fix: DB K线查询改用LIMIT限制交易日条数，与API行为一致

原先DB用 trade_date >= now-120天（自然日）过滤，只返回~82个交易日；
API用 limit=120 返回120个交易日。K线条数不一致导致指标计算结果
不同，进而导致信号判定不同。

改为 ORDER BY trade_date DESC LIMIT min(days,300) + reversed，
与API的limit参数行为完全一致。

stock-html/services/stock_algorithms.py

@@ -165,27 +165,30 @@ def get_kline_data(stock_code, days=120, use_local_db=True):
 
 
 def _get_kline_from_local_db(stock_code, days=120):
-    """从本地数据库读取K线（最快，毫秒级）"""
+    """从本地数据库读取K线（最快，毫秒级）
+    使用 LIMIT 限制交易日条数，与外部 API 的 limit=days 行为一致。
+    """
     import pandas as pd
     try:
         from db import get_db, put_db
         conn = get_db()
         if not conn:
             return None
-        start_date = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
         try:
             with conn.cursor() as cur:
                 cur.execute("""
                     SELECT trade_date, open, high, low, close, volume
                     FROM stock_kline_daily
-                    WHERE code = %s AND trade_date >= %s
-                    ORDER BY trade_date
-                """, (stock_code, start_date))
+                    WHERE code = %s
+                    ORDER BY trade_date DESC
+                    LIMIT %s
+                """, (stock_code, min(days, 300)))
                 rows = cur.fetchall()
         finally:
             put_db(conn)
 
         if rows and len(rows) >= 30:
+            rows = list(reversed(rows))
             df = pd.DataFrame(rows, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
             df['date'] = df['date'].astype(str)
             for col in ('open', 'high', 'low', 'close', 'volume'):
@@ -201,7 +204,9 @@ _thread_local = threading.local()
 
 
 def get_kline_from_local_db_threaded(stock_code, days=120):
-    """多线程扫描专用：使用线程本地连接从本地DB读取K线"""
+    """多线程扫描专用：使用线程本地连接从本地DB读取K线
+    使用 LIMIT 限制交易日条数，与外部 API 的 limit=days 行为一致。
+    """
     import pandas as pd
     try:
         conn = getattr(_thread_local, 'kline_conn', None)
@@ -214,17 +219,18 @@ def get_kline_from_local_db_threaded(stock_code, days=120):
             conn.autocommit = True
             _thread_local.kline_conn = conn
 
-        start_date = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
         with conn.cursor() as cur:
             cur.execute("""
                 SELECT trade_date, open, high, low, close, volume
                 FROM stock_kline_daily
-                WHERE code = %s AND trade_date >= %s
-                ORDER BY trade_date
-            """, (stock_code, start_date))
+                WHERE code = %s
+                ORDER BY trade_date DESC
+                LIMIT %s
+            """, (stock_code, min(days, 300)))
             rows = cur.fetchall()
 
         if rows and len(rows) >= 30:
+            rows = list(reversed(rows))
             df = pd.DataFrame(rows, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
             df['date'] = df['date'].astype(str)
             for col in ('open', 'high', 'low', 'close', 'volume'):