deeptrade-quant 0.0.2__py3-none-any.whl

deeptrade/strategies_builtin/volume_anomaly/volume_anomaly/runtime.py

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+"""VaRuntime — context bundle the volume-anomaly plugin's pipeline runs against.
+
+v0.6 — ``llm: DeepSeekClient`` field removed. ``llms: LLMManager`` is the
+new framework hand-off; runner / pipeline pull a per-provider ``LLMClient``
+via ``rt.llms.get_client(name, plugin_id=, run_id=)``.
+"""
+
+from __future__ import annotations
+
+import logging
+from dataclasses import dataclass
+from typing import TYPE_CHECKING, Any
+
+from deeptrade.plugins_api.events import EventLevel, EventType, StrategyEvent
+
+if TYPE_CHECKING:  # pragma: no cover
+    from deeptrade.core.config import ConfigService
+    from deeptrade.core.db import Database
+    from deeptrade.core.llm_manager import LLMManager
+    from deeptrade.core.tushare_client import TushareClient
+    from deeptrade.plugins_api.notify import NotificationPayload
+
+logger = logging.getLogger(__name__)
+
+PLUGIN_ID = "volume-anomaly"
+
+
+@dataclass
+class VaRuntime:
+    db: Database
+    config: ConfigService
+    llms: LLMManager
+    plugin_id: str = PLUGIN_ID
+    run_id: str | None = None
+    is_intraday: bool = False
+    tushare: TushareClient | None = None
+
+    def emit(
+        self,
+        event_type: EventType,
+        message: str,
+        *,
+        level: EventLevel = EventLevel.INFO,
+        **payload: object,
+    ) -> StrategyEvent:
+        return StrategyEvent(type=event_type, level=level, message=message, payload=dict(payload))
+
+    def notify(self, payload: NotificationPayload) -> bool:
+        from deeptrade import notify as _notify
+
+        try:
+            _notify(self.db, payload)
+            return True
+        except Exception as e:  # noqa: BLE001
+            logger.warning("notify dispatch failed: %s", e)
+            return False
+
+
+def build_tushare_client(rt: VaRuntime, *, intraday: bool = False, event_cb: Any = None):
+    from deeptrade.core.tushare_client import TushareClient, TushareSDKTransport
+
+    token = rt.config.get("tushare.token")
+    if not token:
+        raise RuntimeError("tushare.token not configured; run `deeptrade config set-tushare`")
+    cfg = rt.config.get_app_config()
+    return TushareClient(
+        rt.db,
+        TushareSDKTransport(str(token)),
+        plugin_id=rt.plugin_id,
+        rps=cfg.tushare_rps,
+        intraday=intraday,
+        event_cb=event_cb,
+    )
+
+
+def pick_llm_provider(rt: VaRuntime) -> str:
+    """Pick which configured LLM provider to use for this run.
+
+    See ``limit_up_board.runtime.pick_llm_provider`` for the policy rationale
+    — kept duplicated here so each plugin can later diverge (per-plugin
+    default LLM in v0.7).
+    """
+    available = rt.llms.list_providers()
+    if not available:
+        raise RuntimeError(
+            "No LLM provider configured; run `deeptrade config set-llm`"
+        )
+    if "deepseek" in available:
+        return "deepseek"
+    return available[0]

deeptrade/strategies_builtin/volume_anomaly/volume_anomaly/schemas.py

@@ -0,0 +1,97 @@
+"""Pydantic schemas for the volume-anomaly LLM stage.
+
+Hard constraints (mirrors limit_up_board conventions):
+    * extra='forbid' on every model
+    * candidate_id round-trips verbatim from input
+    * rank is a dense permutation 1..N within each batch
+"""
+
+from __future__ import annotations
+
+from typing import Literal
+
+from pydantic import BaseModel, ConfigDict, Field, field_validator
+
+
+class VAEvidenceItem(BaseModel):
+    """One field-level fact the LLM is using to reason.
+
+    `field` MUST refer to a key actually present in the input prompt; `unit`
+    is REQUIRED so prompt and model speak the same units.
+    """
+
+    model_config = ConfigDict(extra="forbid")
+    field: str = Field(..., min_length=1, max_length=64)
+    value: str | int | float | None
+    unit: str = Field(..., min_length=1, max_length=16)
+    interpretation: str = Field(..., min_length=1, max_length=120)
+
+
+class VADimensionScores(BaseModel):
+    """v0.6.0 P1-2 — per-dimension explicit scoring (0–100).
+
+    `risk` is reverse-polarity — a higher score means greater risk; every
+    other dimension is positive-polarity (higher = more bullish). The
+    relationship between this sub-object and ``launch_score`` is left to the
+    LLM's own consistency (F3 / F14 — soft constraint via prompt, no formula).
+    """
+
+    model_config = ConfigDict(extra="forbid")
+    washout: int = Field(ge=0, le=100)        # 洗盘充分度
+    pattern: int = Field(ge=0, le=100)        # 形态突破有效性
+    capital: int = Field(ge=0, le=100)        # 资金验证（moneyflow / volume）
+    sector: int = Field(ge=0, le=100)         # 板块强度 + 大盘相对（与 P1-1 合流）
+    historical: int = Field(ge=0, le=100)     # 历史浪型位置（越早越好）
+    risk: int = Field(ge=0, le=100)           # 风险（reverse-polarity — 高分 = 高风险）
+
+
+class VATrendCandidate(BaseModel):
+    """One LLM verdict per input candidate."""
+
+    model_config = ConfigDict(extra="forbid")
+    candidate_id: str
+    ts_code: str
+    name: str
+    rank: int = Field(ge=1)
+    launch_score: float = Field(ge=0, le=100)
+    confidence: Literal["high", "medium", "low"]
+    prediction: Literal["imminent_launch", "watching", "not_yet"]
+    pattern: Literal[
+        "breakout",
+        "consolidation_break",
+        "first_wave",
+        "second_leg",
+        "unclear",
+    ]
+    washout_quality: Literal["sufficient", "partial", "insufficient", "unclear"]
+    rationale: str = Field(..., max_length=200)
+    # v0.6.0 P1-2 — required field (F8). Old persisted responses live in
+    # va_stage_results.raw_response_json so the strict schema is safe.
+    dimension_scores: VADimensionScores
+    key_evidence: list[VAEvidenceItem] = Field(min_length=1, max_length=5)
+    next_session_watch: list[str] = Field(min_length=1, max_length=4)
+    invalidation_triggers: list[str] = Field(min_length=1, max_length=4)
+    risk_flags: list[str] = Field(default_factory=list, max_length=5)
+    missing_data: list[str] = Field(default_factory=list)
+
+
+class VATrendResponse(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    stage: Literal["continuation_prediction"]
+    trade_date: str
+    next_trade_date: str
+    batch_no: int = Field(ge=1)
+    batch_total: int = Field(ge=1)
+    market_context_summary: str = Field(..., max_length=200)
+    risk_disclaimer: str = Field(..., max_length=160)
+    candidates: list[VATrendCandidate]
+
+    @field_validator("candidates")
+    @classmethod
+    def ranks_must_be_dense_1_to_n(cls, v: list[VATrendCandidate]) -> list[VATrendCandidate]:
+        """Per-batch rank must be a dense permutation 1..N."""
+        ranks = sorted(c.rank for c in v)
+        expected = list(range(1, len(ranks) + 1))
+        if ranks != expected:
+            raise ValueError(f"candidate ranks must be a dense permutation 1..N; got {ranks}")
+        return v

deeptrade/strategies_builtin/volume_anomaly/volume_anomaly/stats.py

@@ -0,0 +1,174 @@
+"""volume-anomaly v0.4.0 — Stats query layer.
+
+Pure read-only SQL aggregation over ``va_stage_results`` JOIN
+``va_realized_returns``. Consumed by the ``stats`` CLI subcommand and any
+future LightGBM / Multi-Agent feature pipeline.
+
+The shape returned to the renderer is:
+    [{bucket: str, n_samples: int, t3_mean: float | None,
+      t3_winrate: float | None, t5_max_ret_mean: float | None}, ...]
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+# G4 — default launch_score bins. v0.7+ may expose a `--bins` flag.
+LAUNCH_SCORE_BINS: list[tuple[str, float, float]] = [
+    ("0-40", 0.0, 40.0),
+    ("40-60", 40.0, 60.0),
+    ("60-80", 60.0, 80.0),
+    ("80-100", 80.0, 100.0),
+]
+
+
+DIMENSION_COLS: tuple[str, ...] = (
+    "washout", "pattern", "capital", "sector", "historical", "risk",
+)
+
+
+def run_stats_query(
+    db: Any,
+    *,
+    from_date: str | None,
+    to_date: str | None,
+    by: str,
+) -> tuple[list[dict[str, Any]], str]:
+    """Execute the aggregation; return (rows, table_title)."""
+    if by not in {"prediction", "pattern", "launch_score_bin", "dimension_scores"}:
+        raise ValueError(
+            f"unknown --by={by!r}; choose from prediction | pattern | "
+            f"launch_score_bin | dimension_scores"
+        )
+
+    # Build WHERE clause for date range. We bind via parameters to avoid SQL
+    # injection even though these are user-supplied YYYYMMDD strings.
+    where_clauses = ["s.trade_date = r.anomaly_date"]
+    params: list[Any] = []
+    if from_date:
+        where_clauses.append("r.anomaly_date >= ?")
+        params.append(from_date)
+    if to_date:
+        where_clauses.append("r.anomaly_date <= ?")
+        params.append(to_date)
+    where_sql = " AND ".join(where_clauses)
+
+    if by == "launch_score_bin":
+        return _by_launch_score_bin(db, where_sql=where_sql, params=params), (
+            f"按 launch_score_bin 维度（{from_date or '*'}–{to_date or '*'}）"
+        )
+
+    if by == "dimension_scores":
+        return _by_dimension_scores(db, where_sql=where_sql, params=params), (
+            f"按 dimension_scores 维度与 ret_t3 的 Pearson 相关系数"
+            f"（{from_date or '*'}–{to_date or '*'}）"
+        )
+
+    # Generic group-by for prediction / pattern.
+    group_col = f"s.{by}"
+    sql = f"""
+        SELECT {group_col} AS bucket,
+               COUNT(*) AS n_samples,
+               AVG(r.ret_t3) AS t3_mean,
+               AVG(CASE WHEN r.ret_t3 > 0 THEN 100.0 ELSE 0.0 END) AS t3_winrate,
+               AVG(r.max_ret_5d) AS t5_max_ret_mean
+        FROM va_stage_results s
+        JOIN va_realized_returns r
+          ON s.ts_code = r.ts_code AND {where_sql}
+        WHERE r.ret_t3 IS NOT NULL
+        GROUP BY {group_col}
+        ORDER BY {group_col}
+    """
+    rows = db.fetchall(sql, tuple(params))
+    title = f"按 {by} 维度（{from_date or '*'}–{to_date or '*'}）"
+    return [_row_to_dict(r) for r in rows], title
+
+
+def _by_launch_score_bin(
+    db: Any, *, where_sql: str, params: list[Any]
+) -> list[dict[str, Any]]:
+    """Bin launch_score into LAUNCH_SCORE_BINS and aggregate per bucket.
+
+    Implemented with a CASE expression to keep the query fully SQL-side
+    (DuckDB executes faster than fetching everything to Python and binning).
+    """
+    case_lines = []
+    for label, lo, hi in LAUNCH_SCORE_BINS:
+        # Half-open low, closed high — inclusive of upper bound for the last bin
+        is_last = label == LAUNCH_SCORE_BINS[-1][0]
+        op_hi = "<=" if is_last else "<"
+        case_lines.append(
+            f"WHEN s.launch_score >= {lo} AND s.launch_score {op_hi} {hi} THEN '{label}'"
+        )
+    case_expr = "CASE " + " ".join(case_lines) + " ELSE 'oob' END"
+
+    sql = f"""
+        SELECT {case_expr} AS bucket,
+               COUNT(*) AS n_samples,
+               AVG(r.ret_t3) AS t3_mean,
+               AVG(CASE WHEN r.ret_t3 > 0 THEN 100.0 ELSE 0.0 END) AS t3_winrate,
+               AVG(r.max_ret_5d) AS t5_max_ret_mean
+        FROM va_stage_results s
+        JOIN va_realized_returns r
+          ON s.ts_code = r.ts_code AND {where_sql}
+        WHERE r.ret_t3 IS NOT NULL AND s.launch_score IS NOT NULL
+        GROUP BY bucket
+        ORDER BY bucket
+    """
+    rows = db.fetchall(sql, tuple(params))
+    return [_row_to_dict(r) for r in rows]
+
+
+def _row_to_dict(r: tuple[Any, ...]) -> dict[str, Any]:
+    return {
+        "bucket": r[0],
+        "n_samples": int(r[1] or 0),
+        "t3_mean": float(r[2]) if r[2] is not None else None,
+        "t3_winrate": float(r[3]) if r[3] is not None else None,
+        "t5_max_ret_mean": float(r[4]) if r[4] is not None else None,
+    }
+
+
+def _by_dimension_scores(
+    db: Any, *, where_sql: str, params: list[Any]
+) -> list[dict[str, Any]]:
+    """Compute Pearson correlation between each dim_<X> column and ret_t3.
+
+    Pearson formula in pure SQL:
+        corr(x, y) = (n*Σxy − Σx Σy) /
+                     √((n*Σx² − (Σx)²)(n*Σy² − (Σy)²))
+
+    DuckDB has a built-in `CORR(x, y)` aggregate which is even simpler — use it
+    when available. (DuckDB ≥ 0.7.0 supports CORR.)
+    """
+    rows: list[dict[str, Any]] = []
+    for dim in DIMENSION_COLS:
+        col = f"dim_{dim}"
+        sql = f"""
+            SELECT COUNT(*) AS n_samples,
+                   AVG(CASE WHEN s.{col} > 50 AND r.ret_t3 > 0 THEN 100.0 ELSE 0.0 END)
+                       AS hit_rate_above_50,
+                   CORR(s.{col}, r.ret_t3) AS corr_t3,
+                   AVG(r.ret_t3) AS t3_mean,
+                   AVG(r.max_ret_5d) AS t5_max_ret_mean
+            FROM va_stage_results s
+            JOIN va_realized_returns r
+              ON s.ts_code = r.ts_code AND {where_sql}
+            WHERE r.ret_t3 IS NOT NULL AND s.{col} IS NOT NULL
+        """
+        row = db.fetchone(sql, tuple(params))
+        if not row:
+            continue
+        n, _hit, corr, t3_mean, t5_max = row
+        rows.append(
+            {
+                "bucket": dim,
+                "n_samples": int(n or 0),
+                # Repurpose t3_mean column to show the correlation coefficient
+                # so the existing renderer doesn't need a special-case branch.
+                "t3_mean": float(corr) if corr is not None else None,
+                "t3_winrate": None,
+                "t5_max_ret_mean": float(t5_max) if t5_max is not None else None,
+            }
+        )
+    return rows

deeptrade/theme.py

@@ -0,0 +1,48 @@
+"""EVA-themed Rich design tokens.
+
+V0.0: tokens defined but not yet applied to a Console.
+V0.6: full Theme integration into the Live dashboard (DESIGN §9.2).
+
+Naming convention: tokens use semantic role names (status.running, panel.border.error)
+so callers reference styles by meaning, not raw color literals.
+"""
+
+from __future__ import annotations
+
+from rich.theme import Theme
+
+# === EVA-01 design tokens (truecolor) ===
+EVA_BG = "#0B0B10"  # 黑底
+EVA_PANEL = "#15131D"
+EVA_PURPLE = "#6B2FBF"  # EVA-01 紫，主框线
+EVA_DEEP_PURPLE = "#3B0764"
+EVA_LIME = "#78D64B"  # 终端绿，正常 / 成功
+EVA_ORANGE = "#FF8A00"  # NERV 橙，进行中
+EVA_RED = "#E53935"  # 错误
+EVA_YELLOW = "#FFB000"  # 警告
+EVA_TEXT = "#E8E6F0"
+EVA_DIM = "#8C8799"
+EVA_STOCK_UP = "#E53935"  # A 股约定红涨
+EVA_STOCK_DOWN = "#78D64B"  # 绿跌
+
+EVA_THEME = Theme(
+    {
+        "title": f"bold {EVA_LIME}",
+        "subtitle": f"italic {EVA_DIM}",
+        "panel.border.primary": EVA_PURPLE,
+        "panel.border.warn": EVA_YELLOW,
+        "panel.border.error": EVA_RED,
+        "panel.border.ok": EVA_LIME,
+        "status.pending": EVA_DIM,
+        "status.running": EVA_ORANGE,
+        "status.success": EVA_LIME,
+        "status.error": EVA_RED,
+        "k.value": EVA_LIME,
+        "k.label": EVA_DIM,
+        "stock.up": EVA_STOCK_UP,
+        "stock.down": EVA_STOCK_DOWN,
+        "spinner": EVA_ORANGE,
+        "headline.alert": f"bold {EVA_YELLOW} on {EVA_DEEP_PURPLE}",
+        "headline.fatal": f"bold {EVA_RED} on {EVA_DEEP_PURPLE}",
+    }
+)

deeptrade_quant-0.0.2.dist-info/METADATA

@@ -0,0 +1,166 @@
+Metadata-Version: 2.4
+Name: deeptrade-quant
+Version: 0.0.2
+Summary: LLM-driven A-share (Shanghai/Shenzhen main board) stock screening CLI
+Project-URL: Homepage, https://github.com/ty19880929/deeptrade
+Project-URL: Repository, https://github.com/ty19880929/deeptrade
+Project-URL: Issues, https://github.com/ty19880929/deeptrade/issues
+Author: DeepTrade
+License: MIT
+License-File: LICENSE
+Keywords: a-share,cli,deepseek,duckdb,llm,stock,tushare
+Requires-Python: >=3.11
+Requires-Dist: click>=8.1
+Requires-Dist: duckdb>=1.0
+Requires-Dist: keyring>=25.0
+Requires-Dist: openai>=1.0
+Requires-Dist: pandas>=2.2
+Requires-Dist: pydantic>=2.7
+Requires-Dist: pyyaml>=6.0
+Requires-Dist: questionary>=2.0
+Requires-Dist: rich>=13.7
+Requires-Dist: tenacity>=8.0
+Requires-Dist: tushare>=1.4
+Requires-Dist: typer>=0.12
+Provides-Extra: dev
+Requires-Dist: mypy>=1.10; extra == 'dev'
+Requires-Dist: pre-commit>=3.7; extra == 'dev'
+Requires-Dist: pytest-mock>=3.12; extra == 'dev'
+Requires-Dist: pytest>=8.0; extra == 'dev'
+Requires-Dist: ruff>=0.5; extra == 'dev'
+Requires-Dist: types-pyyaml>=6.0; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# DeepTrade
+
+> 本地运行的 A 股（沪深主板）选股 CLI 工具：tushare 行情 + OpenAI 兼容 LLM（DeepSeek / Qwen / Kimi …）+ DuckDB 单机仓库 + 插件式 CLI 框架。
+
+[![tests](https://img.shields.io/badge/tests-passing-brightgreen)](#) [![python](https://img.shields.io/badge/python-3.11+-blue)](#) [![license](https://img.shields.io/badge/license-MIT-green)](LICENSE)
+
+## ✨ 主要特性
+
+- **轻量本地化**：单文件 DuckDB + uv，一条命令跑完，无需服务进程或容器。
+- **纯透传式插件 CLI**：框架命令面**封闭**——只管 `init / config / plugin / data`；其余命令一律按 `deeptrade <plugin_id> <argv...>` 透传给插件，插件自管 `--help`、子命令、参数、持久化。新增插件类型（皮肤、新数据源、回测、IM 渠道……）零框架改动。
+- **数据隔离（Plan A）**：每个插件在自己的 migrations 里声明并拥有自己的表（含 tushare 派生数据），框架不持有任何业务表。`tushare_sync_state` / `tushare_calls` / `llm_calls` 都按 `plugin_id` 维度隔离。
+- **顶层通知 API**：`from deeptrade import notify, notification_session` 一行发推送；框架根据已安装的 channel 插件自动路由，无 channel 时自动 noop。
+- **多 LLM Provider 共存**：`llm.providers` 字典化配置，多个 OpenAI 兼容服务并存；插件通过 `LLMManager.get_client(name=...)` 按名取用，单次 run 内可调多家。
+- **LLM 强约束**：JSON 模式 + Pydantic 双层校验；**永远**不传 tools / function calls。
+- **盘中数据隔离**：`--allow-intraday` 模式下同步的不完整数据写入 `data_completeness='intraday'`，日终模式严格拒绝命中。
+
+## 🚀 5 分钟上手
+
+### 安装
+
+```bash
+# 推荐
+uv sync --all-extras
+uv run pre-commit install
+
+# 兜底（无 uv）
+python -m venv .venv && source .venv/bin/activate  # Windows: .\.venv\Scripts\activate
+pip install -e ".[dev]"
+```
+
+### 初始化与配置
+
+```bash
+deeptrade init                            # 建库 + 应用 core migrations
+deeptrade config set-tushare              # 交互式输入 tushare token
+deeptrade config set-llm                  # 交互式增/改/删 LLM provider（deepseek / qwen / kimi …）
+deeptrade config list-llm                 # 列出已配置且可用的 provider
+deeptrade config test-llm                 # 对所有 provider 做连通性自检（也可加 <name> 单测）
+deeptrade config show                     # 表格展示当前配置（密钥脱敏）
+```
+
+### 安装内置插件并运行
+
+```bash
+# 安装一个 strategy 插件 + 一个 channel 插件
+deeptrade plugin install ./deeptrade/strategies_builtin/limit_up_board -y
+deeptrade plugin install ./deeptrade/channels_builtin/stdout -y
+
+deeptrade plugin list                     # 查看已安装
+
+# 运行打板策略（CLI 由插件自管，--help 由插件渲染）
+deeptrade limit-up-board --help
+deeptrade limit-up-board run              # 默认日终模式
+deeptrade limit-up-board run --allow-intraday --force-sync
+
+# 运行成交量异动策略（三模式）
+deeptrade volume-anomaly screen           # 异动筛选 → upsert va_watchlist
+deeptrade volume-anomaly analyze          # LLM 主升浪启动预测
+deeptrade volume-anomaly prune --days 30  # 剔除追踪 ≥30 日的标的
+
+# 推送链路自检
+deeptrade stdout-channel test
+```
+
+报告产出在 `~/.deeptrade/reports/<run_id>/`。
+
+## 📦 命令矩阵
+
+### 框架命令（封闭集合）
+
+| 命令 | 用途 |
+|---|---|
+| `deeptrade --version` / `-V` | 显示版本 |
+| `deeptrade --help` / `-h` | 框架命令清单（**不**枚举插件子命令） |
+| `deeptrade init [--no-prompts]` | 建库 + 应用 core migrations |
+| `deeptrade config {show, set, set-tushare, set-llm, list-llm, test-llm}` | 全局配置 |
+| `deeptrade plugin install <path> [-y]` | 本地路径安装（绝不联网） |
+| `deeptrade plugin list / info <id>` | 列表 / 详情 |
+| `deeptrade plugin enable <id> / disable <id>` | 启 / 停 |
+| `deeptrade plugin uninstall <id> [--purge]` | 卸载（`--purge` 才 DROP 表） |
+| `deeptrade plugin upgrade <path>` | 升级（增量 migrations） |
+| `deeptrade data sync ...` | （暂停用，下版本恢复） |
+
+保留字（不可作为 plugin_id）：`init / config / plugin / data`。
+
+### 插件命令（按 plugin_id 透传，插件自管）
+
+| 命令 | 来源 |
+|---|---|
+| `deeptrade limit-up-board {run, sync, history, report}` | 内建打板策略插件 |
+| `deeptrade volume-anomaly {screen, analyze, prune, history, report}` | 内建成交量异动插件 |
+| `deeptrade stdout-channel {test, log}` | 内建 stdout 通知插件 |
+| `deeptrade <你的-plugin-id> ...` | 你自己写的任何插件 |
+
+任意插件子命令的 `--help` 都由插件自身渲染——框架不感知动词语义。
+
+## 🧱 架构
+
+```
+┌──────────────────────── deeptrade CLI (custom click.Group) ────────────────────────┐
+│                                                                                    │
+│  framework commands (closed):                                                      │
+│      init │ config │ plugin │ data                                                 │
+│                                                                                    │
+│  plugin pass-through (open):                                                       │
+│      <plugin_id>  ──argv──→  Plugin.dispatch(argv) → int  (plugin owns the rest)   │
+└──────────────────────────────────┬─────────────────────────────────────────────────┘
+                                   │
+            ┌──────────────────────┼──────────────────────────┐
+            ▼                      ▼                          ▼
+   ┌─────────────────┐   ┌──────────────────┐    ┌────────────────────┐
+   │ Core services    │   │ deeptrade.notify │    │  Plugins (any type)│
+   │ DuckDB · Config │   │ → routes to all  │    │  • metadata        │
+   │ Tushare · LLM   │   │   enabled        │    │  • validate_static │
+   │ Notifier        │   │   channel plugins│    │  • dispatch(argv)  │
+   └─────────────────┘   └──────────────────┘    │  (channel: + push) │
+                                                  └────────────────────┘
+```
+
+设计决策见 [docs/plugin_cli_dispatch_evaluation.md](docs/plugin_cli_dispatch_evaluation.md)。
+
+## 📖 文档
+
+- [DESIGN.md](DESIGN.md) — 设计文档
+- [docs/plugin_cli_dispatch_evaluation.md](docs/plugin_cli_dispatch_evaluation.md) — 当前架构的评估与决策记录（v0.3）
+- [docs/quick-start.md](docs/quick-start.md) — 上手指南
+- [docs/plugin-development.md](docs/plugin-development.md) — 写一个新插件
+- [docs/limit-up-board.md](docs/limit-up-board.md) — 打板策略说明
+- [CHANGELOG.md](CHANGELOG.md) — 版本变更
+
+## ⚖️ 免责声明
+
+本工具仅用于策略研究、数据整理与候选标的分析，**不构成投资建议**，**不进行自动交易**。所有 LLM 输出基于提交的结构化数据，不引用任何外部信息源；用户应自行核验候选标的的最新状态后再做决策。

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+Wheel-Version: 1.0
+Generator: hatchling 1.29.0
+Root-Is-Purelib: true
+Tag: py3-none-any