344 lines
15 KiB
Python
344 lines
15 KiB
Python
"""每日选股计划（R4）：数据装配 / Markdown 渲染 / 产出，三段分离。
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collect() -> dict 结构化计划——api.py 直接当 JSON 返回
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render_md() -> str 从 dict 渲染 Markdown
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generate() CLI 与 cron 的入口：collect + render + 落盘 + 打印
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数据全部来自已落库的表，不重算：
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平台因子表 t_factor_akg_score / _gate / _upside / _heat —— 当日截面
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基座只读视图 v_factor_transmission —— 传导证据
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基座 industry_pools —— 股票名称
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升降档一节对比前一交易日的档位表——数据到达本身是信号（首次覆盖 /
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新进传导链即升档）。
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"""
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import json
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import os
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import pandas as pd
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import common
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import config
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import db
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# 分数编码（与 factors.build_score 一致）：主榜 = 200 + 传导档位×20 + 组内分，
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# 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。
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_MAIN_MIN = 150.0
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def _factor(table: str, ds: str) -> pd.Series:
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df = db.read_mysql(
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"factor",
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f"SELECT stock_code, factor_value FROM {table} WHERE trade_date = %s", (ds,))
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if df.empty:
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return pd.Series(dtype=float)
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return df.set_index("stock_code")["factor_value"].astype(float)
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def _latest_date(table: str, upto: str | None = None):
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if upto:
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df = db.read_mysql(
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"factor", f"SELECT MAX(trade_date) d FROM {table} "
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f"WHERE trade_date <= %s", (upto,))
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else:
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df = db.read_mysql("factor", f"SELECT MAX(trade_date) d FROM {table}")
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v = None if df.empty else df.iloc[0, 0]
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return None if v is None or pd.isna(v) else pd.Timestamp(v).date().isoformat()
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def _prev_date(table: str, before: str):
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df = db.read_mysql(
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"factor", f"SELECT MAX(trade_date) d FROM {table} "
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f"WHERE trade_date < %s", (before,))
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v = None if df.empty else df.iloc[0, 0]
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return None if v is None or pd.isna(v) else pd.Timestamp(v).date().isoformat()
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def _names() -> dict:
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out = {}
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pools = db.read_pg("SELECT members FROM industry_pools")
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for _, r in pools.iterrows():
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ms = r["members"]
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if isinstance(ms, str):
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ms = json.loads(ms)
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for m in ms or []:
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ts, name = (m or {}).get("ts_code"), (m or {}).get("name")
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if ts and name:
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out.setdefault(common.to_prefix(ts), str(name))
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return out
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def _evidence(ds: str):
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"""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。"""
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tr = db.read_pg(
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"SELECT ts_code, target, n_sources, moved_ratio, mkt_trade_date "
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"FROM v_factor_transmission WHERE scan_date = %s", (ds,))
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if tr.empty:
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return {}, set()
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tr["k"] = tr["ts_code"].map(common.to_prefix)
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tr["n_sources"] = pd.to_numeric(tr["n_sources"], errors="coerce").fillna(0)
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tr["moved_ratio"] = pd.to_numeric(tr["moved_ratio"], errors="coerce").fillna(0)
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tr["strength"] = tr["n_sources"] * (1.0 - tr["moved_ratio"])
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tr = tr.sort_values("strength", ascending=False).drop_duplicates("k")
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ev = {r.k: (str(r.target), int(r.n_sources), float(r.moved_ratio))
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for r in tr.itertuples()}
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days = {str(x) for x in tr["mkt_trade_date"].dropna().unique()}
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return ev, days
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def _tier_label(score: float) -> str:
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return {0: "无传导", 1: "弱传导", 2: "强传导"}.get(
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int((score - 190.0) // 20), "?")
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def _val(series: pd.Series, k: str):
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v = series.get(k)
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return None if v is None or pd.isna(v) else float(v)
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def collect(date: str | None = None, top: int = 20, obs_top: int = 10,
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theme_cap: int = 5) -> dict:
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"""装配一天的计划为结构化字典。数据缺失抛 RuntimeError（api 侧转 404）。"""
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ds = date or _latest_date("t_factor_akg_score")
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if not ds:
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raise RuntimeError("t_factor_akg_score 还没有数据——先 build akg_score。")
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score = _factor("t_factor_akg_score", ds)
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gate = _factor("t_factor_akg_gate", ds)
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if score.empty or gate.empty:
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raise RuntimeError(f"{ds} 缺 akg_score / akg_gate——先 build 该日再出计划。")
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upside = _factor("t_factor_akg_upside", ds)
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if upside.empty:
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# 当日 upside 表为空时现算兜底（as-of 口径不变：consensus<=当日、当日收盘价）
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import factors
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df_up = factors.build_upside(ds, ds)
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if df_up is not None and not df_up.empty:
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x = df_up.copy()
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x["k"] = x["stock_code"].map(common.to_prefix)
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upside = x.groupby("k")["factor_value"].max().astype(float)
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hd = _latest_date("t_factor_akg_heat", ds)
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heat = _factor("t_factor_akg_heat", hd) if hd else pd.Series(dtype=float)
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names = _names()
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ev, mkt_days = _evidence(ds)
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main = score[score >= _MAIN_MIN].sort_values(ascending=False)
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obs = score[score < _MAIN_MIN].sort_values(ascending=False)
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def _pick(ranked: pd.Series, n: int):
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"""分数从高到低取 n 条；每个传导主题最多 theme_cap 条（0=不设限）——
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传导目标是环节级、同环节成员共享同一条证据，不限额会被少数环节刷屏。"""
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out, cnt = [], {}
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for k, s in ranked.items():
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e = ev.get(k)
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theme = e[0] if e else "（无传导）"
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if theme_cap and cnt.get(theme, 0) >= theme_cap:
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continue
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cnt[theme] = cnt.get(theme, 0) + 1
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out.append((k, s))
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if len(out) >= n:
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break
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return out
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def _row(rank: int, k: str, s: float, with_tier: bool) -> dict:
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e = ev.get(k)
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r = {"rank": rank, "code": k, "name": names.get(k),
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"score": round(float(s), 2),
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"evidence": ({"theme": e[0], "n_sources": e[1],
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"moved_ratio": round(e[2], 4)} if e else None),
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"heat": _val(heat, k), "upside": _val(upside, k)}
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if with_tier:
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r["tier"] = _tier_label(s)
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return r
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changes = None
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prev_ds = _prev_date("t_factor_akg_gate", ds)
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if prev_ds:
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prev = _factor("t_factor_akg_gate", prev_ds)
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both = pd.concat([prev.rename("prev"), gate.rename("cur")],
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axis=1).fillna(-1.0) # -1 = 当日不在面板
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lab = {-1.0: "池外", 0.0: "不采纳", 1.0: "观察档", 2.0: "主榜"}
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up_df = both[both["cur"] > both["prev"]].sort_values("cur", ascending=False)
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down_df = both[both["cur"] < both["prev"]].sort_values("prev", ascending=False)
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# ---- 升降原因（07-31 加）：区分首次覆盖 / 估值转正 / 新进传导链等。
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# 依据前一日的 upside / 传导因子表；表空时现算兜底。原因是启发式归类
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# （取最主要的一条），精确审计以档位表与因子表为准。
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prev_up = _factor("t_factor_akg_upside", prev_ds)
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if prev_up.empty:
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try:
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import factors
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dfu = factors.build_upside(prev_ds, prev_ds)
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if dfu is not None and not dfu.empty:
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x = dfu.copy()
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x["k"] = x["stock_code"].map(common.to_prefix)
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prev_up = x.groupby("k")["factor_value"].max().astype(float)
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except Exception: # noqa: BLE001 —— 兜底失败则原因退化为通用文案
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pass
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prev_tr = _factor("t_factor_akg_transmission", prev_ds)
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# 赛道闸与风险闸的成员集合（07-31 修：赛道闸开启后，"不在赛道"曾被
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# 误标成"风险闸/档位调整"、"赛道锚生效"曾被误标成"新进传导链"）。
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# 两个集合都尊重各自开关：闸没开时对应原因自然不会出现。
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tset, risk = None, set()
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try:
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import factors
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tset = factors._track_set() # noqa: SLF001 —— 同仓自用
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risk = factors._risk_set() # noqa: SLF001
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except Exception: # noqa: BLE001 —— 拿不到就退化为通用文案
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pass
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def _why(k: str, pg: float, cg: float) -> str:
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if cg == 2.0: # 升入主榜
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pu = _val(prev_up, k)
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if pu is None:
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return "首次覆盖"
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return "估值转正" if pu < 0 else "重获资格"
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if cg == 1.0: # 升入观察档
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if k in ev: # 今天真在传导链上
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pt = _val(prev_tr, k)
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return "新进传导链" if pt is None or pt <= 0 else "档位调整"
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if tset is not None and k in tset:
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return "赛道锚生效" # 赛道成员身份给的锚（闸切换/成员变动）
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return "档位调整"
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if pg == 2.0: # 从主榜降出
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if k in risk:
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return "风险闸"
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cu = _val(upside, k)
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if cu is None:
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return "覆盖脱落"
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if cu < 0:
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return "估值转负"
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if tset is not None and k not in tset:
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return "赛道闸外" # 有覆盖也不贵，但不在十赛道内
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return "档位调整"
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if pg == 1.0: # 从观察档降出
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if k in risk:
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return "风险闸"
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if k not in ev and (tset is None or k not in tset):
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return "离开传导链"
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return "档位调整"
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return "出入面板"
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def _mv(d: pd.DataFrame):
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return [{"code": k, "name": names.get(k),
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"from": lab.get(r["prev"], "?"), "to": lab.get(r["cur"], "?"),
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"reason": _why(k, r["prev"], r["cur"])}
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for k, r in d.iterrows()]
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changes = {"base_date": prev_ds,
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"upgrades_total": int(len(up_df)),
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"downgrades_total": int(len(down_df)),
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"upgrades": _mv(up_df.head(15)),
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"downgrades": _mv(down_df.head(15))}
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return {
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"date": ds,
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"counts": {"main": int(len(main)), "observe": int(len(obs)),
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"gate_covered": int(len(gate))},
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"market_snapshot_days": sorted(mkt_days),
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"heat_date": hd,
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"theme_cap": theme_cap,
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"main": [_row(i, k, s, True)
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for i, (k, s) in enumerate(_pick(main, top), 1)],
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"observe": [_row(i, k, s, False)
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for i, (k, s) in enumerate(_pick(obs, obs_top), 1)],
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"changes": changes,
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"gate_on": bool(config.ENABLE_TRACK_GATE),
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"encoding": "主榜分=200+传导档位×20+组内分（还没热、还便宜）；"
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"观察档分=100+0.6z(传导)+0.4z(−热度)",
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}
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def _fmt_pct(v) -> str:
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return "—" if v is None else f"{v:+.0%}"
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def _fmt_num(v) -> str:
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return "—" if v is None else f"{v:.2f}"
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def _fmt_ev(e) -> str:
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if not e:
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return "—"
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return f"{e['theme']}（{e['n_sources']} 源，已动 {e['moved_ratio']:.0%}）"
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def render_md(d: dict) -> str:
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L = [f"# 每日选股计划 · {d['date']}", ""]
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c = d["counts"]
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L.append(f"主榜 {c['main']} 只 / 观察档 {c['observe']} 只 / "
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f"全池档位覆盖 {c['gate_covered']} 只。")
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stale = [x for x in d["market_snapshot_days"] if x != d["date"]]
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if stale:
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L.append(f"注：本日传导用的行情快照 = {'、'.join(stale)}"
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f"（与计划日不同——历史降级日口径）。")
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L.append("")
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cap_txt = f"，每主题限额 {d['theme_cap']}" if d["theme_cap"] else ""
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gate_txt = "、在十五五赛道内" if d.get("gate_on") else ""
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L.append(f"## 主榜 Top {len(d['main'])}"
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f"（有券商预期、目标价不低于现价{gate_txt}{cap_txt}）")
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L.append("")
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L.append("| # | 代码 | 名称 | 总分 | 档位 | 传导证据 | 热度 | 预期空间 |")
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L.append("|---|------|------|------|------|----------|------|----------|")
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for r in d["main"]:
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L.append(f"| {r['rank']} | {r['code']} | {r['name'] or '—'} | {r['score']:.1f} "
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f"| {r['tier']} | {_fmt_ev(r['evidence'])} "
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f"| {_fmt_num(r['heat'])} | {_fmt_pct(r['upside'])} |")
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L.append("")
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L.append(f"## 观察档 Top {len(d['observe'])}"
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f"（无券商预期、但{'在赛道或传导链上' if d.get('gate_on') else '在传导链上'}"
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f"——没有估值锚，置信度低{cap_txt}）")
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L.append("")
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L.append("| # | 代码 | 名称 | 分 | 传导证据 | 热度 |")
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L.append("|---|------|------|----|----------|------|")
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for r in d["observe"]:
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L.append(f"| {r['rank']} | {r['code']} | {r['name'] or '—'} | {r['score']:.1f} "
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f"| {_fmt_ev(r['evidence'])} | {_fmt_num(r['heat'])} |")
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L.append("")
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L.append("## 今日升降档")
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L.append("")
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ch = d["changes"]
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if not ch:
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L.append("（没有更早的档位表可比，升降档从下一个交易日开始。）")
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else:
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L.append(f"对比 {ch['base_date']}：升档 {ch['upgrades_total']} 只，"
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f"降档 {ch['downgrades_total']} 只。"
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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。")
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if ch["upgrades"]:
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L.append("")
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L.append("**升档**：")
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L += [f"- {m['code']} {m['name'] or ''}：{m['from']} → {m['to']}"
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f"（{m.get('reason', '—')}）"
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for m in ch["upgrades"]]
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if ch["upgrades_total"] > len(ch["upgrades"]):
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L.append(f"- ……共 {ch['upgrades_total']} 只，其余见档位表")
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if ch["downgrades"]:
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L.append("")
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L.append("**降档**：")
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L += [f"- {m['code']} {m['name'] or ''}：{m['from']} → {m['to']}"
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f"（{m.get('reason', '—')}）"
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for m in ch["downgrades"]]
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if ch["downgrades_total"] > len(ch["downgrades"]):
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L.append(f"- ……共 {ch['downgrades_total']} 只，其余见档位表")
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L.append("")
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L.append("---")
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L.append(f"口径：{d['encoding']}。")
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return "\n".join(L)
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def generate(date: str | None = None, top: int = 20, obs_top: int = 10,
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theme_cap: int = 5) -> str:
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try:
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data = collect(date, top, obs_top, theme_cap)
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except RuntimeError as e:
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raise SystemExit(str(e))
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text = render_md(data)
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os.makedirs("data/plan", exist_ok=True)
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out = f"data/plan/plan_{data['date']}.md"
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with open(out, "w", encoding="utf-8") as f:
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f.write(text + "\n")
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print(text)
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print(f"\n已写入 {out}")
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return out
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