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>
This commit is contained in:
2026-08-14 14:49:53 +08:00
parent e0b5228008
commit 528357c3f5
29 changed files with 1765 additions and 12 deletions

View File

@@ -5,6 +5,7 @@
from __future__ import annotations
from datetime import datetime
from typing import Literal
from pydantic import BaseModel, Field
@@ -85,3 +86,84 @@ class SyncResponse(BaseModel):
symbol: str
bars: int
source: str
# ---------- Screener智能选股 ----------
Op = Literal["gt", "ge", "lt", "le", "between"]
class IndicatorCondition(BaseModel):
"""技术指标条件(在最近 lookback 个交易日窗口内判定)。
indicator 白名单见 screener/llm.py 的 SYSTEM_PROMPTkdj_j / rsi / macd_dif…
设置 value_indicator 时为指标间比较(如 DIF > DEA、close < boll_lowervalue 填 0 占位。
"""
indicator: str
params: dict[str, float] = Field(default_factory=dict) # 如 {"n": 9, "m1": 3, "m2": 3}
op: Op
value: float
value2: float | None = None # between 上界
value_indicator: str | None = None # 比较对象为另一指标(同白名单)时使用
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)
lookback: int = 1 # 检查最近 N 个交易日
match: Literal["all", "any"] = "all" # all=连续满足any=任一满足
class SnapshotCondition(BaseModel):
"""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%)。"""
field: str # total_mv|circ_mv|pe_ttm|pb|turnover_rate|close
op: Op
value: float
value2: float | None = None
class ScreenConditions(BaseModel):
indicator: list[IndicatorCondition] = Field(default_factory=list)
snapshot: list[SnapshotCondition] = Field(default_factory=list)
exclude_st: bool = True
exclude_delisted: bool = True
exclude_bj: bool = True # 排除北交所
class ScreenerRunRequest(BaseModel):
text: str = Field(min_length=2, max_length=500)
# 直传条件则跳过 LLM 解析(预留给"微调再跑"
conditions: ScreenConditions | None = None
class ScreenerItemOut(BaseModel):
ts_code: str
name: str
close: float | None = None # 最新收盘价(元)
pct_chg: float | None = None # 日涨跌幅 %
total_mv: float | None = None # 总市值(亿元)
circ_mv: float | None = None # 流通市值(亿元)
pe_ttm: float | None = None
pb: float | None = None
turnover_rate: float | None = None
indicators: dict[str, float | None] = Field(default_factory=dict) # 引用到的指标最新值
class ScreenerRunResponse(BaseModel):
conditions: ScreenConditions
trade_date: datetime | None # 数据基准交易日
total: int # 命中总数items 可能被截断)
items: list[ScreenerItemOut]
indicator_labels: dict[str, str] = Field(default_factory=dict) # "kdj_j" -> "KDJ J(9,3,3)"
class ScreenerSyncRequest(BaseModel):
days: int = Field(default=90, ge=10, le=250) # 同步最近 N 个交易日
force: bool = False # True => 全量重拉(幂等)
class ScreenerSyncStatus(BaseModel):
running: bool
step: str | None = None # 进行中步骤文案
total_days: int = 0
done_days: int = 0
error: str | None = None
ready: bool = False # 至少 1 个交易日数据可用于选股
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