@kamuira/stock-analyzer 1.2.6 → 1.3.0

package/server.js

@@ -18,8 +18,21 @@ const {
 } = require('./analyze');
 const { computeScore } = require('./scoring');
 const { backtest: runBacktest } = require('./backtest');
+const { fetchValuation, scoreValuation } = require('./valuation');
+const { fetchFundamentals, scoreFundamentals } = require('./fundamentals');
+const { fetchNewsCached, scoreNews } = require('./news');
 
 const PORT = 3000;
+const HOST = '127.0.0.1';
+
+// 搜索接口的单次请求超时(毫秒),避免上游卡住时请求永久挂起
+const REQUEST_TIMEOUT = 8000;
+
+function withTimeout(req, reject) {
+  req.setTimeout(REQUEST_TIMEOUT, () => req.destroy(new Error('请求超时')));
+  req.on('error', reject);
+  return req;
+}
 
 // ==================== 股票搜索(中文/拼音) ====================
 
@@ -27,16 +40,16 @@ function searchStock(keyword) {
   return new Promise((resolve, reject) => {
     const encoded = encodeURIComponent(keyword);
     const url = `https://smartbox.gtimg.cn/s3/?q=${encoded}&t=all`;
-    https.get(url, { headers: { 'User-Agent': 'Mozilla/5.0' } }, (res) => {
+    withTimeout(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) => {
+        withTimeout(client.get(res.headers.location, { headers: { 'User-Agent': 'Mozilla/5.0' } }, (res2) => {
           collectSearch(res2, resolve, reject);
-        }).on('error', reject);
+        }), reject);
         return;
       }
       collectSearch(res, resolve, reject);
-    }).on('error', reject);
+    }), reject);
   });
 }
 
@@ -74,6 +87,124 @@ async function resolveStockCode(input) {
   return results.length > 0 ? results[0].code : null;
 }
 
+// ==================== 批量评分排名 ====================
+
+/**
+ * 对一组股票跑同一套 computeScore,按综合评分排序。
+ * - 大盘环境只取一次,所有股票共享(与 CLI analyze.js 一致)
+ * - A 股实时行情用新浪批量接口一次拿全(支持多代码)
+ * - 历史 K 线分批并发拉取,控制并发避免被上游限流
+ * 返回结果只含评分摘要,不含完整指标明细。
+ */
+async function rankStocks(inputs) {
+  const resolved = await Promise.all(inputs.map(i => resolveStockCode(i).catch(() => null)));
+  // 去重 + 去空
+  const codes = [...new Set(resolved.filter(Boolean))];
+
+  const marketEnv = await getMarketEnvironment();
+
+  // 大盘指数 K 线只拉一次,供所有标的的回测做大盘环境过滤(与实盘一致)
+  let indexKlines = null;
+  try {
+    indexKlines = await fetchHistory('sh000001', 500);
+    if (indexKlines.length < 30) indexKlines = null;
+  } catch (e) { /* 降级:无大盘过滤 */ }
+
+  // A 股实时行情批量拿(一个请求多代码)
+  const aShares = codes.filter(c => !c.startsWith('tw'));
+  const rtMap = {};
+  if (aShares.length) {
+    try {
+      const arr = await fetchRealtime(aShares);
+      for (const r of arr) rtMap[r.code] = r;
+    } catch (e) { /* 批量实时失败时,各股单独降级处理 */ }
+  }
+
+  async function analyzeOne(code) {
+    try {
+      const isTW = code.startsWith('tw');
+      let rt, klines;
+      // 拉 500 天:评分只看近端窗口,回测需要长历史,一次拉够两用
+      if (isTW) {
+        const [rtArr, kl] = await Promise.all([fetchTWRealtime(code), fetchTWHistory(code, 500)]);
+        rt = rtArr[0]; klines = kl;
+      } else {
+        rt = rtMap[code];
+        klines = await fetchHistory(code, 500);
+        if (!rt) { const a = await fetchRealtime([code]); rt = a[0]; }
+      }
+      if (!rt) return { code, name: code, error: '无实时数据' };
+      if (!klines || klines.length < 60) return { code, name: rt.name || code, error: `数据不足(${klines ? klines.length : 0}天)` };
+      const a = computeScore(klines, { marketEnv, realtime: rt });
+
+      // 估值 + 基本面 + 消息面(并行;失败不影响其余维度,降级为 null)
+      const [val, fund, news] = await Promise.all([
+        fetchValuation(code).then(scoreValuation).catch(() => ({ score: null, signals: ['估值接口失败'] })),
+        fetchFundamentals(code).then(scoreFundamentals).catch(() => ({ score: null, signals: ['财务接口失败'] })),
+        fetchNewsCached(code).then(scoreNews).catch(() => ({ score: null, signals: ['消息接口失败'] })),
+      ]);
+
+      // 回测(数据足够时):用与单股一致的默认参数,拿净收益指标
+      let bt = null;
+      if (klines.length >= 80) {
+        const r = runBacktest(klines, { startIdx: 60, maxHoldDays: 30, indexKlines, trailing: false, useTP1: true });
+        if (r.long) {
+          bt = {
+            trades: r.long.total,
+            winRate: r.long.winRate,
+            compoundReturn: r.long.compoundReturn,
+            maxDrawdown: r.long.maxDrawdown,
+            profitFactor: r.long.profitFactor,
+          };
+        }
+      }
+
+      // ===== 综合分(均衡型:技术/估值/基本面/消息面 等权,缺失维度按现有维度平均) =====
+      const techDim = a.summary.normalizedScore; // 0~100
+      const dims = { technical: techDim, valuation: val.score, fundamental: fund.score, news: news.score };
+      const present = [techDim, val.score, fund.score, news.score].filter(s => s != null);
+      const composite = present.length ? Math.round(present.reduce((x, y) => x + y, 0) / present.length) : techDim;
+
+      return {
+        code, name: rt.name || code,
+        price: rt.price, changePct: rt.changePct,
+        totalScore: a.summary.totalScore,
+        normalizedScore: techDim,
+        signal: a.summary.signal,
+        marketState: a.marketState,
+        riskRewardRatio: a.riskReward.riskRewardRatio,
+        positionAdvice: a.riskReward.positionAdvice,
+        backtest: bt,
+        composite,
+        dims,
+        valuation: { score: val.score, label: val.label || null, peTTM: val.peTTM != null ? +val.peTTM.toFixed(1) : null, pePercentile: val.pePercentile, board: val.board || null, signals: val.signals },
+        fundamental: { score: fund.score, label: fund.label || null, roe: fund.roe, revenueYoY: fund.revenueYoY, profitYoY: fund.profitYoY, reportDate: fund.reportDate, signals: fund.signals },
+        news: { score: news.score, label: news.label || null, hitCount: news.hitCount || 0, signals: news.signals },
+      };
+    } catch (e) {
+      return { code, name: code, error: e.message };
+    }
+  }
+
+  // 限并发(每批 5 只)
+  const CONCURRENCY = 5;
+  const results = [];
+  for (let i = 0; i < codes.length; i += CONCURRENCY) {
+    const batch = codes.slice(i, i + CONCURRENCY);
+    results.push(...await Promise.all(batch.map(analyzeOne)));
+  }
+
+  // 排序:可分析的按三维综合分降序,出错/数据不足的排末尾
+  results.sort((x, y) => {
+    if (x.error && y.error) return 0;
+    if (x.error) return 1;
+    if (y.error) return -1;
+    return y.composite - x.composite;
+  });
+
+  return { marketEnv, count: results.length, results };
+}
+
 // ==================== HTTP 服务 ====================
 
 const server = http.createServer(async (req, res) => {
@@ -161,6 +292,7 @@ const server = http.createServer(async (req, res) => {
         dataRange: btResult.dataRange,
         long: btResult.long,
         short: btResult.short,
+        costs: btResult.costs,
         trades: btResult.trades.slice(-20), // 最近20笔
         grade,
       }));
@@ -171,6 +303,27 @@ const server = http.createServer(async (req, res) => {
     return;
   }
 
+  // API: 批量评分排名 — 对一组股票跑同一套 computeScore,按综合评分从高到低排序
+  // 注意:这是工具的技术面评分排名,不是投资建议
+  if (url.pathname === '/api/rank') {
+    const raw = url.searchParams.get('codes');
+    if (!raw) {
+      res.writeHead(400, { 'Content-Type': 'application/json; charset=utf-8' });
+      res.end(JSON.stringify({ error: '请提供股票代码列表(codes=逗号分隔)' }));
+      return;
+    }
+    try {
+      const inputs = raw.split(',').map(s => s.trim()).filter(Boolean);
+      const out = await rankStocks(inputs);
+      res.writeHead(200, { 'Content-Type': 'application/json; charset=utf-8' });
+      res.end(JSON.stringify(out));
+    } catch (e) {
+      res.writeHead(500, { 'Content-Type': 'application/json; charset=utf-8' });
+      res.end(JSON.stringify({ error: `排名出错: ${e.message}` }));
+    }
+    return;
+  }
+
   // API: 分析股票
   if (url.pathname === '/api/analyze') {
     const input = url.searchParams.get('code');
@@ -196,14 +349,29 @@ const server = http.createServer(async (req, res) => {
         res.end(JSON.stringify({ error: `未找到股票 ${code} 的实时数据` }));
         return;
       }
-      if (klines.length < 30) {
+      if (klines.length < 60) {
         res.writeHead(400, { 'Content-Type': 'application/json; charset=utf-8' });
-        res.end(JSON.stringify({ error: `${code} 历史数据不足,无法进行有效分析` }));
+        res.end(JSON.stringify({ error: `${code} 历史数据不足60天(仅${klines.length}天),无法进行有效分析` }));
         return;
       }
 
       const marketEnv = await getMarketEnvironment();
       const analysis = computeScore(klines, { marketEnv, realtime: realtimeArr[0] });
+
+      // 估值 + 基本面 + 消息面(并行;失败降级为 null,不影响技术面输出)
+      const [val, fund, news] = await Promise.all([
+        fetchValuation(code).then(scoreValuation).catch(() => ({ score: null, signals: ['估值接口失败'] })),
+        fetchFundamentals(code).then(scoreFundamentals).catch(() => ({ score: null, signals: ['财务接口失败'] })),
+        fetchNewsCached(code).then(scoreNews).catch(() => ({ score: null, signals: ['消息接口失败'] })),
+      ]);
+      analysis.valuation = val;
+      analysis.fundamental = fund;
+      analysis.news = news;
+      const techDim = analysis.summary.normalizedScore;
+      const present = [techDim, val.score, fund.score, news.score].filter(s => s != null);
+      analysis.composite = present.length ? Math.round(present.reduce((x, y) => x + y, 0) / present.length) : techDim;
+      analysis.dims = { technical: techDim, valuation: val.score, fundamental: fund.score, news: news.score };
+
       res.writeHead(200, { 'Content-Type': 'application/json; charset=utf-8' });
       res.end(JSON.stringify(analysis));
     } catch (e) {
@@ -235,12 +403,12 @@ function openBrowser(url) {
 }
 
 function startServer(port) {
-  server.listen(port, () => {
+  server.listen(port, HOST, () => {
     console.log(`\n${'='.repeat(50)}`);
     console.log(`  A股/台股综合分析工具`);
-    console.log(`  打开浏览器访问: http://127.0.0.1:${port}`);
+    console.log(`  打开浏览器访问: http://${HOST}:${port}`);
     console.log(`${'='.repeat(50)}\n`);
-    openBrowser(`http://127.0.0.1:${port}`);
+    openBrowser(`http://${HOST}:${port}`);
   });
   server.on('error', (err) => {
     if (err.code === 'EADDRINUSE') {
@@ -260,4 +428,4 @@ if (require.main === module) {
   main();
 }
 
-module.exports = { server, startServer, searchStock, resolveStockCode, main };
+module.exports = { server, startServer, searchStock, resolveStockCode, rankStocks, main };

package/valuation.js

@@ -0,0 +1,83 @@
+/**
+ * 估值模块 — 数据来自东方财富 F10 估值分析(RPT_VALUEANALYSIS_DET)
+ *
+ * 拉近一年(约250个交易日)的 PE_TTM / PB 序列,既取当前值,也算历史分位。
+ * 打分思路:越便宜(分位越低)分越高;亏损(PE<=0)直接判为高估区。
+ *
+ * 注意:仅 A 股可用;估值/基本面均为"当前值",不参与回测(免费源无历史时点快照)。
+ */
+const { getJSON, toSecuCode } = require('./http-util');
+
+async function fetchValuation(code) {
+  const secu = toSecuCode(code);
+  if (!secu) return null; // 非 A 股(台股等)
+  const url = 'https://datacenter.eastmoney.com/securities/api/data/v1/get'
+    + '?reportName=RPT_VALUEANALYSIS_DET'
+    + '&columns=TRADE_DATE,PE_TTM,PB_MRQ,PS_TTM,PEG_CAR,BOARD_NAME'
+    + `&filter=(SECUCODE%3D%22${secu}%22)`
+    + '&pageSize=250&sortColumns=TRADE_DATE&sortTypes=-1&source=HSF10&client=PC';
+  const j = await getJSON(url, { Referer: 'https://emweb.securities.eastmoney.com/' });
+  const rows = j && j.result && j.result.data;
+  if (!rows || !rows.length) return null;
+  const cur = rows[0];
+
+  // 当前值在历史序列中的分位(0=最便宜,100=最贵);只用正值样本
+  const pct = (series, val) => {
+    if (val == null) return null;
+    const s = series.filter(x => x != null && x > 0);
+    if (!s.length) return null;
+    const below = s.filter(x => x <= val).length;
+    return Math.round(below / s.length * 100);
+  };
+  const peSeries = rows.map(r => r.PE_TTM);
+  const pbSeries = rows.map(r => r.PB_MRQ);
+
+  return {
+    peTTM: cur.PE_TTM, pb: cur.PB_MRQ, ps: cur.PS_TTM, peg: cur.PEG_CAR, board: cur.BOARD_NAME,
+    pePercentile: cur.PE_TTM > 0 ? pct(peSeries, cur.PE_TTM) : null,
+    pbPercentile: cur.PB_MRQ > 0 ? pct(pbSeries, cur.PB_MRQ) : null,
+    historyDays: rows.length,
+  };
+}
+
+/** 估值打分,返回 0~100(越高=越便宜) + 文字信号 */
+function scoreValuation(v) {
+  if (!v) return { score: null, signals: ['无估值数据(非A股或接口失败)'] };
+  const signals = [];
+  let score = 50;
+
+  if (v.peTTM == null || v.peTTM <= 0) {
+    signals.push('PE(TTM)为负/缺失 → 当前处于亏损,估值参考意义有限');
+    score = 25;
+  } else if (v.pePercentile != null) {
+    score = 100 - v.pePercentile; // 越便宜分越高
+    const tag = v.pePercentile <= 30 ? '偏低(便宜)' : v.pePercentile >= 70 ? '偏高(贵)' : '中性';
+    signals.push(`PE(TTM)=${v.peTTM.toFixed(1)},近一年 ${v.pePercentile}% 分位(${tag})`);
+  } else {
+    signals.push(`PE(TTM)=${v.peTTM.toFixed(1)}(无历史分位)`);
+  }
+
+  if (v.pb != null && v.pb > 0) {
+    if (v.pbPercentile != null) {
+      score = score * 0.7 + (100 - v.pbPercentile) * 0.3; // PB 分位做次要修正
+      signals.push(`PB=${v.pb.toFixed(2)},近一年 ${v.pbPercentile}% 分位`);
+    } else {
+      signals.push(`PB=${v.pb.toFixed(2)}`);
+    }
+  }
+
+  if (v.peg != null && v.peg > 0) {
+    signals.push(`PEG=${v.peg.toFixed(2)}${v.peg < 1 ? '(<1,成长已覆盖估值)' : ''}`);
+    if (v.peg < 1) score = Math.min(100, score + 5);
+  }
+  if (v.board) signals.push(`行业:${v.board}`);
+
+  score = Math.max(0, Math.min(100, Math.round(score)));
+  return {
+    score, signals,
+    label: score >= 65 ? '低估' : score >= 40 ? '合理' : '高估',
+    peTTM: v.peTTM, pb: v.pb, pePercentile: v.pePercentile, board: v.board,
+  };
+}
+
+module.exports = { fetchValuation, scoreValuation };