stock-analyzer-skill 1.1.0

package/scripts/technical/report.py

@@ -0,0 +1,221 @@
+"""
+报告渲染。
+无内部依赖。
+"""
+
+
+def _fmt(val, default="-"):
+    return str(val) if val is not None else default
+
+
+def render_report(features, score, signals, meta):
+    """完整技术分析报告。"""
+    lines = []
+    ma = features.get("ma_system", {})
+    macd = features.get("macd") or {}
+    kdj = features.get("kdj") or {}
+    boll = features.get("bollinger") or {}
+    rsi_data = features.get("rsi", {})
+    vol = features.get("volume") or {}
+    sr = features.get("support_resistance", {})
+    box = features.get("box")
+    breakout = features.get("breakout", {})
+    wave = features.get("wave", "")
+    patterns = features.get("patterns", [])
+    limit_data = features.get("limit_analysis") or {}
+
+    lines.append("═" * 72)
+    lines.append(f"  {meta['name']} ({meta['code']})  现价: {meta['price']}  涨跌: {meta['change_pct']}%  板块: {meta['board']}  时间: {meta['timestamp']}")
+    lines.append("═" * 72)
+
+    # ── 综合评分 ──
+    lines.append(f"\n## 综合评分: {score['score']}/100 -- {score['grade']}")
+    if score["buy_signals"]:
+        lines.append(f"  买入信号: {', '.join(score['buy_signals'])}")
+    if score["sell_signals"]:
+        lines.append(f"  卖出信号: {', '.join(score['sell_signals'])}")
+    if sr.get("nearest_support"):
+        lines.append(f"  关键支撑: {sr['nearest_support']}  关键阻力: {sr.get('nearest_resistance', '-')}")
+
+    # ── 均线系统 ──
+    lines.append(f"\n## 均线系统")
+    ma_parts = []
+    for p in [5, 10, 20, 60, 120, 250]:
+        v = ma.get(f"ma{p}")
+        if v is not None:
+            ma_parts.append(f"MA{p}: {v}")
+    lines.append(f"  {', '.join(ma_parts)}")
+    lines.append(f"  排列: {ma.get('alignment', '-')}  |  粘合度: {ma.get('convergence_desc', '-')}")
+
+    # ── MACD ──
+    lines.append(f"\n## MACD")
+    lines.append(f"  DIF: {_fmt(macd.get('dif'))}  DEA: {_fmt(macd.get('dea'))}  BAR: {_fmt(macd.get('macd_bar'))}")
+    lines.append(f"  信号: {macd.get('signal_desc', '-')}  |  柱趋势: {macd.get('bar_trend', '-')}")
+    if macd.get("divergence"):
+        lines.append(f"  背离: **{macd['divergence']}**")
+
+    # ── KDJ ──
+    lines.append(f"\n## KDJ")
+    lines.append(f"  K: {_fmt(kdj.get('k'))}  D: {_fmt(kdj.get('d'))}  J: {_fmt(kdj.get('j'))}")
+    lines.append(f"  信号: {kdj.get('signal', '-')}")
+    if kdj.get("钝化"):
+        lines.append(f"  ⚠ KDJ钝化中，超买超卖信号暂停参考")
+
+    # ── BOLL ──
+    lines.append(f"\n## BOLL")
+    lines.append(f"  上轨: {_fmt(boll.get('upper'))}  中轨: {_fmt(boll.get('mid'))}  下轨: {_fmt(boll.get('lower'))}")
+    lines.append(f"  带宽: {boll.get('bandwidth_desc', '-')}  |  价格: {boll.get('position_desc', '-')}")
+
+    # ── 成交量 ──
+    lines.append(f"\n## 成交量")
+    lines.append(f"  量比: {_fmt(vol.get('volume_ratio'))} ({vol.get('volume_ratio_desc', '-')})")
+    lines.append(f"  量价: {vol.get('volume_price', '-')}")
+    if vol.get("obv_divergence"):
+        lines.append(f"  OBV: {vol['obv_divergence']}")
+
+    # ── RSI ──
+    lines.append(f"\n## RSI")
+    rsi_desc = {1: "超卖", -1: "超买"}.get(rsi_data.get("signal", 0), "正常")
+    lines.append(f"  RSI-{rsi_data.get('period', 14)}: {rsi_data.get('rsi', 50)} ({rsi_desc})")
+
+    # ── K线形态 ──
+    if patterns:
+        lines.append(f"\n## K线形态")
+        for p in patterns:
+            lines.append(f"  {p['position']} [{p['date']}] {p['type']}")
+    else:
+        lines.append(f"\n## K线形态\n  (无明显形态)")
+
+    # ── 个股分类 ──
+    classification = features.get("classification")
+    if classification:
+        lines.append(f"\n## 个股分类")
+        lines.append(f"  类型: {classification['type']} (置信度: {classification['confidence']})")
+        if classification.get("reasons"):
+            lines.append(f"  依据: {'; '.join(classification['reasons'])}")
+        if classification.get("priority_indicators"):
+            lines.append(f"  推荐指标: {', '.join(classification['priority_indicators'])}")
+
+    # ── 缠论分析 ──
+    chan = features.get("chan_theory") or {}
+    if chan.get("valid"):
+        lines.append(f"\n## 缠论分析")
+        lines.append(f"  处理后K线: {chan.get('merged_count', '-')}/{chan.get('original_count', '-')}"
+                     f" (合并率{chan.get('merge_ratio_pct', '-')}%)")
+        lines.append(f"  分型: {chan.get('fenxing_count', 0)} (顶{chan.get('top_fenxing', 0)}/底{chan.get('bottom_fenxing', 0)})"
+                     f"  →  笔: {chan.get('bi_count', 0)} (↑{chan.get('up_bi', 0)} ↓{chan.get('down_bi', 0)})"
+                     f"  →  线段: {chan.get('xianduan_count', 0)}")
+        zs_list = chan.get("zhongshu_list", [])
+        if zs_list:
+            zs_desc = "; ".join(f"[{z['zd']}-{z['zg']}]" for z in zs_list[-2:])
+            lines.append(f"  中枢({chan.get('zhongshu_count', 0)}): {zs_desc}")
+        beichi = chan.get("beichi", {})
+        if beichi.get("summary"):
+            lines.append(f"  背驰: {beichi['summary']}")
+        maidain = chan.get("maidian", {})
+        buy_pts = maidain.get("buy_points", [])
+        sell_pts = maidain.get("sell_points", [])
+        if buy_pts:
+            bp_desc = "; ".join(bp["type"] + "(" + bp.get("confidence", "") + ")" for bp in buy_pts)
+            lines.append(f"  买点: {bp_desc}")
+        if sell_pts:
+            sp_desc = "; ".join(sp["type"] + "(" + sp.get("confidence", "") + ")" for sp in sell_pts)
+            lines.append(f"  卖点: {sp_desc}")
+        if not buy_pts and not sell_pts:
+            lines.append(f"  买卖点: 当前无明确缠论买卖点")
+        lines.append(f"  当前位置: {chan.get('current_position', '-')}")
+
+    # ── A股本土战法 ──
+    local_p = features.get("local_patterns") or {}
+    if local_p.get("patterns"):
+        lines.append(f"\n## A股本土战法")
+        for lp in local_p["patterns"]:
+            icon = "↑" if lp["type"] == "看涨" else "↓"
+            lines.append(f"  {icon} {lp['name']} ({lp['confidence']}): {lp['desc']}")
+        lines.append(f"  {local_p.get('summary', '')}")
+    elif local_p:
+        lines.append(f"\n## A股本土战法\n  {local_p.get('summary', '未检测到形态')}")
+
+    # ── 市场环境自适应 ──
+    market_env = features.get("market_environment") or {}
+    if market_env.get("state") and market_env["state"] != "震荡":
+        lines.append(f"\n## 市场环境自适应")
+        lines.append(f"  市场状态: {market_env['state']} (置信度: {market_env.get('confidence', '-')})")
+        adj_info = market_env.get("weight_adjustments", {})
+        if adj_info.get("desc"):
+            lines.append(f"  权重调整: {adj_info['desc']}")
+
+    # ── 支撑与阻力 ──
+    lines.append(f"\n## 支撑与阻力")
+    lines.append(f"  {'支撑位':<10} {'来源':<8} {'强度'}")
+    for s in sr.get("supports", []):
+        lines.append(f"  {s['level']:<10} {s['source']:<8} {s['strength']}")
+    lines.append(f"  {'阻力位':<10} {'来源':<8} {'强度'}")
+    for r in sr.get("resistances", []):
+        lines.append(f"  {r['level']:<10} {r['source']:<8} {r['strength']}")
+
+    # ── 趋势结构 ──
+    lines.append(f"\n## 趋势结构")
+    lines.append(f"  波浪状态: {wave}")
+    if box:
+        lines.append(f"  箱体: {box['top']}-{box['bottom']} 震荡 (幅度{box['range_pct']}%, {box['days']}日)")
+    if breakout and breakout.get("status", "未突破") != "未突破":
+        lines.append(f"  突破: {breakout.get('status')}")
+
+    # ── A 股特化 ──
+    if limit_data:
+        lines.append(f"\n## A股特化分析")
+        lines.append(f"  板块制度: {limit_data.get('board', '-')} (涨跌停{limit_data.get('limit_ratio', 10)}%)")
+        lines.append(f"  涨跌停价: 涨停{limit_data.get('limit_up_price', '-')} / 跌停{limit_data.get('limit_down_price', '-')}")
+        lines.append(f"  当前状态: {limit_data.get('board_status', '-')}")
+        if limit_data.get("limit_streak", 0) > 0:
+            lines.append(f"  连板: {limit_data.get('limit_streak')}连板 ({limit_data.get('streak_type')})")
+            if limit_data.get("streak_volume"):
+                lines.append(f"  连板量能: {limit_data['streak_volume']}")
+        if limit_data.get("t1_risk"):
+            lines.append(f"  ⚠ {limit_data['t1_risk']}")
+
+    # ── 综合建议止损 ──
+    lines.append(f"\n## 仓位参考（技术面）")
+    nearest_support = sr.get("nearest_support")
+    if nearest_support:
+        stop_pct = round((meta['price_num'] - nearest_support) / meta['price_num'] * 100, 1)
+        lines.append(f"  止损位: {nearest_support} (距现价 -{abs(stop_pct)}%)")
+    nearest_resistance = sr.get("nearest_resistance")
+    if nearest_resistance:
+        tp_pct = round((nearest_resistance - meta['price_num']) / meta['price_num'] * 100, 1)
+        lines.append(f"  止盈位: {nearest_resistance} (距现价 +{tp_pct}%)")
+    lines.append(f"  纯技术视角，不构成投资建议。需结合基本面、市场环境综合判断。")
+
+    lines.append("═" * 72)
+    return "\n".join(lines)
+
+
+def render_quick(features, score, meta):
+    """快速技术摘要。"""
+    ma = features.get("ma_system", {})
+    macd = features.get("macd") or {}
+    vol = features.get("volume") or {}
+    sr = features.get("support_resistance", {})
+    limit_data = features.get("limit_analysis") or {}
+
+    lines = []
+    lines.append(f"## 技术面快扫: {meta['name']} ({meta['code']})")
+    lines.append(f"现价: {meta['price']} | 涨跌: {meta['change_pct']}% | 板块: {meta['board']} | {meta['timestamp']}")
+    lines.append("")
+    lines.append(f"评分: {score['score']}/100 ({score['grade']})")
+    lines.append(f"趋势: {ma.get('alignment', '-')}")
+    macd_icon = "↑金叉" if macd.get('signal') == 1 else "↓死叉" if macd.get('signal') == -1 else "→"
+    lines.append(f"MACD: {macd_icon} | {macd.get('bar_trend', '-')}")
+    if macd.get("divergence"):
+        lines.append(f"  ⚠ {macd['divergence']}")
+    lines.append(f"量能: {vol.get('volume_ratio_desc', '-')} | {vol.get('volume_price', '-')}")
+    lines.append(f"支撑: {sr.get('nearest_support', '-')} | 阻力: {sr.get('nearest_resistance', '-')}")
+    if limit_data and limit_data.get("limit_streak", 0) > 0:
+        lines.append(f"连板: {limit_data['limit_streak']}板 ({limit_data.get('board_status')})")
+    if score["buy_signals"]:
+        lines.append(f"买入: {', '.join(score['buy_signals'])}")
+    if score["sell_signals"]:
+        lines.append(f"卖出: {', '.join(score['sell_signals'])}")
+    lines.append(f"⚠ 纯技术视角，不构成投资建议")
+    return "\n".join(lines)

package/scripts/technical/rsi.py

@@ -0,0 +1,37 @@
+"""
+RSI 指标（Wilder 平滑方法）。
+无内部依赖。
+"""
+
+
+def rsi_features(closes, period=14):
+    """RSI 计算（Wilder 指数平滑，与通达信/同花顺一致）。"""
+    if len(closes) < period + 1:
+        return {"rsi": 50, "signal": 0}
+
+    # 计算涨跌序列
+    gains, losses = [], []
+    for i in range(1, len(closes)):
+        chg = closes[i] - closes[i - 1]
+        gains.append(max(chg, 0))
+        losses.append(max(-chg, 0))
+
+    # Wilder 平滑：初始值用 SMA，后续用指数平滑
+    avg_gain = sum(gains[:period]) / period
+    avg_loss = sum(losses[:period]) / period
+    for i in range(period, len(gains)):
+        avg_gain = (avg_gain * (period - 1) + gains[i]) / period
+        avg_loss = (avg_loss * (period - 1) + losses[i]) / period
+
+    if avg_loss == 0:
+        rsi = 100
+    else:
+        rs = avg_gain / avg_loss
+        rsi = 100 - 100 / (1 + rs)
+
+    signal = 0
+    if rsi < 30:
+        signal = 1
+    elif rsi > 70:
+        signal = -1
+    return {"rsi": round(rsi, 1), "signal": signal}

package/scripts/technical/scoring.py

@@ -0,0 +1,392 @@
+"""
+综合评分引擎和市场环境检测。
+依赖: common (to_float, clamp), signals (_generate_signals)
+"""
+from common import clamp, to_float
+
+from .signals import _generate_signals
+
+
+# 个股类型 × 指标权重矩阵
+_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,
+    },
+}
+
+
+def composite_score(features, stock_type="普通股", market_state=None):
+    """自适应多指标共振评分 0-100，按个股类型和市场环境调整权重。"""
+    score = 0
+    ma = features.get("ma_system", {})
+    macd = features.get("macd") or {}
+    kdj = features.get("kdj") or {}
+    boll = features.get("bollinger") or {}
+    rsi_data = features.get("rsi", {})
+    vol = features.get("volume") or {}
+    patterns = features.get("patterns", [])
+
+    # 获取权重
+    type_w = _STOCK_TYPE_WEIGHTS.get(stock_type, _STOCK_TYPE_WEIGHTS["普通股"])
+    adj = {}
+    if market_state:
+        adj = _market_weight_adjustments(market_state)
+    else:
+        adj = _market_weight_adjustments("震荡")
+
+    # 1. 均线 20 分 × 类型权重 × 市场趋势权重
+    alignment = ma.get("alignment", "")
+    alignment_scores = {"多头排列": 20, "交叉震荡": 12, "空头排列": 3, "数据不足": 7}
+    ma_base = alignment_scores.get(alignment, 7)
+    ma_score = ma_base * type_w["ma"] * (adj.get("trend_following", 1.0) if alignment == "多头排列" else 1.0)
+    score += clamp(ma_score, 0, 30)
+
+    # 2. MACD 15 分（上限 20 分，下限 0 分）
+    macd_signal = macd.get("signal", 0)
+    bar_trend = macd.get("bar_trend", "")
+    divergence = macd.get("divergence", "")
+    macd_base = 7
+    if macd_signal == 1 and "放大" in bar_trend:
+        macd_base = 15
+    elif macd_signal == 1:
+        macd_base = 10
+    elif macd_signal == -1:
+        macd_base = 3
+    macd_score = macd_base * type_w["macd"]
+    if divergence == "底背离(看涨)":
+        macd_score += 8 * adj.get("divergence_bottom", 1.0)
+    elif divergence == "顶背离(看跌)":
+        macd_score -= 8 * adj.get("overbought", 1.0)
+    score += clamp(macd_score, 0, 20)
+
+    # 3. KDJ 10 分（辅助信号：仅在震荡市/盘整时生效，其他市场降权）
+    # KDJ 与 RSI 功能重叠（超买超卖），KDJ 更适合短线震荡
+    market_state_for_kdj = adj.get("trend_following", 1.0)
+    kdj_active = market_state_for_kdj < 1.0  # 震荡/熊市时 KDJ 更有效
+    kdj_weight = 5 if kdj.get("钝化") else (10 if kdj_active else 5)
+    kdj_sig = kdj.get("signal", "")
+    # 按关键词匹配评分（支持组合信号如"金叉+超卖"、"死叉+超买"等）
+    if "金叉" in kdj_sig and "超卖" in kdj_sig:
+        kdj_base = kdj_weight
+    elif "金叉" in kdj_sig:
+        kdj_base = kdj_weight * 0.8
+    elif "死叉" in kdj_sig and "超买" in kdj_sig:
+        kdj_base = kdj_weight * 0.1
+    elif "死叉" in kdj_sig:
+        kdj_base = kdj_weight * 0.2
+    elif "超卖" in kdj_sig:
+        kdj_base = kdj_weight * 0.6
+    elif "超买" in kdj_sig:
+        kdj_base = kdj_weight * 0.3
+    else:
+        kdj_base = kdj_weight * 0.45
+    kdj_score = kdj_base * type_w["kdj"]
+    score += clamp(kdj_score, 0, 15)
+
+    # 4. BOLL 10 分
+    pos = boll.get("position", 0.5)
+    bw = boll.get("bandwidth_desc", "")
+    boll_base = 7
+    if pos < 0.3 and "收窄" in bw:
+        boll_base = 10
+    elif 0.3 <= pos <= 0.7:
+        boll_base = 7
+    elif pos > 0.7:
+        boll_base = 4
+    else:
+        boll_base = 5
+    score += boll_base * type_w["boll"]
+
+    # 5. RSI 10 分
+    rsi = rsi_data.get("rsi", 50)
+    rsi_base = 7
+    if 30 <= rsi <= 40:
+        rsi_base = 10
+    elif 40 < rsi <= 60:
+        rsi_base = 7
+    elif 20 <= rsi < 30:
+        rsi_base = 8
+    elif 60 < rsi <= 70:
+        rsi_base = 5
+    elif rsi > 70:
+        rsi_base = 3
+    else:
+        rsi_base = 5
+    score += rsi_base * type_w["rsi"]
+
+    # 6. 成交量 15 分
+    vp_signal = vol.get("volume_price_signal", 0)
+    vr = vol.get("volume_ratio", 1)
+    vol_base = 7
+    if vp_signal == 1:
+        vol_base = 12
+    elif vp_signal == -1:
+        vol_base = 3
+    vol_score = vol_base * type_w["volume"]
+    if vr < 0.3:
+        vol_score += 3
+    score += clamp(vol_score, 0, 20)
+
+    # 7. K线形态 15 分 × 类型权重 × 市场牛市偏向
+    bullish_patterns = ["早晨之星", "阳包阴", "锤子线", "红三兵", "假阴真阳"]
+    bearish_patterns = ["黄昏之星", "阴包阳", "倒锤子", "三只乌鸦", "假阳真阴"]
+    pattern_score = 7
+    for p in patterns:
+        ptype = p.get("type", "")
+        if any(b in ptype for b in bullish_patterns):
+            pattern_score = max(pattern_score, 13)
+        if any(b in ptype for b in bearish_patterns):
+            pattern_score = min(pattern_score, 3)
+    score += clamp(pattern_score * type_w["pattern"] * adj.get("bullish_bias", 1.0), 0, 25)
+
+    # 8. 缠论加分项（上限 15 分）
+    chan_bonus = 0
+    chan_data = features.get("chan_theory") or {}
+    if chan_data.get("valid"):
+        maidain = chan_data.get("maidian", {})
+        buy_points = maidain.get("buy_points", [])
+        for bp in buy_points:
+            bpt = bp.get("type", "")
+            if bpt == "一买":
+                chan_bonus += 10 * adj.get("buy_point_1", 1.0)
+            elif bpt == "二买":
+                chan_bonus += 5
+            elif bpt == "三买":
+                chan_bonus += 8 * adj.get("buy_point_3", 1.0)
+        beichi = chan_data.get("beichi", {})
+        if beichi.get("summary", "").startswith("检测到底背驰"):
+            chan_bonus += 8 * adj.get("divergence_bottom", 1.0)
+    score += clamp(chan_bonus, 0, 15)
+
+    # 9. 本土战法加分（上限 10 分）
+    local_bonus = 0
+    local_patterns_data = features.get("local_patterns") or {}
+    for lp in local_patterns_data.get("patterns", []):
+        pname = lp.get("name", "")
+        pconf = lp.get("confidence", "中")
+        bonus = 0
+        if pname == "老鸭头":
+            bonus = 8
+        elif pname == "美人肩":
+            bonus = 6
+        elif pname == "三阴一阳":
+            bonus = 5
+        elif pname == "涨停双响炮":
+            bonus = 7
+        elif pname == "底部首板":
+            bonus = 6
+        elif pname == "双针探底":
+            bonus = 5
+        if pconf == "高":
+            bonus *= 1.2
+        local_bonus += bonus
+    score += clamp(local_bonus, 0, 10)
+
+    score = clamp(score, 0, 100)
+
+    # 定级（含模糊区间：边界附近标注"边界"）
+    if score >= 80:
+        grade = "强烈看多"
+    elif score >= 75:
+        grade = "偏多(强)"  # 模糊区间：75-80
+    elif score >= 60:
+        grade = "偏多"
+    elif score >= 55:
+        grade = "中性(偏多)"  # 模糊区间：55-65
+    elif score >= 40:
+        grade = "中性"
+    elif score >= 35:
+        grade = "中性(偏空)"  # 模糊区间：35-45
+    elif score >= 20:
+        grade = "偏空"
+    elif score >= 15:
+        grade = "偏空(强)"  # 模糊区间：15-25
+    else:
+        grade = "强烈看空"
+
+    buy_signals, sell_signals = _generate_signals(features)
+
+    return {
+        "score": round(score, 1),
+        "grade": grade,
+        "buy_signals": buy_signals,
+        "sell_signals": sell_signals,
+    }
+
+
+def detect_market_environment(index_quote=None, recent_quotes=None):
+    """
+    检测当前市场环境（牛市/熊市/震荡/冰点/亢奋）。
+    优先使用大盘数据（涨跌停家数），不可得时用指数技术指标推断。
+    支持多日窗口判断，避免单日噪声。
+
+    Args:
+        index_quote: 大盘指数行情 dict（可选）
+        recent_quotes: 近期大盘行情列表（可选，用于多日均值判断）
+
+    Returns:
+        {
+            "state": "牛市"|"熊市"|"震荡"|"冰点"|"亢奋",
+            "confidence": "高"|"中"|"低",
+            "signals": [...],
+            "weight_adjustments": {...},
+        }
+    """
+    state = "震荡"
+    confidence = "低"
+    signals = []
+
+    if index_quote and isinstance(index_quote, dict):
+        price = to_float(index_quote.get("price"))
+        change_pct = to_float(index_quote.get("change_pct"))
+        turnover = to_float(index_quote.get("turnover"))
+
+        # 多日窗口：用近期数据的均值平滑单日噪声
+        if recent_quotes and len(recent_quotes) > 1:
+            recent_changes = [to_float(q.get("change_pct")) for q in recent_quotes]
+            recent_turnovers = [to_float(q.get("turnover")) for q in recent_quotes]
+            avg_change = sum(recent_changes) / len(recent_changes)
+            avg_turnover = sum(recent_turnovers) / len(recent_turnovers)
+            window_days = len(recent_quotes)
+            signals.append(f"近{window_days}日均涨跌{avg_change:.2f}%")
+        else:
+            avg_change = change_pct
+            avg_turnover = turnover
+
+        # 用多日均值判断趋势
+        if avg_change > 1.5:
+            state = "牛市"
+            confidence = "高" if avg_change > 2.5 else "中"
+            signals.append(f"持续上涨(均值{avg_change:.1f}%)")
+        elif avg_change < -1.5:
+            state = "熊市"
+            confidence = "高" if avg_change < -2.5 else "中"
+            signals.append(f"持续下跌(均值{avg_change:.1f}%)")
+        elif avg_change > 0.3:
+            state = "牛市"
+            confidence = "低"
+            signals.append(f"温和上涨(均值{avg_change:.1f}%)")
+        elif avg_change < -0.3:
+            state = "熊市"
+            confidence = "低"
+            signals.append(f"温和下跌(均值{avg_change:.1f}%)")
+        else:
+            signals.append(f"窄幅震荡(均值{avg_change:.1f}%)")
+
+        # 用当日数据补充极端信号
+        if change_pct > 2:
+            signals.append(f"当日大涨{change_pct:.1f}%")
+        elif change_pct < -2:
+            signals.append(f"当日大跌{change_pct:.1f}%")
+
+        if avg_turnover > 5:
+            signals.append("高换手率")
+            if state == "牛市":
+                state = "亢奋"
+                signals.append("亢奋信号")
+        elif avg_turnover < 0.5:
+            signals.append("极度缩量")
+            if state in ("熊市", "震荡"):
+                state = "冰点"
+                signals.append("冰点信号")
+    else:
+        signals.append("大盘数据缺失，默认震荡")
+
+    # 市场 → 信号权重调整
+    adjustments = _market_weight_adjustments(state)
+
+    return {
+        "state": state,
+        "confidence": confidence,
+        "signals": signals,
+        "weight_adjustments": adjustments,
+    }
+
+
+def _market_weight_adjustments(state):
+    """市场环境 → 信号权重因子。"""
+    adjustments = {
+        "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",
+        },
+    }
+    return adjustments.get(state, adjustments["震荡"])