知行多空线指标接入选股与事件回测；大盘总览走 quicksync 统一入口；candles 批量 upsert 分批防 asyncpg 参数超限

backend/app/data/market_overview.py

@@ -60,10 +60,10 @@ def _d(v) -> str | None:
 def _get_pro():
     if not settings.tushare_token:
         raise MarketOverviewError("未配置 TUSHARE_TOKEN，无法获取大盘行情（backend/.env）")
-    import tushare as ts
+    # 走统一入口：15000 积分档 token 只认 quicksync 镜像（直连 api.tushare.pro 会 40101）
+    from .tushare_provider import get_pro
 
-    ts.set_token(settings.tushare_token)
+    return get_pro()
-    return ts.pro_api()
 
 
 def _fetch_index_sync(pro, ts_code: str) -> pd.DataFrame:

backend/app/indicators.py

@@ -64,3 +64,13 @@ def ema2(close: pd.Series, span: int = 10) -> pd.Series:
 def avg_ma(close: pd.Series, periods: tuple[int, ...] = (10, 20, 30, 60)) -> pd.Series:
     """知行多空线：(MA(M1)+MA(M2)+MA(M3)+MA(M4))/4。"""
     return sum(ma(close, p) for p in periods) / len(periods)
+
+
+def zhixing_dkx(close: pd.Series, m1: int = 14, m2: int = 28, m3: int = 57, m4: int = 114) -> pd.Series:
+    """知行多空线（通达信口径）：(MA(M1)+MA(M2)+MA(M3)+MA(M4))/4，M1~M4 缺省 14/28/57/114。
+
+    MA 为严格窗口（窗口不满为 NaN，任一为空则多空线为空），与前端 zhixing.ts /
+    通达信原公式一致（前 m4-1 根无值）；区别于 avg_ma 的 min_periods=1 渐进口径。
+    """
+    mas = [close.rolling(p, min_periods=p).mean() for p in (m1, m2, m3, m4)]
+    return sum(mas) / len(mas)

backend/app/screener/engine.py

@@ -59,6 +59,12 @@ def _boll(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
     return {"boll_upper": out["upper"], "boll_mid": out["mid"], "boll_lower": out["lower"]}
 
 
+def _zhixing(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
+    dk = ind.zhixing_dkx(df["close"], m1=int(p["m1"]), m2=int(p["m2"]),
+                         m3=int(p["m3"]), m4=int(p["m4"]))
+    return {"zhixing_dkx": dk, "zhixing_trend": ind.ema2(df["close"])}
+
+
 def _close(df: pd.DataFrame, p: dict) -> dict[str, pd.Series]:
     return {"close": df["close"]}
 
@@ -82,6 +88,8 @@ FAMILIES: dict[str, FamilyDef] = {
     "rsi": FamilyDef("RSI", ("period",), {"period": 14}, 25, _rsi),
     "ma": FamilyDef("MA", ("period",), {"period": 20}, 25, _ma),
     "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),
 }
@@ -91,12 +99,14 @@ INDICATOR_FAMILY: dict[str, str] = {
     "macd_dif": "macd", "macd_dea": "macd", "macd_hist": "macd",
     "rsi": "rsi", "ma": "ma",
     "boll_upper": "boll", "boll_mid": "boll", "boll_lower": "boll",
+    "zhixing_dkx": "zhixing", "zhixing_trend": "zhixing",
     "close": "close", "pct_chg": "pct_chg",
 }
 
 _IND_SUFFIX = {"kdj_k": "K", "kdj_d": "D", "kdj_j": "J",
                "macd_dif": "DIF", "macd_dea": "DEA", "macd_hist": "柱",
-               "boll_upper": "上轨", "boll_mid": "中轨", "boll_lower": "下轨"}
+               "boll_upper": "上轨", "boll_mid": "中轨", "boll_lower": "下轨",
+               "zhixing_dkx": "多空线", "zhixing_trend": "趋势线"}
 
 
 def _family_of(indicator: str) -> str:

backend/app/screener/llm.py

@@ -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）、close（收盘价）、pct_chg（日涨跌幅%）
+- "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}
+- "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}
 - "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
@@ -53,7 +53,11 @@ SYSTEM_PROMPT = """你是 A 股选股条件解析器。把用户的自然语言
 
 示例3：
 输入：近 5 天曾经 MACD 金叉（DIF 上穿 DEA），换手率大于 5%，流通市值小于 100 亿
-输出：{"indicator":[{"indicator":"macd_dif","params":{"fast":12,"slow":26,"signal":9},"op":"gt","value":0,"value_indicator":"macd_dea","lookback":5,"match":"any"}],"snapshot":[{"field":"turnover_rate","op":"gt","value":5},{"field":"circ_mv","op":"lt","value":100}],"exclude_st":true,"exclude_delisted":true,"exclude_bj":true}"""
+输出：{"indicator":[{"indicator":"macd_dif","params":{"fast":12,"slow":26,"signal":9},"op":"gt","value":0,"value_indicator":"macd_dea","lookback":5,"match":"any"}],"snapshot":[{"field":"turnover_rate","op":"gt","value":5},{"field":"circ_mv","op":"lt","value":100}],"exclude_st":true,"exclude_delisted":true,"exclude_bj":true}
+
+示例4：
+输入：近一个月股价曾经站上知行多空线的股票
+输出：{"indicator":[{"indicator":"close","op":"gt","value":0,"value_indicator":"zhixing_dkx","params":{"m1":14,"m2":28,"m3":57,"m4":114},"lookback":20,"match":"any"}],"exclude_st":true,"exclude_delisted":true,"exclude_bj":true}"""
 
 
 class ScreenerError(RuntimeError):
@@ -159,8 +163,8 @@ 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）、close（收盘价）、pct_chg（日涨跌幅%）
+- "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}
+- "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}
 - "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

backend/app/screener/market_sync.py

@@ -245,18 +245,21 @@ async def _upsert_candle_day(session: AsyncSession, rows: list[dict], listed: se
     ]
     if not batch:
         return
-    stmt = pg_insert(Candle).values(batch)
+    # on_conflict 语句整批渲染为占位符（非 executemany），asyncpg 单语句参数上限 32766，
-    stmt = stmt.on_conflict_do_update(
+    # 10 列 x 3000 行 = 30000 参数留出余量
-        index_elements=["symbol", "timeframe", "ts"],
+    for i in range(0, len(batch), 3000):
-        set_={
+        stmt = pg_insert(Candle).values(batch[i : i + 3000])
-            "open": stmt.excluded.open, "high": stmt.excluded.high,
+        stmt = stmt.on_conflict_do_update(
-            "low": stmt.excluded.low, "close": stmt.excluded.close,
+            index_elements=["symbol", "timeframe", "ts"],
-            "volume": stmt.excluded.volume,
+            set_={
-            "amount": func.coalesce(Candle.amount, stmt.excluded.amount),
+                "open": stmt.excluded.open, "high": stmt.excluded.high,
-        },
+                "low": stmt.excluded.low, "close": stmt.excluded.close,
-    )
+                "volume": stmt.excluded.volume,
-    await session.execute(stmt)
+                "amount": func.coalesce(Candle.amount, stmt.excluded.amount),
-    await session.commit()
+            },
+        )
+        await session.execute(stmt)
+        await session.commit()
 
 
 async def _run_sync(days: int, force: bool) -> None: