支持手动指定品种和日期进行打分

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
fish
2026-05-03 15:57:31 +08:00
parent 23776b5e96
commit a1355d91aa
12 changed files with 257 additions and 23 deletions

View File

@@ -11,6 +11,7 @@ app = FastAPI(title="期货数据采集与打分服务")
class RunRequest(BaseModel):
ts_code: Optional[str] = None
symbol: str = "FG"
trade_date: Optional[str] = None
class RunResponse(BaseModel):
@@ -44,7 +45,7 @@ def run_pipeline(req: RunRequest):
df = fetcher.fetch_contract(ts_code)
storage.save_candles(df)
result = scorer.score_daily(df)
result = scorer.score_daily(df, req.trade_date)
storage.save_score(result)
push_title = f"{result.ts_code.split('.')[0]} {result.trade_date}"

View File

@@ -4,18 +4,18 @@ import sys
from . import contracts, fetcher, notifier, scorer, storage
def run(ts_code: str) -> int:
def run(ts_code: str, trade_date: Optional[str] = None) -> int:
storage.init_db()
print(f"[1/4] 拉取 {ts_code} 数据...")
df = fetcher.fetch_contract(ts_code)
print(f" 返回 {len(df)}")
print(f"[2/4] 写入/更新 SQLite...")
print(f"[2/4] 写入/更新 PostgreSQL...")
storage.save_candles(df)
print(f"[3/4] 计算打分...")
result = scorer.score_daily(df)
result = scorer.score_daily(df, trade_date)
print(f"[4/4] 保存打分结果...")
storage.save_score(result)
@@ -61,7 +61,7 @@ def run(ts_code: str) -> int:
print(f" 30日前持仓量: {ld['oi_before']:,.0f}")
print(f" 持仓变化幅度: {ld['change_pct']:+.2f}%")
print(f"\n[OK] 数据已持久化到 SQLite")
print(f"\n[OK] 数据已持久化到 PostgreSQL")
push_title = f"{result.ts_code.split('.')[0]} {result.trade_date}"
push_body = (
@@ -86,12 +86,18 @@ def main() -> int:
default="FG",
help="品种代号,在未传 ts_code 时按 contracts.ROLLOVER_RULES 选当月主力,默认 FG",
)
parser.add_argument(
"--date",
help="指定打分日期,格式 YYYYMMDD,不传则对最新日期打分",
)
args = parser.parse_args()
ts_code = args.ts_code or contracts.active_contract(args.symbol)
if not args.ts_code:
print(f"[AUTO] {args.symbol} 当月主力 -> {ts_code}")
return run(ts_code)
if args.date:
print(f"[DATE] 指定打分日期: {args.date}")
return run(ts_code, args.date)
if __name__ == "__main__":

View File

@@ -1,3 +1,5 @@
from typing import Optional
import pandas as pd
from .models import ScoreDetail, ScoreResult
@@ -116,11 +118,21 @@ def _interpret(composite: float) -> str:
return "强烈看空区域 — 资金主动且持续地打压价格"
def score_daily(df: pd.DataFrame) -> ScoreResult:
"""对 DataFrame 中最新一条记录打分。"""
def score_daily(df: pd.DataFrame, trade_date: Optional[str] = None) -> ScoreResult:
"""对 DataFrame 中指定日期或最新一条记录打分。"""
if len(df) < 31:
raise ValueError(f"数据量不足(仅 {len(df)} 行),需要至少 31 行")
if trade_date:
trade_date_str = str(trade_date)
mask = df["trade_date"].astype(str) == trade_date_str
if not mask.any():
raise ValueError(f"指定日期 {trade_date_str} 不在数据中")
pos = mask.idxmax()
df = df.iloc[:pos + 1].copy()
if len(df) < 31:
raise ValueError(f"指定日期 {trade_date_str} 之前数据不足(仅 {len(df)} 行),需要至少 31 行")
latest = df.iloc[-1]
short, short_details = calc_short_term(df, 7)