migration: preserve sentiment and pools slice

This commit is contained in:
leefer
2026-07-31 01:41:58 +08:00
parent a4264326bd
commit b3555d2603
19 changed files with 956 additions and 696 deletions
+5 -171
View File
@@ -53,14 +53,13 @@ from screener import (
from backend.features.accounts.http import AccountHttpMixin
from backend.features.accounts.security import SecretVault
from backend.features.accounts.service import AccountService
from backend.features.system import SystemHttpMixin
from sentiment_engine import (
COMPONENT_WEIGHTS,
SENTIMENT_ENGINE_VERSION,
apply_sentiment_to_dashboard,
from backend.features.pools import PoolServiceMixin
from backend.features.sentiment import SentimentServiceMixin
from backend.features.sentiment.engine import (
build_sentiment_history,
latest_contiguous_history,
)
from backend.features.system import SystemHttpMixin
from backend.data.providers.tushare_client import TushareClient, TushareError, _sector_coverage_issue
@@ -141,7 +140,7 @@ MENTOR_ETF_UNIVERSE = (
)
class DashboardService(MarketServiceMixin):
class DashboardService(MarketServiceMixin, SentimentServiceMixin, PoolServiceMixin):
def __init__(self) -> None:
runtime = load_runtime_settings()
self.vault = SecretVault(runtime.encryption_key)
@@ -734,31 +733,6 @@ class DashboardService(MarketServiceMixin):
return AccountService.public_personal_profile(personal)
def _enrich_dashboard_sentiment(
self,
dashboard: dict[str, Any],
end_date: str,
) -> dict[str, Any]:
history = self.database.list_snapshot_payloads(end_date, 260)
return apply_sentiment_to_dashboard(dashboard, history)
def sentiment_history(self, trade_date: str, limit: int = 20) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
limit = max(10, min(120, int(limit)))
full_series = build_sentiment_history(
self.database.list_snapshot_payloads(normalized_date, 240)
)
series = latest_contiguous_history(full_series)
rows = series[-limit:]
return {
"trade_date": rows[-1]["trade_date"] if rows else normalized_date,
"available_days": len(series),
"stored_days": len(full_series),
"requested_days": limit,
"rows": rows,
"weights": COMPONENT_WEIGHTS,
"normalization": rows[-1]["normalization"] if rows else "固定锚点",
}
def rotation_history(self, trade_date: str, limit: int = 9) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
@@ -3380,146 +3354,6 @@ class DashboardService(MarketServiceMixin):
}
def save_reason(self, trade_date: str, code: str, reason: str) -> None:
normalized_date = normalize_date(trade_date)
code = validate_stock_code(code)
reason = reason.strip()
if not reason or len(reason) > 200:
raise ValueError("涨停原因应为 1 至 200 个字符。")
self.database.save_reason_override(normalized_date, code, reason)
def _apply_reason_overrides(self, dashboard: dict[str, Any]) -> dict[str, Any]:
trade_date = str(dashboard.get("meta", {}).get("trade_date", "")).replace("-", "")
enrichment = self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date)
if enrichment:
self._merge_ifind_event_enrichment(dashboard, enrichment)
else:
self._schedule_ifind_event_enrichment(trade_date)
overrides = self.database.reason_overrides(trade_date)
if not overrides:
return dashboard
for key in ("limits", "broken", "down_limits"):
for row in dashboard.get(key) or []:
if row.get("code") in overrides:
row["reason"] = overrides[row["code"]]
row["reason_source"] = "manual"
return dashboard
def _schedule_ifind_event_enrichment(self, trade_date: str) -> None:
ifind = getattr(self, "ifind", None)
if not ifind or not ifind.configured or not re.fullmatch(r"\d{8}", trade_date):
return
now = datetime.now().astimezone()
if trade_date == now.strftime("%Y%m%d") and now.time().replace(tzinfo=None) < dt_time(15, 0):
return
self.jobs.submit(
"market.ifind-event-enrichment",
f"{trade_date}:v1",
lambda: self._refresh_ifind_event_enrichment(trade_date),
{"trade_date": trade_date, "trigger": "dashboard-enrichment"},
)
def _refresh_ifind_event_enrichment(self, trade_date: str) -> None:
if not self._ifind_event_lock.acquire(blocking=False):
return
try:
if self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date):
return
ifind = getattr(self, "ifind", None)
if not ifind or not ifind.configured:
return
current = datetime.strptime(trade_date, "%Y%m%d")
display_date = f"{current.year}{current.month}{current.day}"
requests = {
"limits": (
f"{display_date}涨停股票,股票代码、股票简称、涨停原因、"
"首次涨停时间、最终涨停时间、开板次数"
),
"broken": (
f"{display_date}曾涨停但收盘未涨停的股票,股票代码、股票简称、"
"涨停原因、首次涨停时间、开板次数"
),
"down_limits": (
f"{display_date}跌停股票,股票代码、股票简称、跌停原因"
),
}
result: dict[str, Any] = {
"trade_date": trade_date,
"generated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"limits": {}, "broken": {}, "down_limits": {}, "partial": False,
}
for kind, query in requests.items():
try:
rows = ifind.wencai(query, "stock", cache_ttl=900)
except IfindError:
result["partial"] = True
continue
for raw in rows:
code = self._ifind_row_code(raw)
if not code:
continue
reason_tokens = (
("跌停原因", "风险线索", "原因")
if kind == "down_limits"
else ("涨停原因类别", "涨停原因", "触板逻辑", "原因")
)
reason = str(self._ifind_field(raw, reason_tokens) or "").strip()
first_time = self._normalize_ifind_event_time(
self._ifind_field(raw, ("首次涨停时间", "首次触板时间", "首次封板时间"))
)
last_time = self._normalize_ifind_event_time(
self._ifind_field(raw, ("最终涨停时间", "最后涨停时间", "最后封板时间"))
)
open_times = self._ifind_field(raw, ("开板次数", "打开涨停次数"))
try:
open_count = max(0, int(float(open_times))) if open_times not in (None, "") else None
except (TypeError, ValueError):
open_count = None
result[kind][code] = {
"reason": reason,
"first_time": first_time,
"last_time": last_time,
"open_times": open_count,
}
if any(result[kind] for kind in ("limits", "broken", "down_limits")):
self.database.save_data_snapshot(
"ifind_event_enrichment_v1", trade_date, "ifind", result
)
finally:
self._ifind_event_lock.release()
@staticmethod
def _normalize_ifind_event_time(value: Any) -> str:
text = str(value or "").strip()
match = re.search(r"(?:^|\s)(\d{1,2}:\d{2}(?::\d{2})?)(?:$|\s)", text)
if not match:
match = re.search(r"(?<!\d)(\d{6})(?!\d)", text)
if match:
compact = match.group(1)
return f"{compact[:2]}:{compact[2:4]}:{compact[4:]}"
return ""
parts = match.group(1).split(":")
return ":".join(part.zfill(2) for part in parts)
@staticmethod
def _merge_ifind_event_enrichment(
dashboard: dict[str, Any], enrichment: dict[str, Any]
) -> None:
for kind in ("limits", "broken", "down_limits"):
records = enrichment.get(kind) or {}
for row in dashboard.get(kind) or []:
event = records.get(str(row.get("code") or "")) or {}
reason = str(event.get("reason") or "").strip()
if reason:
row["reason"] = reason
row["reason_source"] = "market_event"
if event.get("first_time"):
row["first_time"] = event["first_time"]
if event.get("last_time"):
row["last_time"] = event["last_time"]
if event.get("open_times") is not None:
row["open_times"] = event["open_times"]
def _apply_seat_aliases(self, payload: dict[str, Any]) -> dict[str, Any]:
aliases = self.database.list_seat_aliases()
+1 -1
View File
@@ -11,7 +11,7 @@ from datetime import datetime, time as dt_time, timedelta
from threading import Lock
from typing import Any, ClassVar
from sentiment_engine import apply_sentiment_to_dashboard
from backend.features.sentiment.engine import apply_sentiment_to_dashboard
TUSHARE_URL = "http://api.tushare.pro"
+1 -1
View File
@@ -14,7 +14,7 @@ from backend.bootstrap.config import (
from backend.data.providers.ifind_client import IfindError
from backend.data.providers.tushare_client import TushareClient, TushareError
from backend.features.market.charts import ChartDataError
from sentiment_engine import SENTIMENT_ENGINE_VERSION
from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
SEARCH_INDEXES = (
+6
View File
@@ -0,0 +1,6 @@
"""Limit-up, broken-board, limit-down and prior-limit pool feature."""
from .repository import PoolRepositoryMixin
from .service import PoolServiceMixin
__all__ = ["PoolRepositoryMixin", "PoolServiceMixin"]
+27
View File
@@ -0,0 +1,27 @@
from __future__ import annotations
from datetime import datetime
class PoolRepositoryMixin:
def save_reason_override(self, trade_date: str, code: str, reason: str) -> None:
now = datetime.now().astimezone().isoformat(timespec="seconds")
with self.connect() as connection:
connection.execute(
"""
INSERT INTO reason_overrides (trade_date, code, reason, updated_at)
VALUES (?, ?, ?, ?)
ON CONFLICT(trade_date, code) DO UPDATE SET
reason = excluded.reason,
updated_at = excluded.updated_at
""",
(trade_date, code, reason, now),
)
def reason_overrides(self, trade_date: str) -> dict[str, str]:
with self.connect() as connection:
rows = connection.execute(
"SELECT code, reason FROM reason_overrides WHERE trade_date = ?",
(trade_date,),
).fetchall()
return {row["code"]: row["reason"] for row in rows}
+150
View File
@@ -0,0 +1,150 @@
from __future__ import annotations
import re
from datetime import datetime, time as dt_time
from typing import Any
from backend.bootstrap.config import normalize_date, validate_stock_code
from backend.data.providers.ifind_client import IfindError
class PoolServiceMixin:
def save_reason(self, trade_date: str, code: str, reason: str) -> None:
normalized_date = normalize_date(trade_date)
code = validate_stock_code(code)
reason = reason.strip()
if not reason or len(reason) > 200:
raise ValueError("涨停原因应为 1 至 200 个字符。")
self.database.save_reason_override(normalized_date, code, reason)
def _apply_reason_overrides(self, dashboard: dict[str, Any]) -> dict[str, Any]:
trade_date = str(dashboard.get("meta", {}).get("trade_date", "")).replace("-", "")
enrichment = self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date)
if enrichment:
self._merge_ifind_event_enrichment(dashboard, enrichment)
else:
self._schedule_ifind_event_enrichment(trade_date)
overrides = self.database.reason_overrides(trade_date)
if not overrides:
return dashboard
for key in ("limits", "broken", "down_limits"):
for row in dashboard.get(key) or []:
if row.get("code") in overrides:
row["reason"] = overrides[row["code"]]
row["reason_source"] = "manual"
return dashboard
def _schedule_ifind_event_enrichment(self, trade_date: str) -> None:
ifind = getattr(self, "ifind", None)
if not ifind or not ifind.configured or not re.fullmatch(r"\d{8}", trade_date):
return
now = datetime.now().astimezone()
if trade_date == now.strftime("%Y%m%d") and now.time().replace(tzinfo=None) < dt_time(15, 0):
return
self.jobs.submit(
"market.ifind-event-enrichment",
f"{trade_date}:v1",
lambda: self._refresh_ifind_event_enrichment(trade_date),
{"trade_date": trade_date, "trigger": "dashboard-enrichment"},
)
def _refresh_ifind_event_enrichment(self, trade_date: str) -> None:
if not self._ifind_event_lock.acquire(blocking=False):
return
try:
if self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date):
return
ifind = getattr(self, "ifind", None)
if not ifind or not ifind.configured:
return
current = datetime.strptime(trade_date, "%Y%m%d")
display_date = f"{current.year}{current.month}{current.day}"
requests = {
"limits": (
f"{display_date}涨停股票,股票代码、股票简称、涨停原因、"
"首次涨停时间、最终涨停时间、开板次数"
),
"broken": (
f"{display_date}曾涨停但收盘未涨停的股票,股票代码、股票简称、"
"涨停原因、首次涨停时间、开板次数"
),
"down_limits": (
f"{display_date}跌停股票,股票代码、股票简称、跌停原因"
),
}
result: dict[str, Any] = {
"trade_date": trade_date,
"generated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"limits": {}, "broken": {}, "down_limits": {}, "partial": False,
}
for kind, query in requests.items():
try:
rows = ifind.wencai(query, "stock", cache_ttl=900)
except IfindError:
result["partial"] = True
continue
for raw in rows:
code = self._ifind_row_code(raw)
if not code:
continue
reason_tokens = (
("跌停原因", "风险线索", "原因")
if kind == "down_limits"
else ("涨停原因类别", "涨停原因", "触板逻辑", "原因")
)
reason = str(self._ifind_field(raw, reason_tokens) or "").strip()
first_time = self._normalize_ifind_event_time(
self._ifind_field(raw, ("首次涨停时间", "首次触板时间", "首次封板时间"))
)
last_time = self._normalize_ifind_event_time(
self._ifind_field(raw, ("最终涨停时间", "最后涨停时间", "最后封板时间"))
)
open_times = self._ifind_field(raw, ("开板次数", "打开涨停次数"))
try:
open_count = max(0, int(float(open_times))) if open_times not in (None, "") else None
except (TypeError, ValueError):
open_count = None
result[kind][code] = {
"reason": reason,
"first_time": first_time,
"last_time": last_time,
"open_times": open_count,
}
if any(result[kind] for kind in ("limits", "broken", "down_limits")):
self.database.save_data_snapshot(
"ifind_event_enrichment_v1", trade_date, "ifind", result
)
finally:
self._ifind_event_lock.release()
@staticmethod
def _normalize_ifind_event_time(value: Any) -> str:
text = str(value or "").strip()
match = re.search(r"(?:^|\s)(\d{1,2}:\d{2}(?::\d{2})?)(?:$|\s)", text)
if not match:
match = re.search(r"(?<!\d)(\d{6})(?!\d)", text)
if match:
compact = match.group(1)
return f"{compact[:2]}:{compact[2:4]}:{compact[4:]}"
return ""
parts = match.group(1).split(":")
return ":".join(part.zfill(2) for part in parts)
@staticmethod
def _merge_ifind_event_enrichment(
dashboard: dict[str, Any], enrichment: dict[str, Any]
) -> None:
for kind in ("limits", "broken", "down_limits"):
records = enrichment.get(kind) or {}
for row in dashboard.get(kind) or []:
event = records.get(str(row.get("code") or "")) or {}
reason = str(event.get("reason") or "").strip()
if reason:
row["reason"] = reason
row["reason_source"] = "market_event"
if event.get("first_time"):
row["first_time"] = event["first_time"]
if event.get("last_time"):
row["last_time"] = event["last_time"]
if event.get("open_times") is not None:
row["open_times"] = event["open_times"]
@@ -0,0 +1,19 @@
"""Market sentiment cycle and history feature."""
from .engine import (
COMPONENT_WEIGHTS,
SENTIMENT_ENGINE_VERSION,
apply_sentiment_to_dashboard,
build_sentiment_history,
latest_contiguous_history,
)
from .service import SentimentServiceMixin
__all__ = [
"COMPONENT_WEIGHTS",
"SENTIMENT_ENGINE_VERSION",
"SentimentServiceMixin",
"apply_sentiment_to_dashboard",
"build_sentiment_history",
"latest_contiguous_history",
]
+496
View File
@@ -0,0 +1,496 @@
from __future__ import annotations
from copy import deepcopy
from statistics import mean, median
from typing import Any
COMPONENT_WEIGHTS = {
"breadth": 20,
"limit_ecology": 25,
"profit_effect": 30,
"ladder_structure": 15,
"liquidity": 10,
}
SENTIMENT_ENGINE_VERSION = 2
def _number(value: Any, default: float = 0.0) -> float:
try:
number = float(value)
return number if number == number else default
except (TypeError, ValueError):
return default
def _clamp(value: float, lower: float = 0.0, upper: float = 100.0) -> float:
return min(upper, max(lower, value))
def _linear(value: float, low: float, high: float) -> float:
if high <= low:
return 50.0
return _clamp((value - low) / (high - low) * 100)
def _percentile(value: float, history: list[float]) -> float:
if not history:
return 50.0
below = sum(item < value for item in history)
equal = sum(item == value for item in history)
return _clamp((below + equal * 0.5) / len(history) * 100)
def _adaptive_score(value: float, fixed: float, history: list[float]) -> float:
if len(history) < 20:
return fixed
return fixed * 0.25 + _percentile(value, history[-250:]) * 0.75
def _trade_date(payload: dict[str, Any]) -> str:
meta = payload.get("meta") or {}
return str(meta.get("trade_date") or payload.get("_snapshot_date") or "").replace("-", "")
def _deduplicate_snapshots(snapshots: list[dict[str, Any]]) -> list[dict[str, Any]]:
by_trade_date: dict[str, dict[str, Any]] = {}
for payload in snapshots:
trade_date = _trade_date(payload)
if trade_date:
by_trade_date[trade_date] = payload
return [by_trade_date[key] for key in sorted(by_trade_date)]
def _snapshot_stats(payload: dict[str, Any]) -> dict[str, Any]:
overview = payload.get("overview") or {}
meta = payload.get("meta") or {}
limits = list(payload.get("limits") or [])
broken = list(payload.get("broken") or [])
down_limits = list(payload.get("down_limits") or [])
yesterday = list(payload.get("yesterday_limits") or [])
limit_up = len(limits) if limits else int(_number(overview.get("limit_up_count")))
broken_count = len(broken) if broken else int(_number(overview.get("broken_count")))
limit_down = len(down_limits) if down_limits else int(_number(overview.get("limit_down_count")))
streaks = [max(1, int(_number(row.get("streak"), 1))) for row in limits]
first_board = sum(streak == 1 for streak in streaks)
second_board = sum(streak == 2 for streak in streaks)
three_plus = sum(streak >= 3 for streak in streaks)
max_height = max(streaks, default=0)
present_levels = set(streaks)
ladder_completeness = (
sum(level in present_levels for level in range(1, max_height + 1)) / max_height * 100
if max_height else 0.0
)
up_count = int(_number(overview.get("up_count")))
down_count = int(_number(overview.get("down_count")))
flat_count = int(_number(overview.get("flat_count")))
active_count = up_count + down_count
breadth_ratio = up_count / max(active_count, 1) * 100
seal_rate = _number(overview.get("seal_rate"))
if not seal_rate and limit_up + broken_count:
seal_rate = limit_up / (limit_up + broken_count) * 100
previous_limit_count = len(yesterday)
previous_positive_count = sum(_number(row.get("current_change")) > 0 for row in yesterday)
previous_positive_rate = previous_positive_count / max(previous_limit_count, 1) * 100
advanced_count = sum(row.get("outcome") == "晋级" for row in yesterday)
advance_rate = advanced_count / max(previous_limit_count, 1) * 100
average_previous_change = (
mean(_number(row.get("current_change")) for row in yesterday) if yesterday else 0.0
)
median_previous_change = (
median(_number(row.get("current_change")) for row in yesterday) if yesterday else 0.0
)
severe_loss_count = sum(_number(row.get("current_change")) <= -5 for row in yesterday)
severe_loss_rate = severe_loss_count / max(previous_limit_count, 1) * 100
previous_down_count = sum(row.get("outcome") == "跌停" for row in yesterday)
high_previous = [row for row in yesterday if int(_number(row.get("prior_streak"), 1)) >= 2]
high_positive_rate = (
sum(_number(row.get("current_change")) > 0 for row in high_previous)
/ max(len(high_previous), 1)
* 100
)
amount_billion = _number(overview.get("amount_billion"))
limit_amount_billion = sum(_number(row.get("amount_billion")) for row in limits)
return {
"trade_date": _trade_date(payload),
"previous_trade_date": str(meta.get("previous_trade_date") or "").replace("-", ""),
"up_count": up_count,
"down_count": down_count,
"flat_count": flat_count,
"breadth_ratio": round(breadth_ratio, 1),
"limit_up_count": limit_up,
"first_board_count": first_board,
"second_board_count": second_board,
"three_plus_count": three_plus,
"max_height": max_height,
"ladder_completeness": round(ladder_completeness, 1),
"broken_count": broken_count,
"limit_down_count": limit_down,
"seal_rate": round(seal_rate, 1),
"previous_limit_count": previous_limit_count,
"previous_positive_count": previous_positive_count,
"previous_positive_rate": round(previous_positive_rate, 1),
"advance_rate": round(advance_rate, 1),
"average_previous_change": round(average_previous_change, 2),
"median_previous_change": round(median_previous_change, 2),
"severe_loss_count": severe_loss_count,
"severe_loss_rate": round(severe_loss_rate, 1),
"previous_down_count": previous_down_count,
"high_positive_rate": round(high_positive_rate, 1),
"amount_billion": round(amount_billion, 1),
"limit_amount_billion": round(limit_amount_billion, 2),
}
def _sentiment_label(score: float) -> str:
if score >= 80:
return "情绪高涨"
if score >= 60:
return "情绪偏强"
if score >= 40:
return "情绪中性"
if score >= 20:
return "情绪偏弱"
return "情绪冰点"
def _phase_signal(score: float, momentum: float, profit_score: float) -> str:
if score < 25:
return "修复" if momentum > 3 else "冰点"
if score < 45:
return "修复" if momentum > 3 else "退潮"
if score >= 80:
return "高潮" if momentum >= -2 and profit_score >= 60 else "分化"
if score >= 65:
return "分化" if momentum < -3 or profit_score < 50 else "发酵"
if momentum < -5:
return "退潮"
return "发酵" if momentum >= 0 and profit_score >= 45 else "分化"
def _confirmed_phase(
previous: dict[str, Any] | None,
score: float,
day_change: float,
systemic_health: float,
profit_score: float,
ecology_score: float,
phase_signal: str,
extreme_ice: bool,
fermentation_signal_count: int,
) -> tuple[str, str]:
if previous is None:
return phase_signal, "首个连续交易日,采用原始阶段信号"
previous_phase = str(previous.get("phase") or phase_signal)
if extreme_ice:
return "冰点", "市场宽度与跌停数量触发极端冰点"
recovery = day_change >= 6 and score >= 25 and systemic_health >= 24
fermentation_confirmed = fermentation_signal_count >= 2
climax_ready = (
score >= 80
and profit_score >= 60
and systemic_health >= 60
and ecology_score >= 70
)
if previous_phase == "冰点":
return ("修复", "冰点后首次有效回升") if recovery else ("冰点", "冰点尚未形成有效修复")
if previous_phase == "退潮":
if score < 25:
return "冰点", "退潮继续下探至冰点区间"
return ("修复", "退潮后出现有效回升") if recovery else ("退潮", "退潮尚未形成有效修复")
if previous_phase == "修复":
if score < 25:
return "冰点", "修复失败并重新跌入冰点区间"
if day_change <= -6 and score < 45:
return "退潮", "修复失败且温度显著回落"
if fermentation_confirmed:
return "发酵", "发酵条件连续两个交易日成立"
return "修复", "修复延续,等待发酵确认"
if previous_phase == "发酵":
if score < 25:
return "冰点", "发酵阶段出现极端情绪坍塌"
if score < 45 and (day_change < 0 or systemic_health < 35):
return "退潮", "发酵阶段温度与系统健康度同步转弱"
if climax_ready:
return "高潮", "温度、赚钱效应与涨停生态共同达到高潮条件"
if phase_signal in {"分化", "退潮"} or day_change <= -6:
return "分化", "发酵阶段出现降温或赚钱效应弱化"
return "发酵", "发酵状态延续"
if previous_phase == "高潮":
if score < 25:
return "冰点", "高潮后出现极端情绪坍塌"
if climax_ready:
return "高潮", "高潮条件继续成立"
if score < 45 or systemic_health < 30:
return "退潮", "高潮后风险快速释放"
return "分化", "高潮条件消退,进入分化"
if previous_phase == "分化":
if score < 25:
return "冰点", "分化继续恶化至冰点区间"
if score < 45 or systemic_health < 30:
return "退潮", "分化后温度或系统健康度继续下降"
if fermentation_confirmed:
return "发酵", "分化转强条件连续两个交易日成立"
return "分化", "分化延续,等待方向确认"
return phase_signal, "采用原始阶段信号"
def build_sentiment_history(snapshots: list[dict[str, Any]]) -> list[dict[str, Any]]:
payloads = _deduplicate_snapshots(snapshots)
raw_rows = [_snapshot_stats(payload) for payload in payloads]
results: list[dict[str, Any]] = []
for index, stats in enumerate(raw_rows):
previous = raw_rows[:index]
limit_history = [float(row["limit_up_count"]) for row in previous]
down_limit_history = [float(row["limit_down_count"]) for row in previous]
height_history = [float(row["max_height"]) for row in previous]
three_plus_history = [float(row["three_plus_count"]) for row in previous]
amount_history = [float(row["amount_billion"]) for row in previous[-20:] if row["amount_billion"]]
breadth_score = _clamp(float(stats["breadth_ratio"]))
limit_strength = _adaptive_score(
float(stats["limit_up_count"]),
_linear(float(stats["limit_up_count"]), 10, 100),
limit_history,
)
down_relief = 100 - _adaptive_score(
float(stats["limit_down_count"]),
_linear(float(stats["limit_down_count"]), 0, 50),
down_limit_history,
)
seal_quality = _linear(float(stats["seal_rate"]), 35, 90)
systemic_health = breadth_score * 0.60 + down_relief * 0.40
systemic_gate = 1.0 if systemic_health >= 35 else 0.35 + systemic_health / 35 * 0.65
ecology_base_score = limit_strength * 0.35 + seal_quality * 0.35 + down_relief * 0.30
# Systemic risk is applied once to the final temperature. Reapplying it here
# would count market breadth and limit-down pressure twice.
limit_ecology_score = ecology_base_score
if stats["previous_limit_count"]:
positive_score = float(stats["previous_positive_rate"])
average_change_score = _clamp(50 + float(stats["average_previous_change"]) * 6)
median_change_score = _clamp(50 + float(stats["median_previous_change"]) * 7)
advance_score = _clamp(float(stats["advance_rate"]) * 2.5)
severe_loss_safety = _clamp(100 - float(stats["severe_loss_rate"]) * 3)
down_safety = _clamp(100 - float(stats["previous_down_count"]) / stats["previous_limit_count"] * 700)
tail_safety_score = severe_loss_safety * 0.70 + down_safety * 0.30
profit_effect_score = (
positive_score * 0.30
+ median_change_score * 0.25
+ average_change_score * 0.10
+ advance_score * 0.20
+ tail_safety_score * 0.15
)
else:
profit_effect_score = 50.0
max_height_score = _adaptive_score(
float(stats["max_height"]),
_linear(float(stats["max_height"]), 1, 7),
height_history,
)
continuation_rate = (
(float(stats["second_board_count"]) + float(stats["three_plus_count"]))
/ max(float(stats["limit_up_count"]), 1)
* 100
)
three_plus_density = float(stats["three_plus_count"]) / max(float(stats["limit_up_count"]), 1) * 100
three_plus_score = _adaptive_score(
float(stats["three_plus_count"]),
_clamp(three_plus_density * 5),
three_plus_history,
)
ladder_structure_score = (
max_height_score * 0.30
+ _clamp(continuation_rate * 3) * 0.25
+ three_plus_score * 0.25
+ float(stats["ladder_completeness"]) * 0.20
)
amount_baseline = mean(amount_history) if amount_history else float(stats["amount_billion"] or 1)
amount_ratio = float(stats["amount_billion"]) / max(amount_baseline, 1)
amount_score = _clamp(50 + (amount_ratio - 1) * 100)
limit_amount_share = float(stats["limit_amount_billion"]) / max(float(stats["amount_billion"]), 1) * 100
liquidity_score = amount_score * 0.70 + _clamp(limit_amount_share * 20) * 0.30
component_scores = {
"breadth": breadth_score,
"limit_ecology": limit_ecology_score,
"profit_effect": profit_effect_score,
"ladder_structure": ladder_structure_score,
"liquidity": liquidity_score,
}
raw_score = sum(component_scores[key] * weight / 100 for key, weight in COMPONENT_WEIGHTS.items())
score = round(
raw_score * systemic_gate
)
extreme_ice = float(stats["breadth_ratio"]) <= 15 and float(stats["limit_down_count"]) >= 100
if extreme_ice:
score = min(score, 15)
elif float(stats["breadth_ratio"]) <= 25 and float(stats["limit_down_count"]) >= 50:
score = min(score, 24)
previous_scores: list[float] = []
expected_date = str(stats.get("previous_trade_date") or "")
for prior_result in reversed(results):
if not expected_date or str(prior_result.get("trade_date") or "") != expected_date:
break
previous_scores.append(float(prior_result["score"]))
expected_date = str(prior_result.get("previous_trade_date") or "")
if len(previous_scores) == 3:
break
momentum = score - mean(previous_scores) if previous_scores else 0.0
direction = "升温" if momentum > 3 else "降温" if momentum < -3 else "持平"
normalization = "历史百分位" if len(previous) >= 20 else "固定锚点"
previous_result = (
results[-1]
if results and str(stats.get("previous_trade_date") or "") == str(results[-1].get("trade_date") or "")
else None
)
day_change = score - float(previous_result["score"]) if previous_result else 0.0
ema_score = round(
score if not previous_result
else score * 0.5 + float(previous_result.get("ema_score", previous_result["score"])) * 0.5,
1,
)
phase_signal = _phase_signal(score, momentum, profit_effect_score)
fermentation_ready = (
phase_signal == "发酵"
and score >= 45
and profit_effect_score >= 45
and systemic_health >= 35
and not extreme_ice
)
previous_fermentation_count = int(previous_result.get("fermentation_signal_count") or 0) if previous_result else 0
fermentation_signal_count = previous_fermentation_count + 1 if fermentation_ready else 0
phase, transition_reason = _confirmed_phase(
previous_result,
score,
day_change,
systemic_health,
profit_effect_score,
limit_ecology_score,
phase_signal,
extreme_ice,
fermentation_signal_count,
)
previous_phase = str(previous_result.get("phase") or "") if previous_result else ""
if phase not in {"修复", "分化"}:
fermentation_signal_count = 0
elif phase == "分化" and previous_phase != "分化":
fermentation_signal_count = 0
components = {
"breadth": {
"label": "市场宽度",
"score": round(breadth_score, 1),
"weight": COMPONENT_WEIGHTS["breadth"],
"summary": f"上涨占比 {stats['breadth_ratio']:.1f}%",
},
"limit_ecology": {
"label": "涨停生态",
"score": round(limit_ecology_score, 1),
"weight": COMPONENT_WEIGHTS["limit_ecology"],
"summary": (
f"涨停 {stats['limit_up_count']} · 跌停 {stats['limit_down_count']} · "
f"封板 {stats['seal_rate']:.1f}%"
),
},
"profit_effect": {
"label": "赚钱效应",
"score": round(profit_effect_score, 1),
"weight": COMPONENT_WEIGHTS["profit_effect"],
"summary": (
f"昨涨停红盘 {stats['previous_positive_rate']:.1f}% · "
f"中位 {stats['median_previous_change']:+.2f}% · "
f"重亏 {stats['severe_loss_rate']:.1f}%"
if stats["previous_limit_count"] else "缺少前一交易日样本"
),
},
"ladder_structure": {
"label": "连板结构",
"score": round(ladder_structure_score, 1),
"weight": COMPONENT_WEIGHTS["ladder_structure"],
"summary": f"最高 {stats['max_height']} 板 · 三板以上 {stats['three_plus_count']}",
},
"liquidity": {
"label": "成交活跃度",
"score": round(liquidity_score, 1),
"weight": COMPONENT_WEIGHTS["liquidity"],
"summary": f"成交 {stats['amount_billion']:.1f} 亿 · 均值比 {amount_ratio:.2f}",
},
}
results.append(
{
**stats,
"score": score,
"ema_score": ema_score,
"label": _sentiment_label(score),
"phase": phase,
"phase_signal": phase_signal,
"transition_reason": transition_reason,
"fermentation_signal_count": fermentation_signal_count,
"day_change": round(day_change, 1),
"direction": direction,
"momentum": round(momentum, 1),
"normalization": "250日历史百分位" if len(previous) >= 20 else normalization,
"history_days": len(previous) + 1,
"systemic_health": round(systemic_health, 1),
"risk_multiplier": round(systemic_gate, 3),
"components": components,
}
)
return results
def latest_contiguous_history(series: list[dict[str, Any]]) -> list[dict[str, Any]]:
if not series:
return []
contiguous = [series[-1]]
for row in reversed(series[:-1]):
expected_previous = str(contiguous[0].get("previous_trade_date") or "")
if not expected_previous or expected_previous != str(row.get("trade_date") or ""):
break
contiguous.insert(0, row)
return contiguous
def apply_sentiment_to_dashboard(
dashboard: dict[str, Any],
historical_snapshots: list[dict[str, Any]] | None = None,
) -> dict[str, Any]:
result = deepcopy(dashboard)
history = list(historical_snapshots or [])
history.append(result)
series = build_sentiment_history(history)
target_date = _trade_date(result)
sentiment = next((row for row in reversed(series) if row["trade_date"] == target_date), None)
if not sentiment:
return result
overview = dict(result.get("overview") or {})
overview.update(
{
"sentiment_score": sentiment["score"],
"sentiment_trend_score": sentiment["ema_score"],
"sentiment_label": sentiment["label"],
"sentiment_phase": sentiment["phase"],
"sentiment_direction": sentiment["direction"],
"sentiment_components": sentiment["components"],
"sentiment_engine_version": SENTIMENT_ENGINE_VERSION,
}
)
result["overview"] = overview
return result
+39
View File
@@ -0,0 +1,39 @@
from __future__ import annotations
from typing import Any
from backend.bootstrap.config import normalize_date
from backend.features.sentiment.engine import (
COMPONENT_WEIGHTS,
apply_sentiment_to_dashboard,
build_sentiment_history,
latest_contiguous_history,
)
class SentimentServiceMixin:
def _enrich_dashboard_sentiment(
self,
dashboard: dict[str, Any],
end_date: str,
) -> dict[str, Any]:
history = self.database.list_snapshot_payloads(end_date, 260)
return apply_sentiment_to_dashboard(dashboard, history)
def sentiment_history(self, trade_date: str, limit: int = 20) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
limit = max(10, min(120, int(limit)))
full_series = build_sentiment_history(
self.database.list_snapshot_payloads(normalized_date, 240)
)
series = latest_contiguous_history(full_series)
rows = series[-limit:]
return {
"trade_date": rows[-1]["trade_date"] if rows else normalized_date,
"available_days": len(series),
"stored_days": len(full_series),
"requested_days": limit,
"rows": rows,
"weights": COMPONENT_WEIGHTS,
"normalization": rows[-1]["normalization"] if rows else "固定锚点",
}
+2 -21
View File
@@ -9,6 +9,7 @@ from typing import Any
from backend.database import MIGRATIONS, MigrationRunner, SQLiteConnectionFactory
from backend.features.accounts.repository import AccountRepositoryMixin
from backend.features.market.repository import MarketRepositoryMixin
from backend.features.pools.repository import PoolRepositoryMixin
from backend.features.system.repository import SystemSettingsRepositoryMixin
@@ -24,6 +25,7 @@ def _optional_float(value: Any) -> float | None:
class ReviewDatabase(
AccountRepositoryMixin,
MarketRepositoryMixin,
PoolRepositoryMixin,
SystemSettingsRepositoryMixin,
):
def __init__(self, path: Path) -> None:
@@ -836,27 +838,6 @@ class ReviewDatabase(
)
return cursor.rowcount > 0
def save_reason_override(self, trade_date: str, code: str, reason: str) -> None:
now = datetime.now().astimezone().isoformat(timespec="seconds")
with self.connect() as connection:
connection.execute(
"""
INSERT INTO reason_overrides (trade_date, code, reason, updated_at)
VALUES (?, ?, ?, ?)
ON CONFLICT(trade_date, code) DO UPDATE SET
reason = excluded.reason,
updated_at = excluded.updated_at
""",
(trade_date, code, reason, now),
)
def reason_overrides(self, trade_date: str) -> dict[str, str]:
with self.connect() as connection:
rows = connection.execute(
"SELECT code, reason FROM reason_overrides WHERE trade_date = ?",
(trade_date,),
).fetchall()
return {row["code"]: row["reason"] for row in rows}
def list_seat_aliases(self) -> dict[str, str]:
with self.connect() as connection:
+1 -1
View File
@@ -5,7 +5,7 @@ import math
from datetime import datetime, timedelta
from typing import Any
from sentiment_engine import apply_sentiment_to_dashboard
from backend.features.sentiment.engine import apply_sentiment_to_dashboard
DEMO_LIMITS = [
+1 -1
View File
@@ -10,7 +10,7 @@ from typing import Any
from advanced_strategies import ADVANCED_CURATED_STRATEGIES
from database import ReviewDatabase
from sentiment_engine import build_sentiment_history, latest_contiguous_history
from backend.features.sentiment.engine import build_sentiment_history, latest_contiguous_history
from tushare_client import TushareClient, TushareError
+4 -493
View File
@@ -1,496 +1,7 @@
from __future__ import annotations
"""Compatibility alias for the canonical sentiment engine implementation."""
from copy import deepcopy
from statistics import mean, median
from typing import Any
import sys
from backend.features.sentiment import engine as _implementation
COMPONENT_WEIGHTS = {
"breadth": 20,
"limit_ecology": 25,
"profit_effect": 30,
"ladder_structure": 15,
"liquidity": 10,
}
SENTIMENT_ENGINE_VERSION = 2
def _number(value: Any, default: float = 0.0) -> float:
try:
number = float(value)
return number if number == number else default
except (TypeError, ValueError):
return default
def _clamp(value: float, lower: float = 0.0, upper: float = 100.0) -> float:
return min(upper, max(lower, value))
def _linear(value: float, low: float, high: float) -> float:
if high <= low:
return 50.0
return _clamp((value - low) / (high - low) * 100)
def _percentile(value: float, history: list[float]) -> float:
if not history:
return 50.0
below = sum(item < value for item in history)
equal = sum(item == value for item in history)
return _clamp((below + equal * 0.5) / len(history) * 100)
def _adaptive_score(value: float, fixed: float, history: list[float]) -> float:
if len(history) < 20:
return fixed
return fixed * 0.25 + _percentile(value, history[-250:]) * 0.75
def _trade_date(payload: dict[str, Any]) -> str:
meta = payload.get("meta") or {}
return str(meta.get("trade_date") or payload.get("_snapshot_date") or "").replace("-", "")
def _deduplicate_snapshots(snapshots: list[dict[str, Any]]) -> list[dict[str, Any]]:
by_trade_date: dict[str, dict[str, Any]] = {}
for payload in snapshots:
trade_date = _trade_date(payload)
if trade_date:
by_trade_date[trade_date] = payload
return [by_trade_date[key] for key in sorted(by_trade_date)]
def _snapshot_stats(payload: dict[str, Any]) -> dict[str, Any]:
overview = payload.get("overview") or {}
meta = payload.get("meta") or {}
limits = list(payload.get("limits") or [])
broken = list(payload.get("broken") or [])
down_limits = list(payload.get("down_limits") or [])
yesterday = list(payload.get("yesterday_limits") or [])
limit_up = len(limits) if limits else int(_number(overview.get("limit_up_count")))
broken_count = len(broken) if broken else int(_number(overview.get("broken_count")))
limit_down = len(down_limits) if down_limits else int(_number(overview.get("limit_down_count")))
streaks = [max(1, int(_number(row.get("streak"), 1))) for row in limits]
first_board = sum(streak == 1 for streak in streaks)
second_board = sum(streak == 2 for streak in streaks)
three_plus = sum(streak >= 3 for streak in streaks)
max_height = max(streaks, default=0)
present_levels = set(streaks)
ladder_completeness = (
sum(level in present_levels for level in range(1, max_height + 1)) / max_height * 100
if max_height else 0.0
)
up_count = int(_number(overview.get("up_count")))
down_count = int(_number(overview.get("down_count")))
flat_count = int(_number(overview.get("flat_count")))
active_count = up_count + down_count
breadth_ratio = up_count / max(active_count, 1) * 100
seal_rate = _number(overview.get("seal_rate"))
if not seal_rate and limit_up + broken_count:
seal_rate = limit_up / (limit_up + broken_count) * 100
previous_limit_count = len(yesterday)
previous_positive_count = sum(_number(row.get("current_change")) > 0 for row in yesterday)
previous_positive_rate = previous_positive_count / max(previous_limit_count, 1) * 100
advanced_count = sum(row.get("outcome") == "晋级" for row in yesterday)
advance_rate = advanced_count / max(previous_limit_count, 1) * 100
average_previous_change = (
mean(_number(row.get("current_change")) for row in yesterday) if yesterday else 0.0
)
median_previous_change = (
median(_number(row.get("current_change")) for row in yesterday) if yesterday else 0.0
)
severe_loss_count = sum(_number(row.get("current_change")) <= -5 for row in yesterday)
severe_loss_rate = severe_loss_count / max(previous_limit_count, 1) * 100
previous_down_count = sum(row.get("outcome") == "跌停" for row in yesterday)
high_previous = [row for row in yesterday if int(_number(row.get("prior_streak"), 1)) >= 2]
high_positive_rate = (
sum(_number(row.get("current_change")) > 0 for row in high_previous)
/ max(len(high_previous), 1)
* 100
)
amount_billion = _number(overview.get("amount_billion"))
limit_amount_billion = sum(_number(row.get("amount_billion")) for row in limits)
return {
"trade_date": _trade_date(payload),
"previous_trade_date": str(meta.get("previous_trade_date") or "").replace("-", ""),
"up_count": up_count,
"down_count": down_count,
"flat_count": flat_count,
"breadth_ratio": round(breadth_ratio, 1),
"limit_up_count": limit_up,
"first_board_count": first_board,
"second_board_count": second_board,
"three_plus_count": three_plus,
"max_height": max_height,
"ladder_completeness": round(ladder_completeness, 1),
"broken_count": broken_count,
"limit_down_count": limit_down,
"seal_rate": round(seal_rate, 1),
"previous_limit_count": previous_limit_count,
"previous_positive_count": previous_positive_count,
"previous_positive_rate": round(previous_positive_rate, 1),
"advance_rate": round(advance_rate, 1),
"average_previous_change": round(average_previous_change, 2),
"median_previous_change": round(median_previous_change, 2),
"severe_loss_count": severe_loss_count,
"severe_loss_rate": round(severe_loss_rate, 1),
"previous_down_count": previous_down_count,
"high_positive_rate": round(high_positive_rate, 1),
"amount_billion": round(amount_billion, 1),
"limit_amount_billion": round(limit_amount_billion, 2),
}
def _sentiment_label(score: float) -> str:
if score >= 80:
return "情绪高涨"
if score >= 60:
return "情绪偏强"
if score >= 40:
return "情绪中性"
if score >= 20:
return "情绪偏弱"
return "情绪冰点"
def _phase_signal(score: float, momentum: float, profit_score: float) -> str:
if score < 25:
return "修复" if momentum > 3 else "冰点"
if score < 45:
return "修复" if momentum > 3 else "退潮"
if score >= 80:
return "高潮" if momentum >= -2 and profit_score >= 60 else "分化"
if score >= 65:
return "分化" if momentum < -3 or profit_score < 50 else "发酵"
if momentum < -5:
return "退潮"
return "发酵" if momentum >= 0 and profit_score >= 45 else "分化"
def _confirmed_phase(
previous: dict[str, Any] | None,
score: float,
day_change: float,
systemic_health: float,
profit_score: float,
ecology_score: float,
phase_signal: str,
extreme_ice: bool,
fermentation_signal_count: int,
) -> tuple[str, str]:
if previous is None:
return phase_signal, "首个连续交易日,采用原始阶段信号"
previous_phase = str(previous.get("phase") or phase_signal)
if extreme_ice:
return "冰点", "市场宽度与跌停数量触发极端冰点"
recovery = day_change >= 6 and score >= 25 and systemic_health >= 24
fermentation_confirmed = fermentation_signal_count >= 2
climax_ready = (
score >= 80
and profit_score >= 60
and systemic_health >= 60
and ecology_score >= 70
)
if previous_phase == "冰点":
return ("修复", "冰点后首次有效回升") if recovery else ("冰点", "冰点尚未形成有效修复")
if previous_phase == "退潮":
if score < 25:
return "冰点", "退潮继续下探至冰点区间"
return ("修复", "退潮后出现有效回升") if recovery else ("退潮", "退潮尚未形成有效修复")
if previous_phase == "修复":
if score < 25:
return "冰点", "修复失败并重新跌入冰点区间"
if day_change <= -6 and score < 45:
return "退潮", "修复失败且温度显著回落"
if fermentation_confirmed:
return "发酵", "发酵条件连续两个交易日成立"
return "修复", "修复延续,等待发酵确认"
if previous_phase == "发酵":
if score < 25:
return "冰点", "发酵阶段出现极端情绪坍塌"
if score < 45 and (day_change < 0 or systemic_health < 35):
return "退潮", "发酵阶段温度与系统健康度同步转弱"
if climax_ready:
return "高潮", "温度、赚钱效应与涨停生态共同达到高潮条件"
if phase_signal in {"分化", "退潮"} or day_change <= -6:
return "分化", "发酵阶段出现降温或赚钱效应弱化"
return "发酵", "发酵状态延续"
if previous_phase == "高潮":
if score < 25:
return "冰点", "高潮后出现极端情绪坍塌"
if climax_ready:
return "高潮", "高潮条件继续成立"
if score < 45 or systemic_health < 30:
return "退潮", "高潮后风险快速释放"
return "分化", "高潮条件消退,进入分化"
if previous_phase == "分化":
if score < 25:
return "冰点", "分化继续恶化至冰点区间"
if score < 45 or systemic_health < 30:
return "退潮", "分化后温度或系统健康度继续下降"
if fermentation_confirmed:
return "发酵", "分化转强条件连续两个交易日成立"
return "分化", "分化延续,等待方向确认"
return phase_signal, "采用原始阶段信号"
def build_sentiment_history(snapshots: list[dict[str, Any]]) -> list[dict[str, Any]]:
payloads = _deduplicate_snapshots(snapshots)
raw_rows = [_snapshot_stats(payload) for payload in payloads]
results: list[dict[str, Any]] = []
for index, stats in enumerate(raw_rows):
previous = raw_rows[:index]
limit_history = [float(row["limit_up_count"]) for row in previous]
down_limit_history = [float(row["limit_down_count"]) for row in previous]
height_history = [float(row["max_height"]) for row in previous]
three_plus_history = [float(row["three_plus_count"]) for row in previous]
amount_history = [float(row["amount_billion"]) for row in previous[-20:] if row["amount_billion"]]
breadth_score = _clamp(float(stats["breadth_ratio"]))
limit_strength = _adaptive_score(
float(stats["limit_up_count"]),
_linear(float(stats["limit_up_count"]), 10, 100),
limit_history,
)
down_relief = 100 - _adaptive_score(
float(stats["limit_down_count"]),
_linear(float(stats["limit_down_count"]), 0, 50),
down_limit_history,
)
seal_quality = _linear(float(stats["seal_rate"]), 35, 90)
systemic_health = breadth_score * 0.60 + down_relief * 0.40
systemic_gate = 1.0 if systemic_health >= 35 else 0.35 + systemic_health / 35 * 0.65
ecology_base_score = limit_strength * 0.35 + seal_quality * 0.35 + down_relief * 0.30
# Systemic risk is applied once to the final temperature. Reapplying it here
# would count market breadth and limit-down pressure twice.
limit_ecology_score = ecology_base_score
if stats["previous_limit_count"]:
positive_score = float(stats["previous_positive_rate"])
average_change_score = _clamp(50 + float(stats["average_previous_change"]) * 6)
median_change_score = _clamp(50 + float(stats["median_previous_change"]) * 7)
advance_score = _clamp(float(stats["advance_rate"]) * 2.5)
severe_loss_safety = _clamp(100 - float(stats["severe_loss_rate"]) * 3)
down_safety = _clamp(100 - float(stats["previous_down_count"]) / stats["previous_limit_count"] * 700)
tail_safety_score = severe_loss_safety * 0.70 + down_safety * 0.30
profit_effect_score = (
positive_score * 0.30
+ median_change_score * 0.25
+ average_change_score * 0.10
+ advance_score * 0.20
+ tail_safety_score * 0.15
)
else:
profit_effect_score = 50.0
max_height_score = _adaptive_score(
float(stats["max_height"]),
_linear(float(stats["max_height"]), 1, 7),
height_history,
)
continuation_rate = (
(float(stats["second_board_count"]) + float(stats["three_plus_count"]))
/ max(float(stats["limit_up_count"]), 1)
* 100
)
three_plus_density = float(stats["three_plus_count"]) / max(float(stats["limit_up_count"]), 1) * 100
three_plus_score = _adaptive_score(
float(stats["three_plus_count"]),
_clamp(three_plus_density * 5),
three_plus_history,
)
ladder_structure_score = (
max_height_score * 0.30
+ _clamp(continuation_rate * 3) * 0.25
+ three_plus_score * 0.25
+ float(stats["ladder_completeness"]) * 0.20
)
amount_baseline = mean(amount_history) if amount_history else float(stats["amount_billion"] or 1)
amount_ratio = float(stats["amount_billion"]) / max(amount_baseline, 1)
amount_score = _clamp(50 + (amount_ratio - 1) * 100)
limit_amount_share = float(stats["limit_amount_billion"]) / max(float(stats["amount_billion"]), 1) * 100
liquidity_score = amount_score * 0.70 + _clamp(limit_amount_share * 20) * 0.30
component_scores = {
"breadth": breadth_score,
"limit_ecology": limit_ecology_score,
"profit_effect": profit_effect_score,
"ladder_structure": ladder_structure_score,
"liquidity": liquidity_score,
}
raw_score = sum(component_scores[key] * weight / 100 for key, weight in COMPONENT_WEIGHTS.items())
score = round(
raw_score * systemic_gate
)
extreme_ice = float(stats["breadth_ratio"]) <= 15 and float(stats["limit_down_count"]) >= 100
if extreme_ice:
score = min(score, 15)
elif float(stats["breadth_ratio"]) <= 25 and float(stats["limit_down_count"]) >= 50:
score = min(score, 24)
previous_scores: list[float] = []
expected_date = str(stats.get("previous_trade_date") or "")
for prior_result in reversed(results):
if not expected_date or str(prior_result.get("trade_date") or "") != expected_date:
break
previous_scores.append(float(prior_result["score"]))
expected_date = str(prior_result.get("previous_trade_date") or "")
if len(previous_scores) == 3:
break
momentum = score - mean(previous_scores) if previous_scores else 0.0
direction = "升温" if momentum > 3 else "降温" if momentum < -3 else "持平"
normalization = "历史百分位" if len(previous) >= 20 else "固定锚点"
previous_result = (
results[-1]
if results and str(stats.get("previous_trade_date") or "") == str(results[-1].get("trade_date") or "")
else None
)
day_change = score - float(previous_result["score"]) if previous_result else 0.0
ema_score = round(
score if not previous_result
else score * 0.5 + float(previous_result.get("ema_score", previous_result["score"])) * 0.5,
1,
)
phase_signal = _phase_signal(score, momentum, profit_effect_score)
fermentation_ready = (
phase_signal == "发酵"
and score >= 45
and profit_effect_score >= 45
and systemic_health >= 35
and not extreme_ice
)
previous_fermentation_count = int(previous_result.get("fermentation_signal_count") or 0) if previous_result else 0
fermentation_signal_count = previous_fermentation_count + 1 if fermentation_ready else 0
phase, transition_reason = _confirmed_phase(
previous_result,
score,
day_change,
systemic_health,
profit_effect_score,
limit_ecology_score,
phase_signal,
extreme_ice,
fermentation_signal_count,
)
previous_phase = str(previous_result.get("phase") or "") if previous_result else ""
if phase not in {"修复", "分化"}:
fermentation_signal_count = 0
elif phase == "分化" and previous_phase != "分化":
fermentation_signal_count = 0
components = {
"breadth": {
"label": "市场宽度",
"score": round(breadth_score, 1),
"weight": COMPONENT_WEIGHTS["breadth"],
"summary": f"上涨占比 {stats['breadth_ratio']:.1f}%",
},
"limit_ecology": {
"label": "涨停生态",
"score": round(limit_ecology_score, 1),
"weight": COMPONENT_WEIGHTS["limit_ecology"],
"summary": (
f"涨停 {stats['limit_up_count']} · 跌停 {stats['limit_down_count']} · "
f"封板 {stats['seal_rate']:.1f}%"
),
},
"profit_effect": {
"label": "赚钱效应",
"score": round(profit_effect_score, 1),
"weight": COMPONENT_WEIGHTS["profit_effect"],
"summary": (
f"昨涨停红盘 {stats['previous_positive_rate']:.1f}% · "
f"中位 {stats['median_previous_change']:+.2f}% · "
f"重亏 {stats['severe_loss_rate']:.1f}%"
if stats["previous_limit_count"] else "缺少前一交易日样本"
),
},
"ladder_structure": {
"label": "连板结构",
"score": round(ladder_structure_score, 1),
"weight": COMPONENT_WEIGHTS["ladder_structure"],
"summary": f"最高 {stats['max_height']} 板 · 三板以上 {stats['three_plus_count']}",
},
"liquidity": {
"label": "成交活跃度",
"score": round(liquidity_score, 1),
"weight": COMPONENT_WEIGHTS["liquidity"],
"summary": f"成交 {stats['amount_billion']:.1f} 亿 · 均值比 {amount_ratio:.2f}",
},
}
results.append(
{
**stats,
"score": score,
"ema_score": ema_score,
"label": _sentiment_label(score),
"phase": phase,
"phase_signal": phase_signal,
"transition_reason": transition_reason,
"fermentation_signal_count": fermentation_signal_count,
"day_change": round(day_change, 1),
"direction": direction,
"momentum": round(momentum, 1),
"normalization": "250日历史百分位" if len(previous) >= 20 else normalization,
"history_days": len(previous) + 1,
"systemic_health": round(systemic_health, 1),
"risk_multiplier": round(systemic_gate, 3),
"components": components,
}
)
return results
def latest_contiguous_history(series: list[dict[str, Any]]) -> list[dict[str, Any]]:
if not series:
return []
contiguous = [series[-1]]
for row in reversed(series[:-1]):
expected_previous = str(contiguous[0].get("previous_trade_date") or "")
if not expected_previous or expected_previous != str(row.get("trade_date") or ""):
break
contiguous.insert(0, row)
return contiguous
def apply_sentiment_to_dashboard(
dashboard: dict[str, Any],
historical_snapshots: list[dict[str, Any]] | None = None,
) -> dict[str, Any]:
result = deepcopy(dashboard)
history = list(historical_snapshots or [])
history.append(result)
series = build_sentiment_history(history)
target_date = _trade_date(result)
sentiment = next((row for row in reversed(series) if row["trade_date"] == target_date), None)
if not sentiment:
return result
overview = dict(result.get("overview") or {})
overview.update(
{
"sentiment_score": sentiment["score"],
"sentiment_trend_score": sentiment["ema_score"],
"sentiment_label": sentiment["label"],
"sentiment_phase": sentiment["phase"],
"sentiment_direction": sentiment["direction"],
"sentiment_components": sentiment["components"],
"sentiment_engine_version": SENTIMENT_ENGINE_VERSION,
}
)
result["overview"] = overview
return result
sys.modules[__name__] = _implementation
+4 -1
View File
@@ -127,12 +127,15 @@ class MarketSliceSourceEquivalenceTests(unittest.TestCase):
def test_provider_logic_is_the_original_implementation(self) -> None:
exact_moves = (
("tushare_client.py", "backend/data/providers/tushare_client.py"),
("ifind_client.py", "backend/data/providers/ifind_client.py"),
("realtime_aggregator.py", "backend/data/realtime.py"),
)
for original, migrated in exact_moves:
self.assertEqual(sha256(ORIGINAL_ROOT / original), sha256(APP_ROOT / migrated))
self.assertEqual(
top_level_definitions(ORIGINAL_ROOT / "tushare_client.py"),
top_level_definitions(APP_ROOT / "backend/data/providers/tushare_client.py"),
)
self.assertEqual(
top_level_definitions(ORIGINAL_ROOT / "chart_data_provider.py"),
top_level_definitions(APP_ROOT / "backend/features/market/charts.py"),
@@ -0,0 +1,114 @@
from __future__ import annotations
import ast
import hashlib
import unittest
from pathlib import Path
import sentiment_engine
from backend.features.sentiment import engine as canonical_engine
APP_ROOT = Path(__file__).resolve().parents[1]
ORIGINAL_ROOT = APP_ROOT.parent
SENTIMENT_METHODS = {
"_enrich_dashboard_sentiment",
"sentiment_history",
}
POOL_METHODS = {
"save_reason",
"_apply_reason_overrides",
"_schedule_ifind_event_enrichment",
"_refresh_ifind_event_enrichment",
"_normalize_ifind_event_time",
"_merge_ifind_event_enrichment",
}
POOL_REPOSITORY_METHODS = {
"save_reason_override",
"reason_overrides",
}
def class_methods(path: Path, class_name: str) -> dict[str, str]:
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
owner = next(
node
for node in tree.body
if isinstance(node, ast.ClassDef) and node.name == class_name
)
return {
node.name: ast.dump(node, include_attributes=False)
for node in owner.body
if isinstance(node, (ast.FunctionDef, ast.AsyncFunctionDef))
}
def sha256(path: Path) -> str:
return hashlib.sha256(path.read_bytes()).hexdigest()
class SentimentPoolSliceSourceEquivalenceTests(unittest.TestCase):
def test_sentiment_service_methods_are_exact_original_ast(self) -> None:
original = class_methods(ORIGINAL_ROOT / "server.py", "DashboardService")
migrated = class_methods(
APP_ROOT / "backend" / "features" / "sentiment" / "service.py",
"SentimentServiceMixin",
)
self.assertEqual(set(migrated), SENTIMENT_METHODS)
for name in sorted(SENTIMENT_METHODS):
self.assertEqual(migrated[name], original[name], name)
def test_pool_service_methods_are_exact_original_ast(self) -> None:
original = class_methods(ORIGINAL_ROOT / "server.py", "DashboardService")
migrated = class_methods(
APP_ROOT / "backend" / "features" / "pools" / "service.py",
"PoolServiceMixin",
)
self.assertEqual(set(migrated), POOL_METHODS)
for name in sorted(POOL_METHODS):
self.assertEqual(migrated[name], original[name], name)
def test_pool_repository_methods_are_exact_original_ast(self) -> None:
original = class_methods(ORIGINAL_ROOT / "database.py", "ReviewDatabase")
migrated = class_methods(
APP_ROOT / "backend" / "features" / "pools" / "repository.py",
"PoolRepositoryMixin",
)
self.assertEqual(set(migrated), POOL_REPOSITORY_METHODS)
for name in sorted(POOL_REPOSITORY_METHODS):
self.assertEqual(migrated[name], original[name], name)
def test_original_classes_no_longer_duplicate_moved_methods(self) -> None:
remaining_service = class_methods(
APP_ROOT / "backend" / "application.py", "DashboardService"
)
remaining_database = class_methods(APP_ROOT / "database.py", "ReviewDatabase")
self.assertTrue((SENTIMENT_METHODS | POOL_METHODS).isdisjoint(remaining_service))
self.assertTrue(POOL_REPOSITORY_METHODS.isdisjoint(remaining_database))
def test_sentiment_engine_is_exact_original_with_legacy_alias(self) -> None:
self.assertEqual(
sha256(ORIGINAL_ROOT / "sentiment_engine.py"),
sha256(APP_ROOT / "backend" / "features" / "sentiment" / "engine.py"),
)
self.assertIs(sentiment_engine, canonical_engine)
def test_api_and_frontend_assets_are_unchanged(self) -> None:
for relative in (
"config/api.config.json",
"static/index.html",
"static/app.js",
"static/styles.css",
"static/pages/sentiment/page.js",
"static/pages/pools/page.js",
):
self.assertEqual(
sha256(APP_ROOT / relative),
sha256(ORIGINAL_ROOT / relative),
relative,
)
if __name__ == "__main__":
unittest.main()