stock-analyzer-skill 1.1.0 → 1.2.0

package/scripts/config/industry_thresholds.yaml

@@ -0,0 +1,158 @@
+# 行业差异化财务阈值
+
+thresholds:
+  银行:
+    pe_undervalued: 8
+    pe_reasonable: 12
+    pe_expensive: 18
+    peg_undervalued: 0.5
+    peg_reasonable: 1.0
+    roe_excellent: 12
+    gross_margin_min: 30
+    debt_ratio_max: 90
+    profit_growth_excellent: 10
+    revenue_growth_excellent: 5
+  
+  券商:
+    pe_undervalued: 15
+    pe_reasonable: 25
+    pe_expensive: 35
+    peg_undervalued: 0.8
+    peg_reasonable: 1.5
+    roe_excellent: 10
+    gross_margin_min: 25
+    debt_ratio_max: 80
+    profit_growth_excellent: 15
+    revenue_growth_excellent: 10
+  
+  地产:
+    pe_undervalued: 6
+    pe_reasonable: 10
+    pe_expensive: 15
+    peg_undervalued: 0.4
+    peg_reasonable: 0.8
+    roe_excellent: 10
+    gross_margin_min: 20
+    debt_ratio_max: 85
+    profit_growth_excellent: 8
+    revenue_growth_excellent: 10
+  
+  医药:
+    pe_undervalued: 25
+    pe_reasonable: 40
+    pe_expensive: 60
+    peg_undervalued: 1.0
+    peg_reasonable: 2.0
+    roe_excellent: 18
+    gross_margin_min: 50
+    debt_ratio_max: 60
+    profit_growth_excellent: 25
+    revenue_growth_excellent: 20
+  
+  半导体:
+    pe_undervalued: 30
+    pe_reasonable: 50
+    pe_expensive: 80
+    peg_undervalued: 1.0
+    peg_reasonable: 2.0
+    roe_excellent: 15
+    gross_margin_min: 40
+    debt_ratio_max: 70
+    profit_growth_excellent: 30
+    revenue_growth_excellent: 25
+  
+  软件:
+    pe_undervalued: 35
+    pe_reasonable: 55
+    pe_expensive: 90
+    peg_undervalued: 1.2
+    peg_reasonable: 2.5
+    roe_excellent: 15
+    gross_margin_min: 45
+    debt_ratio_max: 65
+    profit_growth_excellent: 35
+    revenue_growth_excellent: 30
+  
+  消费:
+    pe_undervalued: 20
+    pe_reasonable: 30
+    pe_expensive: 45
+    peg_undervalued: 0.8
+    peg_reasonable: 1.5
+    roe_excellent: 20
+    gross_margin_min: 35
+    debt_ratio_max: 60
+    profit_growth_excellent: 20
+    revenue_growth_excellent: 15
+  
+  能源:
+    pe_undervalued: 10
+    pe_reasonable: 18
+    pe_expensive: 25
+    peg_undervalued: 0.5
+    peg_reasonable: 1.0
+    roe_excellent: 12
+    gross_margin_min: 15
+    debt_ratio_max: 70
+    profit_growth_excellent: 15
+    revenue_growth_excellent: 10
+  
+  周期:
+    pe_undervalued: 12
+    pe_reasonable: 20
+    pe_expensive: 30
+    peg_undervalued: 0.6
+    peg_reasonable: 1.2
+    roe_excellent: 15
+    gross_margin_min: 15
+    debt_ratio_max: 70
+    profit_growth_excellent: 25
+    revenue_growth_excellent: 20
+  
+  制造:
+    pe_undervalued: 18
+    pe_reasonable: 28
+    pe_expensive: 40
+    peg_undervalued: 0.8
+    peg_reasonable: 1.5
+    roe_excellent: 15
+    gross_margin_min: 20
+    debt_ratio_max: 65
+    profit_growth_excellent: 25
+    revenue_growth_excellent: 20
+  
+  军工:
+    pe_undervalued: 50
+    pe_reasonable: 70
+    pe_expensive: 100
+    peg_undervalued: 1.5
+    peg_reasonable: 2.5
+    roe_excellent: 12
+    gross_margin_min: 30
+    debt_ratio_max: 70
+    profit_growth_excellent: 20
+    revenue_growth_excellent: 15
+  
+  科技:
+    pe_undervalued: 30
+    pe_reasonable: 50
+    pe_expensive: 80
+    peg_undervalued: 1.0
+    peg_reasonable: 2.0
+    roe_excellent: 15
+    gross_margin_min: 40
+    debt_ratio_max: 70
+    profit_growth_excellent: 30
+    revenue_growth_excellent: 25
+  
+  默认:
+    pe_undervalued: 15
+    pe_reasonable: 25
+    pe_expensive: 40
+    peg_undervalued: 0.8
+    peg_reasonable: 1.5
+    roe_excellent: 20
+    gross_margin_min: 20
+    debt_ratio_max: 60
+    profit_growth_excellent: 40
+    revenue_growth_excellent: 30

package/scripts/config/limits.yaml

@@ -0,0 +1,48 @@
+# A 股市场限制配置
+
+# 涨跌停限制 (%)
+board_limits:
+  主板: 9.5
+  创业板: 19.5
+  科创板: 19.5
+  北交所: 29.5
+
+# 最低市值要求 (亿元)
+min_total_cap:
+  主板: 40
+  创业板: 20
+  科创板: 20
+  北交所: 10
+
+# 最低成交额要求 (万元)
+min_amount:
+  主板: 5000
+  创业板: 3000
+  科创板: 3000
+  北交所: 1000
+
+# 退市风险市值 (亿元)
+min_survival_cap:
+  主板: 3
+  创业板: 2
+  科创板: 2
+  北交所: 1
+
+# ST 风险检测 (名称前缀)
+st_prefixes:
+  - "ST"
+  - "*ST"
+  - "S*ST"
+  - "SST"
+
+# 商誉减值风险阈值 (%)
+goodwill_ratio_warning: 30
+goodwill_ratio_danger: 50
+
+# 股权质押风险阈值 (%)
+pledge_ratio_warning: 70
+pledge_ratio_danger: 85
+
+# 连续亏损检测
+loss_years_warning: 2
+loss_years_danger: 3

package/scripts/config/loader.py

@@ -0,0 +1,141 @@
+"""
+配置加载器，支持 YAML 配置文件。
+
+配置文件目录: scripts/config/
+配置文件:
+    - scoring.yaml: 评分配置
+    - limits.yaml: 涨跌停/市值限制配置
+    - data_source.yaml: 数据源配置
+    - industry_thresholds.yaml: 行业差异化阈值
+"""
+import yaml
+from pathlib import Path
+from typing import Any, Optional
+
+
+class ConfigLoader:
+    """配置加载器，支持 YAML 配置文件（带缓存）。"""
+
+    _cache: dict = {}
+    _config_dir: Path = Path(__file__).parent
+
+    @classmethod
+    def load(cls, filename: str, use_cache: bool = True) -> dict:
+        """
+        加载配置文件。
+
+        Args:
+            filename: 配置文件名 (如 "scoring.yaml")
+            use_cache: 是否使用缓存
+
+        Returns:
+            配置字典
+        """
+        if use_cache and filename in cls._cache:
+            return cls._cache[filename]
+
+        config_path = cls._config_dir / filename
+        if not config_path.exists():
+            return {}
+
+        with open(config_path, "r", encoding="utf-8") as f:
+            config = yaml.safe_load(f) or {}
+
+        cls._cache[filename] = config
+        return config
+
+    @classmethod
+    def get(cls, filename: str, key_path: str, default: Any = None) -> Any:
+        """
+        获取配置值，支持嵌套键路径。
+
+        Args:
+            filename: 配置文件名
+            key_path: 键路径，如 "alignment_scores.多头排列"
+            default: 默认值
+
+        Returns:
+            配置值
+        """
+        config = cls.load(filename)
+        keys = key_path.split(".")
+
+        value = config
+        for key in keys:
+            if isinstance(value, dict):
+                value = value.get(key)
+            else:
+                return default
+
+        return value if value is not None else default
+
+    @classmethod
+    def reload(cls, filename: str = None):
+        """重新加载配置。"""
+        if filename:
+            cls._cache.pop(filename, None)
+        else:
+            cls._cache.clear()
+
+
+def get_scoring_config(key: str = None, default: Any = None) -> Any:
+    """
+    获取评分配置。
+
+    Args:
+        key: 键路径（如 "alignment_scores.多头排列"），为空时返回整个配置
+        default: 默认值
+
+    Returns:
+        配置值
+    """
+    if key is None:
+        return ConfigLoader.load("scoring.yaml")
+    return ConfigLoader.get("scoring.yaml", key, default)
+
+
+def get_limit_config(key: str = None, default: Any = None) -> Any:
+    """
+    获取涨跌停限制配置。
+
+    Args:
+        key: 键路径，为空时返回整个配置
+        default: 默认值
+    """
+    if key is None:
+        return ConfigLoader.load("limits.yaml")
+    return ConfigLoader.get("limits.yaml", key, default)
+
+
+def get_industry_threshold(industry: str, metric: str, default: float) -> float:
+    """
+    获取行业差异化阈值。
+
+    Args:
+        industry: 行业名称
+        metric: 指标名称 (如 "pe_undervalued")
+        default: 默认值
+
+    Returns:
+        阈值
+    """
+    # 先尝试从行业阈���配置获取
+    value = ConfigLoader.get(
+        "industry_thresholds.yaml",
+        f"thresholds.{industry}.{metric}",
+        None
+    )
+    if value is not None:
+        return float(value)
+
+    # 回退到默认行业配置
+    return ConfigLoader.get(
+        "scoring.yaml",
+        f"industry_defaults.{metric}",
+        default
+    )
+
+
+def reload_config(filename: str = None):
+    """重新加载配置。"""
+    ConfigLoader.reload(filename)

package/scripts/config/notification.yaml

@@ -0,0 +1,57 @@
+# 盘中消息推送配置
+# 文档: https://github.com/user/stock-analyzer-skill/wiki/notifications
+
+# 推送通道配置
+channels:
+  bark:
+    enabled: false
+    server: "https://api.day.app"       # Bark 服务器地址（支持自托管）
+    key: ""                              # Bark 推送 Key
+    group: "stock"                       # iOS 通知分组名
+
+  # wechat_work:
+  #   enabled: false
+  #   webhook: ""                        # 企业微信机器人 Webhook URL
+
+  # dingtalk:
+  #   enabled: false
+  #   webhook: ""                        # 钉钉机器人 Webhook URL
+
+  # webhook:
+  #   enabled: false
+  #   url: ""                            # 自定义 Webhook URL
+
+# 预警规则
+rules:
+  price_alert:
+    enabled: true
+    thresholds:
+      default: 3.0                       # 默认涨跌幅阈值 (%)
+      overrides: {}                      # 个股自定义: {"sh600989": 5.0}
+    support_resistance: true              # 触及支撑/压力位推送
+    near_limit: true                      # 涨跌停附近推送
+
+  technical_alert:
+    enabled: true
+    macd_cross: true                     # MACD 金叉/死叉
+    ma_break: [20, 60]                   # 均线突破
+    volume_surge: 2.0                    # 量比阈值
+    chan_signal: true                    # 缠论买卖点
+
+  portfolio_alert:
+    enabled: true
+    risk_change: true                    # 风险状态变更
+    underperform_days: 2                 # 连续跑输天数
+    concentration: true                  # 集中度超标
+
+  market_alert:
+    enabled: true
+    index_change: 2.0                    # 大盘涨跌幅阈值 (%)
+    sector_moved: true                   # 持仓板块异动
+    northbound_flow: 50                  # 北向资金净流入/出 (亿)
+
+# 频率控制
+throttle:
+  dedup_window: 15                       # 同类消息去重窗口 (分钟)
+  daily_limit: 20                        # 每日推送上限
+  quiet_hours: "15:05-09:25"             # 非交易时段静默

package/scripts/config/scoring.yaml

@@ -0,0 +1,159 @@
+# A 股评分系统配置
+
+# 均线排列评分
+alignment_scores:
+  多头排列: 20
+  交叉震荡: 12
+  空头排列: 3
+  数据不足: 7
+
+# MACD 评分
+macd_scores:
+  金叉放大: 15
+  金叉: 10
+  死叉: 3
+  中性: 7
+
+# 市场环境权重调整
+market_weights:
+  牛市:
+    bullish_bias: 1.3
+    trend_following: 1.4
+    breakout: 1.3
+    divergence_bottom: 0.5
+    buy_point_1: 0.5
+    buy_point_3: 1.3
+    overbought: 0.8
+    desc: "牛市：趋势跟随加权，底背离/一买降权"
+  
+  熊市:
+    bullish_bias: 1.5
+    trend_following: 0.6
+    breakout: 0.6
+    divergence_bottom: 1.5
+    buy_point_1: 1.5
+    buy_point_3: 0.5
+    overbought: 1.3
+    desc: "熊市：反转信号加权，追涨信号降权"
+  
+  震荡:
+    bullish_bias: 1.0
+    trend_following: 0.8
+    breakout: 0.8
+    divergence_bottom: 1.2
+    buy_point_1: 1.1
+    buy_point_3: 1.2
+    overbought: 1.0
+    desc: "震荡：反转+区间交易加权，趋势信号降权"
+  
+  冰点:
+    bullish_bias: 1.8
+    trend_following: 0.3
+    breakout: 0.4
+    divergence_bottom: 1.8
+    buy_point_1: 2.0
+    buy_point_3: 0.3
+    overbought: 1.5
+    desc: "冰点：极度超卖反转加权，趋势信号大幅降权"
+  
+  亢奋:
+    bullish_bias: 0.6
+    trend_following: 0.5
+    breakout: 0.5
+    divergence_bottom: 0.4
+    buy_point_1: 0.3
+    buy_point_3: 0.5
+    overbought: 0.3
+    desc: "亢奋：全面保守，警惕反转"
+
+# 个股类型 × 指标权重
+stock_type_weights:
+  题材股:
+    ma: 0.6
+    macd: 0.5
+    kdj: 0.5
+    boll: 0.8
+    rsi: 1.0
+    volume: 1.3
+    pattern: 1.5
+    limit: 1.5
+    chan: 0.5
+  
+  蓝筹股:
+    ma: 1.3
+    macd: 1.1
+    kdj: 0.4
+    boll: 1.2
+    rsi: 0.9
+    volume: 0.8
+    pattern: 0.7
+    limit: 0.3
+    chan: 0.8
+  
+  强成长股:
+    ma: 0.9
+    macd: 1.3
+    kdj: 0.4
+    boll: 1.2
+    rsi: 0.9
+    volume: 1.2
+    pattern: 0.8
+    limit: 0.5
+    chan: 0.7
+  
+  周期股:
+    ma: 0.6
+    macd: 1.3
+    kdj: 1.2
+    boll: 1.0
+    rsi: 0.9
+    volume: 0.9
+    pattern: 0.7
+    limit: 0.4
+    chan: 1.3
+  
+  稳成长股:
+    ma: 1.2
+    macd: 1.1
+    kdj: 0.5
+    boll: 1.0
+    rsi: 1.0
+    volume: 0.9
+    pattern: 1.0
+    limit: 0.3
+    chan: 0.8
+  
+  防御股:
+    ma: 0.8
+    macd: 0.9
+    kdj: 0.6
+    boll: 1.1
+    rsi: 1.1
+    volume: 0.7
+    pattern: 0.7
+    limit: 0.3
+    chan: 0.9
+  
+  普通股:
+    ma: 1.0
+    macd: 1.0
+    kdj: 1.0
+    boll: 1.0
+    rsi: 1.0
+    volume: 1.0
+    pattern: 1.0
+    limit: 1.0
+    chan: 1.0
+
+# 默认行业阈值
+industry_defaults:
+  pe_undervalued: 15
+  pe_reasonable: 25
+  pe_expensive: 40
+  peg_undervalued: 0.8
+  peg_reasonable: 1.5
+  roe_excellent: 20
+  gross_margin_min: 20
+  debt_ratio_max: 60
+  profit_growth_excellent: 40
+  revenue_growth_excellent: 30

package/scripts/data/config.py

@@ -1,13 +1,27 @@
-"""统一配置管理。"""
+"""统一配置管理。
+
+配置优先级：环境变量 > YAML 配置 > 代码默认值
+"""
 import os
+import time
 from dataclasses import dataclass
 
 
+def _load_yaml_config() -> dict:
+    """从 ConfigLoader 加载 YAML 配置（延迟导入避免循环依赖）。"""
+    try:
+        from config.loader import ConfigLoader
+        return ConfigLoader.load("data_source.yaml")
+    except Exception:
+        return {}
+
+
 @dataclass
 class DataConfig:
     """数据层配置。"""
     # 缓存 TTL (秒)
-    quote_cache_ttl: int = 900       # 15 分钟
+    quote_cache_ttl: int = 900       # 15 分钟（盘后）
+    intraday_quote_cache_ttl: int = 90  # 90 秒（盘中）
     kline_cache_ttl: int = 21600     # 6 小时
     finance_cache_ttl: int = 21600   # 6 小时
     ann_cache_ttl: int = 1800        # 30 分钟
@@ -20,10 +34,24 @@ class DataConfig:
     max_workers: int = 8
 
     @classmethod
-    def from_env(cls) -> "DataConfig":
-        """从环境变量加载配置。"""
+    def from_yaml_and_env(cls) -> "DataConfig":
+        """从 YAML 配置加载默认值，环境变量覆盖。"""
+        yaml_cfg = _load_yaml_config()
+        cache_cfg = yaml_cfg.get("cache", {})
+        cb_cfg = yaml_cfg.get("circuit_breaker", {})
+
         cfg = cls()
+        # YAML 默认值
+        cfg.quote_cache_ttl = cache_cfg.get("quote_ttl", cfg.quote_cache_ttl)
+        cfg.kline_cache_ttl = cache_cfg.get("kline_ttl", cfg.kline_cache_ttl)
+        cfg.finance_cache_ttl = cache_cfg.get("finance_ttl", cfg.finance_cache_ttl)
+        cfg.ann_cache_ttl = cache_cfg.get("ann_ttl", cfg.ann_cache_ttl)
+        cfg.circuit_failure_threshold = cb_cfg.get("failure_threshold", cfg.circuit_failure_threshold)
+        cfg.circuit_recovery_timeout = cb_cfg.get("recovery_timeout", cfg.circuit_recovery_timeout)
+
+        # 环境变量覆盖
         cfg.quote_cache_ttl = int(os.getenv("DATA_QUOTE_TTL", cfg.quote_cache_ttl))
+        cfg.intraday_quote_cache_ttl = int(os.getenv("DATA_INTRADAY_QUOTE_TTL", cfg.intraday_quote_cache_ttl))
         cfg.kline_cache_ttl = int(os.getenv("DATA_KLINE_TTL", cfg.kline_cache_ttl))
         cfg.finance_cache_ttl = int(os.getenv("DATA_FINANCE_TTL", cfg.finance_cache_ttl))
         cfg.circuit_failure_threshold = int(os.getenv("DATA_CIRCUIT_THRESHOLD", cfg.circuit_failure_threshold))
@@ -31,6 +59,30 @@ class DataConfig:
         cfg.max_workers = int(os.getenv("DATA_MAX_WORKERS", cfg.max_workers))
         return cfg
 
+    @classmethod
+    def from_env(cls) -> "DataConfig":
+        """向后兼容：从环境变量加载配置。"""
+        return cls.from_yaml_and_env()
+
+
+def is_trading_hours() -> bool:
+    """判断当前是否在 A 股交易时段（9:15-15:00，周一至周五）。"""
+    now = time.localtime()
+    # 周末不交易
+    if now.tm_wday >= 5:
+        return False
+    # 交易时段：9:15 - 15:00
+    current_minutes = now.tm_hour * 60 + now.tm_min
+    return 9 * 60 + 15 <= current_minutes <= 15 * 60
+
+
+def get_quote_cache_ttl() -> int:
+    """获取行情缓存 TTL（盘中短，盘后长）。"""
+    cfg = get_config()
+    if is_trading_hours():
+        return cfg.intraday_quote_cache_ttl
+    return cfg.quote_cache_ttl
+
 
 _config = None