"""每日选股计划(R4 首版):把 akg_gate / akg_score 变成一份人能读的榜单。 数据全部来自已落库的表,不重算: 平台因子表 t_factor_akg_score / _gate / _upside / _heat —— 当日截面 基座只读视图 v_factor_transmission —— 传导证据(主题、源数、已动比例) 基座 industry_pools —— 股票名称 产出:终端打印 + data/plan/plan_<日期>.md。升降档一节对比前一交易日的档位表, 体现"数据到达本身是信号"(首次覆盖 / 新进传导链即升档)。 """ import json import os import pandas as pd import common import db # 分数编码(与 factors.build_score 一致):主榜 = 200 + 传导档位×20 + 组内分, # 观察档 = 100 + 组内分,组内分 clip ±9.9。150 落在两带中间的空档上,用作分界。 _MAIN_MIN = 150.0 def _factor(table: str, ds: str) -> pd.Series: df = db.read_mysql( "factor", f"SELECT stock_code, factor_value FROM {table} WHERE trade_date = %s", (ds,)) if df.empty: return pd.Series(dtype=float) return df.set_index("stock_code")["factor_value"].astype(float) def _latest_date(table: str, upto: str | None = None): if upto: df = db.read_mysql( "factor", f"SELECT MAX(trade_date) d FROM {table} " f"WHERE trade_date <= %s", (upto,)) else: df = db.read_mysql("factor", f"SELECT MAX(trade_date) d FROM {table}") v = None if df.empty else df.iloc[0, 0] return None if v is None or pd.isna(v) else pd.Timestamp(v).date().isoformat() def _prev_date(table: str, before: str): df = db.read_mysql( "factor", f"SELECT MAX(trade_date) d FROM {table} " f"WHERE trade_date < %s", (before,)) v = None if df.empty else df.iloc[0, 0] return None if v is None or pd.isna(v) else pd.Timestamp(v).date().isoformat() def _names() -> dict: out = {} pools = db.read_pg("SELECT members FROM industry_pools") for _, r in pools.iterrows(): ms = r["members"] if isinstance(ms, str): ms = json.loads(ms) for m in ms or []: ts, name = (m or {}).get("ts_code"), (m or {}).get("name") if ts and name: out.setdefault(common.to_prefix(ts), str(name)) return out def _evidence(ds: str): """每股最强一条传导证据:主题、源数、已动比例;另返回涉及的行情快照日。""" tr = db.read_pg( "SELECT ts_code, target, n_sources, moved_ratio, mkt_trade_date " "FROM v_factor_transmission WHERE scan_date = %s", (ds,)) if tr.empty: return {}, set() tr["k"] = tr["ts_code"].map(common.to_prefix) tr["n_sources"] = pd.to_numeric(tr["n_sources"], errors="coerce").fillna(0) tr["moved_ratio"] = pd.to_numeric(tr["moved_ratio"], errors="coerce").fillna(0) tr["strength"] = tr["n_sources"] * (1.0 - tr["moved_ratio"]) tr = tr.sort_values("strength", ascending=False).drop_duplicates("k") ev = {r.k: (str(r.target), int(r.n_sources), float(r.moved_ratio)) for r in tr.itertuples()} days = {str(x) for x in tr["mkt_trade_date"].dropna().unique()} return ev, days def _tier_label(score: float) -> str: return {0: "无传导", 1: "弱传导", 2: "强传导"}.get( int((score - 190.0) // 20), "?") def _pct(v) -> str: return "—" if v is None or pd.isna(v) else f"{v:+.0%}" def _num(v) -> str: return "—" if v is None or pd.isna(v) else f"{v:.2f}" def _pick(ranked: pd.Series, ev: dict, top: int, theme_cap: int): """按分数从高到低取 top 条;每个传导主题最多 theme_cap 条(0=不设限)。 为什么设限:传导目标是环节级,同环节全体成员共享同一条证据,不设限时 榜单会被三四个环节刷屏——20 个名额实际只是 4 注。限额后变成 "多条线索 × 每条线索取最冷最便宜的几只",被挤掉的仍在完整档位表里。""" out, cnt = [], {} for k, s in ranked.items(): e = ev.get(k) theme = e[0] if e else "(无传导)" if theme_cap and cnt.get(theme, 0) >= theme_cap: continue cnt[theme] = cnt.get(theme, 0) + 1 out.append((k, s)) if len(out) >= top: break return out def generate(date: str | None = None, top: int = 20, obs_top: int = 10, theme_cap: int = 5) -> str: ds = date or _latest_date("t_factor_akg_score") if not ds: raise SystemExit("t_factor_akg_score 还没有数据——先 build akg_score。") score = _factor("t_factor_akg_score", ds) gate = _factor("t_factor_akg_gate", ds) if score.empty or gate.empty: raise SystemExit(f"{ds} 缺 akg_score / akg_gate——先 build 该日再出计划。") upside = _factor("t_factor_akg_upside", ds) if upside.empty: # 晚间 18:40 建当日 upside 表时行情源(~19:50 发布)还没到,当日表常为空。 # 这里现算兜底:此刻库里已有晚到的当日价,as-of 口径不变(consensus<=当日)。 import factors df_up = factors.build_upside(ds, ds) if df_up is not None and not df_up.empty: x = df_up.copy() x["k"] = x["stock_code"].map(common.to_prefix) upside = x.groupby("k")["factor_value"].max().astype(float) hd = _latest_date("t_factor_akg_heat", ds) heat = _factor("t_factor_akg_heat", hd) if hd else pd.Series(dtype=float) names = _names() ev, mkt_days = _evidence(ds) main = score[score >= _MAIN_MIN].sort_values(ascending=False) obs = score[score < _MAIN_MIN].sort_values(ascending=False) L = [f"# 每日选股计划 · {ds}", ""] L.append(f"主榜 {len(main)} 只 / 观察档 {len(obs)} 只 / 全池档位覆盖 {len(gate)} 只。") stale = sorted(d for d in mkt_days if d != ds) if stale: L.append(f"⚠️ 本日传导用的行情快照 = {'、'.join(stale)}(T−1 口径:" f"\"谁已经动了\"看的是上个交易日收盘;拍点方案定版前均如此)。") L.append("") cap_txt = f",每主题限额 {theme_cap}" if theme_cap else "" main_rows = _pick(main, ev, top, theme_cap) L.append(f"## 主榜 Top {len(main_rows)}(有券商预期、目标价不低于现价{cap_txt})") L.append("") L.append("| # | 代码 | 名称 | 总分 | 档位 | 传导证据 | 热度 | 预期空间 |") L.append("|---|------|------|------|------|----------|------|----------|") for i, (k, s) in enumerate(main_rows, 1): e = ev.get(k) etxt = f"{e[0]}({e[1]} 源,已动 {e[2]:.0%})" if e else "—" L.append(f"| {i} | {k} | {names.get(k, '—')} | {s:.1f} | {_tier_label(s)} " f"| {etxt} | {_num(heat.get(k))} | {_pct(upside.get(k))} |") L.append("") obs_rows = _pick(obs, ev, obs_top, theme_cap) L.append(f"## 观察档 Top {len(obs_rows)}" f"(无券商预期、但在传导链上——没有估值锚,置信度低{cap_txt})") L.append("") L.append("| # | 代码 | 名称 | 分 | 传导证据 | 热度 |") L.append("|---|------|------|----|----------|------|") for i, (k, s) in enumerate(obs_rows, 1): e = ev.get(k) etxt = f"{e[0]}({e[1]} 源,已动 {e[2]:.0%})" if e else "—" L.append(f"| {i} | {k} | {names.get(k, '—')} | {s:.1f} " f"| {etxt} | {_num(heat.get(k))} |") L.append("") L.append("## 今日升降档") L.append("") prev_ds = _prev_date("t_factor_akg_gate", ds) if not prev_ds: L.append("(没有更早的档位表可比,升降档从下一个交易日开始。)") else: prev = _factor("t_factor_akg_gate", prev_ds) both = pd.concat([prev.rename("prev"), gate.rename("cur")], axis=1) both = both.fillna(-1.0) # -1 = 当日不在面板 up = both[both["cur"] > both["prev"]] down = both[both["cur"] < both["prev"]] lab = {-1.0: "池外", 0.0: "不采纳", 1.0: "观察档", 2.0: "主榜"} L.append(f"对比 {prev_ds}:升档 {len(up)} 只,降档 {len(down)} 只。" f"升档=拿到新锚(首次覆盖 / 新进传导链),本身就是值得看的信号。") def _rows(d: pd.DataFrame, cap: int = 15): lines = [] for k, r in d.iterrows(): lines.append(f"- {k} {names.get(k, '')}:" f"{lab.get(r['prev'], '?')} → {lab.get(r['cur'], '?')}") if len(lines) >= cap: lines.append(f"- ……共 {len(d)} 只,其余见档位表") break return lines if not up.empty: L.append("") L.append("**升档**:") L += _rows(up.sort_values("cur", ascending=False)) if not down.empty: L.append("") L.append("**降档**:") L += _rows(down.sort_values("prev", ascending=False)) L.append("") L.append("---") L.append("口径:主榜分 = 200 + 传导档位×20 + 组内分(还没热、还便宜);" "观察档分 = 100 + 0.6z(传导) + 0.4z(−热度)。") text = "\n".join(L) os.makedirs("data/plan", exist_ok=True) out = f"data/plan/plan_{ds}.md" with open(out, "w", encoding="utf-8") as f: f.write(text + "\n") print(text) print(f"\n已写入 {out}") return out