搭建期货量化管理后台 MVP，支持行情查看、博弈分析、持仓录入、品种合约管理

ft-app/.gitignore

@@ -0,0 +1,3 @@
+data/
+__pycache__/
+*.pyc

ft-app/Dockerfile

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+FROM python:3.11-slim
+
+WORKDIR /app
+
+COPY requirements.txt .
+RUN pip install --no-cache-dir -r requirements.txt
+
+COPY app/ ./app/
+
+RUN mkdir -p /app/data
+
+EXPOSE 8000
+CMD ["uvicorn", "app.main:app", "--host", "0.0.0.0", "--port", "8000"]

ft-app/app/database.py

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+from sqlalchemy import create_engine
+from sqlalchemy.orm import sessionmaker, DeclarativeBase
+from pathlib import Path
+
+DATA_DIR = Path(__file__).parent.parent / "data"
+DATA_DIR.mkdir(exist_ok=True)
+
+DATABASE_URL = f"sqlite:///{DATA_DIR / 'ft.db'}"
+
+engine = create_engine(DATABASE_URL, connect_args={"check_same_thread": False})
+SessionLocal = sessionmaker(bind=engine)
+
+
+class Base(DeclarativeBase):
+    pass
+
+
+def get_db():
+    db = SessionLocal()
+    try:
+        yield db
+    finally:
+        db.close()

ft-app/app/engine/game_theory.py

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+"""博弈分析计算引擎"""
+
+
+def net_position(long_pos: int, short_pos: int) -> int:
+    """净持仓 = 多单 - 空单。正=净多, 负=净空"""
+    return long_pos - short_pos
+
+
+def net_pnl(net_pos: int, avg_cost: float, current_price: float) -> float:
+    """净盈亏 = 净持仓 × (现价 - 成本均价) × 20"""
+    return net_pos * (current_price - avg_cost) * 20
+
+
+def cost_delta(old_cost: float, new_cost: float) -> float:
+    """成本变化 = 新均价 - 旧均价"""
+    return round(new_cost - old_cost, 2)
+
+
+def format_pnl(pnl_yuan: float) -> str:
+    """格式化盈亏为亿/万"""
+    yi = abs(pnl_yuan) / 1e8
+    if yi >= 0.01:
+        sign = "+" if pnl_yuan >= 0 else "-"
+        return f"{sign}{yi:.2f}亿"
+    wan = abs(pnl_yuan) / 1e4
+    return f"{'+' if pnl_yuan >= 0 else '-'}{wan:.1f}万"

ft-app/app/engine/lock_strategy.py

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+"""振幅锁仓策略计算引擎"""
+
+
+def compute_amp_5d(diffs: list[float]) -> float:
+    """近5日均振幅 = round(mean of 5 diffs)"""
+    if len(diffs) < 5:
+        return 0.0
+    return round(sum(diffs[-5:]) / 5)
+
+
+def check_stop_profit(
+    active_profits: list[float],
+    locked_losses: list[float],
+    daily_hands: int,
+    amp_threshold: float,
+) -> bool:
+    """止盈条件: total_floating_profit >= N * A"""
+    total = sum(active_profits) + sum(locked_losses)
+    return total >= daily_hands * amp_threshold
+
+
+def check_lock(
+    open_price: float,
+    current_price: float,
+    lock_threshold: float,
+) -> bool:
+    """锁仓条件: 空单亏损 >= 开仓时的振幅阈值"""
+    return (current_price - open_price) >= lock_threshold
+
+
+def should_meltdown(lock_count: int) -> bool:
+    """3锁熔断"""
+    return lock_count >= 3

ft-app/app/main.py

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+from contextlib import asynccontextmanager
+from pathlib import Path
+from fastapi import FastAPI
+from jinja2 import Environment, FileSystemLoader
+from app.database import engine, Base
+from app.seed import seed
+from app.routers import contracts, analysis, data_input, admin
+
+TEMPLATES_DIR = Path(__file__).parent / "templates"
+
+
+def setup_jinja(app: FastAPI):
+    env = Environment(loader=FileSystemLoader(str(TEMPLATES_DIR)))
+    app.state.templates = env
+
+
+@asynccontextmanager
+async def lifespan(app: FastAPI):
+    setup_jinja(app)
+    Base.metadata.create_all(bind=engine)
+    seed()
+    yield
+
+
+app = FastAPI(title="期货量化系统", lifespan=lifespan)
+
+app.include_router(contracts.router)
+app.include_router(analysis.router)
+app.include_router(data_input.router)
+app.include_router(admin.router)
+
+
+@app.get("/")
+def root():
+    from fastapi.responses import RedirectResponse
+    return RedirectResponse("/contracts")

ft-app/app/models.py

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+from datetime import date
+from sqlalchemy import String, Integer, Float, Date, ForeignKey, Boolean, UniqueConstraint
+from sqlalchemy.orm import Mapped, mapped_column, relationship
+from app.database import Base
+
+
+class Product(Base):
+    __tablename__ = "products"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
+    name: Mapped[str] = mapped_column(String(20))
+    exchange: Mapped[str] = mapped_column(String(10), default="CZCE")
+
+    contracts: Mapped[list["Contract"]] = relationship(
+        back_populates="product", cascade="all, delete-orphan"
+    )
+
+
+class Contract(Base):
+    __tablename__ = "contracts"
+    __table_args__ = (UniqueConstraint("code"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    product_id: Mapped[int] = mapped_column(ForeignKey("products.id"), index=True)
+    code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
+    name: Mapped[str] = mapped_column(String(30))
+    is_active: Mapped[bool] = mapped_column(Boolean, default=True)
+
+    product: Mapped["Product"] = relationship(back_populates="contracts")
+
+
+class DailyBar(Base):
+    __tablename__ = "daily_bars"
+    __table_args__ = (UniqueConstraint("contract", "date"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    contract: Mapped[str] = mapped_column(String(10), index=True)
+    date: Mapped[date] = mapped_column(Date, index=True)
+    open: Mapped[float] = mapped_column(Float)
+    close: Mapped[float] = mapped_column(Float)
+    high: Mapped[float] = mapped_column(Float)
+    low: Mapped[float] = mapped_column(Float)
+    amp_5d: Mapped[float | None] = mapped_column(Float, nullable=True)
+
+    @property
+    def diff(self) -> float:
+        """最高-最低价差"""
+        return self.high - self.low
+
+
+class PositionSnapshot(Base):
+    __tablename__ = "position_snapshots"
+    __table_args__ = (UniqueConstraint("institution", "direction", "date"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    institution: Mapped[str] = mapped_column(String(20), index=True)
+    direction: Mapped[str] = mapped_column(String(10))  # "long" or "short"
+    date: Mapped[date] = mapped_column(Date, index=True)
+    position: Mapped[int] = mapped_column(Integer)
+    delta: Mapped[int] = mapped_column(Integer, default=0)
+    avg_cost: Mapped[float] = mapped_column(Float)

ft-app/app/routers/admin.py

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+from fastapi import APIRouter, Depends, Form, Request
+from fastapi.responses import HTMLResponse, RedirectResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import Product, Contract
+
+router = APIRouter(prefix="/admin", tags=["admin"])
+
+EXCHANGES = ["CZCE", "DCE", "SHFE", "CFFEX", "INE"]
+
+
+@router.get("/", response_class=HTMLResponse)
+def admin_page(request: Request, db: Session = Depends(get_db)):
+    products = db.query(Product).order_by(Product.code).all()
+
+    product_data = []
+    for p in products:
+        contracts = (
+            db.query(Contract)
+            .filter(Contract.product_id == p.id)
+            .order_by(Contract.code)
+            .all()
+        )
+        product_data.append({
+            "id": p.id,
+            "code": p.code,
+            "name": p.name,
+            "exchange": p.exchange,
+            "contracts": [
+                {"id": c.id, "code": c.code, "name": c.name, "is_active": c.is_active}
+                for c in contracts
+            ],
+        })
+
+    template = request.app.state.templates.get_template("admin.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="admin",
+            products=product_data,
+            exchanges=EXCHANGES,
+        )
+    )
+
+
+@router.post("/product")
+def create_product(
+    request: Request,
+    code: str = Form(...),
+    name: str = Form(...),
+    exchange: str = Form(...),
+    db: Session = Depends(get_db),
+):
+    existing = db.query(Product).filter(Product.code == code.upper()).first()
+    if not existing:
+        p = Product(code=code.upper(), name=name, exchange=exchange)
+        db.add(p)
+        db.commit()
+    return RedirectResponse("/admin/", status_code=303)
+
+
+@router.post("/contract")
+def create_contract(
+    request: Request,
+    product_id: int = Form(...),
+    code: str = Form(...),
+    name: str = Form(...),
+    db: Session = Depends(get_db),
+):
+    existing = db.query(Contract).filter(Contract.code == code.upper()).first()
+    if not existing:
+        c = Contract(
+            product_id=product_id,
+            code=code.upper(),
+            name=name,
+            is_active=True,
+        )
+        db.add(c)
+        db.commit()
+    return RedirectResponse("/admin/", status_code=303)
+
+
+@router.post("/contract/{contract_id}/toggle")
+def toggle_contract(contract_id: int, db: Session = Depends(get_db)):
+    c = db.query(Contract).filter(Contract.id == contract_id).first()
+    if c:
+        c.is_active = not c.is_active
+        db.commit()
+    return RedirectResponse("/admin/", status_code=303)
+
+
+@router.post("/contract/{contract_id}/delete")
+def delete_contract(contract_id: int, db: Session = Depends(get_db)):
+    c = db.query(Contract).filter(Contract.id == contract_id).first()
+    if c:
+        db.delete(c)
+        db.commit()
+    return RedirectResponse("/admin/", status_code=303)
+
+
+@router.post("/product/{product_id}/delete")
+def delete_product(product_id: int, db: Session = Depends(get_db)):
+    p = db.query(Product).filter(Product.id == product_id).first()
+    if p:
+        db.delete(p)
+        db.commit()
+    return RedirectResponse("/admin/", status_code=303)

ft-app/app/routers/analysis.py

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+from fastapi import APIRouter, Depends, Request
+from fastapi.responses import HTMLResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import PositionSnapshot
+from app.engine.game_theory import net_position, net_pnl, format_pnl
+
+router = APIRouter(prefix="/analysis", tags=["analysis"])
+
+INSTITUTIONS = ["中信期货", "高盛期货", "国泰君安期货", "华泰期货", "东证期货", "银河期货"]
+
+
+@router.get("/", response_class=HTMLResponse)
+def analysis_page(request: Request, db: Session = Depends(get_db)):
+    latest_snap = (
+        db.query(PositionSnapshot.date)
+        .order_by(PositionSnapshot.date.desc())
+        .first()
+    )
+
+    if not latest_snap:
+        template = request.app.state.templates.get_template("analysis.html")
+        return HTMLResponse(
+            template.render(request=request, active_nav="analysis", rows=[], latest_date=None)
+        )
+
+    latest_date = latest_snap[0]
+    current_price = 913  # TODO: fetch from daily_bars or akshare
+
+    rows = []
+    totals = {"long_pos": 0, "short_pos": 0, "net_pos": 0, "pnl": 0.0}
+    total_net_short = 0
+    pnl_sum = 0.0
+
+    for inst in INSTITUTIONS:
+        long = (
+            db.query(PositionSnapshot)
+            .filter(
+                PositionSnapshot.institution == inst,
+                PositionSnapshot.direction == "long",
+                PositionSnapshot.date == latest_date,
+            )
+            .first()
+        )
+        short = (
+            db.query(PositionSnapshot)
+            .filter(
+                PositionSnapshot.institution == inst,
+                PositionSnapshot.direction == "short",
+                PositionSnapshot.date == latest_date,
+            )
+            .first()
+        )
+
+        long_pos = long.position if long else 0
+        short_pos = short.position if short else 0
+        long_cost = long.avg_cost if long else 0
+        short_cost = short.avg_cost if short else 0
+
+        np = net_position(long_pos, short_pos)
+        pnl = 0.0
+        if np < 0:
+            pnl = net_pnl(np, short_cost, current_price)
+        elif np > 0:
+            pnl = net_pnl(np, long_cost, current_price)
+
+        totals["long_pos"] += long_pos
+        totals["short_pos"] += short_pos
+        totals["net_pos"] += np
+        pnl_sum += pnl
+        if np < 0:
+            total_net_short += abs(np)
+
+        rows.append({
+            "institution": inst,
+            "long_pos": f"{long_pos / 10000:.1f}万" if long_pos else "—",
+            "short_pos": f"{short_pos / 10000:.1f}万" if short_pos else "—",
+            "long_cost": f"{long_cost:.2f}" if long_cost else "—",
+            "short_cost": f"{short_cost:.2f}" if short_cost else "—",
+            "net_pos": f"净{'多' if np > 0 else '空'} {abs(np) / 10000:.1f}万",
+            "pnl": format_pnl(pnl),
+            "pnl_raw": pnl,
+        })
+
+    template = request.app.state.templates.get_template("analysis.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="analysis",
+            rows=rows,
+            totals={
+                "long_pos": f"{totals['long_pos'] / 10000:.1f}万",
+                "short_pos": f"{totals['short_pos'] / 10000:.1f}万",
+                "net_pos": f"净{'多' if totals['net_pos'] > 0 else '空'} {abs(totals['net_pos']) / 10000:.1f}万",
+                "pnl": format_pnl(pnl_sum),
+            },
+            latest_date=latest_date.strftime("%Y-%m-%d"),
+            current_price=current_price,
+            total_net_short=f"{total_net_short / 10000:.1f}万",
+            total_pnl=format_pnl(pnl_sum),
+        )
+    )

ft-app/app/routers/contracts.py

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+from datetime import date
+from fastapi import APIRouter, Depends, Request
+from fastapi.responses import HTMLResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import DailyBar, Contract
+
+router = APIRouter(prefix="/contracts", tags=["contracts"])
+
+WEEKDAY_ZH = {0: "周一", 1: "周二", 2: "周三", 3: "周四", 4: "周五", 5: "周六", 6: "周日"}
+
+
+def get_active_contracts(db: Session) -> list[str]:
+    contracts = (
+        db.query(Contract.code)
+        .filter(Contract.is_active == True)
+        .order_by(Contract.code)
+        .all()
+    )
+    return [c[0] for c in contracts]
+
+
+@router.get("/", response_class=HTMLResponse)
+def contract_index(request: Request, db: Session = Depends(get_db)):
+    active_contracts = get_active_contracts(db)
+
+    latest = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract.in_(active_contracts))
+        .order_by(DailyBar.date.desc())
+        .all()
+    )
+    contract_bars = {}
+    for bar in latest:
+        if bar.contract not in contract_bars:
+            contract_bars[bar.contract] = bar
+
+    total_bars = db.query(DailyBar).count()
+    latest_bar = (
+        db.query(DailyBar).order_by(DailyBar.date.desc()).first()
+    )
+
+    template = request.app.state.templates.get_template("index.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="contracts",
+            contracts=active_contracts,
+            contract_bars=contract_bars,
+            total_bars=total_bars,
+            latest_date=latest_bar.date.strftime("%Y-%m-%d") if latest_bar else "—",
+        )
+    )
+
+
+@router.get("/{contract}", response_class=HTMLResponse)
+def contract_detail(request: Request, contract: str, db: Session = Depends(get_db)):
+    active_contracts = get_active_contracts(db)
+    bars = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract == contract.upper())
+        .order_by(DailyBar.date)
+        .all()
+    )
+
+    rows = []
+    for bar in bars:
+        rows.append({
+            "date": bar.date.strftime("%Y/%-m/%-d"),
+            "weekday": WEEKDAY_ZH.get(bar.date.weekday(), ""),
+            "open": int(bar.open) if bar.open else "-",
+            "close": int(bar.close) if bar.close else "-",
+            "high": int(bar.high) if bar.high else "-",
+            "low": int(bar.low) if bar.low else "-",
+            "diff": int(bar.diff) if bar.diff else 0,
+            "amp_5d": int(bar.amp_5d) if bar.amp_5d is not None else None,
+            "has_amp": bar.amp_5d is not None,
+        })
+
+    latest = bars[-1] if bars else None
+
+    template = request.app.state.templates.get_template("contract.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="contracts",
+            contract=contract.upper(),
+            contracts=active_contracts,
+            rows=rows,
+            latest=latest,
+            row_count=len(rows),
+        )
+    )

ft-app/app/routers/data_input.py

@@ -0,0 +1,71 @@
+from datetime import date
+from fastapi import APIRouter, Depends, Form, Request
+from fastapi.responses import HTMLResponse, RedirectResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import PositionSnapshot
+
+router = APIRouter(prefix="/input", tags=["input"])
+
+INSTITUTIONS = ["中信期货", "高盛期货", "国泰君安期货", "华泰期货", "东证期货", "银河期货"]
+
+
+@router.get("/", response_class=HTMLResponse)
+def input_page(request: Request):
+    template = request.app.state.templates.get_template("input.html")
+    return HTMLResponse(
+        template.render(request=request, active_nav="input", institutions=INSTITUTIONS)
+    )
+
+
+@router.post("/")
+def submit_position(
+    request: Request,
+    institution: str = Form(...),
+    direction: str = Form(...),
+    date_str: str = Form(...),
+    position: int = Form(...),
+    avg_cost: float = Form(...),
+    db: Session = Depends(get_db),
+):
+    d = date.fromisoformat(date_str)
+
+    prev = (
+        db.query(PositionSnapshot)
+        .filter(
+            PositionSnapshot.institution == institution,
+            PositionSnapshot.direction == direction,
+            PositionSnapshot.date < d,
+        )
+        .order_by(PositionSnapshot.date.desc())
+        .first()
+    )
+    delta = position - prev.position if prev else 0
+
+    existing = (
+        db.query(PositionSnapshot)
+        .filter(
+            PositionSnapshot.institution == institution,
+            PositionSnapshot.direction == direction,
+            PositionSnapshot.date == d,
+        )
+        .first()
+    )
+
+    if existing:
+        existing.position = position
+        existing.delta = delta
+        existing.avg_cost = avg_cost
+    else:
+        snap = PositionSnapshot(
+            institution=institution,
+            direction=direction,
+            date=d,
+            position=position,
+            delta=delta,
+            avg_cost=avg_cost,
+        )
+        db.add(snap)
+
+    db.commit()
+    return RedirectResponse("/analysis", status_code=303)

ft-app/app/seed.py

@@ -0,0 +1,289 @@
+"""Seed database from existing data files. Run once manually or on first start."""
+from datetime import date
+from app.database import engine, Base, SessionLocal
+from app.models import DailyBar, PositionSnapshot, Product, Contract
+from app.engine.lock_strategy import compute_amp_5d
+
+# --- Seed OHLCV data ---
+SEED_CONTRACT = "FG2609"
+SEED_BARS: list[dict] = [
+    {"date": "2026-07-01", "open": 972, "close": 961, "high": 972, "low": 956},
+    {"date": "2026-07-02", "open": 960, "close": 966, "high": 972, "low": 957},
+    {"date": "2026-07-03", "open": 965, "close": 973, "high": 979, "low": 962},
+    {"date": "2026-07-06", "open": 977, "close": 967, "high": 982, "low": 964},
+    {"date": "2026-07-07", "open": 966, "close": 952, "high": 966, "low": 951},
+    {"date": "2026-07-08", "open": 954, "close": 962, "high": 966, "low": 951},
+    {"date": "2026-07-09", "open": 963, "close": 957, "high": 964, "low": 949},
+    {"date": "2026-07-10", "open": 956, "close": 965, "high": 974, "low": 952},
+    {"date": "2026-07-13", "open": 965, "close": 952, "high": 967, "low": 950},
+    {"date": "2026-07-14", "open": 954, "close": 951, "high": 956, "low": 944},
+    {"date": "2026-07-15", "open": 950, "close": 949, "high": 958, "low": 944},
+    {"date": "2026-07-16", "open": 949, "close": 929, "high": 952, "low": 927},
+    {"date": "2026-07-17", "open": 931, "close": 900, "high": 931, "low": 899},
+    {"date": "2026-07-20", "open": 902, "close": 890, "high": 908, "low": 889},
+    {"date": "2026-07-21", "open": 891, "close": 904, "high": 910, "low": 891},
+    {"date": "2026-07-22", "open": 908, "close": 913, "high": 918, "low": 900},
+    {"date": "2026-07-23", "open": 914, "close": 899, "high": 917, "low": 892},
+    {"date": "2026-07-24", "open": 900, "close": 908, "high": 912, "low": 891},
+]
+
+# --- Position snapshots (from info.txt) ---
+POSITION_DATA_SHORT: list[dict] = [
+    ("中信期货", "short", "2026-07-22", 193030, -22032, 995.26),
+    ("中信期货", "short", "2026-07-21", 215062, -1029, 995.26),
+    ("中信期货", "short", "2026-07-20", 216091, -18178, 995.26),
+    ("中信期货", "short", "2026-07-17", 234269, -31, 995.26),
+    ("中信期货", "short", "2026-07-16", 234300, 35258, 995.26),
+    ("中信期货", "short", "2026-07-15", 199042, 5294, 1005.40),
+    ("中信期货", "short", "2026-07-14", 193748, 4117, 1006.94),
+    ("中信期货", "short", "2026-07-13", 189631, 18219, 1008.16),
+    ("中信期货", "short", "2026-07-10", 171412, -17319, 1013.49),
+    ("中信期货", "short", "2026-07-09", 188731, 9860, 1013.49),
+    ("中信期货", "short", "2026-07-08", 178871, -19747, 1016.71),
+    ("中信期货", "short", "2026-07-07", 198618, 25262, 1016.71),
+    ("中信期货", "short", "2026-07-06", 173356, 2998, 1025.41),
+    ("中信期货", "short", "2026-07-03", 170358, -11691, 1026.30),
+    ("中信期货", "short", "2026-07-02", 182049, 1284, 1026.30),
+    ("中信期货", "long", "2026-07-22", 63971, -10850, 988.16),
+    ("中信期货", "long", "2026-07-21", 74821, 2587, 988.16),
+    ("中信期货", "long", "2026-07-20", 72234, -84, 991.28),
+    ("中信期货", "long", "2026-07-17", 72318, 6928, 991.28),
+    ("中信期货", "long", "2026-07-16", 65390, 6950, 999.15),
+    ("中信期货", "long", "2026-07-15", 58440, -1227, 1006.42),
+    ("中信期货", "long", "2026-07-14", 59667, 887, 1006.42),
+    ("中信期货", "long", "2026-07-13", 58780, -4908, 1007.26),
+    ("中信期货", "long", "2026-07-10", 63688, 5795, 1007.26),
+    ("中信期货", "long", "2026-07-09", 57893, -3193, 1011.59),
+    ("中信期货", "long", "2026-07-08", 61086, 2092, 1011.59),
+    ("中信期货", "long", "2026-07-07", 58994, 8116, 1013.45),
+    ("中信期货", "long", "2026-07-06", 50878, -14738, 1022.46),
+    ("中信期货", "long", "2026-07-03", 65616, 9777, 1022.46),
+    ("中信期货", "long", "2026-07-02", 55839, -2024, 1031.30),
+    ("高盛期货", "short", "2026-07-22", 188460, -14927, 997.89),
+    ("高盛期货", "short", "2026-07-21", 203387, -15903, 997.89),
+    ("高盛期货", "short", "2026-07-20", 219290, 1220, 997.89),
+    ("高盛期货", "short", "2026-07-17", 218070, 14452, 998.44),
+    ("高盛期货", "short", "2026-07-16", 203618, 12879, 1004.22),
+    ("高盛期货", "short", "2026-07-15", 190739, -5701, 1008.69),
+    ("高盛期货", "short", "2026-07-14", 196440, 1711, 1008.69),
+    ("高盛期货", "short", "2026-07-13", 194729, 418, 1009.20),
+    ("高盛期货", "short", "2026-07-10", 194311, -5203, 1009.31),
+    ("高盛期货", "short", "2026-07-09", 199514, 7653, 1009.31),
+    ("高盛期货", "short", "2026-07-08", 191861, 1394, 1011.47),
+    ("高盛期货", "short", "2026-07-07", 190467, 12046, 1011.86),
+    ("高盛期货", "short", "2026-07-06", 178421, 578, 1015.56),
+    ("高盛期货", "short", "2026-07-03", 177843, 1049, 1015.69),
+    ("高盛期货", "short", "2026-07-02", 176794, 19121, 1015.95),
+    ("国泰君安期货", "short", "2026-07-22", 168449, -9289, 1018.54),
+    ("国泰君安期货", "short", "2026-07-21", 177738, -10380, 1018.54),
+    ("国泰君安期货", "short", "2026-07-20", 188118, -731, 1018.54),
+    ("国泰君安期货", "short", "2026-07-17", 188849, -12984, 1018.54),
+    ("国泰君安期货", "short", "2026-07-16", 201833, -5144, 1018.54),
+    ("国泰君安期货", "short", "2026-07-15", 206977, 2787, 1018.54),
+    ("国泰君安期货", "short", "2026-07-14", 204190, -2399, 1019.49),
+    ("国泰君安期货", "short", "2026-07-13", 206589, 24344, 1019.49),
+    ("国泰君安期货", "short", "2026-07-10", 182245, -4391, 1027.70),
+    ("国泰君安期货", "short", "2026-07-09", 186636, -6510, 1027.70),
+    ("国泰君安期货", "short", "2026-07-08", 193146, -6957, 1027.70),
+    ("国泰君安期货", "short", "2026-07-07", 200103, 9696, 1027.70),
+    ("国泰君安期货", "short", "2026-07-06", 190407, 1344, 1031.30),
+    ("国泰君安期货", "short", "2026-07-03", 189063, -1588, 1031.70),
+    ("国泰君安期货", "short", "2026-07-02", 190651, 4656, 1031.70),
+    ("国泰君安期货", "long", "2026-07-22", 144325, -6262, 991.07),
+    ("国泰君安期货", "long", "2026-07-21", 150587, 17790, 991.07),
+    ("国泰君安期货", "long", "2026-07-20", 132797, 3578, 1003.13),
+    ("国泰君安期货", "long", "2026-07-17", 129219, 12066, 1005.99),
+    ("国泰君安期货", "long", "2026-07-16", 117153, 8387, 1015.15),
+    ("国泰君安期货", "long", "2026-07-15", 108766, 5534, 1021.10),
+    ("国泰君安期货", "long", "2026-07-14", 103232, 4815, 1024.97),
+    ("国泰君安期货", "long", "2026-07-13", 98417, 4839, 1028.58),
+    ("国泰君安期货", "long", "2026-07-10", 93578, -1293, 1032.23),
+    ("国泰君安期货", "long", "2026-07-09", 94871, -807, 1032.23),
+    ("国泰君安期货", "long", "2026-07-08", 95678, -5169, 1032.23),
+    ("国泰君安期货", "long", "2026-07-07", 100847, 3412, 1032.23),
+    ("国泰君安期货", "long", "2026-07-06", 97435, -4615, 1034.87),
+    ("国泰君安期货", "long", "2026-07-03", 102050, 2169, 1034.87),
+    ("国泰君安期货", "long", "2026-07-02", 99881, 9801, 1036.23),
+    ("华泰期货", "short", "2026-07-22", 80564, -8762, 976.69),
+    ("华泰期货", "short", "2026-07-21", 89326, 9844, 976.69),
+    ("华泰期货", "short", "2026-07-20", 79482, 1751, 986.06),
+    ("华泰期货", "short", "2026-07-17", 77731, -8367, 988.00),
+    ("华泰期货", "short", "2026-07-16", 86098, 11358, 988.00),
+    ("华泰期货", "short", "2026-07-15", 74740, 3028, 995.60),
+    ("华泰期货", "short", "2026-07-14", 71712, -2199, 997.57),
+    ("华泰期货", "short", "2026-07-13", 73911, 10715, 997.57),
+    ("华泰期货", "short", "2026-07-10", 63196, -3512, 1004.28),
+    ("华泰期货", "short", "2026-07-09", 66708, 3827, 1004.28),
+    ("华泰期货", "short", "2026-07-08", 62881, -10077, 1007.27),
+    ("华泰期货", "short", "2026-07-07", 72958, 12276, 1007.27),
+    ("华泰期货", "short", "2026-07-06", 60682, -6933, 1017.45),
+    ("华泰期货", "short", "2026-07-03", 65615, -5963, 1017.45),
+    ("华泰期货", "short", "2026-07-02", 71558, -2128, 1017.45),
+    ("华泰期货", "long", "2026-07-22", 68791, -5130, 1002.62),
+    ("华泰期货", "long", "2026-07-21", 73921, -274, 1002.62),
+    ("华泰期货", "long", "2026-07-20", 74195, 840, 1002.62),
+    ("华泰期货", "long", "2026-07-17", 73355, 7012, 1003.79),
+    ("华泰期货", "long", "2026-07-16", 66343, 4562, 1012.97),
+    ("华泰期货", "long", "2026-07-15", 61781, -1562, 1018.50),
+    ("华泰期货", "long", "2026-07-14", 63343, 2364, 1018.50),
+    ("华泰期货", "long", "2026-07-13", 60979, -1843, 1021.12),
+    ("华泰期货", "long", "2026-07-10", 62822, 1161, 1021.12),
+    ("华泰期货", "long", "2026-07-09", 61661, 162, 1022.19),
+    ("华泰期货", "long", "2026-07-08", 61499, 82, 1022.37),
+    ("华泰期货", "long", "2026-07-07", 61417, 6050, 1022.46),
+    ("华泰期货", "long", "2026-07-06", 55367, -2699, 1029.61),
+    ("华泰期货", "long", "2026-07-03", 58066, -4006, 1029.61),
+    ("华泰期货", "long", "2026-07-02", 62072, -2935, 1029.61),
+    ("东证期货", "short", "2026-07-22", 112614, -18937, 965.67),
+    ("东证期货", "short", "2026-07-21", 131551, -45486, 965.67),
+    ("东证期货", "short", "2026-07-20", 177037, -1629, 965.67),
+    ("东证期货", "short", "2026-07-17", 178666, -4252, 965.67),
+    ("东证期货", "short", "2026-07-16", 182918, 47376, 965.67),
+    ("东证期货", "short", "2026-07-15", 135542, -13505, 975.35),
+    ("东证期货", "short", "2026-07-14", 149047, -1108, 975.35),
+    ("东证期货", "short", "2026-07-13", 150155, 40931, 975.35),
+    ("东证期货", "short", "2026-07-10", 109224, -23556, 981.85),
+    ("东证期货", "short", "2026-07-09", 132780, 25017, 981.85),
+    ("东证期货", "short", "2026-07-08", 107763, -56346, 988.08),
+    ("东证期货", "short", "2026-07-07", 164109, 37956, 988.08),
+    ("东证期货", "short", "2026-07-06", 126153, 20536, 997.43),
+    ("东证期货", "short", "2026-07-03", 105617, -10003, 1001.79),
+    ("东证期货", "short", "2026-07-02", 115620, -16409, 1001.79),
+    ("东证期货", "long", "2026-07-22", 85630, 6685, 965.35),
+    ("东证期货", "long", "2026-07-21", 78945, 8359, 970.20),
+    ("东证期货", "long", "2026-07-20", 70586, 2334, 978.40),
+    ("东证期货", "long", "2026-07-17", 68252, -5918, 981.08),
+    ("东证期货", "long", "2026-07-16", 74170, 10413, 981.08),
+    ("东证期货", "long", "2026-07-15", 63757, 1640, 988.12),
+    ("东证期货", "long", "2026-07-14", 62117, -2136, 989.15),
+    ("东证期货", "long", "2026-07-13", 64253, -14158, 989.15),
+    ("东证期货", "long", "2026-07-10", 78411, 7829, 989.15),
+    ("东证期货", "long", "2026-07-09", 70582, -9231, 991.94),
+    ("东证期货", "long", "2026-07-08", 79813, 11598, 991.94),
+    ("东证期货", "long", "2026-07-07", 68215, 10382, 997.54),
+    ("东证期货", "long", "2026-07-06", 57833, -30335, 1004.82),
+    ("东证期货", "long", "2026-07-03", 88168, 20705, 1004.82),
+    ("东证期货", "long", "2026-07-02", 67463, 3862, 1014.89),
+    ("银河期货", "short", "2026-07-22", 62130, -3771, 1022.69),
+    ("银河期货", "short", "2026-07-21", 65901, -3865, 1022.69),
+    ("银河期货", "short", "2026-07-20", 69766, 1572, 1022.69),
+    ("银河期货", "short", "2026-07-17", 68194, 431, 1025.51),
+    ("银河期货", "short", "2026-07-16", 67763, -936, 1026.20),
+    ("银河期货", "short", "2026-07-15", 68699, 372, 1026.20),
+    ("银河期货", "short", "2026-07-14", 68327, 5179, 1026.62),
+    ("银河期货", "short", "2026-07-13", 63148, -3119, 1032.83),
+    ("银河期货", "short", "2026-07-10", 66267, -431, 1032.83),
+    ("银河期货", "short", "2026-07-09", 66698, 1995, 1032.83),
+    ("银河期货", "short", "2026-07-08", 64703, -5025, 1035.23),
+    ("银河期货", "short", "2026-07-07", 69728, 6103, 1035.23),
+    ("银河期货", "short", "2026-07-06", 63625, -1703, 1042.73),
+    ("银河期货", "short", "2026-07-03", 65328, -3861, 1042.73),
+    ("银河期货", "short", "2026-07-02", 69189, 1875, 1042.73),
+    ("银河期货", "long", "2026-07-22", 57020, -7565, 1016.17),
+    ("银河期货", "long", "2026-07-21", 64585, -4812, 1016.17),
+    ("银河期货", "long", "2026-07-20", 69397, -2877, 1016.17),
+    ("银河期货", "long", "2026-07-17", 72274, -4410, 1016.17),
+    ("银河期货", "long", "2026-07-16", 76684, 4888, 1016.17),
+    ("银河期货", "long", "2026-07-15", 71796, -3235, 1021.49),
+    ("银河期货", "long", "2026-07-14", 75031, -456, 1021.49),
+    ("银河期货", "long", "2026-07-13", 75487, 4361, 1021.49),
+    ("银河期货", "long", "2026-07-10", 71126, -6491, 1025.39),
+    ("银河期货", "long", "2026-07-09", 77617, 376, 1025.39),
+    ("银河期货", "long", "2026-07-08", 77241, -3621, 1025.73),
+    ("银河期货", "long", "2026-07-07", 80862, 10307, 1025.73),
+    ("银河期货", "long", "2026-07-06", 70555, 2439, 1035.77),
+    ("银河期货", "long", "2026-07-03", 68116, -4101, 1037.95),
+    ("银河期货", "long", "2026-07-02", 72217, 490, 1037.95),
+]
+
+
+def seed():
+    Base.metadata.create_all(bind=engine)
+    db = SessionLocal()
+
+    try:
+        # --- Seed products and contracts ---
+        if not db.query(Product).first():
+            fg = Product(code="FG", name="玻璃", exchange="CZCE")
+            db.add(fg)
+            db.flush()
+            db.add_all([
+                Contract(product_id=fg.id, code="FG2609", name="玻璃2609", is_active=True),
+                Contract(product_id=fg.id, code="FG2610", name="玻璃2610", is_active=True),
+                Contract(product_id=fg.id, code="FG2611", name="玻璃2611", is_active=True),
+                Contract(product_id=fg.id, code="FG2701", name="玻璃2701", is_active=True),
+            ])
+
+        # --- Seed daily bars ---
+        existing_dates = {
+            (r.contract, r.date)
+            for r in db.query(DailyBar.contract, DailyBar.date).all()
+        }
+
+        bars_to_insert = []
+        for bar in SEED_BARS:
+            d = date.fromisoformat(bar["date"])
+            if (SEED_CONTRACT, d) not in existing_dates:
+                bars_to_insert.append(
+                    DailyBar(
+                        contract=SEED_CONTRACT,
+                        date=d,
+                        open=bar["open"],
+                        close=bar["close"],
+                        high=bar["high"],
+                        low=bar["low"],
+                    )
+                )
+
+        if bars_to_insert:
+            db.add_all(bars_to_insert)
+            db.flush()
+
+        # Compute amp_5d
+        seed_bars = (
+            db.query(DailyBar)
+            .filter(DailyBar.contract == SEED_CONTRACT)
+            .order_by(DailyBar.date)
+            .all()
+        )
+        for i, bar in enumerate(seed_bars):
+            if i >= 5:
+                bar.amp_5d = compute_amp_5d([b.diff for b in seed_bars[i - 5 : i]])
+
+        # --- Seed position snapshots ---
+        existing_pos = {
+            (r.institution, r.direction, r.date)
+            for r in db.query(
+                PositionSnapshot.institution,
+                PositionSnapshot.direction,
+                PositionSnapshot.date,
+            ).all()
+        }
+
+        snaps = []
+        for inst, direction, date_str, pos, delta, cost in POSITION_DATA_SHORT:
+            d = date.fromisoformat(date_str)
+            if (inst, direction, d) not in existing_pos:
+                snaps.append(
+                    PositionSnapshot(
+                        institution=inst,
+                        direction=direction,
+                        date=d,
+                        position=pos,
+                        delta=delta,
+                        avg_cost=cost,
+                    )
+                )
+
+        if snaps:
+            db.add_all(snaps)
+
+        db.commit()
+        print(f"Seeded {len(bars_to_insert)} bars + {len(snaps)} position snapshots")
+
+    finally:
+        db.close()
+
+
+if __name__ == "__main__":
+    seed()

ft-app/app/templates/admin.html

@@ -0,0 +1,93 @@
+{% extends "base.html" %}
+{% block title %}系统管理{% endblock %}
+{% block heading %}系统管理{% endblock %}
+{% block breadcrumb %}品种与合约{% endblock %}
+
+{% block content %}
+
+{# ── New Product ── #}
+<div class="section-title">新建品种</div>
+<div class="form-card" style="margin-bottom:24px;">
+  <form method="post" action="/admin/product" style="display:flex;gap:12px;align-items:flex-end;flex-wrap:wrap;">
+    <div class="form-group" style="margin-bottom:0;flex:1;min-width:120px;">
+      <label>品种代码</label>
+      <input type="text" name="code" required placeholder="FG" maxlength="6" style="text-transform:uppercase;">
+    </div>
+    <div class="form-group" style="margin-bottom:0;flex:1;min-width:120px;">
+      <label>品种名称</label>
+      <input type="text" name="name" required placeholder="玻璃">
+    </div>
+    <div class="form-group" style="margin-bottom:0;flex:1;min-width:120px;">
+      <label>交易所</label>
+      <select name="exchange" required>
+        {% for ex in exchanges %}
+        <option value="{{ ex }}">{{ ex }}</option>
+        {% endfor %}
+      </select>
+    </div>
+    <button type="submit" class="btn btn-primary">新建</button>
+  </form>
+</div>
+
+{# ── Product List ── #}
+{% for p in products %}
+<div class="section-title">{{ p.code }} · {{ p.name }} <span style="font-weight:400;color:var(--sub);font-size:0.78rem;">{{ p.exchange }}</span></div>
+
+{# ── New Contract ── #}
+<div class="form-card" style="margin-bottom:12px;">
+  <form method="post" action="/admin/contract" style="display:flex;gap:12px;align-items:flex-end;flex-wrap:wrap;">
+    <input type="hidden" name="product_id" value="{{ p.id }}">
+    <div class="form-group" style="margin-bottom:0;flex:1;min-width:140px;">
+      <label>合约代码</label>
+      <input type="text" name="code" required placeholder="{{ p.code }}2609" maxlength="10" style="text-transform:uppercase;">
+    </div>
+    <div class="form-group" style="margin-bottom:0;flex:2;min-width:160px;">
+      <label>合约名称</label>
+      <input type="text" name="name" required placeholder="{{ p.name }}2609">
+    </div>
+    <button type="submit" class="btn btn-primary">添加合约</button>
+  </form>
+</div>
+
+{# ── Contract List ── #}
+{% if p.contracts %}
+<div class="table-wrap" style="margin-bottom:20px;">
+<table>
+  <tr><th>合约代码</th><th>名称</th><th>状态</th><th>行情</th><th>操作</th></tr>
+  {% for c in p.contracts %}
+  <tr>
+    <td><strong>{{ c.code }}</strong></td>
+    <td>{{ c.name }}</td>
+    <td>
+      {% if c.is_active %}
+      <span class="badge badge-up">启用</span>
+      {% else %}
+      <span class="badge badge-down">停用</span>
+      {% endif %}
+    </td>
+    <td><a href="/contracts/{{ c.code }}" style="color:var(--accent);text-decoration:none;">查看 →</a></td>
+    <td>
+      <form method="post" action="/admin/contract/{{ c.id }}/toggle" style="display:inline;">
+        <button style="background:none;border:none;color:var(--sub);cursor:pointer;font-size:0.82rem;">
+          {% if c.is_active %}停用{% else %}启用{% endif %}
+        </button>
+      </form>
+      <form method="post" action="/admin/contract/{{ c.id }}/delete" style="display:inline;" onsubmit="return confirm('删除 {{ c.code }}？此操作不可恢复。')">
+        <button style="background:none;border:none;color:var(--danger);cursor:pointer;font-size:0.82rem;">删除</button>
+      </form>
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+{% endif %}
+
+<form method="post" action="/admin/product/{{ p.id }}/delete" onsubmit="return confirm('删除品种 {{ p.code }} 及其所有合约？')" style="text-align:right;margin-bottom:28px;">
+  <button style="background:none;border:none;color:var(--danger);cursor:pointer;font-size:0.82rem;">删除品种 {{ p.code }}</button>
+</form>
+
+{% else %}
+<div style="text-align:center;padding:40px;color:var(--sub);">暂无品种，请先新建。</div>
+{% endfor %}
+
+{% endblock %}

ft-app/app/templates/analysis.html

@@ -0,0 +1,69 @@
+{% extends "base.html" %}
+{% block title %}博弈分析{% endblock %}
+{% block heading %}博弈分析{% endblock %}
+{% block breadcrumb %}机构持仓{% endblock %}
+
+{% block content %}
+{% if latest_date %}
+<div class="stat-grid">
+  <div class="stat-card">
+    <div class="label">数据日期</div>
+    <div class="value">{{ latest_date }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">参考现价</div>
+    <div class="value">{{ current_price }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">六家净空</div>
+    <div class="value">{{ total_net_short }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">浮动盈亏</div>
+    <div class="value">{{ total_pnl }}</div>
+  </div>
+</div>
+
+<div class="section-title">机构持仓明细</div>
+<div class="table-wrap">
+<table>
+  <tr>
+    <th>机构</th><th>多单</th><th>空单</th><th>多单成本</th><th>空单成本</th><th>净持仓</th><th>净盈亏</th>
+  </tr>
+  {% for r in rows %}
+  <tr>
+    <td><strong>{{ r.institution }}</strong></td>
+    <td>{{ r.long_pos }}</td>
+    <td>{{ r.short_pos }}</td>
+    <td>{{ r.long_cost }}</td>
+    <td>{{ r.short_cost }}</td>
+    <td>{{ r.net_pos }}</td>
+    <td>
+      {% if r.pnl_raw > 0 %}
+      <span class="badge badge-up">{{ r.pnl }}</span>
+      {% elif r.pnl_raw < 0 %}
+      <span class="badge badge-down">{{ r.pnl }}</span>
+      {% else %}
+      <span class="na">—</span>
+      {% endif %}
+    </td>
+  </tr>
+  {% endfor %}
+  <tr style="font-weight:700; background:var(--th-bg);">
+    <td>合计</td>
+    <td>{{ totals.long_pos }}</td>
+    <td>{{ totals.short_pos }}</td>
+    <td>—</td>
+    <td>—</td>
+    <td>{{ totals.net_pos }}</td>
+    <td>{{ totals.pnl }}</td>
+  </tr>
+</table>
+</div>
+{% else %}
+<div style="text-align:center;padding:60px 0;color:var(--sub);">
+  <p style="font-size:1.1rem;">暂无持仓数据</p>
+  <p style="margin-top:8px;"><a href="/input/" style="color:var(--accent);">前往录入 →</a></p>
+</div>
+{% endif %}
+{% endblock %}

ft-app/app/templates/base.html

@@ -0,0 +1,263 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>{% block title %}期货量化{% endblock %}</title>
+<style>
+  *, *::before, *::after { box-sizing: border-box; margin: 0; padding: 0; }
+
+  :root {
+    --bg: #f8fafc; --surface: #fff; --fg: #1e293b; --sub: #64748b;
+    --border: #e2e8f0; --accent: #3b82f6; --accent-light: #eff6ff;
+    --th-bg: #f1f5f9; --th-fg: #475569;
+    --danger: #ef4444; --danger-bg: #fef2f2; --danger-fg: #dc2626;
+    --success: #10b981; --success-bg: #ecfdf5; --success-fg: #059669;
+    --warn: #f59e0b; --warn-bg: #fffbeb; --warn-fg: #d97706;
+    --na: #94a3b8;
+    --sidebar-w: 220px; --header-h: 56px;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --surface: #1e293b; --fg: #e2e8f0; --sub: #94a3b8;
+    --border: #334155; --accent: #60a5fa; --accent-light: #1e3a5f;
+    --th-bg: #1e293b; --th-fg: #cbd5e1;
+    --danger: #f87171; --danger-bg: #3b1515; --danger-fg: #fca5a5;
+    --success: #34d399; --success-bg: #0a1f17; --success-fg: #6ee7b7;
+    --warn: #fbbf24; --warn-bg: #2d2110; --warn-fg: #fcd34d;
+    --na: #64748b;
+  }
+
+  body {
+    font-family: -apple-system, 'Segoe UI', system-ui, sans-serif;
+    color: var(--fg); background: var(--bg);
+    display: flex; min-height: 100vh;
+  }
+
+  /* ── Sidebar ── */
+  .sidebar {
+    width: var(--sidebar-w); min-width: var(--sidebar-w);
+    background: var(--surface); border-right: 1px solid var(--border);
+    display: flex; flex-direction: column; position: fixed;
+    top: 0; left: 0; bottom: 0; z-index: 50;
+    padding: 0;
+  }
+  .sidebar-logo {
+    height: var(--header-h); display: flex; align-items: center;
+    padding: 0 20px; font-size: 1rem; font-weight: 700;
+    letter-spacing: 0.02em; border-bottom: 1px solid var(--border);
+  }
+  .sidebar-nav { flex: 1; padding: 12px 0; }
+  .sidebar-nav a {
+    display: flex; align-items: center; gap: 10px;
+    padding: 10px 20px; color: var(--sub); text-decoration: none;
+    font-size: 0.9rem; transition: background .12s, color .12s;
+    border-left: 3px solid transparent;
+  }
+  .sidebar-nav a:hover { background: var(--accent-light); color: var(--fg); }
+  .sidebar-nav a.active {
+    color: var(--accent); background: var(--accent-light);
+    border-left-color: var(--accent); font-weight: 600;
+  }
+  .sidebar-nav .icon { font-size: 1.1rem; width: 22px; text-align: center; }
+  .sidebar-footer {
+    padding: 16px 20px; border-top: 1px solid var(--border);
+  }
+  .theme-btn {
+    width: 100%; padding: 8px; border: 1px solid var(--border); border-radius: 6px;
+    background: var(--surface); color: var(--fg); cursor: pointer;
+    font-size: 0.82rem; transition: background .12s;
+  }
+  .theme-btn:hover { background: var(--th-bg); }
+
+  /* ── Main ── */
+  .main {
+    margin-left: var(--sidebar-w); flex: 1;
+    display: flex; flex-direction: column; min-height: 100vh;
+  }
+  .main-header {
+    height: var(--header-h); min-height: var(--header-h);
+    padding: 0 28px; display: flex; align-items: center;
+    border-bottom: 1px solid var(--border);
+    background: var(--surface);
+  }
+  .main-header h1 { font-size: 1.15rem; font-weight: 600; }
+  .breadcrumb { color: var(--sub); font-size: 0.82rem; margin-left: 12px; }
+  .breadcrumb a { color: var(--sub); text-decoration: none; }
+  .breadcrumb a:hover { color: var(--accent); }
+
+  .main-content { flex: 1; padding: 24px 28px; }
+
+  /* ── Components ── */
+  .stat-grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(200px, 1fr)); gap: 16px; margin-bottom: 24px; }
+  .stat-card {
+    background: var(--surface); border: 1px solid var(--border);
+    border-radius: 10px; padding: 18px 20px;
+  }
+  .stat-card .label { font-size: 0.78rem; color: var(--sub); margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.04em; }
+  .stat-card .value { font-size: 1.5rem; font-weight: 700; }
+  .stat-card .trend { font-size: 0.8rem; margin-top: 4px; }
+  .trend-up { color: var(--success-fg); }
+  .trend-down { color: var(--danger-fg); }
+
+  .section-title {
+    font-size: 0.85rem; font-weight: 600; color: var(--sub);
+    text-transform: uppercase; letter-spacing: 0.04em;
+    margin-bottom: 12px; padding-bottom: 8px;
+    border-bottom: 1px solid var(--border);
+  }
+
+  /* ── Table ── */
+  .table-wrap {
+    background: var(--surface); border: 1px solid var(--border);
+    border-radius: 10px; overflow: hidden; margin-bottom: 24px;
+  }
+  table { border-collapse: collapse; width: 100%; font-size: 0.88rem; }
+  th {
+    background: var(--th-bg); color: var(--th-fg); font-weight: 600;
+    padding: 10px 14px; border-bottom: 2px solid var(--border);
+    text-align: center; white-space: nowrap; font-size: 0.8rem;
+    text-transform: uppercase; letter-spacing: 0.03em;
+  }
+  td { padding: 9px 14px; border-bottom: 1px solid var(--border); text-align: center; }
+  tr:last-child td { border-bottom: none; }
+  tr:hover td { background: var(--accent-light); }
+  td:first-child { font-weight: 500; }
+  tr.active td { background: #dbeafe !important; }
+  [data-theme="dark"] tr.active td { background: #1e3a5f !important; }
+  .na { color: var(--na); }
+
+  /* ── Badges ── */
+  .badge { display: inline-block; padding: 2px 10px; border-radius: 20px; font-size: 0.78rem; font-weight: 600; }
+  .badge-up { background: var(--success-bg); color: var(--success-fg); }
+  .badge-down { background: var(--danger-bg); color: var(--danger-fg); }
+  .badge-warn { background: var(--warn-bg); color: var(--warn-fg); }
+
+  /* ── Forms ── */
+  .form-card {
+    background: var(--surface); border: 1px solid var(--border);
+    border-radius: 10px; padding: 24px; max-width: 520px;
+  }
+  .form-group { margin-bottom: 16px; }
+  .form-group label {
+    display: block; font-size: 0.8rem; font-weight: 600;
+    color: var(--sub); margin-bottom: 5px;
+    text-transform: uppercase; letter-spacing: 0.03em;
+  }
+  .form-group input, .form-group select {
+    width: 100%; padding: 9px 12px; border: 1px solid var(--border);
+    border-radius: 6px; font-size: 0.9rem;
+    background: var(--bg); color: var(--fg);
+    transition: border-color .15s;
+  }
+  .form-group input:focus, .form-group select:focus {
+    outline: none; border-color: var(--accent); box-shadow: 0 0 0 3px var(--accent-light);
+  }
+  .btn {
+    padding: 9px 22px; border: none; border-radius: 6px;
+    font-size: 0.88rem; font-weight: 600; cursor: pointer;
+    transition: background .12s;
+  }
+  .btn-primary { background: var(--accent); color: #fff; }
+  .btn-primary:hover { opacity: 0.9; }
+
+  /* ── Drawer ── */
+  .drawer-overlay { position: fixed; inset: 0; background: rgba(0,0,0,.35); z-index: 99; display: none; }
+  .drawer-overlay.show { display: block; }
+  .drawer { position: fixed; top: 0; right: 0; width: 360px; height: 100%; background: var(--surface); border-left: 1px solid var(--border); z-index: 100; padding: 28px 24px; transform: translateX(100%); transition: transform .25s ease; overflow-y: auto; box-shadow: -4px 0 24px rgba(0,0,0,.12); }
+  .drawer.show { transform: translateX(0); }
+  .drawer h3 { font-size: 1rem; margin-bottom: 4px; }
+  .drawer .date-label { color: var(--sub); font-size: 0.82rem; margin-bottom: 18px; }
+  .drawer .calc-table { width: 100%; border-collapse: collapse; font-size: 0.82rem; margin-bottom: 16px; }
+  .drawer .calc-table td { padding: 5px 10px; border: 1px solid var(--border); text-align: center; }
+  .drawer .calc-table tr:first-child td { background: var(--th-bg); font-weight: 600; color: var(--th-fg); }
+  .drawer .result { font-size: 0.85rem; line-height: 2; color: var(--fg); }
+  .drawer .result b { font-size: 1.15rem; }
+  .drawer .close-btn { position: absolute; top: 16px; right: 20px; background: none; border: none; font-size: 1.4rem; cursor: pointer; color: var(--sub); line-height: 1; }
+  .drawer .close-btn:hover { color: var(--fg); }
+  .amp-cell { cursor: pointer; color: var(--accent); font-weight: 600; }
+  .amp-cell:hover { text-decoration: underline; }
+
+  /* ── Tags / Chips ── */
+  .tag-row { display: flex; gap: 8px; flex-wrap: wrap; margin-bottom: 20px; }
+  .tag {
+    padding: 5px 12px; border-radius: 20px; font-size: 0.78rem;
+    font-weight: 500; cursor: pointer; text-decoration: none;
+    border: 1px solid var(--border); color: var(--sub);
+    transition: all .12s;
+  }
+  .tag:hover, .tag.active { border-color: var(--accent); color: var(--accent); background: var(--accent-light); }
+</style>
+</head>
+<body>
+<aside class="sidebar">
+  <div class="sidebar-logo">📊 期货量化</div>
+  <nav class="sidebar-nav">
+    <a href="/contracts/" class="{% if active_nav == 'contracts' %}active{% endif %}">
+      <span class="icon">📈</span> 行情数据
+    </a>
+    <a href="/analysis/" class="{% if active_nav == 'analysis' %}active{% endif %}">
+      <span class="icon">⚔️</span> 博弈分析
+    </a>
+    <a href="/input/" class="{% if active_nav == 'input' %}active{% endif %}">
+      <span class="icon">📝</span> 数据录入
+    </a>
+    <a href="/admin/" class="{% if active_nav == 'admin' %}active{% endif %}">
+      <span class="icon">⚙️</span> 系统管理
+    </a>
+  </nav>
+  <div class="sidebar-footer">
+    <button class="theme-btn" id="themeToggle">🌙 暗色模式</button>
+  </div>
+</aside>
+
+<div class="main">
+  <header class="main-header">
+    <h1>{% block heading %}概览{% endblock %}</h1>
+    <span class="breadcrumb">{% block breadcrumb %}{% endblock %}</span>
+  </header>
+  <div class="main-content">
+    {% block content %}{% endblock %}
+  </div>
+</div>
+
+<div class="drawer-overlay" id="overlay" onclick="closeDrawer()"></div>
+<div class="drawer" id="drawer">
+  <button class="close-btn" onclick="closeDrawer()">&times;</button>
+  <h3 id="drawer-title"></h3>
+  <p class="date-label" id="drawer-date"></p>
+  <table class="calc-table" id="drawer-table"></table>
+  <div class="result" id="drawer-result"></div>
+</div>
+
+<script>
+var themeBtn = document.getElementById('themeToggle');
+themeBtn.addEventListener('click', toggleTheme);
+function setTheme(dark) {
+  if (dark) {
+    document.documentElement.setAttribute('data-theme', 'dark');
+    themeBtn.textContent = '☀️ 亮色模式';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗色模式';
+  }
+  try { localStorage.setItem('ft-theme', dark ? 'dark' : 'light'); } catch(e) {}
+}
+function toggleTheme() {
+  setTheme(document.documentElement.getAttribute('data-theme') !== 'dark');
+}
+(function() {
+  try {
+    var s = localStorage.getItem('ft-theme');
+    if (s === 'dark' || (!s && matchMedia('(prefers-color-scheme: dark)').matches)) setTheme(true);
+  } catch(e) {}
+})();
+
+var activeRow = null;
+function closeDrawer() {
+  document.getElementById('overlay').classList.remove('show');
+  document.getElementById('drawer').classList.remove('show');
+  if (activeRow) { activeRow.classList.remove('active'); activeRow = null; }
+}
+</script>
+</body>
+</html>

ft-app/app/templates/contract.html

@@ -0,0 +1,86 @@
+{% extends "base.html" %}
+{% block title %}{{ contract }}{% endblock %}
+{% block heading %}{{ contract }}{% endblock %}
+{% block breadcrumb %}<a href="/contracts/">行情数据</a> / {{ contract }}{% endblock %}
+
+{% block content %}
+{% if latest %}
+<div class="stat-grid">
+  <div class="stat-card">
+    <div class="label">最新收盘</div>
+    <div class="value">{{ latest.close|int }}</div>
+    <div class="trend">日期 {{ latest.date }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">当日振幅</div>
+    <div class="value">{{ latest.amp_5d|int if latest.amp_5d else '—' }}</div>
+    <div class="trend">日波幅 {{ latest.diff|int }} 点</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">数据条数</div>
+    <div class="value">{{ row_count }}</div>
+  </div>
+</div>
+{% endif %}
+
+<div class="section-title">日线数据</div>
+<p style="font-size:0.78rem;color:var(--sub);margin-bottom:12px;">
+  振幅 = 近 5 日 (最高−最低) 均值取整 · 点击振幅值查看计算过程
+</p>
+
+<div class="table-wrap">
+<table id="bars-table">
+  <tr><th>日期</th><th>星期</th><th>开盘</th><th>收盘</th><th>最高</th><th>最低</th><th>波幅</th><th>5日均振幅</th></tr>
+  {% for row in rows %}
+  <tr data-index="{{ loop.index0 }}" data-diff="{{ row.diff }}" data-date="{{ row.date }}" data-weekday="{{ row.weekday }}">
+    <td>{{ row.date }}</td>
+    <td>{{ row.weekday }}</td>
+    <td>{{ row.open }}</td>
+    <td>{{ row.close }}</td>
+    <td>{{ row.high }}</td>
+    <td>{{ row.low }}</td>
+    <td>{{ row.diff }}</td>
+    <td>
+      {% if row.has_amp %}
+      <span class="amp-cell">{{ row.amp_5d }}</span>
+      {% else %}
+      <span class="na">—</span>
+      {% endif %}
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+
+<script>
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    var row = cell.parentElement.parentElement;
+    var tbl = document.getElementById('bars-table');
+    var rows = tbl.querySelectorAll('tr');
+    var idx = parseInt(row.dataset.index);
+    if (idx < 5) return;
+
+    document.getElementById('drawer-title').textContent = '{{ contract }}';
+    document.getElementById('drawer-date').textContent = '目标: ' + row.dataset.date + ' ' + row.dataset.weekday + '  振幅 ' + cell.textContent.trim();
+
+    var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+    var sum = 0;
+    for (var j = idx - 5; j < idx; j++) {
+      var r = rows[j + 1];
+      html += '<tr><td>' + r.dataset.date + ' ' + r.dataset.weekday + '</td><td>' + r.dataset.diff + '</td></tr>';
+      sum += parseInt(r.dataset.diff);
+    }
+    document.getElementById('drawer-table').innerHTML = html;
+    document.getElementById('drawer-result').innerHTML = '合计 <b>' + sum + '</b> &divide; 5 = <b>' + (sum / 5).toFixed(1) + '</b><br>四舍五入 &rarr; <b>' + Math.round(sum / 5) + '</b>';
+
+    document.getElementById('overlay').classList.add('show');
+    document.getElementById('drawer').classList.add('show');
+
+    if (activeRow) activeRow.classList.remove('active');
+    row.classList.add('active');
+    activeRow = row;
+  });
+});
+</script>
+{% endblock %}

ft-app/app/templates/index.html

@@ -0,0 +1,56 @@
+{% extends "base.html" %}
+{% block title %}行情数据{% endblock %}
+{% block heading %}行情数据{% endblock %}
+{% block breadcrumb %}<a href="/contracts/">合约总览</a>{% endblock %}
+
+{% block content %}
+<div class="stat-grid">
+  <div class="stat-card">
+    <div class="label">监控合约</div>
+    <div class="value">{{ contracts|length }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">数据条数</div>
+    <div class="value">{{ total_bars }}</div>
+  </div>
+  <div class="stat-card">
+    <div class="label">最新日期</div>
+    <div class="value">{{ latest_date }}</div>
+  </div>
+</div>
+
+<div class="section-title">合约列表</div>
+<div class="tag-row">
+  {% for c in contracts %}
+  <a class="tag" href="/contracts/{{ c }}">{{ c }}</a>
+  {% endfor %}
+</div>
+
+<div class="table-wrap">
+<table>
+  <tr><th>合约</th><th>日期</th><th>开盘</th><th>收盘</th><th>最高</th><th>最低</th><th>振幅</th><th>操作</th></tr>
+  {% for c in contracts %}
+  <tr>
+    <td><strong>{{ c }}</strong></td>
+    {% if c in contract_bars %}
+    <td>{{ contract_bars[c].date }}</td>
+    <td>{{ contract_bars[c].open|int }}</td>
+    <td>{{ contract_bars[c].close|int }}</td>
+    <td>{{ contract_bars[c].high|int }}</td>
+    <td>{{ contract_bars[c].low|int }}</td>
+    <td>
+      {% if contract_bars[c].amp_5d %}
+      <span class="badge badge-up">{{ contract_bars[c].amp_5d|int }}</span>
+      {% else %}
+      <span class="na">—</span>
+      {% endif %}
+    </td>
+    {% else %}
+    <td colspan="6" class="na">暂无数据</td>
+    {% endif %}
+    <td><a href="/contracts/{{ c }}" style="color:var(--accent);text-decoration:none;">详情 →</a></td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+{% endblock %}

ft-app/app/templates/input.html

@@ -0,0 +1,45 @@
+{% extends "base.html" %}
+{% block title %}数据录入{% endblock %}
+{% block heading %}数据录入{% endblock %}
+{% block breadcrumb %}机构持仓录入{% endblock %}
+
+{% block content %}
+<div class="form-card">
+  <div class="section-title">持仓快照</div>
+  <form method="post" action="/input">
+    <div class="form-group">
+      <label>机构</label>
+      <select name="institution" required>
+        {% for inst in institutions %}
+        <option value="{{ inst }}">{{ inst }}</option>
+        {% endfor %}
+      </select>
+    </div>
+
+    <div class="form-group">
+      <label>方向</label>
+      <select name="direction" required>
+        <option value="long">多单</option>
+        <option value="short">空单</option>
+      </select>
+    </div>
+
+    <div class="form-group">
+      <label>日期</label>
+      <input type="date" name="date_str" required>
+    </div>
+
+    <div class="form-group">
+      <label>持仓量（手）</label>
+      <input type="number" name="position" required placeholder="例: 193030">
+    </div>
+
+    <div class="form-group">
+      <label>持仓均价</label>
+      <input type="number" name="avg_cost" step="0.01" required placeholder="例: 995.26">
+    </div>
+
+    <button type="submit" class="btn btn-primary">提交</button>
+  </form>
+</div>
+{% endblock %}

ft-app/docker-compose.yml

@@ -0,0 +1,9 @@
+services:
+  app:
+    build: .
+    ports:
+      - "8000:8000"
+    volumes:
+      - ./data:/app/data
+      - ../日报:/app/output
+    restart: unless-stopped

ft-app/requirements.txt

@@ -0,0 +1,7 @@
+fastapi==0.115.6
+uvicorn==0.34.0
+sqlalchemy==2.0.36
+jinja2==3.1.4
+apscheduler==3.11.0
+akshare==1.16.72
+python-multipart==0.0.19