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@@ -56,6 +56,10 @@ def _ma(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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return {"ma": ind.ma(df["close"], period=int(p["period"]))}
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def _vol_ratio(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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return {"vol_ratio": ind.vol_ratio(df["volume"], period=int(p["period"]))}
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def _boll(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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out = ind.bollinger(df["close"], period=int(p["period"]), std=float(p["std"]))
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return {"boll_upper": out["upper"], "boll_mid": out["mid"], "boll_lower": out["lower"]}
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@@ -75,6 +79,16 @@ def _pct_chg(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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return {"pct_chg": df["pct_chg"]}
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def _amplitude(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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# 当日振幅 %（通达信口径：(最高-最低)/昨收×100），依赖派生列 amplitude
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return {"amplitude": df["amplitude"]}
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def _turnover_rate(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
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# 逐日换手率 %（candles.turnover 直读；ETF/缺数据日为 NaN，条件按 False 处理）
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return {"turnover_rate": df["turnover"]}
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@dataclass(frozen=True)
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class FamilyDef:
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label: str # 族中文标签（条件回显/表头）
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@@ -89,20 +103,24 @@ FAMILIES: dict[str, FamilyDef] = {
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"macd": FamilyDef("MACD", ("fast", "slow", "signal"), {"fast": 12, "slow": 26, "signal": 9}, 60, _macd),
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"rsi": FamilyDef("RSI", ("period",), {"period": 14}, 25, _rsi),
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"ma": FamilyDef("MA", ("period",), {"period": 20}, 25, _ma),
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"vol_ratio": FamilyDef("量比", ("period",), {"period": 5}, 10, _vol_ratio),
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"boll": FamilyDef("BOLL", ("period", "std"), {"period": 20, "std": 2}, 25, _boll),
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"zhixing": FamilyDef("知行", ("m1", "m2", "m3", "m4"),
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{"m1": 14, "m2": 28, "m3": 57, "m4": 114}, 114, _zhixing),
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"close": FamilyDef("收盘价", (), {}, 1, _close),
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"pct_chg": FamilyDef("日涨跌幅", (), {}, 1, _pct_chg),
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"amplitude": FamilyDef("当日振幅", (), {}, 2, _amplitude),
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"turnover_rate": FamilyDef("换手率", (), {}, 1, _turnover_rate),
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}
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INDICATOR_FAMILY: dict[str, str] = {
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"kdj_k": "kdj", "kdj_d": "kdj", "kdj_j": "kdj",
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"macd_dif": "macd", "macd_dea": "macd", "macd_hist": "macd",
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"rsi": "rsi", "ma": "ma",
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"rsi": "rsi", "ma": "ma", "vol_ratio": "vol_ratio",
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"boll_upper": "boll", "boll_mid": "boll", "boll_lower": "boll",
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"zhixing_dkx": "zhixing", "zhixing_trend": "zhixing",
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"close": "close", "pct_chg": "pct_chg",
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"amplitude": "amplitude", "turnover_rate": "turnover_rate",
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}
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_IND_SUFFIX = {"kdj_k": "K", "kdj_d": "D", "kdj_j": "J",
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@@ -317,23 +335,27 @@ async def _load_bars(session: AsyncSession, ts_codes: list[str],
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"""
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symbols = [plain_code(t) for t in ts_codes]
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stmt = select(
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Candle.symbol, Candle.ts, Candle.open, Candle.high, Candle.low, Candle.close,
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Candle.symbol, Candle.ts, Candle.open, Candle.high, Candle.low, Candle.close, Candle.volume,
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Candle.turnover,
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).where(Candle.timeframe == "1d", Candle.ts >= min_date, Candle.ts <= target_date)
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if len(symbols) <= 2000:
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stmt = stmt.where(Candle.symbol.in_(set(symbols)))
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rows = (await session.execute(stmt)).all()
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df = pd.DataFrame(rows, columns=["symbol", "trade_date", "open", "high", "low", "close"])
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df = pd.DataFrame(rows, columns=["symbol", "trade_date", "open", "high", "low", "close", "volume", "turnover"])
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if not df.empty and len(symbols) > 2000:
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df = df[df["symbol"].isin(set(symbols))]
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df = df.sort_values(["symbol", "trade_date"]).reset_index(drop=True)
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if df.empty:
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df["ts_code"] = pd.Series(dtype=object)
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df["pct_chg"] = pd.Series(dtype=object)
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df["amplitude"] = pd.Series(dtype=object)
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else:
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prev_close = df.groupby("symbol")["close"].shift(1)
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df["pct_chg"] = df.groupby("symbol")["close"].pct_change() * 100
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df["amplitude"] = (df["high"] - df["low"]) / prev_close * 100
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ts_map = {plain_code(t): t for t in ts_codes}
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df["ts_code"] = df["symbol"].map(ts_map)
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return df[["ts_code", "trade_date", "open", "high", "low", "close", "pct_chg"]]
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return df[["ts_code", "trade_date", "open", "high", "low", "close", "volume", "turnover", "pct_chg", "amplitude"]]
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def _f(v) -> float | None:
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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
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（indicator 与 snapshot 至少一个非空；用户没有提到的条件不要编造）
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【indicator 数组】技术指标条件，元素字段：
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- "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%）
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- "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
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- "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）
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- "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
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- "op": "gt" | "ge" | "lt" | "le" | "between"
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- "value": 比较数值（between 时为下界），"value2": between 上界
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- "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
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@@ -171,8 +171,8 @@ EVENT_SYSTEM_PROMPT = """你是 A 股事件回测参数解析器。用户描述
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{"entry": {"indicator": [...], "snapshot": [], "exclude_st": true, "exclude_delisted": true, "exclude_bj": true}, "entry_timing": "next_open", "holding_days": 3, "exit_timing": "close"}
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【entry.indicator 数组】入场信号条件（必填，至少 1 条），元素字段与白名单：
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- "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%）
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- "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
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- "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）
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- "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
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- "op": "gt" | "ge" | "lt" | "le" | "between"；"value"（between 时为下界）、"value2"（上界）
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- "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
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- "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
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