candidate-pool 2.2.0 → 3.0.1

package/eod/preopen.config.js

@@ -0,0 +1,185 @@
+'use strict';
+/*
+ * eod/preopen.config.js —— 盘前选股（Pre-Open Screener）全部可调参数
+ * ---------------------------------------------------------------------------
+ * 设计原则与 tail.config.js 一致：纯数据、改参数不改代码、每个阈值写明口径。
+ *
+ * 与尾盘选股的区别（盘前特有的难点）：
+ *   - 数据窗口只有 9:15–9:30 的「集合竞价」，价格字段用 今开(open) 近似竞价撮合价；
+ *     9:20 后不可撤单段才可靠，故运行窗口设为 09:20–09:35（open 在 9:25 撮合后固定）。
+ *   - 趋势 / 昨日涨幅无法从竞价快照得到，必须依赖「前一日 K 线」——由 baseline 提供
+ *     （观察池实时抓 K 线算，全市场用隔夜缓存 baseline-YYYYMMDD.json）。
+ *   - 「预期」锚定 = 昨日强度（昨日涨幅）+ 板块强度，纯数据可自动化，不碰消息面。
+ *
+ * 数据源（复用现有）：
+ *   - 竞价快照：腾讯 qt.gtimg.cn 批量报价（open/现价/成交量/昨收）
+ *   - 历史 K 线：腾讯 ifzq fqkline（前复权），与 gen_candidates.js 同链
+ * ---------------------------------------------------------------------------
+ */
+
+// 复用尾盘的代码段定义（盲扫枚举用，避免两处维护）
+const TAIL = require('./tail.config');
+
+module.exports = {
+  version: 1,
+
+  // =========================================================================
+  // 1. 交易时段（盘前集合竞价窗口）
+  // =========================================================================
+  session: {
+    // 可运行的最早时点：9:20 后不可撤单段数据才可靠（9:15–9:20 可撤单噪声大）
+    openFrom: '09:20',
+    // 最晚时点：9:35 留 5 分钟宽限（open 在 9:25 撮合后即固定，9:25–9:35 抓到的 open 一致）
+    openTo: '09:35',
+    // 锚定日 = 最近一个已收盘交易日（lastClosedTradingDay），K 线取至此日
+  },
+
+  // =========================================================================
+  // 2. 行情抓取（竞价快照）
+  // =========================================================================
+  market: {
+    batch: 60,            // 与尾盘一致
+    concurrency: 6,
+    retries: 4,
+    timeoutMs: 15000,
+    ranges: TAIL.market.ranges,   // 复用：沪主板/科创/深主/创业/北交所
+    excludePrefixes: ['sh900', 'sz200'],
+    // 观察池模式数量小，红线可低；全市场模式应 >= 3000
+    minValidQuotes: 50,
+    staleMinutes: 45,
+  },
+
+  // =========================================================================
+  // 3. 范围
+  //    default: 'universe'（默认，全市场盲扫，覆盖最全、信号最准；需 baseline 缓存，见 baseline 段）
+  //         可显式 --scope watchlist 回退到观察池（扫 candidates.json，轻量稳、不依赖缓存）
+  //    生效优先级：--scope <x> 显式指定 > --universe 简写 > scope.default
+  // =========================================================================
+  scope: {
+    default: 'universe',
+  },
+
+  // =========================================================================
+  // 4. 基线（前一日 K 线指标缓存）—— P02/P03 的数据源
+  // =========================================================================
+  baseline: {
+    dataDir: 'data',
+    // 缓存文件名模板（按交易日）：preopen-baseline-YYYYMMDD.json
+    fileName: (date) => `preopen-baseline-${date}.json`,
+    // 全市场模式若缓存缺失则实时算（慢，~3min）；观察池模式默认实时算（几百只，~30s）
+    computeIfMissing: true,
+  },
+
+  // =========================================================================
+  // 5. 信号阈值（P01 竞价强势 / P02 弱转强 / P03 趋势）
+  // =========================================================================
+  rules: {
+    // ---- P01 竞价强势 ----
+    p1: {
+      // 竞价涨幅（今开 vs 昨收）"高开"起点（%）；低于此不算强势开盘
+      auctionChgMin: 3.0,
+      // 近一字 / 涨停竞价（%）：达到即封板预期
+      auctionChgLimit: 9.0,
+      // 竞价量能比下限 = 竞价成交量 / 昨日全天成交量（无单位，同口径）。
+      // 强竞价常见 3%–10%；低于 2% 视为缩量高开、动能不足。
+      auctionVolRatioMin: 0.02,
+      // 竞价量能比满分线（%）：达到即量能充沛
+      auctionVolRatioFull: 0.08,
+    },
+    // ---- P02 弱转强 / 超预期（前几日大涨 + 今日开盘符合或超预期）----
+    p2: {
+      // 昨日"强势"门槛：≥7% 视为大涨，≥9.5% 视为涨停
+      yesterdayStrong: 7.0,
+      yesterdayLimit: 9.5,
+      // 今日竞价高开"符合预期"区间（%）
+      expectLow: 3.0,
+      expectHigh: 7.0,
+      // "超预期"门槛（%）：高开超过此值且昨日强 → 弱转强超预期
+      exceed: 7.0,
+    },
+    // ---- P03 趋势跟踪（最近走趋势）----
+    p3: {
+      maPeriods: [5, 10, 20, 60],   // 均线周期
+      // 20 日新高 / 60 日新高判定用
+      highLookback: { d20: 20, d60: 60 },
+      // 斜率门槛：近 20 日收盘价线性回归斜率（%/日）超过此值视为上行趋势
+      slopeMinPerDay: 0.4,
+      // 斜率满分线（%/日）
+      slopeFullPerDay: 1.2,
+    },
+  },
+
+  // =========================================================================
+  // 6. 综合打分（总分 100，三项可解释）
+  // =========================================================================
+  score: {
+    weights: {
+      p1: 35,    // 竞价强势
+      p2: 35,    // 弱转强 / 超预期
+      p3: 30,    // 趋势跟踪
+    },
+    // 候选入选总分下限（低于此不进报告）
+    minTotal: 45,
+  },
+
+  // =========================================================================
+  // 7. 排除项（不可买 / 噪声过大）
+  // =========================================================================
+  exclude: {
+    st: true,
+    suspended: true,     // 停牌（成交量 0 或时间戳停在 09:00:00）
+    oneWordBoard: false, // 盘前不剔一字板：一字涨停本身是强信号，留待 P1 标记
+    newListing: true,
+    newListingDays: 20,
+  },
+
+  // =========================================================================
+  // 8. 分组与呈现
+  // =========================================================================
+  group: {
+    source: 'industry-map',  // 复用 industry-map 缓存（build_industry_map.js 生成）
+    maxPerGroup: 3,
+    topN: 15,
+    unknownLabel: '未分类',
+  },
+
+  // =========================================================================
+  // 9. 落库与报告
+  // =========================================================================
+  store: {
+    dataDir: 'data',
+    reportDir: 'reports',
+    prefix: 'preopen',         // 文件名前缀：preopen-YYYYMMDD.json / .html
+    keepRunHistory: 20,
+  },
+
+  // =========================================================================
+  // 10. 报告
+  // =========================================================================
+  report: {
+    title: '盘前选股',
+    titleEn: 'Pre-Open Screener',
+    maxRows: 60,
+    showDataGap: true,
+  },
+
+  // =========================================================================
+  // 11. 通知（复用 notify.js：微信 + 163 邮箱）
+  // =========================================================================
+  notify: {
+    enabled: true,
+    topInMessage: 8,
+    alertOnFailure: true,
+  },
+
+  // =========================================================================
+  // 12. 收盘回填（溯源增强，Q3）
+  // =========================================================================
+  backfill: {
+    // 回填运行窗口：收盘后 15:00 – 16:00（抓取当日收盘回填当日涨跌幅/是否涨停）
+    from: '15:00',
+    to: '16:00',
+    // 命中定义：开盘价买入，当日收盘涨幅 ≥ 该值视为"开盘信号有效"（%）
+    hitDayChgMin: 2.0,
+  },
+};

package/eod/preopen_backfill.js

@@ -0,0 +1,87 @@
+'use strict';
+/*
+ * eod/preopen_backfill.js —— 收盘回填 + 命中率统计（溯源增强，Q3）
+ * ---------------------------------------------------------------------------
+ * 盘前快照只是"开盘信号"，价值要收盘验证。本脚本在 15:00–16:00 运行：
+ *   1. 读取当日 preopen-YYYYMMDD.json 的 records
+ *   2. 抓取每只候选当日收盘（quote.price=收盘价，chgPct=当日涨幅）
+ *   3. 回填：当日涨跌幅 / 是否涨停 / 命中（开盘买入当日收益 ≥ hitDayChgMin）
+ *   4. 统计命中率，合并进归档（doc.close）
+ *
+ * 用法：
+ *   node eod/preopen_backfill.js                  # 回填今日（受 15:00–16:00 窗口限制）
+ *   node eod/preopen_backfill.js --date 2026-10-22
+ *   node eod/preopen_backfill.js --force          # 忽略时段
+ *   node eod/preopen_backfill.js --no-push        # 不推送归档
+ * ---------------------------------------------------------------------------
+ */
+const fs = require('fs');
+const { dayjs } = require('../time');
+const cfg = require('./preopen.config');
+const market = require('./lib/market');
+const store = require('./lib/preopen_store');
+const paths = require('../paths');
+const { execFileSync } = require('child_process');
+
+const argv = process.argv.slice(2);
+const OPT = { date: (() => { const i = argv.indexOf('--date'); return i >= 0 ? argv[i + 1] : null; })(), force: argv.includes('--force'), noPush: argv.includes('--no-push') };
+function log(m) { console.log(m); }
+
+function boardLimitPct(code) {
+  if (/^sh68[89]/.test(code)) return 20;
+  if (/^sz30/.test(code)) return 20;
+  if (/^bj/.test(code)) return 30;
+  return 10;
+}
+
+async function run() {
+  const tradeDate = OPT.date || dayjs.tz().format('YYYY-MM-DD');
+  const now = dayjs.tz();
+  const hhmm = now.hour() * 100 + now.minute();
+  const from = parseInt(cfg.backfill.from.replace(':', ''), 10);
+  const to = parseInt(cfg.backfill.to.replace(':', ''), 10);
+  if (!OPT.force && (hhmm < from || hhmm > to)) {
+    log(`[结束] 未到收盘回填窗口（${cfg.backfill.from}–${cfg.backfill.to}），可用 --force 补跑`);
+    return { skipped: true };
+  }
+
+  const doc = store.loadRun(cfg, tradeDate);
+  if (!doc) { log(`[结束] 未找到盘前归档 ${tradeDate}`); return { skipped: true }; }
+  const codes = Object.keys(doc.records);
+  if (!codes.length) { log('[结束] 归档无候选'); return { skipped: true }; }
+  log(`[回填] 读取 ${codes.length} 只候选，抓当日收盘…`);
+
+  const quotes = (await market.fetchBatch(codes, cfg)).filter(Boolean);
+  const qmap = new Map(quotes.map((q) => [q.code, q]));
+
+  const closeMap = {};
+  for (const code of codes) {
+    const q = qmap.get(code);
+    if (!q || q.price == null) { closeMap[code] = { close: null, dayChgPct: null, limitUp: false, hit: false, note: '无收盘数据' }; continue; }
+    const dayChgPct = q.chgPct;
+    const limitPrice = q.prevClose > 0 ? Math.round(q.prevClose * (1 + boardLimitPct(code) / 100) * 100) / 100 : null;
+    const limitUp = limitPrice != null && q.price >= limitPrice - 0.005;
+    const hit = dayChgPct != null && dayChgPct >= cfg.backfill.hitDayChgMin;
+    closeMap[code] = { close: q.price, dayChgPct, limitUp, hit };
+  }
+
+  const summary = { hitDayChgMin: cfg.backfill.hitDayChgMin };
+  const close = store.mergeBackfill(cfg, tradeDate, closeMap, summary);
+  log(`[回填] 命中 ${close.hit}/${close.total}（开盘买入当日涨≥${cfg.backfill.hitDayChgMin}%）= ${close.hitRate}%`);
+
+  if (!OPT.noPush) {
+    try {
+      const file = store.dataFile(cfg, tradeDate);
+      const root = paths.PKG_ROOT;
+      const run = (a, af) => { try { return execFileSync('git', a, { cwd: root, stdio: ['ignore', 'pipe', 'pipe'], env: { ...process.env, GIT_TERMINAL_PROMPT: '0' } }).toString(); } catch (e) { if (af) return ''; throw e; } };
+      run(['add', file]);
+      run(['-c', 'core.hooksPath=.git/cph', 'commit', '-m', `preopen: ${tradeDate} 收盘回填 命中率 ${close.hitRate}%`]);
+      const sha = run(['rev-parse', 'HEAD']).trim();
+      run(['-c', 'credential.helper=', '-c', 'credential.helper=wincred', 'push', 'origin', `${sha}:refs/heads/main`]);
+      log('[推送] 已提交并推送回填结果');
+    } catch (e) { log(`[推送] 失败（本地已回填）：${e && e.message || e}`); }
+  }
+  return close;
+}
+
+run().catch((e) => { log(`[失败] ${e && e.stack || e}`); process.exitCode = 1; });

package/eod/preopen_screener.js

@@ -0,0 +1,375 @@
+'use strict';
+/*
+ * eod/preopen_screener.js —— 盘前选股入口（Pre-Open Screener 编排层）
+ * ---------------------------------------------------------------------------
+ * 流程：
+ *   1. 时段守卫（sessionState）：非交易日 / 未到 9:20 / 已过 9:35 → 跳过
+ *   2. 抓竞价快照：观察池(fetchBatch) 或 全市场(fullMarketSnapshot)
+ *   3. 基线：前一日 K 线算 昨涨 + 趋势（观察池实时算；全市场用隔夜缓存）
+ *   4. 应用 P1/P2/P3 → 排除项 → 综合打分 → 分组
+ *   5. 落库(JSON) → HTML 报告 → 通知 → git 推送溯源
+ *
+ * 用法：
+ *   node eod/preopen_screener.js                     # 观察池，正常（受时段限制）
+ *   node eod/preopen_screener.js --universe          # 全市场盲扫（需 baseline 缓存）
+ *   node eod/preopen_screener.js --scope universe     # 同上
+ *   node eod/preopen_screener.js --baseline           # 仅预计算基线缓存（供全市场次日用）
+ *   node eod/preopen_screener.js --force              # 忽略时段，按当前快照取数
+ *   node eod/preopen_screener.js --now "2026-10-22 09:25"  # 指定时刻（测试/补跑）
+ *   node eod/preopen_screener.js --no-notify          # 不推送通知
+ *   node eod/preopen_screener.js --no-push            # 不 git 推送（仅落本地）
+ *   node eod/preopen_screener.js --json               # stdout 机器摘要
+ *   node eod/preopen_screener.js --paths              # 打印落点
+ *
+ * 时段守卫：9:20–9:35 之外静默跳过（避免定时任务误触 / 上午空跑）。
+ * 开盘价(open)在 9:25 撮合后固定，9:25–9:35 抓到的 open 一致 → 调度有 5 分钟宽限。
+ * ---------------------------------------------------------------------------
+ */
+const fs = require('fs');
+const path = require('path');
+const { execFileSync } = require('child_process');
+
+const cfg = require('./preopen.config');
+const { dayjs } = require('../time');
+const { lastClosedTradingDay } = require('../rules');
+const market = require('./lib/market');
+const PR = require('./lib/preopen_rules');
+const store = require('./lib/preopen_store');
+const { buildHTML } = require('./lib/preopen_report');
+const { loadIndustryMap, listedOf, sectorOf, UNKNOWN } = require('./lib/sector');
+const { mapLimit } = require('./lib/http');
+const { notify } = require('../notify');
+const paths = require('../paths');
+const scaffold = require('../scaffold');
+
+const argv = process.argv.slice(2);
+function argOf(f) { const i = argv.indexOf(f); return i >= 0 ? argv[i + 1] : null; }
+const OPT = {
+  universe: argv.includes('--universe') || argOf('--scope') === 'universe',
+  baseline: argv.includes('--baseline'),
+  force: argv.includes('--force'),
+  now: argOf('--now'),
+  noNotify: argv.includes('--no-notify'),
+  noPush: argv.includes('--no-push'),
+  json: argv.includes('--json'),
+  paths: argv.includes('--paths'),
+  init: argv.includes('--init'),
+  stamp: argv.includes('--stamp'),
+};
+const RUNNER = process.env.GITHUB_ACTIONS ? 'github' : 'local';
+function log(m) { if (!OPT.json) console.log(m); }
+
+function fail(msg, err) {
+  log(`[失败] ${msg}` + (err ? `\n${err && err.stack || err}` : ''));
+  if (cfg.notify.enabled && cfg.notify.alertOnFailure && !OPT.noNotify) {
+    notify({ title: `盘前选股失败 · ${dayjs.tz().format('MM-DD HH:mm')}`, content: `${msg}\n\n${err && err.message || err || ''}` })
+      .then((res) => { for (const [ch, [ok, info]] of res) log(`[notify] ${ch}: ${ok ? 'OK' : '失败'}`); })
+      .catch(() => {});
+  }
+  process.exitCode = 1;
+}
+
+// ---------- 时段守卫 ----------
+function sessionState({ now, marketDate, force }) {
+  const from = parseInt(cfg.session.openFrom.replace(':', ''), 10);
+  const to = parseInt(cfg.session.openTo.replace(':', ''), 10);
+  const hhmm = now.hour() * 100 + now.minute();
+  const today = now.format('YYYY-MM-DD');
+  if (force) return { ok: true, reason: '--force 忽略时段', tradeDate: marketDate || today };
+  if (hhmm < from) return { ok: false, reason: `未到盘前窗口（${cfg.session.openFrom} 起）` };
+  if (hhmm > to) return { ok: false, reason: `已过盘前窗口（${cfg.session.openTo} 止，可用 --force 补跑）` };
+  if (marketDate && marketDate !== today) {
+    return { ok: false, reason: `行情日期 ${marketDate} ≠ 今日，非交易日，跳过` };
+  }
+  return { ok: true, reason: '盘前窗口内', tradeDate: marketDate || today };
+}
+
+// ---------- 观察池加载 ----------
+function readCandidates() {
+  const f = paths.candidatesFile();
+  if (!fs.existsSync(f)) throw new Error('candidates.json 不存在，无法加载观察池');
+  const c = JSON.parse(fs.readFileSync(f, 'utf8'));
+  const list = (c.stocks || []).map((s) => ({ code: String(s.code), name: String(s.name || s.code), sector: String(s.sector || '未分类') }));
+  if (!list.length) throw new Error('candidates.json 的 stocks 为空');
+  return list;
+}
+
+// ---------- 基线（前一日 K 线指标）----------
+async function getBaseline(codes, anchor, scope) {
+  if (scope === 'universe') {
+    const cf = path.join(paths.eodDir(), cfg.baseline.dataDir, cfg.baseline.fileName(anchor));
+    if (fs.existsSync(cf)) {
+      log(`[基线] 加载缓存 ${path.basename(cf)}`);
+      const m = new Map();
+      for (const [code, b] of Object.entries(JSON.parse(fs.readFileSync(cf, 'utf8')))) m.set(code, b);
+      return m;
+    }
+    if (!cfg.baseline.computeIfMissing) { log('[基线] 全市场无缓存且禁用实时计算 → 跳过趋势(P3)'); return new Map(); }
+    log('[基线] 全市场缓存缺失，实时计算（较慢，约数分钟）…');
+  }
+  const m = new Map();
+  const res = await mapLimit(codes, cfg.market.concurrency, async (code) => {
+    try {
+      const kl = await market.fetchKline(code, anchor);
+      return [code, PR.calcBaseline(kl, code, cfg)];
+    } catch (e) { return [code, { error: String((e && e.message) || e) }]; }
+  });
+  let okN = 0, errN = 0;
+  for (const [code, b] of res) {
+    if (b && !b.error) { m.set(code, b); okN++; } else errN++;
+  }
+  log(`[基线] K线 ${okN} 只成功 / ${errN} 只失败`);
+  if (scope === 'universe' && m.size) {
+    const out = {}; for (const [code, b] of m) out[code] = b;
+    fs.mkdirSync(path.dirname(path.join(paths.eodDir(), cfg.baseline.dataDir, cfg.baseline.fileName(anchor))), { recursive: true });
+    const cf = path.join(paths.eodDir(), cfg.baseline.dataDir, cfg.baseline.fileName(anchor));
+    fs.writeFileSync(cf, JSON.stringify(out), 'utf8');
+    log(`[基线] 已缓存 ${m.size} 只 → ${path.basename(cf)}`);
+  }
+  return m;
+}
+
+// ---------- 排除项 ----------
+function excludeOne(q, map, tradeDate) {
+  const ex = cfg.exclude;
+  if (ex.st && /ST|退/i.test(q.name)) return 'ST/退市风险';
+  if (ex.suspended) {
+    const hhmmss = String(q.stamp || '').slice(8, 14);
+    if (!(q.vol > 0) || hhmmss === '090000') return '停牌/无成交';
+  }
+  if (ex.newListing) {
+    if (/^[NC]/.test(q.name)) return '新股/次新';
+    const listed = listedOf(map, q.code);
+    if (listed && tradeDate) {
+      const days = Math.abs(dayjs.tz(tradeDate + ' 00:00:00').diff(dayjs.tz(listed.slice(0, 10) + ' 00:00:00'), 'day'));
+      if (days < ex.newListingDays) return '上市过短';
+    }
+  }
+  return null;
+}
+
+// ---------- git 推送（溯源）----------
+function gitPush(files, message) {
+  const root = paths.PKG_ROOT;
+  const run = (args, allowFail) => {
+    try { return execFileSync('git', args, { cwd: root, stdio: ['ignore', 'pipe', 'pipe'], env: { ...process.env, GIT_TERMINAL_PROMPT: '0' } }).toString(); }
+    catch (e) { if (allowFail) return ''; throw e; }
+  };
+  run(['add', ...files]);
+  run(['-c', 'core.hooksPath=.git/cph', 'commit', '-m', message]);
+  const sha = run(['rev-parse', 'HEAD']).trim();
+  run(['-c', 'credential.helper=', '-c', 'credential.helper=wincred', 'push', 'origin', `${sha}:refs/heads/main`]);
+}
+
+// ---------- 主流程 ----------
+async function run() {
+  if (OPT.paths) {
+    const d = paths.describe();
+    log(`工作目录: ${d.home} (来源 ${d.source})`);
+    for (const [k, v] of Object.entries(d.workspace)) log(`  ${k.padEnd(14)} ${v}`);
+    return { paths: d };
+  }
+  if (OPT.init) { scaffold.autoInit({ log, init: true }); return { init: true }; }
+  scaffold.autoInit({ log });
+
+  const now = OPT.now
+    ? dayjs.tz(OPT.now.replace(' ', 'T') + '+08:00')
+    : dayjs.tz();
+  const anchor = lastClosedTradingDay(now);   // 前一日 K 线锚定日
+
+  // 仅预计算基线缓存（供全市场次日盘前用，建议收盘后定时跑）
+  if (OPT.baseline) {
+    const scope = argOf('--scope') || (OPT.universe ? 'universe' : cfg.scope.default);
+    let codes;
+    if (scope === 'universe') {
+      // 全市场：先抓快照枚举「活跃」代码（~5000），只对活跃票抓 K 线；
+      // 直接 expandCodes 会盲扫 3 万槽位（含大量 inactive），K 线逐个抓取会超时。
+      log('[基线] 全市场模式：先抓快照枚举活跃代码…');
+      const snap = await market.fullMarketSnapshot(cfg, log);
+      codes = snap.quotes.map((q) => q.code);
+      log(`[基线] 活跃代码 ${codes.length} 只（交易日 ${snap.meta.marketDate}）`);
+    } else {
+      codes = readCandidates().map((c) => c.code);
+    }
+    log(`[基线预计算] scope=${scope} 共 ${codes.length} 只，锚定日 ${anchor}`);
+    const m = new Map();
+    let done = 0;
+    const res = await mapLimit(codes, cfg.market.concurrency, async (code) => {
+      try {
+        const kl = await market.fetchKline(code, anchor);
+        const b = PR.calcBaseline(kl, code, cfg);
+        if ((++done) % 500 === 0) log(`[基线] 进度 ${done}/${codes.length}`);
+        return [code, b];
+      } catch (e) { return [code, { error: String((e && e.message) || e) }]; }
+    });
+    let ok = 0, err = 0;
+    for (const [c, b] of res) { if (b && !b.error) { m.set(c, b); ok++; } else err++; }
+    const out = {}; for (const [c, b] of m) out[c] = b;
+    const cf = path.join(paths.eodDir(), cfg.baseline.dataDir, cfg.baseline.fileName(anchor));
+    fs.mkdirSync(path.dirname(cf), { recursive: true });
+    fs.writeFileSync(cf, JSON.stringify(out), 'utf8');
+    log(`[基线] 已缓存 ${ok} 只（失败 ${err}）→ ${path.basename(cf)}`);
+    return { baseline: { file: cf, ok, err } };
+  }
+
+  // 时段守卫（本地时钟，第一遍）
+  let ss = sessionState({ now, force: OPT.force });
+  log(`[时段] ${ss.reason}`);
+  if (!ss.ok) { log('[结束] 跳过'); return { skipped: ss.reason }; }
+
+  // 范围与代码
+  const scope = argOf('--scope') || (OPT.universe ? 'universe' : cfg.scope.default);
+  let codes, quotes;
+  if (scope === 'watchlist') {
+    const watch = readCandidates();
+    codes = watch.map((w) => w.code);
+    log(`[1/4] 抓观察池竞价快照（${codes.length} 只）…`);
+    quotes = (await market.fetchBatch(codes, cfg)).filter((q) => q);
+  } else {
+    log('[1/4] 抓全市场竞价快照…');
+    const snap = await market.fullMarketSnapshot(cfg, log);
+    quotes = snap.quotes;
+    if (snap.meta.valid < cfg.market.minValidQuotes) throw new Error(`有效报价 ${snap.meta.valid} 低于红线 ${cfg.market.minValidQuotes}`);
+    codes = quotes.map((q) => q.code);
+    log(`      快照 ${snap.meta.valid} 只（交易日 ${snap.meta.marketDate}）`);
+    // 第二遍时段守卫（用行情日期确认交易日）
+    ss = sessionState({ now, marketDate: snap.meta.marketDate, force: OPT.force });
+    if (!ss.ok) { log('[结束] 跳过'); return { skipped: ss.reason }; }
+  }
+  const tradeDate = ss.tradeDate;
+
+  // 基线
+  log('[2/4] 计算基线（昨涨 + 趋势）…');
+  const baseline = await getBaseline(codes, anchor, scope);
+
+  // 行业映射（分组用）
+  const map = loadIndustryMap();
+  if (map.count < 3000) log(`[警告] 行业映射仅 ${map.count} 只，分组可能失真`);
+
+  // 规则 + 打分
+  log('[3/4] 应用 P1/P2/P3 打分…');
+  const candidates = [];
+  const nearMissAll = [];
+  const gaps = [];
+  for (const q of quotes) {
+    const b = baseline.get(q.code);
+    if (!b) { gaps.push({ code: q.code, name: q.name, reason: '无基线K线' }); continue; }
+    const exR = excludeOne(q, map, tradeDate);
+    if (exR) { gaps.push({ code: q.code, name: q.name, reason: exR }); continue; }
+
+    const p1 = PR.calcP1(q, b, cfg);
+    q.__auctionChgPct = p1.auctionChgPct;
+    const p2 = PR.calcP2(q, b, cfg);
+    const p3 = PR.calcP3(b, cfg);
+    const sc = PR.scorePreopen(p1, p2, p3, cfg);
+    const sector = sectorOf(map, q.code) || UNKNOWN;
+    const rec = {
+      code: q.code, name: q.name, sector,
+      board: /sh68[89]/.test(q.code) ? '科创板' : /^sz30/.test(q.code) ? '创业板' : /^bj/.test(q.code) ? '北交所' : '主板',
+      open: q.open, prevClose: q.prevClose, price: q.price,
+      auctionChgPct: p1.auctionChgPct, auctionVolRatio: p1.auctionVolRatio,
+      yesterdayChgPct: b.yesterdayChgPct,
+      trend: { maBull: p3.maBull, newHigh20: p3.newHigh20, newHigh60: p3.newHigh60, slope20: p3.slope20 },
+      p1, p2, p3,
+      label: PR.labelOf(p1, p2, p3),
+      risk: p2.risk,
+      total: +sc.total.toFixed(1),
+      scoreItems: { p1: +p1.score.toFixed(2), p2: +p2.score.toFixed(2), p3: +p3.score.toFixed(2) },
+      stamp: q.stamp,
+    };
+    if (sc.total < cfg.score.minTotal) {
+      // 贴线样本（2026-10-22 补）：总分落在 [minTotal-10, minTotal) 的进归档 nearMiss 段。
+      // 竞价量比等特征无法事后从 K 线重建，被拒样本不留就无法回溯调「入选线」本身。
+      if (sc.total >= cfg.score.minTotal - 10) {
+        nearMissAll.push(Object.assign(rec, { belowMin: +(cfg.score.minTotal - sc.total).toFixed(1) }));
+      }
+      continue;
+    }
+    candidates.push(rec);
+  }
+  candidates.sort((a, b) => b.total - a.total);
+  nearMissAll.sort((a, b) => b.total - a.total);
+  const nearMiss = nearMissAll.slice(0, 10);
+  // 各淘汰原因计数（gaps 明细不落盘，只留统计——6000+ 只/天的明细太肥且没用）
+  const rejByReason = {};
+  for (const g of gaps) rejByReason[g.reason] = (rejByReason[g.reason] || 0) + 1;
+
+  // 分组
+  const bySector = new Map();
+  for (const c of candidates) {
+    if (!bySector.has(c.sector)) bySector.set(c.sector, []);
+    bySector.get(c.sector).push(c);
+  }
+  const groups = [];
+  for (const [sector, list] of bySector) {
+    list.sort((a, b) => b.total - a.total);
+    list.forEach((c, i) => { c.groupRank = i + 1; c.bestInGroup = i === 0; c.groupSize = list.length; });
+    groups.push({ sector, size: list.length, shown: list.slice(0, cfg.group.maxPerGroup), best: list[0] });
+  }
+  groups.sort((a, b) => b.best.total - a.best.total);
+
+  const result = {
+    candidates, groups, top: candidates.slice(0, cfg.group.topN),
+    stats: { snapshotCount: quotes.length, baselineCount: baseline.size, candidateCount: candidates.length, groupCount: groups.length, gapCount: gaps.length, rejByReason },
+    gaps,
+    nearMiss,
+  };
+
+  log(`[4/4] 落库 + 报告 + 通知…`);
+  return emitResult({ tradeDate, scope, anchor, result, baselineCount: baseline.size, quotesCount: quotes.length, marketDate: tradeDate, _t0: Date.now() });
+}
+
+async function emitResult(p) {
+  const { tradeDate, scope, result, marketDate } = p;
+  const saved = store.saveRun({
+    cfg, tradeDate, scope, candidates: result.candidates,
+    nearMiss: result.nearMiss, rejByReason: result.stats.rejByReason,
+    meta: { snapshotCount: result.stats.snapshotCount, baselineCount: p.baselineCount, validQuotes: p.quotesCount, marketDate, elapsedMs: Date.now() - (p._t0 || Date.now()) },
+    marketDate,
+  });
+  log(`[落库] ${path.basename(saved.file)}（${saved.recordCount} 条 / 第 ${saved.runCount} 次运行）`);
+
+  const reportDir = path.join(paths.eodDir(), cfg.store.reportDir);
+  fs.mkdirSync(reportDir, { recursive: true });
+  const suffix = OPT.stamp ? `-${dayjs.tz().format('HHmm')}` : '';
+  const reportFile = path.join(reportDir, `${cfg.store.prefix}-${tradeDate}${suffix}.html`);
+  fs.writeFileSync(reportFile, buildHTML({ cfg, tradeDate, scope, result, marketDate, anchor: p.anchor, runner: RUNNER }), 'utf8');
+  log(`[报告] ${reportFile}`);
+
+  if (cfg.notify.enabled && !OPT.noNotify) {
+    const top = result.top.slice(0, cfg.notify.topInMessage);
+    const lines = top.map((c, i) =>
+      `${i + 1}. ${c.name}（${c.code.replace(/^[a-z]+/, '')}）${c.sector} · 竞价${c.auctionChgPct?.toFixed(2)}% · 昨${c.yesterdayChgPct?.toFixed(2)}% · ${c.label} · 总分${c.total}`);
+    const content = [
+      `交易日 ${tradeDate} · 盘前选股（${scope === 'universe' ? '全市场' : '观察池'}）`,
+      `候选 ${result.stats.candidateCount} 只 / ${result.stats.groupCount} 行业（快照 ${result.stats.snapshotCount} → 基线 ${result.stats.baselineCount}）`,
+      '', ...lines, '',
+      `完整报告见本地：eod/reports/${cfg.store.prefix}-${tradeDate}${suffix}.html`,
+    ].join('\n');
+    const res = await notify({ title: `盘前选股 ${tradeDate}（${result.stats.candidateCount} 只）`, content, htmlPath: reportFile });
+    for (const [ch, [ok, info]] of res) log(`[notify] ${ch}: ${ok ? 'OK' : '失败 ' + JSON.stringify(info)}`);
+  }
+
+  // 推送远程溯源
+  if (!OPT.noPush) {
+    try {
+      const pushFiles = [saved.file, reportFile];
+      gitPush(pushFiles, `preopen: ${tradeDate} 候选 ${result.stats.candidateCount} 只（${scope}）`);
+      log('[推送] 已 git 提交并推送远程（溯源）');
+    } catch (e) {
+      log(`[推送] 失败（数据已落本地，可稍后手动推送）：${e && e.message || e}`);
+    }
+  }
+
+  const summary = {
+    tradeDate, scope,
+    snapshot: result.stats.snapshotCount, baseline: result.stats.baselineCount,
+    candidates: result.stats.candidateCount, groups: result.stats.groupCount,
+    top: result.top.slice(0, 10).map((c) => ({ code: c.code, name: c.name, total: c.total, label: c.label })),
+    reportFile, savedFile: saved.file,
+  };
+  if (OPT.json) console.log(JSON.stringify(summary, null, 2));
+  return summary;
+}
+
+run().catch((e) => fail('盘前选股流程异常', e));