新增合约全历史拉取与 K 线打分叠加功能

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-07 22:29:00 +08:00
parent 9d2997a3cb
commit ee3acd1c4d
8 changed files with 274 additions and 52 deletions
--- a/tushare/src/api.py
+++ b/tushare/src/api.py
@@ -22,6 +22,10 @@ class RunRangeRequest(BaseModel):
    end_date: str


+class RunFullRequest(BaseModel):
+    ts_code: str
+
+
 class RunResponse(BaseModel):
    ts_code: str
    trade_date: str
@@ -131,6 +135,37 @@ def run_range(req: RunRangeRequest):
    }


+@app.post("/api/v1/run/full")
+def run_full(req: RunFullRequest):
+    """拉取指定合约全部历史数据，保存 candles，对所有可打分日期逐日打分并保存。"""
+    df = fetcher.fetch_contract(req.ts_code)
+    storage.save_candles(df)
+
+    results, warnings, total_days, scored_count = scorer.score_all(df)
+
+    for r in results:
+        storage.save_score(r)
+
+    skipped_count = total_days - scored_count
+
+    return {
+        "ts_code": req.ts_code,
+        "total_days": total_days,
+        "scored_count": scored_count,
+        "skipped_count": skipped_count,
+        "warnings": warnings,
+        "results": [
+            {
+                "trade_date": r.trade_date,
+                "close": r.close,
+                "composite": r.composite,
+                "signal": r.signal,
+            }
+            for r in results
+        ],
+    }
+
+
@app.get("/api/v1/scores")
 def list_scores(
    ts_code: Optional[str] = Query(None),
--- a/tushare/src/scorer.py
+++ b/tushare/src/scorer.py
@@ -254,3 +254,29 @@ def score_range(
            warnings.append(str(e))

    return results, warnings
+
+
+def score_all(df: pd.DataFrame) -> tuple[list[ScoreResult], list[str], int, int]:
+    """对 DataFrame 中所有有足够前置数据的交易日逐日打分。
+
+    Returns:
+        (results, warnings, total_days, scored_count)
+    """
+    if len(df) < 31:
+        raise ValueError(f"数据量不足(仅 {len(df)} 行),需要至少 31 行")
+
+    results: list[ScoreResult] = []
+    warnings: list[str] = []
+
+    for idx in range(30, len(df)):
+        subset = df.iloc[: idx + 1].copy()
+        trade_date = str(df.iloc[idx]["trade_date"])
+        try:
+            result = score_daily(subset)
+            results.append(result)
+        except ValueError as e:
+            warnings.append(f"{trade_date}: {e}")
+
+    total_days = len(df) - 30
+    scored_count = len(results)
+    return results, warnings, total_days, scored_count
--- a/web/backend/internal/handlers/run.go
+++ b/web/backend/internal/handlers/run.go
@@ -88,6 +88,40 @@ func (d *Deps) RunRange(w http.ResponseWriter, r *http.Request) {
 	_, _ = io.Copy(w, resp.Body)
 }

+type runFullRequest struct {
+	TsCode string `json:"ts_code"`
+}
+
+func (d *Deps) RunFull(w http.ResponseWriter, r *http.Request) {
+	var req runFullRequest
+	if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
+		writeErr(w, http.StatusBadRequest, "invalid json")
+		return
+	}
+	if req.TsCode == "" {
+		writeErr(w, http.StatusBadRequest, "ts_code is required")
+		return
+	}
+
+	body, err := json.Marshal(req)
+	if err != nil {
+		writeErr(w, http.StatusInternalServerError, "encode request failed")
+		return
+	}
+
+	client := &http.Client{Timeout: 300 * time.Second}
+	resp, err := client.Post(d.TushareURL+"/api/v1/run/full", "application/json", bytes.NewReader(body))
+	if err != nil {
+		writeErr(w, http.StatusBadGateway, fmt.Sprintf("tushare service unavailable: %v", err))
+		return
+	}
+	defer resp.Body.Close()
+
+	w.Header().Set("Content-Type", "application/json")
+	w.WriteHeader(resp.StatusCode)
+	_, _ = io.Copy(w, resp.Body)
+}
+
 func (d *Deps) GetActiveContract(w http.ResponseWriter, r *http.Request) {
 	symbol := r.URL.Query().Get("symbol")
 	if symbol == "" {
--- a/web/backend/internal/router/router.go
+++ b/web/backend/internal/router/router.go
@@ -33,6 +33,7 @@ func New(d *handlers.Deps, dist fs.FS) http.Handler {
 			r.Post("/run", d.RunPipeline)
 			r.Post("/run/batch", d.RunBatch)
 			r.Post("/run/range", d.RunRange)
+			r.Post("/run/full", d.RunFull)

 			r.Group(func(r chi.Router) {
 				r.Use(mw.RequireAdmin)
--- a/web/backend/internal/store/futures.go
+++ b/web/backend/internal/store/futures.go
@@ -75,7 +75,7 @@ func (s *FuturesStore) ListScores(f ScoreFilter) ([]Score, error) {
 		args = append(args, "%"+f.Signal+"%")
 	}
 	q += " ORDER BY trade_date DESC, id DESC"
-	if f.Limit <= 0 || f.Limit > 500 {
+	if f.Limit <= 0 || f.Limit > 1000 {
 		f.Limit = 200
 	}
 	q += " LIMIT " + next()
--- a/web/frontend/src/api/run.ts
+++ b/web/frontend/src/api/run.ts
@@ -53,10 +53,34 @@ export interface RunRangeResponse {
  results: RunRangeResult[]
 }

+export interface RunFullRequest {
+  ts_code: string
+}
+
+export interface RunFullResult {
+  trade_date: string
+  close: number
+  composite: number
+  signal: string
+}
+
+export interface RunFullResponse {
+  ts_code: string
+  total_days: number
+  scored_count: number
+  skipped_count: number
+  warnings: string[]
+  results: RunFullResult[]
+}
+
 export function runRange(req: RunRangeRequest) {
  return client.post<RunRangeResponse>('/run/range', req, { timeout: 180_000 }).then((r) => r.data)
 }

+export function runFull(req: RunFullRequest) {
+  return client.post<RunFullResponse>('/run/full', req, { timeout: 300_000 }).then((r) => r.data)
+}
+
 export function runBatch() {
  return client.post('/run/batch', null, { timeout: 180_000 }).then((r) => r.data)
 }
--- a/web/frontend/src/components/KLineChart.vue
+++ b/web/frontend/src/components/KLineChart.vue
@@ -5,7 +5,7 @@ import type { Candle } from '@/api/candles'
 import { useThemeStore } from '@/stores/theme'
 import { useMobile } from '@/composables/useMobile'

-const props = defineProps<{ data: Candle[] }>()
+const props = defineProps<{ data: Candle[]; scores?: { trade_date: string; composite: number }[] }>()
 const theme = useThemeStore()
 const { isMobile } = useMobile()

@@ -28,51 +28,86 @@ function render() {
  const ohlc = props.data.map((c) => [c.open, c.close, c.low, c.high])
  const oi = props.data.map((c) => c.oi)

+  const scoreMap = new Map((props.scores || []).map((s) => [s.trade_date, s.composite]))
+  const compositeData = props.data.map((c) => scoreMap.get(c.trade_date) ?? null)
+
+  const hasScores = props.scores && props.scores.length > 0
+  const legendData = hasScores ? ['K 线', '持仓量', '综合分'] : ['K 线', '持仓量']
+  const xAxisIndices = hasScores ? [0, 1, 2] : [0, 1]
+  const grids: any[] = [
+    { left: isMobile.value ? 48 : 60, right: isMobile.value ? 12 : 40, top: 40, height: hasScores ? '52%' : '60%' },
+    { left: isMobile.value ? 48 : 60, right: isMobile.value ? 12 : 40, top: hasScores ? '72%' : '78%', height: hasScores ? '14%' : '18%' },
+  ]
+  const xAxes: any[] = [
+    { type: 'category', data: dates, scale: true, boundaryGap: false },
+    { type: 'category', gridIndex: 1, data: dates, scale: true, boundaryGap: false, axisLabel: { show: false } },
+  ]
+  const yAxes: any[] = [
+    { scale: true, splitArea: { show: true } },
+    { gridIndex: 1, scale: true, splitNumber: 3 },
+  ]
+  const series: any[] = [
+    {
+      name: 'K 线',
+      type: 'candlestick',
+      data: ohlc,
+      itemStyle: {
+        color: '#ec3a3a',
+        color0: '#26a69a',
+        borderColor: '#ec3a3a',
+        borderColor0: '#26a69a',
+      },
+    },
+    {
+      name: '持仓量',
+      type: 'line',
+      xAxisIndex: 1,
+      yAxisIndex: 1,
+      data: oi,
+      smooth: true,
+      showSymbol: false,
+      lineStyle: { color: '#5470c6' },
+      areaStyle: { opacity: 0.15, color: '#5470c6' },
+    },
+  ]
+
+  if (hasScores) {
+    grids.push({ left: isMobile.value ? 48 : 60, right: isMobile.value ? 12 : 40, top: '88%', height: '10%' })
+    xAxes.push({ type: 'category', gridIndex: 2, data: dates, scale: true, boundaryGap: false, axisLabel: { show: false } })
+    yAxes.push({ gridIndex: 2, min: 0, max: 100, splitNumber: 2 })
+    series.push({
+      name: '综合分',
+      type: 'bar',
+      xAxisIndex: 2,
+      yAxisIndex: 2,
+      data: compositeData,
+      barWidth: '60%',
+      itemStyle: {
+        color: (params: any) => {
+          const val = params.value as number | null
+          if (val == null) return 'transparent'
+          if (val >= 80) return '#ec3a3a'
+          if (val >= 50) return '#f89898'
+          if (val >= 40) return '#89d6c7'
+          return '#26a69a'
+        },
+      },
+    })
+  }
+
  chart.setOption(
    {
      backgroundColor: 'transparent',
      tooltip: { trigger: 'axis', axisPointer: { type: 'cross' } },
-      legend: { data: ['K 线', '持仓量'], top: 0 },
-      grid: [
-        { left: isMobile.value ? 48 : 60, right: isMobile.value ? 12 : 40, top: 40, height: '60%' },
-        { left: isMobile.value ? 48 : 60, right: isMobile.value ? 12 : 40, top: '78%', height: '18%' },
-      ],
-      xAxis: [
-        { type: 'category', data: dates, scale: true, boundaryGap: false },
-        { type: 'category', gridIndex: 1, data: dates, scale: true, boundaryGap: false, axisLabel: { show: false } },
-      ],
-      yAxis: [
-        { scale: true, splitArea: { show: true } },
-        { gridIndex: 1, scale: true, splitNumber: 3 },
-      ],
+      legend: { data: legendData, top: 0 },
+      grid: grids,
+      xAxis: xAxes,
+      yAxis: yAxes,
      dataZoom: [
-        { type: 'inside', xAxisIndex: [0, 1] },
-        { type: 'slider', xAxisIndex: [0, 1], height: 18, bottom: 6 },
-      ],
-      series: [
-        {
-          name: 'K 线',
-          type: 'candlestick',
-          data: ohlc,
-          itemStyle: {
-            color: '#ec3a3a',
-            color0: '#26a69a',
-            borderColor: '#ec3a3a',
-            borderColor0: '#26a69a',
-          },
-        },
-        {
-          name: '持仓量',
-          type: 'line',
-          xAxisIndex: 1,
-          yAxisIndex: 1,
-          data: oi,
-          smooth: true,
-          showSymbol: false,
-          lineStyle: { color: '#5470c6' },
-          areaStyle: { opacity: 0.15, color: '#5470c6' },
-        },
+        { type: 'inside', xAxisIndex: xAxisIndices },
+        { type: 'slider', xAxisIndex: xAxisIndices, height: 18, bottom: 6 },
      ],
+      series,
    },
    true,
  )
--- a/web/frontend/src/views/ChartView.vue
+++ b/web/frontend/src/views/ChartView.vue
@@ -1,8 +1,10 @@
 <script setup lang="ts">
 import { onMounted, reactive, ref } from 'vue'
-import { ElMessage } from 'element-plus'
+import { ElMessage, ElMessageBox } from 'element-plus'
 import { listContracts } from '@/api/scores'
 import { listCandles, type Candle } from '@/api/candles'
+import { listScores, type Score } from '@/api/scores'
+import { runFull, type RunFullResponse } from '@/api/run'
 import KLineChart from '@/components/KLineChart.vue'
 import { useMobile } from '@/composables/useMobile'

@@ -15,7 +17,10 @@ const filter = reactive<{ ts_code: string; range: [string, string] | [] }>({

 const contracts = ref<string[]>([])
 const candles = ref<Candle[]>([])
+const scores = ref<Score[]>([])
 const loading = ref(false)
+const fullLoading = ref(false)
+const fullResult = ref<RunFullResponse | null>(null)

 async function reload() {
  if (!filter.ts_code) {
@@ -25,12 +30,48 @@ async function reload() {
  loading.value = true
  try {
    const [start, end] = filter.range || []
-    candles.value = await listCandles(filter.ts_code, start, end)
+    const [candleData, scoreData] = await Promise.all([
+      listCandles(filter.ts_code, start, end),
+      listScores({ ts_code: filter.ts_code, start, end, limit: 1000 }),
+    ])
+    candles.value = candleData
+    scores.value = scoreData
  } finally {
    loading.value = false
  }
 }

+async function handleFetchAndScore() {
+  if (!filter.ts_code) {
+    ElMessage.warning('请输入或选择合约')
+    return
+  }
+
+  try {
+    await ElMessageBox.confirm(
+      `即将拉取 ${filter.ts_code} 的全部历史数据并逐日打分，这可能需要一些时间。`,
+      '拉取并打分',
+      { confirmButtonText: '确认', cancelButtonText: '取消', type: 'warning' },
+    )
+  } catch {
+    return
+  }
+
+  fullLoading.value = true
+  fullResult.value = null
+  try {
+    const resp = await runFull({ ts_code: filter.ts_code })
+    fullResult.value = resp
+    ElMessage.success(`完成: ${resp.scored_count} 天已打分, ${resp.skipped_count} 天跳过`)
+    await reload()
+  } catch (err: any) {
+    const msg = err?.response?.data?.error || err.message || '请求失败'
+    ElMessage.error(msg)
+  } finally {
+    fullLoading.value = false
+  }
+}
+
 onMounted(async () => {
  contracts.value = await listContracts().catch(() => [])
  if (contracts.value.length > 0) {
@@ -45,14 +86,22 @@ onMounted(async () => {
    <el-card shadow="never" class="filter-card">
      <el-form :inline="!isMobile">
        <el-form-item label="合约">
-          <el-select
-            v-model="filter.ts_code"
-            placeholder="选择合约"
-            filterable
-            :style="{ width: isMobile ? '100%' : '200px' }"
-          >
-            <el-option v-for="c in contracts" :key="c" :label="c" :value="c" />
-          </el-select>
+          <div style="display: flex; gap: 8px;">
+            <el-input
+              v-model="filter.ts_code"
+              placeholder="输入合约代码如 FG2509.ZCE"
+              clearable
+              :style="{ width: isMobile ? '100%' : '200px' }"
+            />
+            <el-select
+              v-model="filter.ts_code"
+              placeholder="已存合约"
+              clearable
+              style="width: 120px"
+            >
+              <el-option v-for="c in contracts" :key="c" :label="c" :value="c" />
+            </el-select>
+          </div>
        </el-form-item>
        <el-form-item label="日期">
          <el-date-picker
@@ -67,12 +116,27 @@ onMounted(async () => {
        </el-form-item>
        <el-form-item>
          <el-button type="primary" :loading="loading" @click="reload">刷新</el-button>
+          <el-button type="warning" :loading="fullLoading" @click="handleFetchAndScore">
+            拉取并打分
+          </el-button>
        </el-form-item>
      </el-form>
    </el-card>

+    <el-card v-if="fullResult" shadow="never" class="result-card">
+      <el-descriptions :column="isMobile ? 2 : 4" border>
+        <el-descriptions-item label="合约">{{ fullResult.ts_code }}</el-descriptions-item>
+        <el-descriptions-item label="总天数">{{ fullResult.total_days }}</el-descriptions-item>
+        <el-descriptions-item label="已打分">{{ fullResult.scored_count }}</el-descriptions-item>
+        <el-descriptions-item label="跳过">{{ fullResult.skipped_count }}</el-descriptions-item>
+      </el-descriptions>
+    </el-card>
+
    <el-card shadow="never" class="chart-card" v-loading="loading">
-      <KLineChart :data="candles" />
+      <KLineChart
+        :data="candles"
+        :scores="scores.map((s) => ({ trade_date: s.trade_date, composite: s.composite }))"
+      />
    </el-card>
  </div>
 </template>
@@ -86,6 +150,9 @@ onMounted(async () => {
 .filter-card :deep(.el-card__body) {
  padding: 12px 16px;
 }
+.result-card :deep(.el-card__body) {
+  padding: 12px 16px;
+}
 .chart-card :deep(.el-card__body) {
  padding: 8px;
 }