feat: AI 自然语言选股(GLM)+ 全市场数据管道 + 远程 PostgreSQL
- 首页双入口(智能选股/策略回测):引入 vue-router,顶部导航 - 智能选股:自然语言 -> LLM 解析结构化条件(智谱 GLM,OpenAI 兼容,/v4 兼容)-> SQL 快照预筛 + pandas 指标过滤(复用 indicators 单一事实源) - 条件模型:指标 vs 常数/指标(value_indicator,如 DIF>DEA、close<布林下轨)、lookback+match 表达连续N天/近N天任一天、市值/PE/PB/换手率快照条件、默认排除 ST/退市/北交所 - 全市场数据同步:按 trade_date 批量拉取未复权日线(与回测 candles qfq 隔离),交易日历/股票列表本地缓存,daily_basic 仅最新截面,Tushare 限频兜底(分钟级重试/小时级降级) - 存储:DATABASE_URL 切远程 PostgreSQL(cirry.cn/stock),本地 SQLite 已移除 - .env 入库(私有仓库);smoke_test 扩展选股链路 Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -5,6 +5,7 @@
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from __future__ import annotations
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from datetime import datetime
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from typing import Literal
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from pydantic import BaseModel, Field
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@@ -85,3 +86,84 @@ class SyncResponse(BaseModel):
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symbol: str
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bars: int
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source: str
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# ---------- Screener(智能选股) ----------
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Op = Literal["gt", "ge", "lt", "le", "between"]
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class IndicatorCondition(BaseModel):
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"""技术指标条件(在最近 lookback 个交易日窗口内判定)。
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indicator 白名单见 screener/llm.py 的 SYSTEM_PROMPT(kdj_j / rsi / macd_dif…)。
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设置 value_indicator 时为指标间比较(如 DIF > DEA、close < boll_lower),value 填 0 占位。
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"""
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indicator: str
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params: dict[str, float] = Field(default_factory=dict) # 如 {"n": 9, "m1": 3, "m2": 3}
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op: Op
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value: float
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value2: float | None = None # between 上界
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value_indicator: str | None = None # 比较对象为另一指标(同白名单)时使用
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value_params: dict[str, float] = Field(default_factory=dict) # 比较对象指标参数(默认沿用 params/默认值)
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lookback: int = 1 # 检查最近 N 个交易日
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match: Literal["all", "any"] = "all" # all=连续满足;any=任一满足
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class SnapshotCondition(BaseModel):
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"""每日快照条件(最新交易日截面)。市值单位亿元;换手率为百分数(5 表示 5%)。"""
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field: str # total_mv|circ_mv|pe_ttm|pb|turnover_rate|close
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op: Op
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value: float
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value2: float | None = None
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class ScreenConditions(BaseModel):
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indicator: list[IndicatorCondition] = Field(default_factory=list)
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snapshot: list[SnapshotCondition] = Field(default_factory=list)
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exclude_st: bool = True
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exclude_delisted: bool = True
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exclude_bj: bool = True # 排除北交所
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class ScreenerRunRequest(BaseModel):
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text: str = Field(min_length=2, max_length=500)
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# 直传条件则跳过 LLM 解析(预留给"微调再跑")
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conditions: ScreenConditions | None = None
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class ScreenerItemOut(BaseModel):
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ts_code: str
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name: str
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close: float | None = None # 最新收盘价(元)
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pct_chg: float | None = None # 日涨跌幅 %
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total_mv: float | None = None # 总市值(亿元)
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circ_mv: float | None = None # 流通市值(亿元)
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pe_ttm: float | None = None
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pb: float | None = None
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turnover_rate: float | None = None
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indicators: dict[str, float | None] = Field(default_factory=dict) # 引用到的指标最新值
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class ScreenerRunResponse(BaseModel):
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conditions: ScreenConditions
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trade_date: datetime | None # 数据基准交易日
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total: int # 命中总数(items 可能被截断)
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items: list[ScreenerItemOut]
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indicator_labels: dict[str, str] = Field(default_factory=dict) # "kdj_j" -> "KDJ J(9,3,3)"
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class ScreenerSyncRequest(BaseModel):
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days: int = Field(default=90, ge=10, le=250) # 同步最近 N 个交易日
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force: bool = False # True => 全量重拉(幂等)
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class ScreenerSyncStatus(BaseModel):
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running: bool
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step: str | None = None # 进行中步骤文案
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total_days: int = 0
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done_days: int = 0
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error: str | None = None
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ready: bool = False # 至少 1 个交易日数据可用于选股
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last_trade_date: datetime | None = None
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last_synced_at: datetime | None = None
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stats: dict[str, int] = Field(default_factory=dict) # stocks/daily_rows/snapshot_rows/dates
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