fi-pool-server 0.1.0

package/dist/utils/signals.js

@@ -0,0 +1,171 @@
+/**
+ * 信号检测工具模块
+ *
+ * 基于技术指标识别买入/卖出信号。
+ * 用于在流水线中生成每日分析报告的 signals 字段。
+ *
+ * @module signals
+ */
+import { calcMA } from './indicators.js';
+// ─── 默认值 ───────────────────────────────────────────────────
+/** 空信号结果（所有信号为 false，量比为 0） */
+const EMPTY_SIGNALS = {
+    goldenCross: false,
+    deadCross: false,
+    overbought: false,
+    oversold: false,
+    volumeSpike: false,
+    volumeRatio: 0,
+};
+// ─── 信号检测 ─────────────────────────────────────────────────
+/**
+ * 检测技术信号
+ *
+ * 综合判断金叉/死叉、超买/超卖、放量等信号。
+ *
+ * 金叉/死叉判断逻辑：
+ *   计算 MA5 和 MA10 完整序列，取最后一个有效值及其前一个值进行比较。
+ *   金叉条件：前值 MA5 ≤ MA10 且 现值 MA5 > MA10
+ *   死叉条件：前值 MA5 ≥ MA10 且 现值 MA5 < MA10
+ *
+ * 量比逻辑：
+ *   取最后 5 个交易日（不含当日）成交量的平均值作为基准，
+ *   量比 = 当日成交量 / 基准均量。
+ *
+ * @param data        - 完整 OHLCV 数组（按日期升序排列）
+ * @param latestMA    - 当前最新的 MA5 与 MA10 值（由调用方预计算传入）
+ * @param latestRSI14 - 当前最新的 RSI14 值（由调用方预计算传入）
+ * @returns 信号检测结果
+ *
+ * @example
+ * ```typescript
+ * const ma5 = calcMA(data, 5);
+ * const ma10 = calcMA(data, 10);
+ * const rsi14 = calcRSI(data, 14);
+ * const signals = detectSignals(
+ *   data,
+ *   { ma5: ma5[ma5.length - 1], ma10: ma10[ma10.length - 1] },
+ *   rsi14[rsi14.length - 1]
+ * );
+ * ```
+ */
+export function detectSignals(data, latestMA, latestRSI14) {
+    if (data.length === 0) {
+        return { ...EMPTY_SIGNALS };
+    }
+    return {
+        goldenCross: detectGoldenCross(data),
+        deadCross: detectDeadCross(data),
+        overbought: latestRSI14 !== null && latestRSI14 > 80,
+        oversold: latestRSI14 !== null && latestRSI14 < 20,
+        volumeSpike: detectVolumeSpike(data),
+        volumeRatio: calcVolumeRatio(data),
+    };
+}
+// ─── 内部检测函数 ─────────────────────────────────────────────
+/**
+ * 从完整的 MA 序列中定位最后一个有效索引
+ *
+ * @param ma - 可能含 null 的 MA 数组
+ * @returns 最后一个非 null 值的索引，如无有效值返回 -1
+ */
+function lastValidIndex(ma) {
+    for (let i = ma.length - 1; i >= 0; i--) {
+        if (ma[i] !== null)
+            return i;
+    }
+    return -1;
+}
+/**
+ * 检测金叉：MA5 上穿 MA10
+ *
+ * 从 data 中重新计算 MA5 和 MA10 序列，
+ * 判断最近一个有效位置是否发生上穿。
+ *
+ * @param data - OHLCV 数组
+ * @returns 是否发生金叉
+ */
+function detectGoldenCross(data) {
+    const ma5 = calcMA(data, 5);
+    const ma10 = calcMA(data, 10);
+    const idx = lastValidIndex(ma5);
+    if (idx < 1)
+        return false;
+    if (ma5[idx - 1] === null || ma10[idx - 1] === null || ma10[idx] === null) {
+        return false;
+    }
+    // 金叉：前值 MA5 ≤ MA10，现值 MA5 > MA10
+    return ma5[idx - 1] <= ma10[idx - 1] && ma5[idx] > ma10[idx];
+}
+/**
+ * 检测死叉：MA5 下穿 MA10
+ *
+ * @param data - OHLCV 数组
+ * @returns 是否发生死叉
+ */
+function detectDeadCross(data) {
+    const ma5 = calcMA(data, 5);
+    const ma10 = calcMA(data, 10);
+    const idx = lastValidIndex(ma5);
+    if (idx < 1)
+        return false;
+    if (ma5[idx - 1] === null || ma10[idx - 1] === null || ma10[idx] === null) {
+        return false;
+    }
+    // 死叉：前值 MA5 ≥ MA10，现值 MA5 < MA10
+    return ma5[idx - 1] >= ma10[idx - 1] && ma5[idx] < ma10[idx];
+}
+/**
+ * 检测放量信号
+ *
+ * 当日成交量 > 前 5 日均量 × 2。
+ * 若数据不足 6 个交易日，返回 false。
+ *
+ * @param data - OHLCV 数组
+ * @returns 是否放量
+ */
+function detectVolumeSpike(data) {
+    if (data.length < 6)
+        return false;
+    const currentVolume = data[data.length - 1].volume;
+    const avgVolume = averageOfLastN(data, 5, data.length - 1);
+    if (avgVolume <= 0)
+        return false;
+    return currentVolume > avgVolume * 2;
+}
+/**
+ * 计算量比
+ *
+ * 量比 = 当日成交量 / 前 5 日均量。
+ * 若数据不足 6 个交易日或均量为 0，返回 0。
+ *
+ * @param data - OHLCV 数组
+ * @returns 量比值
+ */
+function calcVolumeRatio(data) {
+    if (data.length < 6)
+        return 0;
+    const currentVolume = data[data.length - 1].volume;
+    const avgVolume = averageOfLastN(data, 5, data.length - 1);
+    if (avgVolume <= 0)
+        return 0;
+    return currentVolume / avgVolume;
+}
+/**
+ * 计算最近 N 个交易日的成交量平均值（排除指定索引）
+ *
+ * @param data           - OHLCV 数组
+ * @param count          - 取多少天
+ * @param excludeIndex   - 要排除的索引（通常是当天）
+ * @returns 平均成交量
+ */
+function averageOfLastN(data, count, excludeIndex) {
+    let sum = 0;
+    let actualCount = 0;
+    for (let i = excludeIndex - 1; i >= 0 && actualCount < count; i--) {
+        sum += data[i].volume;
+        actualCount++;
+    }
+    return actualCount > 0 ? sum / actualCount : 0;
+}
+//# sourceMappingURL=signals.js.map

package/dist/utils/signals.js.map

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package/drizzle/0000_equal_marvel_apes.sql

@@ -0,0 +1,124 @@
+CREATE TABLE `analysis_roler` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`code` text NOT NULL,
+	`date` text NOT NULL,
+	`role` text NOT NULL,
+	`responsibility` text DEFAULT '' NOT NULL,
+	`report` text DEFAULT '' NOT NULL,
+	`round` integer DEFAULT 1 NOT NULL,
+	`word_count` integer DEFAULT 0 NOT NULL,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL,
+	FOREIGN KEY (`code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `config` (
+	`key` text PRIMARY KEY NOT NULL,
+	`value` text DEFAULT '' NOT NULL,
+	`updated_at` text DEFAULT (datetime('now')) NOT NULL
+);
+--> statement-breakpoint
+CREATE TABLE `daily_analysis_report` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`code` text NOT NULL,
+	`date` text NOT NULL,
+	`summary` text DEFAULT '' NOT NULL,
+	`indicators` text DEFAULT '{}' NOT NULL,
+	`signals` text DEFAULT '{}' NOT NULL,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL,
+	FOREIGN KEY (`code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `daily_info` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`code` text NOT NULL,
+	`date` text NOT NULL,
+	`open` real NOT NULL,
+	`high` real NOT NULL,
+	`low` real NOT NULL,
+	`close` real NOT NULL,
+	`volume` integer NOT NULL,
+	FOREIGN KEY (`code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `final_report` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`code` text NOT NULL,
+	`date` text NOT NULL,
+	`summary` text DEFAULT '' NOT NULL,
+	`full_report` text DEFAULT '' NOT NULL,
+	`role_summary` text DEFAULT '[]' NOT NULL,
+	`pipeline_id` text DEFAULT '' NOT NULL,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL,
+	FOREIGN KEY (`code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `pool` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`name` text NOT NULL,
+	`desc` text DEFAULT '' NOT NULL,
+	`pool_analysis` text DEFAULT '' NOT NULL,
+	`pool_signal` integer DEFAULT 0 NOT NULL,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL,
+	`updated_at` text DEFAULT (datetime('now')) NOT NULL
+);
+--> statement-breakpoint
+CREATE TABLE `pool_stock` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`pool_id` integer NOT NULL,
+	`stock_code` text NOT NULL,
+	`added_at` text DEFAULT (datetime('now')) NOT NULL,
+	FOREIGN KEY (`pool_id`) REFERENCES `pool`(`id`) ON UPDATE no action ON DELETE no action,
+	FOREIGN KEY (`stock_code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `sentiment_report` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`code` text NOT NULL,
+	`date` text NOT NULL,
+	`report` text DEFAULT '' NOT NULL,
+	`sources` text DEFAULT '[]' NOT NULL,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL,
+	FOREIGN KEY (`code`) REFERENCES `stock`(`code`) ON UPDATE no action ON DELETE no action
+);
+--> statement-breakpoint
+CREATE TABLE `stock` (
+	`code` text PRIMARY KEY NOT NULL,
+	`name` text NOT NULL,
+	`current_price` real DEFAULT 0 NOT NULL,
+	`updated_at` text DEFAULT (datetime('now')) NOT NULL
+);
+--> statement-breakpoint
+CREATE TABLE `vec_embedding` (
+	`id` integer PRIMARY KEY AUTOINCREMENT NOT NULL,
+	`content_type` text NOT NULL,
+	`content_code` text NOT NULL,
+	`content_date` text NOT NULL,
+	`content_text` text NOT NULL,
+	`embedding` blob,
+	`created_at` text DEFAULT (datetime('now')) NOT NULL
+);
+--> statement-breakpoint
+CREATE INDEX `idx_ar_code_date` ON `analysis_roler` (`code`,`date`);--> statement-breakpoint
+CREATE INDEX `idx_ar_role` ON `analysis_roler` (`role`);--> statement-breakpoint
+CREATE UNIQUE INDEX `idx_dar_unique` ON `daily_analysis_report` (`code`,`date`);--> statement-breakpoint
+CREATE INDEX `idx_dar_code` ON `daily_analysis_report` (`code`);--> statement-breakpoint
+CREATE INDEX `idx_dar_date` ON `daily_analysis_report` (`date`);--> statement-breakpoint
+CREATE UNIQUE INDEX `idx_daily_info_unique` ON `daily_info` (`code`,`date`);--> statement-breakpoint
+CREATE INDEX `idx_daily_info_code` ON `daily_info` (`code`);--> statement-breakpoint
+CREATE INDEX `idx_daily_info_date` ON `daily_info` (`date`);--> statement-breakpoint
+CREATE UNIQUE INDEX `idx_fr_unique` ON `final_report` (`code`,`date`);--> statement-breakpoint
+CREATE INDEX `idx_fr_code` ON `final_report` (`code`);--> statement-breakpoint
+CREATE INDEX `idx_fr_date` ON `final_report` (`date`);--> statement-breakpoint
+CREATE UNIQUE INDEX `pool_name_unique` ON `pool` (`name`);--> statement-breakpoint
+CREATE INDEX `idx_pool_name` ON `pool` (`name`);--> statement-breakpoint
+CREATE INDEX `idx_pool_signal` ON `pool` (`pool_signal`);--> statement-breakpoint
+CREATE UNIQUE INDEX `idx_pool_stock_unique` ON `pool_stock` (`pool_id`,`stock_code`);--> statement-breakpoint
+CREATE INDEX `idx_pool_stock_pool` ON `pool_stock` (`pool_id`);--> statement-breakpoint
+CREATE INDEX `idx_pool_stock_stock` ON `pool_stock` (`stock_code`);--> statement-breakpoint
+CREATE UNIQUE INDEX `idx_sr_unique` ON `sentiment_report` (`code`,`date`);--> statement-breakpoint
+CREATE INDEX `idx_sr_code` ON `sentiment_report` (`code`);--> statement-breakpoint
+CREATE INDEX `idx_sr_date` ON `sentiment_report` (`date`);--> statement-breakpoint
+CREATE INDEX `idx_stock_name` ON `stock` (`name`);--> statement-breakpoint
+CREATE INDEX `idx_ve_type` ON `vec_embedding` (`content_type`);--> statement-breakpoint
+CREATE INDEX `idx_ve_code` ON `vec_embedding` (`content_code`);--> statement-breakpoint
+CREATE INDEX `idx_ve_type_code_date` ON `vec_embedding` (`content_type`,`content_code`,`content_date`);