优化三层打分模型：短期引入幅度因子与量能确认，中期资金信号连续化，长期加入价格维度，新增波动率调整

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

web/frontend/src/api/scores.ts

@@ -7,6 +7,11 @@ export interface ShortDetail {
   oi: number
   oi_chg: number
   score: number
+  oi_chg_pct: number
+  price_chg_pct: number
+  vol: number
+  vol_ratio: number
+  quadrant: string
 }
 
 export interface MediumDetail {
@@ -15,18 +20,31 @@ export interface MediumDetail {
   long_up_days: number
   long_down_days: number
   fund_signal: number
+  window: number
 }
 
 export interface LongDetail {
   avg_oi: number
   oi_before: number
   change_pct: number
+  oi_score: number
+  price_score: number
+  price_return_30d_pct: number
+  price_before_30d: number
+  window: number
+}
+
+export interface VolatilityDetail {
+  daily_vol_pct: number
+  atr_pct: number
+  vol_penalty: number
 }
 
 export interface ScoreDetail {
   short_details?: ShortDetail[]
   medium_detail?: MediumDetail
   long_detail?: LongDetail
+  volatility?: VolatilityDetail
 }
 
 export interface Score {

web/frontend/src/components/ScoreDetailDrawer.vue

@@ -34,10 +34,32 @@ watch(
     }
   },
 )
+
+const quadrantTag = (q: string) => {
+  const map: Record<string, string> = {
+    accumulation: 'success',
+    distribution: 'warning',
+    covering: 'info',
+    liquidation: 'danger',
+    flat: '',
+  }
+  return map[q] ?? ''
+}
+
+const quadrantLabel = (q: string) => {
+  const map: Record<string, string> = {
+    accumulation: '增仓涨',
+    distribution: '增仓跌',
+    covering: '减仓涨',
+    liquidation: '减仓跌',
+    flat: '持平',
+  }
+  return map[q] ?? q
+}
 </script>
 
 <template>
-  <el-drawer v-model="visible" title="打分明细" :size="isMobile ? '92%' : '640px'" destroy-on-close>
+  <el-drawer v-model="visible" title="打分明细" :size="isMobile ? '92%' : '680px'" destroy-on-close>
     <div v-loading="loading" v-if="score">
       <el-descriptions :column="isMobile ? 1 : 2" border>
         <el-descriptions-item label="品种">{{ parseTsCode(score.ts_code).symbol }}</el-descriptions-item>
@@ -60,20 +82,47 @@ watch(
 
       <h4 class="section">短期 7 日逐日打分</h4>
       <div class="table-wrapper">
-        <el-table :data="score.detail?.short_details ?? []" size="small" border class="detail-table">
+        <el-table
+          :data="score.detail?.short_details ?? []"
+          size="small"
+          border
+          class="detail-table"
+          max-height="400"
+        >
           <el-table-column prop="trade_date" label="日期" width="100" />
-          <el-table-column prop="close" label="收盘" />
-          <el-table-column prop="pre_close" label="昨收" />
-          <el-table-column prop="oi" label="持仓" />
-          <el-table-column prop="oi_chg" label="持仓变化" />
-          <el-table-column prop="score" label="单日得分" />
+          <el-table-column prop="close" label="收盘" width="70" />
+          <el-table-column label="涨跌幅" width="80">
+            <template #default="{ row }">
+              <span :style="{ color: row.price_chg_pct >= 0 ? '#e4393c' : '#1ca11c' }">
+                {{ ((row.price_chg_pct ?? 0) * 100).toFixed(2) }}%
+              </span>
+            </template>
+          </el-table-column>
+          <el-table-column label="OI变化%" width="90">
+            <template #default="{ row }">
+              {{ ((row.oi_chg_pct ?? 0) * 100).toFixed(2) }}%
+            </template>
+          </el-table-column>
+          <el-table-column label="量比" width="65">
+            <template #default="{ row }">
+              {{ row.vol_ratio ?? '-' }}
+            </template>
+          </el-table-column>
+          <el-table-column label="象限" width="85">
+            <template #default="{ row }">
+              <el-tag :type="quadrantTag(row.quadrant)" size="small">
+                {{ quadrantLabel(row.quadrant) }}
+              </el-tag>
+            </template>
+          </el-table-column>
+          <el-table-column prop="score" label="得分" width="65" />
         </el-table>
       </div>
 
       <h4 class="section">中期(15d)细节</h4>
       <el-descriptions :column="isMobile ? 1 : 2" border v-if="score.detail?.medium_detail">
         <el-descriptions-item label="价格收益率">
-          {{ (score.detail.medium_detail.price_return_pct * 100).toFixed(2) }}%
+          {{ score.detail.medium_detail.price_return_pct.toFixed(2) }}%
         </el-descriptions-item>
         <el-descriptions-item label="价格信号分">
           {{ score.detail.medium_detail.price_signal.toFixed(2) }}
@@ -85,20 +134,48 @@ watch(
           {{ score.detail.medium_detail.long_down_days }}
         </el-descriptions-item>
         <el-descriptions-item label="资金意愿分" :span="isMobile ? 1 : 2">
-          {{ score.detail.medium_detail.fund_signal }}
+          {{ score.detail.medium_detail.fund_signal.toFixed(1) }}
+          <span class="formula-hint">(50 + (增仓涨 - 增仓跌)/{{ score.detail.medium_detail.window ?? 15 }} × 50)</span>
         </el-descriptions-item>
       </el-descriptions>
 
       <h4 class="section">长期(30d)细节</h4>
       <el-descriptions :column="isMobile ? 1 : 2" border v-if="score.detail?.long_detail">
+        <el-descriptions-item label="OI 趋势分">
+          {{ score.detail.long_detail.oi_score?.toFixed(1) ?? '-' }}
+          <span class="formula-hint">(权重 60%)</span>
+        </el-descriptions-item>
+        <el-descriptions-item label="价格趋势分">
+          {{ score.detail.long_detail.price_score?.toFixed(1) ?? '-' }}
+          <span class="formula-hint">(权重 40%)</span>
+        </el-descriptions-item>
+        <el-descriptions-item label="30 日价格收益">
+          {{ score.detail.long_detail.price_return_30d_pct?.toFixed(2) ?? '-' }}%
+        </el-descriptions-item>
+        <el-descriptions-item label="30 日前收盘">
+          {{ score.detail.long_detail.price_before_30d?.toFixed(2) ?? '-' }}
+        </el-descriptions-item>
         <el-descriptions-item label="30 日均持仓">
           {{ score.detail.long_detail.avg_oi.toFixed(0) }}
         </el-descriptions-item>
         <el-descriptions-item label="30 日前持仓">
           {{ score.detail.long_detail.oi_before.toFixed(0) }}
         </el-descriptions-item>
-        <el-descriptions-item label="变化幅度" :span="isMobile ? 1 : 2">
-          {{ (score.detail.long_detail.change_pct * 100).toFixed(2) }}%
+        <el-descriptions-item label="OI 变化幅度" :span="isMobile ? 1 : 2">
+          {{ score.detail.long_detail.change_pct.toFixed(2) }}%
+        </el-descriptions-item>
+      </el-descriptions>
+
+      <h4 class="section">波动率调整</h4>
+      <el-descriptions :column="isMobile ? 1 : 2" border v-if="score.detail?.volatility">
+        <el-descriptions-item label="日波动率(30d std)">
+          {{ (score.detail.volatility.daily_vol_pct * 100).toFixed(2) }}%
+        </el-descriptions-item>
+        <el-descriptions-item label="ATR%">
+          {{ (score.detail.volatility.atr_pct * 100).toFixed(2) }}%
+        </el-descriptions-item>
+        <el-descriptions-item label="波动率惩罚系数" :span="isMobile ? 1 : 2">
+          {{ score.detail.volatility.vol_penalty.toFixed(3) }}
         </el-descriptions-item>
       </el-descriptions>
     </div>
@@ -113,6 +190,11 @@ watch(
   overflow-x: auto;
 }
 .detail-table {
-  min-width: 520px;
+  min-width: 620px;
+}
+.formula-hint {
+  color: var(--el-text-color-secondary);
+  font-size: 12px;
+  margin-left: 6px;
 }
 </style>