新增行情查询、价差图表和 spread 分析表
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
fish
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"""
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生成 spread 数据图表（HTML）。
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用法: python3 chart.py
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"""
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import sqlite3
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import json
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DB_PATH = "/Users/vipg/Documents/futures-data-warehouse/db/futures.db"
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def main():
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conn = sqlite3.connect(DB_PATH)
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rows = conn.execute(
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"SELECT trade_date, spread, main_chg FROM spread ORDER BY trade_date"
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).fetchall()
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conn.close()
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dates = [r[0] for r in rows]
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spreads = [r[1] for r in rows]
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chgs = [r[2] if r[2] is not None else None for r in rows]
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html = f"""<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>玻璃期货 spread 走势</title>
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<script src="https://cdn.jsdelivr.net/npm/chart.js@4"></script>
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<style>
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* {{ margin: 0; padding: 0; box-sizing: border-box; }}
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body {{ background: #0f172a; color: #e2e8f0; font-family: system-ui, sans-serif; padding: 24px; }}
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h1 {{ font-size: 20px; margin-bottom: 24px; color: #f1f5f9; }}
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.chart-box {{ background: #1e293b; border-radius: 12px; padding: 20px; }}
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canvas {{ width: 100% !important; height: auto !important; }}
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.stats {{ display: flex; gap: 24px; flex-wrap: wrap; margin-top: 24px; }}
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.stat {{ background: #1e293b; border-radius: 12px; padding: 16px 20px; min-width: 130px; }}
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.stat-label {{ font-size: 12px; color: #94a3b8; }}
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.stat-value {{ font-size: 22px; font-weight: 600; margin-top: 4px; }}
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.stat-value.pos {{ color: #22c55e; }}
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.stat-value.neg {{ color: #ef4444; }}
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</style>
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</head>
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<body>
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<h1>玻璃期货 — 合约链差价 & 主力合约日内涨跌</h1>
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<div class="chart-box">
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<canvas id="chart"></canvas>
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</div>
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<div class="stats" id="stats"></div>
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<script>
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const dates = {json.dumps(dates)};
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const spreads = {json.dumps(spreads)};
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const chgs = {json.dumps(chgs)};
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new Chart(document.getElementById('chart'), {{
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type: 'bar',
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data: {{
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labels: dates,
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datasets: [
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{{
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label: '主力日内涨跌',
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data: chgs,
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yAxisID: 'y1',
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backgroundColor: chgs.map(v => v === null ? 'transparent' : v >= 0 ? 'rgba(34,197,94,0.35)' : 'rgba(239,68,68,0.35)'),
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borderColor: chgs.map(v => v === null ? 'transparent' : v >= 0 ? '#22c55e' : '#ef4444'),
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borderWidth: 0.3,
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order: 2,
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}},
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{{
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label: '差价合计',
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data: spreads,
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yAxisID: 'y',
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type: 'line',
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borderColor: '#facc15',
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backgroundColor: 'rgba(250,204,21,0.06)',
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borderWidth: 1.5,
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pointRadius: 0,
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fill: true,
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tension: 0.1,
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order: 1,
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}},
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]
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}},
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options: {{
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responsive: true,
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interaction: {{ mode: 'index', intersect: false }},
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plugins: {{
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legend: {{ labels: {{ color: '#94a3b8', boxWidth: 14, padding: 16 }} }},
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tooltip: {{
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backgroundColor: '#0f172a',
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titleColor: '#f1f5f9',
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bodyColor: '#e2e8f0',
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borderColor: '#334155',
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borderWidth: 1,
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callbacks: {{
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label: ctx => ctx.parsed.y !== null && ctx.parsed.y !== undefined
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? `${{ctx.dataset.label}}: ${{ctx.parsed.y.toFixed(1)}}` : ''
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}}
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}}
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}},
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scales: {{
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x: {{ ticks: {{ color: '#64748b', maxTicksLimit: 20, font: {{ size: 10 }} }}, grid: {{ color: '#1e293b' }} }},
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y: {{
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position: 'left',
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ticks: {{ color: '#facc15' }},
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grid: {{ color: '#334155' }},
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title: {{ display: true, text: '差价合计（元/吨）', color: '#facc15' }}
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}},
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y1: {{
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position: 'right',
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ticks: {{ color: '#94a3b8' }},
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grid: {{ drawOnChartArea: false }},
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title: {{ display: true, text: '主力日内涨跌（元/吨）', color: '#94a3b8' }}
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}}
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}}
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}}
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}});
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// 统计
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const pos = spreads.filter(v => v > 0).length;
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const neg = spreads.filter(v => v < 0).length;
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const avg = spreads.reduce((a,b) => a+b, 0) / spreads.length;
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const maxV = Math.max(...spreads);
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const minV = Math.min(...spreads);
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const totalChg = chgs.filter(v => v !== null).reduce((a,b) => a+b, 0);
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const avgChg = totalChg / chgs.filter(v => v !== null).length;
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const statsHtml = `
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<div class="stat"><div class="stat-label">数据天数</div><div class="stat-value">${{spreads.length}}</div></div>
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<div class="stat"><div class="stat-label">平均差价</div><div class="stat-value ${{avg>=0?'pos':'neg'}}">${{avg.toFixed(1)}}</div></div>
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<div class="stat"><div class="stat-label">升水天数</div><div class="stat-value pos">${{pos}}</div></div>
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<div class="stat"><div class="stat-label">贴水天数</div><div class="stat-value neg">${{neg}}</div></div>
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<div class="stat"><div class="stat-label">最大升水</div><div class="stat-value pos">+${{maxV.toFixed(1)}}</div></div>
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<div class="stat"><div class="stat-label">最大贴水</div><div class="stat-value neg">${{minV.toFixed(1)}}</div></div>
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<div class="stat"><div class="stat-label">主力日均涨跌</div><div class="stat-value ${{avgChg>=0?'pos':'neg'}}">${{avgChg.toFixed(2)}}</div></div>
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`;
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document.getElementById('stats').innerHTML = statsHtml;
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</script>
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</body>
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</html>"""
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out_path = "/Users/vipg/Documents/futures-data-warehouse/chart.html"
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with open(out_path, "w") as f:
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f.write(html)
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print(f"已生成: {out_path}")
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if __name__ == "__main__":
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main()
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