None = None
conditions: list[IndicatorCondition] | None = None # None=不改;[] = 清空
class SignalPointIn(BaseModel):
kind: Literal["buy", "sell"]
trade_date: date
source: Literal["manual", "scan"] = "manual"
class SignalPointOut(BaseModel):
kind: str # buy | sell
trade_date: date
source: str # manual | scan
model_config = {"from_attributes": True}
class SignalPlanOut(BaseModel):
id: int
ts_code: str
name: str
note: str | None = None
conditions: list[IndicatorCondition] = Field(default_factory=list)
points: list[SignalPointOut] = Field(default_factory=list)
created_at: datetime
updated_at: datetime
class SignalPlanListResponse(BaseModel):
items: list[SignalPlanOut]
class SignalsAnalyzeRequest(BaseModel):
ts_code: str = Field(min_length=6, max_length=12)
buy_dates: list[date] = Field(min_length=1, max_length=200)
class FeatureFindingOut(BaseModel):
"""共同特征发现:特征在买点日的命中率 vs 全期基线比例(纯算法统计)。"""
key: str
label: str
samples_hit: int # 命中特征的买点数
samples: int # 有效买点数
hit_rate: float # 买点命中率 %(0-100)
base_rate: float # 全期基线比例 %(0-100)
lift: float # 命中率 / 基线
mappable: bool # 是否可转成 IndicatorCondition(进扫描/回测)
condition: IndicatorCondition | None = None
class ValueSummaryOut(BaseModel):
"""连续值摘要:买点日中位数 vs 全期中位数(直觉对照用)。"""
key: str
label: str
at_points: float | None
baseline: float | None
class SignalsAnalyzeResponse(BaseModel):
ts_code: str
samples: int # 有效买点数(落在该股交易日上)
total_bars: int
findings: list[FeatureFindingOut]
summaries: list[ValueSummaryOut]
class WindowStatOut(BaseModel):
window: int # 持有 N 交易日
samples: int
mean: float # 平均收益 %
median: float
win_rate: float # 收益>0 占比 %
p10: float
p90: float
class EvalPointOut(BaseModel):
"""单个买点的评估:未来 N 交易日收益矩阵(复权校正)。"""
date: date # 买点(信号)日
entry_date: date | None = None # 实际入场日(默认信号次日)
entry_price: float | None = None
rets: dict[str, float | None] = Field(default_factory=dict) # "5" -> 收益%(越界/缺数据 None)
max_gain: dict[str, float | None] = Field(default_factory=dict) # 窗口内最大涨幅 %
max_dd: dict[str, float | None] = Field(default_factory=dict) # 窗口内最大回撤 %
class EvalPairOut(BaseModel):
"""手动配对(买点 -> 其后最近卖点)的一笔评估。"""
buy_date: date
sell_date: date
entry_date: date | None = None
entry_price: float | None = None
exit_price: float | None = None
ret_pct: float | None = None # 复权校正收益 %
class PairStatsOut(BaseModel):
samples: int
mean: float
median: float
win_rate: float
max: float
min: float
class SignalsEvaluateResult(BaseModel):
samples: int
points: list[EvalPointOut] = Field(default_factory=list)
stats: list[WindowStatOut] = Field(default_factory=list)
pairs: list[EvalPairOut] = Field(default_factory=list)
pair_stats: PairStatsOut | None = None
class SignalsScanRequest(BaseModel):
ts_code: str = Field(min_length=6, max_length=12)
conditions: list[IndicatorCondition] = Field(min_length=1, max_length=10)
windows: list[int] = Field(default_factory=lambda: [1, 3, 5, 10, 20, 60])
start: date | None = None
end: date | None = None
class SignalsScanResponse(BaseModel):
ts_code: str
dates: list[date] # 命中信号日(升序,已丢弃指标预热区)
total: int
evaluate: SignalsEvaluateResult
class SignalsEvaluateRequest(BaseModel):
ts_code: str = Field(min_length=6, max_length=12)
buy_dates: list[date] = Field(min_length=1, max_length=500)
sell_dates: list[date] = Field(default_factory=list, max_length=500)
windows: list[int] = Field(default_factory=lambda: [1, 3, 5, 10, 20, 60])
# 进出场时机默认与 /api/backtest/event 对齐:信号次日入场、到期收盘卖出
entry_timing: Literal["next_open", "next_close"] = "next_open"
exit_timing: Literal["close", "open"] = "close"
+26 -4
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@@ -56,6 +56,10 @@ def _ma(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
return {"ma": ind.ma(df["close"], period=int(p["period"]))}
def _vol_ratio(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
return {"vol_ratio": ind.vol_ratio(df["volume"], period=int(p["period"]))}
def _boll(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
out = ind.bollinger(df["close"], period=int(p["period"]), std=float(p["std"]))
return {"boll_upper": out["upper"], "boll_mid": out["mid"], "boll_lower": out["lower"]}
@@ -75,6 +79,16 @@ def _pct_chg(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
return {"pct_chg": df["pct_chg"]}
def _amplitude(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
# 当日振幅 %(通达信口径:(最高-最低)/昨收×100),依赖派生列 amplitude
return {"amplitude": df["amplitude"]}
def _turnover_rate(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
# 逐日换手率 %(candles.turnover 直读;ETF/缺数据日为 NaN,条件按 False 处理)
return {"turnover_rate": df["turnover"]}
@dataclass(frozen=True)
class FamilyDef:
label: str # 族中文标签(条件回显/表头)
@@ -89,20 +103,24 @@ FAMILIES: dict[str, FamilyDef] = {
"macd": FamilyDef("MACD", ("fast", "slow", "signal"), {"fast": 12, "slow": 26, "signal": 9}, 60, _macd),
"rsi": FamilyDef("RSI", ("period",), {"period": 14}, 25, _rsi),
"ma": FamilyDef("MA", ("period",), {"period": 20}, 25, _ma),
"vol_ratio": FamilyDef("量比", ("period",), {"period": 5}, 10, _vol_ratio),
"boll": FamilyDef("BOLL", ("period", "std"), {"period": 20, "std": 2}, 25, _boll),
"zhixing": FamilyDef("知行", ("m1", "m2", "m3", "m4"),
{"m1": 14, "m2": 28, "m3": 57, "m4": 114}, 114, _zhixing),
"close": FamilyDef("收盘价", (), {}, 1, _close),
"pct_chg": FamilyDef("日涨跌幅", (), {}, 1, _pct_chg),
"amplitude": FamilyDef("当日振幅", (), {}, 2, _amplitude),
"turnover_rate": FamilyDef("换手率", (), {}, 1, _turnover_rate),
}
INDICATOR_FAMILY: dict[str, str] = {
"kdj_k": "kdj", "kdj_d": "kdj", "kdj_j": "kdj",
"macd_dif": "macd", "macd_dea": "macd", "macd_hist": "macd",
"rsi": "rsi", "ma": "ma",
"rsi": "rsi", "ma": "ma", "vol_ratio": "vol_ratio",
"boll_upper": "boll", "boll_mid": "boll", "boll_lower": "boll",
"zhixing_dkx": "zhixing", "zhixing_trend": "zhixing",
"close": "close", "pct_chg": "pct_chg",
"amplitude": "amplitude", "turnover_rate": "turnover_rate",
}
_IND_SUFFIX = {"kdj_k": "K", "kdj_d": "D", "kdj_j": "J",
@@ -317,23 +335,27 @@ async def _load_bars(session: AsyncSession, ts_codes: list[str],
"""
symbols = [plain_code(t) for t in ts_codes]
stmt = select(
Candle.symbol, Candle.ts, Candle.open, Candle.high, Candle.low, Candle.close,
Candle.symbol, Candle.ts, Candle.open, Candle.high, Candle.low, Candle.close, Candle.volume,
Candle.turnover,
).where(Candle.timeframe == "1d", Candle.ts >= min_date, Candle.ts <= target_date)
if len(symbols) <= 2000:
stmt = stmt.where(Candle.symbol.in_(set(symbols)))
rows = (await session.execute(stmt)).all()
df = pd.DataFrame(rows, columns=["symbol", "trade_date", "open", "high", "low", "close"])
df = pd.DataFrame(rows, columns=["symbol", "trade_date", "open", "high", "low", "close", "volume", "turnover"])
if not df.empty and len(symbols) > 2000:
df = df[df["symbol"].isin(set(symbols))]
df = df.sort_values(["symbol", "trade_date"]).reset_index(drop=True)
if df.empty:
df["ts_code"] = pd.Series(dtype=object)
df["pct_chg"] = pd.Series(dtype=object)
df["amplitude"] = pd.Series(dtype=object)
else:
prev_close = df.groupby("symbol")["close"].shift(1)
df["pct_chg"] = df.groupby("symbol")["close"].pct_change() * 100
df["amplitude"] = (df["high"] - df["low"]) / prev_close * 100
ts_map = {plain_code(t): t for t in ts_codes}
df["ts_code"] = df["symbol"].map(ts_map)
return df[["ts_code", "trade_date", "open", "high", "low", "close", "pct_chg"]]
return df[["ts_code", "trade_date", "open", "high", "low", "close", "volume", "turnover", "pct_chg", "amplitude"]]
def _f(v) -> float | None:
+4 -4
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@@ -22,8 +22,8 @@ SYSTEM_PROMPT = """你是 A 股选股条件解析器。把用户的自然语言
(indicator 与 snapshot 至少一个非空;用户没有提到的条件不要编造)
【indicator 数组】技术指标条件,元素字段:
- "indicator": 指标名,白名单:kdj_k / kdj_d / kdj_j(KDJ 的 K/D/J 值)、rsi、macd_dif / macd_dea / macd_hist(MACD 的 DIF/DEA/柱)、ma(收盘价均线)、boll_upper / boll_mid / boll_lower(布林轨道)、zhixing_dkx(知行多空线,四条收盘价均线的均值)、zhixing_trend(知行短期趋势线)、close(收盘价)、pct_chg(日涨跌幅%)
- "params": 指标参数(可选),默认:KDJ {"n":9,"m1":3,"m2":3};RSI {"period":14};MACD {"fast":12,"slow":26,"signal":9};MA {"period":20};BOLL {"period":20,"std":2};知行多空线 {"m1":14,"m2":28,"m3":57,"m4":114};知行趋势线无参数(固定算法),不要给它填 params
- "indicator": 指标名,白名单:kdj_k / kdj_d / kdj_j(KDJ 的 K/D/J 值)、rsi、macd_dif / macd_dea / macd_hist(MACD 的 DIF/DEA/柱)、ma(收盘价均线)、vol_ratio(量比,当日成交量/前5日均量)、boll_upper / boll_mid / boll_lower(布林轨道)、zhixing_dkx(知行多空线,四条收盘价均线的均值)、zhixing_trend(知行短期趋势线)、close(收盘价)、pct_chg(日涨跌幅%)、amplitude(当日振幅%,(最高-最低)/昨收)、turnover_rate(换手率%,逐日历史值)
- "params": 指标参数(可选),默认:KDJ {"n":9,"m1":3,"m2":3};RSI {"period":14};MACD {"fast":12,"slow":26,"signal":9};MA {"period":20};量比 {"period":5};BOLL {"period":20,"std":2};知行多空线 {"m1":14,"m2":28,"m3":57,"m4":114};知行趋势线/振幅/换手率无参数,不要给它们填 params
- "op": "gt" | "ge" | "lt" | "le" | "between"
- "value": 比较数值(between 时为下界),"value2": between 上界
- "value_indicator": 可选。指标与指标比较时填另一指标名(同白名单),如 "DIF大于DEA" -> indicator=macd_dif, op=gt, value_indicator=macd_dea, value=0;"股价在布林带下轨之下" -> indicator=close, op=lt, value_indicator=boll_lower, value=0
@@ -171,8 +171,8 @@ EVENT_SYSTEM_PROMPT = """你是 A 股事件回测参数解析器。用户描述
{"entry": {"indicator": [...], "snapshot": [], "exclude_st": true, "exclude_delisted": true, "exclude_bj": true}, "entry_timing": "next_open", "holding_days": 3, "exit_timing": "close"}
【entry.indicator 数组】入场信号条件(必填,至少 1 条),元素字段与白名单:
- "indicator": kdj_k / kdj_d / kdj_j(KDJ 的 K/D/J 值)、rsi、macd_dif / macd_dea / macd_hist(MACD 的 DIF/DEA/柱)、ma(收盘价均线)、boll_upper / boll_mid / boll_lower(布林轨道)、zhixing_dkx(知行多空线)、zhixing_trend(知行短期趋势线)、close(收盘价)、pct_chg(日涨跌幅%)
- "params": 指标参数(可选),默认:KDJ {"n":9,"m1":3,"m2":3};RSI {"period":14};MACD {"fast":12,"slow":26,"signal":9};MA {"period":20};BOLL {"period":20,"std":2};知行多空线 {"m1":14,"m2":28,"m3":57,"m4":114};知行趋势线无参数(固定算法),不要给它填 params
- "indicator": kdj_k / kdj_d / kdj_j(KDJ 的 K/D/J 值)、rsi、macd_dif / macd_dea / macd_hist(MACD 的 DIF/DEA/柱)、ma(收盘价均线)、vol_ratio(量比,当日成交量/前5日均量)、boll_upper / boll_mid / boll_lower(布林轨道)、zhixing_dkx(知行多空线)、zhixing_trend(知行短期趋势线)、close(收盘价)、pct_chg(日涨跌幅%)、amplitude(当日振幅%,(最高-最低)/昨收)、turnover_rate(换手率%,逐日历史值)
- "params": 指标参数(可选),默认:KDJ {"n":9,"m1":3,"m2":3};RSI {"period":14};MACD {"fast":12,"slow":26,"signal":9};MA {"period":20};量比 {"period":5};BOLL {"period":20,"std":2};知行多空线 {"m1":14,"m2":28,"m3":57,"m4":114};知行趋势线/振幅/换手率无参数,不要给它们填 params
- "op": "gt" | "ge" | "lt" | "le" | "between";"value"(between 时为下界)、"value2"(上界)
- "value_indicator": 指标与指标比较时填另一指标名(同白名单),如 "DIF 大于 DEA" -> indicator=macd_dif, op=gt, value_indicator=macd_dea, value=0
- "value_params": 比较对象指标参数不同时指定,如 "MA5 上穿 MA20" -> indicator=ma, params={"period":5}, op=gt, value_indicator=ma, value_params={"period":20}, value=0
+70
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@@ -22,6 +22,17 @@ import type {
ScreenerRunResponse,
ScreenerSyncRequest,
ScreenerSyncStatus,
SignalPlanCreate,
SignalPlanListResponse,
SignalPlanOut,
SignalPlanUpdate,
SignalPointIn,
SignalsAnalyzeRequest,
SignalsAnalyzeResponse,
SignalsEvaluateRequest,
SignalsEvaluateResult,
SignalsScanRequest,
SignalsScanResponse,
StockCompanyInfo,
StockDividendOut,
StockFacets,
@@ -439,3 +450,62 @@ export async function clearTrades(): Promise<TradesClearResponse> {
if (!res.ok) throw new ApiError(await readError(res, `清空成交失败 (HTTP ${res.status})`), res.status);
return (await res.json()) as TradesClearResponse;
}
// ---------- 买卖点实验室(方案 CRUD + 分析/扫描/评估) ----------
export async function getSignalPlans(tsCode?: string): Promise<SignalPlanListResponse> {
const q = tsCode ? `?ts_code=${encodeURIComponent(tsCode)}` : '';
const res = await apiFetch(`/api/signals/plans${q}`);
if (!res.ok) throw new ApiError(await readError(res, '获取方案列表失败'), res.status);
return (await res.json()) as SignalPlanListResponse;
}
export async function createSignalPlan(req: SignalPlanCreate): Promise<SignalPlanOut> {
const res = await apiFetch('/api/signals/plans', { method: 'POST', body: JSON.stringify(req) });
if (!res.ok) throw new ApiError(await readError(res, '新建方案失败'), res.status);
return (await res.json()) as SignalPlanOut;
}
export async function getSignalPlan(id: number): Promise<SignalPlanOut> {
const res = await apiFetch(`/api/signals/plans/${id}`);
if (!res.ok) throw new ApiError(await readError(res, '获取方案失败'), res.status);
return (await res.json()) as SignalPlanOut;
}
export async function patchSignalPlan(id: number, req: SignalPlanUpdate): Promise<SignalPlanOut> {
const res = await apiFetch(`/api/signals/plans/${id}`, { method: 'PATCH', body: JSON.stringify(req) });
if (!res.ok) throw new ApiError(await readError(res, '更新方案失败'), res.status);
return (await res.json()) as SignalPlanOut;
}
export async function deleteSignalPlan(id: number): Promise<void> {
const res = await apiFetch(`/api/signals/plans/${id}`, { method: 'DELETE' });
if (!res.ok) throw new ApiError(await readError(res, '删除方案失败'), res.status);
}
/** 买卖点全量替换(每次变更整包提交;并发下 last-write-wins) */
export async function putSignalPlanPoints(id: number, points: SignalPointIn[]): Promise<SignalPlanOut> {
const res = await apiFetch(`/api/signals/plans/${id}/points`, { method: 'PUT', body: JSON.stringify(points) });
if (!res.ok) throw new ApiError(await readError(res, '保存买卖点失败'), res.status);
return (await res.json()) as SignalPlanOut;
}
/** 买点共同特征分析(纯算法统计)。单股全历史 pandas 计算,timeout 放宽到 2 分钟。 */
export async function postSignalsAnalyze(req: SignalsAnalyzeRequest): Promise<SignalsAnalyzeResponse> {
const res = await apiFetch('/api/signals/analyze', { method: 'POST', body: JSON.stringify(req) });
if (!res.ok) throw new ApiError(await readError(res, '共同点分析失败'), res.status);
return (await res.json()) as SignalsAnalyzeResponse;
}
/** 条件扫描:AND 条件全历史命中日 + 逐点收益矩阵。 */
export async function postSignalsScan(req: SignalsScanRequest): Promise<SignalsScanResponse> {
const res = await apiFetch('/api/signals/scan', { method: 'POST', body: JSON.stringify(req) });
if (!res.ok) throw new ApiError(await readError(res, '条件扫描失败'), res.status);
return (await res.json()) as SignalsScanResponse;
}
/** 手动买卖点收益评估(固定持有期窗口 + 手动配对)。 */
export async function postSignalsEvaluate(req: SignalsEvaluateRequest): Promise<SignalsEvaluateResult> {
const res = await apiFetch('/api/signals/evaluate', { method: 'POST', body: JSON.stringify(req) });
if (!res.ok) throw new ApiError(await readError(res, '收益评估失败'), res.status);
return (await res.json()) as SignalsEvaluateResult;
}
+144
View File
@@ -635,3 +635,147 @@ export interface IndexWeights {
total: number;
items: IndexWeightItem[];
}
// ---------- 买卖点实验室(镜像 app/schemas.py signals 段) ----------
export interface SignalPlanCreate {
ts_code: string;
name?: string; // 空则后端默认「{code} 买点方案」
}
export interface SignalPlanUpdate {
name?: string | null; // null=不改
note?: string | null;
conditions?: IndicatorCondition[] | null; // null=不改;[] = 清空
}
export interface SignalPointIn {
kind: 'buy' | 'sell';
trade_date: string; // ISO YYYY-MM-DD
source?: 'manual' | 'scan';
}
export interface SignalPointOut {
kind: string; // buy | sell
trade_date: string;
source: string; // manual | scan
}
export interface SignalPlanOut {
id: number;
ts_code: string;
name: string;
note?: string | null;
conditions: IndicatorCondition[];
points: SignalPointOut[];
created_at: string;
updated_at: string;
}
export interface SignalPlanListResponse {
items: SignalPlanOut[];
}
/** 共同特征发现:特征在买点日的命中率 vs 全期基线比例(纯算法统计) */
export interface FeatureFindingOut {
key: string;
label: string;
samples_hit: number;
samples: number;
hit_rate: number; // 买点命中率 %(0-100)
base_rate: number; // 全期基线比例 %
lift: number; // 命中率 / 基线
mappable: boolean; // 是否可转成 IndicatorCondition(进扫描/回测)
condition?: IndicatorCondition | null;
}
/** 连续值摘要:买点日中位数 vs 全期中位数 */
export interface ValueSummaryOut {
key: string;
label: string;
at_points: number | null;
baseline: number | null;
}
export interface SignalsAnalyzeRequest {
ts_code: string;
buy_dates: string[]; // ISO 日期,1-200 个
}
export interface SignalsAnalyzeResponse {
ts_code: string;
samples: number; // 有效买点数(落在该股交易日上)
total_bars: number;
findings: FeatureFindingOut[];
summaries: ValueSummaryOut[];
}
export interface WindowStatOut {
window: number; // 持有 N 交易日
samples: number;
mean: number; // 平均收益 %
median: number;
win_rate: number; // 收益>0 占比 %
p10: number;
p90: number;
}
/** 单个买点的评估:未来 N 交易日收益矩阵(复权校正),键为窗口字符串 */
export interface EvalPointOut {
date: string; // 买点(信号)日
entry_date?: string | null; // 实际入场日(默认信号次日)
entry_price?: number | null;
rets: Record<string, number | null>; // "5" -> 收益%(越界/缺数据 null)
max_gain: Record<string, number | null>; // 窗口内最大涨幅 %
max_dd: Record<string, number | null>; // 窗口内最大回撤 %
}
/** 手动配对(买点 -> 其后最近卖点)的一笔评估 */
export interface EvalPairOut {
buy_date: string;
sell_date: string;
entry_date?: string | null;
entry_price?: number | null;
exit_price?: number | null;
ret_pct?: number | null; // 复权校正收益 %
}
export interface PairStatsOut {
samples: number;
mean: number;
median: number;
win_rate: number;
max: number;
min: number;
}
export interface SignalsEvaluateResult {
samples: number;
points: EvalPointOut[];
stats: WindowStatOut[];
pairs: EvalPairOut[];
pair_stats?: PairStatsOut | null;
}
export interface SignalsScanRequest {
ts_code: string;
conditions: IndicatorCondition[]; // 1-10 条 AND
windows?: number[];
start?: string | null;
end?: string | null;
}
export interface SignalsScanResponse {
ts_code: string;
dates: string[]; // 命中信号日(升序,已丢弃指标预热区)
total: number;
evaluate: SignalsEvaluateResult;
}
export interface SignalsEvaluateRequest {
ts_code: string;
buy_dates: string[]; // 1-500 个
sell_dates?: string[]; // 手动卖点(有则逐对计算)
windows?: number[];
entry_timing?: 'next_open' | 'next_close'; // 默认与事件回测对齐
exit_timing?: 'close' | 'open';
}
+154 -3
View File
@@ -74,6 +74,59 @@ const tradeMarkerTemplate: OverlayTemplate<TradeMarkExt> = {
};
registerOverlay(tradeMarkerTemplate);
// ---------- 买卖点实验室标记(/signals 页面,独立于交割单 tradeMarker) ----------
// 买/卖徽章与交割单 B/S 完全同款(白字彩底圆角块):B=红 贴 low 下方、S=蓝 贴 high
// 上方(signals 页不传 tradeMarkers,同款样式不会与实盘字母撞车);scan 命中=空心黄圆
// 贴 low 再下一档(+38,同日与 B 错位不叠)。点击标记由父组件处理(删除/勾选)。
interface SignalMarkExt { kind: 'buy' | 'sell' | 'scan' }
const SCAN_COLOR = '#F5C518';
const signalMarkerTemplate: OverlayTemplate<SignalMarkExt> = {
name: 'signalMarker',
totalStep: 2,
needDefaultPointFigure: false,
needDefaultXAxisFigure: false,
needDefaultYAxisFigure: false,
createPointFigures: ({ overlay, coordinates }) => {
const c = coordinates[0];
const ext = overlay.extendData;
if (!c || !ext) return [];
if (ext.kind === 'scan') {
return [
{ // 空心黄圆:style:'stroke' 时描边取 borderColor/borderSize(fill 才用 color,见 drawCircle)
type: 'circle',
attrs: { x: c.x, y: c.y + 38, r: 4.5 },
styles: { style: 'stroke', color: 'rgba(0,0,0,0)', borderColor: SCAN_COLOR, borderSize: 1.5 },
},
{ // 透明命中区(排最后最先接管事件,与 tradeMarker 同理)
type: 'circle',
attrs: { x: c.x, y: c.y + 38, r: 9 },
styles: { style: 'fill', color: 'rgba(0,0,0,0)', borderColor: 'rgba(0,0,0,0)' },
},
];
}
const isBuy = ext.kind === 'buy';
const ly = isBuy ? c.y + 22 : c.y - 22;
return [
{ // 与 tradeMarker 的 B/S 徽章同款:白字彩底圆角小徽章(用户要求与实盘 B/S 一致)
type: 'text',
attrs: { x: c.x, y: ly, text: isBuy ? 'B' : 'S', align: 'center', baseline: 'middle' },
styles: {
color: '#FFFFFF', backgroundColor: isBuy ? TRADE_COLORS.B : TRADE_COLORS.S,
size: 12, weight: 'bold', borderRadius: 3,
paddingLeft: 3, paddingRight: 3, paddingTop: 1, paddingBottom: 1,
},
ignoreEvent: true,
},
{ // 透明命中区(排最后最先接管事件,与 tradeMarker 同理)
type: 'circle',
attrs: { x: c.x, y: ly, r: 9 },
styles: { style: 'fill', color: 'rgba(0,0,0,0)', borderColor: 'rgba(0,0,0,0)' },
},
];
},
};
registerOverlay(signalMarkerTemplate);
const props = defineProps<{
ticker: string;
candles: Candle[];
@@ -110,11 +163,21 @@ const props = defineProps<{
/** 分红事件标记(tushare dividend,按除权除息日贴 high 上方,kind 固定 'D'):
* rows 为悬停明细(每股分红/送转/登记日等)。与买卖点同模板不同 groupId,独立开关 */
dividendMarkers?: { key: string; ts: number; rows: TradeRow[] }[];
/** 买卖点实验室标记(/signals 页面;与交割单标记两组独立):买=B 红徽章、卖=S 蓝徽章、
* scan=空心黄圆。key 通常是日期字符串(signalClick 原样回抛);ts 为本地零点时间戳,与交割单
* 标记同基准;只画落在已渲染窗口内的(左滑翻页后自动补画) */
signalMarkers?: { key: string; ts: number; kind: 'buy' | 'sell' | 'scan' }[];
/** 标注模式:非空时点击 K 线本体向上抛 chartClick(null=纯看图不响应点击标注) */
annotateMode?: 'buy' | 'sell' | null;
}>();
const emit = defineEmits<{
/** 日期跳转锚点在本次数据窗口里找不到(早于上市/晚于最后一根):请父组件回退到最新行情并提示 */
(e: 'centerMiss', ts: number): void;
/** 标注模式下点击了某根 K 线本体(该 bar 的 timestamp;K 线间隙不触发) */
(e: 'chartClick', ts: number): void;
/** 点击了图上的实验室标记(父组件据此删除该点) */
(e: 'signalClick', key: string, kind: 'buy' | 'sell' | 'scan'): void;
}>();
// A股语义色(黑底高对比);UP/DOWN 跟随设置中的涨跌配色
@@ -620,10 +683,85 @@ function renderMarkerGroup(groupId: string, markers: { key: string; ts: number;
if (creates.length) chart.createOverlay(creates);
}
/** 全部事件标记重画(买卖点 + 分红),触发点:build 尾部 / serveOlder 左扩 / props 变化 / 清画线 */
/** 全部事件标记重画(买卖点 + 分红 + 实验室),触发点:build 尾部 / serveOlder 左扩 / props 变化 / 清画线 */
function renderMarkers() {
renderMarkerGroup(TRADE_GROUP, props.tradeMarkers);
renderMarkerGroup(DIVIDEND_GROUP, props.dividendMarkers?.map((m) => ({ ...m, kind: 'D' as const })));
renderSignalGroup();
}
// ---------- 实验室标记渲染(/signals 页面,signalMarker 模板) ----------
const SIGNAL_GROUP = 'signals';
/** 实验室标记整组重建(先删后建,幂等):日期吸附与交割单同策略(ahead 按周期放大),
* buy/scan 贴 low、sell 贴 high;点击向上抛 signalClick(父组件删除该点);
* 右键吞掉防 v10 默认删除;列表为空也必须清组(切股/清点后旧标记不能残留)。 */
function renderSignalGroup() {
if (!chart) return;
chart.removeOverlay({ groupId: SIGNAL_GROUP });
const markers = props.signalMarkers;
if (!markers?.length) return;
const list = chart.getDataList();
if (list.length === 0) return;
const lastTs = list[list.length - 1].timestamp;
const aheadMs = TRADE_AHEAD_MS[props.timeframe] ?? 0;
const creates: OverlayCreate<unknown>[] = [];
for (const m of markers) {
const i = idxAtOrBefore(list, m.ts);
if (i < 0 || m.ts > lastTs + aheadMs) continue; // 未翻到 / 行情尚未覆盖该周期
const bar = list[i];
creates.push({
id: `${SIGNAL_GROUP}-${m.kind}-${m.key}`,
groupId: SIGNAL_GROUP,
name: 'signalMarker',
points: [{ timestamp: bar.timestamp, value: m.kind === 'sell' ? bar.high : bar.low }],
extendData: { kind: m.kind },
onClick: (ev) => {
// 记录本次物理点击的容器坐标:原生 click(onAnnotateClick)据此让位,
// 避免「signalClick 删除 + chartClick 又加回」相互抵消
if (typeof ev.x === 'number' && typeof ev.y === 'number') {
lastSignalMarkClick = { x: ev.x, y: ev.y, t: performance.now() };
}
emit('signalClick', m.key, m.kind);
},
// v10 右键命中 figure 会默认 removeOverlay(lock 只拦左键按下),显式吞掉
onRightClick: (ev) => { ev.preventDefault?.(); },
lock: true,
});
}
if (creates.length) chart.createOverlay(creates);
}
// ---------- 标注模式点击(/signals):容器原生 click,全图命中 ----------
// v10 的 onCandleBarClick 只在命中 K 线实体/影线时触发,间隙/副图/贴边点击全部丢失
//(实测"经常点不上")。改用容器原生 click:x 像素经 convertFromPixel 吸附最近一根 bar
//(十字光标同款换算),图上任意位置都能点中当根。
// 两个去重:① 拖拽平移结束后同元素也派发 click——按库同款曼哈顿距离 ≥5px 判拖动;
// ② klinecharts 的 overlay onClick 由 mouseup 合成、早于原生 click,点击已有标记时
// signalClick 已消费该次物理点击,按「位置+时间」匹配让位,避免 toggle 又把点加回来。
let annotateDownX = -1;
let annotateDownY = -1;
let lastSignalMarkClick: { x: number; y: number; t: number } | null = null;
function onAnnotateDown(e: MouseEvent) {
annotateDownX = e.clientX;
annotateDownY = e.clientY;
}
function onAnnotateClick(e: MouseEvent) {
// 画线工具激活时点击属于画线,不当标注;右键/非左键不响应
if (!props.annotateMode || !chart || e.button !== 0 || activeTool.value) return;
if (Math.abs(e.clientX - annotateDownX) + Math.abs(e.clientY - annotateDownY) >= 5) return;
const rect = container.value?.getBoundingClientRect();
if (!rect) return;
const x = e.clientX - rect.left;
const y = e.clientY - rect.top;
const lc = lastSignalMarkClick;
if (lc && performance.now() - lc.t < 400 && Math.abs(x - lc.x) < 5 && Math.abs(y - lc.y) < 5) return;
// 右侧价格轴/数据范围外:convertFromPixel 会外推出不存在的时间戳,须校验落在真实 bar 上
const ts = ((chart.convertFromPixel([{ x }]) as Array<Partial<Point>>)?.[0])?.timestamp;
if (ts == null || idxOfTs(ts) < 0) return;
emit('chartClick', ts);
}
// ---------- 事件标记悬停明细(悬停 B/S/T/D 字母才显示,离开/滚动即隐) ----------
@@ -767,6 +905,8 @@ function build() {
const from = (payload as { data?: { from?: unknown } }).data?.from;
if (typeof from === 'number' && from < 200) maybePrefetch(myEpoch);
});
// 标注模式(/signals 页面)的点击改走容器原生 click(onAnnotateClick,见 onMounted),
// 不再用 onCandleBarClick:它只命中 K 线实体/影线,间隙/副图点击全部丢失
// 右侧留白(scrollToRealTime 以它为锚点,先后顺序不能换)
ch.setOffsetRightDistance(BASE_RIGHT_PX);
ch.scrollToRealTime();
@@ -788,13 +928,24 @@ function teardown() {
activeTool.value = '';
}
onMounted(build);
onBeforeUnmount(teardown);
onMounted(() => {
build();
// 原生监听挂在容器上、与图表实例解耦:build/teardown 反复 init/dispose 不重复挂载
container.value?.addEventListener('mousedown', onAnnotateDown);
container.value?.addEventListener('click', onAnnotateClick);
});
onBeforeUnmount(() => {
container.value?.removeEventListener('mousedown', onAnnotateDown);
container.value?.removeEventListener('click', onAnnotateClick);
teardown();
});
// 浅 watch 即可:父组件对 data 是整体替换(新数组引用),props 引用变化必触发;
// deep 反而每次深遍历几百根 K 线的嵌套数组(父组件从无原地改写)
watch(() => [props.candles, props.indicators, props.subPanes, props.showBoll, props.showZhixing, props.zhixingBlocks, props.maPeriods, props.timeframe], () => { teardown(); build(); });
// 事件标记数据变化(导入/清空/开关显示/分红数据到达):只重画标记,不重建图表(保留滚动位置与用户画线)
watch(() => [props.tradeMarkers, props.dividendMarkers], renderMarkers);
// 实验室标记数据变化(标注/删除/扫描结果到达):只重画该组,不重建图表
watch(() => props.signalMarkers, renderSignalGroup);
// 涨跌配色切换:重建图表以应用新颜色
watch(() => settings.priceTone, () => { teardown(); build(); });
// 副图高度变化:仅调 pane 高度,不重建(保留滚动/画线状态)
+1
View File
@@ -13,6 +13,7 @@ const router = createRouter({
{ path: '/indexes', name: 'indexes', component: () => import('@/views/IndexesView.vue') },
{ path: '/indexes/:code', name: 'index-detail', component: () => import('@/views/IndexDetailView.vue') },
{ path: '/backtest', name: 'backtest', component: () => import('@/views/BacktestView.vue') },
{ path: '/signals', name: 'signals', component: () => import('@/views/SignalsView.vue') },
{ path: '/:pathMatch(.*)*', redirect: '/' },
],
});
+109 -1
View File
@@ -1,8 +1,14 @@
<script setup lang="ts">
import { computed, ref } from 'vue';
import { computed, onMounted, ref, watch } from 'vue';
import { useRoute, useRouter } from 'vue-router';
import { postEventBacktest } from '@/api/client';
import type { EventBacktestResponse, EventBacktestSpec } from '@/api/types';
import ConditionChips from '@/components/ConditionChips.vue';
import DetailKLine from '@/components/DetailKLine.vue';
import { useStockPreview } from '@/composables/useStockPreview';
const route = useRoute();
const router = useRouter();
const EXAMPLES = [
'在连续三天 J 小于 10 的时候第二天开盘购买,之后未来三天的涨幅有多少',
@@ -81,10 +87,82 @@ async function rerunAdjusted() {
exit_timing: exitTiming.value,
});
}
// ---------- 单只股票回测:K 线买卖点标记图(B=入场日 / S=出场日) ----------
const preview = useStockPreview();
const klineCode = computed(() =>
result.value && result.value.universe !== 'all' ? result.value.universe : '');
const pd = computed(() => preview.data.value);
const klineBusy = computed(() => preview.loading.value);
const klineErr = computed(() => preview.error.value);
watch(klineCode, (c) => { if (c) void preview.load(c); }, { immediate: true });
const loadOlder = (end: string, count: number) =>
klineCode.value ? preview.loadOlder(klineCode.value, end, count) : Promise.resolve(null);
/** YYYY-MM-DD -> 本地零点时间戳(K 线 bar timestamp 基准,与交割单标记一致) */
function toTs(d: string): number {
const [y, m, dd] = d.split('-').map(Number);
return new Date(y, m - 1, dd).getTime();
}
const klineMarkers = computed(() => {
const out: { key: string; ts: number; kind: 'buy' | 'sell' }[] = [];
if (!result.value || result.value.universe === 'all') return out;
const seen = new Set<string>();
for (const t of result.value.trades) {
const pairs: [string, 'buy' | 'sell'][] = [
[t.entry_date.slice(0, 10), 'buy'], [t.exit_date.slice(0, 10), 'sell'],
];
for (const [d, kind] of pairs) {
if (seen.has(kind + d)) continue; // 多笔交易同日去重(overlay id 须唯一)
seen.add(kind + d);
out.push({ key: d, ts: toTs(d), kind });
}
}
return out.sort((a, b) => a.ts - b.ts);
});
// 用中位数标记居中:首笔可能早于首屏窗口(240 根),中位必落在交易密集区
const centerTs = computed(() => {
const m = klineMarkers.value;
return m.length ? m[Math.floor(m.length / 2)].ts : null;
});
const KLINE_SUB_PANES: string[] = ['vol'];
const KLINE_MA = [5, 10, 20, 60];
const KLINE_SUB_HEIGHTS: Record<string, number> = {};
// 买卖点实验室「推送到事件回测」:spec + 当前股票代码经 sessionStorage 交接
//(条件可到 10 条,URL 放不下);tsCode 预填后只回测该股,清空输入框即全市场
const fromSignals = ref(false);
onMounted(() => {
fromSignals.value = route.query.from === 'signals';
if (!fromSignals.value) return;
const raw = sessionStorage.getItem('signals:backtestSpec');
if (!raw) return;
sessionStorage.removeItem('signals:backtestSpec');
try {
const s = JSON.parse(raw) as { spec: EventBacktestSpec; tsCode?: string };
if (s?.spec?.entry && Array.isArray(s.spec.entry.indicator) && s.spec.entry.indicator.length > 0) {
text.value = '(来自买卖点实验室的条件)';
if (s.tsCode) tsCode.value = s.tsCode;
void run(s.spec);
}
} catch { /* 坏数据忽略,留在手输模式 */ }
});
</script>
<template>
<div>
<!-- 从实验室推送而来:一键返回调整条件(现场自动恢复) -->
<button
v-if="fromSignals"
type="button"
class="mb-3 flex items-center gap-1.5 text-sm font-medium text-[#A8AFB8] transition-colors hover:text-white"
@click="router.push('/signals')"
>
<svg class="h-4 w-4" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round" stroke-linejoin="round"><path d="M19 12H5M11 18l-6-6 6-6" /></svg>
返回买卖点实验室调整条件
</button>
<!-- 输入区 -->
<div class="rounded-xl border border-[#26272E] bg-[#101014] p-4">
<div class="flex items-center justify-between">
@@ -214,6 +292,36 @@ async function rerunAdjusted() {
</div>
</div>
<!-- 单只股票回测:K 线买卖点标记图(B=入场日 / S=出场日) -->
<div v-if="klineCode" class="mt-4 rounded-xl border border-[#26272E] bg-[#101014] p-4">
<div class="mb-2 flex items-baseline justify-between">
<div class="text-sm font-medium text-[#A8AFB8]">
买卖点标记({{ klineCode }})<span class="ml-2 text-xs text-[#9BA3AE]">B = 入场日 · S = 出场日</span>
</div>
<div class="text-xs text-[#9BA3AE]">展示最好/最差各 100 条样本的标记</div>
</div>
<div class="h-[420px]">
<div v-if="klineBusy" class="flex h-full items-center justify-center text-sm text-[#9BA3AE]">加载 K 线中…</div>
<div v-else-if="klineErr" class="flex h-full items-center justify-center text-sm text-red-400">{{ klineErr }}</div>
<DetailKLine
v-else-if="pd"
:ticker="klineCode"
:candles="pd.candles"
:indicators="pd.indicators"
:has-more="pd.has_more ?? false"
:load-older="loadOlder"
:sub-panes="KLINE_SUB_PANES"
:ma-periods="KLINE_MA"
:sub-heights="KLINE_SUB_HEIGHTS"
:show-boll="false"
:show-zhixing="false"
timeframe="1d"
:signal-markers="klineMarkers"
:center-ts="centerTs"
/>
</div>
</div>
<!-- 调参重跑 -->
<div class="mt-4 flex flex-wrap items-end gap-3 rounded-xl border border-[#26272E] bg-[#101014] px-4 py-3">
<div class="text-[13px] font-medium text-[#A8AFB8]">调整参数重跑(不动信号条件):</div>
+8 -1
View File
@@ -42,13 +42,20 @@ const features = [
title: '回测',
desc: '选择标的与策略参数,查看历史表现和关键绩效指标。',
},
{
to: '/signals',
icon: 'M12 3v18M5 8l7-5 7 5M7 21h10',
accent: 'bg-cyan-500/15 text-cyan-300',
title: '买卖点实验室',
desc: '在 K 线上标注买卖点,分析共同特征并转成条件扫描、验证收益。',
},
];
</script>
<template>
<div class="w-full max-w-6xl">
<!-- 功能入口置顶:一屏内即可点进看股/选股等页面 -->
<div class="mb-12 grid gap-4 sm:grid-cols-2 lg:grid-cols-3 xl:grid-cols-5">
<div class="mb-12 grid gap-4 sm:grid-cols-2 lg:grid-cols-3 xl:grid-cols-6">
<RouterLink
v-for="f in features"
:key="f.to"