@kamuira/stock-analyzer 1.0.0

package/backtest.js

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+/**
+ * 回测验证工具
+ * 用历史数据验证分析方法论的有效性
+ * 
+ * 用法: node backtest.js [sz002049|sh601138|2330|all]
+ */
+
+const http = require('http');
+const https = require('https');
+
+// ==================== 数据获取（复用） ====================
+
+function fetchHistory(code, days = 250) {
+  return new Promise((resolve, reject) => {
+    if (code.startsWith('tw')) {
+      fetchTWHistory(code, days).then(resolve).catch(reject);
+      return;
+    }
+    const url = `https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=${code},day,,,${days},qfq`;
+    https.get(url, { headers: { 'User-Agent': 'Mozilla/5.0' } }, (res) => {
+      if (res.statusCode === 301 || res.statusCode === 302) {
+        const client = res.headers.location.startsWith('https') ? https : http;
+        client.get(res.headers.location, { headers: { 'User-Agent': 'Mozilla/5.0' } }, (res2) => {
+          collectRes(res2, code, resolve, reject);
+        }).on('error', reject);
+        return;
+      }
+      collectRes(res, code, resolve, reject);
+    }).on('error', reject);
+  });
+}
+
+function collectRes(res, code, resolve, reject) {
+  const chunks = [];
+  res.on('data', c => chunks.push(c));
+  res.on('end', () => {
+    try {
+      const json = JSON.parse(Buffer.concat(chunks).toString('utf-8'));
+      if (!json.data || !json.data[code]) { resolve([]); return; }
+      const klines = json.data[code].qfqday || json.data[code].day || [];
+      resolve(klines.map(item => ({
+        date: item[0], open: parseFloat(item[1]), close: parseFloat(item[2]),
+        high: parseFloat(item[3]), low: parseFloat(item[4]), volume: parseInt(item[5]) || 0,
+      })));
+    } catch (e) { reject(e); }
+  });
+}
+
+function fetchTWHistory(code, days = 250) {
+  return new Promise((resolve, reject) => {
+    const num = code.replace(/^tw/i, '');
+    const symbol = `${num}.TW`;
+    const period2 = Math.floor(Date.now() / 1000);
+    const period1 = period2 - Math.floor(days * 24 * 60 * 60 * 1.5);
+    const url = `/v8/finance/chart/${symbol}?period1=${period1}&period2=${period2}&interval=1d`;
+    https.get({ hostname: 'query1.finance.yahoo.com', path: url, headers: { 'User-Agent': 'Mozilla/5.0' } }, (res) => {
+      if (res.statusCode === 301 || res.statusCode === 302) {
+        https.get(res.headers.location, { headers: { 'User-Agent': 'Mozilla/5.0' } }, (res2) => {
+          collectTW(res2, resolve, reject);
+        }).on('error', reject);
+        return;
+      }
+      collectTW(res, resolve, reject);
+    }).on('error', reject);
+  });
+}
+
+function collectTW(res, resolve, reject) {
+  const chunks = [];
+  res.on('data', c => chunks.push(c));
+  res.on('end', () => {
+    try {
+      const json = JSON.parse(Buffer.concat(chunks).toString('utf-8'));
+      const result = json.chart && json.chart.result && json.chart.result[0];
+      if (!result || !result.timestamp) { resolve([]); return; }
+      const ts = result.timestamp, q = result.indicators.quote[0];
+      const klines = [];
+      for (let i = 0; i < ts.length; i++) {
+        if (q.close[i] === null) continue;
+        const d = new Date(ts[i] * 1000);
+        klines.push({
+          date: `${d.getFullYear()}-${String(d.getMonth()+1).padStart(2,'0')}-${String(d.getDate()).padStart(2,'0')}`,
+          open: +(q.open[i]||0).toFixed(2), close: +(q.close[i]||0).toFixed(2),
+          high: +(q.high[i]||0).toFixed(2), low: +(q.low[i]||0).toFixed(2),
+          volume: Math.round((q.volume[i]||0)/1000),
+        });
+      }
+      resolve(klines);
+    } catch (e) { reject(e); }
+  });
+}
+
+// ==================== 简化版技术分析（用于回测） ====================
+
+function SMA(data, period) {
+  const result = [];
+  for (let i = 0; i < data.length; i++) {
+    if (i < period - 1) { result.push(null); continue; }
+    let sum = 0;
+    for (let j = i - period + 1; j <= i; j++) sum += data[j];
+    result.push(+(sum / period).toFixed(3));
+  }
+  return result;
+}
+
+function EMA(data, period) {
+  const result = [];
+  const k = 2 / (period + 1);
+  for (let i = 0; i < data.length; i++) {
+    if (i === 0) { result.push(data[0]); continue; }
+    result.push(+(data[i] * k + result[i - 1] * (1 - k)).toFixed(3));
+  }
+  return result;
+}
+
+function MACD(closes) {
+  const ema12 = EMA(closes, 12);
+  const ema26 = EMA(closes, 26);
+  const dif = ema12.map((v, i) => +(v - ema26[i]).toFixed(3));
+  const dea = EMA(dif, 9);
+  const histogram = dif.map((v, i) => +((v - dea[i]) * 2).toFixed(3));
+  return { dif, dea, histogram };
+}
+
+function RSI(closes, period = 14) {
+  const result = [];
+  for (let i = 0; i < closes.length; i++) {
+    if (i < period) { result.push(null); continue; }
+    let gains = 0, losses = 0;
+    for (let j = i - period + 1; j <= i; j++) {
+      const diff = closes[j] - closes[j - 1];
+      if (diff > 0) gains += diff; else losses -= diff;
+    }
+    const avgGain = gains / period, avgLoss = losses / period;
+    const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
+    result.push(+(100 - 100 / (1 + rs)).toFixed(2));
+  }
+  return result;
+}
+
+function ADX(highs, lows, closes, period = 14) {
+  const plusDM = [], minusDM = [], tr = [];
+  for (let i = 0; i < closes.length; i++) {
+    if (i === 0) { plusDM.push(0); minusDM.push(0); tr.push(highs[i] - lows[i]); continue; }
+    const upMove = highs[i] - highs[i - 1], downMove = lows[i - 1] - lows[i];
+    plusDM.push(upMove > downMove && upMove > 0 ? upMove : 0);
+    minusDM.push(downMove > upMove && downMove > 0 ? downMove : 0);
+    tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i-1]), Math.abs(lows[i] - closes[i-1])));
+  }
+  const atr = EMA(tr, period);
+  const sPDM = EMA(plusDM, period), sMDM = EMA(minusDM, period);
+  const plusDI = [], minusDI = [], dx = [];
+  for (let i = 0; i < closes.length; i++) {
+    const pdi = atr[i] > 0 ? (sPDM[i] / atr[i]) * 100 : 0;
+    const mdi = atr[i] > 0 ? (sMDM[i] / atr[i]) * 100 : 0;
+    plusDI.push(pdi); minusDI.push(mdi);
+    const sum = pdi + mdi;
+    dx.push(sum > 0 ? (Math.abs(pdi - mdi) / sum) * 100 : 0);
+  }
+  return { plusDI, minusDI, adx: EMA(dx, period) };
+}
+
+/** 简化版评分：返回当日综合得分（优化版） */
+function quickScore(klines, idx) {
+  if (idx < 60) return 0;
+  const slice = klines.slice(0, idx + 1);
+  const closes = slice.map(k => k.close);
+  const highs = slice.map(k => k.high);
+  const lows = slice.map(k => k.low);
+  const volumes = slice.map(k => k.volume);
+  const n = closes.length;
+  const last = n - 1;
+
+  const ma5 = SMA(closes, 5);
+  const ma10 = SMA(closes, 10);
+  const ma20 = SMA(closes, 20);
+  const ma60 = SMA(closes, 60);
+  const macd = MACD(closes);
+  const rsi = RSI(closes, 14);
+  const adxData = ADX(highs, lows, closes);
+
+  let score = 0;
+
+  // 均线
+  if (ma5[last] > ma10[last] && ma10[last] > ma20[last]) score += 2;
+  else if (ma5[last] < ma10[last] && ma10[last] < ma20[last]) score -= 2;
+  if (closes[last] > ma20[last]) score += 1; else score -= 1;
+  if (ma5[last] > ma10[last] && ma5[last - 1] <= ma10[last - 1]) score += 2;
+  else if (ma5[last] < ma10[last] && ma5[last - 1] >= ma10[last - 1]) score -= 2;
+
+  // MACD
+  if (macd.dif[last] > macd.dea[last] && macd.dif[last - 1] <= macd.dea[last - 1]) score += 3;
+  else if (macd.dif[last] < macd.dea[last] && macd.dif[last - 1] >= macd.dea[last - 1]) score -= 3;
+  if (macd.dif[last] > 0) score += 1; else score -= 1;
+  if (macd.histogram[last] > macd.histogram[last - 1]) score += 1; else score -= 1;
+
+  // RSI
+  const rsiVal = rsi[last];
+  if (rsiVal !== null) {
+    if (rsiVal < 30) score += 2;
+    else if (rsiVal > 70) score -= 2;
+    else if (rsiVal >= 50) score += 1;
+    else score -= 1;
+  }
+
+  // ADX
+  const adxVal = adxData.adx[last];
+  if (adxVal >= 25) {
+    if (adxData.plusDI[last] > adxData.minusDI[last]) score += 2; else score -= 2;
+  }
+
+  // 量价
+  const vol5 = volumes.slice(-5).reduce((a, b) => a + b, 0) / 5;
+  const vol20 = volumes.slice(-20).reduce((a, b) => a + b, 0) / 20;
+  const vol5Expand = vol5 > vol20 * 1.2;
+  const vol5Shrink = vol5 < vol20 * 0.7;
+  if (vol5 > vol20 * 1.5) {
+    if (closes[last] > closes[last - 5]) score += 2; else score -= 2;
+  }
+
+  // 趋势
+  const trend5 = (closes[last] - closes[Math.max(0, last - 5)]) / closes[Math.max(0, last - 5)] * 100;
+  const trend20 = (closes[last] - closes[Math.max(0, last - 20)]) / closes[Math.max(0, last - 20)] * 100;
+  const trend60 = ma60[last] !== null ? (closes[last] - closes[Math.max(0, last - 60)]) / closes[Math.max(0, last - 60)] * 100 : 0;
+  if (trend20 > 5) score += 2; else if (trend20 < -5) score -= 2;
+
+  // === 优化: 趋势一致性 ===
+  const shortBull = trend5 > 1, midBull = trend20 > 2, longBull = trend60 > 5;
+  const shortBear = trend5 < -1, midBear = trend20 < -2, longBear = trend60 < -5;
+  if (shortBull && midBull && longBull) score += 3;
+  else if (shortBear && midBear && longBear) score -= 3;
+  else if ((shortBull && midBear) || (shortBear && midBull)) {
+    score = Math.round(score * 0.8);
+  }
+
+  // === 优化: ADX<20 震荡市惩罚 ===
+  if (adxVal < 15) score = Math.round(score * 0.4);
+  else if (adxVal < 20) score = Math.round(score * 0.6);
+
+  // === 优化: 量能确认 ===
+  if (score > 5 && vol5Expand) score = Math.round(score * 1.15);
+  else if (score > 5 && vol5Shrink) score = Math.round(score * 0.8);
+
+  return score;
+}
+
+// ==================== 回测引擎 ====================
+
+function backtest(klines, config = {}) {
+  const { holdDays = [3, 5, 10], startIdx = 60 } = config;
+  const n = klines.length;
+
+  const results = {
+    totalSignals: 0,
+    buySignals: 0,
+    sellSignals: 0,
+    neutralSignals: 0,
+    holdPeriods: {},
+  };
+
+  for (const days of holdDays) {
+    results.holdPeriods[days] = {
+      buyWins: 0, buyLosses: 0, buyTotalReturn: 0, buyReturns: [],
+      sellWins: 0, sellLosses: 0, sellTotalReturn: 0, sellReturns: [],
+    };
+  }
+
+  const trades = [];
+
+  for (let i = startIdx; i < n; i++) {
+    const score = quickScore(klines, i);
+    results.totalSignals++;
+
+    let signalType = 'neutral';
+    if (score >= 5) { signalType = 'buy'; results.buySignals++; }
+    else if (score <= -5) { signalType = 'sell'; results.sellSignals++; }
+    else { results.neutralSignals++; continue; }
+
+    const entryPrice = klines[i].close;
+
+    for (const days of holdDays) {
+      const exitIdx = Math.min(i + days, n - 1);
+      if (exitIdx <= i) continue;
+      const exitPrice = klines[exitIdx].close;
+      const returnPct = +((exitPrice - entryPrice) / entryPrice * 100).toFixed(2);
+
+      const period = results.holdPeriods[days];
+      if (signalType === 'buy') {
+        period.buyTotalReturn += returnPct;
+        period.buyReturns.push(returnPct);
+        if (returnPct > 0) period.buyWins++; else period.buyLosses++;
+      } else {
+        // 卖出信号：做空收益 = -returnPct
+        const shortReturn = -returnPct;
+        period.sellTotalReturn += shortReturn;
+        period.sellReturns.push(shortReturn);
+        if (shortReturn > 0) period.sellWins++; else period.sellLosses++;
+      }
+    }
+
+    trades.push({ date: klines[i].date, signal: signalType, score, price: entryPrice });
+  }
+
+  return { results, trades };
+}
+
+// ==================== 输出报告 ====================
+
+function formatBacktestReport(code, klines, btResult) {
+  const { results, trades } = btResult;
+  const lines = [];
+
+  lines.push('═'.repeat(60));
+  lines.push(`  回测报告: ${code}`);
+  lines.push(`  数据范围: ${klines[0].date} ~ ${klines[klines.length-1].date} (${klines.length}个交易日)`);
+  lines.push('═'.repeat(60));
+
+  lines.push('');
+  lines.push(`【信号统计】`);
+  lines.push(`  总分析天数: ${results.totalSignals}`);
+  lines.push(`  买入信号: ${results.buySignals}次 (${(results.buySignals/results.totalSignals*100).toFixed(1)}%)`);
+  lines.push(`  卖出信号: ${results.sellSignals}次 (${(results.sellSignals/results.totalSignals*100).toFixed(1)}%)`);
+  lines.push(`  观望信号: ${results.neutralSignals}次 (${(results.neutralSignals/results.totalSignals*100).toFixed(1)}%)`);
+
+  lines.push('');
+  lines.push('─'.repeat(60));
+  lines.push(`【买入信号验证】 (信号发出后持有N天的收益)`);
+  lines.push('');
+
+  for (const [days, period] of Object.entries(results.holdPeriods)) {
+    const totalBuy = period.buyWins + period.buyLosses;
+    if (totalBuy === 0) continue;
+    const winRate = (period.buyWins / totalBuy * 100).toFixed(1);
+    const avgReturn = (period.buyTotalReturn / totalBuy).toFixed(2);
+    const maxWin = period.buyReturns.length > 0 ? Math.max(...period.buyReturns).toFixed(2) : 0;
+    const maxLoss = period.buyReturns.length > 0 ? Math.min(...period.buyReturns).toFixed(2) : 0;
+
+    lines.push(`  持有${days}天: 胜率=${winRate}% | 平均收益=${avgReturn}% | 最大盈利=${maxWin}% | 最大亏损=${maxLoss}%`);
+  }
+
+  lines.push('');
+  lines.push('─'.repeat(60));
+  lines.push(`【卖出信号验证】 (信号发出后若做空N天的收益)`);
+  lines.push('');
+
+  for (const [days, period] of Object.entries(results.holdPeriods)) {
+    const totalSell = period.sellWins + period.sellLosses;
+    if (totalSell === 0) { lines.push(`  持有${days}天: 无卖出信号`); continue; }
+    const winRate = (period.sellWins / totalSell * 100).toFixed(1);
+    const avgReturn = (period.sellTotalReturn / totalSell).toFixed(2);
+    const maxWin = period.sellReturns.length > 0 ? Math.max(...period.sellReturns).toFixed(2) : 0;
+    const maxLoss = period.sellReturns.length > 0 ? Math.min(...period.sellReturns).toFixed(2) : 0;
+
+    lines.push(`  持有${days}天: 胜率=${winRate}% | 平均收益=${avgReturn}% | 最大盈利=${maxWin}% | 最大亏损=${maxLoss}%`);
+  }
+
+  // 最近的信号
+  lines.push('');
+  lines.push('─'.repeat(60));
+  lines.push('【最近10次信号】');
+  const recentTrades = trades.slice(-10);
+  for (const t of recentTrades) {
+    const emoji = t.signal === 'buy' ? '▲买入' : '▼卖出';
+    lines.push(`  ${t.date} ${emoji} 得分=${t.score} 价格=${t.price}`);
+  }
+
+  // 综合评价
+  lines.push('');
+  lines.push('═'.repeat(60));
+  const buy5 = results.holdPeriods[5];
+  const totalBuy5 = buy5.buyWins + buy5.buyLosses;
+  if (totalBuy5 > 0) {
+    const wr = (buy5.buyWins / totalBuy5 * 100).toFixed(0);
+    const ar = (buy5.buyTotalReturn / totalBuy5).toFixed(2);
+    let grade = '';
+    if (wr >= 65 && ar > 2) grade = '优秀 - 信号可靠性高';
+    else if (wr >= 55 && ar > 1) grade = '良好 - 有一定参考价值';
+    else if (wr >= 50) grade = '一般 - 需结合其他因素判断';
+    else grade = '较差 - 信号可靠性不足，需优化';
+    lines.push(`  综合评价(5日持有): 胜率${wr}% 均收益${ar}% → ${grade}`);
+  }
+  lines.push('═'.repeat(60));
+
+  return lines.join('\n');
+}
+
+// ==================== 主程序 ====================
+
+function resolveCode(input) {
+  input = input.trim();
+  if (/^tw\d{4,6}$/i.test(input)) return input.toLowerCase();
+  if (/^\d{4}$/.test(input)) return 'tw' + input;
+  if (/^(sh|sz)\d{6}$/i.test(input)) return input.toLowerCase();
+  if (/^\d{6}$/.test(input)) return (input.startsWith('6') ? 'sh' : 'sz') + input;
+  return input;
+}
+
+const WATCH_LIST = ['sz002049', 'sh603893', 'sz300750', 'sh601138', 'sh600011', 'tw2330'];
+
+async function main() {
+  const arg = process.argv[2] || 'all';
+  const codes = arg === 'all' ? WATCH_LIST : [resolveCode(arg)];
+
+  console.log('\n正在获取历史数据进行回测...\n');
+
+  for (const code of codes) {
+    try {
+      const klines = await fetchHistory(code, 500);
+      if (klines.length < 80) {
+        console.log(`${code} 数据不足(${klines.length}天)，跳过\n`);
+        continue;
+      }
+
+      const btResult = backtest(klines, { holdDays: [3, 5, 10], startIdx: 60 });
+      console.log(formatBacktestReport(code, klines, btResult));
+      console.log('');
+    } catch (e) {
+      console.log(`${code} 回测出错: ${e.message}\n`);
+    }
+  }
+}
+
+main().catch(e => console.error('回测出错:', e.message));

package/bin/analyze.js

@@ -0,0 +1,4 @@
+#!/usr/bin/env node
+const path = require('path');
+process.chdir(path.join(__dirname, '..'));
+require('../analyze.js');

package/bin/backtest.js

@@ -0,0 +1,4 @@
+#!/usr/bin/env node
+const path = require('path');
+process.chdir(path.join(__dirname, '..'));
+require('../backtest.js');

package/bin/server.js

@@ -0,0 +1,4 @@
+#!/usr/bin/env node
+const path = require('path');
+process.chdir(path.join(__dirname, '..'));
+require('../server.js');

package/dev.js

@@ -0,0 +1,50 @@
+/**
+ * 开发模式启动器 - 自动监听文件变化并重启服务
+ * 用法: node dev.js
+ */
+const { spawn } = require('child_process');
+const fs = require('fs');
+const path = require('path');
+
+const SERVER_FILE = path.join(__dirname, 'server.js');
+const WATCH_FILES = [SERVER_FILE];
+let child = null;
+let restarting = false;
+
+function start() {
+  console.log(`[dev] 启动 server.js ...`);
+  child = spawn('node', [SERVER_FILE], { stdio: 'inherit', cwd: __dirname });
+  child.on('exit', (code) => {
+    if (!restarting) {
+      console.log(`[dev] 进程退出 (code=${code})`);
+      process.exit(code);
+    }
+  });
+}
+
+function restart() {
+  if (restarting) return;
+  restarting = true;
+  console.log(`\n[dev] 检测到文件变化，重启中...`);
+  if (child) {
+    child.kill();
+    child.on('exit', () => {
+      restarting = false;
+      start();
+    });
+  } else {
+    restarting = false;
+    start();
+  }
+}
+
+// 监听文件变化
+let debounce = null;
+for (const file of WATCH_FILES) {
+  fs.watch(file, () => {
+    if (debounce) clearTimeout(debounce);
+    debounce = setTimeout(restart, 500);
+  });
+}
+
+start();