from __future__ import annotations from statistics import mean, median from typing import Any WEIGHTS = { "breadth": 20, "limit_ecology": 25, "profit_effect": 30, "ladder_structure": 15, "liquidity": 10, } def calculate_sentiment(snapshot: dict[str, Any], history: list[dict[str, Any]]) -> dict[str, Any]: stats = _stats(snapshot) historical = [_stats(item) for item in history[-250:]] breadth = _clamp(stats["breadth_ratio"]) limit_strength = _adaptive( stats["limit_up"], _linear(stats["limit_up"], 10, 100), _series(historical, "limit_up") ) down_pressure = _adaptive( stats["limit_down"], _linear(stats["limit_down"], 0, 50), _series(historical, "limit_down") ) down_relief = 100 - down_pressure seal_quality = _linear(stats["seal_rate"], 35, 90) ecology = limit_strength * 0.35 + seal_quality * 0.35 + down_relief * 0.30 systemic_health = breadth * 0.60 + down_relief * 0.40 gate = 1 if systemic_health >= 35 else 0.35 + systemic_health / 35 * 0.65 profit = _profit(stats) max_height = _adaptive( stats["max_height"], _linear(stats["max_height"], 1, 7), _series(historical, "max_height"), ) continuation = (stats["second_board"] + stats["three_plus"]) / max(stats["limit_up"], 1) * 100 three_density = stats["three_plus"] / max(stats["limit_up"], 1) * 100 three_score = _adaptive( stats["three_plus"], _clamp(three_density * 5), _series(historical, "three_plus") ) ladder = ( max_height * 0.30 + _clamp(continuation * 3) * 0.25 + three_score * 0.25 + stats["ladder_completeness"] * 0.20 ) prior_amounts = [item["amount"] for item in historical[-20:] if item["amount"] > 0] baseline = mean(prior_amounts) if prior_amounts else stats["amount"] or 1 amount_ratio = stats["amount"] / max(baseline, 1) amount_score = _clamp(50 + (amount_ratio - 1) * 100) limit_share = stats["limit_amount"] / max(stats["amount"], 1) * 100 liquidity = amount_score * 0.70 + _clamp(limit_share * 20) * 0.30 components = { "breadth": breadth, "limit_ecology": ecology, "profit_effect": profit, "ladder_structure": ladder, "liquidity": liquidity, } score = round(sum(components[key] * weight / 100 for key, weight in WEIGHTS.items()) * gate) extreme = stats["breadth_ratio"] <= 15 and stats["limit_down"] >= 100 if extreme: score = min(score, 15) elif stats["breadth_ratio"] <= 25 and stats["limit_down"] >= 50: score = min(score, 24) prior_sentiments = [item.get("sentiment") or {} for item in history[-3:]] prior_scores = [ float(item["score"]) for item in prior_sentiments if item.get("score") is not None ] momentum = score - mean(prior_scores) if prior_scores else 0 direction = "升温" if momentum > 3 else "降温" if momentum < -3 else "持平" previous = prior_sentiments[-1] if prior_sentiments else None day_change = ( score - float(previous["score"]) if previous and previous.get("score") is not None else 0 ) signal = _phase_signal(score, momentum, profit) phase, reason = _phase( previous, score, day_change, systemic_health, profit, ecology, signal, extreme ) fermentation_ready = signal == "发酵" and score >= 45 and profit >= 45 and systemic_health >= 35 previous_count = int(previous.get("fermentation_signal_count") or 0) if previous else 0 fermentation_count = previous_count + 1 if fermentation_ready else 0 history_days = len(history) confidence = min(95, round(55 + min(history_days, 20) * 1.25 + (15 if phase == signal else 7))) labels = { "breadth": "市场宽度", "limit_ecology": "涨停生态", "profit_effect": "赚钱效应", "ladder_structure": "连板结构", "liquidity": "成交活跃度", } return { "score": score, "label": _label(score), "direction": direction, "momentum": round(momentum, 1), "day_change": round(day_change, 1), "phase": phase, "phase_signal": signal, "transition_reason": reason, "fermentation_signal_count": fermentation_count, "confidence": confidence, "history_days": history_days, "systemic_health": round(systemic_health, 1), "components": [ { "key": key, "label": labels[key], "score": round(value, 1), "weight": WEIGHTS[key], } for key, value in components.items() ], "stats": stats, } def _stats(snapshot: dict[str, Any]) -> dict[str, float]: overview = snapshot.get("overview") or {} limits = snapshot.get("limits") or [] yesterday = snapshot.get("yesterday_limits") or [] streaks = [max(1, int(_number(row.get("streak"), 1))) for row in limits] levels = set(streaks) max_height = max(streaks, default=0) active = _number(overview.get("up_count")) + _number(overview.get("down_count")) changes = [_number(row.get("current_change")) for row in yesterday] yesterday_count = len(yesterday) return { "breadth_ratio": _number(overview.get("up_count")) / max(active, 1) * 100, "limit_up": _number(overview.get("limit_up")), "limit_down": _number(overview.get("limit_down")), "broken": _number(overview.get("broken")), "seal_rate": _number(overview.get("seal_rate")), "amount": _number(overview.get("amount")), "limit_amount": sum(_number(row.get("amount")) for row in limits), "second_board": sum(streak == 2 for streak in streaks), "three_plus": sum(streak >= 3 for streak in streaks), "max_height": max_height, "ladder_completeness": ( sum(level in levels for level in range(1, max_height + 1)) / max_height * 100 if max_height else 0 ), "yesterday_count": yesterday_count, "positive_rate": sum(change > 0 for change in changes) / max(yesterday_count, 1) * 100, "advance_rate": sum(row.get("outcome") == "晋级" for row in yesterday) / max(yesterday_count, 1) * 100, "average_change": mean(changes) if changes else 0, "median_change": median(changes) if changes else 0, "severe_loss_rate": sum(change <= -5 for change in changes) / max(yesterday_count, 1) * 100, "previous_down_rate": sum(row.get("outcome") == "跌停" for row in yesterday) / max(yesterday_count, 1) * 100, } def _profit(stats: dict[str, float]) -> float: if not stats["yesterday_count"]: return 50 median_score = _clamp(50 + stats["median_change"] * 7) average_score = _clamp(50 + stats["average_change"] * 6) advance_score = _clamp(stats["advance_rate"] * 2.5) loss_safety = _clamp(100 - stats["severe_loss_rate"] * 3) down_safety = _clamp(100 - stats["previous_down_rate"] * 7) tail = loss_safety * 0.70 + down_safety * 0.30 return ( stats["positive_rate"] * 0.30 + median_score * 0.25 + average_score * 0.10 + advance_score * 0.20 + tail * 0.15 ) def _phase_signal(score: float, momentum: float, profit: 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 >= 60 else "分化" if score >= 65: return "分化" if momentum < -3 or profit < 50 else "发酵" if momentum < -5: return "退潮" return "发酵" if momentum >= 0 and profit >= 45 else "分化" def _phase(previous, score, change, health, profit, ecology, signal, extreme): if not previous: return signal, "首个连续交易日,采用原始阶段信号" prior = str(previous.get("phase") or signal) if extreme: return "冰点", "市场宽度与跌停数量触发极端冰点" recovery = change >= 6 and score >= 25 and health >= 24 climax = score >= 80 and profit >= 60 and health >= 60 and ecology >= 70 if prior in {"冰点", "退潮"}: if score < 25: return "冰点", "市场仍处于冰点区间" return ("修复", "出现有效回升") if recovery else (prior, "尚未形成有效修复") if prior == "修复": if score < 25: return "冰点", "修复失败并跌入冰点" if change <= -6 and score < 45: return "退潮", "修复失败且显著降温" prior_signal = int(previous.get("fermentation_signal_count") or 0) if signal == "发酵" and prior_signal >= 1: 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 prior == "发酵": if score < 45 and (change < 0 or health < 35): return "退潮", "温度与系统健康度转弱" if climax: return "高潮", "温度、赚钱效应与涨停生态达到高潮条件" return ("分化", "发酵阶段出现降温") if signal in {"分化", "退潮"} else ("发酵", "发酵延续") if prior == "高潮": if climax: return "高潮", "高潮条件继续成立" return ("退潮", "风险快速释放") if score < 45 or health < 30 else ("分化", "高潮条件消退") if score < 25: return "冰点", "分化继续恶化至冰点" if score < 45 or health < 30: return "退潮", "分化后继续转弱" return "分化", "分化延续,等待方向确认" def _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 _series(rows: list[dict[str, float]], key: str) -> list[float]: return [row[key] for row in rows] def _adaptive(value: float, fixed: float, history: list[float]) -> float: if len(history) < 20: return fixed below = sum(item < value for item in history[-250:]) equal = sum(item == value for item in history[-250:]) percentile = (below + equal * 0.5) / len(history[-250:]) * 100 return fixed * 0.25 + percentile * 0.75 def _linear(value: float, low: float, high: float) -> float: return _clamp((value - low) / (high - low) * 100) if high > low else 50 def _clamp(value: float) -> float: return min(100, max(0, value)) 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