candidate-pool 3.0.0 → 3.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +23 -0
- package/eod/data/preopen-2026-10-22.json +678 -67
- package/eod/lib/preopen_store.js +11 -2
- package/eod/preopen_screener.js +20 -5
- package/eod/tail.config.js +7 -1
- package/gen_candidates.js +5 -1
- package/package.json +1 -1
package/CHANGELOG.md
CHANGED
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@@ -2,6 +2,29 @@
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所有变动按 **Conventional Commits** 约定分类，由 `changelogen` 自动生成。
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## v3.0.1
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[compare changes](https://github.com/GuoSirius/candidate-pool/compare/v3.0.0...v3.0.1)
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### 🚀 新功能 (Features)
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- **preopen:** 归档补贴线样本与淘汰统计支撑日后调参 ([c8d206b](https://github.com/GuoSirius/candidate-pool/commit/c8d206b))
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- 次日候选快照记录当时规则常量与生成时间 ([3cc1b72](https://github.com/GuoSirius/candidate-pool/commit/3cc1b72))
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### 📚 文档 (Documentation)
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- **eod:** 尾盘原始存档永久保留策略落注释并补复盘第8.6节 ([6ba4fef](https://github.com/GuoSirius/candidate-pool/commit/6ba4fef))
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### 📦 杂项维护 (Chores)
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- **eod:** 尾盘口径版本号升到 2 并写明版本切段规则 ([5a6921a](https://github.com/GuoSirius/candidate-pool/commit/5a6921a))
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- Obs run 2026-10-22 (0 candidates) ([4d44623](https://github.com/GuoSirius/candidate-pool/commit/4d44623))
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- 尾盘选股 2026-10-22 ([2e0e85b](https://github.com/GuoSirius/candidate-pool/commit/2e0e85b))
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### ❤️ Contributors
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- 郭之存 ([@siriusSupreme](https://github.com/siriusSupreme))
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## v3.0.0
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[compare changes](https://github.com/GuoSirius/candidate-pool/compare/v2.2.0...v3.0.0)
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@@ -2,16 +2,21 @@
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"tradeDate": "2026-10-22",
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"scope": "universe",
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"mode": "preopen",
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"generatedAt": "2026-10-
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"generatedAt": "2026-10-22T06:20:58.507Z",
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"marketDate": "2026-10-22",
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"meta": {
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"snapshotCount": 6177,
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"baselineCount": 5558,
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"validQuotes": 6177,
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"marketDate": "2026-10-22",
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"elapsedMs":
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"elapsedMs": 0,
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"recordCount": 18,
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"runCount":
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"runCount": 7,
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"rejByReason": {
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"停牌/无成交": 68,
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"ST/退市风险": 467,
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"无基线K线": 619
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}
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},
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"runs": [
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{
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"sz002565",
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"sz300107"
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]
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},
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{
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"at": "2026-10-22T06:20:58.507Z",
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"count": 18,
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"codes": [
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"sh600293",
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"sh603278",
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"sz002388",
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"sz002724",
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"sz300839",
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"sz002696",
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"sh601566",
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"sh603332",
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"sz002076",
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"sh603138",
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"sh601999",
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"sz002929",
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"sz002181",
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"sz300296",
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"sz002313",
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"sz002238",
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"sz002565",
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"sz300107"
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]
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}
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],
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"nearMiss": [
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{
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"code": "sz001216",
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"name": "华瓷股份",
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"sector": "家居用品",
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"board": "主板",
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"open": 26.39,
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"prevClose": 25.2,
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"price": 27.72,
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"auctionChgPct": 4.722222222222228,
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"auctionVolRatio": 1.5839112556182462,
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"yesterdayChgPct": 9.995635093845468,
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"trend": {
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"maBull": false,
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"newHigh20": false,
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"newHigh60": false,
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"slope20": 0.1493813039119404
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},
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"p1": {
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"auctionChgPct": 4.722222222222228,
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"auctionVolRatio": 1.5839112556182462,
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"highOpen": true,
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"nearLimit": false,
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"volOk": true,
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"score": 0.5722222222222227,
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"ok": true
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"p2": {
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"yesterdayChgPct": 9.995635093845468,
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"auctionChgPct": 4.722222222222228,
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"applicable": true,
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"verdict": "符合预期·健康高开",
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"score": 0.7,
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"risk": false
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},
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"ma5": 23.79,
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},
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"label": "弱转强·符合",
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"risk": false,
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"total": 44.5,
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"p1": 0.57,
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"p2": 0.7,
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"p3": 0
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},
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"stamp": "20261022142051",
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"belowMin": 0.5
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"code": "sz002307",
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"name": "北新路桥",
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"price": 3.39,
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"auctionVolRatio": 6.372999611853115,
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"yesterdayChgPct": 1.650165016501659,
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"maBull": false,
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"code": "sz300369",
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434
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503
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550
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560
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561
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{
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619
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"applicable": false,
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"verdict": "非强势股",
|
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"score": 0,
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"risk": false
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},
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"p3": {
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"ma5": 25.357999999999997,
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"newHigh60": false,
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"ok": false
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},
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"label": "竞价涨停",
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"risk": false,
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"total": 35,
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"scoreItems": {
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"p1": 1,
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"p2": 0,
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"stamp": "20261022142051",
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"belowMin": 10
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"auctionChgPct": 10.10526315789475,
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"auctionVolRatio":
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"auctionVolRatio": 3.8293021870760677,
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"yesterdayChgPct": 9.953703703703699,
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"auctionVolRatio":
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"price": 14.51,
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"auctionChgPct": 9.931766489764971,
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"auctionVolRatio": 8.
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"auctionVolRatio": 8.312967402583462,
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"yesterdayChgPct": 10.008340283569627,
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"auctionVolRatio": 8.
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"auctionVolRatio": 8.312967402583462,
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"prevClose": 9.1,
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"auctionChgPct": 10.000000000000009,
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"auctionVolRatio": 2.
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"auctionVolRatio": 2.839307880910683,
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"yesterdayChgPct": 10.036275695284157,
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"auctionChgPct": 10.000000000000009,
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"auctionVolRatio": 2.
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"auctionVolRatio": 2.839307880910683,
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"price": 11.21,
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"auctionVolRatio": 9.
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"auctionVolRatio": 9.652169218476688,
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"auctionChgPct": 10.009813542688928,
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"auctionVolRatio": 9.
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"prevClose": 16.6,
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"auctionVolRatio": 0.90933122693604,
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"stamp": "20261022142051",
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@@ -430,9 +1041,9 @@
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"board": "主板",
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"open": 11.28,
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"prevClose": 10.52,
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"price": 10.
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"price": 10.1,
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"auctionChgPct": 7.2243346007604625,
|
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"auctionVolRatio": 2.272475903810422,
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"maBull": true,
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@@ -442,7 +1053,7 @@
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"volOk": true,
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"p2": 1,
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"stamp": "20261022142051",
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@@ -490,9 +1101,9 @@
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"board": "主板",
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|
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"price": 9.
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|
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|
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"price": 9.69,
|
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|
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|
|
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"auctionVolRatio": 2.103708536999515,
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"maBull": false,
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@@ -502,7 +1113,7 @@
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},
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"auctionVolRatio": 2.103708536999515,
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"highOpen": true,
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"p2": 1,
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"p3": 0.33
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"stamp": "20261022142049",
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@@ -550,9 +1161,9 @@
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"board": "主板",
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|
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"price": 12.
|
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"price": 12.4,
|
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|
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"auctionVolRatio": 6.381101059429456,
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"maBull": false,
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@@ -562,7 +1173,7 @@
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"auctionVolRatio": 6.381101059429456,
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"stamp": "20261022142050",
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@@ -612,7 +1223,7 @@
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"prevClose": 2.45,
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|
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|
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|
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"maBull": false,
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@@ -622,7 +1233,7 @@
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},
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"p1": {
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"auctionVolRatio": 5.685601285850272,
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"prevClose": 15.38,
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"auctionVolRatio": 3.8582434514637907,
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@@ -682,7 +1293,7 @@
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"auctionVolRatio": 3.8582434514637907,
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"prevClose": 7.8,
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"price": 8.58,
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"auctionChgPct": 5.769230769230771,
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"auctionVolRatio": 4.
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"auctionVolRatio": 4.387771223045766,
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"yesterdayChgPct": 10.014104372355437,
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@@ -742,7 +1353,7 @@
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"auctionVolRatio": 4.
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1356
|
+
"auctionVolRatio": 4.387771223045766,
|
|
746
1357
|
"highOpen": true,
|
|
747
1358
|
"nearLimit": false,
|
|
748
1359
|
"volOk": true,
|
|
@@ -778,7 +1389,7 @@
|
|
|
778
1389
|
"p2": 0.7,
|
|
779
1390
|
"p3": 0.49
|
|
780
1391
|
},
|
|
781
|
-
"stamp": "
|
|
1392
|
+
"stamp": "20261022142048",
|
|
782
1393
|
"groupRank": 1,
|
|
783
1394
|
"bestInGroup": true,
|
|
784
1395
|
"groupSize": 2
|
|
@@ -790,9 +1401,9 @@
|
|
|
790
1401
|
"board": "主板",
|
|
791
1402
|
"open": 60,
|
|
792
1403
|
"prevClose": 56.12,
|
|
793
|
-
"price":
|
|
1404
|
+
"price": 57.53,
|
|
794
1405
|
"auctionChgPct": 6.913756236635793,
|
|
795
|
-
"auctionVolRatio":
|
|
1406
|
+
"auctionVolRatio": 2.3222982543848687,
|
|
796
1407
|
"yesterdayChgPct": 9.992163009404397,
|
|
797
1408
|
"trend": {
|
|
798
1409
|
"maBull": false,
|
|
@@ -802,7 +1413,7 @@
|
|
|
802
1413
|
},
|
|
803
1414
|
"p1": {
|
|
804
1415
|
"auctionChgPct": 6.913756236635793,
|
|
805
|
-
"auctionVolRatio":
|
|
1416
|
+
"auctionVolRatio": 2.3222982543848687,
|
|
806
1417
|
"highOpen": true,
|
|
807
1418
|
"nearLimit": false,
|
|
808
1419
|
"volOk": true,
|
|
@@ -838,7 +1449,7 @@
|
|
|
838
1449
|
"p2": 0.7,
|
|
839
1450
|
"p3": 0.3
|
|
840
1451
|
},
|
|
841
|
-
"stamp": "
|
|
1452
|
+
"stamp": "20261022142051",
|
|
842
1453
|
"groupRank": 1,
|
|
843
1454
|
"bestInGroup": true,
|
|
844
1455
|
"groupSize": 1
|
|
@@ -850,9 +1461,9 @@
|
|
|
850
1461
|
"board": "主板",
|
|
851
1462
|
"open": 11.49,
|
|
852
1463
|
"prevClose": 11.14,
|
|
853
|
-
"price": 10.
|
|
1464
|
+
"price": 10.27,
|
|
854
1465
|
"auctionChgPct": 3.1418312387791802,
|
|
855
|
-
"auctionVolRatio":
|
|
1466
|
+
"auctionVolRatio": 3.0640154071537915,
|
|
856
1467
|
"yesterdayChgPct": 9.970384995064151,
|
|
857
1468
|
"trend": {
|
|
858
1469
|
"maBull": true,
|
|
@@ -862,7 +1473,7 @@
|
|
|
862
1473
|
},
|
|
863
1474
|
"p1": {
|
|
864
1475
|
"auctionChgPct": 3.1418312387791802,
|
|
865
|
-
"auctionVolRatio":
|
|
1476
|
+
"auctionVolRatio": 3.0640154071537915,
|
|
866
1477
|
"highOpen": true,
|
|
867
1478
|
"nearLimit": false,
|
|
868
1479
|
"volOk": true,
|
|
@@ -898,7 +1509,7 @@
|
|
|
898
1509
|
"p2": 0.7,
|
|
899
1510
|
"p3": 0.73
|
|
900
1511
|
},
|
|
901
|
-
"stamp": "
|
|
1512
|
+
"stamp": "20261022142054",
|
|
902
1513
|
"groupRank": 2,
|
|
903
1514
|
"bestInGroup": false,
|
|
904
1515
|
"groupSize": 2
|
|
@@ -910,9 +1521,9 @@
|
|
|
910
1521
|
"board": "创业板",
|
|
911
1522
|
"open": 5.96,
|
|
912
1523
|
"prevClose": 5.63,
|
|
913
|
-
"price": 6.
|
|
1524
|
+
"price": 6.36,
|
|
914
1525
|
"auctionChgPct": 5.861456483126104,
|
|
915
|
-
"auctionVolRatio": 1.
|
|
1526
|
+
"auctionVolRatio": 1.6557754091173795,
|
|
916
1527
|
"yesterdayChgPct": 20.04264392324093,
|
|
917
1528
|
"trend": {
|
|
918
1529
|
"maBull": false,
|
|
@@ -922,7 +1533,7 @@
|
|
|
922
1533
|
},
|
|
923
1534
|
"p1": {
|
|
924
1535
|
"auctionChgPct": 5.861456483126104,
|
|
925
|
-
"auctionVolRatio": 1.
|
|
1536
|
+
"auctionVolRatio": 1.6557754091173795,
|
|
926
1537
|
"highOpen": true,
|
|
927
1538
|
"nearLimit": false,
|
|
928
1539
|
"volOk": true,
|
|
@@ -958,7 +1569,7 @@
|
|
|
958
1569
|
"p2": 0.7,
|
|
959
1570
|
"p3": 0.3
|
|
960
1571
|
},
|
|
961
|
-
"stamp": "
|
|
1572
|
+
"stamp": "20261022142051",
|
|
962
1573
|
"groupRank": 1,
|
|
963
1574
|
"bestInGroup": true,
|
|
964
1575
|
"groupSize": 1
|
|
@@ -970,9 +1581,9 @@
|
|
|
970
1581
|
"board": "主板",
|
|
971
1582
|
"open": 10.18,
|
|
972
1583
|
"prevClose": 9.68,
|
|
973
|
-
"price": 9.
|
|
1584
|
+
"price": 9.22,
|
|
974
1585
|
"auctionChgPct": 5.165289256198347,
|
|
975
|
-
"auctionVolRatio":
|
|
1586
|
+
"auctionVolRatio": 8.060967935271202,
|
|
976
1587
|
"yesterdayChgPct": 9.999999999999986,
|
|
977
1588
|
"trend": {
|
|
978
1589
|
"maBull": false,
|
|
@@ -982,7 +1593,7 @@
|
|
|
982
1593
|
},
|
|
983
1594
|
"p1": {
|
|
984
1595
|
"auctionChgPct": 5.165289256198347,
|
|
985
|
-
"auctionVolRatio":
|
|
1596
|
+
"auctionVolRatio": 8.060967935271202,
|
|
986
1597
|
"highOpen": true,
|
|
987
1598
|
"nearLimit": false,
|
|
988
1599
|
"volOk": true,
|
|
@@ -1018,7 +1629,7 @@
|
|
|
1018
1629
|
"p2": 0.7,
|
|
1019
1630
|
"p3": 0.3
|
|
1020
1631
|
},
|
|
1021
|
-
"stamp": "
|
|
1632
|
+
"stamp": "20261022142051",
|
|
1022
1633
|
"groupRank": 1,
|
|
1023
1634
|
"bestInGroup": true,
|
|
1024
1635
|
"groupSize": 1
|
|
@@ -1030,9 +1641,9 @@
|
|
|
1030
1641
|
"board": "主板",
|
|
1031
1642
|
"open": 8.11,
|
|
1032
1643
|
"prevClose": 7.61,
|
|
1033
|
-
"price": 7.
|
|
1644
|
+
"price": 7.25,
|
|
1034
1645
|
"auctionChgPct": 6.570302233902758,
|
|
1035
|
-
"auctionVolRatio":
|
|
1646
|
+
"auctionVolRatio": 3.0170273099935345,
|
|
1036
1647
|
"yesterdayChgPct": 9.97109826589595,
|
|
1037
1648
|
"trend": {
|
|
1038
1649
|
"maBull": false,
|
|
@@ -1042,7 +1653,7 @@
|
|
|
1042
1653
|
},
|
|
1043
1654
|
"p1": {
|
|
1044
1655
|
"auctionChgPct": 6.570302233902758,
|
|
1045
|
-
"auctionVolRatio":
|
|
1656
|
+
"auctionVolRatio": 3.0170273099935345,
|
|
1046
1657
|
"highOpen": true,
|
|
1047
1658
|
"nearLimit": false,
|
|
1048
1659
|
"volOk": true,
|
|
@@ -1078,7 +1689,7 @@
|
|
|
1078
1689
|
"p2": 0.7,
|
|
1079
1690
|
"p3": 0.03
|
|
1080
1691
|
},
|
|
1081
|
-
"stamp": "
|
|
1692
|
+
"stamp": "20261022142051",
|
|
1082
1693
|
"groupRank": 1,
|
|
1083
1694
|
"bestInGroup": true,
|
|
1084
1695
|
"groupSize": 1
|
|
@@ -1090,9 +1701,9 @@
|
|
|
1090
1701
|
"board": "主板",
|
|
1091
1702
|
"open": 8.95,
|
|
1092
1703
|
"prevClose": 8.48,
|
|
1093
|
-
"price": 8.
|
|
1704
|
+
"price": 8.12,
|
|
1094
1705
|
"auctionChgPct": 5.54245283018866,
|
|
1095
|
-
"auctionVolRatio": 3.
|
|
1706
|
+
"auctionVolRatio": 3.761221483198648,
|
|
1096
1707
|
"yesterdayChgPct": 9.987029831387817,
|
|
1097
1708
|
"trend": {
|
|
1098
1709
|
"maBull": false,
|
|
@@ -1102,7 +1713,7 @@
|
|
|
1102
1713
|
},
|
|
1103
1714
|
"p1": {
|
|
1104
1715
|
"auctionChgPct": 5.54245283018866,
|
|
1105
|
-
"auctionVolRatio": 3.
|
|
1716
|
+
"auctionVolRatio": 3.761221483198648,
|
|
1106
1717
|
"highOpen": true,
|
|
1107
1718
|
"nearLimit": false,
|
|
1108
1719
|
"volOk": true,
|
|
@@ -1138,7 +1749,7 @@
|
|
|
1138
1749
|
"p2": 0.7,
|
|
1139
1750
|
"p3": 0
|
|
1140
1751
|
},
|
|
1141
|
-
"stamp": "
|
|
1752
|
+
"stamp": "20261022142051",
|
|
1142
1753
|
"groupRank": 1,
|
|
1143
1754
|
"bestInGroup": true,
|
|
1144
1755
|
"groupSize": 1
|
|
@@ -1150,9 +1761,9 @@
|
|
|
1150
1761
|
"board": "创业板",
|
|
1151
1762
|
"open": 8.02,
|
|
1152
1763
|
"prevClose": 7.57,
|
|
1153
|
-
"price": 7.
|
|
1764
|
+
"price": 7.68,
|
|
1154
1765
|
"auctionChgPct": 5.944517833553498,
|
|
1155
|
-
"auctionVolRatio": 1.
|
|
1766
|
+
"auctionVolRatio": 1.4714892903442183,
|
|
1156
1767
|
"yesterdayChgPct": -2.699228791773778,
|
|
1157
1768
|
"trend": {
|
|
1158
1769
|
"maBull": true,
|
|
@@ -1162,7 +1773,7 @@
|
|
|
1162
1773
|
},
|
|
1163
1774
|
"p1": {
|
|
1164
1775
|
"auctionChgPct": 5.944517833553498,
|
|
1165
|
-
"auctionVolRatio": 1.
|
|
1776
|
+
"auctionVolRatio": 1.4714892903442183,
|
|
1166
1777
|
"highOpen": true,
|
|
1167
1778
|
"nearLimit": false,
|
|
1168
1779
|
"volOk": true,
|
|
@@ -1198,7 +1809,7 @@
|
|
|
1198
1809
|
"p2": 0,
|
|
1199
1810
|
"p3": 0.7
|
|
1200
1811
|
},
|
|
1201
|
-
"stamp": "
|
|
1812
|
+
"stamp": "20261022142051",
|
|
1202
1813
|
"groupRank": 1,
|
|
1203
1814
|
"bestInGroup": true,
|
|
1204
1815
|
"groupSize": 1
|
package/eod/lib/preopen_store.js
CHANGED
|
@@ -4,6 +4,9 @@
|
|
|
4
4
|
* ---------------------------------------------------------------------------
|
|
5
5
|
* 一天一份文件：preopen/data/preopen-YYYYMMDD.json
|
|
6
6
|
* - records: code -> 候选明细（含 P1/P2/P3 分项、基线、标签、总分）
|
|
7
|
+
* - nearMiss: 贴线样本（总分落在 [minTotal-10, minTotal) 的 Top10，带完整分项）——
|
|
8
|
+
* 竞价特征无法事后从 K 线重建，被拒样本不留就无法回溯调「入选线」（2026-10-22 补）
|
|
9
|
+
* - meta.rejByReason: 各淘汰原因计数（漏斗/通过率分析）
|
|
7
10
|
* - runs[]: 当日多次运行留痕（幂等：同文件整文件覆盖，records 按 code 唯一）
|
|
8
11
|
* - close：收盘回填后追加当日收盘/涨跌幅/是否涨停/命中标记（preopen_backfill.js）
|
|
9
12
|
*
|
|
@@ -27,10 +30,13 @@ function loadRun(cfg, tradeDate) {
|
|
|
27
30
|
|
|
28
31
|
/**
|
|
29
32
|
* 落库（幂等：同文件整文件覆盖，runs[] 追加本次运行）。
|
|
30
|
-
* @param {object} p { cfg, tradeDate, scope, candidates, meta, marketDate }
|
|
33
|
+
* @param {object} p { cfg, tradeDate, scope, candidates, nearMiss?, rejByReason?, meta, marketDate }
|
|
34
|
+
* - nearMiss：贴线样本（总分 [minTotal-10, minTotal) 的 Top10，带完整分项），
|
|
35
|
+
* 供日后调「入选线」用；竞价特征无法事后重建，必须运行时留。语义 = 最近一次运行覆盖。
|
|
36
|
+
* - rejByReason：各淘汰原因计数（漏斗分析用）。
|
|
31
37
|
* @returns {{file, recordCount, runCount}}
|
|
32
38
|
*/
|
|
33
|
-
function saveRun({ cfg, tradeDate, scope, candidates, meta, marketDate }) {
|
|
39
|
+
function saveRun({ cfg, tradeDate, scope, candidates, nearMiss, rejByReason, meta, marketDate }) {
|
|
34
40
|
const dir = path.join(paths.eodDir(), cfg.store.dataDir);
|
|
35
41
|
fs.mkdirSync(dir, { recursive: true });
|
|
36
42
|
const f = dataFile(cfg, tradeDate);
|
|
@@ -55,10 +61,13 @@ function saveRun({ cfg, tradeDate, scope, candidates, meta, marketDate }) {
|
|
|
55
61
|
marketDate,
|
|
56
62
|
meta: Object.assign({}, meta, { recordCount: Object.keys(records).length, runCount: runs.length }),
|
|
57
63
|
runs,
|
|
64
|
+
// 贴线样本（最近一次运行覆盖）；rejByReason 挂在 meta 里
|
|
65
|
+
nearMiss: Array.isArray(nearMiss) ? nearMiss : (prev.nearMiss || []),
|
|
58
66
|
// 保留历史回填结果（若有）
|
|
59
67
|
close: prev.close || null,
|
|
60
68
|
records,
|
|
61
69
|
};
|
|
70
|
+
if (rejByReason && Object.keys(rejByReason).length) doc.meta.rejByReason = rejByReason;
|
|
62
71
|
fs.writeFileSync(f, JSON.stringify(doc, null, 2), 'utf8');
|
|
63
72
|
return { file: f, recordCount: doc.meta.recordCount, runCount: runs.length };
|
|
64
73
|
}
|
package/eod/preopen_screener.js
CHANGED
|
@@ -249,6 +249,7 @@ async function run() {
|
|
|
249
249
|
// 规则 + 打分
|
|
250
250
|
log('[3/4] 应用 P1/P2/P3 打分…');
|
|
251
251
|
const candidates = [];
|
|
252
|
+
const nearMissAll = [];
|
|
252
253
|
const gaps = [];
|
|
253
254
|
for (const q of quotes) {
|
|
254
255
|
const b = baseline.get(q.code);
|
|
@@ -261,10 +262,8 @@ async function run() {
|
|
|
261
262
|
const p2 = PR.calcP2(q, b, cfg);
|
|
262
263
|
const p3 = PR.calcP3(b, cfg);
|
|
263
264
|
const sc = PR.scorePreopen(p1, p2, p3, cfg);
|
|
264
|
-
if (sc.total < cfg.score.minTotal) continue;
|
|
265
|
-
|
|
266
265
|
const sector = sectorOf(map, q.code) || UNKNOWN;
|
|
267
|
-
|
|
266
|
+
const rec = {
|
|
268
267
|
code: q.code, name: q.name, sector,
|
|
269
268
|
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',
|
|
270
269
|
open: q.open, prevClose: q.prevClose, price: q.price,
|
|
@@ -277,9 +276,23 @@ async function run() {
|
|
|
277
276
|
total: +sc.total.toFixed(1),
|
|
278
277
|
scoreItems: { p1: +p1.score.toFixed(2), p2: +p2.score.toFixed(2), p3: +p3.score.toFixed(2) },
|
|
279
278
|
stamp: q.stamp,
|
|
280
|
-
}
|
|
279
|
+
};
|
|
280
|
+
if (sc.total < cfg.score.minTotal) {
|
|
281
|
+
// 贴线样本（2026-10-22 补）：总分落在 [minTotal-10, minTotal) 的进归档 nearMiss 段。
|
|
282
|
+
// 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。
|
|
283
|
+
if (sc.total >= cfg.score.minTotal - 10) {
|
|
284
|
+
nearMissAll.push(Object.assign(rec, { belowMin: +(cfg.score.minTotal - sc.total).toFixed(1) }));
|
|
285
|
+
}
|
|
286
|
+
continue;
|
|
287
|
+
}
|
|
288
|
+
candidates.push(rec);
|
|
281
289
|
}
|
|
282
290
|
candidates.sort((a, b) => b.total - a.total);
|
|
291
|
+
nearMissAll.sort((a, b) => b.total - a.total);
|
|
292
|
+
const nearMiss = nearMissAll.slice(0, 10);
|
|
293
|
+
// 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）
|
|
294
|
+
const rejByReason = {};
|
|
295
|
+
for (const g of gaps) rejByReason[g.reason] = (rejByReason[g.reason] || 0) + 1;
|
|
283
296
|
|
|
284
297
|
// 分组
|
|
285
298
|
const bySector = new Map();
|
|
@@ -297,8 +310,9 @@ async function run() {
|
|
|
297
310
|
|
|
298
311
|
const result = {
|
|
299
312
|
candidates, groups, top: candidates.slice(0, cfg.group.topN),
|
|
300
|
-
stats: { snapshotCount: quotes.length, baselineCount: baseline.size, candidateCount: candidates.length, groupCount: groups.length, gapCount: gaps.length },
|
|
313
|
+
stats: { snapshotCount: quotes.length, baselineCount: baseline.size, candidateCount: candidates.length, groupCount: groups.length, gapCount: gaps.length, rejByReason },
|
|
301
314
|
gaps,
|
|
315
|
+
nearMiss,
|
|
302
316
|
};
|
|
303
317
|
|
|
304
318
|
log(`[4/4] 落库 + 报告 + 通知…`);
|
|
@@ -309,6 +323,7 @@ async function emitResult(p) {
|
|
|
309
323
|
const { tradeDate, scope, result, marketDate } = p;
|
|
310
324
|
const saved = store.saveRun({
|
|
311
325
|
cfg, tradeDate, scope, candidates: result.candidates,
|
|
326
|
+
nearMiss: result.nearMiss, rejByReason: result.stats.rejByReason,
|
|
312
327
|
meta: { snapshotCount: result.stats.snapshotCount, baselineCount: p.baselineCount, validQuotes: p.quotesCount, marketDate, elapsedMs: Date.now() - (p._t0 || Date.now()) },
|
|
313
328
|
marketDate,
|
|
314
329
|
});
|
package/eod/tail.config.js
CHANGED
|
@@ -30,7 +30,10 @@ const RANGES = [
|
|
|
30
30
|
];
|
|
31
31
|
|
|
32
32
|
module.exports = {
|
|
33
|
-
|
|
33
|
+
// 口径版本：写进每日归档 JSON 顶层与报告页脚，参数/打分口径变更时 +1，
|
|
34
|
+
// 回溯按版本切段（v1 = 2026-09-18~10-21 六项打分含 sector；v2 = 2026-10-22 起五项 35/24/18/12/11 + 新门槛）。
|
|
35
|
+
// ⚠️ 新旧版本的总分/分项不可直接横向比较，复盘对比必须先按 version 分组。
|
|
36
|
+
version: 2,
|
|
34
37
|
|
|
35
38
|
// =========================================================================
|
|
36
39
|
// 1. 交易时段（FR-01 / Q1：不依赖外部日历，靠行情时间戳 + 本地时钟判断）
|
|
@@ -212,6 +215,9 @@ module.exports = {
|
|
|
212
215
|
// 观察模式（14:30~14:50）另存 eod-<交易日>-obs.json，不污染正式口径；
|
|
213
216
|
// 一天一个文件，多次观察靠 runs[] 留痕（--stamp 才会在文件名里带时点）。
|
|
214
217
|
keepRunHistory: 20, // 每个文件最多保留多少条运行历史
|
|
218
|
+
// raw/（快照+分时原始存档）**永久保留**（2026-10-22 确认）：
|
|
219
|
+
// 它是「改打分权重后离线重算历史」的唯一凭据（.tmp/smoke_newcfg.js 即靠它冒烟），
|
|
220
|
+
// 单份几 MB，磁盘成本可忽略；删除 = 该日历史永远只能按旧口径分析。
|
|
215
221
|
},
|
|
216
222
|
|
|
217
223
|
// =========================================================================
|
package/gen_candidates.js
CHANGED
|
@@ -50,7 +50,7 @@ const paths = require('./paths');
|
|
|
50
50
|
const scaffold = require('./scaffold');
|
|
51
51
|
// 规则引擎纯函数（R01/R07/R05/行业中位数/成交量单位/时区锚定）统一走 rules.js，
|
|
52
52
|
// 单测见 rules.test.js，避免与 gen_candidates 内联实现漂移导致双份真相。
|
|
53
|
-
const { lastClosedTradingDay, nextTradingDay, calcTurnover, computeSectors, calcR01, isLaggard, verifyR05 } = require('./rules');
|
|
53
|
+
const { lastClosedTradingDay, nextTradingDay, calcTurnover, computeSectors, calcR01, isLaggard, verifyR05, G } = require('./rules');
|
|
54
54
|
|
|
55
55
|
// ---------- 数据源：腾讯公开行情接口（无需任何第三方 CLI / 内置技能）----------
|
|
56
56
|
const QT_QUOTE = 'https://qt.gtimg.cn/q=';
|
|
@@ -423,6 +423,10 @@ async function main() {
|
|
|
423
423
|
paths.ensureDir(path.dirname(snapshotPath)); // --dump 指向新目录时也要能写出去
|
|
424
424
|
const snap = {
|
|
425
425
|
anchor, target, limit, topN,
|
|
426
|
+
generatedAt: new Date().toISOString(),
|
|
427
|
+
// 快照当时的规则常量（rules.js G）：日后调参（如 CHG_MIN 3→4）时，
|
|
428
|
+
// 历史门槛可按当时的常量重算，也可按新常量对 stocks[].chg 等原始值离线重切。
|
|
429
|
+
rulesG: { ...G },
|
|
426
430
|
breadth, breadthIsAnchor, overview,
|
|
427
431
|
stocks: stocks.map(s => { const c = Object.assign({}, s); delete c.kline; delete c.quote; delete c.minute; return c; }),
|
|
428
432
|
sectors: validSectors.map(s => { const c = Object.assign({}, s); delete c.members; return c; }),
|