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web_server.py
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2612 lines (2196 loc) · 93.5 KB
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"""
Web 服务器 - A股量化选股系统前端
"""
from flask import Flask, render_template, jsonify, request, send_from_directory
from flask_socketio import SocketIO, emit
import json
import sys
import math
from pathlib import Path
from datetime import datetime
import pandas as pd
import numpy as np
import logging
import os
import traceback
import sqlite3
from json import JSONEncoder
# 自定义JSON编码器,处理numpy类型和NaN值
class NumpyEncoder(JSONEncoder):
"""自定义JSON编码器,处理numpy类型和NaN值"""
def default(self, obj):
if isinstance(obj, np.integer):
return int(obj)
elif isinstance(obj, np.floating):
# 处理NaN和Inf值,转换为null或0
if np.isnan(obj):
return None # NaN转换为null
elif np.isinf(obj):
return None # Inf转换为null
else:
return float(obj)
elif isinstance(obj, np.ndarray):
return obj.tolist()
elif isinstance(obj, pd.Timestamp):
return obj.strftime('%Y-%m-%d %H:%M:%S')
return super().default(obj)
def encode(self, o):
"""重写encode方法,处理Python原生的float NaN和Inf"""
result = super().encode(o)
# 替换JSON中的NaN、Infinity和-Infinity为null
result = result.replace('NaN', 'null')
result = result.replace('Infinity', 'null')
result = result.replace('-Infinity', 'null')
return result
def clean_data_for_json(obj):
"""
递归清理数据中的NaN和Inf值,确保可以序列化为JSON
参数:
obj: 任意Python对象(dict, list, float等)
返回:
清理后的对象,所有NaN/Inf值转换为None
"""
if isinstance(obj, dict):
# 递归处理字典
return {k: clean_data_for_json(v) for k, v in obj.items()}
elif isinstance(obj, list):
# 递归处理列表
return [clean_data_for_json(item) for item in obj]
elif isinstance(obj, float):
# 处理Python原生float
if math.isnan(obj) or math.isinf(obj):
return None
return obj
elif isinstance(obj, np.floating):
# 处理numpy float
if np.isnan(obj) or np.isinf(obj):
return None
return float(obj)
elif isinstance(obj, np.integer):
return int(obj)
elif isinstance(obj, np.ndarray):
return clean_data_for_json(obj.tolist())
elif isinstance(obj, pd.Timestamp):
return obj.strftime('%Y-%m-%d %H:%M:%S')
else:
return obj
# 添加项目根目录到路径
project_root = Path(__file__).parent
sys.path.insert(0, str(project_root))
from utils.db_manager import DBManager
from strategy.strategy_registry import get_registry
from main import QuantSystem
import threading
from utils.selection_record_manager import SelectionRecordManager
from utils.ranking_manager import RankingManager
from utils.db_initializer import init_databases_if_needed
from utils.stock_filter import StockFilter
from utils.data_collection_service import get_data_collection_service
from utils.kline_initializer import KlineInitializer
import sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).parent))
from stock_analyzer import StockAnalyzer
app = Flask(__name__,
template_folder='web/templates',
static_folder='web/static')
# 配置JSON编码器
app.json_encoder = NumpyEncoder
# 初始化SocketIO(配置长连接参数以支持长时间的回测任务)
socketio = SocketIO(
app,
cors_allowed_origins="*",
async_mode='threading',
ping_timeout=3600, # 1小时 ping 超时
ping_interval=60, # 60秒 ping 间隔
max_http_buffer_size=int(1e8) # 100MB 缓冲区
)
# ==================== 日志配置 ====================
# 使用新的日志配置模块
from utils.log_config import LogConfig, get_logger
# 初始化日志系统
LogConfig.setup_logging(log_dir="logs", log_file="app.log")
# 获取应用日志记录器
logger = get_logger(__name__)
logger.info("=" * 60)
logger.info("Web服务器启动")
logger.info("=" * 60)
# 初始化数据库(确保所有表都已创建)
logger.info("初始化数据库...")
init_databases_if_needed()
logger.info("数据库初始化完成")
# 检查并添加缺失的数据库列
logger.info("检查数据库模式...")
from utils.db_migration_helper import ensure_database_schema
ensure_database_schema()
logger.info("数据库模式检查完成")
# 导入全局数据库管理器
from utils.global_db import get_global_db
# 全局实例
db_manager = get_global_db()
registry = get_registry("config/strategy_params.yaml")
# 注释掉QuantSystem初始化,避免数据库初始化错误
# quant_system = QuantSystem("config/config.yaml")
selection_record_manager = SelectionRecordManager()
ranking_manager = RankingManager()
stock_analyzer = StockAnalyzer()
data_collection_service = get_data_collection_service("data")
# 初始化K线初始化器
from utils.akshare_fetcher import AKShareFetcher
akshare_fetcher = AKShareFetcher("data")
kline_initializer = KlineInitializer(db_manager, akshare_fetcher)
# 初始化参数锁定机制
from strategy.param_lock import get_param_lock
param_lock = get_param_lock("config/strategy_params.yaml")
# 初始化参数追踪机制
from strategy.param_tracker import get_param_tracker
param_tracker = get_param_tracker("config/strategy_params.yaml")
# 加载策略
logger.info("正在加载策略...")
registry.auto_register_from_directory("strategy")
logger.info(f"已加载 {len(registry.strategies)} 个策略")
# 注册trading蓝图
from trading.routes import trading_bp
app.register_blueprint(trading_bp, url_prefix='/api/trading')
logger.info("已注册trading蓝图")
# 注册个股评分API蓝图
from trading.stock_score_api import stock_score_bp
app.register_blueprint(stock_score_bp)
logger.info("已注册个股评分API蓝图")
# 注册KHunter蓝图
from trading.routes import khunter_bp
app.register_blueprint(khunter_bp)
logger.info("已注册KHunter蓝图")
# 全局更新状态
update_status = {
'running': False,
'progress': 0,
'total': 0,
'success': 0,
'failed': 0,
'message': '',
'start_time': None,
'end_time': None
}
@app.route('/')
def index():
"""主页"""
return render_template('index.html')
@app.route('/api/stocks')
def get_stocks():
"""获取股票列表 - 从 stock_basic 表获取基础数据"""
try:
# 获取分页参数
page = int(request.args.get('page', 1))
per_page = int(request.args.get('per_page', 500)) # 默认每页500只
# 计算分页偏移
offset = (page - 1) * per_page
# 从 stock_basic 表获取总数
total_result = db_manager.query('SELECT COUNT(*) as count FROM stock_basic')
total = total_result[0]['count'] if total_result else 0
# 从 stock_basic 表获取分页数据
query = '''
SELECT code, name, industry, area, market, list_date, market_cap
FROM stock_basic
ORDER BY code
LIMIT ? OFFSET ?
'''
basic_stocks = db_manager.query(query, (per_page, offset))
stock_list = []
for stock in basic_stocks:
# 处理 market_cap 为 None 或 NaN 的情况
market_cap = stock.get('market_cap', 0)
if market_cap is None or (isinstance(market_cap, float) and market_cap != market_cap):
market_cap = 0
# 单位转换:如果市值 > 10000,说明是万元单位,需要转换为亿元
# 否则已经是亿元单位
if market_cap > 10000:
# 万元转亿元:除以 10000
market_cap = market_cap / 10000
# 从 stock_kline 表获取最新价格和日期
kline_query = '''
SELECT close, date FROM stock_kline
WHERE code = ?
ORDER BY date DESC
LIMIT 1
'''
kline_result = db_manager.query(kline_query, (stock['code'],))
latest_price = 0
latest_date = ''
data_count = 0
if kline_result:
latest_price = round(kline_result[0]['close'], 2)
latest_date = kline_result[0]['date']
# 获取该股票的数据条数
count_query = 'SELECT COUNT(*) as count FROM stock_kline WHERE code = ?'
count_result = db_manager.query(count_query, (stock['code'],))
data_count = count_result[0]['count'] if count_result else 0
stock_list.append({
'code': stock['code'],
'name': stock['name'],
'latest_price': latest_price,
'latest_date': latest_date,
'market_cap': round(market_cap, 2), # 总市值,单位:亿
'data_count': data_count
})
return jsonify({
'success': True,
'data': stock_list,
'total': total,
'page': page,
'per_page': per_page,
'total_pages': (total + per_page - 1) // per_page
})
except Exception as e:
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/dashboard/my-golden-stocks')
def get_my_golden_stocks():
"""获取我的金股 - 最近一个日期的top5股票"""
try:
# 获取最近的选股日期
date_result = db_manager.query("SELECT DISTINCT selection_date FROM stock_selection_record ORDER BY selection_date DESC LIMIT 1")
if not date_result:
return jsonify({
'success': True,
'date': '',
'stocks': []
})
score_date = date_result[0]['selection_date']
# 获取top5股票(按rank_position排序)
rows = db_manager.query("""
SELECT stock_code, stock_name, industry, sector, score, rank_position
FROM stock_selection_record
WHERE selection_date = ?
ORDER BY rank_position ASC
LIMIT 5
""", (score_date,))
# 转换为字典列表
items = []
for row in rows:
items.append({
'stock_code': row['stock_code'],
'stock_name': row['stock_name'],
'industry': row['industry'] or '-',
'area': row['sector'] or '-', # 这里sector对应前端的area
'total_score': row['score'] or 0
})
return jsonify({
'success': True,
'date': score_date,
'stocks': items
})
except Exception as e:
logger.error(f"获取我的金股失败: {str(e)}")
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/dashboard/hot-industries')
def get_hot_industries():
"""获取最热行业 - top50股票的行业分布"""
try:
# 获取最近的选股日期
date_result = db_manager.query("SELECT DISTINCT selection_date FROM stock_selection_record ORDER BY selection_date DESC LIMIT 1")
if not date_result:
return jsonify({
'success': True,
'date': '',
'industries': []
})
score_date = date_result[0]['selection_date']
# 获取top50股票
rows = db_manager.query("""
SELECT industry
FROM stock_selection_record
WHERE selection_date = ?
ORDER BY rank_position ASC
LIMIT 50
""", (score_date,))
# 统计行业分布
industry_count = {}
for row in rows:
industry = row['industry'] or '未知'
if industry in industry_count:
industry_count[industry] += 1
else:
industry_count[industry] = 1
# 转换为列表并排序
industries = []
total = len(rows)
for industry, count in industry_count.items():
industries.append({
'industry': industry,
'count': count,
'percentage': round(count / total * 100, 2)
})
# 按股票数量排序
industries.sort(key=lambda x: x['count'], reverse=True)
return jsonify({
'success': True,
'date': score_date,
'industries': industries
})
except Exception as e:
logger.error(f"获取最热行业失败: {str(e)}")
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/dashboard/hot-areas')
def get_hot_areas():
"""获取最热板块 - top50股票的板块分布"""
try:
# 获取最近的选股日期
date_result = db_manager.query("SELECT DISTINCT selection_date FROM stock_selection_record ORDER BY selection_date DESC LIMIT 1")
if not date_result:
return jsonify({
'success': True,
'date': '',
'areas': []
})
score_date = date_result[0]['selection_date']
# 获取top50股票
rows = db_manager.query("""
SELECT sector
FROM stock_selection_record
WHERE selection_date = ?
ORDER BY rank_position ASC
LIMIT 50
""", (score_date,))
# 统计板块分布
area_count = {}
for row in rows:
area = row['sector'] or '未知'
if area in area_count:
area_count[area] += 1
else:
area_count[area] = 1
# 转换为列表并排序
areas = []
total = len(rows)
for area, count in area_count.items():
areas.append({
'area': area,
'count': count,
'percentage': round(count / total * 100, 2)
})
# 按股票数量排序
areas.sort(key=lambda x: x['count'], reverse=True)
return jsonify({
'success': True,
'date': score_date,
'areas': areas
})
except Exception as e:
logger.error(f"获取最热板块失败: {str(e)}")
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/dashboard/industry-stocks')
def get_industry_stocks():
"""获取指定行业的股票列表 - top50"""
try:
# 获取参数
industry = request.args.get('industry', '')
limit = int(request.args.get('limit', 50))
if not industry:
return jsonify({'success': False, 'error': '行业参数不能为空'})
# 获取最近的选股日期
date_result = db_manager.query("SELECT DISTINCT selection_date FROM stock_selection_record ORDER BY selection_date DESC LIMIT 1")
if not date_result:
return jsonify({
'success': True,
'stocks': []
})
score_date = date_result[0]['selection_date']
# 获取指定行业的股票,按评分排序
rows = db_manager.query("""
SELECT stock_code, stock_name, industry, sector, score, rank_position, selection_price
FROM stock_selection_record
WHERE selection_date = ? AND industry = ?
ORDER BY score DESC
LIMIT ?
""", (score_date, industry, limit))
# 初始化AKShareFetcher获取实时价格
from utils.akshare_fetcher import AKShareFetcher
akshare_fetcher = AKShareFetcher()
# 转换为字典列表并计算实时数据
stocks = []
for row in rows:
stock_code = row['stock_code']
stock_name = row['stock_name']
industry = row['industry'] or '-'
sector = row['sector'] or '-'
score = row['score'] or 0
rank_position = row['rank_position'] or 0
selection_price = row['selection_price'] or 0
# 获取实时价格
current_price = akshare_fetcher.get_stock_price(stock_code)
# 计算当前收益率
current_yield = 0.0
if current_price and selection_price:
current_yield = (current_price - selection_price) / selection_price * 100
# 获取选入后最高价格
highest_price = ranking_manager._get_highest_price(stock_code, score_date)
# 计算最高收益率
highest_yield = 0.0
if highest_price and selection_price:
highest_yield = (highest_price - selection_price) / selection_price * 100
stocks.append({
'stock_code': stock_code,
'stock_name': stock_name,
'industry': industry,
'sector': sector,
'score': score,
'rank_position': rank_position,
'selection_price': selection_price,
'current_price': current_price or 0,
'current_yield': round(current_yield, 2) or 0,
'highest_price': highest_price or 0,
'highest_yield': round(highest_yield, 2) or 0
})
return jsonify({
'success': True,
'date': score_date,
'stocks': stocks
})
except Exception as e:
logger.error(f"获取行业股票失败: {str(e)}")
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/dashboard/area-stocks')
def get_area_stocks():
"""获取指定板块的股票列表 - top50"""
try:
# 获取参数
area = request.args.get('area', '')
limit = int(request.args.get('limit', 50))
if not area:
return jsonify({'success': False, 'error': '板块参数不能为空'})
# 获取最近的选股日期
date_result = db_manager.query("SELECT DISTINCT selection_date FROM stock_selection_record ORDER BY selection_date DESC LIMIT 1")
if not date_result:
return jsonify({
'success': True,
'stocks': []
})
score_date = date_result[0]['selection_date']
# 获取指定板块的股票,按评分排序
rows = db_manager.query("""
SELECT stock_code, stock_name, industry, sector, score, rank_position, selection_price
FROM stock_selection_record
WHERE selection_date = ? AND sector = ?
ORDER BY score DESC
LIMIT ?
""", (score_date, area, limit))
# 初始化AKShareFetcher获取实时价格
from utils.akshare_fetcher import AKShareFetcher
akshare_fetcher = AKShareFetcher()
# 转换为字典列表并计算实时数据
stocks = []
for row in rows:
stock_code = row['stock_code']
stock_name = row['stock_name']
industry = row['industry'] or '-'
sector = row['sector'] or '-'
score = row['score'] or 0
rank_position = row['rank_position'] or 0
selection_price = row['selection_price'] or 0
# 获取实时价格
current_price = akshare_fetcher.get_stock_price(stock_code)
# 计算当前收益率
current_yield = 0.0
if current_price and selection_price:
current_yield = (current_price - selection_price) / selection_price * 100
# 获取选入后最高价格
highest_price = ranking_manager._get_highest_price(stock_code, score_date)
# 计算最高收益率
highest_yield = 0.0
if highest_price and selection_price:
highest_yield = (highest_price - selection_price) / selection_price * 100
stocks.append({
'stock_code': stock_code,
'stock_name': stock_name,
'industry': industry,
'sector': sector,
'score': score,
'rank_position': rank_position,
'selection_price': selection_price,
'current_price': current_price or 0,
'current_yield': round(current_yield, 2) or 0,
'highest_price': highest_price or 0,
'highest_yield': round(highest_yield, 2) or 0
})
return jsonify({
'success': True,
'date': score_date,
'stocks': stocks
})
except Exception as e:
logger.error(f"获取板块股票失败: {str(e)}")
return jsonify({'success': False, 'error': str(e)})
@app.route('/api/stock/<code>')
def get_stock_detail(code):
"""获取单只股票详情"""
try:
# 从数据库读取股票数据
df = db_manager.read_stock(code)
if df.empty:
return jsonify({'success': False, 'error': '股票不存在'})
# 计算KDJ指标
from utils.technical import KDJ
kdj_df = KDJ(df, n=9, m1=3, m2=3)
# 转换为列表格式
data = []
for i, (_, row) in enumerate(df.tail(100).iterrows()): # 返回最近100条
data.append({
'date': row['date'].strftime('%Y-%m-%d'),
'open': round(row['open'], 2) if pd.notna(row['open']) else None,
'high': round(row['high'], 2) if pd.notna(row['high']) else None,
'low': round(row['low'], 2) if pd.notna(row['low']) else None,
'close': round(row['close'], 2) if pd.notna(row['close']) else None,
'volume': int(row['volume']) if pd.notna(row['volume']) else 0,
'turnover': round(row.get('turnover', 0), 2) if 'turnover' in row and pd.notna(row.get('turnover')) else 0,
'market_cap': round(row.get('market_cap', 0) / 1e8, 2) if 'market_cap' in row and pd.notna(row.get('market_cap')) else 0, # 总市值,单位:亿
'K': round(kdj_df.iloc[i]['K'], 2) if pd.notna(kdj_df.iloc[i]['K']) else None,
'D': round(kdj_df.iloc[i]['D'], 2) if pd.notna(kdj_df.iloc[i]['D']) else None,
'J': round(kdj_df.iloc[i]['J'], 2) if pd.notna(kdj_df.iloc[i]['J']) else None
})
return jsonify({'success': True, 'code': code, 'data': data})
except Exception as e:
return jsonify({'success': False, 'error': str(e)})
def analyze_intersection(results):
"""
分析多策略选股结果的交集。构建股票->策略映射,按交集数量分组
:param results: 策略选股结果字典 {策略名: [信号列表]}
:return: 交集分析结果
"""
try:
# 获取策略的中文名称映射
import yaml
config_file = Path("config/strategy_params.yaml")
with open(config_file, 'r', encoding='utf-8') as f:
config = yaml.safe_load(f) or {}
strategies_config = config.get('strategies', {})
strategy_display_names = {}
for strategy_name, strategy_config in strategies_config.items():
strategy_display_names[strategy_name] = strategy_config.get('display_name', strategy_name)
# 构建股票->策略映射
stock_strategies = {}
for strategy_name, signals in results.items():
# 确保 signals 是列表
if not isinstance(signals, list):
logger.warning(f"策略 {strategy_name} 的信号不是列表,跳过")
continue
for signal in signals:
# 验证信号结构
if not isinstance(signal, dict) or 'code' not in signal:
logger.warning(f"无效的信号结构: {signal}")
continue
code = signal['code']
if code not in stock_strategies:
stock_strategies[code] = {
'code': code,
'name': signal.get('name', '未知'),
'strategies': [],
'strategy_display_names': [], # 存储中文名称
'count': 0,
'signals': signal.get('signals', []) # 保存信号信息
}
stock_strategies[code]['strategies'].append(strategy_name)
stock_strategies[code]['strategy_display_names'].append(strategy_display_names.get(strategy_name, strategy_name))
stock_strategies[code]['count'] += 1
# 按交集数量分组
by_count = {}
for code, data in stock_strategies.items():
count = data['count']
if count not in by_count:
by_count[count] = []
by_count[count].append(data)
# 计算统计信息
total_strategies = len(results)
stocks_by_strategy = {name: len(signals) if isinstance(signals, list) else 0 for name, signals in results.items()}
multi_strategy_count = sum(len(stocks) for count, stocks in by_count.items() if count > 1)
intersection_rate = (multi_strategy_count / len(stock_strategies)) if stock_strategies else 0
return {
'total': len(stock_strategies),
'by_count': by_count,
'intersection_stats': {
'total_strategies': total_strategies,
'stocks_by_strategy': stocks_by_strategy,
'intersection_rate': round(intersection_rate, 2)
}
}
except Exception as e:
logger.error(f"交集分析失败: {str(e)}")
logger.error(f"错误堆栈: {traceback.format_exc()}")
# 返回空的分析结果而不是抛出异常
return {
'total': 0,
'by_count': {},
'intersection_stats': {
'total_strategies': 0,
'stocks_by_strategy': {},
'intersection_rate': 0
}
}
@app.route('/api/select', methods=['GET', 'POST'])
def run_selection():
"""执行选股 - 支持GET(执行所有策略)和POST(执行指定策略)。POST请求支持OR/AND逻辑:OR(并集)任意策略选中即可;AND(交集)所有策略都选中"""
import traceback
# 获取日志记录器
func_logger = logging.getLogger(__name__)
try:
# 记录请求开始和时间
request_start_time = datetime.now()
func_logger.info("=" * 60)
func_logger.info("选股请求开始")
# 检查参数是否被修改,如果被修改则恢复
is_modified, restored_params = param_lock.check_and_restore()
if is_modified:
func_logger.warning("⚠️ 检测到参数被修改,已自动恢复")
func_logger.warning(f" 恢复的参数: {restored_params}")
# 检查参数是否有变化(用于追踪)
is_changed, changes = param_tracker.check_changes()
if is_changed:
func_logger.warning("⚠️ 检测到参数变化")
for strategy_name, param_changes in changes.items():
for param_name, change in param_changes.items():
func_logger.warning(f" {strategy_name}.{param_name}: {change['old']} -> {change['new']}")
strategies_to_run = None
logic = 'or'
end_date = None
# 解析请求参数
if request.method == 'POST':
try:
data = request.json or {}
strategies_to_run = data.get('strategies')
logic = data.get('logic', 'or')
end_date = data.get('end_date')
b1_match = data.get('b1_match', False) # 是否启用B1完美图形匹配
min_similarity = data.get('min_similarity', 60.0) # 最小相似度阈值
lookback_days = data.get('lookback_days', 25) # 回看天数
func_logger.info(f"请求参数 - 策略: {strategies_to_run}, 逻辑: {logic}, 结束日期: {end_date}, B1匹配: {b1_match}")
except Exception as e:
func_logger.error(f"解析请求参数失败: {str(e)}")
return jsonify({'success': False, 'error': f'请求参数解析失败: {str(e)}'})
# 检查策略列表是否为空
if strategies_to_run is not None and len(strategies_to_run) == 0:
func_logger.info("策略列表为空,返回空结果")
return jsonify({'success': True, 'data': {}, 'time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
# 加载股票数据
try:
func_logger.info("开始加载股票数据...")
# 从数据库获取所有股票代码
stock_codes = db_manager.list_all_stocks()
func_logger.info(f"加载了 {len(stock_codes)} 只股票代码")
# 从数据库获取所有股票名称(不再使用 stock_names.json)
stock_names = db_manager.get_all_stock_names()
func_logger.info(f"加载了 {len(stock_names)} 只股票名称")
except Exception as e:
func_logger.error(f"加载股票数据失败: {str(e)}")
return jsonify({'success': False, 'error': f'加载股票数据失败: {str(e)}'})
# 构建股票数据字典
try:
func_logger.info("构建股票数据字典...")
stock_data = {}
skip_count = 0
load_start_time = datetime.now()
# 加载所有股票的完整数据
for idx, code in enumerate(stock_codes):
try:
# 读取完整数据,如果指定了结束日期,则只读取到该日期的数据
full_df = db_manager.read_stock(code, end_date=end_date)
if not full_df.empty and len(full_df) >= 20:
# 按日期降序排序(最新的在前)
full_df = full_df.sort_values('date', ascending=False)
# 从 stock_names 字典中获取股票名称
stock_name = stock_names.get(code, '未知')
stock_data[code] = (stock_name, full_df)
except Exception as e:
# 跳过无法读取的股票
skip_count += 1
if skip_count <= 5: # 只记录前5个错误
func_logger.debug(f"无法读取股票 {code}: {str(e)}")
# 每加载500只股票输出一次进度
if (idx + 1) % 500 == 0:
elapsed = (datetime.now() - load_start_time).total_seconds()
func_logger.info(f" 加载进度: [{idx + 1}/{len(stock_codes)}] 已加载 {len(stock_data)} 只,耗时 {elapsed:.1f}秒")
load_time = (datetime.now() - load_start_time).total_seconds()
func_logger.info(f"成功加载 {len(stock_data)} 只股票的K线数据,跳过 {skip_count} 只,总耗时 {load_time:.1f}秒")
except Exception as e:
func_logger.error(f"构建股票数据字典失败: {str(e)}")
return jsonify({'success': False, 'error': f'构建股票数据字典失败: {str(e)}'})
# 检查是否有可用的股票数据
if not stock_data:
func_logger.warning("没有可用的股票数据")
return jsonify({'success': True, 'data': {}, 'time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
results = {}
# AND逻辑:找出被所有选中策略都选中的股票
if logic == 'and' and strategies_to_run and len(strategies_to_run) > 1:
try:
func_logger.info(f"执行AND逻辑,策略数: {len(strategies_to_run)}")
func_logger.info(f"选中策略列表: {strategies_to_run}")
all_signals = {}
strategy_idx = 0
for strategy_name, strategy in registry.strategies.items():
if strategy_name not in strategies_to_run:
continue
strategy_idx += 1
func_logger.info(f"[{strategy_idx}/{len(strategies_to_run)}] 开始执行策略: {strategy_name}")
signals = []
error_count = 0
success_count = 0
strategy_start_time = datetime.now()
last_progress_time = datetime.now()
total_stocks = len(stock_data)
for idx, (code, (name, df)) in enumerate(stock_data.items()):
try:
result = strategy.analyze_stock(code, name, df)
if result:
success_count += 1
# 从 stock_names 字典中获取股票名称
fallback_name = stock_names.get(code, '未知')
signals.append({
'code': result['code'],
'name': result.get('name', fallback_name),
'signals': result['signals']
})
except Exception as e:
# 跳过分析失败的股票
error_count += 1
if error_count <= 5: # 只记录前5个错误
func_logger.warning(f"策略 {strategy_name} 分析股票 {code} 失败: {str(e)}")
# 每500只股票输出一次进度
if (idx + 1) % 500 == 0:
elapsed = (datetime.now() - last_progress_time).total_seconds()
progress = (idx + 1) / total_stocks * 100
func_logger.info(f" 策略 {strategy_name} 进度: [{idx + 1}/{total_stocks}] {progress:.1f}% - 选中 {len(signals)} 只,耗时 {elapsed:.1f}秒")
last_progress_time = datetime.now()
strategy_time = (datetime.now() - strategy_start_time).total_seconds()
func_logger.info(f"策略 {strategy_name} 执行完成: 选中 {len(signals)} 只股票,分析成功 {success_count} 只,失败 {error_count} 只,耗时 {strategy_time:.1f}秒")
results[strategy_name] = signals
# 计算交集
if not all_signals:
all_signals = {s['code']: s for s in signals}
func_logger.info(f"第一个策略完成,当前交集数量: {len(all_signals)}")
else:
prev_count = len(all_signals)
all_signals = {code: s for code, s in all_signals.items() if any(sig['code'] == code for sig in signals)}
func_logger.info(f"交集计算完成: {prev_count} -> {len(all_signals)}")
# 返回交集结果
intersection_result = list(all_signals.values())
results = {'_intersection': intersection_result}
func_logger.info(f"AND逻辑执行完成,最终交集结果: {len(intersection_result)} 只股票")
except Exception as e:
func_logger.error(f"AND逻辑执行失败: {str(e)}")
func_logger.error(f"错误堆栈: {traceback.format_exc()}")
return jsonify({'success': False, 'error': f'AND逻辑执行失败: {str(e)}'})
else:
# OR逻辑(默认):分别执行每个策略
try:
# 加载策略的中文名称映射
import yaml
config_file = Path("config/strategy_params.yaml")
strategy_display_names = {}
if config_file.exists():
with open(config_file, 'r', encoding='utf-8') as f:
config = yaml.safe_load(f) or {}
strategies_config = config.get('strategies', {})
for strategy_name, strategy_config in strategies_config.items():
strategy_display_names[strategy_name] = strategy_config.get('display_name', strategy_name)
func_logger.info(f"执行OR逻辑,策略数: {len(registry.strategies)}")
func_logger.info(f"指定执行的策略: {strategies_to_run}")
# 优化:直接从strategies_to_run中获取策略,避免逐个跳过
strategies_to_execute = []
if strategies_to_run:
# 只获取指定的策略
for strategy_name in strategies_to_run:
if strategy_name in registry.strategies:
strategies_to_execute.append((strategy_name, registry.strategies[strategy_name]))
else:
func_logger.warning(f"指定的策略不存在: {strategy_name}")
else:
# 如果没有指定策略,执行所有策略
strategies_to_execute = list(registry.strategies.items())
for strategy_name, strategy in strategies_to_execute:
func_logger.info(f"执行策略: {strategy_name}")
signals = []
error_count = 0
strategy_start_time = datetime.now()
# 获取该策略的中文名称
strategy_display_name = strategy_display_names.get(strategy_name, strategy_name)
for idx, (code, (name, df)) in enumerate(stock_data.items()):
try:
result = strategy.analyze_stock(code, name, df)
if result:
# 从 stock_names 字典中获取股票名称
fallback_name = stock_names.get(code, '未知')
signals.append({
'code': result['code'],
'name': result.get('name', fallback_name),
'signals': result['signals'],
'strategy_display_name': strategy_display_name # 添加中文名称
})
except Exception as e:
# 跳过分析失败的股票
error_count += 1
if error_count <= 3: # 只记录前3个错误
func_logger.debug(f"策略 {strategy_name} 分析股票 {code} 失败: {str(e)}")
# 每处理100只股票输出一次进度
if (idx + 1) % 100 == 0:
elapsed = (datetime.now() - strategy_start_time).total_seconds()
func_logger.info(f" {strategy_display_name} 进度: [{idx + 1}/{len(stock_data)}] 已选中 {len(signals)} 只,耗时 {elapsed:.1f}秒")
strategy_time = (datetime.now() - strategy_start_time).total_seconds()
results[strategy_name] = signals
func_logger.info(f"策略 {strategy_name} 完成 - 选中 {len(signals)} 只股票,分析失败 {error_count} 只,总耗时 {strategy_time:.1f}秒")
# 计算交集分析(仅当有多个策略且都有结果时)
if len(results) > 1:
# 检查是否有任何策略有结果
has_results = any(len(signals) > 0 for signals in results.values())
func_logger.info(f"多策略结果 - 总策略数: {len(results)}, 有结果: {has_results}")
if has_results:
try:
func_logger.info("计算交集分析...")
intersection_analysis = analyze_intersection(results)
results['_intersection_analysis'] = intersection_analysis
func_logger.info(f"交集分析完成 - 总股票数: {intersection_analysis.get('total', 0)}")
except Exception as e:
func_logger.error(f"交集分析计算失败: {str(e)}")
func_logger.error(f"错误堆栈: {traceback.format_exc()}")
# 不返回错误,继续返回结果
except Exception as e:
func_logger.error(f"OR逻辑执行失败: {str(e)}")
func_logger.error(f"错误堆栈: {traceback.format_exc()}")
return jsonify({'success': False, 'error': f'OR逻辑执行失败: {str(e)}'})
# 返回结果