更新数据库文件

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

AGENTS.md

@@ -0,0 +1,88 @@
+# AGENTS.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## Project Overview
+
+AI 协助分析交易数据和回测的仓库。主要用来做策略回测、行情分析、期权定价、资产配置等量化相关操作。
+
+## Python 执行环境
+
+**仅允许使用 Docker 运行 Python**，严禁使用设备本地 Python：
+
+- **⚠️ 严禁直接 `docker run python:3.11-slim`**，必须先执行 `docker images` 确认本地已有镜像，优先复用
+- 无可用镜像时才允许拉取，默认拉取 `python:3.11-slim`
+- 示例: `docker images | grep python` 查看已有镜像，再用已有镜像执行
+
+## 环境搭建（首次使用）
+
+### 1. 创建容器
+
+检查是否已有 `finance-talk` 容器（名称固定，在终端中运行）：
+
+```bash
+docker ps -a --filter "name=finance-talk" --format "{{.Names}}"
+```
+
+若无输出，则按以下步骤创建：
+
+```bash
+# 查看已有 Python 镜像，优先复用
+docker images | grep python
+
+# 无可用镜像时才拉取（默认 python:3.11-slim）
+docker pull python:3.11-slim
+
+# 创建并启动容器（映射当前目录到 /workspace）
+docker run -d \
+  --name finance-talk \
+  -v $(pwd):/workspace \
+  -w /workspace \
+  python:3.13.11-slim \
+  sleep infinity
+```
+
+### 2. 安装依赖包
+
+```bash
+docker exec finance-talk pip install tushare akshare
+```
+
+### 3. 验证
+
+```bash
+docker exec finance-talk python -c "import tushare; import akshare; print('OK')"
+```
+
+### 4. 日常使用
+
+Python 脚本通过 `docker exec` 在容器中执行：
+
+```bash
+docker exec finance-talk python your_script.py
+```
+
+若容器已存在但未运行，先启动：
+
+```bash
+docker start finance-talk
+```
+
+## Data Sources
+
+按优先级排序：
+
+1. **Tushare Pro** — 优先使用，数据最全（股票、期货、指数、期权等）
+   - Token: `76efd8465f9f2591aa42a385268e06acf6b80b7a15be2267ad2281b7`
+   - 用法: `import tushare as ts; ts.set_token('...'); pro = ts.pro_api()`
+2. **akshare** — 备选，无需 token，覆盖面广
+   - A股指数: `ak.stock_zh_index_daily(symbol="sh000300")`
+   - 全球指数: `ak.index_global_hist_em(symbol="纳斯达克")`
+   - 个股: `ak.stock_zh_a_hist(symbol="600030", adjust="qfq")`
+   - 期货主连: `ak.futures_main_sina(symbol="FG0")`
+3. **yfinance** — 海外市场（注意频次限制，需加 sleep）
+
+## Conventions
+
+- 期货主连代码格式: `FG0` (品种代码 + "0")
+- A股个股复权方式: 前复权 (`adjust="qfq"`)

CLAUDE.md

@@ -6,12 +6,67 @@ This file provides guidance to Claude Code (claude.ai/code) when working with co
 
 AI 协助分析交易数据和回测的仓库。主要用来做策略回测、行情分析、期权定价、资产配置等量化相关操作。
 
-## Python Environment
+## Python 执行环境
 
-- Python 3.13 (Homebrew at `/opt/homebrew/bin/python3`)
+**仅允许使用 Docker 运行 Python**，严禁使用设备本地 Python：
-- `pip` 与 `python3` 版本可能不对应（pip 可能指向 3.9），安装包时用 `/opt/homebrew/bin/python3 -m pip install <pkg>` 或创建 venv
+
-- `.venv/` 已 gitignore
+- **⚠️ 严禁直接 `docker run python:3.11-slim`**，必须先执行 `docker images` 确认本地已有镜像，优先复用
-- 常用库: `pandas`, `numpy`, `akshare`, `yfinance`, `tushare`
+- 无可用镜像时才允许拉取，默认拉取 `python:3.11-slim`
+- 示例: `docker images | grep python` 查看已有镜像，再用已有镜像执行
+
+## 环境搭建（首次使用）
+
+### 1. 创建容器
+
+检查是否已有 `finance-talk` 容器（名称固定，在终端中运行）：
+
+```bash
+docker ps -a --filter "name=finance-talk" --format "{{.Names}}"
+```
+
+若无输出，则按以下步骤创建：
+
+```bash
+# 查看已有 Python 镜像，优先复用
+docker images | grep python
+
+# 无可用镜像时才拉取（默认 python:3.11-slim）
+docker pull python:3.11-slim
+
+# 创建并启动容器（映射当前目录到 /workspace）
+docker run -d \
+  --name finance-talk \
+  -v $(pwd):/workspace \
+  -w /workspace \
+  python:3.13.11-slim \
+  sleep infinity
+```
+
+### 2. 安装依赖包
+
+```bash
+docker exec finance-talk pip install tushare akshare
+```
+
+### 3. 验证
+
+```bash
+docker exec finance-talk python -c "import tushare; import akshare; print('OK')"
+```
+
+### 4. 日常使用
+
+Python 脚本通过 `docker exec` 在容器中执行：
+
+```bash
+docker exec finance-talk python your_script.py
+```
+
+若容器已存在但未运行，先启动：
+
+```bash
+docker start finance-talk
+```
 
 ## Data Sources
 
@@ -31,4 +86,3 @@ AI 协助分析交易数据和回测的仓库。主要用来做策略回测、
 
 - 期货主连代码格式: `FG0` (品种代码 + "0")
 - A股个股复权方式: 前复权 (`adjust="qfq"`)
-- 图表输出到 `/tmp/` 临时目录，不回写仓库

ft-app/.gitignore

@@ -0,0 +1,4 @@
+data/*
+!data/ft.db
+__pycache__/
+*.pyc

ft-app/Dockerfile

@@ -0,0 +1,13 @@
+FROM python:3.13.11-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/FG分析/20260727/单合约分析/FG2609_20260720-0724_席位分析.md

@@ -0,0 +1,126 @@
+# FG2609 席位资金分析报告（2026-07-20 → 2026-07-24）
+
+---
+
+## 席位分类
+
+| 分类 | 席位 |
+|------|------|
+| 家人（散户） | 东方财富、徽商期货、方正中期、中信建投、平安期货 |
+| 大户（产业/套保） | 永安期货、中信期货、国泰君安、海通期货、华泰期货、高盛期货、乾坤期货、摩根大通、中粮期货 |
+| 噪音（忽略） | 东证期货 |
+| 其他 | 未归入以上三类的席位 |
+
+---
+
+## 一、家人席位动向（散户情绪）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | -0.66万 | +0.75万 | -1.41万 |
+| 07-21 | -3.38万 | -0.04万 | -3.34万 |
+| 07-22 | -1.60万 | +0.50万 | -2.10万 |
+| 07-23 | +0.83万 | -0.44万 | +1.27万 |
+| 07-24 | -1.89万 | -0.30万 | -1.59万 |
+
+**核心结论：散户持续看空，减多为主。**
+
+- 5 日累计减多 **-6.69 万**，累计加空 **+0.46 万**，净多变化 **-7.15 万**。
+- 唯一一天净多（07-23）量级很小（+1.27 万），第二天立刻转回净空，说明散户整体偏空且缺乏持续性信心。
+- 07-21 单日减多 **-3.38 万**，是当周家人席位减多最大的一天。这一天跳空低开、放量下杀，散户在恐慌中止损多单——典型的追跌杀多行为。
+- 家人席位里，方正中期、中信建投、徽商期货、东方财富、平安期货五个席位多单在 5 日内全部下降，空单方向仅中信建投在 07-20 和 07-22 有加空动作。
+
+**定性：散户情绪整体偏空，在下跌中减多出逃，属于典型的情绪化交易。**
+
+---
+
+## 二、大户席位动向（产业/套保资金）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | +0.13万 | -1.26万 | +1.39万 |
+| 07-21 | +2.14万 | -1.93万 | +4.07万 |
+| 07-22 | -2.10万 | -6.67万 | +4.57万 |
+| 07-23 | -0.52万 | -1.56万 | +1.04万 |
+| 07-24 | -0.29万 | -1.50万 | +1.21万 |
+
+**核心结论：大户持续大规模减空，是本周最重要的资金信号。**
+
+- 5 日累计减空 **-12.93 万**，减多仅 **-0.65 万**，净多变化 **+12.28 万**。
+- 每天都是净多方向（大户每一天的空单减持量都大于多单减持量），全周无一天例外。
+- **07-22（周三）是标志性节点**：大户单日减空 **-6.67 万**，是当周最大单日空头撤离。当天高盛减空 -1.49 万、中信减空 -2.20 万、国泰君安减空 -0.93 万，三家头部大户同步砍空单。
+
+### 关键大户席位拆解
+
+**空头三巨头（中信、高盛、国泰君安）：**
+
+| 席位 | 07-20 空单 | 07-24 空单 | 5日减空 |
+|------|-----------|-----------|---------|
+| 中信期货 | 21.61万 | 18.07万 | **-3.54万** |
+| 高盛期货 | 21.93万 | 17.81万 | **-4.12万** |
+| 国泰君安 | 18.81万 | 17.47万 | **-1.34万** |
+
+三家合计减空 **9.00 万**，占了全部大户减空量的 70%。这不是散户式的小打小闹，是主力资金在系统性地撤退空头头寸。
+
+**定性：大户资金明确偏多。产业/套保盘的空头大幅回补，说明产业端认为当前价位已不具备继续做空的安全边际，或是交割月临近主动平空离场。**
+
+---
+
+## 三、多空力量对比
+
+| 分类 | 5日多单累计 | 5日空单累计 | 净多（多-空）| 方向 |
+|------|------------|------------|-------------|------|
+| 家人 | -6.69万 | +0.46万 | **-7.15万** | 偏空 |
+| 大户 | -0.65万 | -12.93万 | **+12.28万** | 强烈偏多 |
+| 其他 | -4.24万 | -3.63万 | **-0.62万** | 略偏空 |
+| **合计** | -11.58万 | -16.10万 | **+4.52万** | 偏多 |
+
+**核心结论：大户的净多力量（+12.28 万）远超家人（-7.15 万）和其他席位（-0.62 万）的净空力量之和。**
+
+- 全市场合计净多 **+4.52 万**，由大户独力支撑。
+- 家人与其他席位合计净空 **-7.77 万**，与大户形成明确对手盘——大户在接散户抛出的多单、同时平掉自己的空单，典型的"聪明钱吃傻钱"格局。
+- 东证期货被定义为噪音席位已排除，不影响结论。
+
+---
+
+## 四、异常信号
+
+### 1. 07-22（周三）空头集体溃退
+
+大户单日减空 **-6.67 万**，是 5 日均值（-2.59 万）的 2.6 倍。中信 -2.20 万、高盛 -1.49 万、国泰 -0.93 万同时大幅减空。当天成交量 Top 1 的国泰君安成交达 38.13 万手（本周最高），放量明显。这一天出现了明确的空头踩踏信号。
+
+### 2. 07-21（周二）散户与大户严重分歧
+
+家人减多 **-3.38 万**（全周最大单日减多），大户加多 **+2.14 万**（全周最大单日加多）。一方恐慌出逃，一方逆势加仓。这是本周最典型的"对手盘"交易日。如果当天价格下跌，则大户在低位吸筹；如果价格上涨，则散户在反弹中解套离场——无论哪种，都是大户占优。
+
+### 3. 冠通期货（其他席位）异动
+
+07-22 成交 +4.23 万（从名不见经传到跻身 Top 13），07-23 再度 +4.78 万成交并进入 Top 6。这个席位两天成交暴增近 10 万手，背后可能有大资金借道入场，值得后续关注。
+
+### 4. 永安期货多单逆势增加
+
+永安 5 日多单从 4.38 万 → 4.53 万 → 4.56 万 → 4.99 万 → 5.19 万，累计加多 **+0.81 万**。同时空单从 6.41 万减至 4.62 万（-1.79 万）。永安的"多增空减"在大户中最为突出，是本周方向最明确的偏多席位。
+
+---
+
+## 五、行情预判
+
+### 判断：偏多，短期看反弹
+
+**理由：**
+
+1. **大户资金面强烈偏多**：5 日净多 +12.28 万，头部空头（中信、高盛、国泰）合计减空 9 万手，空头回补动能远未耗尽。如果这些席位还有空头敞口，下周可能继续平空，形成持续买盘。
+
+2. **散户是反向指标**：家人席位 5 日净空 -7.15 万，在下跌中恐慌减多，符合散户在底部区域的行为特征。散户出清往往是阶段性底部的必要条件。
+
+3. **对手盘格局明显**：大户接散户的盘，且大户是主动方（减空 + 稳多），散户是被动方（减多），这是典型的筑底资金结构。
+
+4. **永安、国泰君安等头部席位方向一致**：多家大户多单稳定、空单持续下降，资金面没有分歧。
+
+### 风险提示
+
+- 全周减多总量（-11.58 万）也很大，说明多头信心整体不足。大户更多是"不空了"而非"大力做多"，反弹力度取决于后续是否有新增多单入场。
+- 冠通期货的异常放量可能代表新的空头力量进场，需要观察其后续持仓方向。
+- 如果下一交易日价格反弹后大户开始减多，则说明这只是一轮空头回补行情，而非趋势反转。
+
+**综合判断：偏多（概率 65%），预计 FG2609 下一交易日震荡偏强，关注空头回补持续性和是否有增量多头入场。**

ft-app/FG分析/20260727/单合约分析/FG2611_20260720-0724_席位分析.md

@@ -0,0 +1,133 @@
+# FG2611 席位资金分析报告（2026-07-20 → 2026-07-24）
+
+---
+
+## 席位分类
+
+| 分类 | 席位 |
+|------|------|
+| 家人（散户） | 东方财富、徽商期货、方正中期、中信建投、平安期货 |
+| 大户（产业/套保） | 永安期货、中信期货、国泰君安、海通期货、华泰期货、高盛期货、乾坤期货、摩根大通、中粮期货 |
+| 噪音（忽略） | 东证期货 |
+| 其他 | 未归入以上三类的席位 |
+
+---
+
+## 一、家人席位动向（散户情绪）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | -0.06万 | -0.15万 | +0.09万 |
+| 07-21 | -0.00万 | +0.01万 | -0.01万 |
+| 07-22 | +0.07万 | -0.04万 | +0.11万 |
+| 07-23 | +0.02万 | -0.06万 | +0.08万 |
+| 07-24 | -0.13万 | -0.06万 | -0.07万 |
+
+**核心结论：家人席位参与度极低，无明确方向性。**
+
+- 5 日累计减多 **-0.10 万**，累计减空 **-0.30 万**，净多变化 **+0.20 万**。
+- 每日变动量级在数百手级别，与 FG2609 主连合约上万手的波动完全不同。FG2611 是远月合约，散户参与度天然较低。
+- 无追涨杀跌迹象——单日最大变动仅 -0.13 万（07-24 减多），远不足以构成情绪判断。
+- 家人持仓绝对量也极小：中信建投是唯一多空持仓均超 2 万的家人席位，东方财富多单仅 0.32 万、空单未进 Top 20。
+
+**定性：远月合约散户参与度极低，家人席位资金信号不具备参考价值。**
+
+---
+
+## 二、大户席位动向（产业/套保资金）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | -0.68万 | -0.31万 | -0.37万 |
+| 07-21 | -0.10万 | +0.14万 | -0.24万 |
+| 07-22 | -0.28万 | +0.20万 | -0.48万 |
+| 07-23 | +0.98万 | +0.42万 | +0.56万 |
+| 07-24 | +0.41万 | +0.30万 | +0.11万 |
+
+**核心结论：前三天减多偏空，后两天显著反转加多，方向切换明显。**
+
+- 5 日累计加多 **+0.33 万**，加空 **+0.76 万**，净多变化 **-0.43 万**。总体略偏空，但主要是前三天贡献的。
+- **07-23（周四）是转折点**：大户加多 +0.98 万，是 5 日最大单日加多。华泰期货加多 +0.74 万（从 0.18 万跳升至 0.92 万，增量惊人）、中粮期货加多 +0.32 万。
+- 空头方面，高盛期货持续加空：从 07-20 的 1.05 万 → 07-21 的 1.20 万 → 07-22 的 1.76 万 → 07-23 的 1.91 万 → 07-24 的 2.01 万，5 日累计加空 **+0.96 万**，是大户中唯一持续单向加空的席位。
+- 国泰君安 07-24 多单 +0.26 万、空单 +0.32 万，双边大幅加仓，方向不明确但参与度在提升。
+
+### 关键大户席位拆解
+
+**中粮期货——本周最活跃的大户席位：**
+
+| 指标 | 07-20 | 07-21 | 07-22 | 07-23 | 07-24 |
+|------|-------|-------|-------|-------|-------|
+| 成交量 | 5.05万 | 2.81万 | 5.62万 | 7.48万 | 1.65万 |
+| 多单 | 1.48万 | 1.16万 | 1.43万 | 1.75万 | 1.79万 |
+| 空单 | 1.46万 | 1.14万 | 1.39万 | 1.73万 | 1.73万 |
+
+中粮在 FG2611 上多空双向加仓，多单从 1.48 万增至 1.79 万（+0.31 万），空单从 1.46 万增至 1.73 万（+0.27 万）。**这是典型的套利/套保盘口——多空同步增加，而非单纯做方向。**
+
+**华泰期货 07-23 异动：**
+
+华泰多单从 0.18 万（07-22）暴增至 0.92 万（07-23），单日加多 **+0.74 万**，增幅超过 400%。同时成交量从 0.42 万放大至 1.22 万。这是一个非常突兀的增仓，值得重点关注后续是否持续。
+
+**定性：大户整体略偏空（净多 -0.43 万），但后半周出现方向切换迹象。高盛是唯一坚定的空头加仓者，中粮以套利盘为主，华泰异动值得追踪。**
+
+---
+
+## 三、多空力量对比
+
+| 分类 | 5日多单累计 | 5日空单累计 | 净多（多-空）| 方向 |
+|------|------------|------------|-------------|------|
+| 家人 | -0.10万 | -0.30万 | **+0.20万** | 微偏多 |
+| 大户 | +0.33万 | +0.76万 | **-0.43万** | 略偏空 |
+| 其他 | -0.72万 | -1.20万 | **+0.48万** | 偏多 |
+| **合计** | -0.49万 | -0.74万 | **+0.25万** | 微偏多 |
+
+**核心结论：FG2611 整体资金量级较小，市场方向不明确。**
+
+- 全市场净多仅 **+0.25 万**，与 FG2609 的 +4.52 万形成鲜明对比。远月合约的资金博弈强度远低于主连。
+- 三大分类之间无明显对手盘关系——家人偏多（+0.20 万）、大户偏空（-0.43 万）、其他偏多（+0.48 万），但量级都太小，无法形成有效信号。
+- 其他席位（+0.48 万）贡献了最大的净多力量，但这些席位分散、方向一致性弱。
+
+**定性：远月合约流动性差，各类资金均未展现出明确的战略方向，不宜据此做出方向判断。**
+
+---
+
+## 四、异常信号
+
+### 1. 07-23（周四）大户方向逆转
+
+前半周大户减多为主（三日累计 -1.06 万），07-23 突然加多 +0.98 万。华泰期货一天加多 +0.74 万是主要推手。这种突然的方向切换值得警惕——可能是某个产业户判断价格到位后集中建仓多单。
+
+### 2. 高盛期货持续单向加空
+
+高盛空单每日递增：1.05 → 1.20 → 1.76 → 1.91 → 2.01 万，5 日累计 +0.96 万，且多单从不在 Top 20。在所有大户席位中，高盛是唯一一个方向完全一致的席位——**只做空、不加多**。这在 FG2609 高盛大规模减空的背景下显得尤为突兀：主连上高盛在撤退，远月上高盛在加码。需要关注这是跨期套利（空 11 多 09）还是纯粹的远月看空。
+
+### 3. 07-24（周五）中粮成交量骤降
+
+中粮成交量从 07-23 的 7.48 万骤降至 07-24 的 1.65 万（-5.82 万），降幅居全席位之首。而当天中粮多空持仓几乎未变（多 +0.04 万、空 +0.00 万）。这说明中粮在周四大幅建仓后，周五选择锁仓不动，符合套保盘的交易特征。
+
+### 4. 华泰期货多单暴增
+
+07-23 华泰多单从 0.18 万跳升至 0.92 万（+0.74 万），而 07-22 华泰多单甚至不在 Top 20（意味持仓低于 0.27 万）。也就是说在两天内华泰从几乎零多单变成了近万手多单。这是一个需要持续追踪的信号——如果后续继续加仓，可能预示产业资金在远月布局。
+
+---
+
+## 五、行情预判
+
+### 判断：震荡，方向不明
+
+**理由：**
+
+1. **资金量级太小**：全周净多仅 +0.25 万，各项资金变动均不足以支撑方向判断。远月合约天然流动性差，席位分析的有效性大幅下降。
+
+2. **大户内部存在分歧**：高盛持续单向加空（+0.96 万），但华泰（+0.74 万）和中粮（+0.31 万）在加多。同为产业/套保大户，方向截然相反，说明产业端对远月定价存在明显分歧。
+
+3. **与 FG2609 的方向背离**：FG2609 大户强烈偏多（净多 +12.28 万），而 FG2611 大户略偏空（净多 -0.43 万）。高盛在 2609 上减空 -4.12 万，在 2611 上加空 +0.96 万——这可能是跨期套利，而非单纯看多或看空。
+
+4. **缺乏家人席位验证**：远月合约散户参与度极低，无法通过"家人—大户对手盘"框架来验证信号。缺少了一个重要的判断维度。
+
+### 参考建议
+
+- **以 FG2609 为主、FG2611 为辅**：主连合约资金博弈充分，信号更可靠。FG2611 当前阶段更适合作为跨期价差分析的参考，而非独立的方向判断依据。
+- **重点关注华泰期货后续动向**：如果华泰在 FG2611 上继续加多，同时 FG2609 方向一致，则强化偏多判断。
+- **关注高盛的跨期行为**：高盛在 2609 减空、2611 加空，如果这一模式持续，可能是"近强远弱"的跨期结构信号。
+
+**综合判断：FG2611 自身资金面无法给出有效方向，建议以 FG2609 的分析结论为主（偏多），FG2611 跟随主连波动。远月合约暂以震荡看待。**

ft-app/FG分析/20260727/单合约分析/FG2701_20260720-0724_席位分析.md

@@ -0,0 +1,166 @@
+# FG2701 席位资金分析报告（2026-07-20 → 2026-07-24）
+
+---
+
+## 席位分类
+
+| 分类 | 席位 |
+|------|------|
+| 家人（散户） | 东方财富、徽商期货、方正中期、中信建投、平安期货 |
+| 大户（产业/套保） | 永安期货、中信期货、国泰君安、海通期货、华泰期货、高盛期货、乾坤期货、摩根大通、中粮期货 |
+| 噪音（忽略） | 东证期货 |
+| 其他 | 未归入以上三类的席位 |
+
+---
+
+## 一、家人席位动向（散户情绪）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | +0.08万 | +0.61万 | -0.53万 |
+| 07-21 | +0.06万 | 0.00万 | +0.06万 |
+| 07-22 | +0.20万 | +0.45万 | -0.25万 |
+| 07-23 | +0.10万 | -0.22万 | +0.32万 |
+| 07-24 | -0.02万 | -0.18万 | +0.16万 |
+
+**核心结论：家人席位多空双增，但空单增幅更大，整体略偏空。**
+
+- 5 日累计加多 **+0.43 万**，加空 **+0.65 万**，净多变化 **-0.23 万**。
+- 前半周（07-20、07-22）偏空，后半周（07-23、07-24）偏多，方向摇摆不定。
+- **07-20（周一）是家人加空最多的一天**：+0.61 万，全部来自中信建投单日加空 **+0.56 万**。中信建投空单从 0.80 万跳升至 1.50 万（07-22 最高点），后半周又回落到 1.07 万。这不是散户行为，更像是中信建投自营或大户借道这个席位做空了远月，因为散户不太可能一天加 5600 手空单。
+- 方正中期是家人中多单最大的席位（1.03→1.03→1.08→1.03→1.06 万），5 日几乎未变，方向中性。
+- 东方财富和平安期货持仓量极小（0.3 万级别），纯散户参与度极低。
+
+**定性：FG2701 远月合约家人席位参与度低，且中信建投的"家人"分类在此合约上可能失真——其 07-20 单日加空 0.56 万的行为更像是大户级的操作。**
+
+---
+
+## 二、大户席位动向（产业/套保资金）
+
+| 日期 | 多单增减 | 空单增减 | 当日净多 |
+|------|---------|---------|----------|
+| 07-20 | +0.15万 | +0.27万 | -0.12万 |
+| 07-21 | -0.76万 | 0.00万 | -0.76万 |
+| 07-22 | -0.25万 | -0.28万 | +0.03万 |
+| 07-23 | -0.24万 | +0.68万 | -0.92万 |
+| 07-24 | +0.12万 | -0.16万 | +0.28万 |
+
+**核心结论：大户显著偏空，是三个合约中大户方向最明确的空头。**
+
+- 5 日累计减多 **-0.97 万**，加空 **+0.51 万**，净多变化 **-1.48 万**。
+- 5 天中有 3 天净空，且 07-21（-0.76 万）和 07-23（-0.92 万）两天的净空量级明显大于另外三天的波动幅度。
+- 与 FG2609（大户净多 +12.28 万）和 FG2611（大户净多 -0.43 万）形成渐进式对比：**越远的合约，大户越偏空**。
+
+### 关键大户席位拆解
+
+**国泰君安——FG2701 的"超级空头"：**
+
+| 指标 | 07-20 | 07-21 | 07-22 | 07-23 | 07-24 |
+|------|-------|-------|-------|-------|-------|
+| 多单 | 1.40万 | 1.43万 | 1.50万 | 1.32万 | 1.39万 |
+| 空单 | **4.42万** | — | 4.15万 | **4.46万** | **4.54万** |
+
+国泰君安的空单（4.54 万）是它多单（1.39 万）的 **3.3 倍**，占大户空单总量的近 50%，占全市场空单的约 30%。在 FG2701 这个流动性远不如主连的远月合约上，单一席位持有如此庞大的空头敞口，非常不寻常。
+
+这个席位在三个合约上的行为完全不同：
+- FG2609：空单 18.81 → 17.47 万（减空 -1.34 万），**偏多**
+- FG2611：多空双向，方向模糊
+- FG2701：空单 4.42 → 4.54 万（加空 +0.12 万），**坚定偏空**
+
+**这很可能不是同一类资金在操作三个合约**。FG2701 的国泰君安空头大概率是产业套保盘——玻璃企业锁定明年 1 月的卖出价格。
+
+**高盛期货——锁仓不动：**
+
+高盛空单全周维持在 1.70-1.71 万，几乎零变动。对比 FG2609 上高盛大幅减空 4.12 万、FG2611 上加空 0.96 万，FG2701 上的高盛选择了按兵不动。
+
+**华泰期货多单持续缩水：**
+
+华泰多单从 07-20 的 1.63 万 → 07-21 的 0.92 万（-0.71 万）→ 07-22/23/24 维持 0.87-0.91 万。华泰曾是 FG2701 上最大的多头，但 07-21 一天就砍掉了近一半的多单。这是一个明确的减多信号。
+
+**永安期货多减空增：**
+
+永安多单从 0.89 万 → 0.85 → 0.41 → 0.42 → 0.46 万（减多 -0.43 万），空单从 0.88 → 无 → 1.02 → 1.32 → 1.06 万（加空 +0.18 万）。方向明确偏空，与国泰君安形成呼应。
+
+**定性：大户在 FG2701 上呈现一致的偏空布局。国泰君安的 4.54 万天量空单是核心信号，永安、华泰（减多方面）也指向同一方向。高盛虽然锁仓不动，但其在 FG2611 上的加空行为暗示整体偏空倾向。**
+
+---
+
+## 三、多空力量对比
+
+| 分类 | 5日多单累计 | 5日空单累计 | 净多（多-空）| 方向 |
+|------|------------|------------|-------------|------|
+| 家人 | +0.43万 | +0.65万 | **-0.23万** | 略偏空 |
+| 大户 | -0.97万 | +0.51万 | **-1.48万** | 明确偏空 |
+| 其他 | +1.01万 | +1.77万 | **-0.75万** | 偏空 |
+| **合计** | +0.47万 | +2.93万 | **-2.46万** | 明确偏空 |
+
+**核心结论：FG2701 全市场三大分类一致偏空，是本周三个合约中方向最统一的空头合约。**
+
+- 全市场净空 **-2.46 万**，与 FG2609 的 +4.52 万净多形成 180 度背离。
+- 其他席位是最大的空头增量来源（+1.77 万空单），但分散在多个席位上，方向一致性不如大户。
+- 没有人做多：大户减多（-0.97 万）而非加多，其他席位加多（+1.01 万）但加空更多（+1.77 万），家人加多（+0.43 万）但加空同样更多（+0.65 万）。
+
+### 三大合约方向对比
+
+| 合约 | 大户净多 | 总净多 | 方向 |
+|------|---------|--------|------|
+| FG2609（近月） | +12.28万 | +4.52万 | **强烈偏多** |
+| FG2611（次月） | -0.43万 | +0.25万 | 震荡 |
+| FG2701（远月） | -1.48万 | -2.46万 | **明确偏空** |
+
+**这构成了一条清晰的期限结构：近强远弱，越远期越偏空。** 这符合商品期货在 contango/backwardation 结构下的常见特征——近月受现货支撑偏强，远月因产业套保盘（玻璃厂卖出远期产量）而承压。
+
+**定性：FG2701 全市场一致偏空，核心驱动力是大户套保空头（国泰君安 4.54 万）和其他席位的分散加空。这并非市场情绪的"看空"，更像是产业资金利用远月合约进行卖出套保的正常操作。**
+
+---
+
+## 四、异常信号
+
+### 1. 国泰君安的"超级空头"是 FG2701 的定价锚
+
+一个席位在远月合约上持有 4.54 万空单、多单仅 1.39 万，净空 3.15 万。这个量级在整个 FG2701 市场中占比极大。**如果国泰君安这个空头开始平仓（买回），会对价格形成巨大上推力。** 这是 FG2701 最大的潜在多空催化剂。
+
+### 2. 07-24（周五）其他席位空单集中暴增
+
+其他席位空单 07-24 单日 +1.33 万，是 5 日最大单日增幅。主要贡献者：
+- 国投期货空单 +0.54 万（从 0.39 万跳至 0.93 万）
+- 广发期货空单 +0.46 万（从 0.38 万跳至 0.84 万）
+- 瑞达期货空单 +0.23 万（从 0.68 万增至 0.91 万）
+
+三家合计加空 1.23 万。周五通常是减仓日（规避周末风险），但这三家反而在周五尾盘加空，值得关注。
+
+### 3. 07-21（周二）华泰多单崩盘式减仓
+
+华泰期货多单从 1.63 万暴跌至 0.92 万（-0.71 万），单日减幅 44%。当天华泰成交量 1.62 万（较前一日的 0.58 万放大近 3 倍），但多单大减、空单未变——说明是单向平多出逃。作为 FG2701 原本的第一大多头，华泰的突然撤退是重要的偏空信号。
+
+### 4. 中信建投的异常空单操作（07-20 和 07-22）
+
+中信建投空单：07-20 为 0.80 万，07-20 当天 +0.56 万 → 07-22 继续增至 1.50 万 → 07-23 降至 1.32 万 → 07-24 再降至 1.07 万。先猛加后缓减，这种操作模式更像是机构行为而非散户行为。将其归入"家人"分类在 FG2701 上可能不准确。
+
+---
+
+## 五、行情预判
+
+### 判断：偏空，但不宜追空（空头已高度拥挤）
+
+**理由：**
+
+1. **方向一致但过于拥挤**：全市场三大分类全部偏空，总净空 -2.46 万。国泰君安一家就净空 3.15 万。当一个方向上所有人都已入场，反向的边际力量反而更大——任何风吹草动都可能触发空头回补。
+
+2. **产业套保逻辑清晰**：FG2701 对应明年 1 月交割，是玻璃消费淡季。玻璃厂在远月合约做卖出套保（锁定销售价格）是合理的产业行为。国泰君安的 4.54 万空单大概率是产业客户的套保盘，这类资金通常持有到期，不会频繁交易。所以这 4.54 万更像是"压舱石"而非"投机空头"。
+
+3. **跨期结构已定价**：近强远弱（FG2609 强多 → FG2701 强空）的期限结构已经非常清晰。如果你已经做空 FG2701，这个结构已经 price in。真正的边际变化要看：
+   - 近月 FG2609 的空头回补能否带动远月跟涨
+   - 国泰君安是否会在 FG2701 上继续加空
+
+4. **周五空头集中加仓可能是尾部信号**：07-24 其他席位集中加空 +1.33 万，如果这是新空头的"最后一波"入场，那么空头动能可能即将衰竭。
+
+### 情景推演
+
+| 情景 | 触发条件 | FG2701 走势 |
+|------|---------|------------|
+| 基准（60%） | FG2609 继续反弹，国泰君安维持空单 | 震荡偏弱，跟随主连但涨幅受限 |
+| 空头回补（25%） | FG2609 大幅反弹，国泰君安开始平 FG2701 空单 | 涨幅可能超过 FG2609（空头踩踏） |
+| 继续加空（15%） | 市场情绪恶化，产业端加大套保力度 | 独立走弱，跌幅大于 FG2609 |
+
+**综合判断：偏空（概率 60%），但风险收益比已不适合追空。FG2701 的空头过于拥挤，一旦触发回补行情，反弹速度和幅度可能超预期。建议以观望为主，若持有空单则设好止盈，若空仓则等待更明确的信号。FG2609 的偏多判断和 FG2701 的偏空判断并不矛盾——它们反映的是同一品种不同到期月份的合理价差结构。**

ft-app/FG分析/20260727/玻璃期货_20260727_综合持仓成交量分析.md

@@ -0,0 +1,123 @@
+# 玻璃期货综合持仓与成交量分析（2026-07-27 盘前）
+
+基于 FG2609/FG2611/FG2701 三份席位分析报告，对下个交易日（07-27 周一）的行情推演。
+
+---
+
+## 一、三合约核心数据总览
+
+| 指标 | FG2609（主连） | FG2611（次月） | FG2701（远月） |
+|------|:------------:|:------------:|:------------:|
+| 大户 5 日净多 | **+12.28 万** | -0.43 万 | -1.48 万 |
+| 家人 5 日净多 | -7.15 万 | +0.20 万 | -0.23 万 |
+| 全市场净多 | **+4.52 万** | +0.25 万 | **-2.46 万** |
+| 方向 | **强烈偏多** | 震荡 | 明确偏空 |
+| 主力信号 | 空头踩踏回补 | 流动性不足 | 产业套保压盘 |
+
+**期限结构清晰：近强远弱，逐月递减。FG2609 是行情发动机，FG2611 跟随，FG2701 独立承压。**
+
+---
+
+## 二、交易量分析：放量集中在近月，空头回补是主要成交来源
+
+**FG2609 成交量是核心。** 07-22（周三）国泰君安单日成交 38.13 万手，为全周最高，当天大户减空 -6.67 万手，中信 -2.20 万、高盛 -1.49 万、国泰 -0.93 万同步砍空。这是典型的**空头踩踏式放量**——主要成交不是新增多头在买，而是老空头在抢着平仓。
+
+FG2611 的成交也佐证了"量在近月"：中粮期货 07-23 成交 7.48 万手（周最高），07-24 骤降至 1.65 万手后锁仓不动，套保盘集中建仓后收手。
+
+**FG2701 周五出现反常放量**——其他席位（国投 +0.54 万、广发 +0.46 万、瑞达 +0.23 万）合计加空 1.23 万手。周五通常是避险减仓日，此时加空说明有空头在押注周一继续下跌，这构成周一潜在的**空头拥挤风险**。
+
+---
+
+## 三、持仓结构分析：三合约构成跨期对手盘矩阵
+
+**最核心的逻辑不在单个合约内部，而在三个合约之间的资金联动：**
+
+### 高盛期货——跨期套利布局
+
+| 合约 | 行为 | 5 日变动 |
+|------|------|---------|
+| FG2609 | **大幅减空** | -4.12 万 |
+| FG2611 | **持续加空** | +0.96 万 |
+| FG2701 | 锁仓不动 | ~0 |
+
+高盛在做 **"多近月、空远月"的跨期套利**，不是单边看多或看空。它认为近月（09）被低估、远月（11）相对高估，近强远弱的价差会继续扩大。
+
+### 国泰君安——三合约三个角色
+
+| 合约 | 角色 | 持仓特征 |
+|------|------|---------|
+| FG2609 | 空头回补者 | 空单 18.81→17.47 万，减空 -1.34 万 |
+| FG2611 | 双边加仓 | 多空同步增加，方向模糊 |
+| FG2701 | **超级空头** | 空单 4.54 万，是多单的 3.3 倍 |
+
+国泰君安在 FG2701 上 4.54 万空单占全市场约 30%，这大概率是产业套保盘（玻璃厂锁定明年 1 月卖出价格），持有到期、不频繁交易，是 FG2701 的长期压舱石。
+
+### 永安期货——唯一的多空同向偏多席位
+
+永安在 FG2609 上：多单 5 日递增（4.38→4.53→4.56→4.99→5.19 万，+0.81 万），空单递减（6.41→4.62 万，-1.79 万）。**多增空减，在所有大户中方向最干净、最统一。**
+
+### 空头三巨头剩余敞口
+
+| 席位 | 07-24 空单 | 5 日减空 | 剩余空头敞口 |
+|------|-----------|---------|------------|
+| 中信期货 | 18.07 万 | -3.54 万 | 仍很大 |
+| 高盛期货 | 17.81 万 | -4.12 万 | 仍很大 |
+| 国泰君安 | 17.47 万 | -1.34 万 | 仍很大 |
+| **合计** | **53.35 万** | **-9.00 万** | — |
+
+三家合计仍持有 53.35 万空单，上周只减了 9 万。**如果反弹延续，空头回补的买盘还远未耗尽。**
+
+---
+
+## 四、下个交易日（07-27）行情推演
+
+### FG2609（主连）：偏多（概率 65%），看反弹延续
+
+**做多力量来源：**
+
+1. **空头回补动能远未耗尽**：三大空头仍有 53.35 万敞口。反弹延续 → 空头继续砍仓 → 形成持续买盘的逻辑链条仍在。
+2. **永安在持续加多**：唯一在价格低位连续 5 日递增多单的大户，方向最明确。
+3. **散户是反向指标**：家人 5 日净空 -7.15 万，在下跌中止损多单。散户出清 + 大户接盘 = 典型的筑底资金结构。
+
+**抑制上涨的因素：**
+
+- 大户更多是"不空了"而非"大力做多"（减空 -12.93 万 vs 减多仅 -0.65 万）。空头回补驱动的反弹，一旦空头平完、没有新增多头接力，反弹就会熄火。
+- 冠通期货连续两天放量（+9 万手），持仓方向未知，可能是新的空头力量入场。
+
+**情景判断：**
+
+| 情景 | 概率 | 条件 | FG2609 走势 |
+|------|:---:|------|------------|
+| 基准 | 65% | 空头回补延续，成交量维持 | 震荡偏强，小幅上行 |
+| 回调 | 25% | 反弹到位，空头停止回补 | 冲高回落，转震荡 |
+| 加速上涨 | 10% | 增量多头入场 + 空头踩踏 | 放量大涨 |
+
+### FG2611（次月）：跟随主连震荡，无独立行情
+
+流动性太差，全周净多仅 +0.25 万。唯一关注点：**华泰期货 07-23 多单暴增 +0.74 万**——如果周一华泰继续加多，是偏多信号；如果减仓，说明只是一日游。
+
+### FG2701（远月）：偏空但有回补风险，不建议追空
+
+- 三类资金一致偏空，总净空 -2.46 万，方向最统一。
+- **但空头已高度拥挤**：国泰一家净空 3.15 万 + 周五新空头集中入场（+1.23 万）。当一个方向所有人都已上船，反向的边际冲击最大。
+- **核心变量是 FG2609**：如果主连大幅反弹触发远月空头回补，FG2701 涨幅可能超 FG2609（空头踩踏）。国泰的 4.54 万套保盘不会动，但投机空头会跑得很快。
+
+| 情景 | 概率 | 触发条件 | FG2701 走势 |
+|------|:---:|---------|------------|
+| 基准 | 60% | FG2609 小幅反弹，国泰维持空单 | 震荡偏弱，涨幅受限 |
+| 空头回补 | 25% | FG2609 大幅反弹，投机空头平仓 | 涨幅可能超 FG2609 |
+| 继续加空 | 15% | 市场情绪恶化，产业加大套保 | 独立走弱 |
+
+---
+
+## 五、综合结论
+
+> **下个交易日整体判断：偏多震荡。FG2609 是核心战场，空头回补是主要驱动。FG2701 的空头拥挤是最大的潜在爆发点——如果主连大幅上涨触发远月空头回补，可能出现近远月同步拉升的极端行情。反之，如果主连反弹乏力、成交量萎缩，则空头回补行情接近尾声，谨慎追多。**
+
+### 周一盘中关键观察指标
+
+1. **FG2609 成交量**：放量 = 空头继续砍仓（偏多），缩量 = 回补动能衰竭（转震荡）
+2. **中信/高盛/国泰空单变化**（盘后数据）：继续下降则反弹延续
+3. **FG2701 是否跟涨**：跟涨说明空头回补扩散；不跟涨是正常期限结构
+4. **华泰 FG2611 多单**：继续增加则强化远月翻多信号
+5. **冠通期货持仓方向**：如果其方向为多，则强化偏多；如果为空，则是新的压力来源

ft-app/app/collector.py

@@ -0,0 +1,395 @@
+"""Data collector — fetch OHLCV from akshare and upsert into daily_bars."""
+import socket
+import threading
+import time
+from datetime import date
+
+socket.setdefaulttimeout(15)
+from app.database import SessionLocal
+from app.models import DailyBar, Contract
+from app.engine.lock_strategy import compute_amp_5d
+
+_progress = {"running": False, "label": "", "done": 0, "total": 0, "result": 0, "finished": False, "error": "", "started_at": 0}
+_lock = threading.Lock()
+
+STALE_SECONDS = 120
+
+
+def get_progress() -> dict:
+    with _lock:
+        return dict(_progress)
+
+
+def _start_bg(target, label):
+    with _lock:
+        now = time.time()
+        if _progress["running"] and (now - _progress["started_at"]) < STALE_SECONDS:
+            return False
+        _progress.update(running=True, finished=False, label=label, done=0, total=0, error="", started_at=now)
+
+    def _run():
+        try:
+            target()
+        except Exception as e:
+            with _lock:
+                _progress["error"] = str(e)
+        finally:
+            with _lock:
+                _progress["running"] = False
+                _progress["finished"] = True
+                _progress["done"] = _progress["total"]
+
+    threading.Thread(target=_run, daemon=True).start()
+    return True
+
+
+def sync_contract_bars_bg(contract_code: str) -> bool:
+    """Sync bars for one contract in background. Returns True if started."""
+    code = contract_code.upper()
+
+    def _run():
+        db = SessionLocal()
+        try:
+            latest = (
+                db.query(DailyBar.date)
+                .filter(DailyBar.contract == code)
+                .order_by(DailyBar.date.desc())
+                .first()
+            )
+            start_date = latest[0].isoformat() if latest else None
+            bars = fetch_contract_bars(code, start_date)
+
+            with _lock:
+                _progress["total"] = len(bars)
+
+            total_bars = len(bars)
+            inserted = 0
+            min_date = None
+            for i, bar in enumerate(bars):
+                existing = (
+                    db.query(DailyBar)
+                    .filter(DailyBar.contract == code, DailyBar.date == bar["date"])
+                    .first()
+                )
+                if not existing:
+                    db.add(DailyBar(
+                        contract=code, date=bar["date"],
+                        open=bar["open"], close=bar["close"],
+                        high=bar["high"], low=bar["low"],
+                    ))
+                    inserted += 1
+                    if min_date is None or bar["date"] < min_date:
+                        min_date = bar["date"]
+                with _lock:
+                    _progress["done"] = i + 1
+                    _progress["label"] = f"同步行情 {code} · {i + 1}/{total_bars} 条"
+
+            if inserted > 0:
+                db.flush()
+                _recompute_amp(db, code, from_date=min_date)
+            db.commit()
+            with _lock:
+                _progress["result"] = inserted
+        finally:
+            db.close()
+
+    return _start_bg(_run, f"同步行情 {code}")
+
+
+def sync_positions_bg(contract_code: str) -> bool:
+    """Sync position rankings for one contract in background. Returns True if started."""
+    from app.models import PositionRanking
+    code = contract_code.upper()
+
+    def _run():
+        db = SessionLocal()
+        try:
+            existing_dates = {
+                r[0] for r in
+                db.query(PositionRanking.date)
+                .filter(PositionRanking.contract_code == code)
+                .distinct().all()
+            }
+            bar_dates = [
+                r[0] for r in
+                db.query(DailyBar.date)
+                .filter(DailyBar.contract == code)
+                .order_by(DailyBar.date.desc())
+                .limit(20)
+                .all()
+            ]
+            missing = [d for d in bar_dates if d not in existing_dates]
+            total_missing = len(missing)
+
+            with _lock:
+                _progress["total"] = total_missing
+                if total_missing == 0:
+                    _progress["label"] = f"同步持仓 {code} · 已是最新"
+
+            inserted = 0
+            for i, d in enumerate(missing):
+                rankings = fetch_position_rankings(code, d.strftime("%Y%m%d"))
+                for r in rankings:
+                    db.add(PositionRanking(
+                        contract_code=code, institution=r["institution"],
+                        data_type=r["data_type"], date=d,
+                        rank=r["rank"], value=r["value"], change=r["change"],
+                    ))
+                    inserted += 1
+                db.flush()
+                with _lock:
+                    _progress["done"] = i + 1
+                    _progress["label"] = f"同步持仓 {code} · {i + 1}/{total_missing} 天"
+            db.commit()
+            with _lock:
+                _progress["result"] = inserted
+        finally:
+            db.close()
+
+    return _start_bg(_run, f"同步持仓 {code}")
+
+
+def fetch_contract_bars(contract_code: str, start_date: str | None = None) -> list[dict]:
+    """Fetch daily OHLCV for a single contract from akshare.
+
+    Returns list of {date, open, close, high, low} dicts.
+    Only returns bars on or after start_date when provided.
+    """
+    import akshare as ak
+
+    try:
+        df = ak.futures_zh_daily_sina(symbol=contract_code.upper())
+    except Exception as e:
+        print(f"[collector] akshare error for {contract_code}: {e}")
+        return []
+
+    if df is None or df.empty:
+        print(f"[collector] No data returned for {contract_code}")
+        return []
+
+    filter_date = date.fromisoformat(start_date) if start_date else None
+
+    bars = []
+    for _, row in df.iterrows():
+        try:
+            val = row["date"]
+            if hasattr(val, "strftime"):
+                d = val.date() if hasattr(val, "date") else val
+            else:
+                d = date.fromisoformat(str(val)[:10])
+
+            if filter_date and d < filter_date:
+                continue
+
+            bars.append({
+                "date": d,
+                "open": float(row["open"]),
+                "close": float(row["close"]),
+                "high": float(row["high"]),
+                "low": float(row["low"]),
+            })
+        except (KeyError, ValueError, TypeError) as e:
+            print(f"[collector] skip row: {e}")
+            continue
+
+    return bars
+
+
+def sync_active_contracts() -> dict:
+    """Sync all active contracts. Returns {contract_code: new_bars_count}."""
+    db = SessionLocal()
+    results = {}
+
+    try:
+        active_contracts = (
+            db.query(Contract).filter(Contract.is_active == True).all()
+        )
+
+        for c in active_contracts:
+            count = _sync_one(db, c.code)
+            results[c.code] = count
+
+        db.commit()
+    finally:
+        db.close()
+
+    return results
+
+
+def sync_one_contract(contract_code: str) -> int:
+    """Sync a single contract. Returns number of new bars inserted."""
+    db = SessionLocal()
+    try:
+        count = _sync_one(db, contract_code.upper())
+        db.commit()
+        return count
+    finally:
+        db.close()
+
+
+def _sync_one(db, contract_code: str) -> int:
+    """Internal: sync one contract using existing session."""
+    latest = (
+        db.query(DailyBar.date)
+        .filter(DailyBar.contract == contract_code)
+        .order_by(DailyBar.date.desc())
+        .first()
+    )
+    start_date = latest[0].isoformat() if latest else None
+
+    bars = fetch_contract_bars(contract_code, start_date)
+    if not bars:
+        return 0
+
+    inserted = 0
+    min_date = None
+    for bar in bars:
+        existing = (
+            db.query(DailyBar)
+            .filter(
+                DailyBar.contract == contract_code,
+                DailyBar.date == bar["date"],
+            )
+            .first()
+        )
+        if not existing:
+            db.add(DailyBar(
+                contract=contract_code,
+                date=bar["date"],
+                open=bar["open"],
+                close=bar["close"],
+                high=bar["high"],
+                low=bar["low"],
+            ))
+            inserted += 1
+            if min_date is None or bar["date"] < min_date:
+                min_date = bar["date"]
+
+    if inserted > 0:
+        db.flush()
+        _recompute_amp(db, contract_code, from_date=min_date)
+
+    return inserted
+
+
+def fetch_position_rankings(contract_code: str, trade_date: str) -> list[dict]:
+    """Fetch top-20 position rankings for a contract on a given date from akshare.
+
+    Calls the API 3 times (volume, long, short) and returns a unified list of dicts:
+    {data_type, rank, institution, value, change}
+    """
+    import akshare as ak
+
+    results = []
+    for sym, dtype in [("成交量", "volume"), ("多单持仓", "long"), ("空单持仓", "short")]:
+        try:
+            df = ak.futures_hold_pos_sina(symbol=sym, contract=contract_code.upper(), date=trade_date)
+        except Exception as e:
+            print(f"[collector] position akshare error for {contract_code} {dtype}: {e}")
+            continue
+
+        if df is None or df.empty:
+            continue
+
+        for _, row in df.iterrows():
+            try:
+                inst = str(row["会员简称"]).strip()
+                rank = int(row["名次"])
+                if inst in ("-", ""):
+                    inst = f"-{rank}"
+                results.append({
+                    "data_type": dtype,
+                    "rank": rank,
+                    "institution": inst,
+                    "value": int(row.iloc[2]),
+                    "change": int(row["比上交易增减"]),
+                })
+            except (KeyError, ValueError, TypeError) as e:
+                print(f"[collector] position skip row: {e}")
+                continue
+
+    return results
+
+
+def sync_position_rankings() -> dict:
+    """Sync position rankings for all active contracts. Returns {contract_code: new_rows}."""
+    db = SessionLocal()
+    results = {}
+
+    try:
+        active_contracts = (
+            db.query(Contract).filter(Contract.is_active == True).all()
+        )
+
+        for c in active_contracts:
+            count = _sync_positions_for_contract(db, c.code)
+            results[c.code] = count
+
+        db.commit()
+    finally:
+        db.close()
+
+    return results
+
+
+def _sync_positions_for_contract(db, contract_code: str) -> int:
+    """Sync position rankings for all dates that have bars but no position data."""
+    from app.models import PositionRanking
+
+    code = contract_code.upper()
+
+    existing_dates = {
+        r[0] for r in
+        db.query(PositionRanking.date)
+        .filter(PositionRanking.contract_code == code)
+        .distinct()
+        .all()
+    }
+
+    bar_dates = [
+        r[0] for r in
+        db.query(DailyBar.date)
+        .filter(DailyBar.contract == code)
+        .order_by(DailyBar.date.desc())
+        .limit(20)
+        .all()
+    ]
+    inserted = 0
+    for d in bar_dates:
+        if d in existing_dates:
+            continue
+        date_str = d.strftime("%Y%m%d")
+        rankings = fetch_position_rankings(code, date_str)
+        for r in rankings:
+            db.add(PositionRanking(
+                contract_code=code,
+                institution=r["institution"],
+                data_type=r["data_type"],
+                date=d,
+                rank=r["rank"],
+                value=r["value"],
+                change=r["change"],
+            ))
+            inserted += 1
+        db.flush()
+
+    return inserted
+
+
+def _recompute_amp(db, contract_code: str, from_date: date | None = None):
+    """Recompute amp_5d for bars of a contract from from_date onwards."""
+    bars = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract == contract_code)
+        .order_by(DailyBar.date)
+        .all()
+    )
+    start_idx = 0
+    if from_date:
+        for i, bar in enumerate(bars):
+            if bar.date >= from_date:
+                start_idx = i
+                break
+    for i, bar in enumerate(bars):
+        if i >= 5 and i >= start_idx:
+            bar.amp_5d = compute_amp_5d([b.diff for b in bars[i - 5 : i]])

ft-app/app/database.py

@@ -0,0 +1,23 @@
+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/lock_strategy.py

@@ -0,0 +1,33 @@
+"""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, max_locks: int = 3) -> bool:
+    """锁仓次数达到上限时熔断"""
+    return lock_count >= max_locks

ft-app/app/main.py

@@ -0,0 +1,66 @@
+from contextlib import asynccontextmanager
+from pathlib import Path
+from fastapi import FastAPI, Request
+from fastapi.responses import RedirectResponse
+from jinja2 import Environment, FileSystemLoader
+from starlette.middleware.base import BaseHTTPMiddleware
+from app.database import engine, Base, SessionLocal
+from app.models import User
+from app.seed import seed
+from app.routers import contracts, admin, auth, positions, trades, option_trades
+
+TEMPLATES_DIR = Path(__file__).parent / "templates"
+
+
+def setup_jinja(app: FastAPI):
+    env = Environment(loader=FileSystemLoader(str(TEMPLATES_DIR)))
+    app.state.templates = env
+
+
+class AuthMiddleware(BaseHTTPMiddleware):
+    async def dispatch(self, request: Request, call_next):
+        # Public paths
+        if request.url.path in ("/auth/login", "/auth/logout") or request.url.path.startswith("/auth/"):
+            return await call_next(request)
+
+        # Check session
+        user_id = request.cookies.get("ft_session")
+        if user_id:
+            db = SessionLocal()
+            try:
+                user = db.query(User).filter(User.id == int(user_id)).first()
+                if user:
+                    request.state.user = user
+                    return await call_next(request)
+            except (ValueError, TypeError):
+                pass
+            finally:
+                db.close()
+
+        # Redirect to login
+        return RedirectResponse(f"/auth/login?next={request.url.path}", status_code=303)
+
+
+@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.add_middleware(AuthMiddleware)
+
+app.include_router(auth.router)
+app.include_router(contracts.router)
+app.include_router(admin.router)
+app.include_router(positions.router)
+app.include_router(trades.router)
+app.include_router(option_trades.router)
+
+
+@app.get("/")
+def root():
+    return RedirectResponse("/contracts")

ft-app/app/models.py

@@ -0,0 +1,179 @@
+import hashlib
+import os
+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 PositionRanking(Base):
+    __tablename__ = "position_rankings"
+    __table_args__ = (UniqueConstraint("contract_code", "institution", "data_type", "date"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    contract_code: Mapped[str] = mapped_column(String(10), index=True)
+    institution: Mapped[str] = mapped_column(String(30), index=True)
+    data_type: Mapped[str] = mapped_column(String(10), index=True)
+    date: Mapped[date] = mapped_column(Date, index=True)
+    rank: Mapped[int] = mapped_column(Integer)
+    value: Mapped[int] = mapped_column(Integer)
+    change: Mapped[int] = mapped_column(Integer)
+
+
+class User(Base):
+    __tablename__ = "users"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    username: Mapped[str] = mapped_column(String(50), unique=True)
+    password_hash: Mapped[str] = mapped_column(String(128))
+    role: Mapped[str] = mapped_column(String(20), default="user")
+
+    @staticmethod
+    def hash_password(password: str) -> str:
+        salt = os.urandom(16)
+        dk = hashlib.pbkdf2_hmac("sha256", password.encode(), salt, 100000)
+        return salt.hex() + ":" + dk.hex()
+
+    def check_password(self, password: str) -> bool:
+        try:
+            salt_hex, dk_hex = self.password_hash.split(":")
+            salt = bytes.fromhex(salt_hex)
+            dk = hashlib.pbkdf2_hmac("sha256", password.encode(), salt, 100000)
+            return dk.hex() == dk_hex
+        except (ValueError, AttributeError):
+            return False
+
+
+class Round(Base):
+    __tablename__ = "rounds"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    contract_code: Mapped[str] = mapped_column(String(10), index=True)
+    daily_hands: Mapped[int] = mapped_column(Integer, default=1)
+    max_locks: Mapped[int] = mapped_column(Integer, default=3)
+    status: Mapped[str] = mapped_column(String(20), default="active")
+    started_at: Mapped[date] = mapped_column(Date)
+
+    positions: Mapped[list["Position"]] = relationship(
+        back_populates="round", cascade="all, delete-orphan"
+    )
+
+    @property
+    def total_locks(self) -> int:
+        return sum(p.locked_count for p in self.positions)
+
+
+class Position(Base):
+    __tablename__ = "positions"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    round_id: Mapped[int] = mapped_column(ForeignKey("rounds.id"), index=True)
+    open_price: Mapped[int] = mapped_column(Integer)
+    amp_threshold: Mapped[int] = mapped_column(Integer)
+    lock_price: Mapped[int] = mapped_column(Integer)
+    hands: Mapped[int] = mapped_column(Integer, default=1)
+    locked_count: Mapped[int] = mapped_column(Integer, default=0)
+    opened_at: Mapped[date] = mapped_column(Date)
+
+    round: Mapped["Round"] = relationship(back_populates="positions")
+
+
+class Trade(Base):
+    __tablename__ = "trades"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    product_code: Mapped[str] = mapped_column(String(10))
+    contract_code: Mapped[str] = mapped_column(String(10), index=True)
+    direction: Mapped[str] = mapped_column(String(4))
+    open_date: Mapped[date] = mapped_column(Date)
+    open_price: Mapped[float] = mapped_column(Float)
+    open_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
+    close_date: Mapped[date | None] = mapped_column(Date, nullable=True)
+    close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
+    close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
+    status: Mapped[str] = mapped_column(String(10), default="open")
+
+    @property
+    def pnl(self) -> float | None:
+        if self.close_price is None:
+            return None
+        mul = 20  # glass futures point value
+        if self.direction == "long":
+            result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        else:
+            result = (self.open_price - self.close_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        return round(result, 2)
+
+
+class OptionTrade(Base):
+    __tablename__ = "option_trades"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    product_code: Mapped[str] = mapped_column(String(10))
+    contract_code: Mapped[str] = mapped_column(String(10), index=True)
+    option_type: Mapped[str] = mapped_column(String(4))
+    direction: Mapped[str] = mapped_column(String(4))
+    strike_price: Mapped[float] = mapped_column(Float)
+    open_date: Mapped[date] = mapped_column(Date)
+    open_price: Mapped[float] = mapped_column(Float)
+    open_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
+    close_date: Mapped[date | None] = mapped_column(Date, nullable=True)
+    close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
+    close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
+    status: Mapped[str] = mapped_column(String(10), default="open")
+
+    @property
+    def pnl(self) -> float | None:
+        if self.close_price is None:
+            return None
+        mul = 20  # glass futures point value
+        if self.direction == "sell":
+            result = (self.open_price - self.close_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        else:
+            result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        return round(result, 2)

ft-app/app/prompt_builder.py

@@ -0,0 +1,229 @@
+"""持仓分析 prompt 生成器。
+
+根据最近 5 个交易日的主力持仓排名生成结构化分析 prompt，
+按席位属性（家人/大户/其他/噪音）分类汇总，聚焦资金风向变化。
+"""
+
+from collections import defaultdict
+from datetime import date, timedelta
+
+from app.database import SessionLocal
+from app.models import PositionRanking, Contract
+
+
+# ── 席位分类 ──
+FAMILY_NAMES = [
+    "东方财富", "徽商期货", "方正中期", "中信建投", "平安期货",
+]
+WHALE_NAMES = [
+    "永安期货", "中信期货", "国泰君安", "海通期货", "华泰期货",
+    "高盛期货", "乾坤期货", "摩根大通", "中粮期货",
+]
+NOISE_NAMES = ["东证期货"]
+
+TYPE_LABEL = {"volume": "成交量", "long": "多单持仓", "short": "空单持仓"}
+
+
+def _classify(inst: str) -> str:
+    """匹配席位分类，返回 家人/大户/噪音/其他。"""
+    for kw in FAMILY_NAMES:
+        if kw in inst:
+            return "家人"
+    for kw in WHALE_NAMES:
+        if kw in inst:
+            return "大户"
+    for kw in NOISE_NAMES:
+        if kw in inst:
+            return "噪音"
+    return "其他"
+
+
+def _build_legend() -> str:
+    """生成席位分类图例。"""
+    lines = ["## 席位分类", ""]
+    lines.append(f"- **家人席位（散户）**: {'、'.join(FAMILY_NAMES)}")
+    lines.append(f"- **大户席位（产业/套保）**: {'、'.join(WHALE_NAMES)}")
+    lines.append(f"- **噪音席位（忽略）**: {'、'.join(NOISE_NAMES)}")
+    lines.append("- **其他席位**: 未归入以上三类的席位")
+    lines.append("")
+    return "\n".join(lines)
+
+
+def _format_number(n: int) -> str:
+    """数字格式化为万手。"""
+    v = n / 10000
+    sign = "+" if n > 0 else ""
+    return f"{sign}{v:.2f}万"
+
+
+def build_prompt(contract_code: str | None = None) -> str:
+    """生成单个或全部活跃合约的持仓分析 prompt。
+
+    Args:
+        contract_code: 合约代码（如 FG2609），为 None 时分析所有活跃合约。
+
+    Returns:
+        可直接发送给 AI 进行分析的 prompt 文本。
+    """
+    db = SessionLocal()
+    try:
+        if contract_code:
+            codes = [contract_code.upper()]
+        else:
+            codes = [
+                r[0] for r in
+                db.query(Contract.code)
+                .filter(Contract.is_active == True)
+                .order_by(Contract.code)
+                .all()
+            ]
+
+        # 取最近 5 个有持仓数据的交易日
+        all_dates = sorted({
+            r[0] for r in
+            db.query(PositionRanking.date)
+            .filter(PositionRanking.contract_code.in_(codes))
+            .distinct()
+            .all()
+        }, reverse=True)[:5]
+        all_dates.reverse()  # 从旧到新
+
+        if not all_dates:
+            return "无持仓数据"
+
+        # 拉取全部数据
+        rankings = (
+            db.query(PositionRanking)
+            .filter(
+                PositionRanking.contract_code.in_(codes),
+                PositionRanking.date.in_(all_dates),
+            )
+            .order_by(PositionRanking.contract_code, PositionRanking.date, PositionRanking.data_type, PositionRanking.rank)
+            .all()
+        )
+
+        # 按 contract → date → data_type 组织
+        data: dict[str, dict] = defaultdict(lambda: defaultdict(lambda: defaultdict(list)))
+        for r in rankings:
+            data[r.contract_code][r.date][r.data_type].append(r)
+
+        parts = [_build_legend()]
+
+        for code in codes:
+            if code not in data:
+                continue
+            cd = data[code]
+            parts.append(f"## {code}")
+            parts.append("")
+            parts.append(f"分析区间: {min(all_dates)} → {max(all_dates)}（共 {len(all_dates)} 个交易日）")
+            parts.append("")
+
+            # ── 每日明细 ──
+            for d in all_dates:
+                if d not in cd:
+                    continue
+                parts.append(f"### {d} {_weekday_zh(d)}")
+                parts.append("")
+
+                for dtype in ["volume", "long", "short"]:
+                    rows = cd[d].get(dtype, [])
+                    if not rows:
+                        continue
+                    parts.append(f"**{TYPE_LABEL[dtype]} Top 20**")
+                    parts.append("")
+                    parts.append("| 排名 | 席位 | 分类 | 持仓量 | 增减 |")
+                    parts.append("|------|------|------|--------|------|")
+                    for r in rows[:20]:
+                        tag = _classify(r.institution)
+                        if tag == "噪音":
+                            continue  # 跳过东证
+                        parts.append(
+                            f"| {r.rank} | {r.institution} | {tag} | "
+                            f"{_format_number(r.value)} | {_format_number(r.change)} |"
+                        )
+                    parts.append("")
+
+            # ── 每日家人 vs 大户汇总 ──
+            parts.append(f"### {code} 分类资金变化汇总")
+            parts.append("")
+            parts.append("| 日期 | 家人多单增减 | 家人空单增减 | 大户多单增减 | 大户空单增减 | 其他多单增减 | 其他空单增减 |")
+            parts.append("|------|-------------|-------------|-------------|-------------|-------------|-------------|")
+
+            for d in all_dates:
+                if d not in cd:
+                    continue
+                cat_changes = defaultdict(lambda: defaultdict(int))
+                for dtype in ["long", "short"]:
+                    for r in cd[d].get(dtype, []):
+                        tag = _classify(r.institution)
+                        if tag == "噪音":
+                            continue
+                        cat_changes[tag][dtype] += r.change
+
+                parts.append(
+                    f"| {d} "
+                    f"| {_format_number(cat_changes['家人']['long'])} "
+                    f"| {_format_number(cat_changes['家人']['short'])} "
+                    f"| {_format_number(cat_changes['大户']['long'])} "
+                    f"| {_format_number(cat_changes['大户']['short'])} "
+                    f"| {_format_number(cat_changes['其他']['long'])} "
+                    f"| {_format_number(cat_changes['其他']['short'])} |"
+                )
+            parts.append("")
+
+            # ── 5日累计 ──
+            parts.append(f"### {code} 5日累计资金变化")
+            parts.append("")
+            total_cat = defaultdict(lambda: defaultdict(int))
+            for d in all_dates:
+                if d not in cd:
+                    continue
+                for dtype in ["long", "short"]:
+                    for r in cd[d].get(dtype, []):
+                        tag = _classify(r.institution)
+                        if tag == "噪音":
+                            continue
+                        total_cat[tag][dtype] += r.change
+
+            parts.append("| 分类 | 5日多单累计 | 5日空单累计 | 净多（多-空） |")
+            parts.append("|------|------------|------------|--------------|")
+            for tag in ["家人", "大户", "其他"]:
+                net = total_cat[tag]["long"] - total_cat[tag]["short"]
+                net_str = _format_number(net)
+                parts.append(
+                    f"| {tag} | {_format_number(total_cat[tag]['long'])} "
+                    f"| {_format_number(total_cat[tag]['short'])} | {net_str} |"
+                )
+            parts.append("")
+
+        # ── 分析引导 ──
+        parts.append("---")
+        parts.append("")
+        parts.append("请基于以上数据进行分析，重点关注：")
+        parts.append("")
+        parts.append("1. **家人席位动向**: 5日内多空增减趋势，散户情绪偏多还是偏空，"
+                      "是否有明显的追涨杀跌行为。")
+        parts.append("2. **大户席位动向**: 产业资金和套保资金的布局方向，"
+                      "多空增减是否与家人席位形成对手盘。")
+        parts.append("3. **多空力量对比**: 各分类的净多/净空方向，"
+                      "整体市场情绪偏向。")
+        parts.append("4. **异常信号**: 单日大幅增减的席位，"
+                      "分类资金出现明显分歧的交易日。")
+        parts.append("5. **行情预判**: 结合席位资金流向，"
+                      "对下一交易日走势给出偏多/偏空/震荡的判断及理由。")
+
+        return "\n".join(parts)
+    finally:
+        db.close()
+
+
+def _weekday_zh(d: date) -> str:
+    return ["周一", "周二", "周三", "周四", "周五", "周六", "周日"][d.weekday()]
+
+
+if __name__ == "__main__":
+    import sys
+    sys.path.insert(0, "/app")
+    from app.prompt_builder import build_prompt
+    prompt = build_prompt()
+    print(prompt)

ft-app/app/routers/admin.py

@@ -0,0 +1,174 @@
+from fastapi import APIRouter, Depends, Form, Request
+from fastapi.responses import HTMLResponse, RedirectResponse, JSONResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import Product, Contract, DailyBar, PositionRanking
+from app.collector import (
+    sync_one_contract, sync_contract_bars_bg, sync_positions_bg, get_progress,
+)
+
+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()
+        )
+        contract_list = []
+        for c in contracts:
+            bar_count = (
+                db.query(DailyBar)
+                .filter(DailyBar.contract == c.code)
+                .count()
+            )
+            pos_days = len({
+                r[0] for r in
+                db.query(PositionRanking.date)
+                .filter(PositionRanking.contract_code == c.code)
+                .distinct().all()
+            })
+            contract_list.append({
+                "id": c.id, "code": c.code, "name": c.name,
+                "is_active": c.is_active, "bar_count": bar_count,
+                "pos_days": pos_days,
+            })
+
+        product_data.append({
+            "id": p.id,
+            "code": p.code,
+            "name": p.name,
+            "exchange": p.exchange,
+            "contracts": contract_list,
+        })
+
+    total_contracts = sum(len(pd["contracts"]) for pd in product_data)
+
+    template = request.app.state.templates.get_template("admin.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="admin",
+            products=product_data,
+            total_contracts=total_contracts,
+            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/?tab=product", status_code=303)
+
+
+@router.post("/contract")
+def create_contract(
+    request: Request,
+    product_id: int = Form(...),
+    month: str = Form(...),
+    db: Session = Depends(get_db),
+):
+    product = db.query(Product).filter(Product.id == product_id).first()
+    if not product:
+        return RedirectResponse("/admin/?tab=contract", status_code=303)
+
+    code = (product.code + month).upper()
+    name = month.upper()
+
+    existing = db.query(Contract).filter(Contract.code == code).first()
+    if not existing:
+        c = Contract(
+            product_id=product_id,
+            code=code,
+            name=name,
+            is_active=True,
+        )
+        db.add(c)
+        db.commit()
+    return RedirectResponse("/admin/?tab=contract", 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/?tab=contract", 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.query(DailyBar).filter(DailyBar.contract == c.code).delete()
+        db.query(PositionRanking).filter(PositionRanking.contract_code == c.code).delete()
+        db.delete(c)
+        db.commit()
+    return RedirectResponse("/admin/?tab=contract", 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:
+        for c in p.contracts:
+            db.query(DailyBar).filter(DailyBar.contract == c.code).delete()
+            db.query(PositionRanking).filter(PositionRanking.contract_code == c.code).delete()
+        db.delete(p)
+        db.commit()
+    return RedirectResponse("/admin/?tab=product", status_code=303)
+
+
+@router.post("/sync/{contract_code}")
+def sync_single(contract_code: str):
+    count = sync_one_contract(contract_code.upper())
+    return RedirectResponse(f"/admin/?tab=sync&synced={count}", status_code=303)
+
+
+@router.post("/sync/{contract_code}/bg")
+def sync_single_bg(contract_code: str):
+    ok = sync_contract_bars_bg(contract_code.upper())
+    return JSONResponse({"ok": ok})
+
+
+@router.post("/sync-positions/{contract_code}/bg")
+def sync_positions_bg_ep(contract_code: str):
+    ok = sync_positions_bg(contract_code.upper())
+    return JSONResponse({"ok": ok})
+
+
+@router.get("/sync-status")
+def sync_status():
+    return JSONResponse(get_progress())
+
+
+@router.post("/sync/product/{product_id}")
+def sync_product(product_id: int, request: Request, db: Session = Depends(get_db)):
+    contracts = db.query(Contract).filter(
+        Contract.product_id == product_id, Contract.is_active == True
+    ).all()
+    total = 0
+    for c in contracts:
+        total += sync_one_contract(c.code)
+    return RedirectResponse(f"/admin/?tab=sync&synced={total}", status_code=303)

ft-app/app/routers/auth.py

@@ -0,0 +1,42 @@
+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 User
+
+router = APIRouter(prefix="/auth", tags=["auth"])
+
+SESSION_COOKIE = "ft_session"
+
+
+@router.get("/login", response_class=HTMLResponse)
+def login_page(request: Request):
+    template = request.app.state.templates.get_template("login.html")
+    return HTMLResponse(template.render(request=request))
+
+
+@router.post("/login")
+def login(
+    request: Request,
+    username: str = Form(...),
+    password: str = Form(...),
+    db: Session = Depends(get_db),
+):
+    user = db.query(User).filter(User.username == username).first()
+    if not user or not user.check_password(password):
+        template = request.app.state.templates.get_template("login.html")
+        return HTMLResponse(
+            template.render(request=request, error="用户名或密码错误"),
+            status_code=401,
+        )
+
+    resp = RedirectResponse("/contracts/", status_code=303)
+    resp.set_cookie(SESSION_COOKIE, str(user.id), httponly=True)
+    return resp
+
+
+@router.get("/logout")
+def logout():
+    resp = RedirectResponse("/auth/login", status_code=303)
+    resp.delete_cookie(SESSION_COOKIE)
+    return resp

ft-app/app/routers/contracts.py

@@ -0,0 +1,214 @@
+import math
+from datetime import date, timedelta
+from fastapi import APIRouter, Depends, Request, Query
+from fastapi.responses import HTMLResponse, PlainTextResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import DailyBar, Contract, PositionRanking
+from app.prompt_builder import build_prompt
+
+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"}
+PAGE_SIZE = 7
+
+
+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)):
+    from app.models import Product
+
+    # Build product → contracts mapping, ordered by product code
+    products = (
+        db.query(Product)
+        .order_by(Product.code)
+        .all()
+    )
+
+    product_groups = []
+    all_codes = []
+    for prod in products:
+        codes = [
+            c.code for c in prod.contracts if c.is_active
+        ]
+        if codes:
+            product_groups.append({
+                "code": prod.code,
+                "name": prod.name,
+                "exchange": prod.exchange,
+                "contracts": codes,
+            })
+            all_codes.extend(codes)
+
+    latest = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract.in_(all_codes))
+        .order_by(DailyBar.date.desc())
+        .all()
+    )
+    contract_bars = {}
+    for bar in latest:
+        if bar.contract not in contract_bars:
+            contract_bars[bar.contract] = bar
+
+    # Next-day amplitude: mean of latest 5 diffs per contract
+    contract_next_amp = {}
+    for code in all_codes:
+        diffs = [
+            r[0] for r in
+            db.query(DailyBar.high - DailyBar.low)
+            .filter(DailyBar.contract == code)
+            .order_by(DailyBar.date.desc())
+            .limit(5)
+            .all()
+        ]
+        if len(diffs) >= 5:
+            contract_next_amp[code] = round(sum(diffs) / 5)
+
+    template = request.app.state.templates.get_template("index.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="contracts",
+            product_groups=product_groups,
+            contract_bars=contract_bars,
+            contract_next_amp=contract_next_amp,
+        )
+    )
+
+
+@router.get("/{contract}", response_class=HTMLResponse)
+def contract_detail(
+    request: Request,
+    contract: str,
+    pos_date: str | None = None,
+    page: int = Query(1, ge=1),
+    db: Session = Depends(get_db),
+):
+    active_contracts = get_active_contracts(db)
+    bars = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract == contract.upper())
+        .order_by(DailyBar.date.desc())
+        .all()
+    )
+
+    total = len(bars)
+    total_pages = max(1, math.ceil(total / PAGE_SIZE))
+    page = min(page, total_pages)
+    start = (page - 1) * PAGE_SIZE
+    page_bars = bars[start:start + PAGE_SIZE]
+
+    rows = []
+    for i, bar in enumerate(page_bars):
+        global_idx = start + i
+        rows.append({
+            "global_idx": global_idx,
+            "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[0] if bars else None
+
+    # Dates that have position data (for date picker)
+    pos_dates = [
+        r[0] for r in
+        db.query(PositionRanking.date)
+        .filter(PositionRanking.contract_code == contract.upper())
+        .distinct()
+        .order_by(PositionRanking.date.desc())
+        .all()
+    ]
+
+    # Determine which date to show position rankings for
+    if pos_date:
+        try:
+            selected_date = date.fromisoformat(pos_date)
+        except ValueError:
+            selected_date = pos_dates[0] if pos_dates else None
+    else:
+        selected_date = pos_dates[0] if pos_dates else None
+
+    # Position rankings for the selected date
+    pos_data = {"volume": [], "long": [], "short": []}
+    if selected_date:
+        rankings = (
+            db.query(PositionRanking)
+            .filter(
+                PositionRanking.contract_code == contract.upper(),
+                PositionRanking.date == selected_date,
+            )
+            .order_by(PositionRanking.data_type, PositionRanking.rank)
+            .all()
+        )
+        for r in rankings:
+            pos_data[r.data_type].append({
+                "rank": r.rank,
+                "institution": r.institution,
+                "value": r.value,
+                "change": r.change,
+            })
+
+        pos_totals = {
+            "long": sum(r.change for r in rankings if r.data_type == "long"),
+            "short": sum(r.change for r in rankings if r.data_type == "short"),
+        }
+    else:
+        pos_totals = {"long": 0, "short": 0}
+
+    # Predict next trading day amplitude: mean of latest 5 diffs
+    # Compute next trading date
+    next_date = latest.date + timedelta(days=1) if latest else None
+    if next_date and next_date.weekday() >= 5:
+        next_date += timedelta(days=7 - next_date.weekday())
+
+    # Predict next trading day amplitude
+    next_amp = None
+    if len(bars) >= 5:
+        next_amp = round(sum(b.diff for b in bars[:5]) / 5)
+    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,
+            pos_dates=pos_dates,
+            selected_pos_date=selected_date,
+            pos_data=pos_data,
+            pos_totals=pos_totals,
+            next_amp=next_amp,
+            next_date=next_date.strftime("%Y/%-m/%-d") if next_date else None,
+            next_weekday=WEEKDAY_ZH.get(next_date.weekday(), "") if next_date else "",
+            row_count=len(rows),
+            total_rows=total,
+            page=page,
+            total_pages=total_pages,
+            pos_date=pos_date or "",
+            WEEKDAY_ZH=WEEKDAY_ZH,
+        )
+    )
+
+
+@router.get("/{contract}/analysis-prompt", response_class=PlainTextResponse)
+def contract_analysis_prompt(contract: str):
+    """返回合约的持仓分析 prompt 文本。"""
+    return build_prompt(contract.upper())

ft-app/app/routers/option_trades.py

@@ -0,0 +1,149 @@
+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 OptionTrade, Contract, Product
+
+router = APIRouter(prefix="/options", tags=["options"])
+
+OPTION_TYPES = [("C", "C 看涨"), ("P", "P 看跌")]
+OPTION_DIRECTIONS = [("buy", "买"), ("sell", "卖")]
+
+
+def get_product_contracts(db: Session) -> dict:
+    result: dict[str, list[str]] = {}
+    products = db.query(Product).order_by(Product.code).all()
+    for p in products:
+        codes = [c.code for c in p.contracts if c.is_active]
+        if codes:
+            result[p.code] = codes
+    return result
+
+
+def today_str() -> str:
+    return date.today().isoformat()
+
+
+@router.get("/", response_class=HTMLResponse)
+def option_page(request: Request, db: Session = Depends(get_db)):
+    view = request.query_params.get("view", "")
+    open_trades = (
+        db.query(OptionTrade).filter(OptionTrade.status == "open")
+        .order_by(OptionTrade.open_date.desc()).all()
+    )
+    closed_trades = (
+        db.query(OptionTrade).filter(OptionTrade.status == "closed")
+        .order_by(OptionTrade.close_date.desc()).limit(50).all()
+    )
+
+    template = request.app.state.templates.get_template("options.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="options",
+            product_contracts=get_product_contracts(db),
+            option_types=OPTION_TYPES,
+            option_directions=OPTION_DIRECTIONS,
+            open_trades=open_trades,
+            closed_trades=closed_trades,
+            today=today_str(),
+            weekdays=["周一","周二","周三","周四","周五","周六","周日"],
+        )
+    )
+
+
+@router.post("/open")
+def open_trade(
+    request: Request,
+    contract_code: str = Form(...),
+    option_type: str = Form(...),
+    direction: str = Form(...),
+    strike_price: float = Form(...),
+    open_date: str = Form(...),
+    open_price: float = Form(...),
+    open_fee: float = Form(0.0),
+    db: Session = Depends(get_db),
+):
+    code = contract_code.upper()
+    contract = db.query(Contract).filter(Contract.code == code).first()
+    product_code = contract.product.code if contract else code[:2]
+
+    t = OptionTrade(
+        product_code=product_code,
+        contract_code=code,
+        option_type=option_type,
+        direction=direction,
+        strike_price=strike_price,
+        open_date=date.fromisoformat(open_date),
+        open_price=open_price,
+        open_fee=open_fee,
+        status="open",
+    )
+    db.add(t)
+    db.commit()
+    return RedirectResponse("/options/", status_code=303)
+
+
+@router.post("/{trade_id}/close")
+def close_trade(
+    request: Request,
+    trade_id: int,
+    close_date: str = Form(...),
+    close_price: float = Form(...),
+    close_fee: float = Form(0.0),
+    db: Session = Depends(get_db),
+):
+    t = db.query(OptionTrade).filter(OptionTrade.id == trade_id).first()
+    if t and t.status == "open":
+        t.close_date = date.fromisoformat(close_date)
+        t.close_price = close_price
+        t.close_fee = close_fee
+        t.status = "closed"
+        db.commit()
+    return RedirectResponse("/options/", status_code=303)
+
+
+@router.post("/{trade_id}/edit")
+def edit_trade(
+    request: Request,
+    trade_id: int,
+    contract_code: str = Form(...),
+    option_type: str = Form(...),
+    direction: str = Form(...),
+    strike_price: float = Form(...),
+    open_date: str = Form(...),
+    open_price: float = Form(...),
+    open_fee: float = Form(0.0),
+    close_date: str = Form(""),
+    close_price: str = Form(""),
+    close_fee: str = Form(""),
+    db: Session = Depends(get_db),
+):
+    t = db.query(OptionTrade).filter(OptionTrade.id == trade_id).first()
+    if t:
+        code = contract_code.upper()
+        contract = db.query(Contract).filter(Contract.code == code).first()
+        t.product_code = contract.product.code if contract else code[:2]
+        t.contract_code = code
+        t.option_type = option_type
+        t.direction = direction
+        t.strike_price = strike_price
+        t.open_date = date.fromisoformat(open_date)
+        t.open_price = open_price
+        t.open_fee = open_fee
+        if close_date and close_price:
+            t.close_date = date.fromisoformat(close_date)
+            t.close_price = float(close_price)
+            t.close_fee = float(close_fee) if close_fee else 0.0
+        db.commit()
+    return RedirectResponse("/options/", status_code=303)
+
+
+@router.post("/{trade_id}/delete")
+def delete_trade(trade_id: int, db: Session = Depends(get_db)):
+    t = db.query(OptionTrade).filter(OptionTrade.id == trade_id).first()
+    if t:
+        db.delete(t)
+        db.commit()
+    return RedirectResponse("/options/", status_code=303)

ft-app/app/routers/positions.py

@@ -0,0 +1,175 @@
+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 Round, Position, Contract, Product
+
+router = APIRouter(prefix="/positions", tags=["positions"])
+
+
+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]
+
+
+def get_product_contracts(db: Session) -> dict:
+    result: dict[str, list[str]] = {}
+    products = db.query(Product).order_by(Product.code).all()
+    for p in products:
+        codes = [c.code for c in p.contracts if c.is_active]
+        if codes:
+            result[p.code] = codes
+    return result
+
+
+@router.get("/", response_class=HTMLResponse)
+def positions_page(request: Request, db: Session = Depends(get_db)):
+    active_rounds = (
+        db.query(Round)
+        .filter(Round.status == "active")
+        .order_by(Round.started_at.desc())
+        .all()
+    )
+
+    template = request.app.state.templates.get_template("positions.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="positions",
+            contracts=get_active_contracts(db),
+            product_contracts=get_product_contracts(db),
+            active_rounds=active_rounds,
+        )
+    )
+
+
+@router.post("/round")
+def create_round(
+    request: Request,
+    contract_code: str = Form(...),
+    daily_hands: int = Form(1),
+    db: Session = Depends(get_db),
+):
+    code = contract_code.upper()
+    existing = db.query(Round).filter(
+        Round.status == "active", Round.contract_code == code
+    ).first()
+    if existing:
+        return RedirectResponse(f"/positions/?error={code} 已有活跃轮次", status_code=303)
+
+    r = Round(
+        contract_code=code,
+        daily_hands=daily_hands,
+        status="active",
+        started_at=date.today(),
+    )
+    db.add(r)
+    db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{round_id}/add")
+def add_position(
+    request: Request,
+    round_id: int,
+    open_price: int = Form(...),
+    amp_threshold: int = Form(...),
+    lock_price: str = Form(""),
+    hands: int = Form(1),
+    db: Session = Depends(get_db),
+):
+    r = db.query(Round).filter(Round.id == round_id).first()
+    if not r or r.status != "active":
+        return RedirectResponse("/positions/?error=轮次不存在或已结束", status_code=303)
+
+    final_lock = int(lock_price) if lock_price else open_price + amp_threshold
+    p = Position(
+        round_id=r.id,
+        open_price=open_price,
+        amp_threshold=amp_threshold,
+        lock_price=final_lock,
+        hands=hands,
+        opened_at=date.today(),
+    )
+    db.add(p)
+    db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{position_id}/lock")
+def lock_position(
+    position_id: int,
+    lock_price: str = Form(""),
+    db: Session = Depends(get_db),
+):
+    p = db.query(Position).filter(Position.id == position_id).first()
+    if p and p.locked_count < p.hands:
+        if lock_price:
+            p.lock_price = int(lock_price)
+        p.locked_count += 1
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{position_id}/unlock")
+def unlock_position(position_id: int, db: Session = Depends(get_db)):
+    p = db.query(Position).filter(Position.id == position_id).first()
+    if p and p.locked_count > 0:
+        p.locked_count -= 1
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{position_id}/update-lock-price")
+def update_lock_price(
+    position_id: int,
+    lock_price: int = Form(...),
+    db: Session = Depends(get_db),
+):
+    p = db.query(Position).filter(Position.id == position_id).first()
+    if p and p.locked_count == 0:
+        p.lock_price = lock_price
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{round_id}/max-locks")
+def update_max_locks(
+    round_id: int,
+    max_locks: int = Form(...),
+    db: Session = Depends(get_db),
+):
+    r = db.query(Round).filter(Round.id == round_id).first()
+    if r and r.status == "active" and 1 <= max_locks <= 10:
+        r.max_locks = max_locks
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{round_id}/close")
+def close_round(
+    request: Request,
+    round_id: int,
+    result: str = Form(...),
+    db: Session = Depends(get_db),
+):
+    r = db.query(Round).filter(Round.id == round_id).first()
+    if r and r.status == "active":
+        r.status = result
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)
+
+
+@router.post("/{round_id}/delete")
+def delete_round(round_id: int, db: Session = Depends(get_db)):
+    r = db.query(Round).filter(Round.id == round_id).first()
+    if r:
+        db.delete(r)
+        db.commit()
+    return RedirectResponse("/positions/", status_code=303)

ft-app/app/routers/trades.py

@@ -0,0 +1,150 @@
+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 Trade, Contract, Product
+
+router = APIRouter(prefix="/trades", tags=["trades"])
+
+DIRECTIONS = [("short", "空"), ("long", "多")]
+
+
+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]
+
+
+def get_product_contracts(db: Session) -> dict:
+    """Return {product_code: [contract_codes]} for active contracts."""
+    result: dict[str, list[str]] = {}
+    products = db.query(Product).order_by(Product.code).all()
+    for p in products:
+        codes = [c.code for c in p.contracts if c.is_active]
+        if codes:
+            result[p.code] = codes
+    return result
+
+
+def today_str() -> str:
+    return date.today().isoformat()
+
+
+@router.get("/", response_class=HTMLResponse)
+def trades_page(request: Request, db: Session = Depends(get_db)):
+    open_trades = (
+        db.query(Trade).filter(Trade.status == "open")
+        .order_by(Trade.open_date.desc()).all()
+    )
+    closed_trades = (
+        db.query(Trade).filter(Trade.status == "closed")
+        .order_by(Trade.close_date.desc()).limit(50).all()
+    )
+
+    template = request.app.state.templates.get_template("trades.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="trades",
+            contracts=get_active_contracts(db),
+            product_contracts=get_product_contracts(db),
+            directions=DIRECTIONS,
+            open_trades=open_trades,
+            closed_trades=closed_trades,
+            today=today_str(),
+            weekdays=["周一","周二","周三","周四","周五","周六","周日"],
+        )
+    )
+
+
+@router.post("/open")
+def open_trade(
+    request: Request,
+    contract_code: str = Form(...),
+    direction: str = Form(...),
+    open_date: str = Form(...),
+    open_price: float = Form(...),
+    open_fee: float = Form(0.0),
+    db: Session = Depends(get_db),
+):
+    code = contract_code.upper()
+    contract = db.query(Contract).filter(Contract.code == code).first()
+    product_code = contract.product.code if contract else code[:2]
+
+    t = Trade(
+        product_code=product_code,
+        contract_code=code,
+        direction=direction,
+        open_date=date.fromisoformat(open_date),
+        open_price=open_price,
+        open_fee=open_fee,
+        status="open",
+    )
+    db.add(t)
+    db.commit()
+    return RedirectResponse("/trades/", status_code=303)
+
+
+@router.post("/{trade_id}/close")
+def close_trade(
+    request: Request,
+    trade_id: int,
+    close_date: str = Form(...),
+    close_price: float = Form(...),
+    close_fee: float = Form(0.0),
+    db: Session = Depends(get_db),
+):
+    t = db.query(Trade).filter(Trade.id == trade_id).first()
+    if t and t.status == "open":
+        t.close_date = date.fromisoformat(close_date)
+        t.close_price = close_price
+        t.close_fee = close_fee
+        t.status = "closed"
+        db.commit()
+    return RedirectResponse("/trades/", status_code=303)
+
+
+@router.post("/{trade_id}/edit")
+def edit_trade(
+    request: Request,
+    trade_id: int,
+    contract_code: str = Form(...),
+    direction: str = Form(...),
+    open_date: str = Form(...),
+    open_price: float = Form(...),
+    open_fee: float = Form(0.0),
+    close_date: str = Form(""),
+    close_price: str = Form(""),
+    close_fee: str = Form(""),
+    db: Session = Depends(get_db),
+):
+    t = db.query(Trade).filter(Trade.id == trade_id).first()
+    if t:
+        code = contract_code.upper()
+        contract = db.query(Contract).filter(Contract.code == code).first()
+        t.product_code = contract.product.code if contract else code[:2]
+        t.contract_code = code
+        t.direction = direction
+        t.open_date = date.fromisoformat(open_date)
+        t.open_price = open_price
+        t.open_fee = open_fee
+        if close_date and close_price:
+            t.close_date = date.fromisoformat(close_date)
+            t.close_price = float(close_price)
+            t.close_fee = float(close_fee) if close_fee else 0.0
+        db.commit()
+    return RedirectResponse("/trades/", status_code=303)
+
+
+@router.post("/{trade_id}/delete")
+def delete_trade(trade_id: int, db: Session = Depends(get_db)):
+    t = db.query(Trade).filter(Trade.id == trade_id).first()
+    if t:
+        db.delete(t)
+        db.commit()
+    return RedirectResponse("/trades/", status_code=303)

ft-app/app/seed.py

@@ -0,0 +1,117 @@
+"""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, Product, Contract, User
+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},
+]
+
+def _migrate(engine):
+    """Add missing columns to existing tables (SQLite doesn't auto-migrate)."""
+    import sqlite3
+    conn = engine.raw_connection()
+    try:
+        cur = conn.cursor()
+        cur.execute("PRAGMA table_info(rounds)")
+        cols = {row[1] for row in cur.fetchall()}
+        if "max_locks" not in cols:
+            cur.execute("ALTER TABLE rounds ADD COLUMN max_locks INTEGER DEFAULT 3")
+        conn.commit()
+    finally:
+        conn.close()
+
+
+def seed():
+    Base.metadata.create_all(bind=engine)
+    _migrate(engine)
+    db = SessionLocal()
+
+    try:
+        # --- Seed default user ---
+        if not db.query(User).first():
+            admin = User(
+                username="admin",
+                password_hash=User.hash_password("admin123"),
+                role="admin",
+            )
+            db.add(admin)
+            db.flush()
+
+        # --- 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]])
+
+        db.commit()
+        print(f"Seeded {len(bars_to_insert)} bars")
+
+    finally:
+        db.close()
+
+
+if __name__ == "__main__":
+    seed()

ft-app/app/templates/admin.html

@@ -0,0 +1,348 @@
+{% 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 %}
+
+<style>
+  .tabs { display: flex; gap: 0; margin-bottom: 24px; border-bottom: 2px solid var(--border); }
+  .tab-btn {
+    padding: 10px 20px; border: none; background: none;
+    font-size: 0.88rem; font-weight: 500; color: var(--sub);
+    cursor: pointer; text-decoration: none; border-bottom: 2px solid transparent;
+    margin-bottom: -2px; transition: color .12s, border-color .12s;
+  }
+  .tab-btn:hover { color: var(--fg); }
+  .tab-btn.active { color: var(--accent); border-bottom-color: var(--accent); font-weight: 600; }
+  .tab-panel { display: none; }
+  .tab-panel.active { display: block; }
+</style>
+
+{% set tab = request.query_params.get('tab', 'sync') %}
+
+<div class="tabs">
+  <button class="tab-btn{% if tab == 'sync' %} active{% endif %}" onclick="switchTab('sync')">📡 数据同步</button>
+  <button class="tab-btn{% if tab == 'product' %} active{% endif %}" onclick="switchTab('product')">🏷️ 品种管理</button>
+  <button class="tab-btn{% if tab == 'contract' %} active{% endif %}" onclick="switchTab('contract')">📋 合约管理</button>
+</div>
+
+{# ═══════════════════ Tab: 数据同步 ═══════════════════ #}
+<div class="tab-panel{% if tab == 'sync' %} active{% endif %}" id="tab-sync">
+  <div style="display:flex;align-items:center;gap:12px;margin-bottom:14px;">
+    <span style="font-size:0.78rem;color:var(--sub);">共 {{ total_contracts }} 个合约</span>
+  </div>
+
+  <div id="sync-progress" style="display:none;margin-bottom:18px;padding:12px 16px;background:var(--surface);border:1px solid var(--border);border-radius:8px;">
+    <div style="display:flex;align-items:center;gap:10px;margin-bottom:6px;">
+      <span id="sync-progress-label" style="font-size:0.82rem;color:var(--fg);">正在同步...</span>
+      <span id="sync-progress-pct" style="font-size:0.8rem;color:var(--sub);margin-left:auto;"></span>
+    </div>
+    <div style="width:100%;height:5px;background:var(--border);border-radius:3px;overflow:hidden;">
+      <div id="sync-progress-bar" style="width:0%;height:100%;background:var(--accent);border-radius:3px;transition:width .3s;"></div>
+    </div>
+  </div>
+
+  {% if products %}
+  {% for p in products %}
+  <div style="margin-bottom:16px;border:1px solid var(--border);border-radius:10px;overflow:hidden;">
+    <div class="product-header"
+         style="display:flex;align-items:center;gap:12px;padding:12px 18px;background:var(--th-bg);cursor:pointer;user-select:none;"
+         onclick="toggleProduct(this)">
+      <span class="collapse-arrow" style="font-size:0.75rem;transition:transform .2s;display:inline-block;transform:rotate(-90deg);">▼</span>
+      <strong style="font-size:0.92rem;">{{ p.code }} · {{ p.name }}</strong>
+      <span style="font-size:0.78rem;color:var(--sub);">{{ p.exchange }}</span>
+      <span style="font-size:0.78rem;color:var(--sub);margin-left:8px;">{{ p.contracts|length }} 合约</span>
+      <form method="post" action="/admin/sync/product/{{ p.id }}" style="display:inline;margin-left:auto;" onclick="event.stopPropagation()">
+        <button type="submit" class="btn" style="font-size:0.78rem;padding:4px 14px;background:var(--accent);color:#fff;border-radius:5px;">同步行情</button>
+      </form>
+    </div>
+    <div class="product-body" style="display:none;">
+      <table style="font-size:0.84rem;">
+        <tr><th style="text-align:left;padding:8px 14px;">合约</th><th style="text-align:center;padding:8px 14px;">行情</th><th style="text-align:center;padding:8px 14px;">持仓</th><th style="text-align:center;padding:8px 14px;">状态</th><th style="text-align:center;padding:8px 14px;">操作</th></tr>
+        {% for c in p.contracts %}
+        <tr>
+          <td style="text-align:left;padding:6px 14px;"><strong>{{ c.code }}</strong></td>
+          <td style="text-align:center;padding:6px 14px;">{{ c.bar_count }}</td>
+          <td style="text-align:center;padding:6px 14px;">{{ c.pos_days }}</td>
+          <td style="text-align:center;padding:6px 14px;">
+            {% if c.is_active %}<span class="badge badge-up">启用</span>{% else %}<span class="badge badge-down">停用</span>{% endif %}
+          </td>
+          <td style="text-align:center;padding:6px 14px;">
+            <a href="/contracts/{{ c.code }}" style="color:var(--accent);text-decoration:none;font-size:0.82rem;">查看</a>
+            <button style="background:none;border:none;color:var(--accent);cursor:pointer;font-size:0.82rem;margin-left:12px;" onclick="syncBars('{{ c.code }}')">↻ 行情</button>
+            <button style="background:none;border:none;color:var(--success);cursor:pointer;font-size:0.82rem;margin-left:10px;" onclick="syncPositions('{{ c.code }}')">↻ 持仓</button>
+          </td>
+        </tr>
+        {% endfor %}
+      </table>
+    </div>
+  </div>
+  {% endfor %}
+  {% else %}
+  <div style="text-align:center;padding:40px;color:var(--sub);">暂无品种，请先在「品种管理」中新建。</div>
+  {% endif %}
+</div>
+
+{# ═══════════════════ Tab: 品种管理 ═══════════════════ #}
+<div class="tab-panel{% if tab == 'product' %} active{% endif %}" id="tab-product">
+  <div class="form-card" style="margin-bottom:24px;">
+    <div class="section-title">新建品种</div>
+    <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>
+
+  {% if products %}
+  <div class="table-wrap">
+  <table>
+    <tr><th>代码</th><th>名称</th><th>交易所</th><th>合约数</th><th>操作</th></tr>
+    {% for p in products %}
+    <tr>
+      <td><strong>{{ p.code }}</strong></td>
+      <td>{{ p.name }}</td>
+      <td>{{ p.exchange }}</td>
+      <td>{{ p.contracts|length }}</td>
+      <td>
+        <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="display:inline;">
+          <button style="background:none;border:none;color:var(--danger);cursor:pointer;font-size:0.82rem;">删除</button>
+        </form>
+      </td>
+    </tr>
+    {% endfor %}
+  </table>
+  </div>
+  {% else %}
+  <div style="text-align:center;padding:40px;color:var(--sub);">暂无品种，请先新建。</div>
+  {% endif %}
+</div>
+
+{# ═══════════════════ Tab: 合约管理 ═══════════════════ #}
+<div class="tab-panel{% if tab == 'contract' %} active{% endif %}" id="tab-contract">
+  {% if products %}
+  {# ── Add contract form ── #}
+  <div class="form-card" style="margin-bottom:24px;">
+    <div class="section-title">添加合约</div>
+    <form method="post" action="/admin/contract" style="display:flex;gap:12px;align-items:flex-end;flex-wrap:wrap;">
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:140px;">
+        <label>品种</label>
+        <select name="product_id" required>
+          <option value="">-- 选择品种 --</option>
+          {% for p in products %}
+          <option value="{{ p.id }}">{{ p.code }} · {{ p.name }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:140px;">
+        <label>月份 <span style="font-weight:400;color:var(--sub);font-size:0.75rem;">如 2609</span></label>
+        <input type="text" name="month" required placeholder="2609" maxlength="4" style="text-transform:uppercase;">
+      </div>
+      <button type="submit" class="btn btn-primary">添加</button>
+    </form>
+  </div>
+
+  {# ── Product tabs for contract list ── #}
+  {% set ctab = request.query_params.get('ctab', products[0].code if products else '') %}
+  <div class="tabs" style="margin-top:24px;">
+    {% for p in products %}
+    <a href="/admin/?tab=contract&ctab={{ p.code }}" class="tab-btn{% if ctab == p.code %} active{% endif %}">{{ p.code }} · {{ p.name }}</a>
+    {% endfor %}
+  </div>
+
+  {% for p in products %}
+  {% if p.code == ctab and p.contracts %}
+  <div class="table-wrap" style="margin-bottom:20px;">
+  <table>
+    <tr><th>合约代码</th><th>月份</th><th>状态</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>
+        <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 }}？')">
+          <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 %}
+  {% endfor %}
+  {% else %}
+  <div style="text-align:center;padding:40px;color:var(--sub);">暂无品种，请先在「品种管理」中新建。</div>
+  {% endif %}
+</div>
+
+<script>
+function escapeHtml(s) {
+  var d = document.createElement('div');
+  d.appendChild(document.createTextNode(s));
+  return d.innerHTML;
+}
+
+var syncTimer = null;
+var progressShownAt = 0;
+
+function showProgress() {
+  progressShownAt = Date.now();
+  document.getElementById('sync-progress').style.display = 'block';
+  document.getElementById('sync-progress-bar').style.width = '0%';
+  document.getElementById('sync-progress-pct').textContent = '';
+  document.getElementById('sync-progress-label').textContent = '正在同步...';
+}
+
+function hideProgress() {
+  clearInterval(syncTimer);
+  syncTimer = null;
+  document.getElementById('sync-progress').style.display = 'none';
+}
+
+function pollProgress() {
+  fetch('/admin/sync-status')
+    .then(function(r) { return r.json(); })
+    .then(function(data) {
+      var pct = data.total > 0 ? Math.round(data.done / data.total * 100) : 0;
+      document.getElementById('sync-progress-bar').style.width = pct + '%';
+      document.getElementById('sync-progress-pct').textContent = pct + '%';
+      document.getElementById('sync-progress-label').textContent = data.label;
+
+      if (data.error) {
+        clearInterval(syncTimer);
+        syncTimer = null;
+        document.getElementById('sync-progress-bar').style.background = 'var(--danger)';
+        document.getElementById('sync-progress-label').innerHTML =
+          '<span style="color:var(--danger-fg);">✕ ' + escapeHtml(data.label) + '</span>' +
+          '<span style="display:block;font-size:0.78rem;color:var(--danger-fg);margin-top:4px;">' + escapeHtml(data.error) + '</span>';
+        document.getElementById('sync-progress-pct').textContent = '';
+        document.getElementById('sync-progress').insertAdjacentHTML('beforeend',
+          '<button onclick="hideProgress()" style="display:block;margin-top:10px;padding:4px 14px;border:1px solid var(--border);border-radius:5px;background:var(--surface);color:var(--fg);cursor:pointer;font-size:0.8rem;">关闭</button>');
+        return;
+      }
+
+      if (data.finished) {
+        var elapsed = Date.now() - progressShownAt;
+        var delay = elapsed < 1000 ? 1000 - elapsed : 0;
+        setTimeout(function() {
+          clearInterval(syncTimer);
+          syncTimer = null;
+          document.getElementById('sync-progress-bar').style.width = '100%';
+          if (data.result > 0) {
+            document.getElementById('sync-progress-label').textContent = data.label + ' ✓ · +' + data.result;
+          } else if (data.total > 0) {
+            document.getElementById('sync-progress-label').textContent = data.label + ' ⚠ 无新数据，历史日期无可用持仓';
+          } else {
+            document.getElementById('sync-progress-label').textContent = data.label + ' ✓ 已是最新';
+          }
+          document.getElementById('sync-progress-pct').textContent = '';
+          document.getElementById('sync-progress').insertAdjacentHTML('beforeend',
+            '<button onclick="hideProgress()" style="display:block;margin-top:10px;padding:4px 14px;border:1px solid var(--border);border-radius:5px;background:var(--surface);color:var(--fg);cursor:pointer;font-size:0.8rem;">关闭</button>');
+          if (data.result > 0) {
+            var expanded = [];
+            document.querySelectorAll('.product-body').forEach(function(b, i) {
+              if (b.style.display === 'block') expanded.push(i);
+            });
+            try { sessionStorage.setItem('ft-expanded', JSON.stringify(expanded)); } catch(e) {}
+            setTimeout(function() { location.reload(); }, 1200);
+          }
+        }, delay);
+      }
+    });
+}
+
+function startSync(url) {
+  if (syncTimer) { clearInterval(syncTimer); syncTimer = null; }
+  showProgress();
+  fetch(url, { method: 'POST' })
+    .then(function(r) { return r.json(); })
+    .then(function(data) {
+      if (!data.ok) {
+        // Another sync is already running — just show its progress
+        syncTimer = setInterval(pollProgress, 500);
+        pollProgress();
+        return;
+      }
+      syncTimer = setInterval(pollProgress, 500);
+    });
+}
+
+function syncBars(code) { startSync('/admin/sync/' + code + '/bg'); }
+function syncPositions(code) { startSync('/admin/sync-positions/' + code + '/bg'); }
+
+function switchTab(name) {
+  document.querySelectorAll('.tab-btn').forEach(function(b) { b.classList.remove('active'); });
+  document.querySelectorAll('.tab-panel').forEach(function(p) { p.classList.remove('active'); });
+  document.querySelector('.tab-btn[onclick="switchTab(\'' + name + '\')"]').classList.add('active');
+  document.getElementById('tab-' + name).classList.add('active');
+  var url = new URL(window.location);
+  url.searchParams.set('tab', name);
+  history.replaceState(null, '', url);
+}
+
+function toggleProduct(header) {
+  var body = header.nextElementSibling;
+  var arrow = header.querySelector('.collapse-arrow');
+  if (body.style.display === 'none') {
+    body.style.display = 'block';
+    arrow.style.transform = 'rotate(0deg)';
+  } else {
+    body.style.display = 'none';
+    arrow.style.transform = 'rotate(-90deg)';
+  }
+}
+
+// Restore expanded accordion state after reload
+(function() {
+  try {
+    var expanded = JSON.parse(sessionStorage.getItem('ft-expanded') || '[]');
+    var bodies = document.querySelectorAll('.product-body');
+    expanded.forEach(function(i) {
+      if (bodies[i]) {
+        bodies[i].style.display = 'block';
+        var arrow = bodies[i].previousElementSibling.querySelector('.collapse-arrow');
+        if (arrow) arrow.style.transform = 'rotate(0deg)';
+      }
+    });
+    sessionStorage.removeItem('ft-expanded');
+  } catch(e) {}
+})();
+
+// Auto-show progress bar if a sync is already running
+(function() {
+  fetch('/admin/sync-status')
+    .then(function(r) { return r.json(); })
+    .then(function(data) {
+      if (data.running) {
+        showProgress();
+        syncTimer = setInterval(pollProgress, 500);
+        pollProgress();
+      }
+    });
+})();
+
+</script>
+{% endblock %}

ft-app/app/templates/base.html

@@ -0,0 +1,284 @@
+<!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; }
+  .nav-group .nav-arrow { font-size: 0.65rem; margin-left: auto; transition: transform .2s; color: var(--sub); }
+  .nav-group.open .nav-arrow { transform: rotate(-180deg); }
+  .nav-group .nav-children { display: none; }
+  .nav-group.open .nav-children { display: block; }
+  .nav-children a { padding-left: 48px !important; font-size: 0.84rem !important; }
+  .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(--danger-bg); color: var(--danger-fg); }
+  .badge-down { background: var(--success-bg); color: var(--success-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; }
+
+  input[type="date"]::-webkit-calendar-picker-indicator {
+    background-image: url("data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' width='16' height='16' viewBox='0 0 24 24' fill='none' stroke='%23475669' stroke-width='2' stroke-linecap='round' stroke-linejoin='round'%3E%3Crect x='3' y='4' width='18' height='18' rx='2' ry='2'/%3E%3Cline x1='16' y1='2' x2='16' y2='6'/%3E%3Cline x1='8' y1='2' x2='8' y2='6'/%3E%3Cline x1='3' y1='10' x2='21' y2='10'/%3E%3C/svg%3E");
+    cursor: pointer;
+  }
+  [data-theme="dark"] input[type="date"]::-webkit-calendar-picker-indicator {
+    background-image: url("data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' width='16' height='16' viewBox='0 0 24 24' fill='none' stroke='%2394a3b8' stroke-width='2' stroke-linecap='round' stroke-linejoin='round'%3E%3Crect x='3' y='4' width='18' height='18' rx='2' ry='2'/%3E%3Cline x1='16' y1='2' x2='16' y2='6'/%3E%3Cline x1='8' y1='2' x2='8' y2='6'/%3E%3Cline x1='3' y1='10' x2='21' y2='10'/%3E%3C/svg%3E");
+    filter: none;
+  }
+  [data-theme="dark"] input[type="date"] {
+    color-scheme: dark;
+  }
+
+</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="/positions/" class="{% if active_nav == 'positions' %}active{% endif %}">
+      <span class="icon">📐</span> 对冲管理
+    </a>
+    <a href="/trades/" class="{% if active_nav == 'trades' %}active{% endif %}">
+      <span class="icon">📝</span> 交易记录
+    </a>
+    <a href="/options/" class="{% if active_nav == 'options' %}active{% endif %}">
+      <span class="icon">📊</span> 期权交易
+    </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">
+    <div style="font-size:0.78rem;color:var(--sub);margin-bottom:8px;">
+      👤 {{ request.state.user.username if request.state.user else '—' }}
+    </div>
+    <a href="/auth/logout" style="font-size:0.78rem;color:var(--sub);text-decoration:none;">退出登录</a>
+    <button class="theme-btn" style="margin-top:8px;" 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');
+    document.documentElement.style.colorScheme = 'dark';
+    themeBtn.textContent = '☀️ 亮色模式';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    document.documentElement.style.colorScheme = 'light';
+    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 toggleNavGroup(e, id) {
+  e.preventDefault();
+  document.getElementById(id).classList.toggle('open');
+}
+(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 +1,239 @@
+{% 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 %}
+
+<div class="section-title">日线数据</div>
+<div style="display:flex;align-items:center;justify-content:space-between;margin-bottom:10px;">
+  <p style="font-size:0.78rem;color:var(--sub);margin:0;">
+    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>
+  <span style="font-size:0.78rem;color:var(--sub);">共 {{ total_rows }} 条</span>
+</div>
+
+{% if page == 1 and next_date %}
+<div style="background:var(--accent-light);border:1px solid var(--accent);border-radius:8px;padding:12px 18px;margin-bottom:14px;display:flex;align-items:center;gap:16px;">
+  <span style="font-size:0.78rem;color:var(--sub);">📅 次日预测</span>
+  <span style="font-weight:600;">{{ next_date }} {{ next_weekday }}</span>
+  <span style="color:var(--sub);">预计振幅</span>
+  <span class="amp-cell" style="color:var(--accent);font-weight:700;font-size:1.1rem;cursor:pointer;" data-next="1">{{ next_amp }}</span>
+</div>
+{% endif %}
+
+<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="{{ row.global_idx }}" 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>
+
+{% if total_pages > 1 %}
+<div style="display:flex;align-items:center;justify-content:center;gap:6px;margin-bottom:24px;">
+  {% if page > 1 %}
+  <a class="btn" href="?page={{ page - 1 }}{% if pos_date %}&pos_date={{ pos_date }}{% endif %}" style="font-size:0.82rem;padding:5px 14px;background:var(--surface);color:var(--fg);border:1px solid var(--border);border-radius:5px;text-decoration:none;">← 上一页</a>
+  {% endif %}
+
+  {% for p in range(1, total_pages + 1) %}
+    {% if p == page %}
+    <span style="font-size:0.82rem;padding:5px 12px;background:var(--accent);color:#fff;border-radius:5px;font-weight:600;">{{ p }}</span>
+    {% elif p <= 3 or p > total_pages - 3 or (p >= page - 1 and p <= page + 1) %}
+    <a class="btn" href="?page={{ p }}{% if pos_date %}&pos_date={{ pos_date }}{% endif %}" style="font-size:0.82rem;padding:5px 12px;background:var(--surface);color:var(--fg);border:1px solid var(--border);border-radius:5px;text-decoration:none;">{{ p }}</a>
+    {% elif p == 4 or p == total_pages - 3 %}
+    <span style="color:var(--sub);padding:5px 4px;">…</span>
+    {% endif %}
+  {% endfor %}
+
+  {% if page < total_pages %}
+  <a class="btn" href="?page={{ page + 1 }}{% if pos_date %}&pos_date={{ pos_date }}{% endif %}" style="font-size:0.82rem;padding:5px 14px;background:var(--surface);color:var(--fg);border:1px solid var(--border);border-radius:5px;text-decoration:none;">下一页 →</a>
+  {% endif %}
+</div>
+{% endif %}
+
+{% if pos_dates %}
+<div class="section-title" style="margin-top:28px;display:flex;align-items:center;gap:12px;">
+  <span>持仓排名 · 前20</span>
+  <input type="date" id="pos-date-select" value="{{ selected_pos_date }}" min="{{ pos_dates[-1] }}" max="{{ pos_dates[0] }}" onchange="changePosDate(this.value)" style="font-size:0.82rem;padding:4px 10px;border:1px solid var(--border);border-radius:5px;background:var(--surface);color:var(--fg);cursor:pointer;">
+  <button onclick="openAnalysisDrawer()" style="margin-left:auto;padding:6px 16px;border:1px solid var(--accent);border-radius:5px;background:var(--accent-light);color:var(--accent);cursor:pointer;font-size:0.82rem;font-weight:600;white-space:nowrap;">AI 分析</button>
+</div>
+
+<div style="display:grid;grid-template-columns:repeat(3,1fr);gap:16px;margin-bottom:24px;">
+
+  {% set types = [('volume', '成交量'), ('long', '多单持仓'), ('short', '空单持仓')] %}
+  {% for dtype, dlabel in types %}
+  <div class="table-wrap" style="margin-bottom:0;">
+  <table style="font-size:0.82rem;">
+    <tr><th colspan="4" style="font-size:0.8rem;color:var(--accent);">{{ dlabel }}</th></tr>
+    <tr><th>#</th><th>会员</th><th>持仓</th><th>增减</th></tr>
+    {% for row in pos_data[dtype] %}
+    <tr>
+      <td style="color:var(--sub);">{{ row.rank }}</td>
+      <td style="text-align:left;">{{ row.institution }}</td>
+      <td>{{ row.value }}</td>
+      <td style="color:{% if row.change > 0 %}var(--danger-fg){% elif row.change < 0 %}var(--success-fg){% else %}var(--sub){% endif %};">
+        {% if row.change > 0 %}+{% endif %}{{ row.change }}
+      </td>
+    </tr>
+    {% endfor %}
+    {% if dtype != 'volume' %}
+    <tr style="background:var(--th-bg);font-weight:600;">
+      <td></td><td style="text-align:right;">增减合计</td>
+      <td></td>
+      <td style="color:{% if pos_totals[dtype] > 0 %}var(--danger-fg){% elif pos_totals[dtype] < 0 %}var(--success-fg){% else %}var(--sub){% endif %};">
+        {% if pos_totals[dtype] > 0 %}+{% endif %}{{ pos_totals[dtype] }}
+      </td>
+    </tr>
+    {% endif %}
+  </table>
+  </div>
+  {% endfor %}
+
+</div>
+{% endif %}
+
+<div id="analysisOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:99;" onclick="closeAnalysisDrawer()"></div>
+<div id="analysisDrawer" style="display:none;position:fixed;top:0;right:0;width:700px;max-width:95vw;height:100%;background:var(--surface);border-left:1px solid var(--border);z-index:100;box-shadow:-4px 0 24px rgba(0,0,0,.12);transform:translateX(100%);transition:transform .25s ease;display:flex;flex-direction:column;">
+  <div style="display:flex;align-items:center;justify-content:space-between;padding:16px 20px;border-bottom:1px solid var(--border);">
+    <h3 style="margin:0;font-size:1rem;">持仓分析 {{ contract }}</h3>
+    <div style="display:flex;gap:8px;">
+      <button onclick="copyPrompt()" style="padding:4px 12px;border:1px solid var(--border);border-radius:4px;background:var(--surface);color:var(--fg);cursor:pointer;font-size:0.78rem;">复制</button>
+      <button onclick="closeAnalysisDrawer()" style="background:none;border:none;font-size:1.3rem;cursor:pointer;color:var(--sub);line-height:1;">&times;</button>
+    </div>
+  </div>
+  <pre id="analysisContent" style="flex:1;margin:0;padding:16px 20px;overflow-y:auto;font-size:0.78rem;line-height:1.6;white-space:pre-wrap;word-break:break-all;color:var(--fg);background:var(--bg);">加载中...</pre>
+</div>
+
+<script>
+function changePosDate(d) {
+  var url = new URL(window.location);
+  url.searchParams.set('pos_date', d);
+  window.location = url;
+}
+
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    // Next-day prediction row
+    if (cell.dataset.next) {
+      var dataRows = document.querySelectorAll('#bars-table tr[data-index]');
+      if (dataRows.length < 5) return;
+      var rows = Array.from(dataRows).slice(0, 5);
+      showDrawer(cell, '{{ contract }}', rows, true);
+      return;
+    }
+
+    // Collect 5 older rows via DOM navigation (next siblings in the table)
+    var row = cell.parentElement.parentElement;
+    var olderRows = [];
+    var cursor = row;
+    for (var j = 0; j < 5; j++) {
+      cursor = cursor.nextElementSibling;
+      if (!cursor || !cursor.dataset.index) return;
+      olderRows.push(cursor);
+    }
+    showDrawer(cell, '{{ contract }}', olderRows, false);
+  });
+});
+
+function showDrawer(cell, product, calcRows, isNext) {
+  document.getElementById('drawer-title').textContent = product;
+  var label = isNext ? '次日预测' : '目标';
+  document.getElementById('drawer-date').textContent = label + '  振幅 ' + cell.textContent.trim();
+
+  var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+  var sum = 0;
+  calcRows.forEach(function(r) {
+    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 (!isNext) {
+    var row = cell.parentElement.parentElement;
+    if (activeRow) activeRow.classList.remove('active');
+    row.classList.add('active');
+    activeRow = row;
+  }
+}
+
+var promptText = '';
+function openAnalysisDrawer() {
+  var overlay = document.getElementById('analysisOverlay');
+  var drawer = document.getElementById('analysisDrawer');
+  drawer.style.display = 'flex';
+  overlay.style.display = 'block';
+  requestAnimationFrame(function() {
+    drawer.style.transform = 'translateX(0)';
+  });
+  var content = document.getElementById('analysisContent');
+  if (promptText) {
+    content.textContent = promptText;
+    return;
+  }
+  content.textContent = '加载中...';
+  fetch('/contracts/{{ contract }}/analysis-prompt')
+    .then(function(r) { return r.text(); })
+    .then(function(t) {
+      promptText = t;
+      content.textContent = t;
+    })
+    .catch(function() { content.textContent = '加载失败'; });
+}
+function closeAnalysisDrawer() {
+  document.getElementById('analysisOverlay').style.display = 'none';
+  document.getElementById('analysisDrawer').style.transform = 'translateX(100%)';
+}
+function copyPrompt() {
+  navigator.clipboard.writeText(promptText).then(function() {
+    showToast('已复制到剪贴板');
+  });
+}
+function showToast(msg) {
+  var m = document.getElementById('toastMask');
+  if (!m) {
+    m = document.createElement('div');
+    m.id = 'toastMask';
+    m.style.cssText = 'position:fixed;inset:0;background:rgba(0,0,0,.3);z-index:999;display:flex;align-items:center;justify-content:center;transition:opacity .25s;opacity:0;';
+    m.onclick = function() { hideToast(); };
+    var b = document.createElement('div');
+    b.id = 'toastBox';
+    b.style.cssText = 'background:var(--surface);border:1px solid var(--border);border-radius:12px;padding:32px 40px;text-align:center;box-shadow:0 8px 32px rgba(0,0,0,.18);';
+    m.appendChild(b);
+    document.body.appendChild(m);
+  }
+  var box = document.getElementById('toastBox');
+  box.innerHTML = '<div style="font-size:2rem;margin-bottom:12px;">&#9989;</div><p style="font-size:1rem;font-weight:600;color:var(--fg);">' + msg + '</p>';
+  m.style.display = 'flex';
+  requestAnimationFrame(function() { m.style.opacity = '1'; });
+  clearTimeout(m._tid);
+  m._tid = setTimeout(hideToast, 1800);
+}
+function hideToast() {
+  var m = document.getElementById('toastMask');
+  if (!m) return;
+  m.style.opacity = '0';
+  setTimeout(function() { m.style.display = 'none'; }, 250);
+}
+</script>
+{% endblock %}

ft-app/app/templates/index.html

@@ -0,0 +1,69 @@
+{% 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 %}
+
+{% set active_product = request.query_params.get('product', product_groups[0].code if product_groups else '') %}
+
+<style>
+  .tabs { display: flex; gap: 0; margin-bottom: 24px; border-bottom: 2px solid var(--border); }
+  .tab-btn {
+    padding: 10px 20px; border: none; background: none;
+    font-size: 0.88rem; font-weight: 500; color: var(--sub);
+    cursor: pointer; text-decoration: none; border-bottom: 2px solid transparent;
+    margin-bottom: -2px; transition: color .12s, border-color .12s;
+  }
+  .tab-btn:hover { color: var(--fg); }
+  .tab-btn.active { color: var(--accent); border-bottom-color: var(--accent); font-weight: 600; }
+</style>
+
+<div class="tabs">
+  {% for pg in product_groups %}
+  <a href="/contracts/?product={{ pg.code }}" class="tab-btn{% if active_product == pg.code %} active{% endif %}">
+    {{ pg.code }} · {{ pg.name }}
+  </a>
+  {% endfor %}
+</div>
+
+{% for pg in product_groups %}
+{% if pg.code == active_product %}
+<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>次日振幅</th><th>操作</th></tr>
+  {% for c in pg.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>
+    <td>
+      {% if c in contract_next_amp %}
+      <span class="badge badge-warn">{{ contract_next_amp[c] }}</span>
+      {% else %}
+      <span class="na">—</span>
+      {% endif %}
+    </td>
+    {% else %}
+    <td colspan="7" 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>
+{% endif %}
+{% endfor %}
+
+{% endblock %}

ft-app/app/templates/login.html

@@ -0,0 +1,104 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>登录 · 期货量化</title>
+<style>
+  :root {
+    --bg: #f8fafc; --surface: #fff; --fg: #1e293b; --sub: #64748b;
+    --border: #e2e8f0; --accent: #3b82f6; --danger: #ef4444;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --surface: #1e293b; --fg: #e2e8f0; --sub: #94a3b8;
+    --border: #334155; --accent: #60a5fa; --danger: #f87171;
+  }
+  * { box-sizing: border-box; margin: 0; padding: 0; }
+  body {
+    font-family: -apple-system, 'Segoe UI', system-ui, sans-serif;
+    background: var(--bg); color: var(--fg);
+    display: flex; align-items: center; justify-content: center;
+    min-height: 100vh;
+  }
+  .login-box {
+    background: var(--surface); border: 1px solid var(--border);
+    border-radius: 12px; padding: 40px; width: 360px; max-width: 90vw;
+  }
+  .login-box h1 { font-size: 1.3rem; text-align: center; margin-bottom: 8px; }
+  .login-box .sub { color: var(--sub); font-size: 0.85rem; text-align: center; margin-bottom: 28px; }
+  .form-group { margin-bottom: 16px; }
+  .form-group label { display: block; font-size: 0.8rem; font-weight: 600; color: var(--sub); margin-bottom: 5px; }
+  .form-group input {
+    width: 100%; padding: 10px 12px; border: 1px solid var(--border);
+    border-radius: 6px; font-size: 0.9rem; background: var(--bg); color: var(--fg);
+  }
+  .form-group input:focus { outline: none; border-color: var(--accent); }
+  .btn {
+    width: 100%; padding: 10px; border: none; border-radius: 6px;
+    font-size: 0.9rem; font-weight: 600; cursor: pointer;
+    background: var(--accent); color: #fff; margin-top: 8px;
+  }
+  .btn:hover { opacity: 0.9; }
+  .error {
+    background: #fef2f2; color: var(--danger); padding: 10px 14px;
+    border-radius: 6px; font-size: 0.85rem; margin-bottom: 16px; text-align: center;
+  }
+  .toggle-btn {
+    position: fixed; top: 16px; right: 24px;
+    background: var(--surface); border: 1px solid var(--border);
+    color: var(--fg); padding: 6px 14px; border-radius: 6px;
+    cursor: pointer; font-size: 0.82rem; z-index: 10;
+  }
+  .toggle-btn:hover { opacity: 0.8; }
+</style>
+</head>
+<body>
+<button class="toggle-btn" id="themeToggle">🌙 暗色模式</button>
+<div class="login-box">
+  <h1>📊 期货量化系统</h1>
+  <p class="sub">请输入账号密码</p>
+
+  {% if error %}
+  <div class="error">{{ error }}</div>
+  {% endif %}
+
+  <form method="post">
+    <div class="form-group">
+      <label>用户名</label>
+      <input type="text" name="username" required autofocus>
+    </div>
+    <div class="form-group">
+      <label>密码</label>
+      <input type="password" name="password" required>
+    </div>
+    <button type="submit" class="btn">登 录</button>
+  </form>
+</div>
+
+<script>
+var themeBtn = document.getElementById('themeToggle');
+themeBtn.addEventListener('click', toggleTheme);
+function setTheme(dark) {
+  if (dark) {
+    document.documentElement.setAttribute('data-theme', 'dark');
+    document.documentElement.style.colorScheme = 'dark';
+    themeBtn.textContent = '☀️ 亮色模式';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    document.documentElement.style.colorScheme = 'light';
+    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) {}
+})();
+</script>
+</body>
+</html>

ft-app/app/templates/options.html

@@ -0,0 +1,415 @@
+{% extends "base.html" %}
+{% block title %}期权交易{% endblock %}
+{% block heading %}期权交易{% endblock %}
+{% block breadcrumb %}期权开平仓记录{% endblock %}
+{% block content %}
+
+{% set view = request.query_params.get('view', '') %}
+
+<style>
+  .tabs { display: flex; gap: 0; margin-bottom: 24px; border-bottom: 2px solid var(--border); }
+  .tab-btn {
+    padding: 10px 20px; border: none; background: none;
+    font-size: 0.88rem; font-weight: 500; color: var(--sub);
+    cursor: pointer; text-decoration: none; border-bottom: 2px solid transparent;
+    margin-bottom: -2px; transition: color .12s, border-color .12s;
+  }
+  .tab-btn:hover { color: var(--fg); }
+  .tab-btn.active { color: var(--accent); border-bottom-color: var(--accent); font-weight: 600; }
+  .tab-panel { display: none; }
+  .tab-panel.active { display: block; }
+</style>
+
+<div class="tabs">
+  <a href="/options/" class="tab-btn{% if view != 'closed' %} active{% endif %}">📋 持仓</a>
+  <a href="/options/?view=closed" class="tab-btn{% if view == 'closed' %} active{% endif %}">📊 已平仓</a>
+</div>
+
+{% if view != 'closed' %}
+<div class="tab-panel active">
+
+{# ── 新建开仓 ── #}
+<div class="section-title">新建开仓</div>
+<div class="form-card" style="margin-bottom:28px;max-width:100%;">
+  <form method="post" action="/options/open">
+    <div style="display:flex;gap:10px;align-items:flex-end;flex-wrap:wrap;">
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:100px;">
+        <label>品种</label>
+        <select id="productSelect" required onchange="filterContracts()">
+          <option value="">--</option>
+          {% for pcode in product_contracts %}
+          <option value="{{ pcode }}">{{ pcode }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:120px;">
+        <label>合约</label>
+        <select name="contract_code" id="contractSelect" required disabled>
+          <option value="">-- 先选品种 --</option>
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:70px;">
+        <label>类型</label>
+        <select name="option_type" required>
+          {% for v, label in option_types %}
+          <option value="{{ v }}">{{ label }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:60px;">
+        <label>买卖</label>
+        <select name="direction" required>
+          {% for v, label in option_directions %}
+          <option value="{{ v }}">{{ label }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:90px;">
+        <label>行权价</label>
+        <input type="number" step="any" name="strike_price" required placeholder="1300" style="font-size:0.9rem;">
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:80px;">
+        <label>权利金</label>
+        <input type="number" step="any" name="open_price" required placeholder="25" style="font-size:0.9rem;">
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:130px;">
+        <label>开仓日期</label>
+        <input type="date" name="open_date" value="{{ today }}" required style="font-size:0.85rem;">
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:80px;">
+        <label>手续费</label>
+        <input type="number" step="any" name="open_fee" value="0" style="font-size:0.9rem;">
+      </div>
+      <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:8px 18px;">开仓</button>
+    </div>
+  </form>
+</div>
+
+{# ── 持仓列表 ── #}
+<div class="section-title">持仓中 · {{ open_trades|length }} 笔</div>
+
+{% if open_trades %}
+<div class="table-wrap">
+<table>
+  <tr><th>品种</th><th>合约</th><th>类型</th><th>买卖</th><th>行权价</th><th>权利金</th><th>开仓日期</th><th>手续费</th><th>操作</th></tr>
+  {% for t in open_trades %}
+  <tr>
+    <td>{{ t.product_code }}</td>
+    <td><strong>{{ t.contract_code.replace(t.product_code, '', 1) }}</strong></td>
+    <td>
+      {% if t.option_type == 'C' %}
+      <span class="badge badge-up">C</span>
+      {% else %}
+      <span class="badge badge-down">P</span>
+      {% endif %}
+    </td>
+    <td>
+      {% if t.direction == 'sell' %}
+      <span class="badge badge-down">卖</span>
+      {% else %}
+      <span class="badge badge-up">买</span>
+      {% endif %}
+    </td>
+    <td>{{ t.strike_price }}</td>
+    <td>{{ t.open_price }}</td>
+    <td>{{ t.open_date }} {{ weekdays[t.open_date.weekday()] }}</td>
+    <td>{{ t.open_fee or 0 }}</td>
+    <td>
+      <button style="background:var(--accent);color:#fff;border:none;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;"
+              onclick="showCloseForm({{ t.id }})">平仓</button>
+      <button style="background:var(--success-bg);color:var(--success-fg);border:1px solid var(--success);padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;margin-left:8px;"
+              onclick="showEditForm('option', {{ t.id }}, '{{ t.product_code }}', '{{ t.contract_code }}', '{{ t.option_type }}', '{{ t.direction }}', {{ t.strike_price }}, {{ t.open_price }}, {{ t.open_fee or 0 }}, '{{ t.open_date }}', null, null, null, '{{ t.status }}')">编辑</button>
+<form method="post" action="/options/{{ t.id }}/delete" style="display:inline;margin-left:8px;">
+        <button style="background:transparent;color:#dc2626;border:1px solid #ef4444;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;" onclick="confirmDelete(event, '确定删除此记录？', this.closest('form').action)">删除</button>
+      </form>
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+{% else %}
+<div style="text-align:center;padding:40px;color:var(--sub);">暂无持仓</div>
+{% endif %}
+
+{# ── 平仓弹窗 ── #}
+<div id="closeFormOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:99;" onclick="hideCloseForm()"></div>
+<div id="closeFormBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:100;width:360px;max-width:90vw;">
+  <h3 style="margin-bottom:16px;">平仓</h3>
+  <form method="post" id="closeForm">
+    <div class="form-group">
+      <label>平仓日期</label>
+      <input type="date" name="close_date" value="{{ today }}" required style="font-size:0.85rem;">
+    </div>
+    <div class="form-group">
+      <label>平仓价格</label>
+      <input type="number" step="any" name="close_price" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>手续费</label>
+      <input type="number" step="any" name="close_fee" value="0" style="font-size:0.9rem;">
+    </div>
+    <div style="display:flex;gap:10px;justify-content:flex-end;">
+      <button type="button" class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideCloseForm()">取消</button>
+      <button type="submit" class="btn btn-primary">确认平仓</button>
+    </div>
+  </form>
+</div>
+
+</div>
+{% else %}
+<div class="tab-panel active">
+{# ═══════════════ 已平仓 ═══════════════ #}
+
+{% if closed_trades %}
+<div class="section-title">已平仓 · {{ closed_trades|length }} 笔</div>
+<div class="table-wrap">
+<table>
+  <tr><th>品种</th><th>合约</th><th>类型</th><th>买卖</th><th>行权价</th><th>开仓</th><th>平仓</th><th>持仓</th><th>权利金</th><th>平仓价</th><th>开仓费</th><th>平仓费</th><th>盈亏</th><th>操作</th></tr>
+  {% for t in closed_trades %}
+  <tr>
+    <td>{{ t.product_code }}</td>
+    <td><strong>{{ t.contract_code.replace(t.product_code, '', 1) }}</strong></td>
+    <td>
+      {% if t.option_type == 'C' %}
+      <span class="badge badge-up">C</span>
+      {% else %}
+      <span class="badge badge-down">P</span>
+      {% endif %}
+    </td>
+    <td>
+      {% if t.direction == 'sell' %}
+      <span class="badge badge-down">卖</span>
+      {% else %}
+      <span class="badge badge-up">买</span>
+      {% endif %}
+    </td>
+    <td>{{ t.strike_price }}</td>
+    <td style="font-size:0.8rem;">{{ t.open_date }} {{ weekdays[t.open_date.weekday()] }}</td>
+    <td style="font-size:0.8rem;">{{ t.close_date }} {{ weekdays[t.close_date.weekday()] }}</td>
+    <td>{{ (t.close_date - t.open_date).days }}天</td>
+    <td>{{ t.open_price }}</td>
+    <td>{{ t.close_price }}</td>
+    <td>{{ t.open_fee or 0 }}</td>
+    <td>{{ t.close_fee or 0 }}</td>
+    <td>
+      {% set p = t.pnl %}
+      {% if p is not none %}
+      <span style="font-weight:700;{% if p > 0 %}color:var(--success-fg);{% elif p < 0 %}color:var(--danger-fg);{% else %}color:var(--sub);{% endif %}">
+        {% if p > 0 %}+{% endif %}{{ p }}
+      </span>
+      <span style="color:var(--sub);cursor:pointer;font-size:0.75rem;margin-left:4px;"
+            onclick="showPnlDrawer('{{ t.product_code }} {{ t.contract_code.replace(t.product_code, '', 1) }} {{ t.option_type }}', '{{ t.direction }}', {{ t.open_price }}, {{ t.close_price }}, {{ t.open_fee or 0 }}, {{ t.close_fee or 0 }}, {{ p }})" title="计算过程">&#9432;</span>
+      {% endif %}
+    </td>
+    <td>
+      <button style="background:var(--success-bg);color:var(--success-fg);border:1px solid var(--success);padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;margin-left:8px;"
+              onclick="showEditForm('option', {{ t.id }}, '{{ t.product_code }}', '{{ t.contract_code }}', '{{ t.option_type }}', '{{ t.direction }}', {{ t.strike_price }}, {{ t.open_price }}, {{ t.open_fee or 0 }}, '{{ t.open_date }}', {{ t.close_price }}, {{ t.close_fee or 0 }}, '{{ t.close_date }}', '{{ t.status }}')">编辑</button>
+      <form method="post" action="/options/{{ t.id }}/delete" style="display:inline;margin-left:8px;">
+        <button style="background:transparent;color:#dc2626;border:1px solid #ef4444;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;" onclick="confirmDelete(event, '确定删除此记录？', this.closest('form').action)">删除</button>
+      </form>
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+
+{% set ns = namespace(total_pnl=0, total_open_fee=0, total_close_fee=0) %}
+{% for t in closed_trades %}
+  {% set ns.total_pnl = ns.total_pnl + (t.pnl or 0) %}
+  {% set ns.total_open_fee = ns.total_open_fee + (t.open_fee or 0) %}
+  {% set ns.total_close_fee = ns.total_close_fee + (t.close_fee or 0) %}
+{% endfor %}
+<div style="display:flex;gap:24px;margin-bottom:24px;padding:12px 18px;background:var(--surface);border:1px solid var(--border);border-radius:8px;font-size:0.88rem;flex-wrap:wrap;">
+  <span>盈亏合计 <b style="{% if ns.total_pnl > 0 %}color:var(--success-fg);{% elif ns.total_pnl < 0 %}color:var(--danger-fg);{% endif %}">{% if ns.total_pnl > 0 %}+{% endif %}{{ '%.2f'|format(ns.total_pnl) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>开仓手续费 <b>{{ '%.2f'|format(ns.total_open_fee) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>平仓手续费 <b>{{ '%.2f'|format(ns.total_close_fee) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>手续费合计 <b>{{ '%.2f'|format(ns.total_open_fee + ns.total_close_fee) }}</b></span>
+</div>
+{% else %}
+<div style="text-align:center;padding:60px;color:var(--sub);">暂无已平仓记录</div>
+{% endif %}
+
+</div>
+{% endif %}
+
+{% if view != 'closed' %}
+<script>
+var productContracts = {{ product_contracts | tojson }};
+function filterContracts() {
+  var prod = document.getElementById('productSelect').value;
+  var sel = document.getElementById('contractSelect');
+  sel.innerHTML = '<option value="">-- 选择合约 --</option>';
+  sel.disabled = !prod;
+  if (prod && productContracts[prod]) {
+    productContracts[prod].forEach(function(c) {
+      var display = c.startsWith(prod) ? c.substring(prod.length) : c;
+      sel.innerHTML += '<option value="' + c + '">' + display + '</option>';
+    });
+  }
+}
+function showCloseForm(tradeId) {
+  document.getElementById('closeForm').action = '/options/' + tradeId + '/close';
+  document.getElementById('closeFormOverlay').style.display = 'block';
+  document.getElementById('closeFormBox').style.display = 'block';
+}
+function hideCloseForm() {
+  document.getElementById('closeFormOverlay').style.display = 'none';
+  document.getElementById('closeFormBox').style.display = 'none';
+}
+</script>
+{% endif %}
+
+<div id="editFormOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:98;" onclick="hideEditForm()"></div>
+<div id="editFormBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:99;width:400px;max-width:90vw;max-height:90vh;overflow-y:auto;">
+  <h3 style="margin-bottom:16px;">编辑记录</h3>
+  <form method="post" id="editForm">
+    <div class="form-group">
+      <label>合约</label>
+      <input type="text" name="contract_code" id="editContract" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>类型</label>
+      <select name="option_type" id="editOptionType" required>
+        {% for v, label in option_types %}
+        <option value="{{ v }}">{{ label }}</option>
+        {% endfor %}
+      </select>
+    </div>
+    <div class="form-group">
+      <label>买卖</label>
+      <select name="direction" id="editDirection" required>
+        {% for v, label in option_directions %}
+        <option value="{{ v }}">{{ label }}</option>
+        {% endfor %}
+      </select>
+    </div>
+    <div class="form-group">
+      <label>行权价</label>
+      <input type="number" step="any" name="strike_price" id="editStrike" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>开仓日期</label>
+      <input type="date" name="open_date" id="editOpenDate" required style="font-size:0.85rem;">
+    </div>
+    <div class="form-group">
+      <label>权利金</label>
+      <input type="number" step="any" name="open_price" id="editOpenPrice" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>手续费</label>
+      <input type="number" step="any" name="open_fee" id="editOpenFee" value="0" style="font-size:0.9rem;">
+    </div>
+    <div id="editCloseFields" style="display:none;">
+      <div class="form-group">
+        <label>平仓日期</label>
+        <input type="date" name="close_date" id="editCloseDate" style="font-size:0.85rem;">
+      </div>
+      <div class="form-group">
+        <label>平仓价格</label>
+        <input type="number" step="any" name="close_price" id="editClosePrice" style="font-size:0.9rem;">
+      </div>
+      <div class="form-group">
+        <label>手续费</label>
+        <input type="number" step="any" name="close_fee" id="editCloseFee" value="0" style="font-size:0.9rem;">
+      </div>
+    </div>
+    <div style="display:flex;gap:10px;justify-content:flex-end;">
+      <button type="button" class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideEditForm()">取消</button>
+      <button type="submit" class="btn btn-primary">保存</button>
+    </div>
+  </form>
+</div>
+
+<div id="pnlOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:99;" onclick="hidePnlDrawer()"></div>
+<div id="pnlBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:100;width:380px;max-width:90vw;">
+  <h3 style="margin-bottom:4px;" id="pnlTitle"></h3>
+  <p style="font-size:0.8rem;color:var(--sub);margin-bottom:14px;" id="pnlFormula"></p>
+  <table class="calc-table" style="width:100%;border-collapse:collapse;font-size:0.84rem;margin-bottom:12px;" id="pnlTable"></table>
+  <div style="font-size:1rem;" id="pnlResult"></div>
+  <button style="position:absolute;top:12px;right:16px;background:none;border:none;font-size:1.3rem;cursor:pointer;color:var(--sub);" onclick="hidePnlDrawer()">&times;</button>
+</div>
+
+<script>
+function showPnlDrawer(title, direction, openPrice, closePrice, openFee, closeFee, result) {
+  document.getElementById('pnlTitle').textContent = title;
+  var dirLabel = direction === 'sell' ? '卖' : '买';
+  document.getElementById('pnlFormula').textContent = '方向: ' + dirLabel + '  |  每点 20 元';
+  var diff = direction === 'sell' ? (openPrice - closePrice) : (closePrice - openPrice);
+  var gross = diff * 20;
+  var fees = openFee + closeFee;
+  var html = '<tr style="background:var(--th-bg);"><td>项目</td><td>计算</td><td style="text-align:right;">金额</td></tr>';
+  html += '<tr><td>价差</td><td>' + (direction === 'sell' ? openPrice + ' - ' + closePrice : closePrice + ' - ' + openPrice) + '</td><td style="text-align:right;">' + diff.toFixed(2) + ' 点</td></tr>';
+  html += '<tr><td>毛利</td><td>' + diff.toFixed(2) + ' × 20</td><td style="text-align:right;">' + gross.toFixed(2) + '</td></tr>';
+  html += '<tr><td>开仓手续费</td><td></td><td style="text-align:right;color:var(--danger-fg);">-' + openFee.toFixed(2) + '</td></tr>';
+  html += '<tr><td>平仓手续费</td><td></td><td style="text-align:right;color:var(--danger-fg);">-' + closeFee.toFixed(2) + '</td></tr>';
+  document.getElementById('pnlTable').innerHTML = html;
+  document.getElementById('pnlResult').innerHTML = '<b>盈亏 = ' + gross.toFixed(2) + ' - ' + openFee.toFixed(2) + ' - ' + closeFee.toFixed(2) + ' = <span style="color:' + (result > 0 ? 'var(--success-fg)' : result < 0 ? 'var(--danger-fg)' : 'var(--sub)') + ';">' + (result > 0 ? '+' : '') + result.toFixed(2) + '</span></b>';
+  document.getElementById('pnlOverlay').style.display = 'block';
+  document.getElementById('pnlBox').style.display = 'block';
+}
+function showEditForm(type, id, productCode, contractCode, optionType, direction, strike, openPrice, openFee, openDate, closePrice, closeFee, closeDate, status) {
+  document.getElementById('editForm').action = '/' + type + 's/' + id + '/edit';
+  document.getElementById('editContract').value = contractCode;
+  document.getElementById('editOptionType').value = optionType;
+  document.getElementById('editDirection').value = direction;
+  document.getElementById('editStrike').value = strike;
+  document.getElementById('editOpenDate').value = openDate;
+  document.getElementById('editOpenPrice').value = openPrice;
+  document.getElementById('editOpenFee').value = openFee || 0;
+  if (status === 'closed' && closeDate) {
+    document.getElementById('editCloseFields').style.display = 'block';
+    document.getElementById('editCloseDate').value = closeDate;
+    document.getElementById('editClosePrice').value = closePrice;
+    document.getElementById('editCloseFee').value = closeFee || 0;
+  } else {
+    document.getElementById('editCloseFields').style.display = 'none';
+  }
+  document.getElementById('editFormOverlay').style.display = 'block';
+  document.getElementById('editFormBox').style.display = 'block';
+}
+function hideEditForm() {
+  document.getElementById('editFormOverlay').style.display = 'none';
+  document.getElementById('editFormBox').style.display = 'none';
+}
+function hidePnlDrawer() {
+  document.getElementById('pnlOverlay').style.display = 'none';
+  document.getElementById('pnlBox').style.display = 'none';
+}
+</script>
+
+
+
+
+
+<div id="confirmOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:199;" onclick="hideConfirm()"></div>
+<div id="confirmBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:28px 32px;z-index:200;text-align:center;max-width:90vw;">
+  <p id="confirmMsg" style="font-size:0.95rem;margin-bottom:20px;"></p>
+  <div style="display:flex;gap:10px;justify-content:center;">
+    <button class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideConfirm()">取消</button>
+    <button class="btn" style="background:var(--danger);color:#fff;" id="confirmBtn">确认删除</button>
+  </div>
+</div>
+<script>
+function confirmDelete(e, msg, url) {
+  e.preventDefault();
+  document.getElementById('confirmMsg').textContent = msg;
+  document.getElementById('confirmBtn').onclick = function() {
+    var f = document.createElement('form');
+    f.method = 'POST';
+    f.action = url;
+    document.body.appendChild(f);
+    f.submit();
+  };
+  document.getElementById('confirmOverlay').style.display = 'block';
+  document.getElementById('confirmBox').style.display = 'block';
+}
+function hideConfirm() {
+  document.getElementById('confirmOverlay').style.display = 'none';
+  document.getElementById('confirmBox').style.display = 'none';
+}
+</script>
+
+{% endblock %}

ft-app/app/templates/positions.html

@@ -0,0 +1,276 @@
+{% extends "base.html" %}
+{% block title %}对冲管理{% endblock %}
+{% block heading %}对冲管理{% endblock %}
+{% block breadcrumb %}振幅锁仓 · 仓位跟踪{% endblock %}
+
+{% block content %}
+
+{% set error = request.query_params.get('error', '') %}
+
+{% if error %}
+<div style="background:var(--danger-bg);color:var(--danger-fg);padding:10px 16px;border-radius:6px;margin-bottom:16px;font-size:0.88rem;">{{ error }}</div>
+{% endif %}
+
+{# ═══════════════ 新建轮次 ═══════════════ #}
+<div class="section-title">新建轮次</div>
+<div class="form-card" style="margin-bottom:28px;">
+  <form method="post" action="/positions/round">
+    <div style="display:flex;gap:12px;align-items:flex-end;flex-wrap:wrap;">
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:100px;">
+        <label>品种</label>
+        <select id="productSelect" required onchange="filterContracts()">
+          <option value="">--</option>
+          {% for pcode in product_contracts %}
+          <option value="{{ pcode }}">{{ pcode }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:120px;">
+        <label>合约</label>
+        <select name="contract_code" id="contractSelect" required disabled>
+          <option value="">-- 先选品种 --</option>
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:100px;">
+        <label>每日手数 N</label>
+        <input type="number" name="daily_hands" value="1" min="1" max="10" required>
+      </div>
+      <button type="submit" class="btn btn-primary">开始新轮</button>
+    </div>
+  </form>
+</div>
+
+{% if not active_rounds %}
+<div style="text-align:center;padding:60px;color:var(--sub);">
+  <p style="font-size:1.1rem;margin-bottom:8px;">暂无活跃轮次</p>
+  <p style="font-size:0.82rem;">创建一轮新的交易，开始跟踪仓位和锁仓状态</p>
+</div>
+{% endif %}
+
+{% for round in active_rounds %}
+{# ═══════════════ 轮次卡片 ═══════════════ #}
+{% set locks = round.total_locks %}
+<div style="margin-bottom:32px;border:1px solid var(--border);border-radius:10px;overflow:hidden;">
+
+  {# ── 轮次头部 ── #}
+  <div style="display:flex;align-items:center;gap:16px;padding:14px 20px;background:var(--th-bg);flex-wrap:wrap;">
+    <strong style="font-size:1rem;">{{ round.contract_code }}</strong>
+    <span class="badge badge-up">{{ round.daily_hands }} 手/天</span>
+    <span style="font-size:0.82rem;font-weight:600;{% if locks >= round.max_locks %}color:var(--danger-fg);{% endif %}">
+      锁仓 {{ locks }}/{{ round.max_locks }}
+      {% if locks >= round.max_locks %} ⚠ 熔断{% endif %}
+    </span>
+    <span style="margin-left:auto;display:flex;gap:8px;">
+      <button style="background:var(--surface);color:var(--fg);border:1px solid var(--border);padding:3px 12px;border-radius:4px;cursor:pointer;font-size:0.78rem;"
+              onclick="showMaxLocksModal({{ round.id }}, {{ round.max_locks }})">修改锁仓数</button>
+      <form method="post" action="/positions/{{ round.id }}/close" style="display:inline;">
+        <input type="hidden" name="result" value="profit_taken">
+        <button class="btn" style="background:var(--success);color:#fff;font-size:0.78rem;padding:4px 14px;" onclick="confirmDelete(event, '确认 {{ round.contract_code }} 止盈清仓？', this.closest('form').action)">止盈</button>
+      </form>
+      <form method="post" action="/positions/{{ round.id }}/close" style="display:inline;">
+        <input type="hidden" name="result" value="meltdown">
+        <button class="btn" style="background:var(--danger);color:#fff;font-size:0.78rem;padding:4px 14px;" onclick="confirmDelete(event, '确认 {{ round.contract_code }} 熔断清仓？', this.closest('form').action)">熔断</button>
+      </form>
+      <form method="post" action="/positions/{{ round.id }}/delete" style="display:inline;">
+        <button style="background:transparent;color:#dc2626;border:1px solid #ef4444;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;" onclick="confirmDelete(event, '确定删除 {{ round.contract_code }} 整轮数据？', this.closest('form').action)">删除</button>
+      </form>
+    </span>
+  </div>
+
+  <div style="padding:16px 20px;">
+
+  {# ── 止盈阈值 ── #}
+  {% if round.positions %}
+  {% set latest = round.positions[-1] %}
+  <div style="background:var(--accent-light);border:1px solid var(--accent);border-radius:6px;padding:10px 16px;margin-bottom:16px;display:flex;align-items:center;gap:20px;flex-wrap:wrap;">
+    <span style="font-size:0.78rem;color:var(--sub);">止盈阈值</span>
+    <span style="font-weight:700;">{{ round.daily_hands }} × {{ latest.amp_threshold }} = {{ round.daily_hands * latest.amp_threshold }} 点</span>
+    <span style="color:var(--sub);">|</span>
+    <span style="font-size:0.78rem;color:var(--sub);">当前 A = {{ latest.amp_threshold }}</span>
+    <span style="color:var(--sub);">|</span>
+    <span style="font-size:0.78rem;color:var(--sub);">总手数 {{ round.daily_hands * round.positions|length }}</span>
+  </div>
+  {% endif %}
+
+  {# ── 添加仓位 ── #}
+  <div style="margin-bottom:16px;">
+    <form method="post" action="/positions/{{ round.id }}/add">
+      <div style="display:flex;gap:10px;align-items:flex-end;flex-wrap:wrap;">
+        <div class="form-group" style="margin-bottom:0;flex:1;min-width:100px;">
+          <label>开仓价</label>
+          <input type="number" name="open_price" required placeholder="如 1300" style="font-size:0.9rem;">
+        </div>
+        <div class="form-group" style="margin-bottom:0;flex:1;min-width:100px;">
+          <label>振幅 A</label>
+          <input type="number" name="amp_threshold" required placeholder="如 18" style="font-size:0.9rem;">
+        </div>
+        <div class="form-group" style="margin-bottom:0;flex:1;min-width:70px;">
+          <label>手数</label>
+          <input type="number" name="hands" value="{{ round.daily_hands }}" min="1" max="10" required style="font-size:0.9rem;">
+        </div>
+        <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:8px 18px;">+ 添加</button>
+      </div>
+    </form>
+  </div>
+
+  {# ── 仓位表格 ── #}
+  {% if round.positions %}
+  <div class="table-wrap" style="margin-bottom:0;">
+  <table style="font-size:0.84rem;">
+    <tr>
+      <th>开仓价</th><th>A</th><th>锁仓价</th><th>手数</th><th>已锁</th><th>状态</th><th>操作</th>
+    </tr>
+    {% for p in round.positions|reverse %}
+    <tr>
+      <td>{{ p.open_price }}</td>
+      <td>{{ p.amp_threshold }}</td>
+      <td style="color:var(--danger-fg);font-weight:600;">{{ p.lock_price }}</td>
+      <td>{{ p.hands }}</td>
+      <td>
+        {% if p.locked_count > 0 %}
+        <span class="badge badge-warn">{{ p.locked_count }}/{{ p.hands }}</span>
+        {% else %}
+        <span class="na">0/{{ p.hands }}</span>
+        {% endif %}
+      </td>
+      <td>
+        {% if p.locked_count >= p.hands %}
+        <span class="badge badge-down">已全锁</span>
+        {% elif p.locked_count > 0 %}
+        <span class="badge badge-warn">部分锁</span>
+        {% else %}
+        <span class="badge badge-up">活跃</span>
+        {% endif %}
+      </td>
+      <td>
+        <div style="display:flex;gap:6px;justify-content:center;">
+          <button style="background:var(--warn-bg);color:var(--warn-fg);border:1px solid var(--warn);padding:2px 8px;border-radius:4px;cursor:pointer;font-size:0.75rem;font-weight:600;"
+                  {% if p.locked_count >= p.hands %}disabled style="opacity:0.4;cursor:default;"{% endif %}
+                  onclick="showLockConfirm({{ p.id }}, {{ p.lock_price }})">锁</button>
+          <form method="post" action="/positions/{{ p.id }}/unlock" style="display:inline;">
+            <button style="background:var(--surface);color:var(--sub);border:1px solid var(--border);padding:2px 8px;border-radius:4px;cursor:pointer;font-size:0.75rem;"
+                    {% if p.locked_count == 0 %}disabled style="opacity:0.4;cursor:default;"{% endif %}>撤</button>
+          </form>
+        </div>
+      </td>
+    </tr>
+    {% endfor %}
+  </table>
+  </div>
+  {% else %}
+  <div style="text-align:center;padding:24px;color:var(--sub);font-size:0.84rem;">暂无仓位，请添加。</div>
+  {% endif %}
+
+  </div>
+</div>
+{% endfor %}
+
+<script>
+var productContracts = {{ product_contracts | tojson }};
+function filterContracts() {
+  var prod = document.getElementById('productSelect').value;
+  var sel = document.getElementById('contractSelect');
+  sel.innerHTML = '<option value="">-- 选择合约 --</option>';
+  sel.disabled = !prod;
+  if (prod && productContracts[prod]) {
+    productContracts[prod].forEach(function(c) {
+      var display = c.startsWith(prod) ? c.substring(prod.length) : c;
+      sel.innerHTML += '<option value="' + c + '">' + display + '</option>';
+    });
+  }
+}
+  function showMaxLocksModal(rid, currentMax) {
+    document.getElementById('maxLocksRid').value = rid;
+    document.getElementById('maxLocksInput').value = currentMax;
+    document.getElementById('maxLocksModal').style.display = 'block';
+    document.getElementById('maxLocksModalOverlay').style.display = 'block';
+    document.getElementById('maxLocksInput').focus();
+  }
+  function hideMaxLocksModal() {
+    document.getElementById('maxLocksModal').style.display = 'none';
+    document.getElementById('maxLocksModalOverlay').style.display = 'none';
+  }
+  function doUpdateMaxLocks() {
+    var rid = document.getElementById('maxLocksRid').value;
+    var fd = new FormData();
+    fd.append('max_locks', document.getElementById('maxLocksInput').value);
+    fetch('/positions/' + rid + '/max-locks', {method:'POST', body:fd})
+      .then(function() { location.reload(); });
+  }
+  function showLockConfirm(pid, lockPrice) {
+    document.getElementById('lockPid').value = pid;
+    document.getElementById('lockPriceInput').value = lockPrice;
+    document.getElementById('lockModal').style.display = 'block';
+    document.getElementById('lockModalOverlay').style.display = 'block';
+    document.getElementById('lockPriceInput').focus();
+  }
+  function hideLockModal() {
+    document.getElementById('lockModal').style.display = 'none';
+    document.getElementById('lockModalOverlay').style.display = 'none';
+  }
+  function doLock() {
+    var pid = document.getElementById('lockPid').value;
+    var fd = new FormData();
+    fd.append('lock_price', document.getElementById('lockPriceInput').value);
+    fetch('/positions/' + pid + '/lock', {method:'POST', body:fd})
+      .then(function() { location.reload(); });
+  }
+</script>
+
+<div id="maxLocksModalOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:159;" onclick="hideMaxLocksModal()"></div>
+<div id="maxLocksModal" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:160;width:300px;max-width:90vw;">
+  <h3 style="margin-bottom:16px;">修改锁仓上限</h3>
+  <input type="hidden" id="maxLocksRid">
+  <div class="form-group">
+    <label>锁仓次数上限（熔断阈值）</label>
+    <input type="number" id="maxLocksInput" min="1" max="10" required style="font-size:1rem;text-align:center;font-weight:600;">
+  </div>
+  <div style="display:flex;gap:10px;justify-content:flex-end;margin-top:8px;">
+    <button class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideMaxLocksModal()">取消</button>
+    <button class="btn" style="background:var(--accent);color:#fff;" onclick="doUpdateMaxLocks()">确认修改</button>
+  </div>
+</div>
+
+<div id="lockModalOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:149;" onclick="hideLockModal()"></div>
+<div id="lockModal" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:150;width:300px;max-width:90vw;">
+  <h3 style="margin-bottom:16px;">确认锁仓</h3>
+  <input type="hidden" id="lockPid">
+  <div class="form-group">
+    <label>锁仓价位</label>
+    <input type="number" id="lockPriceInput" required style="font-size:1rem;text-align:center;font-weight:600;color:var(--danger-fg);">
+  </div>
+  <div style="display:flex;gap:10px;justify-content:flex-end;margin-top:8px;">
+    <button class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideLockModal()">取消</button>
+    <button class="btn" style="background:var(--warn);color:#fff;" onclick="doLock()">确认锁仓</button>
+  </div>
+</div>
+
+<div id="confirmOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:199;" onclick="hideConfirm()"></div>
+<div id="confirmBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:28px 32px;z-index:200;text-align:center;max-width:90vw;">
+  <p id="confirmMsg" style="font-size:0.95rem;margin-bottom:20px;"></p>
+  <div style="display:flex;gap:10px;justify-content:center;">
+    <button class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideConfirm()">取消</button>
+    <button class="btn" style="background:var(--danger);color:#fff;" id="confirmBtn">确认</button>
+  </div>
+</div>
+<script>
+function confirmDelete(e, msg, url) {
+  e.preventDefault();
+  document.getElementById('confirmMsg').textContent = msg;
+  document.getElementById('confirmBtn').onclick = function() {
+    var f = document.createElement('form');
+    f.method = 'POST';
+    f.action = url;
+    document.body.appendChild(f);
+    f.submit();
+  };
+  document.getElementById('confirmOverlay').style.display = 'block';
+  document.getElementById('confirmBox').style.display = 'block';
+}
+function hideConfirm() {
+  document.getElementById('confirmOverlay').style.display = 'none';
+  document.getElementById('confirmBox').style.display = 'none';
+}
+</script>
+
+{% endblock %}

ft-app/app/templates/trades.html

@@ -0,0 +1,404 @@
+{% extends "base.html" %}
+{% block title %}交易记录{% endblock %}
+{% block heading %}交易记录{% endblock %}
+{% block breadcrumb %}开平仓记录{% endblock %}
+{% block content %}
+
+{% set view = request.query_params.get('view', '') %}
+{% set product_tab = request.query_params.get('tab', '全部') %}
+{% set product_codes = product_contracts.keys()|list %}
+{% set grouped_open = {} %}
+{% for t in open_trades %}
+  {% set _ = grouped_open.setdefault(t.product_code, []).append(t) %}
+{% endfor %}
+
+<style>
+  .tabs { display: flex; gap: 0; margin-bottom: 24px; border-bottom: 2px solid var(--border); }
+  .tab-btn {
+    padding: 10px 20px; border: none; background: none;
+    font-size: 0.88rem; font-weight: 500; color: var(--sub);
+    cursor: pointer; text-decoration: none; border-bottom: 2px solid transparent;
+    margin-bottom: -2px; transition: color .12s, border-color .12s;
+  }
+  .tab-btn:hover { color: var(--fg); }
+  .tab-btn.active { color: var(--accent); border-bottom-color: var(--accent); font-weight: 600; }
+  .tab-panel { display: none; }
+  .tab-panel.active { display: block; }
+  .sub-tabs { display: flex; gap: 6px; margin-bottom: 16px; flex-wrap: wrap; }
+  .sub-tab-btn {
+    padding: 4px 14px; border: 1px solid var(--border); background: var(--surface);
+    font-size: 0.78rem; color: var(--sub); cursor: pointer; text-decoration: none;
+    border-radius: 4px; transition: color .12s, border-color .12s;
+  }
+  .sub-tab-btn:hover { color: var(--fg); border-color: var(--accent); }
+  .sub-tab-btn.active { color: var(--accent); border-color: var(--accent); font-weight: 600; background: var(--accent-light); }
+</style>
+
+<div class="tabs">
+  <a href="/trades/" class="tab-btn{% if view != 'closed' %} active{% endif %}">📋 持仓</a>
+  <a href="/trades/?view=closed" class="tab-btn{% if view == 'closed' %} active{% endif %}">📊 已平仓</a>
+</div>
+
+{% if view != 'closed' %}
+<div class="tab-panel active">
+
+{# ── 新建开仓 ── #}
+<div class="section-title">新建开仓</div>
+<div class="form-card" style="margin-bottom:28px;max-width:100%;">
+  <form method="post" action="/trades/open">
+    <div style="display:flex;gap:10px;align-items:flex-end;flex-wrap:wrap;">
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:100px;">
+        <label>品种</label>
+        <select id="productSelect" required onchange="filterContracts()">
+          <option value="">--</option>
+          {% for pcode in product_contracts %}
+          <option value="{{ pcode }}">{{ pcode }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:120px;">
+        <label>合约</label>
+        <select name="contract_code" id="contractSelect" required disabled>
+          <option value="">-- 先选品种 --</option>
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:70px;">
+        <label>方向</label>
+        <select name="direction" required>
+          {% for v, label in directions %}
+          <option value="{{ v }}">{{ label }}</option>
+          {% endfor %}
+        </select>
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:1;min-width:140px;">
+        <label>开仓日期</label>
+        <input type="date" name="open_date" value="{{ today }}" required style="font-size:0.85rem;">
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:80px;">
+        <label>开仓价</label>
+        <input type="number" step="any" name="open_price" required placeholder="1300" style="font-size:0.9rem;">
+      </div>
+      <div class="form-group" style="margin-bottom:0;flex:0 0 auto;min-width:80px;">
+        <label>手续费</label>
+        <input type="number" step="any" name="open_fee" value="0" style="font-size:0.9rem;">
+      </div>
+      <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:8px 18px;">开仓</button>
+    </div>
+  </form>
+</div>
+
+{# ── 持仓列表 ── #}
+<div class="section-title">持仓中 · {{ open_trades|length }} 笔</div>
+
+<div class="sub-tabs">
+  <a href="/trades/?tab=全部" class="sub-tab-btn{% if product_tab == '全部' %} active{% endif %}">全部</a>
+  {% for pc in product_codes %}
+  {% set count = grouped_open.get(pc, [])|length %}
+  <a href="/trades/?tab={{ pc }}" class="sub-tab-btn{% if product_tab == pc %} active{% endif %}">{{ pc }}{% if count %} · {{ count }}{% endif %}</a>
+  {% endfor %}
+</div>
+
+{% if open_trades %}
+{% for pc in product_codes %}
+{% if product_tab == '全部' or product_tab == pc %}
+{% set trades = grouped_open.get(pc, []) %}
+{% if trades %}
+<div class="table-wrap" style="margin-bottom:24px;">
+{% if product_tab == '全部' %}
+<div class="section-title" style="font-size:0.88rem;margin-bottom:0;padding:6px 12px;">{{ pc }} · {{ trades|length }} 笔</div>
+{% endif %}
+<table>
+  <tr><th>合约</th><th>方向</th><th>开仓日期</th><th>开仓价</th><th>手续费</th><th>操作</th></tr>
+  {% for t in trades %}
+  <tr>
+    <td><strong>{{ t.contract_code.replace(t.product_code, '', 1) }}</strong></td>
+    <td>
+      {% if t.direction == 'short' %}
+      <span class="badge badge-down">空</span>
+      {% else %}
+      <span class="badge badge-up">多</span>
+      {% endif %}
+    </td>
+    <td>{{ t.open_date }} {{ weekdays[t.open_date.weekday()] }}</td>
+    <td>{{ t.open_price }}</td>
+    <td>{{ t.open_fee or 0 }}</td>
+    <td>
+      <button style="background:var(--accent);color:#fff;border:none;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;"
+              onclick="showCloseForm({{ t.id }})">平仓</button>
+      <button style="background:var(--success-bg);color:var(--success-fg);border:1px solid var(--success);padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;margin-left:8px;"
+              onclick="showEditForm('trade', {{ t.id }}, '{{ t.product_code }}', '{{ t.contract_code }}', '{{ t.direction }}', {{ t.open_price }}, {{ t.open_fee or 0 }}, '{{ t.open_date }}', null, null, null, '{{ t.status }}')">编辑</button>
+	<form method="post" action="/trades/{{ t.id }}/delete" style="display:inline;margin-left:8px;">
+        <button style="background:transparent;color:#dc2626;border:1px solid #ef4444;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;" onclick="confirmDelete(event, '确定删除此记录？', this.closest('form').action)">删除</button>
+      </form>
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+{% endif %}
+{% endif %}
+{% endfor %}
+{% else %}
+<div style="text-align:center;padding:40px;color:var(--sub);">暂无持仓</div>
+{% endif %}
+
+{# ── 平仓弹窗 ── #}
+<div id="closeFormOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:99;" onclick="hideCloseForm()"></div>
+<div id="closeFormBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:100;width:360px;max-width:90vw;">
+  <h3 style="margin-bottom:16px;">平仓</h3>
+  <form method="post" id="closeForm">
+    <div class="form-group">
+      <label>平仓日期</label>
+      <input type="date" name="close_date" value="{{ today }}" required style="font-size:0.85rem;">
+    </div>
+    <div class="form-group">
+      <label>平仓价格</label>
+      <input type="number" step="any" name="close_price" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>手续费</label>
+      <input type="number" step="any" name="close_fee" value="0" style="font-size:0.9rem;">
+    </div>
+    <div style="display:flex;gap:10px;justify-content:flex-end;">
+      <button type="button" class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideCloseForm()">取消</button>
+      <button type="submit" class="btn btn-primary">确认平仓</button>
+    </div>
+  </form>
+</div>
+
+</div>
+{% else %}
+<div class="tab-panel active">
+{# ═══════════════ 已平仓 ═══════════════ #}
+
+{% if closed_trades %}
+<div class="section-title">已平仓 · {{ closed_trades|length }} 笔</div>
+<div class="table-wrap">
+<table>
+  <tr><th>品种</th><th>合约</th><th>方向</th><th>开仓</th><th>平仓</th><th>持仓</th><th>开仓价</th><th>平仓价</th><th>开仓费</th><th>平仓费</th><th>盈亏</th><th>操作</th></tr>
+  {% for t in closed_trades %}
+  <tr>
+    <td>{{ t.product_code }}</td>
+    <td><strong>{{ t.contract_code.replace(t.product_code, '', 1) }}</strong></td>
+    <td>
+      {% if t.direction == 'short' %}
+      <span class="badge badge-down">空</span>
+      {% else %}
+      <span class="badge badge-up">多</span>
+      {% endif %}
+    </td>
+    <td style="font-size:0.8rem;">{{ t.open_date }} {{ weekdays[t.open_date.weekday()] }}</td>
+    <td style="font-size:0.8rem;">{{ t.close_date }} {{ weekdays[t.close_date.weekday()] }}</td>
+    <td>{{ (t.close_date - t.open_date).days }}天</td>
+    <td>{{ t.open_price }}</td>
+    <td>{{ t.close_price }}</td>
+    <td>{{ t.open_fee or 0 }}</td>
+    <td>{{ t.close_fee or 0 }}</td>
+    <td>
+      {% set p = t.pnl %}
+      {% if p is not none %}
+      <span style="font-weight:700;{% if p > 0 %}color:var(--danger-fg);{% elif p < 0 %}color:var(--success-fg);{% else %}color:var(--sub);{% endif %}">
+        {% if p > 0 %}+{% endif %}{{ p }}
+      </span>
+      <span style="color:var(--sub);cursor:pointer;font-size:0.75rem;margin-left:4px;"
+            onclick="showPnlDrawer('{{ t.product_code }} {{ t.contract_code.replace(t.product_code, '', 1) }}', '{{ t.direction }}', {{ t.open_price }}, {{ t.close_price }}, {{ t.open_fee or 0 }}, {{ t.close_fee or 0 }}, {{ p }})" title="计算过程">&#9432;</span>
+      {% endif %}
+    </td>
+    <td>
+      <button style="background:var(--success-bg);color:var(--success-fg);border:1px solid var(--success);padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;margin-left:8px;"
+              onclick="showEditForm('trade', {{ t.id }}, '{{ t.product_code }}', '{{ t.contract_code }}', '{{ t.direction }}', {{ t.open_price }}, {{ t.open_fee or 0 }}, '{{ t.open_date }}', {{ t.close_price }}, {{ t.close_fee or 0 }}, '{{ t.close_date }}', '{{ t.status }}')">编辑</button>
+      <form method="post" action="/trades/{{ t.id }}/delete" style="display:inline;margin-left:8px;">
+        <button style="background:transparent;color:#dc2626;border:1px solid #ef4444;padding:3px 10px;border-radius:4px;cursor:pointer;font-size:0.78rem;" onclick="confirmDelete(event, '确定删除此记录？', this.closest('form').action)">删除</button>
+      </form>
+    </td>
+  </tr>
+  {% endfor %}
+</table>
+</div>
+
+{% set ns = namespace(total_pnl=0, total_open_fee=0, total_close_fee=0) %}
+{% for t in closed_trades %}
+  {% set ns.total_pnl = ns.total_pnl + (t.pnl or 0) %}
+  {% set ns.total_open_fee = ns.total_open_fee + (t.open_fee or 0) %}
+  {% set ns.total_close_fee = ns.total_close_fee + (t.close_fee or 0) %}
+{% endfor %}
+<div style="display:flex;gap:24px;margin-bottom:24px;padding:12px 18px;background:var(--surface);border:1px solid var(--border);border-radius:8px;font-size:0.88rem;flex-wrap:wrap;">
+  <span>盈亏合计 <b style="{% if ns.total_pnl > 0 %}color:var(--danger-fg);{% elif ns.total_pnl < 0 %}color:var(--success-fg);{% endif %}">{% if ns.total_pnl > 0 %}+{% endif %}{{ '%.2f'|format(ns.total_pnl) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>开仓手续费 <b>{{ '%.2f'|format(ns.total_open_fee) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>平仓手续费 <b>{{ '%.2f'|format(ns.total_close_fee) }}</b></span>
+  <span style="color:var(--sub);">|</span>
+  <span>手续费合计 <b>{{ '%.2f'|format(ns.total_open_fee + ns.total_close_fee) }}</b></span>
+</div>
+{% else %}
+<div style="text-align:center;padding:60px;color:var(--sub);">暂无已平仓记录</div>
+{% endif %}
+
+</div>
+{% endif %}
+
+{% if view != 'closed' %}
+<script>
+var productContracts = {{ product_contracts | tojson }};
+function filterContracts() {
+  var prod = document.getElementById('productSelect').value;
+  var sel = document.getElementById('contractSelect');
+  sel.innerHTML = '<option value="">-- 选择合约 --</option>';
+  sel.disabled = !prod;
+  if (prod && productContracts[prod]) {
+    productContracts[prod].forEach(function(c) {
+      var display = c.startsWith(prod) ? c.substring(prod.length) : c;
+      sel.innerHTML += '<option value="' + c + '">' + display + '</option>';
+    });
+  }
+}
+function showCloseForm(tradeId) {
+  document.getElementById('closeForm').action = '/trades/' + tradeId + '/close';
+  document.getElementById('closeFormOverlay').style.display = 'block';
+  document.getElementById('closeFormBox').style.display = 'block';
+}
+function hideCloseForm() {
+  document.getElementById('closeFormOverlay').style.display = 'none';
+  document.getElementById('closeFormBox').style.display = 'none';
+}
+</script>
+{% endif %}
+
+<div id="editFormOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:98;" onclick="hideEditForm()"></div>
+<div id="editFormBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:99;width:400px;max-width:90vw;max-height:90vh;overflow-y:auto;">
+  <h3 style="margin-bottom:16px;">编辑记录</h3>
+  <form method="post" id="editForm">
+    <div class="form-group">
+      <label>合约</label>
+      <input type="text" name="contract_code" id="editContract" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>方向</label>
+      <select name="direction" id="editDirection" required>
+        {% for v, label in directions %}
+        <option value="{{ v }}">{{ label }}</option>
+        {% endfor %}
+      </select>
+    </div>
+    <div class="form-group">
+      <label>开仓日期</label>
+      <input type="date" name="open_date" id="editOpenDate" required style="font-size:0.85rem;">
+    </div>
+    <div class="form-group">
+      <label>开仓价</label>
+      <input type="number" step="any" name="open_price" id="editOpenPrice" required style="font-size:0.9rem;">
+    </div>
+    <div class="form-group">
+      <label>开仓手续费</label>
+      <input type="number" step="any" name="open_fee" id="editOpenFee" value="0" style="font-size:0.9rem;">
+    </div>
+    <div id="editCloseFields" style="display:none;">
+      <div class="form-group">
+        <label>平仓日期</label>
+        <input type="date" name="close_date" id="editCloseDate" style="font-size:0.85rem;">
+      </div>
+      <div class="form-group">
+        <label>平仓价格</label>
+        <input type="number" step="any" name="close_price" id="editClosePrice" style="font-size:0.9rem;">
+      </div>
+      <div class="form-group">
+        <label>平仓手续费</label>
+        <input type="number" step="any" name="close_fee" id="editCloseFee" value="0" style="font-size:0.9rem;">
+      </div>
+    </div>
+    <div style="display:flex;gap:10px;justify-content:flex-end;">
+      <button type="button" class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideEditForm()">取消</button>
+      <button type="submit" class="btn btn-primary">保存</button>
+    </div>
+  </form>
+</div>
+
+<div id="pnlOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:99;" onclick="hidePnlDrawer()"></div>
+<div id="pnlBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:24px;z-index:100;width:380px;max-width:90vw;">
+  <h3 style="margin-bottom:4px;" id="pnlTitle"></h3>
+  <p style="font-size:0.8rem;color:var(--sub);margin-bottom:14px;" id="pnlFormula"></p>
+  <table class="calc-table" style="width:100%;border-collapse:collapse;font-size:0.84rem;margin-bottom:12px;" id="pnlTable"></table>
+  <div style="font-size:1rem;" id="pnlResult"></div>
+  <button style="position:absolute;top:12px;right:16px;background:none;border:none;font-size:1.3rem;cursor:pointer;color:var(--sub);" onclick="hidePnlDrawer()">&times;</button>
+</div>
+
+<script>
+function showPnlDrawer(title, direction, openPrice, closePrice, openFee, closeFee, result) {
+  document.getElementById('pnlTitle').textContent = title;
+  var dirLabel = direction === 'short' ? '空' : '多';
+  document.getElementById('pnlFormula').textContent = '方向: ' + dirLabel + '  |  每点 20 元';
+  var diff = direction === 'short' ? (openPrice - closePrice) : (closePrice - openPrice);
+  var gross = diff * 20;
+  var fees = openFee + closeFee;
+  var html = '<tr style="background:var(--th-bg);"><td>项目</td><td>计算</td><td style="text-align:right;">金额</td></tr>';
+  html += '<tr><td>价差</td><td>' + (direction === 'short' ? openPrice + ' - ' + closePrice : closePrice + ' - ' + openPrice) + '</td><td style="text-align:right;">' + diff.toFixed(2) + ' 点</td></tr>';
+  html += '<tr><td>毛利</td><td>' + diff.toFixed(2) + ' × 20</td><td style="text-align:right;">' + gross.toFixed(2) + '</td></tr>';
+  html += '<tr><td>开仓手续费</td><td></td><td style="text-align:right;color:var(--danger-fg);">-' + openFee.toFixed(2) + '</td></tr>';
+  html += '<tr><td>平仓手续费</td><td></td><td style="text-align:right;color:var(--danger-fg);">-' + closeFee.toFixed(2) + '</td></tr>';
+  document.getElementById('pnlTable').innerHTML = html;
+  document.getElementById('pnlResult').innerHTML = '<b>盈亏 = ' + gross.toFixed(2) + ' - ' + openFee.toFixed(2) + ' - ' + closeFee.toFixed(2) + ' = <span style="color:' + (result > 0 ? 'var(--danger-fg)' : result < 0 ? 'var(--success-fg)' : 'var(--sub)') + ';">' + (result > 0 ? '+' : '') + result.toFixed(2) + '</span></b>';
+  document.getElementById('pnlOverlay').style.display = 'block';
+  document.getElementById('pnlBox').style.display = 'block';
+}
+function hidePnlDrawer() {
+  document.getElementById('pnlOverlay').style.display = 'none';
+  document.getElementById('pnlBox').style.display = 'none';
+}
+function showEditForm(type, id, productCode, contractCode, direction, openPrice, openFee, openDate, closePrice, closeFee, closeDate, status) {
+  document.getElementById('editForm').action = '/' + type + 's/' + id + '/edit';
+  document.getElementById('editContract').value = contractCode;
+  document.getElementById('editDirection').value = direction;
+  document.getElementById('editOpenDate').value = openDate;
+  document.getElementById('editOpenPrice').value = openPrice;
+  document.getElementById('editOpenFee').value = openFee || 0;
+  if (status === 'closed' && closeDate) {
+    document.getElementById('editCloseFields').style.display = 'block';
+    document.getElementById('editCloseDate').value = closeDate;
+    document.getElementById('editClosePrice').value = closePrice;
+    document.getElementById('editCloseFee').value = closeFee || 0;
+  } else {
+    document.getElementById('editCloseFields').style.display = 'none';
+  }
+  document.getElementById('editFormOverlay').style.display = 'block';
+  document.getElementById('editFormBox').style.display = 'block';
+}
+function hideEditForm() {
+  document.getElementById('editFormOverlay').style.display = 'none';
+  document.getElementById('editFormBox').style.display = 'none';
+}
+</script>
+
+
+
+
+
+<div id="confirmOverlay" style="display:none;position:fixed;inset:0;background:rgba(0,0,0,.35);z-index:199;" onclick="hideConfirm()"></div>
+<div id="confirmBox" style="display:none;position:fixed;top:50%;left:50%;transform:translate(-50%,-50%);background:var(--surface);border:1px solid var(--border);border-radius:10px;padding:28px 32px;z-index:200;text-align:center;max-width:90vw;">
+  <p id="confirmMsg" style="font-size:0.95rem;margin-bottom:20px;"></p>
+  <div style="display:flex;gap:10px;justify-content:center;">
+    <button class="btn" style="background:var(--th-bg);color:var(--fg);" onclick="hideConfirm()">取消</button>
+    <button class="btn" style="background:var(--danger);color:#fff;" id="confirmBtn">确认删除</button>
+  </div>
+</div>
+<script>
+function confirmDelete(e, msg, url) {
+  e.preventDefault();
+  document.getElementById('confirmMsg').textContent = msg;
+  document.getElementById('confirmBtn').onclick = function() {
+    var f = document.createElement('form');
+    f.method = 'POST';
+    f.action = url;
+    document.body.appendChild(f);
+    f.submit();
+  };
+  document.getElementById('confirmOverlay').style.display = 'block';
+  document.getElementById('confirmBox').style.display = 'block';
+}
+function hideConfirm() {
+  document.getElementById('confirmOverlay').style.display = 'none';
+  document.getElementById('confirmBox').style.display = 'none';
+}
+</script>
+
+{% endblock %}

ft-app/docker-compose.yml

@@ -0,0 +1,11 @@
+services:
+  app:
+    build: .
+    image: ft-app
+    container_name: app
+    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

成交量分析/FG609_7月前20会员分析.md

@@ -0,0 +1,122 @@
+# 玻璃 FG609 前20会员持仓排名 — 7月逐日
+
+数据来源: CZCE 郑商所 (akshare.get_rank_table_czce)
+合约: FG609（2026年9月，当前主力）
+周期: 2026-07-01 ~ 2026-07-23 (17个交易日)
+
+---
+
+## 一、逐日总览
+
+| 日期 | 总成交量 | 总多单 | 总空单 | 净头寸 | VolTop1 | Top1占比 |
+|---|---|---|---|---|---|---|
+| 07/01 | 1,930,182 | 949,206 | 1,324,156 | -374,950 | 东证期货 | 15.5% |
+| 07/02 | 1,477,486 | 937,099 | 1,326,235 | -389,136 | 东证期货 | 16.0% |
+| 07/03 | 1,618,011 | 950,716 | 1,279,121 | -328,405 | 东证期货 | 16.8% |
+| 07/06 | 1,647,953 | 916,094 | 1,297,613 | -381,519 | 东证期货 | 16.3% |
+| 07/07 | 1,730,408 | 1,021,142 | 1,456,665 | -435,523 | 东证期货 | 15.2% |
+| 07/08 | 1,663,671 | 973,767 | 1,330,893 | -357,126 | 东证期货 | 15.9% |
+| 07/09 | 1,430,861 | 979,649 | 1,370,384 | -390,735 | 东证期货 | 15.5% |
+| 07/10 | 1,800,991 | 934,281 | 1,297,305 | -363,024 | 东证期货 | 16.7% |
+| 07/13 | 1,638,225 | 975,465 | 1,411,878 | -436,413 | 东证期货 | 15.4% |
+| 07/14 | 1,458,782 | 981,524 | 1,422,912 | -441,388 | 东证期货 | 15.5% |
+| 07/15 | 1,485,987 | 976,429 | 1,416,227 | -439,798 | 东证期货 | 17.1% |
+| **07/16** | **1,981,774** | 1,095,204 | 1,537,419 | **-442,215** | 东证期货 | 15.3% |
+| **07/17** | **2,960,457** | 1,094,199 | 1,519,906 | -425,707 | 东证期货 | 14.6% |
+| 07/20 | 2,300,832 | 1,073,446 | 1,502,020 | -428,574 | **国泰君安** | 15.4% |
+| 07/21 | 2,026,738 | 1,056,659 | 1,439,583 | -382,924 | **国泰君安** | 16.2% |
+| 07/22 | 2,096,680 | 997,951 | 1,340,675 | -342,724 | **国泰君安** | 18.2% |
+| 07/23 | 2,068,815 | 977,891 | 1,324,813 | -346,922 | **国泰君安** | 15.4% |
+
+## 二、重点会员逐日成交量
+
+高盛期货罕见进入成交量排名（仅7/02有量2.6万手），但持空单排名稳定前5，另见净头寸表。
+
+| 日期 | 国泰君安 | 东证期货 | 中信期货 | 永安期货 | 华泰期货 | 方正中期 |
+|---|---|---|---|---|---|---|
+| 07/01 | 233,783 | 299,440 | 259,117 | 45,015 | 147,842 | --- |
+| 07/02 | 199,925(-33k) | 236,489(-63k) | 216,100(-43k) | --- | 142,175 | 27,160 |
+| 07/03 | 188,489(-11k) | 271,786(+35k) | 217,696 | --- | 141,025 | 36,401 |
+| 07/06 | 180,733 | 269,269 | 214,732 | --- | 122,190 | 32,959 |
+| 07/07 | 217,992(+37k) | 263,822 | 223,750 | --- | 103,020 | 36,855 |
+| 07/08 | 201,416 | 263,706 | 221,831 | 30,318 | 121,393 | 33,206 |
+| 07/09 | 168,335(-33k) | 221,584(-42k) | 189,717(-32k) | --- | 86,397(-35k) | 23,539 |
+| 07/10 | 188,944 | 301,215(+80k) | 225,996(+36k) | 33,801 | 145,975(+60k) | 40,865(+17k) |
+| 07/13 | 237,251(+48k) | 252,675(-49k) | 211,025 | 30,497 | 104,144(-42k) | 29,512 |
+| 07/14 | 168,782(-68k) | 226,504(-26k) | 208,536 | --- | 86,121(-18k) | 24,781 |
+| 07/15 | 194,201(+25k) | 254,317(+28k) | 208,665 | --- | 87,238 | 30,096 |
+| **07/16** | 273,551(+80k) | 303,239(+49k) | 256,628(+48k) | 40,758 | 122,426(+35k) | 36,676 |
+| **07/17** | 367,306(+94k) | **432,210**(+129k) | 368,707(+112k) | --- | 187,645(+65k) | 69,986(+33k) |
+| 07/20 | 354,441 | 293,859(-138k) | 297,056(-72k) | --- | 155,125 | 40,688 |
+| 07/21 | 328,322(-26k) | 308,655(+15k) | 263,508(-34k) | 27,796 | 113,330(-42k) | 40,499 |
+| 07/22 | 381,347(+53k) | 294,420 | 300,350(+37k) | 36,730 | 123,276 | 41,792 |
+| 07/23 | 318,971(-62k) | 300,477 | 269,227(-31k) | --- | 120,984 | 36,205 |
+
+## 三、重点会员逐日净头寸（多 - 空）
+
+| 日期 | 国泰君安 | 东证期货 | 中信期货 | 永安期货 | 华泰期货 | 方正中期 | **高盛期货** |
+|---|---|---|---|---|---|---|---|
+| 07/01 | -92,666 | -95,915 | -109,038 | +6,574 | -68,428 | +60,825 | **-157,673** |
+| 07/02 | -109,331 | -90,770 | -109,832 | -35,371 | -53,548 | +6,179 | +7,256 |
+| 07/03 | -102,242 | -87,013 | -89,675 | -30,395 | -40,001 | +6,503 | **-177,843** |
+| 07/06 | -115,523 | -92,972 | -107,866 | -27,659 | -70,262 | +7,302 | **-178,421** |
+| 07/07 | -122,252 | -99,256 | -117,756 | -25,952 | -18,146 | +7,059 | **-190,467** |
+| 07/08 | -101,630 | -97,468 | -112,048 | +6,088 | -46,264 | +5,480 | **-191,861** |
+| 07/09 | -116,054 | -104,643 | -111,114 | -32,427 | -71,119 | +9,083 | **-199,514** |
+| 07/10 | -100,286 | -100,733 | -103,834 | +5,922 | -45,536 | +8,017 | **-194,311** |
+| 07/13 | -119,242 | -108,172 | -125,378 | +10,977 | -17,849 | +10,657 | **-194,729** |
+| 07/14 | -130,405 | -100,958 | -121,409 | -17,893 | -18,680 | +10,158 | **-196,440** |
+| 07/15 | -126,199 | -98,211 | -127,246 | -17,504 | -71,785 | +8,840 | **-190,739** |
+| **07/16** | **-126,934** | **-117,147** | **-126,616** | **+6,741** | -24,580 | +7,371 | **-203,618** |
+| **07/17** | -116,531 | -105,050 | **-144,715** | -15,082 | -23,576 | +8,735 | **-218,070** |
+| 07/20 | -86,493 | **-115,884** | **-141,896** | -20,301 | **-105,208** | +6,407 | **-219,290** |
+| 07/21 | **-64,475** | **-124,442** | -102,917 | +5,466 | -32,130 | +3,932 | **-203,387** |
+| 07/22 | **-48,705** | -99,658 | -102,830 | +308 | -48,643 | +3,158 | **-188,460** |
+| **07/23** | **-45,296** | **-113,002** | -106,827 | +1,022 | -27,976 | +2,858 | **-183,405** |
+
+## 四、关键发现
+
+### 1. 暴跌前后（7/16-7/17）的会员行为
+
+**7/16（跌-2.11%，放量）**
+- 总成交量从148万→198万，放大34%
+- 东证、国泰君安、中信三家增量最猛：国泰君安+80k，东证+49k，中信+48k
+- 多空前10均有明显增仓，但净空头仍维持-44万
+
+**7/17（跌-4.05%，放量暴跌）**
+- 总成交量飙至**296万**（月内最高，+50%）
+- 东证期货成交量**43.2万**（月内最高个股）
+- 中信期货净空飙至-144,715（月内最空）
+- 东证净空-105k，国泰君安净空-117k（但比16日略收窄）
+
+### 2. 头把交椅易主
+
+- **1-16日**：东证期货稳坐成交量第一（日均26万手）
+- **7/20起**：**国泰君安**反超东证，成交量连续四天第一（最高38万手）
+- 同时国泰君安**净空头寸急剧收窄**：从-127k（7/16）缩至-45k（7/23），在减空单
+
+### 3. 全月净空格局
+
+- 中信期货持续全月最空，净空维持在-10万~-14万
+- 东证期货净空稳定在-9万~-12万
+- 国泰君安7月下旬明显减空
+- 方正中期是上榜中**唯一持续净多**的会员（+3k~+10k）
+- 整个品种全月净空在-33万~-44万之间
+
+### 4. 外资参与：高盛期货 — 沉默的巨量空头
+
+高盛期货的持仓行为与中资会员截然不同：
+
+- **不做量**：全月仅7/02一次进入成交量前20（2.6万手），其余日子成交量排名全在前20之外
+- **但持空单全月排名前5**：净空头寸从7月初 -15.8万持续加至最高 -21.9万（7/20）
+- **7/02短暂翻多**：当天净头寸 +7,256（唯一一次净多），但次日迅速回补至 -17.8万
+
+| 日期 | 净空头寸 | 说明 |
+|---|---|---|
+| 07/01 | -157,673 | 月初即有大规模的底仓 |
+| 07/07→07/09 | -190k→-200k | 持续加仓 |
+| **07/16→07/17** | -203k→**-218k** | **暴跌中继续加空** |
+| 07/20 | **-219,290** | **全月最空**（价格最低点889附近） |
+| 07/21→07/23 | -203k→-183k | 小幅减仓，仍维持18万+空头 |
+
+**高盛空仓与价格走势高度同步**：价格从960跌至890过程中，高盛空单从-19万增到-22万。7/20后价格反弹，高盛才开始减空。说明这是**基于基本面判断的套保/策略空头，而非短线投机**，2-3周建仓周期，不参与日内成交量排名。

成交量分析/FG609面板_20260723.html

@@ -0,0 +1,103 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>FG609 前20会员持仓排名</title>
+<style>
+* { box-sizing: border-box; margin: 0; padding: 0; }
+body { font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', sans-serif; background: #f5f6fa; padding: 24px; color: #1a1a2e; }
+.header { display: flex; justify-content: space-between; align-items: baseline; margin-bottom: 20px; }
+.header h1 { font-size: 20px; font-weight: 600; }
+.header span { font-size: 13px; color: #666; }
+.grid { display: grid; grid-template-columns: repeat(auto-fill, minmax(340px, 1fr)); gap: 12px; }
+.card { background: #fff; border-radius: 10px; padding: 16px; box-shadow: 0 1px 4px rgba(0,0,0,0.08); }
+.card .top { display: flex; justify-content: space-between; align-items: center; margin-bottom: 10px; }
+.card .rank { font-size: 12px; color: #888; font-weight: 600; }
+.card .name { font-size: 14px; font-weight: 600; }
+.card .vol { font-size: 22px; font-weight: 700; }
+.card .vol small { font-size: 13px; font-weight: 400; }
+.chg-up { color: #e74c3c; }
+.chg-down { color: #27ae60; }
+.chg-0 { color: #999; }
+.row2 { display: flex; gap: 12px; margin-top: 10px; padding-top: 10px; border-top: 1px solid #eee; }
+.row2 > div { flex: 1; }
+.row2 label { font-size: 11px; color: #888; display: block; }
+.row2 .num { font-size: 15px; font-weight: 600; }
+.net { font-size: 13px; font-weight: 600; margin-top: 6px; padding-top: 6px; border-top: 1px dashed #eee; }
+</style>
+</head>
+<body>
+<div class="header">
+  <h1>FG609 前20会员持仓排名</h1>
+  <span>2026-07-23 · 郑州商品交易所</span>
+</div>
+<div class="grid" id="grid"></div>
+<script>
+const data = [
+  {"rank":1,"name":"国泰君安（代客）","vol":318971,"vol_chg":-62376,"long_oi":147305,"long_chg":2980,"short_oi":192601,"short_chg":-429,"net":-45296},
+  {"rank":2,"name":"东证期货（代客）","vol":300477,"vol_chg":6057,"long_oi":70403,"long_chg":-15227,"short_oi":183405,"short_chg":-5055,"net":-113002},
+  {"rank":3,"name":"中信期货（代客）","vol":269227,"vol_chg":-31123,"long_oi":63443,"long_chg":-528,"short_oi":170270,"short_chg":1821,"net":-106827},
+  {"rank":4,"name":"五矿期货（代客）","vol":136245,"vol_chg":43666,"long_oi":63046,"long_chg":-5745,"short_oi":141610,"short_chg":28996,"net":-78564},
+  {"rank":5,"name":"华泰期货（代客）","vol":120984,"vol_chg":-2292,"long_oi":60040,"long_chg":272,"short_oi":88016,"short_chg":-2187,"net":-27976},
+  {"rank":6,"name":"冠通期货（代客）","vol":98116,"vol_chg":47780,"long_oi":56357,"long_chg":-663,"short_oi":71413,"short_chg":-9151,"net":-15056},
+  {"rank":7,"name":"银河期货（代客）","vol":86560,"vol_chg":-14234,"long_oi":50631,"long_chg":-3588,"short_oi":56787,"short_chg":-5343,"net":-6156},
+  {"rank":8,"name":"广发期货（代客）","vol":86232,"vol_chg":-19280,"long_oi":50128,"long_chg":615,"short_oi":48861,"short_chg":-5848,"net":1267},
+  {"rank":9,"name":"华闻期货（代客）","vol":83156,"vol_chg":-23036,"long_oi":49883,"long_chg":4237,"short_oi":39419,"short_chg":245,"net":10464},
+  {"rank":10,"name":"中泰期货（代客）","vol":81458,"vol_chg":2858,"long_oi":44652,"long_chg":1020,"short_oi":39076,"short_chg":877,"net":5576},
+  {"rank":11,"name":"中信建投（代客）","vol":63270,"vol_chg":4221,"long_oi":43748,"long_chg":2819,"short_oi":38532,"short_chg":-1972,"net":5216},
+  {"rank":12,"name":"光大期货（代客）","vol":62166,"vol_chg":196,"long_oi":42149,"long_chg":1972,"short_oi":38427,"short_chg":488,"net":3722},
+  {"rank":13,"name":"国信期货（代客）","vol":60570,"vol_chg":-5459,"long_oi":32668,"long_chg":1356,"short_oi":35369,"short_chg":-1415,"net":-2701},
+  {"rank":14,"name":"招商期货（代客）","vol":54286,"vol_chg":9923,"long_oi":32363,"long_chg":-1863,"short_oi":30159,"short_chg":-5047,"net":2204},
+  {"rank":15,"name":"海通期货（代客）","vol":47715,"vol_chg":17,"long_oi":31829,"long_chg":-6109,"short_oi":29086,"short_chg":-5276,"net":2743},
+  {"rank":16,"name":"南华期货（代客）","vol":46644,"vol_chg":13351,"long_oi":30128,"long_chg":1924,"short_oi":28816,"short_chg":662,"net":1312},
+  {"rank":17,"name":"瑞达期货（代客）","vol":43583,"vol_chg":8153,"long_oi":29777,"long_chg":-5192,"short_oi":25507,"short_chg":3068,"net":4270},
+  {"rank":18,"name":"安粮期货（代客）","vol":37862,"vol_chg":9527,"long_oi":27348,"long_chg":82,"short_oi":24953,"short_chg":-2943,"net":2395},
+  {"rank":19,"name":"方正中期（代客）","vol":36205,"vol_chg":-5587,"long_oi":26834,"long_chg":1832,"short_oi":23976,"short_chg":-2526,"net":2858},
+  {"rank":20,"name":"徽商期货（代客）","vol":35088,"vol_chg":-1103,"long_oi":25159,"long_chg":-5,"short_oi":18530,"short_chg":211,"net":6629}
+];
+
+function cls(v) {
+  if (v > 0) return 'chg-up';
+  if (v < 0) return 'chg-down';
+  return 'chg-0';
+}
+
+function fmt(v) { return v.toLocaleString(); }
+
+function chgStr(v) {
+  const s = v > 0 ? '+' : '';
+  return s + fmt(v);
+}
+
+const grid = document.getElementById('grid');
+data.forEach(d => {
+  const card = document.createElement('div');
+  card.className = 'card';
+  card.innerHTML = `
+    <div class="top">
+      <span class="rank">#${d.rank}</span>
+      <span class="name">${d.name}</span>
+    </div>
+    <div>
+      <div class="vol">${fmt(d.vol)} <small class="${cls(d.vol_chg)}">(${chgStr(d.vol_chg)})</small></div>
+    </div>
+    <div class="row2">
+      <div>
+        <label>多单</label>
+        <div class="num">${fmt(d.long_oi)}</div>
+        <div class="${cls(d.long_chg)}" style="font-size:12px">${chgStr(d.long_chg)}</div>
+      </div>
+      <div>
+        <label>空单</label>
+        <div class="num">${fmt(d.short_oi)}</div>
+        <div class="${cls(d.short_chg)}" style="font-size:12px">${chgStr(d.short_chg)}</div>
+      </div>
+    </div>
+    <div class="net ${cls(d.net)}">净头寸 ${chgStr(d.net)}</div>
+  `;
+  grid.appendChild(card);
+});
+</script>
+</body>
+</html>

成交量分析/fetcher.py

@@ -0,0 +1,392 @@
+"""五大期货交易所前20会员成交持仓排名数据获取工具。
+
+交易所对照:
+  - CZCE  郑商所 → get_rank_table_czce   (玻璃FG、纯碱SA、甲醇MA等)
+  - SHFE  上期所 → get_shfe_rank_table    (铜CU、铝AL、螺纹RB、原油SC等)
+  - DCE   大商所 → get_dce_rank_table     (铁矿石I、豆粕M、棕榈P等)
+  - CFFEX 中金所 → get_cffex_rank_table   (IF、IC、IH、T等)
+  - GFEX  广期所 → futures_gfex_position_rank (工业硅SI、碳酸锂LC等)
+
+交易所公布规则:
+  - CZCE: 同时公布品种汇总 + 各合约明细
+  - SHFE/CFFEX: 只公布合约明细，品种汇总由函数自行加总
+  - DCE: 只公布品种排名
+  - GFEX: 公布合约明细
+"""
+
+import akshare as ak
+import pandas as pd
+from datetime import datetime, timedelta
+
+EXCHANGE_CODE = {
+    "CZCE":  "CZCE",
+    "SHFE":  "SHFE",
+    "DCE":   "DCE",
+    "CFFEX": "CFFEX",
+    "GFEX":  "GFEX",
+}
+
+# 常见品种 -> 交易所映射
+VARIETY_EXCHANGE = {
+    # 郑商所 CZCE
+    "FG": "CZCE", "SA": "CZCE", "MA": "CZCE", "TA": "CZCE",
+    "RM": "CZCE", "OI": "CZCE", "ZC": "CZCE", "SF": "CZCE",
+    "SM": "CZCE", "UR": "CZCE", "PF": "CZCE", "PX": "CZCE",
+    "SH": "CZCE", "PR": "CZCE", "PL": "CZCE", "AP": "CZCE",
+    "CJ": "CZCE", "CY": "CZCE", "PK": "CZCE", "CF": "CZCE",
+    "SR": "CZCE",
+    # 上期所 SHFE
+    "CU": "SHFE", "AL": "SHFE", "ZN": "SHFE", "PB": "SHFE",
+    "NI": "SHFE", "SN": "SHFE", "AU": "SHFE", "AG": "SHFE",
+    "RB": "SHFE", "HC": "SHFE", "WR": "SHFE", "FU": "SHFE",
+    "BU": "SHFE", "RU": "SHFE", "SC": "SHFE", "NR": "SHFE",
+    "SP": "SHFE", "SS": "SHFE", "LU": "SHFE", "BC": "SHFE",
+    "AO": "SHFE", "BR": "SHFE", "EC": "SHFE",
+    # 大商所 DCE
+    "C":  "DCE", "CS": "DCE", "A":  "DCE", "B":  "DCE",
+    "M":  "DCE", "Y":  "DCE", "P":  "DCE", "FB": "DCE",
+    "BB": "DCE", "JD": "DCE", "L":  "DCE", "V":  "DCE",
+    "PP": "DCE", "J":  "DCE", "JM": "DCE", "I":  "DCE",
+    "EG": "DCE", "RR": "DCE", "EB": "DCE", "PG": "DCE",
+    "LH": "DCE", "LG": "DCE", "BZ": "DCE",
+    # 中金所 CFFEX
+    "IF": "CFFEX", "IC": "CFFEX", "IH": "CFFEX", "IM": "CFFEX",
+    "T":  "CFFEX", "TF": "CFFEX", "TS": "CFFEX", "TL": "CFFEX",
+    # 广期所 GFEX
+    "SI": "GFEX", "LC": "GFEX", "PS": "GFEX",
+}
+
+# 各交易所的品种代码列表（用于 get_rank_sum）
+ALL_VARS_CZCE  = ["WH","PM","CF","SR","TA","OI","RI","MA","FG","RS","RM","ZC",
+                  "JR","LR","SF","SM","WT","TC","GN","RO","ER","SRX","SRY",
+                  "WSX","WSY","CY","AP","UR","CJ","SA","PK","PF","PX","SH","PR","PL"]
+ALL_VARS_DCE   = ["C","CS","A","B","M","Y","P","FB","BB","JD","L","V","PP",
+                  "J","JM","I","EG","RR","EB","PG","LH","LG","BZ"]
+ALL_VARS_SHFE  = ["CU","AL","ZN","PB","NI","SN","AU","AG","RB","WR","HC",
+                  "FU","BU","RU","SC","NR","SP","SS","LU","BC","AO","BR","EC"]
+ALL_VARS_CFFEX = ["IF","IC","IM","IH","T","TF","TS","TL"]
+ALL_VARS_GFEX  = ["SI","LC","PS"]
+
+# 没有统一字段名映射时用的 to_int 辅助
+def _to_int(x):
+    if isinstance(x, str):
+        return int(x.replace(",", ""))
+    return int(x)
+
+
+# ---------------------------------------------------------------------------
+# 底层接口，按交易所获取当日前20排名
+# ---------------------------------------------------------------------------
+
+def fetch_top20(date: str = None, exchange: str = None, variety: str = None) -> pd.DataFrame:
+    """获取指定交易日该品种的前20会员成交持仓排名。
+
+    主力合约检测调用 :func:`main_contract`，本函数自动定位。
+
+    Parameters
+    ----------
+    date : str or None
+        交易日，格式 YYYY-MM-DD 或 YYYYMMDD。None 表示最新。
+    exchange : str or None
+        交易所代码（CZCE/SHFE/DCE/CFFEX/GFEX）。None 时从 variety 推算。
+    variety : str
+        品种代码（如 "FG", "RB", "I", "IF"）。如果为 None 则返回全品种。
+
+    Returns
+    -------
+    pd.DataFrame
+        前20会员排名数据。
+        列：rank, party_name, vol, vol_chg,
+            long_party_name, long_open_interest, long_open_interest_chg,
+            short_party_name, short_open_interest, short_open_interest_chg,
+            symbol, exchange
+    """
+    if exchange is None and variety is not None:
+        exchange = VARIETY_EXCHANGE.get(variety.upper())
+        if exchange is None:
+            raise ValueError(f"未知品种 {variety}，请指定 exchange 参数")
+
+    if exchange == "CZCE":
+        return _fetch_czce(date, variety)
+    elif exchange == "SHFE":
+        return _fetch_shfe(date, variety)
+    elif exchange == "DCE":
+        return _fetch_dce(date, variety)
+    elif exchange == "CFFEX":
+        return _fetch_cffex(date, variety)
+    elif exchange == "GFEX":
+        return _fetch_gfex(date, variety)
+    else:
+        raise ValueError(f"不支持的交易所: {exchange}")
+
+
+def _fetch_czce(date=None, variety=None):
+    rank = ak.get_rank_table_czce(date=date)
+    if variety:
+        variety = variety.upper()
+        if variety in rank:
+            # 品种级别汇总
+            return _normalize_czce(rank[variety], variety, "CZCE")
+        # 合约级别: 找到该品种的所有合约
+        contract_keys = [k for k in rank if k.startswith(variety) and k != variety]
+        if not contract_keys:
+            raise ValueError(f"未找到品种 {variety} 的数据")
+        # 返回汇总版
+        return _normalize_czce(rank.get(variety, pd.DataFrame()), variety, "CZCE")
+    else:
+        # 全部品种 - 返回汇总
+        return rank  # dict, 调用方自己处理
+
+
+def _fetch_shfe(date=None, variety=None):
+    vars_list = [variety.upper()] if variety else None
+    rank = ak.get_shfe_rank_table(date=date, vars_list=vars_list)
+    # SHFE 返回 dict: {合约代码: DataFrame}
+    rows = []
+    for symbol, df in rank.items():
+        for _, r in df.iterrows():
+            rows.append({
+                "rank": int(r["名次"]),
+                "party_name": r["会员简称"],
+                "vol": r["成交量"],
+                "vol_chg": r["成交量增减"],
+                "long_party_name": r["持买单量-会员简称"],
+                "long_open_interest": r["持买单量-合计"],
+                "long_open_interest_chg": r["持买单量-增减"],
+                "short_party_name": r["持卖单量-会员简称"],
+                "short_open_interest": r["持卖单量-合计"],
+                "short_open_interest_chg": r["持卖单量-增减"],
+                "symbol": symbol,
+            })
+    df = pd.DataFrame(rows)
+    if variety:
+        df = df[df["symbol"].str.startswith(variety.upper())]
+    return df
+
+
+def _fetch_dce(date=None, variety=None):
+    vars_list = [variety.upper()] if variety else None
+    rank = ak.get_dce_rank_table(date=date, vars_list=vars_list)
+    rows = []
+    for symbol, df in rank.items():
+        for _, r in df.iterrows():
+            rows.append({
+                "rank": int(r["名次"]),
+                "party_name": r["会员简称"],
+                "vol": r["成交量"],
+                "vol_chg": r["成交量增减"],
+                "long_party_name": r["持买单-会员简称"],
+                "long_open_interest": r["持买单"],
+                "long_open_interest_chg": r["持买单增减"],
+                "short_party_name": r["持卖单-会员简称"],
+                "short_open_interest": r["持卖单"],
+                "short_open_interest_chg": r["持卖单增减"],
+                "symbol": symbol,
+            })
+    return pd.DataFrame(rows)
+
+
+def _fetch_cffex(date=None, variety=None):
+    vars_list = [variety.upper()] if variety else None
+    rank = ak.get_cffex_rank_table(date=date, vars_list=vars_list)
+    rows = []
+    for symbol, df in rank.items():
+        for _, r in df.iterrows():
+            rows.append({
+                "rank": int(r["名次"]),
+                "party_name": r["会员简称"],
+                "vol": r["成交量"],
+                "vol_chg": r["成交量增减"],
+                "long_party_name": r["持买单-会员简称"],
+                "long_open_interest": r["持买单-合计"],
+                "long_open_interest_chg": r["持买单-增减"],
+                "short_party_name": r["持卖单-会员简称"],
+                "short_open_interest": r["持卖单-合计"],
+                "short_open_interest_chg": r["持卖单-增减"],
+                "symbol": symbol,
+            })
+    return pd.DataFrame(rows)
+
+
+def _fetch_gfex(date=None, variety=None):
+    vars_list = [variety.upper()] if variety else None
+    rank = ak.futures_gfex_position_rank(date=date, vars_list=vars_list)
+    rows = []
+    if isinstance(rank, dict):
+        for symbol, df in rank.items():
+            for _, r in df.iterrows():
+                rows.append({
+                    "rank": int(r["名次"]),
+                    "party_name": r["会员简称"],
+                    "vol": r["成交量"],
+                    "vol_chg": r["成交量增减"],
+                    "long_party_name": r["持买单-会员简称"],
+                    "long_open_interest": r["持买单-合计"],
+                    "long_open_interest_chg": r["持买单-增减"],
+                    "short_party_name": r["持卖单-会员简称"],
+                    "short_open_interest": r["持卖单-合计"],
+                    "short_open_interest_chg": r["持卖单-增减"],
+                    "symbol": symbol,
+                })
+    return pd.DataFrame(rows)
+
+
+def _normalize_czce(df, variety, exchange):
+    """标准化 CZCE 品种汇总 DataFrame 字段名"""
+    df = df.copy()
+    df["symbol"] = df.get("symbol", variety)
+    df["exchange"] = exchange
+    return df
+
+
+# ---------------------------------------------------------------------------
+# 主力合约检测
+# ---------------------------------------------------------------------------
+
+def main_contract(variety: str, date: str = None) -> str:
+    """检测该品种在指定交易日的主力合约代码。
+
+    逻辑：成交量/持仓量最大的合约即为主力。
+    """
+    variety = variety.upper()
+    exchange = VARIETY_EXCHANGE.get(variety)
+    if exchange is None:
+        raise ValueError(f"未知品种 {variety}")
+
+    rank = ak.get_rank_table_czce(date=date) if exchange == "CZCE" else {}
+    if exchange == "CZCE":
+        # CZCE: 合约级别的 key 是 品种+年月 (FG609), 品种级是 FG
+        contract_keys = [k for k in rank if k.startswith(variety) and k != variety]
+        if not contract_keys:
+            raise ValueError(f"未找到品种 {variety} 的合约数据")
+        vols = {}
+        for ck in contract_keys:
+            df = rank[ck]
+            vol_sum = df["vol"].apply(_to_int).sum()
+            vols[ck] = vol_sum
+        return max(vols, key=vols.get)
+    else:
+        # 其他交易所：通过成交额最大的标的判断
+        raise NotImplementedError(f"{exchange} 主力合约检测待实现")
+
+
+# ---------------------------------------------------------------------------
+# 品种汇总对比（多交易所多品种）
+# ---------------------------------------------------------------------------
+
+def rank_summary(date: str = None, varieties: list = None) -> pd.DataFrame:
+    """多品种前N会员成交量/持仓汇总对比（仅支持 CZCE 品种）。
+
+    使用 get_rank_table_czce 的品种级别汇总数据，
+    返回各品种前5/10/15/20成交量和多空持仓总和。
+
+    Parameters
+    ----------
+    date : str
+        交易日。
+    varieties : list
+        品种代码列表。默认 FG, SA, MA, CF, TA, UR, PF, SM。
+
+    Returns
+    -------
+    pd.DataFrame
+        每行一个品种，含品种级前N成交量和多空持仓总和。
+    """
+    if varieties is None:
+        varieties = ["FG", "SA", "MA", "CF", "TA", "UR", "PF", "SM"]
+    rank = ak.get_rank_table_czce(date=date)
+    rows = []
+    for var in varieties:
+        var = var.upper()
+        if var not in rank:
+            continue
+        df = rank[var]
+        df["vol_int"] = df["vol"].apply(_to_int)
+        df["long_int"] = df["long_open_interest"].apply(_to_int)
+        df["short_int"] = df["short_open_interest"].apply(_to_int)
+        total_vol = df["vol_int"].sum()
+        vol_5 = df.head(5)["vol_int"].sum()
+        vol_10 = df.head(10)["vol_int"].sum()
+        long_sum = df["long_int"].sum()
+        short_sum = df["short_int"].sum()
+        rows.append({
+            "var": var,
+            "vol_total": total_vol,
+            "vol_top5": vol_5,
+            "vol_top10": vol_10,
+            "vol_top20": df["vol_int"].sum(),
+            "long_sum": long_sum,
+            "short_sum": short_sum,
+            "net": long_sum - short_sum,
+        })
+    return pd.DataFrame(rows).sort_values("vol_total", ascending=False)
+
+
+# ---------------------------------------------------------------------------
+# 主力合约前20成交量
+# ---------------------------------------------------------------------------
+
+def main_top20(variety: str, date: str = None) -> pd.DataFrame:
+    """获取品种主力合约的前20会员成交量排名。
+
+    Parameters
+    ----------
+    variety : str
+        品种代码，如 "FG"。
+    date : str
+        交易日。None 表示最新。
+
+    Returns
+    -------
+    pd.DataFrame
+        主力合约前20会员成交量排名 + 多空持仓排名。
+    """
+    exchange = VARIETY_EXCHANGE.get(variety.upper())
+    if exchange != "CZCE":
+        raise NotImplementedError(f"目前仅支持 CZCE 品种的主力合约前20查询")
+
+    rank = ak.get_rank_table_czce(date=date)
+    contract_keys = [k for k in rank if k.startswith(variety.upper()) and k != variety.upper()]
+    vols = {ck: rank[ck]["vol"].apply(_to_int).sum() for ck in contract_keys}
+    main_code = max(vols, key=vols.get)
+
+    df = rank[main_code].copy()
+    df["symbol"] = main_code
+    # 数值列处理（CZCE 返回字符串含逗号）
+    for col in ["vol", "vol_chg", "long_open_interest", "long_open_interest_chg",
+                "short_open_interest", "short_open_interest_chg"]:
+        df[col] = df[col].apply(_to_int)
+    return df.sort_values("rank")
+
+
+# ---------------------------------------------------------------------------
+# 输出格式化
+# ---------------------------------------------------------------------------
+
+def print_top20(df: pd.DataFrame, title: str = ""):
+    """打印前20成交量排名 + 多空前10。"""
+    if title:
+        print(f"\n{'='*60}")
+        print(f"  {title}")
+        print(f"{'='*60}")
+
+    print(f"\n【成交量前20】")
+    print(f"{'排名':>4} {'会员':<20} {'成交量':>10} {'变化':>10}")
+    print("-" * 50)
+    for _, r in df.iterrows():
+        print(f"{int(r['rank']):>4} {str(r['vol_party_name']):<20} "
+              f"{int(r['vol']):>10,} {int(r['vol_chg']):>10,}")
+
+    print(f"\n【持多单前10】")
+    print(f"{'排名':>4} {'会员':<20} {'多单':>10} {'变化':>10}")
+    print("-" * 50)
+    for _, r in df.head(10).iterrows():
+        print(f"{int(r['rank']):>4} {str(r['long_party_name']):<20} "
+              f"{int(r['long_open_interest']):>10,} {int(r['long_open_interest_chg']):>10,}")
+
+    print(f"\n【持空单前10】")
+    print(f"{'排名':>4} {'会员':<20} {'空单':>10} {'变化':>10}")
+    print("-" * 50)
+    for _, r in df.head(10).iterrows():
+        print(f"{int(r['rank']):>4} {str(r['short_party_name']):<20} "
+              f"{int(r['short_open_interest']):>10,} {int(r['short_open_interest_chg']):>10,}")

成交量分析/pull_fg609.py

@@ -0,0 +1,124 @@
+"""拉取玻璃FG609 7月份所有交易日的前20会员持仓排名数据"""
+import akshare as ak
+import pandas as pd
+import time
+from datetime import date, timedelta
+
+def to_int(x):
+    if isinstance(x, str):
+        return int(x.replace(",", ""))
+    return int(x)
+
+def get_rank_czce_safe(d):
+    """安全调用，失败重试"""
+    try:
+        return ak.get_rank_table_czce(date=d)
+    except Exception as e:
+        print(f"  [{d}] 失败: {e}")
+        return None
+
+# 7月交易日（去掉周末）
+trading_days = []
+start = date(2026, 7, 1)
+end = date(2026, 7, 23)
+d = start
+while d <= end:
+    if d.weekday() < 5:  # Mon-Fri
+        trading_days.append(d)
+    d += timedelta(days=1)
+
+print(f"共 {len(trading_days)} 个交易日")
+
+all_data = {}  # date_str -> DataFrame (FG609 member rank)
+
+for dt in trading_days:
+    ds = dt.strftime("%Y%m%d")
+    print(f"拉取 {ds}...", end=" ", flush=True)
+    rank = get_rank_czce_safe(ds)
+    if rank and "FG609" in rank:
+        df = rank["FG609"].copy()
+        for col in ["vol", "vol_chg", "long_open_interest", "long_open_interest_chg",
+                     "short_open_interest", "short_open_interest_chg"]:
+            df[col] = df[col].apply(to_int)
+        df = df.sort_values("rank")
+        all_data[ds] = df
+        # 摘要
+        total_vol = df["vol"].sum()
+        top1 = df.iloc[0]
+        top3_vol = df.head(3)["vol"].sum()
+        long_sum = df["long_open_interest"].sum()
+        short_sum = df["short_open_interest"].sum()
+        print(f"OK  vol={total_vol/10000:.0f}万  top1={top1['vol_party_name']}({top1['vol']/10000:.0f}万)  net={long_sum-short_sum:+,}")
+    else:
+        print(f"SKIP（无FG609数据）")
+    time.sleep(0.3)
+
+print(f"\n成功获取 {len(all_data)} 天数据")
+
+# ====== 汇总：逐日总成交量 & 前5会员 ======
+print("\n" + "="*80)
+print("【逐日汇总】FG609 前20会员成交量 & 多空净头寸")
+print("="*80)
+print(f"{'日期':>8} {'总成交量':>10} {'总多单':>10} {'总空单':>10} {'净头寸':>10} {'VolTop1':<18} {'VolTop1占比':>8}")
+print("-"*80)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    tv = df["vol"].sum()
+    ls = df["long_open_interest"].sum()
+    ss = df["short_open_interest"].sum()
+    t1 = df.iloc[0]
+    share = t1["vol"] / tv * 100
+    d = f"{ds[:4]}-{ds[4:6]}-{ds[6:]}"
+    print(f"{d:>8} {tv:>10,} {ls:>10,} {ss:>10,} {ls-ss:>10,} {t1['vol_party_name']:<18} {share:>7.1f}%")
+
+# ====== 重点会员逐日变化 ======
+key_members = ["国泰君安（代客）", "东证期货（代客）", "中信期货（代客）",
+               "永安期货（代客）", "华泰期货（代客）", "方正中期（代客）", "高盛期货（代客）"]
+print("\n" + "="*100)
+print("【重点会员逐日成交量】")
+print("="*100)
+header = f"{'日期':>8}"
+for m in key_members:
+    header += f" {m:<16}"
+print(header)
+print("-"*100)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    line = f"{ds[:4]}-{ds[4:6]}-{ds[6:]:>8}"
+    for m in key_members:
+        row = df[df["vol_party_name"] == m]
+        if not row.empty:
+            vol = row.iloc[0]["vol"]
+            chg = row.iloc[0]["vol_chg"]
+            line += f" {vol:>6,}({chg:>+6,})"
+        else:
+            line += f" {'---':>16}"
+    print(line)
+
+# ====== 重点会员逐日净头寸（多-空） ======
+print("\n" + "="*100)
+print("【重点会员逐日净头寸（多单-空单）】")
+print("="*100)
+header = f"{'日期':>8}"
+for m in key_members:
+    header += f" {m:<16}"
+print(header)
+print("-"*100)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    line = f"{ds[:4]}-{ds[4:6]}-{ds[6:]:>8}"
+    for m in key_members:
+        row = df[df["vol_party_name"] == m]
+        if not row.empty:
+            r = row.iloc[0]
+            net = r["long_open_interest"] - r["short_open_interest"]
+            line += f" {net:>+8,}"
+        else:
+            # try other name columns
+            row_l = df[df["long_party_name"] == m]
+            row_s = df[df["short_party_name"] == m]
+            long_v = row_l.iloc[0]["long_open_interest"] if not row_l.empty else 0
+            short_v = row_s.iloc[0]["short_open_interest"] if not row_s.empty else 0
+            net = long_v - short_v
+            line += f" {net:>+8,}"
+    print(line)

振幅锁仓策略/fg2609.html

@@ -0,0 +1,180 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略 — FG2609 玻璃</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+    --th-bg: #f1f5f9; --th-fg: #334155; --th-border: #cbd5e1;
+    --td-border: #e2e8f0; --td-even: #f8fafc; --td-first: #334155;
+    --na: #94a3b8;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+    --th-bg: #1e293b; --th-fg: #cbd5e1; --th-border: #334155;
+    --td-border: #1e293b; --td-even: #1a2332; --td-first: #e2e8f0;
+    --na: #64748b;
+  }
+  body { font-family: -apple-system, 'Segoe UI', system-ui, sans-serif; padding: 24px; max-width: 1100px; margin: 0 auto; color: var(--fg); background: var(--bg); }
+  h1 { font-size: 1.4rem; margin-bottom: 8px; }
+  .sub { color: var(--sub); font-size: 0.85rem; margin-bottom: 16px; }
+  .sub a { color: #3b82f6; cursor: pointer; text-decoration: none; }
+  .sub a:hover { text-decoration: underline; }
+  .formula { color: var(--sub); font-size: 0.8rem; margin: 0; padding: 6px 12px; background: var(--th-bg); border-radius: 4px; display: inline-block; }
+  table { border-collapse: collapse; width: 100%; font-size: 0.9rem; }
+  th { background: var(--th-bg); color: var(--th-fg); font-weight: 600; padding: 8px 10px; border: 1px solid var(--th-border); text-align: center; white-space: nowrap; }
+  td { padding: 6px 10px; border: 1px solid var(--td-border); text-align: center; }
+  tr:nth-child(even) td { background: var(--td-even); }
+  td:first-child { font-weight: 500; color: var(--td-first); }
+  tr.active td { background: #dbeafe !important; }
+  [data-theme="dark"] tr.active td { background: #1e3a5f !important; }
+  td:nth-child(2) { font-size: 0.78rem; color: var(--sub); }
+  .na { color: var(--na); }
+
+  .toggle-btn { position: fixed; top: 16px; right: 24px; background: var(--th-bg); border: 1px solid var(--th-border); color: var(--th-fg); padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10; }
+  .toggle-btn:hover { opacity: 0.8; }
+
+  .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: 340px; height: 100%; background: var(--bg); border-left: 1px solid var(--th-border); z-index: 100; padding: 24px; transform: translateX(100%); transition: transform .25s ease; overflow-y: auto; box-shadow: -4px 0 20px rgba(0,0,0,.15); }
+  .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: 16px; }
+  .drawer .calc-table { width: 100%; border-collapse: collapse; font-size: 0.82rem; margin-bottom: 14px; }
+  .drawer .calc-table td { padding: 4px 8px; border: 1px solid var(--td-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: 1.8; color: var(--fg); }
+  .drawer .result b { font-size: 1.1rem; }
+  .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; text-decoration: underline; text-decoration-style: dotted; text-underline-offset: 3px; }
+  .amp-cell:hover { color: #3b82f6; }
+  .nav-link { color: var(--sub); font-size: 0.82rem; margin-bottom: 4px; }
+  .nav-link a { color: #3b82f6; text-decoration: none; }
+  .nav-link a:hover { text-decoration: underline; }
+  .section { margin-bottom: 8px; }
+  .section h2 { font-size: 1.1rem; display: flex; align-items: center; gap: 8px; margin: 16px 0 10px; padding: 4px 0; }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 — FG2609 玻璃</h1>
+<p class="sub"><a href="index.html">返回总览</a> &nbsp;|&nbsp; <span>FG2609</span> &nbsp;|&nbsp; <a href="fg2610.html">FG2610</a> &nbsp;|&nbsp; <a href="fg2611.html">FG2611</a> &nbsp;|&nbsp; <a href="fg2701.html">FG2701</a></p>
+<p class="formula">振幅算法：近 5 日均振幅 = 过去 5 个交易日 (最高 − 最低) 的均值，结果四舍五入取整</p>
+
+<div class="section" id="sec-fg2609">
+  <h2>FG2609 玻璃</h2>
+<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>最高最低差价</th><th>振幅</th></tr>
+  <tr><td>2026/7/1</td><td>周三</td><td>972</td><td>961</td><td>972</td><td>956</td><td>16</td><td class="na">-</td></tr>
+  <tr><td>2026/7/2</td><td>周四</td><td>960</td><td>966</td><td>972</td><td>957</td><td>15</td><td class="na">-</td></tr>
+  <tr><td>2026/7/3</td><td>周五</td><td>965</td><td>973</td><td>979</td><td>962</td><td>17</td><td class="na">-</td></tr>
+  <tr><td>2026/7/6</td><td>周一</td><td>977</td><td>967</td><td>982</td><td>964</td><td>18</td><td class="na">-</td></tr>
+  <tr><td>2026/7/7</td><td>周二</td><td>966</td><td>952</td><td>966</td><td>951</td><td>15</td><td class="na">-</td></tr>
+  <tr><td>2026/7/8</td><td>周三</td><td>954</td><td>962</td><td>966</td><td>951</td><td>15</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/9</td><td>周四</td><td>963</td><td>957</td><td>964</td><td>949</td><td>15</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/10</td><td>周五</td><td>956</td><td>965</td><td>974</td><td>952</td><td>22</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/13</td><td>周一</td><td>965</td><td>952</td><td>967</td><td>950</td><td>17</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/14</td><td>周二</td><td>954</td><td>951</td><td>956</td><td>944</td><td>12</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/15</td><td>周三</td><td>950</td><td>949</td><td>958</td><td>944</td><td>14</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/16</td><td>周四</td><td>949</td><td>929</td><td>952</td><td>927</td><td>25</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/17</td><td>周五</td><td>931</td><td>900</td><td>931</td><td>899</td><td>32</td><td class="amp-cell">18</td></tr>
+  <tr><td>2026/7/20</td><td>周一</td><td>902</td><td>890</td><td>908</td><td>889</td><td>19</td><td class="amp-cell">20</td></tr>
+  <tr><td>2026/7/21</td><td>周二</td><td>891</td><td>904</td><td>910</td><td>891</td><td>19</td><td class="amp-cell">20</td></tr>
+  <tr><td>2026/7/22</td><td>周三</td><td>908</td><td>913</td><td>918</td><td>900</td><td>18</td><td class="amp-cell">22</td></tr>
+  <tr><td>2026/7/23</td><td>周四</td><td>914</td><td>899</td><td>917</td><td>892</td><td>25</td><td class="amp-cell">23</td></tr>
+  <tr><td>2026/7/24</td><td>周五</td><td>900</td><td>908</td><td>912</td><td>891</td><td>21</td><td class="amp-cell">23</td></tr>
+  <tr><td>2026/7/27</td><td>周一</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td>0</td><td class="amp-cell">20</td></tr>
+</table>
+</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 = '☀️ 日间';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗夜';
+  }
+  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; }
+}
+
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    var row = cell.parentElement;
+    var tbl = row.closest('table');
+    var rows = tbl.querySelectorAll('tr');
+    var h2 = tbl.closest('.section').querySelector('h2');
+    var product = h2.childNodes[h2.childNodes.length - 1].textContent.trim();
+
+    var ranges = [];
+    for (var i = 1; i < rows.length; i++) {
+      var cells = rows[i].querySelectorAll('td');
+      ranges.push({
+        date: cells[0].textContent.trim(),
+        wk: cells[1].textContent.trim(),
+        diff: parseInt(cells[6].textContent) || 0
+      });
+    }
+
+    var idx = Array.prototype.indexOf.call(rows, row) - 1;
+    var start = idx - 5;
+    if (start < 0) return;
+
+    var ampVal = cell.textContent.trim();
+    document.getElementById('drawer-title').textContent = product;
+    document.getElementById('drawer-date').textContent = '目标日期: ' + ranges[idx].date + ' ' + ranges[idx].wk + '  振幅 ' + ampVal;
+
+    var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+    var sum = 0;
+    for (var j = start; j < idx; j++) {
+      html += '<tr><td>' + ranges[j].date + ' ' + ranges[j].wk + '</td><td>' + ranges[j].diff + '</td></tr>';
+      sum += ranges[j].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>
+</body>
+</html>

振幅锁仓策略/fg2610.html

@@ -0,0 +1,178 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略 — FG2610 玻璃</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+    --th-bg: #f1f5f9; --th-fg: #334155; --th-border: #cbd5e1;
+    --td-border: #e2e8f0; --td-even: #f8fafc; --td-first: #334155;
+    --na: #94a3b8;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+    --th-bg: #1e293b; --th-fg: #cbd5e1; --th-border: #334155;
+    --td-border: #1e293b; --td-even: #1a2332; --td-first: #e2e8f0;
+    --na: #64748b;
+  }
+  body { font-family: -apple-system, 'Segoe UI', system-ui, sans-serif; padding: 24px; max-width: 1100px; margin: 0 auto; color: var(--fg); background: var(--bg); }
+  h1 { font-size: 1.4rem; margin-bottom: 8px; }
+  .sub { color: var(--sub); font-size: 0.85rem; margin-bottom: 16px; }
+  .sub a { color: #3b82f6; cursor: pointer; text-decoration: none; }
+  .sub a:hover { text-decoration: underline; }
+  .formula { color: var(--sub); font-size: 0.8rem; margin: 0; padding: 6px 12px; background: var(--th-bg); border-radius: 4px; display: inline-block; }
+  table { border-collapse: collapse; width: 100%; font-size: 0.9rem; }
+  th { background: var(--th-bg); color: var(--th-fg); font-weight: 600; padding: 8px 10px; border: 1px solid var(--th-border); text-align: center; white-space: nowrap; }
+  td { padding: 6px 10px; border: 1px solid var(--td-border); text-align: center; }
+  tr:nth-child(even) td { background: var(--td-even); }
+  td:first-child { font-weight: 500; color: var(--td-first); }
+  tr.active td { background: #dbeafe !important; }
+  [data-theme="dark"] tr.active td { background: #1e3a5f !important; }
+  td:nth-child(2) { font-size: 0.78rem; color: var(--sub); }
+  .na { color: var(--na); }
+
+  .toggle-btn { position: fixed; top: 16px; right: 24px; background: var(--th-bg); border: 1px solid var(--th-border); color: var(--th-fg); padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10; }
+  .toggle-btn:hover { opacity: 0.8; }
+
+  .section { margin-bottom: 8px; }
+  .section h2 { font-size: 1.1rem; display: flex; align-items: center; gap: 8px; margin: 16px 0 10px; padding: 4px 0; }
+
+  .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: 340px; height: 100%; background: var(--bg); border-left: 1px solid var(--th-border); z-index: 100; padding: 24px; transform: translateX(100%); transition: transform .25s ease; overflow-y: auto; box-shadow: -4px 0 20px rgba(0,0,0,.15); }
+  .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: 16px; }
+  .drawer .calc-table { width: 100%; border-collapse: collapse; font-size: 0.82rem; margin-bottom: 14px; }
+  .drawer .calc-table td { padding: 4px 8px; border: 1px solid var(--td-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: 1.8; color: var(--fg); }
+  .drawer .result b { font-size: 1.1rem; }
+  .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; text-decoration: underline; text-decoration-style: dotted; text-underline-offset: 3px; }
+  .amp-cell:hover { color: #3b82f6; }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 — FG2610 玻璃</h1>
+<p class="sub"><a href="index.html">返回总览</a> &nbsp;|&nbsp; <a href="fg2609.html">FG2609</a> &nbsp;|&nbsp; <span>FG2610</span> &nbsp;|&nbsp; <a href="fg2611.html">FG2611</a> &nbsp;|&nbsp; <a href="fg2701.html">FG2701</a></p>
+<p class="formula">振幅算法：近 5 日均振幅 = 过去 5 个交易日 (最高 − 最低) 的均值，结果四舍五入取整</p>
+
+<div class="section" id="sec-fg2610">
+  <h2>FG2610 玻璃</h2>
+<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>最高最低差价</th><th>振幅</th></tr>
+    <tr><td>2026/7/1</td><td>周三</td><td>1015</td><td>1007</td><td>1015</td><td>1000</td><td>15</td><td class="na">-</td></tr>
+    <tr><td>2026/7/2</td><td>周四</td><td>1005</td><td>1007</td><td>1014</td><td>1000</td><td>14</td><td class="na">-</td></tr>
+    <tr><td>2026/7/3</td><td>周五</td><td>1007</td><td>1013</td><td>1021</td><td>1005</td><td>16</td><td class="na">-</td></tr>
+    <tr><td>2026/7/6</td><td>周一</td><td>1015</td><td>1007</td><td>1021</td><td>1006</td><td>15</td><td class="na">-</td></tr>
+    <tr><td>2026/7/7</td><td>周二</td><td>1007</td><td>991</td><td>1007</td><td>990</td><td>17</td><td class="na">-</td></tr>
+    <tr><td>2026/7/8</td><td>周三</td><td>994</td><td>999</td><td>1003</td><td>989</td><td>14</td><td class="amp-cell">15</td></tr>
+    <tr><td>2026/7/9</td><td>周四</td><td>1000</td><td>995</td><td>1000</td><td>989</td><td>11</td><td class="amp-cell">15</td></tr>
+    <tr><td>2026/7/10</td><td>周五</td><td>995</td><td>1001</td><td>1009</td><td>989</td><td>20</td><td class="amp-cell">15</td></tr>
+    <tr><td>2026/7/13</td><td>周一</td><td>1004</td><td>986</td><td>1004</td><td>986</td><td>18</td><td class="amp-cell">15</td></tr>
+    <tr><td>2026/7/14</td><td>周二</td><td>988</td><td>987</td><td>991</td><td>980</td><td>11</td><td class="amp-cell">16</td></tr>
+    <tr><td>2026/7/15</td><td>周三</td><td>987</td><td>985</td><td>992</td><td>981</td><td>11</td><td class="amp-cell">15</td></tr>
+    <tr><td>2026/7/16</td><td>周四</td><td>984</td><td>966</td><td>987</td><td>961</td><td>26</td><td class="amp-cell">14</td></tr>
+    <tr><td>2026/7/17</td><td>周五</td><td>967</td><td>935</td><td>967</td><td>934</td><td>33</td><td class="amp-cell">17</td></tr>
+    <tr><td>2026/7/20</td><td>周一</td><td>937</td><td>929</td><td>943</td><td>928</td><td>15</td><td class="amp-cell">20</td></tr>
+    <tr><td>2026/7/21</td><td>周二</td><td>930</td><td>942</td><td>948</td><td>930</td><td>18</td><td class="amp-cell">19</td></tr>
+    <tr><td>2026/7/22</td><td>周三</td><td>947</td><td>947</td><td>954</td><td>937</td><td>17</td><td class="amp-cell">21</td></tr>
+    <tr><td>2026/7/23</td><td>周四</td><td>948</td><td>937</td><td>951</td><td>931</td><td>20</td><td class="amp-cell">22</td></tr>
+    <tr><td>2026/7/24</td><td>周五</td><td>938</td><td>944</td><td>947</td><td>928</td><td>19</td><td class="amp-cell">21</td></tr>
+    <tr><td>2026/7/27</td><td>周一</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td>0</td><td class="amp-cell">18</td></tr>
+</table>
+</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 = '☀️ 日间';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗夜';
+  }
+  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; }
+}
+
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    var row = cell.parentElement;
+    var tbl = row.closest('table');
+    var rows = tbl.querySelectorAll('tr');
+    var h2 = tbl.closest('.section').querySelector('h2');
+    var product = h2.childNodes[h2.childNodes.length - 1].textContent.trim();
+
+    var ranges = [];
+    for (var i = 1; i < rows.length; i++) {
+      var cells = rows[i].querySelectorAll('td');
+      ranges.push({
+        date: cells[0].textContent.trim(),
+        wk: cells[1].textContent.trim(),
+        diff: parseInt(cells[6].textContent) || 0
+      });
+    }
+
+    var idx = Array.prototype.indexOf.call(rows, row) - 1;
+    var start = idx - 5;
+    if (start < 0) return;
+
+    var ampVal = cell.textContent.trim();
+    document.getElementById('drawer-title').textContent = product;
+    document.getElementById('drawer-date').textContent = '目标日期: ' + ranges[idx].date + ' ' + ranges[idx].wk + '  振幅 ' + ampVal;
+
+    var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+    var sum = 0;
+    for (var j = start; j < idx; j++) {
+      html += '<tr><td>' + ranges[j].date + ' ' + ranges[j].wk + '</td><td>' + ranges[j].diff + '</td></tr>';
+      sum += ranges[j].diff;
+    }
+    document.getElementById('drawer-table').innerHTML = html;
+    document.getElementById('drawer-result').innerHTML = '合计 <b>' + sum + '</b> ÷ 5 = <b>' + (sum / 5).toFixed(1) + '</b><br>四舍五入 → <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>
+</body>
+</html>

振幅锁仓策略/fg2611.html

@@ -0,0 +1,179 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略 — FG2611 玻璃</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+    --th-bg: #f1f5f9; --th-fg: #334155; --th-border: #cbd5e1;
+    --td-border: #e2e8f0; --td-even: #f8fafc; --td-first: #334155;
+    --na: #94a3b8;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+    --th-bg: #1e293b; --th-fg: #cbd5e1; --th-border: #334155;
+    --td-border: #1e293b; --td-even: #1a2332; --td-first: #e2e8f0;
+    --na: #64748b;
+  }
+  body { font-family: -apple-system, 'Segoe UI', system-ui, sans-serif; padding: 24px; max-width: 1100px; margin: 0 auto; color: var(--fg); background: var(--bg); }
+  h1 { font-size: 1.4rem; margin-bottom: 8px; }
+  .sub { color: var(--sub); font-size: 0.85rem; margin-bottom: 16px; }
+  .sub a { color: #3b82f6; cursor: pointer; text-decoration: none; }
+  .sub a:hover { text-decoration: underline; }
+  .formula { color: var(--sub); font-size: 0.8rem; margin: 0; padding: 6px 12px; background: var(--th-bg); border-radius: 4px; display: inline-block; }
+  table { border-collapse: collapse; width: 100%; font-size: 0.9rem; }
+  th { background: var(--th-bg); color: var(--th-fg); font-weight: 600; padding: 8px 10px; border: 1px solid var(--th-border); text-align: center; white-space: nowrap; }
+  td { padding: 6px 10px; border: 1px solid var(--td-border); text-align: center; }
+  tr:nth-child(even) td { background: var(--td-even); }
+  td:first-child { font-weight: 500; color: var(--td-first); }
+  tr.active td { background: #dbeafe !important; }
+  [data-theme="dark"] tr.active td { background: #1e3a5f !important; }
+  td:nth-child(2) { font-size: 0.78rem; color: var(--sub); }
+  .na { color: var(--na); }
+
+  .toggle-btn { position: fixed; top: 16px; right: 24px; background: var(--th-bg); border: 1px solid var(--th-border); color: var(--th-fg); padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10; }
+  .toggle-btn:hover { opacity: 0.8; }
+
+  .amp-cell { cursor: pointer; text-decoration: underline; text-decoration-style: dotted; text-underline-offset: 3px; }
+  .amp-cell:hover { color: #3b82f6; }
+
+  .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: 340px; height: 100%; background: var(--bg); border-left: 1px solid var(--th-border); z-index: 100; padding: 24px; transform: translateX(100%); transition: transform .25s ease; overflow-y: auto; box-shadow: -4px 0 20px rgba(0,0,0,.15); }
+  .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: 16px; }
+  .drawer .calc-table { width: 100%; border-collapse: collapse; font-size: 0.82rem; margin-bottom: 14px; }
+  .drawer .calc-table td { padding: 4px 8px; border: 1px solid var(--td-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: 1.8; color: var(--fg); }
+  .drawer .result b { font-size: 1.1rem; }
+  .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); }
+
+  .section { margin-bottom: 8px; }
+  .section h2 { font-size: 1.1rem; display: flex; align-items: center; gap: 8px; margin: 16px 0 10px; padding: 4px 0; }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 — 玻璃 FG2611</h1>
+<p class="sub"><a href="index.html">返回总览</a> &nbsp;|&nbsp; <a href="fg2609.html">FG2609</a> &nbsp;|&nbsp; <a href="fg2610.html">FG2610</a> &nbsp;|&nbsp; <span>FG2611</span> &nbsp;|&nbsp; <a href="fg2701.html">FG2701</a></p>
+<p class="formula">振幅算法：近 5 日均振幅 = 过去 5 个交易日 (最高 − 最低) 的均值，结果四舍五入取整</p>
+
+<div class="section" id="sec-fg2611">
+  <h2> FG2611 玻璃</h2>
+<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>最高最低差价</th><th>振幅</th></tr>
+  <tr><td>2026/7/1</td><td>周三</td><td>1011</td><td>1001</td><td>1011</td><td>994</td><td>17</td><td class="na">-</td></tr>
+  <tr><td>2026/7/2</td><td>周四</td><td>1001</td><td>1002</td><td>1008</td><td>994</td><td>14</td><td class="na">-</td></tr>
+  <tr><td>2026/7/3</td><td>周五</td><td>1002</td><td>1010</td><td>1017</td><td>999</td><td>18</td><td class="na">-</td></tr>
+  <tr><td>2026/7/6</td><td>周一</td><td>1013</td><td>1003</td><td>1019</td><td>1002</td><td>17</td><td class="na">-</td></tr>
+  <tr><td>2026/7/7</td><td>周二</td><td>1003</td><td>984</td><td>1003</td><td>983</td><td>20</td><td class="na">-</td></tr>
+  <tr><td>2026/7/8</td><td>周三</td><td>984</td><td>993</td><td>996</td><td>981</td><td>15</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/9</td><td>周四</td><td>994</td><td>987</td><td>994</td><td>981</td><td>13</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/10</td><td>周五</td><td>986</td><td>996</td><td>1004</td><td>983</td><td>21</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/13</td><td>周一</td><td>996</td><td>980</td><td>1001</td><td>980</td><td>21</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/14</td><td>周二</td><td>982</td><td>983</td><td>986</td><td>974</td><td>12</td><td class="amp-cell">18</td></tr>
+  <tr><td>2026/7/15</td><td>周三</td><td>982</td><td>979</td><td>988</td><td>975</td><td>13</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/16</td><td>周四</td><td>979</td><td>960</td><td>982</td><td>957</td><td>25</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/17</td><td>周五</td><td>962</td><td>932</td><td>962</td><td>931</td><td>31</td><td class="amp-cell">18</td></tr>
+  <tr><td>2026/7/20</td><td>周一</td><td>934</td><td>926</td><td>939</td><td>924</td><td>15</td><td class="amp-cell">20</td></tr>
+  <tr><td>2026/7/21</td><td>周二</td><td>929</td><td>934</td><td>941</td><td>926</td><td>15</td><td class="amp-cell">19</td></tr>
+  <tr><td>2026/7/22</td><td>周三</td><td>936</td><td>939</td><td>945</td><td>929</td><td>16</td><td class="amp-cell">20</td></tr>
+  <tr><td>2026/7/23</td><td>周四</td><td>938</td><td>931</td><td>941</td><td>925</td><td>16</td><td class="amp-cell">20</td></tr>
+  <tr><td>2026/7/24</td><td>周五</td><td>931</td><td>939</td><td>941</td><td>922</td><td>19</td><td class="amp-cell">19</td></tr>
+  <tr><td>2026/7/27</td><td>周一</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td>0</td><td class="amp-cell">16</td></tr>
+</table>
+</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 = '☀️ 日间';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗夜';
+  }
+  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; }
+}
+
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    var row = cell.parentElement;
+    var tbl = row.closest('table');
+    var rows = tbl.querySelectorAll('tr');
+    var h2 = tbl.closest('.section').querySelector('h2');
+    var product = h2.childNodes[h2.childNodes.length - 1].textContent.trim();
+
+    var ranges = [];
+    for (var i = 1; i < rows.length; i++) {
+      var cells = rows[i].querySelectorAll('td');
+      ranges.push({
+        date: cells[0].textContent.trim(),
+        wk: cells[1].textContent.trim(),
+        diff: parseInt(cells[6].textContent) || 0
+      });
+    }
+
+    var idx = Array.prototype.indexOf.call(rows, row) - 1;
+    var start = idx - 5;
+    if (start < 0) return;
+
+    var ampVal = cell.textContent.trim();
+    document.getElementById('drawer-title').textContent = product;
+    document.getElementById('drawer-date').textContent = '目标日期: ' + ranges[idx].date + ' ' + ranges[idx].wk + '  振幅 ' + ampVal;
+
+    var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+    var sum = 0;
+    for (var j = start; j < idx; j++) {
+      html += '<tr><td>' + ranges[j].date + ' ' + ranges[j].wk + '</td><td>' + ranges[j].diff + '</td></tr>';
+      sum += ranges[j].diff;
+    }
+    document.getElementById('drawer-table').innerHTML = html;
+    document.getElementById('drawer-result').innerHTML = '合计 <b>' + sum + '</b> ÷ 5 = <b>' + (sum / 5).toFixed(1) + '</b><br>四舍五入 → <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>
+</body>
+</html>

振幅锁仓策略/fg2701.html

@@ -0,0 +1,175 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略 — 玻璃 FG2701</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+    --th-bg: #f1f5f9; --th-fg: #334155; --th-border: #cbd5e1;
+    --td-border: #e2e8f0; --td-even: #f8fafc; --td-first: #334155;
+    --na: #94a3b8;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+    --th-bg: #1e293b; --th-fg: #cbd5e1; --th-border: #334155;
+    --td-border: #1e293b; --td-even: #1a2332; --td-first: #e2e8f0;
+    --na: #64748b;
+  }
+  body { font-family: -apple-system, 'Segoe UI', system-ui, sans-serif; padding: 24px; max-width: 1100px; margin: 0 auto; color: var(--fg); background: var(--bg); }
+  h1 { font-size: 1.4rem; margin-bottom: 8px; }
+  .sub { color: var(--sub); font-size: 0.85rem; margin-bottom: 16px; }
+  .sub a { color: #3b82f6; cursor: pointer; text-decoration: none; }
+  .sub a:hover { text-decoration: underline; }
+  .formula { color: var(--sub); font-size: 0.8rem; margin: 0; padding: 6px 12px; background: var(--th-bg); border-radius: 4px; display: inline-block; }
+  table { border-collapse: collapse; width: 100%; font-size: 0.9rem; }
+  th { background: var(--th-bg); color: var(--th-fg); font-weight: 600; padding: 8px 10px; border: 1px solid var(--th-border); text-align: center; white-space: nowrap; }
+  td { padding: 6px 10px; border: 1px solid var(--td-border); text-align: center; }
+  tr:nth-child(even) td { background: var(--td-even); }
+  td:first-child { font-weight: 500; color: var(--td-first); }
+  tr.active td { background: #dbeafe !important; }
+  [data-theme="dark"] tr.active td { background: #1e3a5f !important; }
+  td:nth-child(2) { font-size: 0.78rem; color: var(--sub); }
+  .na { color: var(--na); }
+
+  .toggle-btn { position: fixed; top: 16px; right: 24px; background: var(--th-bg); border: 1px solid var(--th-border); color: var(--th-fg); padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10; }
+  .toggle-btn:hover { opacity: 0.8; }
+
+  .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: 340px; height: 100%; background: var(--bg); border-left: 1px solid var(--th-border); z-index: 100; padding: 24px; transform: translateX(100%); transition: transform .25s ease; overflow-y: auto; box-shadow: -4px 0 20px rgba(0,0,0,.15); }
+  .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: 16px; }
+  .drawer .calc-table { width: 100%; border-collapse: collapse; font-size: 0.82rem; margin-bottom: 14px; }
+  .drawer .calc-table td { padding: 4px 8px; border: 1px solid var(--td-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: 1.8; color: var(--fg); }
+  .drawer .result b { font-size: 1.1rem; }
+  .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; text-decoration: underline; text-decoration-style: dotted; text-underline-offset: 3px; }
+  .amp-cell:hover { color: #3b82f6; }
+  .section { margin-bottom: 8px; }
+  .section h2 { font-size: 1.1rem; display: flex; align-items: center; gap: 8px; margin: 16px 0 10px; padding: 4px 0; }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 — FG2701</h1>
+<p class="sub"><a href="index.html">返回总览</a> &nbsp;|&nbsp; <a href="fg2609.html">FG2609</a> &nbsp;|&nbsp; <a href="fg2610.html">FG2610</a> &nbsp;|&nbsp; <a href="fg2611.html">FG2611</a> &nbsp;|&nbsp; <span>FG2701</span></p>
+<p class="formula">振幅算法：近 5 日均振幅 = 过去 5 个交易日 (最高 − 最低) 的均值，结果四舍五入取整</p>
+
+<div class="section" id="sec-fg2701">
+  <h2>FG2701 玻璃</h2>
+<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>最高最低差价</th><th>振幅</th></tr>
+  <tr><td>2026/7/1</td><td>周三</td><td>1059</td><td>1054</td><td>1062</td><td>1050</td><td>12</td><td class="na">-</td></tr>
+  <tr><td>2026/7/2</td><td>周四</td><td>1051</td><td>1055</td><td>1061</td><td>1050</td><td>11</td><td class="na">-</td></tr>
+  <tr><td>2026/7/3</td><td>周五</td><td>1053</td><td>1062</td><td>1070</td><td>1053</td><td>17</td><td class="na">-</td></tr>
+  <tr><td>2026/7/6</td><td>周一</td><td>1065</td><td>1058</td><td>1071</td><td>1056</td><td>15</td><td class="na">-</td></tr>
+  <tr><td>2026/7/7</td><td>周二</td><td>1056</td><td>1042</td><td>1058</td><td>1041</td><td>17</td><td class="na">-</td></tr>
+  <tr><td>2026/7/8</td><td>周三</td><td>1043</td><td>1048</td><td>1051</td><td>1036</td><td>15</td><td class="amp-cell">14</td></tr>
+  <tr><td>2026/7/9</td><td>周四</td><td>1048</td><td>1043</td><td>1049</td><td>1037</td><td>12</td><td class="amp-cell">15</td></tr>
+  <tr><td>2026/7/10</td><td>周五</td><td>1041</td><td>1048</td><td>1056</td><td>1039</td><td>17</td><td class="amp-cell">15</td></tr>
+  <tr><td>2026/7/13</td><td>周一</td><td>1049</td><td>1035</td><td>1050</td><td>1034</td><td>16</td><td class="amp-cell">15</td></tr>
+  <tr><td>2026/7/14</td><td>周二</td><td>1035</td><td>1035</td><td>1041</td><td>1031</td><td>10</td><td class="amp-cell">15</td></tr>
+  <tr><td>2026/7/15</td><td>周三</td><td>1035</td><td>1030</td><td>1038</td><td>1028</td><td>10</td><td class="amp-cell">14</td></tr>
+  <tr><td>2026/7/16</td><td>周四</td><td>1031</td><td>1016</td><td>1033</td><td>1014</td><td>19</td><td class="amp-cell">13</td></tr>
+  <tr><td>2026/7/17</td><td>周五</td><td>1017</td><td>989</td><td>1017</td><td>988</td><td>29</td><td class="amp-cell">14</td></tr>
+  <tr><td>2026/7/20</td><td>周一</td><td>989</td><td>985</td><td>996</td><td>983</td><td>13</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/21</td><td>周二</td><td>987</td><td>987</td><td>992</td><td>981</td><td>11</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/22</td><td>周三</td><td>991</td><td>987</td><td>993</td><td>977</td><td>16</td><td class="amp-cell">16</td></tr>
+  <tr><td>2026/7/23</td><td>周四</td><td>989</td><td>979</td><td>990</td><td>974</td><td>16</td><td class="amp-cell">18</td></tr>
+  <tr><td>2026/7/24</td><td>周五</td><td>978</td><td>985</td><td>987</td><td>972</td><td>15</td><td class="amp-cell">17</td></tr>
+  <tr><td>2026/7/27</td><td>周一</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td class="na">-</td><td>0</td><td class="amp-cell">14</td></tr>
+</table>
+</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 = '☀️ 日间';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗夜';
+  }
+  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; }
+}
+
+document.querySelectorAll('.amp-cell').forEach(function(cell) {
+  cell.addEventListener('click', function() {
+    var row = cell.parentElement;
+    var tbl = row.closest('table');
+    var rows = tbl.querySelectorAll('tr');
+
+    var ranges = [];
+    for (var i = 1; i < rows.length; i++) {
+      var cells = rows[i].querySelectorAll('td');
+      ranges.push({
+        date: cells[0].textContent.trim(),
+        wk: cells[1].textContent.trim(),
+        diff: parseInt(cells[6].textContent) || 0
+      });
+    }
+
+    var idx = Array.prototype.indexOf.call(rows, row) - 1;
+    var start = idx - 5;
+    if (start < 0) return;
+
+    var ampVal = cell.textContent.trim();
+    var h2 = tbl.closest('.section').querySelector('h2');
+    document.getElementById('drawer-title').textContent = h2.childNodes[h2.childNodes.length - 1].textContent.trim();
+    document.getElementById('drawer-date').textContent = '目标日期: ' + ranges[idx].date + ' ' + ranges[idx].wk + '  振幅 ' + ampVal;
+
+    var html = '<tr><td>日期</td><td>最高−最低</td></tr>';
+    var sum = 0;
+    for (var j = start; j < idx; j++) {
+      html += '<tr><td>' + ranges[j].date + ' ' + ranges[j].wk + '</td><td>' + ranges[j].diff + '</td></tr>';
+      sum += ranges[j].diff;
+    }
+    document.getElementById('drawer-table').innerHTML = html;
+    document.getElementById('drawer-result').innerHTML = '合计 <b>' + sum + '</b> ÷ 5 = <b>' + (sum / 5).toFixed(1) + '</b><br>四舍五入 → <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>
+</body>
+</html>

振幅锁仓策略/index.html

@@ -0,0 +1,74 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+  }
+  body {
+    font-family: -apple-system, 'Segoe UI', system-ui, sans-serif; padding: 48px 24px;
+    max-width: 600px; margin: 0 auto; color: var(--fg); background: var(--bg);
+    text-align: center;
+  }
+  h1 { font-size: 1.6rem; margin-bottom: 8px; }
+  .sub { color: var(--sub); font-size: 0.85rem; margin-bottom: 40px; }
+  .card {
+    display: block; padding: 24px; margin: 16px 0; border-radius: 12px;
+    text-decoration: none; font-size: 1.1rem; font-weight: 600;
+    transition: transform .15s, box-shadow .15s;
+    border: 1px solid var(--sub);
+  }
+  .card:hover { transform: translateY(-2px); }
+  .card { color: #059669; border-color: #a7f3d0; background: #ecfdf5; }
+  [data-theme="dark"] .card { color: #6ee7b7; border-color: #064e3b; background: #0a1f17; }
+  .card .desc { font-size: 0.8rem; font-weight: 400; color: var(--sub); margin-top: 4px; }
+  .toggle-btn {
+    position: fixed; top: 16px; right: 24px; background: var(--bg);
+    border: 1px solid var(--sub); color: var(--fg);
+    padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10;
+  }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 — 玻璃</h1>
+<p class="sub">2026年7月 &nbsp;·&nbsp; 郑商所</p>
+
+<a class="card" href="fg2609.html">FG2609 <div class="desc">当前主力</div></a>
+<a class="card" href="fg2610.html">FG2610 <div class="desc">次主力</div></a>
+<a class="card" href="fg2611.html">FG2611 <div class="desc">次主力</div></a>
+<a class="card" href="fg2701.html">FG2701 <div class="desc">远月合约</div></a>
+
+<script>
+var themeBtn = document.getElementById('themeToggle');
+themeBtn.addEventListener('click', toggleTheme);
+function setTheme(dark) {
+  if (dark) {
+    document.documentElement.setAttribute('data-theme', 'dark');
+    themeBtn.textContent = '☀️ 日间';
+  } else {
+    document.documentElement.removeAttribute('data-theme');
+    themeBtn.textContent = '🌙 暗夜';
+  }
+  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) {}
+})();
+</script>
+</body>
+</html>

振幅锁仓策略/策略说明.html

@@ -0,0 +1,356 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+<meta charset="UTF-8">
+<meta name="viewport" content="width=device-width, initial-scale=1.0">
+<title>振幅锁仓策略 · 操作流程</title>
+<style>
+  :root {
+    --bg: #fff; --fg: #1e293b; --sub: #64748b;
+    --th-bg: #f1f5f9; --th-fg: #334155; --th-border: #cbd5e1;
+    --td-border: #e2e8f0; --td-even: #f8fafc;
+    --code-bg: #f1f5f9; --blockquote-bg: #f8fafc; --blockquote-border: #e2e8f0;
+    --hr-color: #e2e8f0; --link: #3b82f6;
+    --tag-bg: #dbeafe; --tag-fg: #1e40af;
+    --red-tag-bg: #fee2e2; --red-tag-fg: #991b1b;
+    --green-tag-bg: #dcfce7; --green-tag-fg: #166534;
+  }
+  [data-theme="dark"] {
+    --bg: #0f172a; --fg: #e2e8f0; --sub: #94a3b8;
+    --th-bg: #1e293b; --th-fg: #cbd5e1; --th-border: #334155;
+    --td-border: #1e293b; --td-even: #1a2332;
+    --code-bg: #1e293b; --blockquote-bg: #1a2332; --blockquote-border: #334155;
+    --hr-color: #334155; --link: #60a5fa;
+    --tag-bg: #1e3a5f; --tag-fg: #93c5fd;
+    --red-tag-bg: #3b1c1c; --red-tag-fg: #fca5a5;
+    --green-tag-bg: #1c3b1c; --green-tag-fg: #86efac;
+  }
+  body {
+    font-family: -apple-system, 'Segoe UI', system-ui, sans-serif;
+    padding: 24px; max-width: 860px; margin: 0 auto;
+    color: var(--fg); background: var(--bg); line-height: 1.75;
+  }
+  h1 { font-size: 1.5rem; margin-bottom: 4px; }
+  h2 { font-size: 1.2rem; margin: 36px 0 14px; padding-bottom: 6px; border-bottom: 1px solid var(--hr-color); }
+  h3 { font-size: 1.05rem; margin: 24px 0 10px; color: var(--th-fg); }
+  p { margin: 12px 0; }
+  a { color: var(--link); text-decoration: none; }
+  a:hover { text-decoration: underline; }
+
+  .subtitle {
+    color: var(--sub); font-size: 0.88rem; margin-bottom: 28px;
+    padding: 8px 14px; background: var(--blockquote-bg);
+    border-left: 3px solid var(--blockquote-border); border-radius: 0 4px 4px 0;
+  }
+
+  hr { border: none; border-top: 1px solid var(--hr-color); margin: 28px 0; }
+
+  /* tables */
+  table {
+    border-collapse: collapse; width: 100%; font-size: 0.88rem;
+    margin: 14px 0 20px;
+  }
+  th {
+    background: var(--th-bg); color: var(--th-fg); font-weight: 600;
+    padding: 8px 12px; border: 1px solid var(--th-border); text-align: center; white-space: nowrap;
+  }
+  td {
+    padding: 7px 12px; border: 1px solid var(--td-border); text-align: center;
+  }
+  tr:nth-child(even) td { background: var(--td-even); }
+  td:first-child { font-weight: 500; }
+
+  /* code */
+  code {
+    background: var(--code-bg); padding: 2px 6px; border-radius: 3px;
+    font-family: 'SF Mono', 'Fira Code', 'Cascadia Code', monospace; font-size: 0.85em;
+  }
+  pre {
+    background: var(--code-bg); padding: 14px 18px; border-radius: 6px;
+    overflow-x: auto; font-size: 0.84rem; line-height: 1.6;
+    border: 1px solid var(--td-border);
+  }
+  pre code { background: none; padding: 0; }
+
+  /* blockquote */
+  blockquote {
+    margin: 12px 0; padding: 10px 18px;
+    background: var(--blockquote-bg); border-left: 3px solid var(--blockquote-border);
+    border-radius: 0 4px 4px 0; color: var(--sub); font-size: 0.9rem;
+  }
+  blockquote p { margin: 4px 0; }
+
+  /* ordered & unordered lists */
+  ol, ul { padding-left: 24px; margin: 10px 0; }
+  li { margin: 6px 0; }
+
+  /* condition tags */
+  .tag { display: inline-block; padding: 2px 8px; border-radius: 3px; font-size: 0.82rem; font-weight: 600; }
+  .tag-ok { background: var(--green-tag-bg); color: var(--green-tag-fg); }
+  .tag-no { background: var(--red-tag-bg); color: var(--red-tag-fg); }
+
+  /* event emoji labels */
+  .label-win { color: #16a34a; }
+  .label-lock { color: #d97706; }
+  .label-cut { color: #dc2626; }
+
+  /* theme toggle */
+  .toggle-btn {
+    position: fixed; top: 16px; right: 24px;
+    background: var(--th-bg); border: 1px solid var(--th-border); color: var(--th-fg);
+    padding: 6px 14px; border-radius: 6px; cursor: pointer; font-size: 0.82rem; z-index: 10;
+  }
+  .toggle-btn:hover { opacity: 0.8; }
+
+  /* responsive */
+  @media (max-width: 600px) {
+    body { padding: 16px; }
+    pre { padding: 10px 12px; font-size: 0.78rem; }
+    table { font-size: 0.78rem; }
+  }
+</style>
+</head>
+<body>
+
+<button class="toggle-btn" id="themeToggle">🌙 暗夜</button>
+
+<h1>振幅锁仓策略 · 操作流程</h1>
+<p class="subtitle">
+  玻璃期货 FG 主力合约 · 每日累仓做空 + 振幅止盈 + 3 锁熔断
+</p>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>一、策略思想</h2>
+<p>
+  玻璃期货受地产下行拖累，长期空头趋势明确。不做方向判断，<strong>默认每天做空</strong>，
+  用近 5 日均振幅作为动态止盈/锁仓阈值。回调是利润，反弹锁仓扛，连扛 3 次认输出局。
+</p>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>二、核心参数</h2>
+
+<table>
+  <tr><th>参数</th><th>取值</th><th>说明</th></tr>
+  <tr><td>交易方向</td><td>空</td><td>每天开盘无条件做空</td></tr>
+  <tr><td>每日手数</td><td>1 手（20 吨）</td><td>可等比放大至 N 手/天</td></tr>
+  <tr><td>每点价值</td><td>20 元</td><td>玻璃期货合约规格</td></tr>
+  <tr><td>振幅阈值</td><td>近 5 日 (最高−最低) 均值</td><td>每日盘前重新计算</td></tr>
+  <tr><td>锁仓上限</td><td>3 次</td><td>累计触发后清仓重来</td></tr>
+</table>
+
+<blockquote>
+  <p><strong>多手缩放</strong>：单合约每日开 N 手时，止盈阈值等比放大为 <strong>N × A</strong>，保持触发难度不变。锁仓阈值和熔断规则不受手数影响——每手空单仍按各自开仓时的 A 独立判断锁仓，累计 3 锁熔断不变。</p>
+</blockquote>
+
+<h3>仓位管理</h3>
+<p>
+  <strong>总手数</strong>：<code>N = ⌊权益金（万元）⌋</code>，向下取整。
+</p>
+<p>
+  <strong>分配规则</strong>：按沉淀资金从大到小取前三个合约（假设 FG09 &gt; FG11 &gt; FG01），轮询分配 N 手：
+</p>
+
+<table>
+  <tr><th>N</th><th>FG09</th><th>FG11</th><th>FG01</th></tr>
+  <tr><td>1</td><td>1</td><td>—</td><td>—</td></tr>
+  <tr><td>2</td><td>1</td><td>1</td><td>—</td></tr>
+  <tr><td>3</td><td>1</td><td>1</td><td>1</td></tr>
+  <tr><td>4</td><td>2</td><td>1</td><td>1</td></tr>
+  <tr><td>5</td><td>2</td><td>2</td><td>1</td></tr>
+  <tr><td>6</td><td>2</td><td>2</td><td>2</td></tr>
+  <tr><td>7</td><td>3</td><td>2</td><td>2</td></tr>
+  <tr><td>…</td><td>…</td><td>…</td><td>…</td></tr>
+</table>
+
+<blockquote>
+  <p>合约 p（按沉淀资金降序，p=1,2,3）分配 ⌊(N + 3 − p) / 3⌋ 手。各合约独立运行策略（独立 A、独立锁仓计数器），一轮熔断不影响其他合约。</p>
+</blockquote>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>三、每日操作流程</h2>
+
+<h3>盘前（1 分钟）</h3>
+<ol>
+  <li>取前 5 个交易日的 (最高 − 最低)，计算均值 → <strong>当日振幅阈值 A</strong></li>
+  <li>检查当前持仓状态：
+    <ul>
+      <li>无持仓 → 新轮次开始</li>
+      <li>有活跃空单 → 继续累仓</li>
+      <li>有锁仓 → 继续累仓（锁仓不阻止开新空单）</li>
+    </ul>
+  </li>
+</ol>
+
+<h3>开盘</h3>
+<p><strong>无条件开 N 手空单</strong>（N = 每日手数，默认 1），记录开仓价和该手对应的锁仓阈值（= 当日振幅阈值 A）。</p>
+
+<pre><code>第 N 手空单: 开仓价 = 今日开盘价, 锁仓阈值 = 当日 A</code></pre>
+
+<h3>盘中监控</h3>
+<p>用日内最高价、最低价判断触发：</p>
+
+<table>
+  <tr><th>条件</th><th>触发</th><th>动作</th></tr>
+  <tr>
+    <td><strong>总浮盈 ≥ N × A 点</strong>（N = 每日手数）</td>
+    <td><span class="label-win">🟢 止盈</span></td>
+    <td>全部清仓（活跃空单 + 锁仓对），获利了结，轮次结束</td>
+  </tr>
+  <tr>
+    <td><strong>某空单亏损 ≥ 该手开仓时的振幅阈值</strong></td>
+    <td><span class="label-lock">🔒 锁仓</span></td>
+    <td>对该手开多单锁仓，冻结亏损。该手从"活跃"移入"锁仓"</td>
+  </tr>
+  <tr>
+    <td><strong>累计锁仓 ≥ 3 次</strong></td>
+    <td><span class="label-cut">🔴 3 锁熔断</span></td>
+    <td>全部清仓（活跃空单按结算价平仓 + 锁仓对平仓），认输重来</td>
+  </tr>
+  <tr>
+    <td>以上均未触发</td>
+    <td>— 持仓</td>
+    <td>所有活跃空单和锁仓对继续持有至次日</td>
+  </tr>
+</table>
+
+<h3>盘中判断细节</h3>
+<ul>
+  <li>如果止盈和锁仓同时可能触发（日内振幅足够大），用<strong>收盘方向</strong>判断哪个先触发：收盘 &gt; 开盘 → 锁仓先触发，反之止盈先触发。</li>
+  <li>当天新开的空单和昨天留下的活跃空单<strong>平等对待</strong>——任何一笔活跃空单亏损达到它自己的锁仓阈值，就锁那一笔。</li>
+</ul>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>四、锁仓机制</h2>
+<p>锁仓 = 对亏损达到阈值的空单，<strong>额外开一手多单</strong>，形成锁仓对。</p>
+
+<pre><code>锁仓对 = 空单@开仓价 + 多单@(开仓价 + 阈值)
+锁仓对盈亏 = (开仓价 − 现价) + (现价 − (开仓价 + 阈值))
+          = −阈值  （固定，不再随价格变动）</code></pre>
+
+<p><strong>一旦锁仓，该笔亏损被冻结，不会扩大。</strong> 但锁仓对也不贡献利润——只有活跃空单才能在价格下跌时产生收益。</p>
+
+<p>锁仓对在两种情况下平仓：</p>
+<ol>
+  <li>后续总浮盈触发止盈 → 和所有头寸一起清仓</li>
+  <li>累计 3 锁触发熔断 → 和所有头寸一起清仓</li>
+</ol>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>五、清仓规则</h2>
+
+<h3><span class="label-win">🟢</span> 止盈清仓</h3>
+<p><strong>触发条件</strong>：当日最低价对应的总浮盈 ≥ N × 当日振幅阈值 A（N = 每日手数）</p>
+<p>总浮盈 = 所有活跃空单浮盈 + 所有锁仓对冻结盈亏</p>
+<ul>
+  <li>清仓所有活跃空单（按 trigger 价格平仓）</li>
+  <li>清仓所有锁仓对（空单和多单同时平仓）</li>
+  <li>轮次结束，锁仓计数器归零，次日重新开始</li>
+</ul>
+
+<h3><span class="label-cut">🔴</span> 3 锁熔断</h3>
+<p><strong>触发条件</strong>：累计锁仓次数 ≥ 3（跨日累计，不清零直到轮次结束）</p>
+<ul>
+  <li>活跃空单按当日结算价平仓</li>
+  <li>锁仓对同步平仓</li>
+  <li>认输出局，轮次结束，计数器归零</li>
+</ul>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>六、适用条件</h2>
+
+<table>
+  <tr><th>条件</th><th>说明</th></tr>
+  <tr><td><span class="tag tag-ok">✅</span> 长期空头趋势</td><td>每日默认做空有正期望</td></tr>
+  <tr><td><span class="tag tag-ok">✅</span> 日均振幅 &gt; 15 点</td><td>阈值足够覆盖交易成本</td></tr>
+  <tr><td><span class="tag tag-ok">✅</span> 无极端单边上涨</td><td>连续锁仓是最怕的场景</td></tr>
+  <tr><td><span class="tag tag-no">❌</span> 趋势反转（熊→牛）</td><td>会连续 3 锁出局，建议暂停</td></tr>
+  <tr><td><span class="tag tag-no">❌</span> 振幅 &lt; 10 点</td><td>利润不够覆盖滑点</td></tr>
+</table>
+
+<hr>
+
+<!-- ═══════════════════════════════════════════════ -->
+<h2>七、操作示例</h2>
+<blockquote><p>以下示例均假设每点价值 20 元。</p></blockquote>
+
+<h3>示例 1：顺利止盈（N=1）</h3>
+<table>
+  <tr><th>时间</th><th>操作</th><th>价格</th><th>说明</th></tr>
+  <tr><td>第 1 天开盘</td><td>开空 1 手</td><td>1300</td><td>A=18，开仓</td></tr>
+  <tr><td>第 1 天收盘</td><td>持仓</td><td>1285</td><td>浮盈 15 点 &lt; 18，不触发，留仓</td></tr>
+  <tr><td>第 2 天开盘</td><td>开空 1 手</td><td>1280</td><td>A=20</td></tr>
+  <tr><td>第 2 天盘中</td><td>—</td><td>1260</td><td>手1浮盈=40，手2浮盈=20，总浮盈=60 ≥ 20，<span class="label-win">🟢 止盈！</span></td></tr>
+</table>
+<p><strong>结果</strong>：利润 = 60 点 × 20 = <strong>+1,200 元</strong>。即使没锁仓，两手持仓让总浮盈更快达到阈值。</p>
+
+<h3>示例 2：锁仓后止盈</h3>
+<table>
+  <tr><th>时间</th><th>操作</th><th>价格</th><th>说明</th></tr>
+  <tr><td>第 1 天开盘</td><td>开空 1 手</td><td>1300</td><td>A=18</td></tr>
+  <tr><td>第 1 天盘中</td><td>价格反弹</td><td>1318</td><td>空单浮亏 = 18 ≥ 18，<span class="label-lock">🔒 锁仓！</span> 多单 @1318，冻结亏损 −18 点</td></tr>
+  <tr><td>第 2 天开盘</td><td>开空 1 手</td><td>1315</td><td>A=20，新活跃空单</td></tr>
+  <tr><td>第 2 天盘中</td><td>—</td><td>1277</td><td>活跃浮盈 = 1315−1277 = 38，总浮盈 = 38+(−18) = 20 ≥ 20，<span class="label-win">🟢 止盈！</span></td></tr>
+</table>
+<p><strong>结果</strong>：利润 = 20 点 × 20 = <strong>+400 元</strong>。锁仓冻结了 18 点亏损，活跃空单多跌了 20 点覆盖亏损后触发。</p>
+
+<h3>示例 3：3 锁熔断</h3>
+<table>
+  <tr><th>时间</th><th>操作</th><th>价格</th><th>说明</th></tr>
+  <tr><td>第 1 天</td><td>开空 → 锁仓</td><td>1300 → 1318</td><td>A=18，锁仓 1，冻结 −18</td></tr>
+  <tr><td>第 2 天</td><td>开空 → 锁仓</td><td>1315 → 1337</td><td>A=22，锁仓 2，冻结 −22</td></tr>
+  <tr><td>第 3 天</td><td>开空 → 锁仓</td><td>1330 → 1350</td><td>A=20，锁仓 3，<span class="label-cut">🔴 熔断！</span></td></tr>
+</table>
+<p><strong>结果</strong>：全部清仓。亏损 = (−18)+(−22)+(−20)+(活跃空单结算亏损) ≈ <strong>−1,200 元以上</strong>。连续 3 天反弹，认输出局。</p>
+
+<h3>示例 4：多手缩放（N=2）</h3>
+<table>
+  <tr><th>时间</th><th>操作</th><th>价格</th><th>说明</th></tr>
+  <tr><td>第 1 天开盘</td><td>开空 2 手</td><td>1300</td><td>A=18，止盈阈值 = 2×18 = 36 点</td></tr>
+  <tr><td>第 1 天盘中</td><td>—</td><td>1282</td><td>每手浮盈 = 18，总浮盈 = 36 ≥ 36，<span class="label-win">🟢 止盈！</span></td></tr>
+</table>
+<p><strong>结果</strong>：利润 = 36 点 × 20 = <strong>+720 元</strong>。相比 N=1（利润 360 元），翻倍但触发难度不变——每手仍只需跌 18 点。</p>
+
+<h3>关键公式速查</h3>
+<table>
+  <tr><th>场景</th><th>止盈阈值</th><th>触发时利润（恰卡阈值）</th></tr>
+  <tr><td>N 手/天，无锁仓</td><td>N × A</td><td>N × A × 20</td></tr>
+  <tr><td>N 手/天，K 个锁仓对</td><td>N × A</td><td>N × A × 20（锁仓亏损已内嵌在总浮盈中）</td></tr>
+</table>
+
+<hr>
+
+<script>
+// ── 暗夜模式 ──
+var themeBtn = document.getElementById('themeToggle');
+function setTheme(dark) {
+  if (dark) {
+    document.documentElement.setAttribute('data-theme', 'dark');
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+  try {
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+  } catch(e) {}
+})();
+</script>
+</body>
+</html>

振幅锁仓策略/策略说明.md

@@ -0,0 +1,186 @@
+# 振幅锁仓策略 · 操作流程
+
+> 玻璃期货 FG 主力合约 · 每日累仓做空 + 振幅止盈 + 3 锁熔断
+
+---
+
+## 一、策略思想
+
+玻璃期货受地产下行拖累，长期空头趋势明确。不做方向判断，**默认每天做空**，用近 5 日均振幅作为动态止盈/锁仓阈值。回调是利润，反弹锁仓扛，连扛 3 次认输出局。
+
+---
+
+## 二、核心参数
+
+| 参数 | 取值 | 说明 |
+|------|------|------|
+| 交易方向 | 空 | 每天开盘无条件做空 |
+| 每日手数 | 1 手（20 吨） | 可等比放大至 N 手/天 |
+| 每点价值 | 20 元 | 玻璃期货合约规格 |
+| 振幅阈值 | 近 5 日 (最高−最低) 均值 | 每日盘前重新计算 |
+| 锁仓上限 | 3 次 | 累计触发后清仓重来 |
+
+> **多手缩放**：单合约每日开 N 手时，止盈阈值等比放大为 **N × A**，保持触发难度不变。锁仓阈值和熔断规则不受手数影响——每手空单仍按各自开仓时的 A 独立判断锁仓，累计 3 锁熔断不变。
+
+
+### 仓位管理
+
+**总手数**：$N = \lfloor \text{权益金（万元）} \rfloor$，向下取整。
+
+**分配规则**：按沉淀资金从大到小取前三个合约（假设FG09 > FG11 > FG01），轮询分配 N 手：
+
+| N | FG09 | FG11 | FG01 |
+|:--|:--|:--|:--|
+| 1 | 1 | — | — |
+| 2 | 1 | 1 | — |
+| 3 | 1 | 1 | 1 |
+| 4 | 2 | 1 | 1 |
+| 5 | 2 | 2 | 1 |
+| 6 | 2 | 2 | 2 |
+| 7 | 3 | 2 | 2 |
+| … | … | … | … |
+
+> 合约 p（按沉淀资金降序，p=1,2,3）分配 $\lfloor (N + 3 - p) / 3 \rfloor$ 手。各合约独立运行策略（独立 A、独立锁仓计数器），一轮熔断不影响其他合约。
+
+---
+
+## 三、每日操作流程
+
+### 盘前（1 分钟）
+
+1. 取前 5 个交易日的 (最高 − 最低)，计算均值 → **当日振幅阈值 A**
+2. 检查当前持仓状态：
+   - 无持仓 → 新 轮次 开始
+   - 有活跃空单 → 继续累仓
+   - 有锁仓 → 继续累仓（锁仓不阻止开新空单）
+
+### 开盘
+
+**无条件开 N 手空单**（N = 每日手数，默认 1），记录开仓价和该手对应的锁仓阈值（= 当日振幅阈值 A）。
+
+```
+第 N 手空单: 开仓价 = 今日开盘价, 锁仓阈值 = 当日 A
+```
+
+### 盘中监控
+
+用日内最高价、最低价判断触发：
+
+| 条件 | 触发 | 动作 |
+|------|------|------|
+| **总浮盈 ≥ N × A 点**（N = 每日手数） | 🟢 止盈 | 全部清仓（活跃空单 + 锁仓对），获利了结，轮次 结束 |
+| **某空单亏损 ≥ 该手开仓时的振幅阈值** | 🔒 锁仓 | 对该手开多单锁仓，冻结亏损。该手从"活跃"移入"锁仓" |
+| **累计锁仓 ≥ 3 次** | 🔴 3 锁熔断 | 全部清仓（活跃空单按结算价平仓 + 锁仓对平仓），认输重来 |
+| 以上均未触发 | — 持仓 | 所有活跃空单和锁仓对继续持有至次日 |
+
+### 盘中判断细节
+
+- 如果止盈和锁仓同时可能触发（日内振幅足够大），用**收盘方向**判断哪个先触发：收盘 > 开盘 → 锁仓先触发，反之止盈先触发。
+- 当天新开的空单和昨天留下的活跃空单**平等对待**——任何一笔活跃空单亏损达到它自己的锁仓阈值，就锁那一笔。
+
+---
+
+## 四、锁仓机制
+
+锁仓 = 对亏损达到阈值的空单，**额外开一手多单**，形成锁仓对。
+
+```
+锁仓对 = 空单@开仓价 + 多单@(开仓价 + 阈值)
+锁仓对盈亏 = (开仓价 − 现价) + (现价 − (开仓价 + 阈值))
+          = −阈值  （固定，不再随价格变动）
+```
+
+**一旦锁仓，该笔亏损被冻结，不会扩大。** 但锁仓对也不贡献利润——只有活跃空单才能在价格下跌时产生收益。
+
+锁仓对在两种情况下平仓：
+1. 后续总浮盈触发止盈 → 和所有头寸一起清仓
+2. 累计 3 锁触发熔断 → 和所有头寸一起清仓
+
+---
+
+## 五、清仓规则
+
+### 🟢 止盈清仓
+
+**触发条件**：当日最低价对应的总浮盈 ≥ N × 当日振幅阈值 A（N = 每日手数）
+
+总浮盈 = 所有活跃空单浮盈 + 所有锁仓对冻结盈亏
+
+- 清仓所有活跃空单（按 trigger 价格平仓）
+- 清仓所有锁仓对（空单和多单同时平仓）
+- 轮次 结束，锁仓计数器归零，次日重新开始
+
+### 🔴 3 锁熔断
+
+**触发条件**：累计锁仓次数 ≥ 3（跨日累计，不清零直到 轮次 结束）
+
+- 活跃空单按当日结算价平仓
+- 锁仓对同步平仓
+- 认输出局，轮次 结束，计数器归零
+
+---
+
+## 六、适用条件
+
+| 条件 | 说明 |
+|------|------|
+| ✅ 长期空头趋势 | 每日默认做空有正期望 |
+| ✅ 日均振幅 > 15 点 | 阈值足够覆盖交易成本 |
+| ✅ 无极端单边上涨 | 连续锁仓是最怕的场景 |
+| ❌ 趋势反转（熊→牛） | 会连续 3 锁出局，建议暂停 |
+| ❌ 振幅 < 10 点 | 利润不够覆盖滑点 |
+
+---
+
+## 七、操作示例
+
+> 以下示例均假设每点价值 20 元。
+
+### 示例 1：顺利止盈（N=1）
+
+| 时间 | 操作 | 价格 | 说明 |
+|:---|:---|:---|:---|
+| 第 1 天开盘 | 开空 1 手 | 1300 | A=18，开仓 |
+| 第 1 天收盘 | 持仓 | 1285 | 浮盈 15 点 < 18，不触发，留仓 |
+| 第 2 天开盘 | 开空 1 手 | 1280 | A=20 |
+| 第 2 天盘中 | — | 1260 | 手1浮盈=40，手2浮盈=20，总浮盈=60 ≥ 20，🟢 **止盈！** |
+
+**结果**：利润 = 60 点 × 20 = **+1,200 元**。即使没锁仓，两手持仓让总浮盈更快达到阈值。
+
+### 示例 2：锁仓后止盈
+
+| 时间 | 操作 | 价格 | 说明 |
+|:---|:---|:---|:---|
+| 第 1 天开盘 | 开空 1 手 | 1300 | A=18 |
+| 第 1 天盘中 | 价格反弹 | 1318 | 空单浮亏 = 18 ≥ 18，🔒 **锁仓**！多单 @1318，冻结亏损 −18 点 |
+| 第 2 天开盘 | 开空 1 手 | 1315 | A=20，新活跃空单 |
+| 第 2 天盘中 | — | 1277 | 活跃浮盈 = 1315−1277 = 38，总浮盈 = 38+(−18) = 20 ≥ 20，🟢 **止盈！** |
+
+**结果**：利润 = 20 点 × 20 = **+400 元**。锁仓冻结了 18 点亏损，活跃空单多跌了 20 点覆盖亏损后触发。
+
+### 示例 3：3 锁熔断
+
+| 时间 | 操作 | 价格 | 说明 |
+|:---|:---|:---|:---|
+| 第 1 天 | 开空 → 锁仓 | 1300 → 1318 | A=18，锁仓 1，冻结 −18 |
+| 第 2 天 | 开空 → 锁仓 | 1315 → 1337 | A=22，锁仓 2，冻结 −22 |
+| 第 3 天 | 开空 → 锁仓 | 1330 → 1350 | A=20，锁仓 3，🔴 **熔断！** |
+
+**结果**：全部清仓。亏损 = (−18)+(−22)+(−20)+(活跃空单结算亏损) ≈ **−1,200 元以上**。连续 3 天反弹，认输出局。
+
+### 示例 4：多手缩放（N=2）
+
+| 时间 | 操作 | 价格 | 说明 |
+|:---|:---|:---|:---|
+| 第 1 天开盘 | 开空 2 手 | 1300 | A=18，止盈阈值 = 2×18 = 36 点 |
+| 第 1 天盘中 | — | 1282 | 每手浮盈 = 18，总浮盈 = 36 ≥ 36，🟢 **止盈！** |
+
+**结果**：利润 = 36 点 × 20 = **+720 元**。相比 N=1（利润 360 元），翻倍但触发难度不变——每手仍只需跌 18 点。
+
+### 关键公式速查
+
+| 场景 | 止盈阈值 | 触发时利润（恰卡阈值） |
+|:---|:---|:---|
+| N 手/天，无锁仓 | N × A | N × A × 20 |
+| N 手/天，K 个锁仓对 | N × A | N × A × 20（锁仓亏损已内嵌在总浮盈中） |
+

日报/2026-07-22_四家博弈分析.md

@@ -0,0 +1,81 @@
+# 玻璃期货 FG 主连 — 四家博弈分析
+
+> 2026-07-22 | 收盘 913 | 结算 908 | +1.0%
+
+## 行情回顾（7/2 → 7/22）
+
+价格从 960 区间一路下跌至 7/20 最低 889，随后两个交易日反弹至 913。
+
+## 四家机构 7/22 持仓全貌
+
+| | 多单 | 空单 | 净持仓 | 净盈亏 |
+|---|-----:|-----:|-----:|-----:|
+| **中信** | 63,971 @ 988.16 | 193,030 @ 995.26 | 净空 12.9万 | **+2.21亿** |
+| **高盛** | — | 188,460 @ 997.89 | 裸空 18.8万 | **+3.20亿** |
+| **国泰** | 144,325 @ 991.07 | 168,449 @ 1018.54 | 净空 2.4万 | **+1.30亿** |
+| **华泰** | 68,791 @ 1002.62 | 80,564 @ 976.69 | 净空 1.2万 | **-0.21亿** |
+| **合计** | 27.7万手 | 63.1万手 | **净空 35.3万** | **+6.51亿** |
+
+## 利润曲线
+
+```
+07-02  963  +4.52亿  ← 起点
+07-07  957  +5.04亿  ← 第一波加空
+07-16  938  +5.89亿  ← 破位日，大规模加空
+07-20  900  +8.66亿  ← 利润峰值（价格最低 889）
+07-21  901  +8.01亿  ← 反弹开始
+07-22  908  +6.86亿  ← 继续反弹，两天蒸发 1.8 亿
+```
+
+## 关键发现
+
+### 7/22 是转折日
+
+四家合计净减仓 **77,252 手**，是整个 7 月最大单日撤退。从"加仓做空"切换到"减仓收网"模式。
+
+### 成本变化（7/2 → 7/22）
+
+| | 多单成本 | 空单成本 | 解读 |
+|---|-----:|-----:|------|
+| 中信 | 1031→988（▼43） | 1026→995（▼31） | 双边操作，多空成本都在降 |
+| 高盛 | — | 1016→998（▼18） | 纯空头，成本被动跟随 |
+| 国泰 | 1036→991（▼45） | 1032→1019（▼13） | 主攻多单成本，抄底积极 |
+| 华泰 | 1030→1003（▼27） | 1017→977（▼41） | 主攻空单成本，做空更强 |
+
+国泰抄底最积极（多单成本降了 45 点），华泰做空最激进（空单成本降了 41 点）。
+
+## 博弈格局
+
+### 角色定位
+
+- **中信**（净空 12.9 万）：空头老大，安全垫最厚（82 点），已经在有条不紊地收网
+- **高盛**（裸空 18.8 万）：最焦虑的玩家，纯裸空没有对冲，每涨 10 点亏 3768 万
+- **国泰**（净空 2.4 万）：最从容，空单成本最高（建仓最早），体量小随时可清
+- **华泰**（净空 1.2 万）：唯一亏损的，多单成本太高拖累整体
+
+### 三种退场路径
+
+1. **有序撤退（概率 60%）**：四家在 890-930 区间轮流平仓，2-3 周后净空降到 15 万以下
+2. **抢跑踩踏（概率 30%）**：高盛扛不住加速减空 → 价格冲 930-950 → 中信跟进 → 冲高回落
+3. **继续加空（概率 10%）**：地产数据进一步恶化，空头重新加仓
+
+### 未来 10 日预判
+
+| 阶段 | 价格区间 | 驱动 |
+|------|------|------|
+| 1-3天 | 910-925 | 空头有序减仓推升价格 |
+| 4-6天 | 920-930 | 华泰砍多 + 中信压盘，遇阻 |
+| 7-10天 | 895-915 | 减仓节奏稳定后回归基本面 |
+
+## 每日观察指标
+
+1. 高盛日减仓量——超过 2 万手 = 抢跑信号
+2. 四家合计日减仓量——超过 8 万手 = 撤退加速
+3. 国泰是否开始减空——最从容的人也判断见顶
+4. 价格到 925+ 时华泰多单是否大幅减少
+
+## 数据来源
+
+- 四家机构持仓：用户付费 App（主力合约维度）
+- 行情数据：CZCE / akshare
+- 分析日期：2026-07-22

日报/info.txt

@@ -0,0 +1,188 @@
+日期: 持仓, 增减, 持仓均价
+
+中信期货 - 空单持仓:
+2026-07-22: 193030, -22032, 995.26
+2026-07-21: 215062, -1029, 995.26
+2026-07-20: 216091, -18178, 995.26
+2026-07-17: 234269, -31, 995.26
+2026-07-16: 234300, 35258, 995.26
+2026-07-15: 199042, 5294, 1005.40
+2026-07-14: 193748, 4117, 1006.94
+2026-07-13: 189631, 18219, 1008.16
+2026-07-10: 171412, -17319, 1013.49
+2026-07-09: 188731, 9860, 1013.49
+2026-07-08: 178871, -19747, 1016.71
+2026-07-07: 198618, 25262, 1016.71
+2026-07-06: 173356, 2998, 1025.41
+2026-07-03: 170358, -11691, 1026.30
+2026-07-02: 182049, 1284, 1026.30
+
+中信期货 - 多单持仓:
+2026-07-22: 63971, -10850, 988.16
+2026-07-21: 74821, 2587, 988.16
+2026-07-20: 72234, -84, 991.28
+2026-07-17: 72318, 6928, 991.28
+2026-07-16: 65390, 6950, 999.15
+2026-07-15: 58440, -1227, 1006.42
+2026-07-14: 59667, 887, 1006.42
+2026-07-13: 58780, -4908, 1007.26
+2026-07-10: 63688, 5795, 1007.26
+2026-07-09: 57893, -3193, 1011.59
+2026-07-08: 61086, 2092, 1011.59
+2026-07-07: 58994, 8116, 1013.45
+2026-07-06: 50878, -14738, 1022.46
+2026-07-03: 65616, 9777, 1022.46
+2026-07-02: 55839, -2024, 1031.30
+
+高盛期货 - 空单持仓:
+2026-07-22: 188460, -14927, 997.89
+2026-07-21: 203387, -15903, 997.89
+2026-07-20: 219290, 1220, 997.89
+2026-07-17: 218070, 14452, 998.44
+2026-07-16: 203618, 12879, 1004.22
+2026-07-15: 190739, -5701, 1008.69
+2026-07-14: 196440, 1711, 1008.69
+2026-07-13: 194729, 418, 1009.20
+2026-07-10: 194311, -5203, 1009.31
+2026-07-09: 199514, 7653, 1009.31
+2026-07-08: 191861, 1394, 1011.47
+2026-07-07: 190467, 12046, 1011.86
+2026-07-06: 178421, 578, 1015.56
+2026-07-03: 177843, 1049, 1015.69
+2026-07-02: 176794, 19121, 1015.95
+
+国泰君安期货 - 空单持仓:
+2026-07-22: 168449, -9289, 1018.54
+2026-07-21: 177738, -10380, 1018.54
+2026-07-20: 188118, -731, 1018.54
+2026-07-17: 188849, -12984, 1018.54
+2026-07-16: 201833, -5144, 1018.54
+2026-07-15: 206977, 2787, 1018.54
+2026-07-14: 204190, -2399, 1019.49
+2026-07-13: 206589, 24344, 1019.49
+2026-07-10: 182245, -4391, 1027.70
+2026-07-09: 186636, -6510, 1027.70
+2026-07-08: 193146, -6957, 1027.70
+2026-07-07: 200103, 9696, 1027.70
+2026-07-06: 190407, 1344, 1031.30
+2026-07-03: 189063, -1588, 1031.70
+2026-07-02: 190651, 4656, 1031.70
+
+国泰君安期货 - 多单持仓:
+2026-07-22: 144325, -6262, 991.07
+2026-07-21: 150587, 17790, 991.07
+2026-07-20: 132797, 3578, 1003.13
+2026-07-17: 129219, 12066, 1005.99
+2026-07-16: 117153, 8387, 1015.15
+2026-07-15: 108766, 5534, 1021.10
+2026-07-14: 103232, 4815, 1024.97
+2026-07-13: 98417, 4839, 1028.58
+2026-07-10: 93578, -1293, 1032.23
+2026-07-09: 94871, -807, 1032.23
+2026-07-08: 95678, -5169, 1032.23
+2026-07-07: 100847, 3412, 1032.23
+2026-07-06: 97435, -4615, 1034.87
+2026-07-03: 102050, 2169, 1034.87
+2026-07-02: 99881, 9801, 1036.23
+
+华泰期货 - 空单持仓:
+2026-07-22: 80564, -8762, 976.69
+2026-07-21: 89326, 9844, 976.69
+2026-07-20: 79482, 1751, 986.06
+2026-07-17: 77731, -8367, 988.00
+2026-07-16: 86098, 11358, 988.00
+2026-07-15: 74740, 3028, 995.60
+2026-07-14: 71712, -2199, 997.57
+2026-07-13: 73911, 10715, 997.57
+2026-07-10: 63196, -3512, 1004.28
+2026-07-09: 66708, 3827, 1004.28
+2026-07-08: 62881, -10077, 1007.27
+2026-07-07: 72958, 12276, 1007.27
+2026-07-06: 60682, -6933, 1017.45
+2026-07-03: 65615, -5963, 1017.45
+2026-07-02: 71558, -2128, 1017.45
+
+华泰期货 - 多单持仓:
+2026-07-22: 68791, -5130, 1002.62
+2026-07-21: 73921, -274, 1002.62
+2026-07-20: 74195, 840, 1002.62
+2026-07-17: 73355, 7012, 1003.79
+2026-07-16: 66343, 4562, 1012.97
+2026-07-15: 61781, -1562, 1018.50
+2026-07-14: 63343, 2364, 1018.50
+2026-07-13: 60979, -1843, 1021.12
+2026-07-10: 62822, 1161, 1021.12
+2026-07-09: 61661, 162, 1022.19
+2026-07-08: 61499, 82, 1022.37
+2026-07-07: 61417, 6050, 1022.46
+2026-07-06: 55367, -2699, 1029.61
+2026-07-03: 58066, -4006, 1029.61
+2026-07-02: 62072, -2935, 1029.61
+
+东证期货 - 空单持仓:
+2026-07-22: 112614, -18937, 965.67
+2026-07-21: 131551, -45486, 965.67
+2026-07-20: 177037, -1629, 965.67
+2026-07-17: 178666, -4252, 965.67
+2026-07-16: 182918, 47376, 965.67
+2026-07-15: 135542, -13505, 975.35
+2026-07-14: 149047, -1108, 975.35
+2026-07-13: 150155, 40931, 975.35
+2026-07-10: 109224, -23556, 981.85
+2026-07-09: 132780, 25017, 981.85
+2026-07-08: 107763, -56346, 988.08
+2026-07-07: 164109, 37956, 988.08
+2026-07-06: 126153, 20536, 997.43
+2026-07-03: 105617, -10003, 1001.79
+2026-07-02: 115620, -16409, 1001.79
+
+东证期货 - 多单持仓:
+2026-07-22: 85630, 6685, 965.35
+2026-07-21: 78945, 8359, 970.20
+2026-07-20: 70586, 2334, 978.40
+2026-07-17: 68252, -5918, 981.08
+2026-07-16: 74170, 10413, 981.08
+2026-07-15: 63757, 1640, 988.12
+2026-07-14: 62117, -2136, 989.15
+2026-07-13: 64253, -14158, 989.15
+2026-07-10: 78411, 7829, 989.15
+2026-07-09: 70582, -9231, 991.94
+2026-07-08: 79813, 11598, 991.94
+2026-07-07: 68215, 10382, 997.54
+2026-07-06: 57833, -30335, 1004.82
+2026-07-03: 88168, 20705, 1004.82
+2026-07-02: 67463, 3862, 1014.89
+
+银河期货 - 空单持仓:
+2026-07-22: 62130, -3771, 1022.69
+2026-07-21: 65901, -3865, 1022.69
+2026-07-20: 69766, 1572, 1022.69
+2026-07-17: 68194, 431, 1025.51
+2026-07-16: 67763, -936, 1026.20
+2026-07-15: 68699, 372, 1026.20
+2026-07-14: 68327, 5179, 1026.62
+2026-07-13: 63148, -3119, 1032.83
+2026-07-10: 66267, -431, 1032.83
+2026-07-09: 66698, 1995, 1032.83
+2026-07-08: 64703, -5025, 1035.23
+2026-07-07: 69728, 6103, 1035.23
+2026-07-06: 63625, -1703, 1042.73
+2026-07-03: 65328, -3861, 1042.73
+2026-07-02: 69189, 1875, 1042.73
+
+银河期货 - 多单持仓:
+2026-07-22: 57020, -7565, 1016.17
+2026-07-21: 64585, -4812, 1016.17
+2026-07-20: 69397, -2877, 1016.17
+2026-07-17: 72274, -4410, 1016.17
+2026-07-16: 76684, 4888, 1016.17
+2026-07-15: 71796, -3235, 1021.49
+2026-07-14: 75031, -456, 1021.49
+2026-07-13: 75487, 4361, 1021.49
+2026-07-10: 71126, -6491, 1025.39
+2026-07-09: 77617, 376, 1025.39
+2026-07-08: 77241, -3621, 1025.73
+2026-07-07: 80862, 10307, 1025.73
+2026-07-06: 70555, 2439, 1035.77
+2026-07-03: 68116, -4101, 1037.95
+2026-07-02: 72217, 490, 1037.95

日报/talk.md

@@ -0,0 +1 @@
+claude --resume 77f85e7b-9dfa-4d47-8a89-a5307361c54f

日报/中枢波动交易规则.md

@@ -0,0 +1,144 @@
+# 玻璃期货 FG — 中枢波动交易规则
+
+> 核心思想：不赌方向，赌波动。锚定价值中枢，上轨卖、下轨买，赚区间回归的钱。
+
+## 一、交易成本
+
+| 项目 | 金额 |
+|------|-----:|
+| 一手保证金 | 1,600 ~ 1,800 元 |
+| 开平合计手续费 | 4.02 元 |
+| 手续费折合点数 | **约 0.2 个点** |
+| 每点价值 | 20 元 |
+
+> 0.2 个点覆盖手续费，8 个点的波段净赚 160 元/手。
+
+## 二、中枢的确定
+
+### 方法：前一日结算价（最实用）
+
+每天开盘前，以前一日结算价为当日中枢。结合近 5 日均振幅来设区间。
+
+```
+中枢 = 前一日结算价
+近 5 日均振幅 = 过去 5 个交易日 (最高-最低) 的均值
+```
+
+### 中枢调整规则
+
+| 情形 | 调整 |
+|------|------|
+| 连续 5 个波段成功止盈 | 中枢跟随现价上移/下移 |
+| 连续 2 次触发止损 | 暂停交易，等新中枢形成 |
+| 价格连续 2 日收盘在中枢 ±20 点以外 | 中枢失效，趋势已形成，退出等收敛 |
+| 六家主力同时减空 | 中枢偏多 3-5 个点 |
+| 高盛单日减空超 2 万手 | 上轨放宽 5 点，暂停做空 |
+
+## 三、区间参数
+
+### 标准参数（波动率正常时）
+
+```
+上轨（卖空区）: 中枢 +10 ~ +15 点
+下轨（买多区）: 中枢 -10 ~ -15 点
+单笔目标利润:   8 ~ 10 个点
+硬止损线:       中枢 ±25 点
+```
+
+### 宽幅参数（波动率放大时，近 5 日均振幅 > 22 点）
+
+```
+上轨: 中枢 +15 ~ +22 点
+下轨: 中枢 -15 ~ -22 点
+单笔目标利润:   10 ~ 15 点
+硬止损线:       中枢 ±35 点
+```
+
+### 窄幅参数（波动率收缩时，近 5 日均振幅 < 12 点）
+
+```
+上轨: 中枢 +6 ~ +10 点
+下轨: 中枢 -6 ~ -10 点
+单笔目标利润:   5 ~ 8 点
+硬止损线:       中枢 ±18 点
+```
+
+## 四、仓位管理
+
+### 分三批入场
+
+| 批次 | 时机 | 仓位占比 | 举例（总仓位 5 手） |
+|------|------|:------:|------|
+| 第一批 | 价格触及区间边界 | 30% | 中枢 908，跌到 898 开 2 手多 |
+| 第二批 | 偏离中枢 15 点 | 30% | 跌到 893 再开 1 手多 |
+| 第三批 | 偏离中枢 20 点 | 40% | 跌到 888 再开 2 手多 |
+
+> 均价被摊薄，反弹到中枢附近即可整体止盈。
+
+### 仓位约束
+
+- 单向连续加仓**不超过 3 次**
+- 加满 3 批后若继续反向，**不再加仓**，到硬止损线全平
+- 总保证金占用不超过账户的 **50%**，留一半做错时腾挪
+
+## 五、操作流程
+
+### 每日盘前（5 分钟）
+
+1. 算中枢：取前一日结算价
+2. 算近 5 日均振幅
+3. 选定参数档位（标准/宽幅/窄幅）
+4. 写下当日上下轨和止损线
+5. 看博弈格局（六家持仓变化），微调中枢
+
+### 盘中
+
+- 价格到上轨 → 开空单
+- 价格到下轨 → 开多单
+- 价格回到中枢 ±3 点 → 止盈平仓
+- 价格突破中枢 ±25 点 → 全部止损
+
+### 每日盘后
+
+- 更新 `info.txt` 的持仓数据
+- 记录当日交易笔数、盈亏、是否触止损
+- 触止损则复盘：是中枢定错了还是区间定窄了
+
+## 六、什么时候不做
+
+| 情形 | 原因 |
+|------|------|
+| 价格连续 2 日收盘在 ±20 点外 | 趋势已形成，中枢失效 |
+| 近 5 日均振幅 > 30 点 | 波动过大，区间策略被反复打脸 |
+| 近 5 日均振幅 < 8 点 | 利润不够覆盖滑点风险 |
+| 重大政策发布日 | 跳空风险不可控 |
+| 连续止损 2 次 | 当天停手，中枢有问题 |
+
+## 七、盈亏预期
+
+假设每天操作 5 手，日均 1-2 个来回：
+
+| 场景 | 日均盈亏 |
+|------|------|
+| 理想（2 个来回，每手 10 点） | +2,000 元 |
+| 平常（1 个来回，每手 8 点） | +800 元 |
+| 止损日（-25 点全平，5 手） | -2,500 元 |
+
+> 关键：止损日控制在小概率（<10%），平常日稳定积累，月胜率 > 70% 就能稳定盈利。
+
+## 八、博弈数据辅助决策
+
+结合 `info.txt` 六家机构数据：
+
+| 博弈信号 | 操作调整 |
+|------|------|
+| 高盛单日减空 > 2 万手 | 空头抢跑，暂停做空，上轨放宽 5 点 |
+| 中信连续 3 天减空 | 空头有序撤退，中枢逐步上移 |
+| 国泰开始减空 | 最聪明的人在止盈，跟 |
+| 华泰多单大幅减少 | 反弹接近尾声，准备下移中枢 |
+| 六家同日双向减仓 > 5 万手 | 变盘前兆，减半仓 |
+| 东证多空同步扩仓 | 波动率要放大，切宽幅参数 |
+
+---
+
+> 最后更新：2026-07-22

日报/对话恢复指南.md

@@ -0,0 +1,95 @@
+# 对话恢复指南
+
+> 换设备后，在 Claude Code 中输入下方"启动提示词"即可无缝接续。
+
+## 会话信息
+
+- **会话 UUID**: `77f85e7b-9dfa-4d47-8a89-a5307361c54f`
+- **最后更新**: 2026-07-22
+- **Python 环境**: `.venv/`（Python 3.13 + akshare）
+
+## 启动提示词
+
+> 这是之前对话的延续（会话 ID: 77f85e7b）。请先读取 日报/对话恢复指南.md、日报/中枢波动交易规则.md、日报/info.txt 三个文件，理解项目上下文后，告诉我你已经了解了情况，然后我们继续。
+
+## 我们在做什么
+
+追踪 **6 家主力机构**（中信、高盛、国泰、华泰、东证、银河）在玻璃期货 FG 主连上的多空持仓，通过持仓成本、仓位变化、博弈格局来判断后续走势和交易机会。
+
+## 文件说明
+
+| 文件 | 用途 | 维护方式 |
+|------|------|------|
+| `日报/info.txt` | 六家机构每日持仓数据（日期、持仓量、增减仓、持仓均价） | **人工每日更新**，从付费 App 获取 |
+| `日报/中枢波动交易规则.md` | 基于价值中枢的波段交易策略 | 策略文档，偶尔更新 |
+| `日报/对话恢复指南.md` | 本文件 | 重要结论更新时同步更新 |
+| `日报/talk.md` | 会话 UUID 备忘 | 不变 |
+
+## 当前状态
+
+### 盘面
+
+- 玻璃主连从 7/2 的 960+ 一路跌至 7/20 最低 889，近两日反弹至 7/22 收盘 913
+- 六家机构合计净空 38.6 万手，基本就是全市场前 20 净空的全部
+- 7/22 六家合计减仓约 7-8 万手，空头主力已从"加仓模式"切换到"撤退模式"
+
+### 六家持仓（7/22 收盘价 913）
+
+| | 多单 | 空单 | 净持仓 | 净盈亏 |
+|---|-----:|-----:|-----:|-----:|
+| **中信** | 6.4万 @ 988 | 19.3万 @ 995 | 净空 12.9万 | +2.21亿 |
+| **高盛** | — | 18.8万 @ 998 | 裸空 18.8万 | +3.20亿 |
+| **国泰** | 14.4万 @ 991 | 16.8万 @ 1019 | 净空 2.4万 | +1.30亿 |
+| **华泰** | 6.9万 @ 1003 | 8.1万 @ 977 | 净空 1.2万 | -0.21亿 |
+| **东证** | 8.6万 @ 965 | 11.3万 @ 966 | 净空 2.7万 | +0.29亿 |
+| **银河** | 5.7万 @ 1016 | 6.2万 @ 1023 | 净空 0.5万 | +0.19亿 |
+| **合计** | 42.0万 | 80.5万 | 净空 38.6万 | +6.99亿 |
+
+### 角色定位
+
+- **中信**：空头老大，安全垫 82 点，正在有序撤退
+- **高盛**：裸空之王，最焦虑的玩家，每涨 10 点亏 3768 万
+- **国泰**：最从容，空单建在最高位（1019），操作最漂亮
+- **华泰**：唯一亏损的，多单买贵了拖累整体
+- **东证**：完美锁仓（多空成本差 0.32），做波动不做方向。**散户最值得学习**
+- **银河**：接近中性，躺平型观察者
+
+### 博弈判断
+
+- 七家（含中金财富）空头主导市场，多头是散户和中小机构
+- 空头利润峰值在 7/20（8.66亿），已开始缩水
+- 未来 10 日：大概率 890-930 区间震荡，中枢逐步上移
+- 关键观察：高盛减空节奏、中信撤退速度、国泰何时动
+
+### 策略框架
+
+已形成"中枢波动交易"策略，见 `日报/中枢波动交易规则.md`。核心：锚定结算价为中枢，上轨卖下轨买，赚区间回归的钱。手续费 0.2 点覆盖，8-10 点波段即可盈利。
+
+## 每日工作流
+
+1. 从付费 App 获取六家机构最新持仓数据
+2. 更新 `日报/info.txt`（在每家机构下方追加新日期行）
+3. 打开 Claude Code，告诉我"更新了"
+4. Claude 会：拉行情 → 算盈亏 → 分析博弈 → 输出判断
+5. 根据分析调整当日交易中枢和区间参数
+
+## 关键结论备忘
+
+- 东证双边成本收敛于 965，此价位可能是当前市场价值中枢
+- 国泰空单成本 1019 是全市场最高，下跌全程未追空而是加多抄底
+- 7/22 是转折日，六家单日净减仓 7.7 万手，从加仓切换到收网
+- 银河打破完美对冲的那天是变盘信号
+- 高盛单日减空超 2 万手 = 抢跑信号
+
+## 参考命令
+
+```bash
+# 查看玻璃主连日线
+.venv/bin/python3 -c "import akshare as ak; df=ak.futures_main_sina(symbol='FG0'); print(df.tail(10))"
+
+# 拉取当日 CZCE 持仓排名
+.venv/bin/python3 -c "import akshare as ak; r=ak.get_rank_table_czce(date='20260722'); print(r['FG'])"
+
+# 启动此对话（同一设备）
+claude --resume 77f85e7b-9dfa-4d47-8a89-a5307361c54f
+```