stock-analyzer-skill 1.1.0

package/scripts/strategies/factors/valuation.py

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+"""
+估值因子评分：PE、PB、PEG、PS（市销率）。
+PS 对亏损但有收入的公司是唯一可用的估值指标。
+"""
+from common import to_float, clamp
+from strategies.thresholds import get_industry_threshold
+
+
+def valuation_score(quote: dict, fin: dict, industry: str = "默认") -> float:
+    """估值因子评分（行业差异化）。满分 100。"""
+    pe = to_float(quote.get("pe"))
+    pb = to_float(quote.get("pb"))
+    growth = max(to_float(fin.get("net_profit_yoy", fin.get("PARENTNETPROFITTZ"))), 0)
+
+    # 计算 PS（市销率）：总市值 / 营收
+    total_cap = to_float(quote.get("total_cap"))  # 亿
+    revenue_yoy = to_float(fin.get("revenue_yoy", fin.get("TOTALOPERATEREVETZ")))
+    # 如果有营收同比和市值，可以估算 PS 区间
+    # 简化：直接用行业 PS 阈值评估
+
+    # 行业差异化 PE 阈值
+    pe_undervalued = get_industry_threshold(industry, "pe_undervalued", 15)
+    pe_reasonable = get_industry_threshold(industry, "pe_reasonable", 25)
+    pe_expensive = get_industry_threshold(industry, "pe_expensive", 40)
+    peg_undervalued = get_industry_threshold(industry, "peg_undervalued", 0.8)
+    peg_reasonable = get_industry_threshold(industry, "peg_reasonable", 1.5)
+
+    # PE 极端值截断：超过行业 expensive 阈值 2 倍时，PE 评分为 0
+    pe_cap = pe_expensive * 2
+
+    score = 0
+    # PE 评分（行业差异化）
+    if pe <= 0:
+        # 亏损股：PB 仍可参考（净资产为正时）
+        if 0 < pb <= 1:
+            score += 20  # 破净，可能被低估
+        elif 1 < pb <= 2:
+            score += 12
+        # 亏损收窄加分
+        if growth > 0:
+            score += 10
+        # PS 评分（亏损但有收入的公司）
+        if total_cap > 0 and revenue_yoy > 0:
+            # 简化 PS：用营收增速作为 proxy
+            # 高增速亏损公司（如互联网早期）仍可给分
+            if revenue_yoy > 30:
+                score += 15  # 高增长亏损，PS 视角可接受
+            elif revenue_yoy > 10:
+                score += 8
+    elif pe > pe_cap:
+        # PE 超过极端阈值，PE 评分为 0（但 PB 和 PEG 仍可评分）
+        pass
+    elif 0 < pe <= pe_undervalued:
+        score += 38
+    elif pe_undervalued < pe <= pe_reasonable:
+        score += 38 - (pe - pe_undervalued) / (pe_reasonable - pe_undervalued) * 18
+    elif pe_reasonable < pe <= pe_expensive:
+        score += 20 - (pe - pe_reasonable) / (pe_expensive - pe_reasonable) * 10
+
+    # PB 评分
+    if 0 < pb <= 2:
+        score += 24
+    elif 2 < pb <= 5:
+        score += 24 - (pb - 2) / 3 * 14
+
+    # PEG 评分（仅盈利股，且 PE 未超极端阈值）
+    if 0 < pe <= pe_cap and growth > 0:
+        peg = pe / growth
+        if peg <= peg_undervalued:
+            score += 28
+        elif peg <= peg_reasonable:
+            score += 22
+        elif peg <= peg_reasonable * 1.5:
+            score += 12
+
+    return clamp(score)

package/scripts/strategies/factors/volatility.py

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+"""
+波动率因子评分：基于历史收益率标准差，低波动得高分。
+A 股低波动异象显著——低波动股票长期跑赢高波动股票。
+"""
+from common import clamp
+from strategies.thresholds import get_industry_threshold
+
+
+def _stdev(values):
+    """计算标准差（纯 Python 实现，无需 statistics 模块）。"""
+    n = len(values)
+    if n < 2:
+        return 0.0
+    mean = sum(values) / n
+    variance = sum((x - mean) ** 2 for x in values) / (n - 1)
+    return variance ** 0.5
+
+
+def _vol_score(vol, vol_threshold):
+    """根据波动率和阈值计算评分（低波动得高分）。"""
+    if vol <= vol_threshold * 0.4:
+        return 95  # 极低波动
+    elif vol <= vol_threshold * 0.7:
+        return 80  # 低波动
+    elif vol <= vol_threshold:
+        return 65  # 正常波动（偏稳）
+    elif vol <= vol_threshold * 1.3:
+        return 50  # 正常波动
+    elif vol <= vol_threshold * 1.8:
+        return 30  # 高波动
+    elif vol <= vol_threshold * 2.5:
+        return 15  # 很高波动
+    else:
+        return 5   # 极高波动
+
+
+def volatility_score(kline_bars: list, industry: str = "默认") -> float:
+    """波动率因子评分（行业差异化）。满分 100，低波动得高分。
+
+    Args:
+        kline_bars: K 线数据列表（至少 20 根），每根需有 close 属性
+        industry: 行业名称，用于加载差异化阈值
+
+    Returns:
+        0-100 的评分，波动率越低得分越高
+    """
+    if len(kline_bars) < 20:
+        return 50  # 数据不足，返回中性分
+
+    # 计算 20 日日收益率标准差
+    recent = kline_bars[-20:]
+    returns = []
+    for i in range(1, len(recent)):
+        if recent[i - 1].close > 0:
+            returns.append((recent[i].close - recent[i - 1].close) / recent[i - 1].close)
+
+    if len(returns) < 10:
+        return 50
+
+    vol = _stdev(returns)
+    vol_threshold = get_industry_threshold(industry, "vol_threshold", 0.025)
+    return _vol_score(vol, vol_threshold)
+
+
+def volatility_from_closes(closes: list, industry: str = "默认") -> float:
+    """从收盘价列表计算波动率评分（兼容 screener 的 dict 数据）。
+
+    Args:
+        closes: 收盘价列表（至少 20 个）
+        industry: 行业名称
+
+    Returns:
+        0-100 的评分
+    """
+    if len(closes) < 20:
+        return 50
+
+    recent = closes[-20:]
+    returns = []
+    for i in range(1, len(recent)):
+        if recent[i - 1] > 0:
+            returns.append((recent[i] - recent[i - 1]) / recent[i - 1])
+
+    if len(returns) < 10:
+        return 50
+
+    vol = _stdev(returns)
+    vol_threshold = get_industry_threshold(industry, "vol_threshold", 0.025)
+    return _vol_score(vol, vol_threshold)

package/scripts/strategies/registry.py

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+"""
+策略注册表：管理策略定义和权重配置。
+"""
+from typing import Dict, Optional
+
+# ---------- 内置策略定义 ----------
+# 五因子：quality / valuation / momentum / liquidity / volatility
+# volatility 为 A 股低波动异象因子，低波动得高分
+
+STRATEGIES: Dict[str, dict] = {
+    "balanced": {
+        "quality": 0.25,
+        "valuation": 0.20,
+        "momentum": 0.20,
+        "liquidity": 0.15,
+        "volatility": 0.20,
+        "label": "均衡精选",
+    },
+    "quality_value": {
+        "quality": 0.35,
+        "valuation": 0.30,
+        "momentum": 0.05,
+        "liquidity": 0.12,
+        "volatility": 0.18,
+        "label": "质量价值",
+    },
+    "growth_momentum": {
+        "quality": 0.18,
+        "valuation": 0.15,
+        "momentum": 0.35,
+        "liquidity": 0.12,
+        "volatility": 0.20,
+        "label": "成长动量",
+    },
+    "defensive": {
+        "quality": 0.25,
+        "valuation": 0.22,
+        "momentum": 0.08,
+        "liquidity": 0.12,
+        "volatility": 0.33,
+        "label": "防守低波",
+    },
+    "turning_point": {
+        "quality": 0.18,
+        "valuation": 0.18,
+        "momentum": 0.32,
+        "liquidity": 0.14,
+        "volatility": 0.18,
+        "label": "拐点修复",
+    },
+}
+
+
+# ---------- 策略注册 API ----------
+
+def register_strategy(name: str, weights: dict, label: str = "") -> None:
+    """注册新策略。
+
+    Args:
+        name: 策略名称
+        weights: 因子权重 dict，需包含 quality/valuation/momentum/liquidity
+                 volatility 为可选因子（默认 0）
+        label: 策略中文标签
+    """
+    required_keys = {"quality", "valuation", "momentum", "liquidity"}
+    if not required_keys.issubset(weights.keys()):
+        raise ValueError(f"策略权重必须包含 {required_keys}")
+    # volatility 为可选，默认 0
+    if "volatility" not in weights:
+        weights["volatility"] = 0.0
+    all_keys = required_keys | {"volatility"}
+    total = sum(weights.get(k, 0) for k in all_keys)
+    if abs(total - 1.0) > 0.01:
+        raise ValueError(f"权重之和应为 1.0，当前为 {total}")
+    STRATEGIES[name] = {**weights, "label": label or name}
+
+
+def get_strategy(name: str) -> dict:
+    """获取策略配置。"""
+    if name not in STRATEGIES:
+        raise KeyError(f"未知策略: {name}，可用: {list(STRATEGIES.keys())}")
+    return STRATEGIES[name]
+
+
+def list_strategies() -> list:
+    """列出所有策略名称。"""
+    return list(STRATEGIES.keys())

package/scripts/strategies/thresholds.py

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+"""
+行业差异化阈值管理。
+从 data/industry_thresholds.json 加载，供因子评分使用。
+"""
+import json
+from pathlib import Path
+
+_industry_thresholds = None
+
+
+def load_industry_thresholds() -> dict:
+    """加载行业差异化阈值表。"""
+    global _industry_thresholds
+    if _industry_thresholds is None:
+        from common import DATA_DIR
+        path = DATA_DIR / "industry_thresholds.json"
+        if path.exists():
+            _industry_thresholds = json.loads(path.read_text(encoding="utf-8"))
+        else:
+            _industry_thresholds = {}
+    return _industry_thresholds
+
+
+def get_industry_threshold(industry: str, key: str, default=None):
+    """获取行业特定阈值。"""
+    thresholds = load_industry_thresholds()
+    industry_cfg = thresholds.get(industry, thresholds.get("默认", {}))
+    return industry_cfg.get(key, default)

package/scripts/technical/__init__.py

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+"""
+technical 包：A 股纯技术分析模块化包。
+
+公开函数保持与原 technical.py 完全兼容。
+"""
+# 数学工具与数据解析
+from .core import (
+    sma,
+    ema,
+    _ema_series,
+    stddev,
+    _find_swing_points,
+    _parse_records,
+)
+
+# 均线系统
+from .moving_average import (
+    ma_system,
+    _MA_PERIODS,
+)
+
+# MACD
+from .macd import (
+    macd_full,
+    _detect_macd_divergence,
+)
+
+# KDJ
+from .kdj import kdj_full
+
+# 布林带
+from .boll import bollinger
+
+# RSI
+from .rsi import rsi_features
+
+# 成交量
+from .volume import (
+    volume_analysis,
+    _obv_series,
+    _detect_obv_divergence,
+)
+
+# K 线形态
+from .candlestick import (
+    detect_candle_patterns,
+    _body_shadow,
+    _is_bullish,
+    _candle_single,
+    _candle_double,
+    _candle_triple,
+    _candle_ashare,
+)
+
+# 趋势结构
+from .trend import (
+    support_resistance,
+    box_detection,
+    breakout_check,
+    wave_state,
+)
+
+# A 股特化
+from .astock import (
+    limit_analysis,
+    _count_limit_streak,
+)
+
+# 综合评分
+from .scoring import (
+    composite_score,
+    detect_market_environment,
+    _market_weight_adjustments,
+    _STOCK_TYPE_WEIGHTS,
+)
+
+# 买卖信号
+from .signals import _generate_signals
+
+# 报告渲染
+from .report import (
+    _fmt,
+    render_report,
+    render_quick,
+)
+
+__all__ = [
+    # core
+    "sma", "ema", "_ema_series", "stddev", "_find_swing_points", "_parse_records",
+    # moving_average
+    "ma_system", "_MA_PERIODS",
+    # macd
+    "macd_full", "_detect_macd_divergence",
+    # kdj
+    "kdj_full",
+    # boll
+    "bollinger",
+    # rsi
+    "rsi_features",
+    # volume
+    "volume_analysis", "_obv_series", "_detect_obv_divergence",
+    # candlestick
+    "detect_candle_patterns", "_body_shadow", "_is_bullish",
+    "_candle_single", "_candle_double", "_candle_triple", "_candle_ashare",
+    # trend
+    "support_resistance", "box_detection", "breakout_check", "wave_state",
+    # astock
+    "limit_analysis", "_count_limit_streak",
+    # scoring
+    "composite_score", "detect_market_environment",
+    "_market_weight_adjustments", "_STOCK_TYPE_WEIGHTS",
+    # signals
+    "_generate_signals",
+    # report
+    "_fmt", "render_report", "render_quick",
+]

package/scripts/technical/astock.py

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+"""
+A 股特化分析（涨跌停、连板）。
+依赖: common (to_float)
+"""
+from common import to_float
+
+
+_LIMIT_RATIOS = {"主板": 9.5, "创业板": 19.5, "科创板": 19.5, "北交所": 29.5}
+
+
+def limit_analysis(records, board, quote):
+    """涨跌停/连板分析。"""
+    if len(records) < 10:
+        return None
+
+    limit_ratio = _LIMIT_RATIOS.get(board, 9.5)
+    limit_up_price = to_float(quote.get("limit_up"))
+    limit_down_price = to_float(quote.get("limit_down"))
+    last_close = to_float(records[-1].get("close"))
+    last_high = to_float(records[-1].get("high"))
+    last_low = to_float(records[-1].get("low"))
+    last_open = to_float(records[-1].get("open"))
+
+    result = {
+        "board": board,
+        "limit_ratio": limit_ratio,
+        "limit_up_price": limit_up_price,
+        "limit_down_price": limit_down_price,
+    }
+
+    # 当前涨跌停状态
+    if limit_up_price > 0 and last_close >= limit_up_price * 0.995:
+        result["board_status"] = "封涨停"
+    elif last_low <= limit_down_price * 1.005 if limit_down_price > 0 else False:
+        if last_close > limit_down_price * 1.01:
+            result["board_status"] = "翘板(跌停打开)"
+        else:
+            result["board_status"] = "封跌停"
+    elif last_high >= limit_up_price * 0.995 and last_close < limit_up_price * 0.995:
+        gap = (limit_up_price - last_close) / limit_up_price * 100
+        result["board_status"] = f"炸板(离涨停差{gap:.1f}%)"
+    else:
+        result["board_status"] = "正常交易"
+
+    # 连板检测
+    streak = _count_limit_streak(records, limit_ratio)
+    result["limit_streak"] = streak
+
+    if streak > 0:
+        if streak == 1:
+            result["streak_type"] = "首板"
+        elif streak == 2:
+            result["streak_type"] = "二板(连板确认)"
+        elif streak <= 4:
+            result["streak_type"] = f"高位{streak}板"
+        else:
+            result["streak_type"] = f"妖股({streak}连板)"
+
+        # 连板量能分析
+        recent_bars = records[-streak:]
+        vols = [to_float(r.get("volume")) for r in recent_bars]
+        if len(vols) >= 2 and vols[0] > 0:
+            if all(vols[i] < vols[i-1] for i in range(1, len(vols))):
+                result["streak_volume"] = "缩量加速(强-惜售)"
+            elif vols[-1] > vols[0] * 1.5:
+                result["streak_volume"] = "放量分歧(弱-换手加大)"
+            else:
+                result["streak_volume"] = "量能稳定(中性)"
+    else:
+        result["streak_type"] = "无连板"
+
+    # T+1 风险提示
+    if streak >= 1 and result.get("board_status") == "封涨停":
+        result["t1_risk"] = "T+1隔夜风险：今日追板仓位明日方可卖出，需关注次日溢价和核按钮风险"
+    else:
+        result["t1_risk"] = None
+
+    return result
+
+
+def _count_limit_streak(records, limit_ratio):
+    """计算当前连板数。"""
+    count = 0
+    for i in range(len(records) - 1, -1, -1):
+        r = records[i]
+        close = to_float(r.get("close"))
+        prev_close = to_float(records[i - 1].get("close")) if i > 0 else close
+        if prev_close <= 0:
+            continue
+        chg_pct = (close / prev_close - 1) * 100
+        if i == len(records) - 1:
+            if chg_pct >= limit_ratio * 0.95:
+                count = 1
+        elif count > 0 and chg_pct >= limit_ratio * 0.95:
+            count += 1
+        else:
+            break
+    return count

package/scripts/technical/boll.py

@@ -0,0 +1,49 @@
+"""
+布林带分析。
+依赖: core (sma, stddev)
+"""
+from .core import sma, stddev
+
+
+def bollinger(closes, period=20, multiplier=2.0):
+    """布林带分析：上/中/下轨 + 带宽 + 价格位置。"""
+    if len(closes) < period:
+        return None
+
+    mid = sma(closes, period)
+    sd = stddev(closes[-period:])
+    upper = mid + multiplier * sd
+    lower = mid - multiplier * sd
+    bandwidth = (upper - lower) / mid if mid > 0 else 0
+    last = closes[-1]
+    position = (last - lower) / (upper - lower) if upper != lower else 0.5
+
+    # 带宽状态
+    if bandwidth < 0.05:
+        bw_desc = "极度收窄(变盘信号)"
+    elif bandwidth < 0.10:
+        bw_desc = "收窄中"
+    else:
+        bw_desc = "正常带宽"
+
+    # 价格位置
+    if position > 0.9:
+        pos_desc = "触及上轨"
+    elif position < 0.1:
+        pos_desc = "触及下轨"
+    elif position > 0.7:
+        pos_desc = "偏上轨"
+    elif position < 0.3:
+        pos_desc = "偏下轨"
+    else:
+        pos_desc = "中轨附近"
+
+    return {
+        "upper": round(upper, 2),
+        "mid": round(mid, 2),
+        "lower": round(lower, 2),
+        "bandwidth": round(bandwidth, 4),
+        "bandwidth_desc": bw_desc,
+        "position": round(position, 3),
+        "position_desc": pos_desc,
+    }