模型，评分，修复网格策略市场状态监听

2026-06-22 10:48:40 +08:00
parent 2e3202968d
commit f938c453e1
42 changed files with 3803 additions and 108 deletions
@@ -0,0 +1,165 @@
+"""
+grid_seeker v6.4 CLI 入口
+
+Usage:
+    python -m core.scoring.cli sync all         # 按依赖顺序执行全部同步
+    python -m core.scoring.cli sync kline       # 仅同步个股+指数K线
+    python -m core.scoring.cli sync stocks      # 仅同步股票基础信息
+    python -m core.scoring.cli sync industry    # 仅同步行业映射
+    python -m core.scoring.cli sync market      # 仅计算市场状态
+    python -m core.scoring.cli sync sector      # 仅计算行业指数
+    python -m core.scoring.cli score            # 完整评分管道 (最新交易日)
+    python -m core.scoring.cli score --date 20260615  # 指定日期
+    python -m core.scoring.cli score --dry-run  # 试运行 (不写库)
+    python -m core.scoring.cli check 000001     # 检查单只股票数据充分性
+    python -m core.scoring.cli list-candidates  # 列出全部候选股
+"""
+import sys
+from datetime import date, datetime
+
+
+def main():
+    if len(sys.argv) < 2:
+        _usage()
+        return
+
+    cmd = sys.argv[1]
+
+    if cmd == 'sync':
+        _cmd_sync()
+    elif cmd == 'score':
+        _cmd_score()
+    elif cmd == 'check':
+        _cmd_check()
+    elif cmd == 'list-candidates':
+        _cmd_list_candidates()
+    else:
+        print(f'未知命令: {cmd}')
+        _usage()
+
+
+def _usage():
+    print(__doc__)
+
+
+# ============================================================
+# sync 命令
+# ============================================================
+def _cmd_sync():
+    target = sys.argv[2] if len(sys.argv) > 2 else 'all'
+    from core.scoring.sync import (
+        KlineStockSync, KlineIndexSync,
+        StocksSync, IndustrySync,
+        MarketRegimeSync, SectorFeaturesSync,
+    )
+
+    syncs = {
+        'kline': [KlineStockSync, KlineIndexSync],
+        'stocks': [StocksSync],
+        'industry': [IndustrySync],
+        'market': [MarketRegimeSync],
+        'sector': [SectorFeaturesSync],
+    }
+
+    if target == 'all':
+        # 按依赖顺序执行
+        order = [
+            ('K线(个股)', KlineStockSync(count=300)),
+            ('K线(指数)', KlineIndexSync(count=300)),
+            ('股票信息', StocksSync()),
+            ('行业映射', IndustrySync()),
+            ('市场状态', MarketRegimeSync()),
+            ('行业指数', SectorFeaturesSync()),
+        ]
+        for label, sync in order:
+            print(f'\n===== {label} =====')
+            sync.run()
+        print('\n===== 全部同步完成 =====')
+    elif target in syncs:
+        for cls in syncs[target]:
+            cls().run()
+    else:
+        print(f'未知同步目标: {target}')
+        print(f'可用: all, {", ".join(syncs.keys())}')
+
+
+# ============================================================
+# score 命令
+# ============================================================
+def _cmd_score():
+    dry_run = '--dry-run' in sys.argv
+    date_str = None
+    for i, arg in enumerate(sys.argv):
+        if arg == '--date' and i + 1 < len(sys.argv):
+            date_str = sys.argv[i + 1]
+            break
+
+    if date_str:
+        trade_date = datetime.strptime(date_str, '%Y%m%d').date()
+    else:
+        trade_date = date.today()
+
+    print(f'评分日期: {trade_date}')
+
+    from core.scoring.inference.scorer import GridSeekerPipeline
+
+    engine = GridSeekerPipeline()
+    rankings = engine.run(trade_date)
+
+    if rankings.empty:
+        print('无评分结果')
+        return
+
+    if not dry_run:
+        engine.persist(rankings, trade_date)
+        print(f'结果已写入 ScoringResult ({len(rankings)} 条)')
+
+    # 打印 Top-20
+    print('\n===== Top-20 =====')
+    print(f'{"Rank":<6} {"Code":<10} {"Profit":>10} {"Rounds":>10} {"Prob":>10}')
+    print('-' * 50)
+    for code, row in rankings.head(20).iterrows():
+        print(f'{int(row["score_rank"]):<6} {code:<10} '
+              f'{row["stacking_probability"]:>10.4f} '
+              f'{row.get("rank_predicted_rounds", 0):>10.2f} '
+              f'{row.get("stacking_probability", 0):>10.4f}')
+
+
+# ============================================================
+# check 命令
+# ============================================================
+def _cmd_check():
+    if len(sys.argv) < 3:
+        print('Usage: python -m core.scoring.cli check <stock_code>')
+        return
+
+    stock_code = sys.argv[2]
+    from core.scoring.features.validator import _check_kline_sufficiency
+
+    ok, reason, close = _check_kline_sufficiency(stock_code, date.today())
+    if ok:
+        print(f'{stock_code}: ✅ 通过 (close={close:.2f})')
+    else:
+        print(f'{stock_code}: ❌ {reason}')
+
+
+# ============================================================
+# list-candidates 命令
+# ============================================================
+def _cmd_list_candidates():
+    from core.scoring.features.validator import load_candidates
+
+    ctx = load_candidates(date.today())
+    print(f'候选股总数: {len(ctx.candidates)}')
+    print(f'排除: {len(ctx.excluded)}')
+    print(f'\n候选股 (前100):')
+    for i, code in enumerate(ctx.candidates[:100]):
+        print(f'  {i + 1}. {code}')
+    if ctx.excluded:
+        print(f'\n排除原因 (前20):')
+        for i, (code, reason) in enumerate(list(ctx.excluded.items())[:20]):
+            print(f'  {code}: {reason}')
+
+
+if __name__ == '__main__':
+    main()