freedakgmail
40ce519188
1. 修复 _generate_plain_summary position key 不匹配 (20d→d20, pct→range_pct) 2. 修复 mairui_api.py 日期解析不一致及 float(None) 崩溃风险 3. 修复 fund_flow_analyzer.py 麦蕊回退数据 close_price=0 导致量价背离误判 4. 修复 db_get_fund_flow_history 缺少完整字段和日期过滤 5. 修复 scheduler.py 连接池泄漏 (conn.close() → put_db(conn)) 6. 修复多处北交所股票代码映射缺失 (8/9开头→bj)
411 lines
16 KiB
Python
411 lines
16 KiB
Python
"""
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主力资金流向分析模块（P0）
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功能：
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1. 从数据库读取近N日资金流向数据
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2. 计算主力连续净流入/流出天数、累计净流入额
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3. 检测量价背离（资金流入+价格不涨 → 吸筹；资金流出+价格不跌 → 出货）
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4. 返回资金面评分和信号列表
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数据来源：stock_fund_flow_history 表（由 sync_fund_flow.py 每日同步）
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"""
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import logging
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from datetime import datetime, timedelta
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logger = logging.getLogger(__name__)
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def get_fund_flow_history(stock_code, days=10):
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"""
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从数据库读取近N日资金流向历史数据
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参数:
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stock_code: 股票代码
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days: 获取天数
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返回:
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list[dict]: 每日资金流向记录，按日期升序排列
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"""
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from db import get_db, put_db
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conn = get_db()
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if not conn:
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return []
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try:
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cur = conn.cursor()
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start_date = (datetime.now() - timedelta(days=days + 5)).strftime('%Y-%m-%d')
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cur.execute("""
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SELECT trade_date, close_price, change_pct,
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main_net_inflow, main_net_inflow_pct,
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super_net_inflow, super_net_inflow_pct,
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big_net_inflow, big_net_inflow_pct,
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mid_net_inflow, mid_net_inflow_pct,
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small_net_inflow, small_net_inflow_pct
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FROM stock_fund_flow_history
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WHERE code = %s AND trade_date >= %s
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ORDER BY trade_date ASC
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""", (stock_code, start_date))
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rows = cur.fetchall()
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records = []
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for row in rows:
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records.append({
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'date': row[0].strftime('%Y-%m-%d') if row[0] else '',
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'close_price': float(row[1] or 0),
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'change_pct': float(row[2] or 0),
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'main_net_inflow': float(row[3] or 0),
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'main_net_inflow_pct': float(row[4] or 0),
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'super_net_inflow': float(row[5] or 0),
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'super_net_inflow_pct': float(row[6] or 0),
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'big_net_inflow': float(row[7] or 0),
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'big_net_inflow_pct': float(row[8] or 0),
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'mid_net_inflow': float(row[9] or 0),
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'mid_net_inflow_pct': float(row[10] or 0),
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'small_net_inflow': float(row[11] or 0),
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'small_net_inflow_pct': float(row[12] or 0),
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})
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return records
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except Exception as e:
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logger.error(f"获取资金流向历史失败({stock_code}): {e}")
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return []
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finally:
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put_db(conn)
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def _get_fund_flow_from_mairui(stock_code, days=10):
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"""从麦蕊智数API获取资金流向数据，转换为与DB记录相同的格式。
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API: https://api.mairuiapi.com/hsstock/history/transaction/{code}/{licence}?lt={n}
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字段: zmbtdcje=主买特大单, zmbddcje=主买大单, zmbzdcje=主买中单, zmbxdcje=主买小单
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zmstdcje=主卖特大单, zmsddcje=主卖大单, zmszdcje=主卖中单, zmsxdcje=主卖小单
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"""
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try:
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import requests
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from config import Config
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LICENCE = Config.MAIRUI_LICENCE or "5352ED2F-94E5-4E96-8B7F-B57BA75284E3"
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url = f"https://api.mairuiapi.com/hsstock/history/transaction/{stock_code}/{LICENCE}?lt={days}"
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resp = requests.get(url, timeout=10)
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if resp.status_code != 200:
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logger.warning(f"麦蕊资金流向API返回{resp.status_code}")
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return []
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data = resp.json()
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if not data or not isinstance(data, list):
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return []
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records = []
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for item in data:
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# 主买总额 = 特大单+大单+中单+小单
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buy_total = (
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float(item.get('zmbtdcje', 0) or 0) +
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float(item.get('zmbddcje', 0) or 0) +
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float(item.get('zmbzdcje', 0) or 0) +
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float(item.get('zmbxdcje', 0) or 0)
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)
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# 主卖总额
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sell_total = (
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float(item.get('zmstdcje', 0) or 0) +
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float(item.get('zmsddcje', 0) or 0) +
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float(item.get('zmszdcje', 0) or 0) +
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float(item.get('zmsxdcje', 0) or 0)
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)
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# 主力净流入 = (特大单+大单)买 - (特大单+大单)卖
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main_buy = float(item.get('zmbtdcje', 0) or 0) + float(item.get('zmbddcje', 0) or 0)
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main_sell = float(item.get('zmstdcje', 0) or 0) + float(item.get('zmsddcje', 0) or 0)
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main_net = main_buy - main_sell
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# 超大单净流入
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super_net = float(item.get('zmbtdcje', 0) or 0) - float(item.get('zmstdcje', 0) or 0)
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# 总成交额
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total_amount = buy_total + sell_total
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main_net_pct = round(main_net / total_amount * 100, 2) if total_amount > 0 else 0
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super_net_pct = round(super_net / total_amount * 100, 2) if total_amount > 0 else 0
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# 大单净流入
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big_net = float(item.get('zmbddcje', 0) or 0) - float(item.get('zmsddcje', 0) or 0)
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big_net_pct = round(big_net / total_amount * 100, 2) if total_amount > 0 else 0
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# 中单净流入
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mid_net = float(item.get('zmbzdcje', 0) or 0) - float(item.get('zmszdcje', 0) or 0)
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mid_net_pct = round(mid_net / total_amount * 100, 2) if total_amount > 0 else 0
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# 小单净流入
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small_net = float(item.get('zmbxdcje', 0) or 0) - float(item.get('zmsxdcje', 0) or 0)
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small_net_pct = round(small_net / total_amount * 100, 2) if total_amount > 0 else 0
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# 日期解析
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t_str = str(item.get('t', ''))
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date_str = t_str[:10] if t_str else ''
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records.append({
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'date': date_str,
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'close_price': 0,
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'change_pct': 0,
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'main_net_inflow': round(main_net, 2),
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'main_net_inflow_pct': main_net_pct,
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'super_net_inflow': round(super_net, 2),
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'super_net_inflow_pct': super_net_pct,
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'big_net_inflow': round(big_net, 2),
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'big_net_inflow_pct': big_net_pct,
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'mid_net_inflow': round(mid_net, 2),
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'mid_net_inflow_pct': mid_net_pct,
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'small_net_inflow': round(small_net, 2),
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'small_net_inflow_pct': small_net_pct,
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})
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# 从本地DB补充 close_price 和 change_pct（避免全为0导致量价背离误判）
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from db import get_db, put_db
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conn = get_db()
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if conn:
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try:
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cur = conn.cursor()
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date_list = [r['date'] for r in records if r['date']]
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if date_list:
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cur.execute("""
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SELECT k.trade_date::text, k.close,
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CASE WHEN prev.close > 0
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THEN ROUND((k.close - prev.close) / prev.close * 100, 2)
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ELSE 0 END AS change_pct
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FROM stock_kline_daily k
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LEFT JOIN LATERAL (
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SELECT close FROM stock_kline_daily
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WHERE code = k.code AND trade_date < k.trade_date
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ORDER BY trade_date DESC LIMIT 1
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) prev ON true
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WHERE k.code = %s AND k.trade_date::text = ANY(%s)
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""", (stock_code, date_list))
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price_map = {r[0]: {'close': float(r[1] or 0), 'change_pct': float(r[2] or 0)}
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for r in cur.fetchall()}
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for r in records:
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info = price_map.get(r['date'])
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if info:
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r['close_price'] = info['close']
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r['change_pct'] = info['change_pct']
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except Exception as e:
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logger.warning(f"补充K线价格失败({stock_code}): {e}")
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finally:
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put_db(conn)
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# 按日期升序排列
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records.sort(key=lambda x: x['date'])
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logger.info(f"麦蕊API获取{stock_code}资金流向{len(records)}条")
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return records
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except Exception as e:
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logger.warning(f"麦蕊资金流向API失败({stock_code}): {e}")
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return []
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def analyze_fund_flow(stock_code, days=5):
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"""
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分析主力资金流向，返回资金面评分和信号
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数据源优先级：
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1. DB stock_fund_flow_history 表（有最新数据时）
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2. 麦蕊智数API hsstock/history/transaction（DB数据过期时补充）
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参数:
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stock_code: 股票代码
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days: 分析最近几天的资金流向
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返回:
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dict: {
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'score': int, # 资金面评分增减（-20 ~ +20）
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'signals': list, # 资金信号列表
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'summary': str, # 白话总结
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'details': dict, # 详细数据
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'reasons': list, # 评分原因列表
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}
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"""
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records = get_fund_flow_history(stock_code, days=days + 5)
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# 检查DB数据是否足够新（最近3天内有数据）
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use_mairui = False
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if len(records) < 2:
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use_mairui = True
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else:
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from datetime import date
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latest_date = records[-1].get('date', '')
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if latest_date:
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try:
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latest = datetime.strptime(latest_date, '%Y-%m-%d').date()
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if (date.today() - latest).days > 5:
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use_mairui = True
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except ValueError:
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use_mairui = True
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if use_mairui:
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# 用麦蕊API获取资金流向数据
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mairui_records = _get_fund_flow_from_mairui(stock_code, days + 5)
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if mairui_records:
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records = mairui_records
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if len(records) < 2:
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return {
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'score': 0,
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'signals': [],
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'summary': '暂无资金流向数据',
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'details': {},
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'reasons': [],
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}
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recent = records[-days:] if len(records) >= days else records
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# 计算连续净流入/流出天数
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consecutive_inflow = 0
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consecutive_outflow = 0
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for r in reversed(recent):
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if r['main_net_inflow'] > 0:
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if consecutive_outflow > 0:
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break
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consecutive_inflow += 1
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elif r['main_net_inflow'] < 0:
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if consecutive_inflow > 0:
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break
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consecutive_outflow += 1
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# 累计净流入
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total_main_inflow = sum(r['main_net_inflow'] for r in recent)
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avg_main_pct = sum(r['main_net_inflow_pct'] for r in recent) / len(recent) if recent else 0
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# 超大单累计
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total_super_inflow = sum(r['super_net_inflow'] for r in recent)
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avg_super_pct = sum(r['super_net_inflow_pct'] for r in recent) / len(recent) if recent else 0
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# 量价背离检测
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# 吸筹：主力净流入但价格不涨（涨幅<2%）
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# 出货：主力净流出但价格不跌（跌幅<2%）
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accumulation = False
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distribution = False
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# 检查是否有有效的价格数据（close_price 全为0说明数据不完整，跳过背离检测）
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has_valid_price = any(r.get('close_price', 0) > 0 for r in recent)
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if has_valid_price:
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if total_main_inflow > 0:
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price_changes = [r['change_pct'] for r in recent]
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avg_price_change = sum(price_changes) / len(price_changes) if price_changes else 0
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if avg_price_change < 2:
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accumulation = True
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if total_main_inflow < 0:
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price_changes = [r['change_pct'] for r in recent]
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avg_price_change = sum(price_changes) / len(price_changes) if price_changes else 0
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if avg_price_change > -2:
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distribution = True
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# 单日超大单突击
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big_surge = False
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big_surge_day = None
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for r in recent:
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if r['super_net_inflow_pct'] > 15:
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big_surge = True
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big_surge_day = r['date']
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break
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# 评分计算
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score = 0
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reasons = []
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signals = []
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if consecutive_inflow >= 3:
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score += 10
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reasons.append(f'主力连续{consecutive_inflow}日净流入(+10)')
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signals.append({
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'type': 'fund_continuous_inflow',
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'name': '主力持续流入',
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'direction': 'buy',
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'strength': 80,
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'description': f'主力资金连续{consecutive_inflow}日净流入，累计{total_main_inflow/10000:.0f}万元',
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})
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if consecutive_outflow >= 3:
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score -= 10
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reasons.append(f'主力连续{consecutive_outflow}日净流出(-10)')
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signals.append({
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'type': 'fund_continuous_outflow',
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'name': '主力持续流出',
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'direction': 'sell',
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'strength': 75,
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'description': f'主力资金连续{consecutive_outflow}日净流出，累计{total_main_inflow/10000:.0f}万元',
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})
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if accumulation:
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score += 8
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reasons.append('主力暗中吸筹(+8)')
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signals.append({
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'type': 'fund_accumulation',
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'name': '主力吸筹',
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'direction': 'buy',
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'strength': 85,
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'description': f'主力净流入但价格未涨，暗中吸筹，可能即将拉升',
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})
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if distribution:
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score -= 8
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reasons.append('主力暗中出货(-8)')
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signals.append({
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'type': 'fund_distribution',
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'name': '主力出货',
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'direction': 'sell',
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'strength': 80,
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'description': f'主力净流出但价格未跌，暗中出货，需警惕',
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})
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if big_surge:
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score += 5
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reasons.append(f'超大单突击流入({big_surge_day})(+5)')
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signals.append({
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'type': 'fund_big_surge',
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'name': '大单突击',
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'direction': 'buy',
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'strength': 70,
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'description': f'{big_surge_day}超大单净流入占比>15%，大机构突击入场',
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})
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# 主力净流入占比评分
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if avg_main_pct > 10:
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score += 5
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reasons.append(f'主力净流入占比{avg_main_pct:.1f}%(+5)')
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elif avg_main_pct < -10:
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score -= 5
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reasons.append(f'主力净流出占比{abs(avg_main_pct):.1f}%(-5)')
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score = max(-20, min(20, score))
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# 白话总结
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summary_parts = []
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if consecutive_inflow >= 3:
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summary_parts.append(f'近{consecutive_inflow}天主力持续买入，累计流入{total_main_inflow/10000:.0f}万元')
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elif consecutive_outflow >= 3:
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summary_parts.append(f'近{consecutive_outflow}天主力持续卖出，累计流出{abs(total_main_inflow)/10000:.0f}万元')
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elif total_main_inflow > 0:
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summary_parts.append(f'近期主力总体净流入{total_main_inflow/10000:.0f}万元')
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elif total_main_inflow < 0:
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summary_parts.append(f'近期主力总体净流出{abs(total_main_inflow)/10000:.0f}万元')
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if accumulation:
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summary_parts.append('但价格没怎么涨，像是在暗中吸筹')
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if distribution:
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summary_parts.append('但价格没怎么跌，像是在暗中出货，要小心')
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summary = '，'.join(summary_parts) if summary_parts else '资金面无明显方向'
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return {
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'score': score,
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'signals': signals,
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'summary': summary,
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'details': {
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'consecutive_inflow': consecutive_inflow,
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'consecutive_outflow': consecutive_outflow,
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'total_main_inflow': round(total_main_inflow, 2),
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'avg_main_pct': round(avg_main_pct, 2),
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'total_super_inflow': round(total_super_inflow, 2),
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'avg_super_pct': round(avg_super_pct, 2),
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'accumulation': accumulation,
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'distribution': distribution,
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'recent_days': len(recent),
|
||
'daily_data': recent,
|
||
},
|
||
'reasons': reasons,
|
||
}
|