修复数据采集和清理的bug，新增持仓排名功能，日线数据分页

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

ft-app/app/collector.py

@@ -9,6 +9,7 @@ def fetch_contract_bars(contract_code: str, start_date: str | None = None) -> li
     """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
 
@@ -22,6 +23,8 @@ def fetch_contract_bars(contract_code: str, start_date: str | None = None) -> li
         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:
@@ -31,7 +34,7 @@ def fetch_contract_bars(contract_code: str, start_date: str | None = None) -> li
             else:
                 d = date.fromisoformat(str(val)[:10])
 
-            if start_date and d <= date.fromisoformat(start_date):
+            if filter_date and d < filter_date:
                 continue
 
             bars.append({
@@ -95,6 +98,7 @@ def _sync_one(db, contract_code: str) -> int:
         return 0
 
     inserted = 0
+    min_date = None
     for bar in bars:
         existing = (
             db.query(DailyBar)
@@ -114,22 +118,130 @@ def _sync_one(db, contract_code: str) -> int:
                 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)
+        _recompute_amp(db, contract_code, from_date=min_date)
 
     return inserted
 
 
-def _recompute_amp(db, contract_code: str):
-    """Recompute amp_5d for all bars of a contract."""
+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:
+                results.append({
+                    "data_type": dtype,
+                    "rank": int(row["名次"]),
+                    "institution": str(row["会员简称"]),
+                    "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)
+        .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:
+        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/engine/game_theory.py

@@ -1,26 +0,0 @@
-"""博弈分析计算引擎"""
-
-
-def net_position(long_pos: int, short_pos: int) -> int:
-    """净持仓 = 多单 - 空单。正=净多, 负=净空"""
-    return long_pos - short_pos
-
-
-def net_pnl(net_pos: int, avg_cost: float, current_price: float) -> float:
-    """净盈亏 = 净持仓 × (现价 - 成本均价) × 20"""
-    return net_pos * (current_price - avg_cost) * 20
-
-
-def cost_delta(old_cost: float, new_cost: float) -> float:
-    """成本变化 = 新均价 - 旧均价"""
-    return round(new_cost - old_cost, 2)
-
-
-def format_pnl(pnl_yuan: float) -> str:
-    """格式化盈亏为亿/万"""
-    yi = abs(pnl_yuan) / 1e8
-    if yi >= 0.01:
-        sign = "+" if pnl_yuan >= 0 else "-"
-        return f"{sign}{yi:.2f}亿"
-    wan = abs(pnl_yuan) / 1e4
-    return f"{'+' if pnl_yuan >= 0 else '-'}{wan:.1f}万"

ft-app/app/main.py

@@ -7,7 +7,7 @@ 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, analysis, admin, auth
+from app.routers import contracts, admin, auth
 
 TEMPLATES_DIR = Path(__file__).parent / "templates"
 
@@ -55,7 +55,6 @@ app.add_middleware(AuthMiddleware)
 
 app.include_router(auth.router)
 app.include_router(contracts.router)
-app.include_router(analysis.router)
 app.include_router(admin.router)
 
 

ft-app/app/models.py

@@ -51,18 +51,18 @@ class DailyBar(Base):
         return self.high - self.low
 
 
-class PositionSnapshot(Base):
-    __tablename__ = "position_snapshots"
-    __table_args__ = (UniqueConstraint("contract_code", "institution", "direction", "date"),)
+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, default="FG")
-    institution: Mapped[str] = mapped_column(String(20), index=True)
-    direction: Mapped[str] = mapped_column(String(10))
+    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)
-    position: Mapped[int] = mapped_column(Integer)
-    delta: Mapped[int] = mapped_column(Integer, default=0)
-    avg_cost: Mapped[float] = mapped_column(Float)
+    rank: Mapped[int] = mapped_column(Integer)
+    value: Mapped[int] = mapped_column(Integer)
+    change: Mapped[int] = mapped_column(Integer)
 
 
 class User(Base):

ft-app/app/routers/admin.py

@@ -2,8 +2,8 @@ from fastapi import APIRouter, Depends, Form, Request
 from fastapi.responses import HTMLResponse, RedirectResponse
 from sqlalchemy.orm import Session
 from app.database import get_db
-from app.models import Product, Contract, DailyBar, PositionSnapshot
-from app.collector import sync_active_contracts, sync_one_contract
+from app.models import Product, Contract, DailyBar, PositionRanking
+from app.collector import sync_active_contracts, sync_one_contract, sync_position_rankings
 
 router = APIRouter(prefix="/admin", tags=["admin"])
 
@@ -113,7 +113,7 @@ 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(PositionSnapshot).filter(PositionSnapshot.contract_code == 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)
@@ -125,6 +125,7 @@ def delete_product(product_id: int, db: Session = Depends(get_db)):
     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)
@@ -144,6 +145,14 @@ def sync_single(contract_code: str):
     return RedirectResponse(f"/admin/?tab=sync&synced={count}", status_code=303)
 
 
+@router.post("/sync-positions")
+def sync_positions(request: Request):
+    results = sync_position_rankings()
+    total = sum(results.values())
+    print(f"[sync] Position rankings: {total} rows across {len(results)} contracts")
+    return RedirectResponse(f"/admin/?tab=sync&pos_synced={total}", status_code=303)
+
+
 @router.post("/sync/product/{product_id}")
 def sync_product(product_id: int, request: Request, db: Session = Depends(get_db)):
     contracts = db.query(Contract).filter(

ft-app/app/routers/analysis.py

@@ -1,125 +0,0 @@
-from fastapi import APIRouter, Depends, Request
-from fastapi.responses import HTMLResponse
-from sqlalchemy.orm import Session
-from app.database import get_db
-from app.models import PositionSnapshot, Contract, DailyBar
-from app.engine.game_theory import net_position, net_pnl, format_pnl
-
-router = APIRouter(prefix="/analysis", tags=["analysis"])
-
-INSTITUTIONS = ["中信期货", "高盛期货", "国泰君安期货", "华泰期货", "东证期货", "银河期货"]
-
-
-@router.get("/", response_class=HTMLResponse)
-def analysis_page(request: Request, db: Session = Depends(get_db)):
-    # Get active contracts for selector
-    active_contracts = (
-        db.query(Contract.code)
-        .filter(Contract.is_active == True)
-        .order_by(Contract.code)
-        .all()
-    )
-    contract_list = [c[0] for c in active_contracts]
-
-    # Default to first contract, or use query param
-    selected = request.query_params.get("contract", contract_list[0] if contract_list else None)
-
-    if not selected:
-        template = request.app.state.templates.get_template("analysis.html")
-        return HTMLResponse(
-            template.render(request=request, active_nav="analysis", rows=[], latest_date=None)
-        )
-
-    # Get latest date for selected contract
-    latest_snap = (
-        db.query(PositionSnapshot.date)
-        .filter(PositionSnapshot.contract_code == selected)
-        .order_by(PositionSnapshot.date.desc())
-        .first()
-    )
-
-    if not latest_snap:
-        template = request.app.state.templates.get_template("analysis.html")
-        return HTMLResponse(
-            template.render(
-                request=request, active_nav="analysis",
-                rows=[], latest_date=None, contracts=contract_list, selected=selected,
-            )
-        )
-
-    latest_date = latest_snap[0]
-
-    # Get latest close for current_price reference
-    latest_bar = (
-        db.query(DailyBar)
-        .filter(DailyBar.contract == selected)
-        .order_by(DailyBar.date.desc())
-        .first()
-    )
-    current_price = int(latest_bar.close) if latest_bar else 0
-
-    rows = []
-    total_net_short = 0
-    pnl_sum = 0.0
-
-    for inst in INSTITUTIONS:
-        long = (
-            db.query(PositionSnapshot)
-            .filter(
-                PositionSnapshot.contract_code == selected,
-                PositionSnapshot.institution == inst,
-                PositionSnapshot.direction == "long",
-                PositionSnapshot.date == latest_date,
-            )
-            .first()
-        )
-        short = (
-            db.query(PositionSnapshot)
-            .filter(
-                PositionSnapshot.contract_code == selected,
-                PositionSnapshot.institution == inst,
-                PositionSnapshot.direction == "short",
-                PositionSnapshot.date == latest_date,
-            )
-            .first()
-        )
-
-        long_pos = long.position if long else 0
-        short_pos = short.position if short else 0
-        long_cost = long.avg_cost if long else 0
-        short_cost = short.avg_cost if short else 0
-
-        np = net_position(long_pos, short_pos)
-        pnl = 0.0
-        if np < 0:
-            pnl = net_pnl(np, short_cost, current_price)
-        elif np > 0:
-            pnl = net_pnl(np, long_cost, current_price)
-
-        if np < 0:
-            total_net_short += abs(np)
-        pnl_sum += pnl
-
-        rows.append({
-            "institution": inst,
-            "long_pos": f"{long_pos / 10000:.1f}万" if long_pos else "—",
-            "short_pos": f"{short_pos / 10000:.1f}万" if short_pos else "—",
-            "net_pos": f"净{'多' if np > 0 else '空'} {abs(np) / 10000:.1f}万",
-            "pnl": format_pnl(pnl),
-            "pnl_raw": pnl,
-        })
-
-    template = request.app.state.templates.get_template("analysis.html")
-    return HTMLResponse(
-        template.render(
-            request=request,
-            active_nav="analysis",
-            rows=rows,
-            latest_date=latest_date.strftime("%Y-%m-%d"),
-            current_price=current_price,
-            total_net_short=f"{total_net_short / 10000:.1f}万",
-            total_pnl=format_pnl(pnl_sum),
-            contracts=contract_list,
-            selected=selected,
-        )
-    )

ft-app/app/routers/auth.py

@@ -9,16 +9,6 @@ router = APIRouter(prefix="/auth", tags=["auth"])
 SESSION_COOKIE = "ft_session"
 
 
-def get_current_user(request: Request, db: Session = Depends(get_db)) -> User | None:
-    user_id = request.cookies.get(SESSION_COOKIE)
-    if not user_id:
-        return None
-    try:
-        return db.query(User).filter(User.id == int(user_id)).first()
-    except (ValueError, TypeError):
-        return None
-
-
 @router.get("/login", response_class=HTMLResponse)
 def login_page(request: Request):
     template = request.app.state.templates.get_template("login.html")

ft-app/app/routers/contracts.py

@@ -1,13 +1,15 @@
+import math
 from datetime import date, timedelta
-from fastapi import APIRouter, Depends, Request
+from fastapi import APIRouter, Depends, Request, Query
 from fastapi.responses import HTMLResponse
 from sqlalchemy.orm import Session
 from app.database import get_db
-from app.models import DailyBar, Contract
+from app.models import DailyBar, Contract, PositionRanking
 
 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]:
@@ -35,11 +37,6 @@ def contract_index(request: Request, db: Session = Depends(get_db)):
         if bar.contract not in contract_bars:
             contract_bars[bar.contract] = bar
 
-    total_bars = db.query(DailyBar).count()
-    latest_bar = (
-        db.query(DailyBar).order_by(DailyBar.date.desc()).first()
-    )
-
     template = request.app.state.templates.get_template("index.html")
     return HTMLResponse(
         template.render(
@@ -47,14 +44,18 @@ def contract_index(request: Request, db: Session = Depends(get_db)):
             active_nav="contracts",
             contracts=active_contracts,
             contract_bars=contract_bars,
-            total_bars=total_bars,
-            latest_date=latest_bar.date.strftime("%Y-%m-%d") if latest_bar else "—",
         )
     )
 
 
 @router.get("/{contract}", response_class=HTMLResponse)
-def contract_detail(request: Request, contract: str, db: Session = Depends(get_db)):
+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)
@@ -63,9 +64,17 @@ def contract_detail(request: Request, contract: str, db: Session = Depends(get_d
         .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 bar in bars:
+    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 "-",
@@ -79,6 +88,45 @@ def contract_detail(request: Request, contract: str, db: Session = Depends(get_d
 
     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,
+            })
+
     # 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
@@ -98,9 +146,17 @@ def contract_detail(request: Request, contract: str, db: Session = Depends(get_d
             contracts=active_contracts,
             rows=rows,
             latest=latest,
+            pos_dates=pos_dates,
+            selected_pos_date=selected_date,
+            pos_data=pos_data,
             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,
         )
     )

ft-app/app/seed.py

@@ -1,7 +1,7 @@
 """Seed database from existing data files. Run once manually or on first start."""
 from datetime import date
 from app.database import engine, Base, SessionLocal
-from app.models import DailyBar, PositionSnapshot, Product, Contract, User
+from app.models import DailyBar, Product, Contract, User
 from app.engine.lock_strategy import compute_amp_5d
 
 # --- Seed OHLCV data ---
@@ -27,176 +27,6 @@ SEED_BARS: list[dict] = [
     {"date": "2026-07-24", "open": 900, "close": 908, "high": 912, "low": 891},
 ]
 
-# --- Position snapshots (from info.txt) ---
-POSITION_DATA_SHORT: list[dict] = [
-    ("中信期货", "short", "2026-07-22", 193030, -22032, 995.26),
-    ("中信期货", "short", "2026-07-21", 215062, -1029, 995.26),
-    ("中信期货", "short", "2026-07-20", 216091, -18178, 995.26),
-    ("中信期货", "short", "2026-07-17", 234269, -31, 995.26),
-    ("中信期货", "short", "2026-07-16", 234300, 35258, 995.26),
-    ("中信期货", "short", "2026-07-15", 199042, 5294, 1005.40),
-    ("中信期货", "short", "2026-07-14", 193748, 4117, 1006.94),
-    ("中信期货", "short", "2026-07-13", 189631, 18219, 1008.16),
-    ("中信期货", "short", "2026-07-10", 171412, -17319, 1013.49),
-    ("中信期货", "short", "2026-07-09", 188731, 9860, 1013.49),
-    ("中信期货", "short", "2026-07-08", 178871, -19747, 1016.71),
-    ("中信期货", "short", "2026-07-07", 198618, 25262, 1016.71),
-    ("中信期货", "short", "2026-07-06", 173356, 2998, 1025.41),
-    ("中信期货", "short", "2026-07-03", 170358, -11691, 1026.30),
-    ("中信期货", "short", "2026-07-02", 182049, 1284, 1026.30),
-    ("中信期货", "long", "2026-07-22", 63971, -10850, 988.16),
-    ("中信期货", "long", "2026-07-21", 74821, 2587, 988.16),
-    ("中信期货", "long", "2026-07-20", 72234, -84, 991.28),
-    ("中信期货", "long", "2026-07-17", 72318, 6928, 991.28),
-    ("中信期货", "long", "2026-07-16", 65390, 6950, 999.15),
-    ("中信期货", "long", "2026-07-15", 58440, -1227, 1006.42),
-    ("中信期货", "long", "2026-07-14", 59667, 887, 1006.42),
-    ("中信期货", "long", "2026-07-13", 58780, -4908, 1007.26),
-    ("中信期货", "long", "2026-07-10", 63688, 5795, 1007.26),
-    ("中信期货", "long", "2026-07-09", 57893, -3193, 1011.59),
-    ("中信期货", "long", "2026-07-08", 61086, 2092, 1011.59),
-    ("中信期货", "long", "2026-07-07", 58994, 8116, 1013.45),
-    ("中信期货", "long", "2026-07-06", 50878, -14738, 1022.46),
-    ("中信期货", "long", "2026-07-03", 65616, 9777, 1022.46),
-    ("中信期货", "long", "2026-07-02", 55839, -2024, 1031.30),
-    ("高盛期货", "short", "2026-07-22", 188460, -14927, 997.89),
-    ("高盛期货", "short", "2026-07-21", 203387, -15903, 997.89),
-    ("高盛期货", "short", "2026-07-20", 219290, 1220, 997.89),
-    ("高盛期货", "short", "2026-07-17", 218070, 14452, 998.44),
-    ("高盛期货", "short", "2026-07-16", 203618, 12879, 1004.22),
-    ("高盛期货", "short", "2026-07-15", 190739, -5701, 1008.69),
-    ("高盛期货", "short", "2026-07-14", 196440, 1711, 1008.69),
-    ("高盛期货", "short", "2026-07-13", 194729, 418, 1009.20),
-    ("高盛期货", "short", "2026-07-10", 194311, -5203, 1009.31),
-    ("高盛期货", "short", "2026-07-09", 199514, 7653, 1009.31),
-    ("高盛期货", "short", "2026-07-08", 191861, 1394, 1011.47),
-    ("高盛期货", "short", "2026-07-07", 190467, 12046, 1011.86),
-    ("高盛期货", "short", "2026-07-06", 178421, 578, 1015.56),
-    ("高盛期货", "short", "2026-07-03", 177843, 1049, 1015.69),
-    ("高盛期货", "short", "2026-07-02", 176794, 19121, 1015.95),
-    ("国泰君安期货", "short", "2026-07-22", 168449, -9289, 1018.54),
-    ("国泰君安期货", "short", "2026-07-21", 177738, -10380, 1018.54),
-    ("国泰君安期货", "short", "2026-07-20", 188118, -731, 1018.54),
-    ("国泰君安期货", "short", "2026-07-17", 188849, -12984, 1018.54),
-    ("国泰君安期货", "short", "2026-07-16", 201833, -5144, 1018.54),
-    ("国泰君安期货", "short", "2026-07-15", 206977, 2787, 1018.54),
-    ("国泰君安期货", "short", "2026-07-14", 204190, -2399, 1019.49),
-    ("国泰君安期货", "short", "2026-07-13", 206589, 24344, 1019.49),
-    ("国泰君安期货", "short", "2026-07-10", 182245, -4391, 1027.70),
-    ("国泰君安期货", "short", "2026-07-09", 186636, -6510, 1027.70),
-    ("国泰君安期货", "short", "2026-07-08", 193146, -6957, 1027.70),
-    ("国泰君安期货", "short", "2026-07-07", 200103, 9696, 1027.70),
-    ("国泰君安期货", "short", "2026-07-06", 190407, 1344, 1031.30),
-    ("国泰君安期货", "short", "2026-07-03", 189063, -1588, 1031.70),
-    ("国泰君安期货", "short", "2026-07-02", 190651, 4656, 1031.70),
-    ("国泰君安期货", "long", "2026-07-22", 144325, -6262, 991.07),
-    ("国泰君安期货", "long", "2026-07-21", 150587, 17790, 991.07),
-    ("国泰君安期货", "long", "2026-07-20", 132797, 3578, 1003.13),
-    ("国泰君安期货", "long", "2026-07-17", 129219, 12066, 1005.99),
-    ("国泰君安期货", "long", "2026-07-16", 117153, 8387, 1015.15),
-    ("国泰君安期货", "long", "2026-07-15", 108766, 5534, 1021.10),
-    ("国泰君安期货", "long", "2026-07-14", 103232, 4815, 1024.97),
-    ("国泰君安期货", "long", "2026-07-13", 98417, 4839, 1028.58),
-    ("国泰君安期货", "long", "2026-07-10", 93578, -1293, 1032.23),
-    ("国泰君安期货", "long", "2026-07-09", 94871, -807, 1032.23),
-    ("国泰君安期货", "long", "2026-07-08", 95678, -5169, 1032.23),
-    ("国泰君安期货", "long", "2026-07-07", 100847, 3412, 1032.23),
-    ("国泰君安期货", "long", "2026-07-06", 97435, -4615, 1034.87),
-    ("国泰君安期货", "long", "2026-07-03", 102050, 2169, 1034.87),
-    ("国泰君安期货", "long", "2026-07-02", 99881, 9801, 1036.23),
-    ("华泰期货", "short", "2026-07-22", 80564, -8762, 976.69),
-    ("华泰期货", "short", "2026-07-21", 89326, 9844, 976.69),
-    ("华泰期货", "short", "2026-07-20", 79482, 1751, 986.06),
-    ("华泰期货", "short", "2026-07-17", 77731, -8367, 988.00),
-    ("华泰期货", "short", "2026-07-16", 86098, 11358, 988.00),
-    ("华泰期货", "short", "2026-07-15", 74740, 3028, 995.60),
-    ("华泰期货", "short", "2026-07-14", 71712, -2199, 997.57),
-    ("华泰期货", "short", "2026-07-13", 73911, 10715, 997.57),
-    ("华泰期货", "short", "2026-07-10", 63196, -3512, 1004.28),
-    ("华泰期货", "short", "2026-07-09", 66708, 3827, 1004.28),
-    ("华泰期货", "short", "2026-07-08", 62881, -10077, 1007.27),
-    ("华泰期货", "short", "2026-07-07", 72958, 12276, 1007.27),
-    ("华泰期货", "short", "2026-07-06", 60682, -6933, 1017.45),
-    ("华泰期货", "short", "2026-07-03", 65615, -5963, 1017.45),
-    ("华泰期货", "short", "2026-07-02", 71558, -2128, 1017.45),
-    ("华泰期货", "long", "2026-07-22", 68791, -5130, 1002.62),
-    ("华泰期货", "long", "2026-07-21", 73921, -274, 1002.62),
-    ("华泰期货", "long", "2026-07-20", 74195, 840, 1002.62),
-    ("华泰期货", "long", "2026-07-17", 73355, 7012, 1003.79),
-    ("华泰期货", "long", "2026-07-16", 66343, 4562, 1012.97),
-    ("华泰期货", "long", "2026-07-15", 61781, -1562, 1018.50),
-    ("华泰期货", "long", "2026-07-14", 63343, 2364, 1018.50),
-    ("华泰期货", "long", "2026-07-13", 60979, -1843, 1021.12),
-    ("华泰期货", "long", "2026-07-10", 62822, 1161, 1021.12),
-    ("华泰期货", "long", "2026-07-09", 61661, 162, 1022.19),
-    ("华泰期货", "long", "2026-07-08", 61499, 82, 1022.37),
-    ("华泰期货", "long", "2026-07-07", 61417, 6050, 1022.46),
-    ("华泰期货", "long", "2026-07-06", 55367, -2699, 1029.61),
-    ("华泰期货", "long", "2026-07-03", 58066, -4006, 1029.61),
-    ("华泰期货", "long", "2026-07-02", 62072, -2935, 1029.61),
-    ("东证期货", "short", "2026-07-22", 112614, -18937, 965.67),
-    ("东证期货", "short", "2026-07-21", 131551, -45486, 965.67),
-    ("东证期货", "short", "2026-07-20", 177037, -1629, 965.67),
-    ("东证期货", "short", "2026-07-17", 178666, -4252, 965.67),
-    ("东证期货", "short", "2026-07-16", 182918, 47376, 965.67),
-    ("东证期货", "short", "2026-07-15", 135542, -13505, 975.35),
-    ("东证期货", "short", "2026-07-14", 149047, -1108, 975.35),
-    ("东证期货", "short", "2026-07-13", 150155, 40931, 975.35),
-    ("东证期货", "short", "2026-07-10", 109224, -23556, 981.85),
-    ("东证期货", "short", "2026-07-09", 132780, 25017, 981.85),
-    ("东证期货", "short", "2026-07-08", 107763, -56346, 988.08),
-    ("东证期货", "short", "2026-07-07", 164109, 37956, 988.08),
-    ("东证期货", "short", "2026-07-06", 126153, 20536, 997.43),
-    ("东证期货", "short", "2026-07-03", 105617, -10003, 1001.79),
-    ("东证期货", "short", "2026-07-02", 115620, -16409, 1001.79),
-    ("东证期货", "long", "2026-07-22", 85630, 6685, 965.35),
-    ("东证期货", "long", "2026-07-21", 78945, 8359, 970.20),
-    ("东证期货", "long", "2026-07-20", 70586, 2334, 978.40),
-    ("东证期货", "long", "2026-07-17", 68252, -5918, 981.08),
-    ("东证期货", "long", "2026-07-16", 74170, 10413, 981.08),
-    ("东证期货", "long", "2026-07-15", 63757, 1640, 988.12),
-    ("东证期货", "long", "2026-07-14", 62117, -2136, 989.15),
-    ("东证期货", "long", "2026-07-13", 64253, -14158, 989.15),
-    ("东证期货", "long", "2026-07-10", 78411, 7829, 989.15),
-    ("东证期货", "long", "2026-07-09", 70582, -9231, 991.94),
-    ("东证期货", "long", "2026-07-08", 79813, 11598, 991.94),
-    ("东证期货", "long", "2026-07-07", 68215, 10382, 997.54),
-    ("东证期货", "long", "2026-07-06", 57833, -30335, 1004.82),
-    ("东证期货", "long", "2026-07-03", 88168, 20705, 1004.82),
-    ("东证期货", "long", "2026-07-02", 67463, 3862, 1014.89),
-    ("银河期货", "short", "2026-07-22", 62130, -3771, 1022.69),
-    ("银河期货", "short", "2026-07-21", 65901, -3865, 1022.69),
-    ("银河期货", "short", "2026-07-20", 69766, 1572, 1022.69),
-    ("银河期货", "short", "2026-07-17", 68194, 431, 1025.51),
-    ("银河期货", "short", "2026-07-16", 67763, -936, 1026.20),
-    ("银河期货", "short", "2026-07-15", 68699, 372, 1026.20),
-    ("银河期货", "short", "2026-07-14", 68327, 5179, 1026.62),
-    ("银河期货", "short", "2026-07-13", 63148, -3119, 1032.83),
-    ("银河期货", "short", "2026-07-10", 66267, -431, 1032.83),
-    ("银河期货", "short", "2026-07-09", 66698, 1995, 1032.83),
-    ("银河期货", "short", "2026-07-08", 64703, -5025, 1035.23),
-    ("银河期货", "short", "2026-07-07", 69728, 6103, 1035.23),
-    ("银河期货", "short", "2026-07-06", 63625, -1703, 1042.73),
-    ("银河期货", "short", "2026-07-03", 65328, -3861, 1042.73),
-    ("银河期货", "short", "2026-07-02", 69189, 1875, 1042.73),
-    ("银河期货", "long", "2026-07-22", 57020, -7565, 1016.17),
-    ("银河期货", "long", "2026-07-21", 64585, -4812, 1016.17),
-    ("银河期货", "long", "2026-07-20", 69397, -2877, 1016.17),
-    ("银河期货", "long", "2026-07-17", 72274, -4410, 1016.17),
-    ("银河期货", "long", "2026-07-16", 76684, 4888, 1016.17),
-    ("银河期货", "long", "2026-07-15", 71796, -3235, 1021.49),
-    ("银河期货", "long", "2026-07-14", 75031, -456, 1021.49),
-    ("银河期货", "long", "2026-07-13", 75487, 4361, 1021.49),
-    ("银河期货", "long", "2026-07-10", 71126, -6491, 1025.39),
-    ("银河期货", "long", "2026-07-09", 77617, 376, 1025.39),
-    ("银河期货", "long", "2026-07-08", 77241, -3621, 1025.73),
-    ("银河期货", "long", "2026-07-07", 80862, 10307, 1025.73),
-    ("银河期货", "long", "2026-07-06", 70555, 2439, 1035.77),
-    ("银河期货", "long", "2026-07-03", 68116, -4101, 1037.95),
-    ("银河期货", "long", "2026-07-02", 72217, 490, 1037.95),
-]
-
-
 def seed():
     Base.metadata.create_all(bind=engine)
     db = SessionLocal()
@@ -260,38 +90,8 @@ def seed():
             if i >= 5:
                 bar.amp_5d = compute_amp_5d([b.diff for b in seed_bars[i - 5 : i]])
 
-        # --- Seed position snapshots ---
-        existing_pos = {
-            (r.contract_code, r.institution, r.direction, r.date)
-            for r in db.query(
-                PositionSnapshot.contract_code,
-                PositionSnapshot.institution,
-                PositionSnapshot.direction,
-                PositionSnapshot.date,
-            ).all()
-        }
-
-        snaps = []
-        for inst, direction, date_str, pos, delta, cost in POSITION_DATA_SHORT:
-            d = date.fromisoformat(date_str)
-            if ("FG2609", inst, direction, d) not in existing_pos:
-                snaps.append(
-                    PositionSnapshot(
-                        contract_code="FG2609",
-                        institution=inst,
-                        direction=direction,
-                        date=d,
-                        position=pos,
-                        delta=delta,
-                        avg_cost=cost,
-                    )
-                )
-
-        if snaps:
-            db.add_all(snaps)
-
         db.commit()
-        print(f"Seeded {len(bars_to_insert)} bars + {len(snaps)} position snapshots")
+        print(f"Seeded {len(bars_to_insert)} bars")
 
     finally:
         db.close()

ft-app/app/templates/admin.html

@@ -32,10 +32,16 @@
   <div style="display:flex;align-items:center;gap:12px;margin-bottom:20px;padding:14px 18px;background:var(--surface);border:1px solid var(--border);border-radius:10px;">
     <span style="font-size:0.85rem;color:var(--sub);">全部合约</span>
     <form method="post" action="/admin/sync" style="display:inline;">
-      <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:6px 16px;">同步全部</button>
+      <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:6px 16px;">同步行情</button>
+    </form>
+    <form method="post" action="/admin/sync-positions" style="display:inline;">
+      <button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:6px 16px;background:var(--success);">同步持仓</button>
     </form>
     {% if request.query_params.get('synced') %}
-    <span style="font-size:0.82rem;color:var(--success-fg);">✓ 已同步 {{ request.query_params.synced }} 条</span>
+    <span style="font-size:0.82rem;color:var(--success-fg);">✓ 行情 {{ request.query_params.synced }} 条</span>
+    {% endif %}
+    {% if request.query_params.get('pos_synced') %}
+    <span style="font-size:0.82rem;color:var(--success-fg);">✓ 持仓 {{ request.query_params.pos_synced }} 条</span>
     {% endif %}
     <span style="font-size:0.78rem;color:var(--sub);margin-left:auto;">{{ total_contracts }} 个合约</span>
   </div>

ft-app/app/templates/analysis.html

@@ -1,75 +0,0 @@
-{% extends "base.html" %}
-{% block title %}博弈分析{% endblock %}
-{% block heading %}博弈分析{% endblock %}
-{% block breadcrumb %}机构持仓{% endblock %}
-
-{% block content %}
-{% if contracts %}
-<div style="display:flex;align-items:center;gap:12px;margin-bottom:20px;">
-  <span style="font-size:0.85rem;color:var(--sub);">合约</span>
-  <select onchange="window.location='?contract='+this.value" style="padding:6px 12px;border:1px solid var(--border);border-radius:6px;background:var(--surface);color:var(--fg);font-size:0.88rem;">
-    {% for c in contracts %}
-    <option value="{{ c }}"{% if c == selected %} selected{% endif %}>{{ c }}</option>
-    {% endfor %}
-  </select>
-</div>
-{% endif %}
-
-{% if latest_date %}
-<div class="stat-grid">
-  <div class="stat-card">
-    <div class="label">数据日期</div>
-    <div class="value">{{ latest_date }}</div>
-  </div>
-  <div class="stat-card">
-    <div class="label">{{ selected }} 现价</div>
-    <div class="value">{{ current_price }}</div>
-  </div>
-  <div class="stat-card">
-    <div class="label">六家净空</div>
-    <div class="value">{{ total_net_short }}</div>
-  </div>
-  <div class="stat-card">
-    <div class="label">浮动盈亏</div>
-    <div class="value">{{ total_pnl }}</div>
-  </div>
-</div>
-
-<div class="section-title">机构持仓明细</div>
-<div class="table-wrap">
-<table>
-  <tr>
-    <th>机构</th><th>多单</th><th>空单</th><th>净持仓</th><th>净盈亏</th>
-  </tr>
-  {% for r in rows %}
-  <tr>
-    <td><strong>{{ r.institution }}</strong></td>
-    <td>{{ r.long_pos }}</td>
-    <td>{{ r.short_pos }}</td>
-    <td>{{ r.net_pos }}</td>
-    <td>
-      {% if r.pnl_raw > 0 %}
-      <span class="badge badge-up">{{ r.pnl }}</span>
-      {% elif r.pnl_raw < 0 %}
-      <span class="badge badge-down">{{ r.pnl }}</span>
-      {% else %}
-      <span class="na">—</span>
-      {% endif %}
-    </td>
-  </tr>
-  {% endfor %}
-  <tr style="font-weight:700; background:var(--th-bg);">
-    <td>合计</td>
-    <td>—</td>
-    <td>—</td>
-    <td>{{ total_net_short }}</td>
-    <td>{{ total_pnl }}</td>
-  </tr>
-</table>
-</div>
-{% else %}
-<div style="text-align:center;padding:60px 0;color:var(--sub);">
-  <p style="font-size:1.1rem;">暂无「{{ selected }}」的持仓数据</p>
-</div>
-{% endif %}
-{% endblock %}

ft-app/app/templates/base.html

@@ -177,15 +177,18 @@
   .amp-cell { cursor: pointer; color: var(--accent); font-weight: 600; }
   .amp-cell:hover { text-decoration: underline; }
 
-  /* ── Tags / Chips ── */
-  .tag-row { display: flex; gap: 8px; flex-wrap: wrap; margin-bottom: 20px; }
-  .tag {
-    padding: 5px 12px; border-radius: 20px; font-size: 0.78rem;
-    font-weight: 500; cursor: pointer; text-decoration: none;
-    border: 1px solid var(--border); color: var(--sub);
-    transition: all .12s;
+  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;
   }
-  .tag:hover, .tag.active { border-color: var(--accent); color: var(--accent); background: var(--accent-light); }
+  [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>
@@ -195,9 +198,6 @@
     <a href="/contracts/" class="{% if active_nav == 'contracts' %}active{% endif %}">
       <span class="icon">📈</span> 行情数据
     </a>
-    <a href="/analysis/" class="{% if active_nav == 'analysis' %}active{% endif %}">
-      <span class="icon">⚔️</span> 博弈分析
-    </a>
     <a href="/admin/" class="{% if active_nav == 'admin' %}active{% endif %}">
       <span class="icon">⚙️</span> 系统管理
     </a>
@@ -236,9 +236,11 @@ 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) {}

ft-app/app/templates/contract.html

@@ -10,15 +10,13 @@
   <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>
-  {% if rows|length > 7 %}
-  <button id="toggle-all" class="btn" style="font-size:0.78rem;padding:4px 14px;background:var(--surface);color:var(--accent);border:1px solid var(--accent);border-radius:5px;cursor:pointer;" onclick="toggleAll()">显示全部 ({{ rows|length }}条)</button>
-  {% endif %}
+  <span style="font-size:0.78rem;color:var(--sub);">共 {{ total_rows }} 条</span>
 </div>
 
 <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>
-  {% if next_date %}
+  {% if page == 1 and next_date %}
   <tr style="background:var(--accent-light);font-weight:500;">
     <td>{{ next_date }}</td>
     <td>{{ next_weekday }}</td>
@@ -31,7 +29,7 @@
   </tr>
   {% endif %}
   {% for row in rows %}
-  <tr data-index="{{ loop.index0 }}" data-diff="{{ row.diff }}" data-date="{{ row.date }}" data-weekday="{{ row.weekday }}"{% if loop.index0 >= 7 %} class="extra-row" style="display:none;"{% endif %}>
+  <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>
@@ -51,48 +49,101 @@
 </table>
 </div>
 
-<script>
+{% 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 %}
 
-var allShown = false;
-function toggleAll() {
-  allShown = !allShown;
-  var btn = document.getElementById('toggle-all');
-  var rows = document.querySelectorAll('.extra-row');
-  rows.forEach(function(r) { r.style.display = allShown ? '' : 'none'; });
-  btn.textContent = allShown ? '收起' : '显示全部 ({{ rows|length }}条)';
+  {% 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;">
+</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(--success-fg){% elif row.change < 0 %}var(--danger-fg){% else %}var(--sub){% endif %};">
+        {% if row.change > 0 %}+{% endif %}{{ row.change }}
+      </td>
+    </tr>
+    {% endfor %}
+  </table>
+  </div>
+  {% endfor %}
+
+</div>
+{% endif %}
+
+<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() {
-    var row = cell.parentElement.parentElement;
-    var tbl = document.getElementById('bars-table');
-    var dataRows = tbl.querySelectorAll('tr[data-index]');
-
-    // Next-day row: use latest 5 data rows
+    // Next-day prediction row
     if (cell.dataset.next) {
+      var dataRows = document.querySelectorAll('#bars-table tr[data-index]');
       if (dataRows.length < 5) return;
-      showDrawer(cell, '{{ contract }}', dataRows, 0, 4);
+      var rows = Array.from(dataRows).slice(0, 5);
+      showDrawer(cell, '{{ contract }}', rows, true);
       return;
     }
 
-    var idx = parseInt(row.dataset.index);
-    // Need 5 older rows (higher index, since newest first)
-    if (idx + 5 >= dataRows.length) return;
-    showDrawer(cell, '{{ contract }}', dataRows, idx + 1, idx + 5);
+    // 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, dataRows, fromIdx, toIdx) {
+function showDrawer(cell, product, calcRows, isNext) {
   document.getElementById('drawer-title').textContent = product;
-  var label = cell.dataset.next ? '次日预测' : '目标';
+  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;
-  for (var j = fromIdx; j <= toIdx; j++) {
-    var r = dataRows[j];
+  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>';
 

ft-app/app/templates/index.html

@@ -4,27 +4,8 @@
 {% block breadcrumb %}<a href="/contracts/">合约总览</a>{% endblock %}
 
 {% block content %}
-<div class="stat-grid">
-  <div class="stat-card">
-    <div class="label">监控合约</div>
-    <div class="value">{{ contracts|length }}</div>
-  </div>
-  <div class="stat-card">
-    <div class="label">数据条数</div>
-    <div class="value">{{ total_bars }}</div>
-  </div>
-  <div class="stat-card">
-    <div class="label">最新日期</div>
-    <div class="value">{{ latest_date }}</div>
-  </div>
-</div>
 
 <div class="section-title">合约列表</div>
-<div class="tag-row">
-  {% for c in contracts %}
-  <a class="tag" href="/contracts/{{ c }}">{{ c }}</a>
-  {% endfor %}
-</div>
 
 <div class="table-wrap">
 <table>

ft-app/app/templates/login.html

@@ -81,9 +81,11 @@ 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) {}