Merge branch 'new_structure' of ssh://git.gogao.top:2222/sfgrid into new_structure

# Conflicts:
#	config.py

.gitignore

@@ -6,7 +6,3 @@ starter.dist/starter.dll
 build/
 .vscode/
 example.db.bak
-venv/
-flet_desktop/
-.flet/
-sfgrid.log

SFGrid_Flowchart.md

@@ -1,233 +0,0 @@
-# SFGrid 网格交易策略流程图
-
-## 1. 总览：策略生命周期
-
-```mermaid
-flowchart TD
-    A["SFGridStrategy.__init__()"] --> B["订阅事件总线<br/>onOrderCreateAsync / onOrderTrade / onOrderError"]
-    B --> C["获取涨跌停价<br/>todayUpStopPrice / todayDownStopPrice"]
-    C --> D["loadExistOrders()<br/>从券商侧恢复未成交订单到 orderGrid"]
-    D --> E["enabledTrading(enabled)"]
-    E --> F{"enabled ?"}
-    F -->|True| G["启用交易流程 → 见 §3"]
-    F -->|False| H["停用交易流程 → 见 §3"]
-    G --> I["saveProxy() 持久化"]
-    H --> I
-    I --> J["构造完成，进入事件循环<br/>等待 QMT 回调 / UI 操作"]
-```
-
----
-
-## 2. 核心：refreshGridOrder() 网格下单
-
-```mermaid
-flowchart TD
-    START["refreshGridOrder()"] --> CHECK1{"qmtv.isMarketActive<br/>AND<br/>tradeTarget.enabled ?"}
-    CHECK1 -->|No| SKIP["跳过不下单"]
-    CHECK1 -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
-
-    QUERY --> STATUS{"tradeTarget.status ?"}
-
-    STATUS -->|"= 0 未建仓"| CHECK_INIT{"已存在建仓单?<br/>remark = 'INIT,1,{code}'"}
-    CHECK_INIT -->|"No 没有"| PLACE_INIT["下建仓单 (STOCK_BUY)<br/>价格 = getPriceGrid()[0]<br/>remark = 'INIT,1,{code}'"]
-    CHECK_INIT -->|"Yes 已有"| DONE_INIT["建仓单已在途，跳过"]
-
-    STATUS -->|"= 1 已建仓"| GET_IDX["currentIdx = grid_index"]
-    GET_IDX --> SELL_CHECK{"currentIdx > 0 ?<br/>(grid_index 不是最低点)"}
-    SELL_CHECK -->|"Yes 可挂卖单"| SELL_EXIST{"已存在同 remark 卖单?<br/>remark='SELL,{idx-1},{code}'"}
-    SELL_EXIST -->|"No 没有"| SELL_PLACE["下卖出单 (STOCK_SELL)<br/>价格 = grid[sellIdx]<br/>sellIdx = currentIdx - 1"]
-    SELL_EXIST -->|"Yes 已有"| SELL_SKIP["跳过，避免重复"]
-    SELL_CHECK -->|"No 价格已最低"| SELL_SKIP2["无卖出空间"]
-
-    SELL_PLACE --> BUY_CHECK
-    SELL_SKIP --> BUY_CHECK
-    SELL_SKIP2 --> BUY_CHECK
-
-    BUY_CHECK{"currentIdx < len(grid)-1 ?<br/>(grid_index 不是最高点)"}
-    BUY_CHECK -->|"Yes 可挂买单"| BUY_EXIST{"已存在同价同类型买单?<br/>order_type=BUY AND price=buyPrice"}
-    BUY_EXIST -->|"No 没有"| BUY_PLACE["下买入单 (STOCK_BUY)<br/>价格 = grid[buyIdx]<br/>buyIdx = currentIdx + 1"]
-    BUY_EXIST -->|"Yes 已有"| BUY_SKIP["跳过，避免重复"]
-    BUY_CHECK -->|"No 价格已最高"| BUY_SKIP2["无买入空间"]
-```
-
----
-
-## 3. 交易启停：enabledTrading()
-
-```mermaid
-flowchart TD
-    START["enabledTrading(enabled)"] --> SET["self.tradeTarget.enabled = enabled"]
-    SET --> BRANCH{"enabled ?"}
-
-    BRANCH -->|"True 启用"| STATUS{"tradeTarget.status ?"}
-    STATUS -->|"= 0 未建仓"| INIT_IDX{"grid_index == 0 ?"}
-    INIT_IDX -->|"Yes"| SET1["grid_index = 1<br/>(默认建仓位置)"]
-    INIT_IDX -->|"No"| KEEP["保留现有 grid_index"]
-    SET1 --> REFRESH1["refreshGridOrder()"]
-    KEEP --> REFRESH1
-
-    STATUS -->|"= 1 已建仓"| CALC["计算最小需求仓位<br/>min = grid_volume × grid_index"]
-    CALC --> CHECK{"current_position >= min ?"}
-    CHECK -->|"Yes 充足"| REFRESH2["refreshGridOrder()"]
-    CHECK -->|"No 不足"| DENY["拒绝启用<br/>enabled = False<br/>(风控保护)"]
-
-    BRANCH -->|"False 停用"| CANCEL["取消所有未成交订单<br/>cancel_order_stock_async()"]
-    CANCEL --> LOG["记录取消数量"]
-
-    REFRESH1 --> SAVE["saveProxy() 持久化"]
-    REFRESH2 --> SAVE
-    DENY --> SAVE
-    LOG --> SAVE
-```
-
----
-
-## 4. 事件回调链
-
-```mermaid
-flowchart TD
-    subgraph QMT["QMT / xtquant 层"]
-        OA["orderAsync()<br/>返回 seq"]
-        PUSH_ERR["C扩展推送<br/>XtOrderError"]
-        PUSH_RESP["C扩展推送<br/>XtOrderResponse"]
-        PUSH_TRADE["C扩展推送<br/>XtTrade"]
-    end
-
-    subgraph BUS["事件总线 event_bus"]
-        EVT_ERR["MarketOrderError"]
-        EVT_RESP["MarketOrderCreated"]
-        EVT_TRADE["MarketOrderTraded"]
-    end
-
-    subgraph STG["SFGridStrategy 回调"]
-        OE["onOrderError()"]
-        OC["onOrderCreateAsync()"]
-        OT["onOrderTrade()"]
-    end
-
-    OA --> PUSH_RESP
-    OA --> PUSH_ERR
-    PUSH_ERR --> EVT_ERR --> OE
-    PUSH_RESP --> EVT_RESP --> OC
-    PUSH_TRADE --> EVT_TRADE --> OT
-```
-
----
-
-## 5. onOrderError() 委托失败处理
-
-```mermaid
-flowchart TD
-    START["onOrderError(order_error)"] --> CHK1{"order_remark 非空 ?"}
-    CHK1 -->|"No 空"| EXIT1["无法解析，忽略"]
-    CHK1 -->|"Yes"| PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
-    PARSE --> CHK2{"len(parts) >= 3 ?"}
-    CHK2 -->|"No"| EXIT1
-    CHK2 -->|"Yes"| CHK3{"strategy_name == 'SFGRID'<br/>AND<br/>stockCode 匹配本标的 ?"}
-    CHK3 -->|"No 不匹配"| EXIT1
-    CHK3 -->|"Yes"| LOCK["获取 dataUpdateLock"]
-    LOCK --> DEL{"gridIdx in orderGrid ?"}
-    DEL -->|"Yes"| REMOVE["del orderGrid[gridIdx]<br/>清理孤立条目"]
-    DEL -->|"No"| LOG_ERR["记录错误日志<br/>error_id / error_msg"]
-    REMOVE --> LOG_ERR
-    LOG_ERR --> UNLOCK["释放 dataUpdateLock"]
-```
-
----
-
-## 6. onOrderCreateAsync() 订单确认
-
-```mermaid
-flowchart TD
-    START["onOrderCreateAsync(response)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
-    PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
-    FILTER -->|"No"| EXIT["忽略"]
-    FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
-    LOCK --> UPDATE["orderGrid[gridIdx] = response.order_id<br/>seq → order_id 替换"]
-    UPDATE --> UNLOCK["释放 dataUpdateLock"]
-```
-
----
-
-## 7. onOrderTrade() 成交处理
-
-```mermaid
-flowchart TD
-    START["onOrderTrade(trade)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
-    PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
-    FILTER -->|"No"| EXIT["忽略"]
-    FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
-
-    LOCK --> TYPE{"orderType ?"}
-
-    TYPE -->|"INIT 建仓单"| INIT["status = 1<br/>init_price = traded_price<br/>grid_index = 1"]
-    TYPE -->|"BUY / SELL 网格单"| CMP{"gridIdx vs grid_index ?"}
-
-    CMP -->|"gridIdx > grid_index<br/>(买入成交)"| DOWN["grid_index += 1<br/>下移一格"]
-    CMP -->|"gridIdx < grid_index<br/>(卖出成交)"| UP["grid_index -= 1<br/>上移一格<br/>match_count += 1<br/>total_profit += grid_size × volume"]
-    CMP -->|"gridIdx == grid_index<br/>(异常)"| SAME["日志: 理论上不应该输出"]
-
-    INIT --> POST
-    DOWN --> POST
-    UP --> POST
-    SAME --> POST
-
-    POST["成交后处理"] --> SAVE["saveProxy() 持久化状态"]
-    SAVE --> DEL["del orderGrid[gridIdx]<br/>移除已成交订单"]
-    DEL --> REPORT["打印成交报告<br/>成交价/量/手续费"]
-    REPORT --> REFRESH["refreshGridOrder()<br/>在新位置挂新的网格单"]
-    REFRESH --> UNLOCK["释放 dataUpdateLock"]
-```
-
----
-
-## 8. 网格交易完整状态机
-
-```mermaid
-stateDiagram-v2
-    [*] --> 未建仓: 创建 SFGridStrategy
-    未建仓 --> 建仓中: enabledTrading(True)<br/>下建仓单 INIT
-
-    建仓中 --> 已建仓: onOrderTrade(INIT)<br/>建仓单成交
-    建仓中 --> 建仓失败: onOrderError(INIT)<br/>委托被拒
-
-    建仓失败 --> 建仓中: refreshGridOrder()<br/>重新下建仓单
-
-    已建仓 --> 网格运行: refreshGridOrder()<br/>上下各挂一单
-
-    网格运行 --> 网格运行: onOrderTrade(SELL)<br/>卖出成交 → 上移<br/>重新挂单
-    网格运行 --> 网格运行: onOrderTrade(BUY)<br/>买入成交 → 下移<br/>重新挂单
-    网格运行 --> 单边挂单: onOrderError<br/>某方向委托失败
-
-    单边挂单 --> 网格运行: refreshGridOrder()<br/>重新补挂失败方向的单
-
-    已建仓 --> 已停用: enabledTrading(False)<br/>取消所有挂单
-    网格运行 --> 已停用: enabledTrading(False)
-    单边挂单 --> 已停用: enabledTrading(False)
-
-    已停用 --> 已建仓: enabledTrading(True)<br/>仓位检查通过
-    已停用 --> 已停用: enabledTrading(True)<br/>仓位不足,回退
-```
-
----
-
-## 9. 网格价格示意
-
-```
-价格
- ↑
- │  grid[5] = 12.00  ← 最贵（顶部）
- │  grid[4] = 11.50
- │  grid[3] = 11.00  ← 当前位置 grid_index=3
- │  grid[2] = 10.50      上方挂卖单 @10.50 (sellIdx=2, grid_index-1)
- │  grid[1] = 10.00      下方挂买单 @10.00 (buyIdx=1, 已成交位置)
- │  grid[0] =  9.50  ← 最便宜（底部/建仓价）
- │
- └──────────────────────→
-
-  grid_index=3 时:
-    卖单挂在 grid[2] @10.50 → 价格跌到 10.50 卖出（上移一格，赚差价）
-    买单挂在 grid[4] @11.50 → 价格涨到 11.50 买入（下移一格，补仓）
-
-  grid_size = grid[i] - grid[i-1] = 0.50（每格利润空间）
-```

config.ini

@@ -0,0 +1,5 @@
+[config]
+miniqmtpath = D:/Programs/DTQMT/userdata_mini
+account_no = 99082560
+log_level = INFO
+

config.py

@@ -1,25 +1,64 @@
-"""
-运行时配置 — 端口、路径、账号由自动探测设置，无需配置文件。
-"""
-import os
-import sys
+import configparser
 from pathlib import Path
+import sys
+from typing import Any
 
-# ---- 自动探测的配置项（默认值仅占位，启动时自动修正） ----
-miniQMTPath: str = ''
-account_no: str = ''
-log_level: str = 'INFO'
-console_log: bool = True
-use_simulated_qmt: bool = False
+miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路径
+# miniQMTPath = ''
+account_no:str = '99082560'
+console_log = True
+log_level = "INFO"
 
+config : Any
 
-def app_dir() -> Path:
-    """应用根目录（兼容开发环境与打包后的 exe）"""
+def get_config_path() -> Path:
+    """获取配置文件的正确路径（兼容开发环境和打包后的可执行文件）"""
     if getattr(sys, 'frozen', False):
-        return Path(sys.executable).parent
-    return Path(__file__).resolve().parent
+        # 打包后的可执行文件环境
+        # sys._MEIPASS是PyInstaller解压临时文件的目录
+        # 配置文件应该放在可执行文件同目录下
+        base_path = Path(sys.executable).parent
+    else:
+        # 开发环境
+        base_path = Path(__file__).resolve().parent
     
+    return base_path / 'config.ini'
 
-def log_file_path() -> Path:
-    """日志文件路径"""
-    return app_dir() / 'sfgrid.log'
+def get_config(section:str, key:str):
+    pass
+
+def save_config(miniQmtPath:str, account_no:str):
+    """创建默认配置文件"""
+    config = configparser.ConfigParser()
+    config['config'] = {
+        'miniQMTPath': miniQmtPath,
+        'account_no': account_no
+    }
+    config_path = get_config_path()
+    with open(config_path, 'w') as configfile:
+        config.write(configfile)
+    print(f'已创建默认配置文件: {config_path}')
+
+def exist_config() -> bool:
+    """检查配置文件是否存在"""
+    config_path = get_config_path()
+    return config_path.exists()
+
+def initConfig() -> bool:
+    global miniQMTPath, account_no, log_level
+    
+    # 获取配置文件路径
+    config_path = get_config_path()
+    
+    config = configparser.ConfigParser()
+    config.read(config_path, encoding='utf-8')
+    miniQMTPath = config.get('config','miniQMTPath')
+    account_no = config.get('config','account_no')
+    log_level = config.get('config','log_level')
+
+    # 判断miniQMTPath是否为空，并且目录是否存在
+    if not miniQMTPath or not Path(miniQMTPath).exists():
+        print('请先配置miniQMTPath')
+        return False
+    else:
+        return True

core/config/config.py

@@ -0,0 +1,94 @@
+# Global configuration variables
+# Define these BEFORE imports to avoid circular dependency issues with logger
+console_log = True
+miniQMTPath = None
+miniQMTAccount = None
+log_level = "1"
+
+from pathlib import Path
+from core.config.config_model import ConfigModel, CfgKeyLogLevel, CfgKeyMiniQmtPath, CfgKeyMiniQmtAccount, CfgKeyConsoleLog
+from core.database import db
+
+def initConfig() -> bool:
+    """Initialize configuration from database"""
+    global miniQMTPath, miniQMTAccount, log_level, console_log
+    
+    # Ensure connection and tables
+    db.connect(reuse_if_open=True)
+    if not db.table_exists(ConfigModel._meta.table_name):
+        db.create_tables([ConfigModel])
+
+    # Check and initialize keys
+    _init_key(CfgKeyLogLevel, "1")
+    _init_key(CfgKeyConsoleLog, "True")
+    _init_key(CfgKeyMiniQmtPath, None)
+    _init_key(CfgKeyMiniQmtAccount, None)
+
+    # Load values
+    try:
+        miniQMTPath = _get_value(CfgKeyMiniQmtPath)
+        miniQMTAccount = _get_value(CfgKeyMiniQmtAccount)
+        log_level = _get_value(CfgKeyLogLevel) or "1"
+        console_log = _get_value(CfgKeyConsoleLog) or "True"
+        console_log = console_log.lower() == "true"
+
+        # console_log is not in DB currently, keeping default True or could add to DB
+    except Exception as e:
+        print(f"Error loading config: {e}")
+        return False
+
+    # Validate path
+    if not miniQMTPath or not Path(miniQMTPath).exists():
+        print('请先配置miniQMTPath')
+        return False
+    
+    return True
+
+def _init_key(key: str, default_value: str | None):
+    """Helper to initialize a key if it doesn't exist"""
+    try:
+        ConfigModel.get(ConfigModel.key == key)
+    except ConfigModel.DoesNotExist:
+        ConfigModel.create(key=key, value=default_value)
+
+def _get_value(key: str) -> str | None:
+    """Helper to get value safely"""
+    try:
+        return ConfigModel.get(ConfigModel.key == key).value
+    except ConfigModel.DoesNotExist:
+        return None
+
+def save_config(key: str, value: str):
+    """Save configuration to database"""
+    _update_key(key, value)
+    print(f'配置已更新: {key}={value}')
+
+def _update_key(key: str, value: str):
+    try:
+        record = ConfigModel.get(ConfigModel.key == key)
+        record.value = value
+        record.save()
+    except ConfigModel.DoesNotExist:
+        ConfigModel.create(key=key, value=value)
+
+def exist_config() -> bool:
+    """Check if essential config exists"""
+    path = _get_value(CfgKeyMiniQmtPath)
+    account = _get_value(CfgKeyMiniQmtAccount)
+    return bool(path and account)
+
+def getLogLevel() -> str:
+    """获取配置中的日志级别"""
+    return log_level
+
+def getConsoleLog() -> bool:
+    """获取配置中的控制台日志设置"""
+    return console_log
+
+def getMiniQMTPath() -> str | None:
+    """获取配置中的miniQMT路径"""
+    return miniQMTPath
+
+def getMiniQMTAccount() -> str | None:
+    """获取配置的miniQMT账号"""
+    return miniQMTAccount

core/config/config_model.py

@@ -0,0 +1,11 @@
+from peewee import CharField
+from core.database import BaseModel, db
+
+CfgKeyLogLevel = "log_level"
+CfgKeyConsoleLog = "console_log"
+CfgKeyMiniQmtPath = "miniQMTPath"
+CfgKeyMiniQmtAccount = "miniQMTAccount"
+
+class ConfigModel(BaseModel):
+    key = CharField(unique=True)
+    value = CharField(null=True)

core/constants.py

@@ -2,4 +2,5 @@ import xtquant.xtconstant as xtconstant
 
 OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
 OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
+OrderTypeInit = "0" # 建仓
 OrderTypeNone = "None"

core/database.py

@@ -1,10 +1,9 @@
 from peewee import SqliteDatabase, Model
-from core.logger import LogLevel, PrintLog
 
 # 连接到SQLite数据库
 db: SqliteDatabase = SqliteDatabase('example.db')
 db.connect()
-PrintLog(LogLevel.INFO, '- [成功]数据库连接')
+print("Database connected")
 
 # 定义基础模型类
 class BaseModel(Model):

core/ebus/eventbus.py

@@ -0,0 +1,17 @@
+class EventBus:
+    def __init__(self):
+        self.listeners = {} # 管理各种event的订阅情况
+
+    def subscribe(self, event_type, listener):
+        if event_type not in self.listeners:
+            self.listeners[event_type] = []
+        self.listeners[event_type].append(listener)
+
+    def publish(self, event_type, data):
+        if event_type in self.listeners:
+            for listener in self.listeners[event_type]:
+                listener(data)
+
+# 订阅与发布事件示例
+# event_bus.subscribe('my_event', handle_event)
+# event_bus.publish('my_event', {'key': 'value'})

core/ebus/logger_ebus.py

@@ -0,0 +1,7 @@
+from .eventbus import EventBus
+
+# Pring Log
+EventPrintLog = "print_log" # 打印日志
+
+# 创建事件总线实例
+loggerEBus = EventBus()

core/ebus/market_data_ebus.py

@@ -0,0 +1,10 @@
+from eventbus import EventBus
+
+# 市场数据监听控制事件
+EventMarketActiveSwitch = "market_active_switch" # 市场数据状态变更
+MarketDataUpdate = "market_data_update" # 市价更新
+MarketOrderCreated = "market_order_created" # 市价单创建
+MarketOrderTraded = "market_order_traded" # 市价单成交
+
+# 创建事件总线实例
+marketDataEventBus = EventBus()

core/eventbus.py

@@ -1,47 +0,0 @@
-
-# 市场数据监听控制事件
-EventMarketActiveSwitch = "market_active_switch" # 市场数据状态变更
-MarketDataUpdate = "market_data_update" # 市价更新
-MarketOrderCreated = "market_order_created" # 市价单创建
-MarketOrderTraded = "market_order_traded" # 市价单成交
-MarketOrderError = "market_order_error" # 市价单委托失败
-# Pring Log
-EventPrintLog = "print_log" # 打印日志
-
-class EventBus:
-    def __init__(self):
-        self.listeners = {} # 管理各种event的订阅情况
-        self.last_events = {} # 存储每个事件的最后一次值，用于"重播"给新订阅者
-
-    def subscribe(self, event_type, listener, replay=True):
-        """订阅事件
-
-        Args:
-            event_type: 事件类型
-            listener: 回调函数
-            replay: 是否自动重播最近一次事件状态（默认True）
-        """
-        if event_type not in self.listeners:
-            self.listeners[event_type] = []
-        self.listeners[event_type].append(listener)
-
-        # 新订阅者自动收到最近一次事件状态（如果存在）
-        if replay and event_type in self.last_events:
-            listener(self.last_events[event_type])
-
-    def publish(self, event_type, data):
-        # 存储最后一次事件值
-        self.last_events[event_type] = data
-        if event_type in self.listeners:
-            for listener in self.listeners[event_type]:
-                listener(data)
-
-
-# # 订阅事件
-# event_bus.subscribe('my_event', handle_event)
-
-# # 发布事件
-# event_bus.publish('my_event', {'key': 'value'})
-
-# 创建事件总线实例
-event_bus = EventBus()

core/logger.py

@@ -1,9 +1,7 @@
-from datetime import datetime
 from enum import Enum
-import threading
 
-from core.eventbus import EventPrintLog, event_bus
-import config
+from core.ebus.logger_ebus import EventPrintLog, loggerEBus
+from core.config import config as config
 
 
 class LogLevel(Enum):
@@ -16,34 +14,13 @@ class LogLevel(Enum):
     def __le__(self, other):
         return self.value <= other.value
 
-
 class LogData:
-    def __init__(self, level: LogLevel, message: str):
+    def __init__(self, level:LogLevel, message:str):
         self.level = level
         self.message = message
 
-
-_log_lock = threading.Lock()
-
-
-def _log_file_path():
-    """日志文件路径"""
-    return str(config.log_file_path())
-
-
-def PrintLog(level: LogLevel, message: str):
+def PrintLog(level:LogLevel, message:str):
     data = LogData(level, message)
-    event_bus.publish(EventPrintLog, data)
-
-    line = f'{datetime.now().strftime("%Y-%m-%d %H:%M:%S")} [{level.name}] {message}'
-
-    if config.console_log:
-        print(line)
-
-    # 写入日志文件
-    try:
-        with _log_lock:
-            with open(_log_file_path(), 'a', encoding='utf-8') as f:
-                f.write(line + '\n')
-    except Exception:
-        pass  # 写文件失败不阻塞主流程
+    loggerEBus.publish(EventPrintLog, data)
+    if config.getConsoleLog():
+        print(f'{level.name} {message}')

core/main_entry.py

@@ -0,0 +1,179 @@
+# coding:utf-8
+# MainEntry 负责应用主窗口与菜单的统一构建：
+# - 通过 build_menu_model 定义跨平台统一的菜单数据结构
+# - 在 macOS 上使用 Tk 菜单栏；在非 macOS 上使用 pystray 系统托盘
+# - 所有菜单项均绑定到同名处理函数，切换平台无需改动业务逻辑
+import tkinter as tk
+from core.logger import LogLevel, PrintLog
+import threading
+import sys
+
+class MainEntry:
+    def __init__(self, master):
+        # 初始化 Tk 窗口属性与基础状态
+        self.master = master
+        self.master.title("Main Board")
+        self.master.geometry("800x600")
+        self.master.configure(bg="#f0f0f0")
+        self.master.resizable(False, False)
+        self.master.protocol("WM_DELETE_WINDOW", self.hide_window)
+        # QMT 开关状态用于动态更新菜单文案
+        self.qmt_enabled = False
+        self.icon = None
+        # 非 macOS 使用系统托盘（pystray）；macOS 使用原生菜单栏
+        self.systray_supported = sys.platform != "darwin"
+
+        # 主内容容器
+        self.main_frame = tk.Frame(self.master, bg="#f0f0f0")
+        self.main_frame.pack(fill=tk.BOTH, expand=True, padx=20, pady=20)
+
+        # 首次进入根据平台构建菜单
+        self.create_menu()
+        self.create_dashboard()
+
+    def build_menu_model(self):
+        # 菜单模型统一描述所有菜单：
+        # - 每个分组包含 label 与 items
+        # - item 支持：label 文案、action 处理函数名、enabled 启用状态、default 默认项、separator 分隔符
+        # - 文案可根据状态动态生成（如 QMT 开关）
+        qmt_label = "QMT (已开启)" if self.qmt_enabled else "QMT (已关闭)"
+        return [
+            {
+                "label": "-- 交易大师 --",
+                "items": [
+                    {"label": "交易复盘", "action": "handler", "enabled": True},
+                    {"label": "市场数据", "action": "handler", "enabled": True},
+                    {"label": "快速下单", "action": "handler", "enabled": True},
+                ],
+            },
+            {
+                "label": "-- 策略交易 --",
+                "items": [
+                    {"label": "交易看板", "action": "handler", "enabled": True},
+                    {"label": "策略中心", "action": None, "enabled": False},
+                    {"label": "策略定制", "action": None, "enabled": False},
+                ],
+            },
+            {
+                "label": "-- 实时数据 --",
+                "items": [
+                    {"label": qmt_label, "action": "marketDataSwitch", "enabled": True},
+                ],
+            },
+            {
+                "label": "-- 系统 --",
+                "items": [
+                    {"label": "控制台", "action": "show_window", "enabled": True, "default": True},
+                    {"label": "设置", "action": "marketDataSwitch", "enabled": True},
+                    {"separator": True},
+                    {"label": "退出", "action": "quit_window", "enabled": True},
+                ],
+            },
+        ]
+
+    def create_dashboard(self):
+        # 根据菜单模型构建主窗口按钮面板
+        for widget in self.main_frame.winfo_children():
+            widget.destroy()
+            
+        model = self.build_menu_model()
+        
+        for group in model:
+            # 为每个分组创建 LabelFrame
+            group_frame = tk.LabelFrame(self.main_frame, text=group["label"], bg="#f0f0f0", padx=10, pady=10)
+            group_frame.pack(fill=tk.X, pady=10, padx=10)
+            
+            for it in group["items"]:
+                if it.get("separator"):
+                    continue
+                    
+                fn = getattr(self, it["action"]) if it.get("action") else None
+                state = tk.NORMAL if it.get("enabled", True) else tk.DISABLED
+                
+                # 创建按钮
+                btn = tk.Button(group_frame, text=it["label"], command=fn, state=state)
+                btn.pack(side=tk.LEFT, padx=5)
+
+    def create_menu(self):
+        # 根据统一菜单模型与平台类型，渲染到系统托盘或 Tk 菜单栏
+        model = self.build_menu_model()
+        if self.systray_supported:
+            # 非 macOS：延迟导入 pystray 与 PIL，避免在 macOS 上引入不兼容依赖
+            from PIL import Image
+            import pystray
+            image = Image.open("logo.png")
+            items = []
+            for group in model:
+                # 分组标题作为禁用的头部项
+                items.append(pystray.MenuItem(group["label"], None, enabled=False))
+                for it in group["items"]:
+                    if it.get("separator"):
+                        items.append(pystray.Menu.SEPARATOR)
+                    else:
+                        fn = getattr(self, it["action"]) if it.get("action") else None
+                        items.append(pystray.MenuItem(it["label"], fn, default=it.get("default", False), enabled=it.get("enabled", True)))
+            menu = tuple(items)
+            if self.icon:
+                # 已存在托盘图标：更新菜单
+                self.icon.menu = menu
+                self.icon.update_menu()
+            else:
+                # 首次创建托盘图标并在后台线程运行
+                self.icon = pystray.Icon("name", image, "标题", menu)
+                self.trayThread = threading.Thread(target=self.icon.run, daemon=True)
+                self.trayThread.start()
+        else:
+            # macOS：使用 Tk 菜单栏
+            menu_bar = tk.Menu(self.master)
+            for group in model:
+                m = tk.Menu(menu_bar, tearoff=0)
+                for it in group["items"]:
+                    if it.get("separator"):
+                        m.add_separator()
+                    else:
+                        fn = getattr(self, it["action"]) if it.get("action") else None
+                        if it.get("enabled", True) and fn:
+                            m.add_command(label=it["label"], command=fn)
+                        else:
+                            m.add_command(label=it["label"], state="disabled")
+                menu_bar.add_cascade(label=group["label"], menu=m)
+            self.master.config(menu=menu_bar)
+
+    def marketDataSwitch(self):
+        # 切换 QMT 开关，并触发菜单重建以更新文案
+        if self.qmt_enabled:
+            self.qmt_enabled = False
+            PrintLog(LogLevel.INFO, "QMT 市场数据已关闭")
+        else:
+            self.qmt_enabled = True
+            PrintLog(LogLevel.INFO, "QMT 市场数据已开启")
+        self.create_menu()
+        self.create_dashboard()
+
+    def handler(self):
+        # 通用占位处理：当前仅记录点击行为，后续可替换为具体业务逻辑
+        PrintLog(LogLevel.INFO, f"点击了")
+
+    def hide_window(self):
+        # 关闭窗口事件：隐藏但不退出应用
+        PrintLog(LogLevel.INFO, "隐藏主窗口")
+        self.master.withdraw()  # 隐藏主窗口
+
+    def show_window(self):
+        # 显示主窗口；在非 macOS 平台同步让托盘图标可见
+        if self.icon:
+            self.icon.visible = True
+        PrintLog(LogLevel.INFO, "显示主窗口")
+        self.master.deiconify()  # 显示主窗口
+
+    def quit_window(self, icon=None):
+        # 退出应用；在非 macOS 平台时关闭托盘图标
+        if icon:
+            icon.stop()
+        PrintLog(LogLevel.INFO, "退出应用")
+        self.master.quit()
+        self.master.destroy()
+
+    def run(self):
+        # 主事件循环入口
+        self.master.mainloop()

core/main_ui.py

@@ -0,0 +1,262 @@
+import tkinter as tk
+from tkinter import ttk
+from core.logger import LogLevel, LogData, PrintLog
+from core.sfgrid.sfgrid_ui import TradeTargetUI
+
+from tkinter import ttk
+from core.eventbus import EventPrintLog
+from core.eventbus import event_bus as eBus
+
+
+class MainWindow:
+    def __init__(self, configLogLevel:str):
+        self.root = tk.Tk()
+        self.root.title("神之一手 - 交易系统")
+        self.root.geometry("1400x700")
+
+        self.logLevel = LogLevel[configLogLevel]
+        PrintLog(LogLevel.DEBUG, f"系统启动成功 {self.logLevel.name}")
+        # 当前选中的策略Tab索引
+        self.current_strategy_index = 0
+        # 存储各个Frame的引用
+        self.strategy_frames = {}
+        # 日志面板可见性标志
+        self.log_visible = False
+        self.create_ui()
+        
+        eBus.subscribe(EventPrintLog, self.on_log_event)
+    
+    
+    def create_ui(self):
+        """创建UI界面"""
+        # 主容器
+        main_container = ttk.Frame(self.root)
+        main_container.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
+        
+        # 中间主体区域（左右布局）
+        content_area = ttk.Frame(main_container)
+        content_area.pack(fill=tk.BOTH, expand=True)
+        
+        # 左侧Tab按钮栏（垂直排列）
+        tab_bar_frame = ttk.Frame(content_area)
+        tab_bar_frame.pack(side=tk.LEFT, fill=tk.Y, padx=(0, 10))
+        
+        # 创建自定义样式
+        self.create_custom_styles()
+        
+        # 创建Tab按钮（垂直排列，文字垂直显示）
+        self.tab_buttons = []
+        strategy_names = ["网格", "复盘"]
+        
+        for idx, name in enumerate(strategy_names):
+            btn = ttk.Button(
+                tab_bar_frame,
+                text=name,
+                command=lambda i=idx: self.switch_strategy_tab(i),
+                width=4,
+                style='Bookmark.TButton'  # 使用自定义书签样式
+            )
+            btn.pack(side=tk.TOP, pady=2, fill=tk.X)
+            self.tab_buttons.append(btn)
+        
+        # 在Tab按钮下方添加退出按钮和日志按钮（底部对齐）
+        # 使用一个填充Frame将按钮推到底部
+        spacer = ttk.Frame(tab_bar_frame)
+        spacer.pack(side=tk.TOP, fill=tk.X, ipady=10)
+        
+        # 清空日志按钮（底部第三个）
+        clear_log_btn = ttk.Button(
+            tab_bar_frame,
+            text="🗑",  # 垃圾桶图标
+            command=self.clear_logs,
+            width=3
+        )
+        clear_log_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
+        
+        # 日志显示按钮（退出按钮上方）
+        self.log_toggle_btn = ttk.Button(
+            tab_bar_frame,
+            text="📋",  # 日志图标
+            command=self.toggle_log_panel,
+            width=3
+        )
+        self.log_toggle_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
+        
+        # 退出按钮（最底部）
+        exit_btn = ttk.Button(
+            tab_bar_frame,
+            text="⏻",  # 电源图标
+            command=self.on_exit,
+            width=3
+        )
+        exit_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
+        
+        # 添加垂直分隔线
+        separator = ttk.Separator(content_area, orient='vertical')
+        separator.pack(side=tk.LEFT, fill=tk.Y, padx=1)
+        
+        # 右侧内容区域容器（用于放置不同策略的Frame）
+        self.content_container = ttk.Frame(content_area)
+        self.content_container.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        
+        # 创建各个策略的Frame
+        self.create_strategy_frames(strategy_names)
+        
+        # 创建全局日志面板（默认隐藏）
+        self.create_global_log_panel(main_container)
+        
+        # 默认显示第一个策略
+        self.switch_strategy_tab(0)
+    
+    def create_custom_styles(self):
+        """创建自定义样式"""
+        style = ttk.Style()
+        
+        # 创建书签样式
+        style.configure(
+            'Bookmark.TButton',
+            relief='flat',
+            borderwidth=1,
+            padding=(5, 10),
+            foreground='black',
+            background='#FFE599',  # 浅黄色背景，类似便签纸
+            font=('Arial', 10, 'bold')
+        )
+        
+        # 设置焦点样式（选中状态）
+        style.map(
+            'Bookmark.TButton',
+            background=[('active', '#F1C232'), ('pressed', '#F1C232')],
+            relief=[('pressed', 'sunken')]
+        )
+        
+        # 创建选中状态的书签样式
+        style.configure(
+            'SelectedBookmark.TButton',
+            relief='flat',
+            borderwidth=1,
+            padding=(5, 10),
+            background='#3D85C6',  # 蓝色背景表示选中状态
+            font=('Arial', 10, 'bold')
+        )
+    
+    def create_global_log_panel(self, parent):
+        """创建全局日志面板"""
+        # 日志区域(默认隐藏)
+        self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
+        # 默认不显示,通过工具栏按钮控制
+        
+        # 创建日志表格
+        columns = ("timestamp", "level", "message")
+        
+        self.log_table = ttk.Treeview(self.log_frame, columns=columns, show='headings', height=8)
+        
+        log_column_configs = {
+            "timestamp": ("时间", 100),
+            "level": ("级别", 50),
+            "message": ("消息", 1150)  # 调整宽度适应全局布局
+        }
+        
+        for col in columns:
+            title, width = log_column_configs[col]
+            self.log_table.heading(col, text=title)
+            self.log_table.column(col, width=width, anchor=tk.W)
+        
+        # 添加初始日志
+        from datetime import datetime
+        timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+        self.log_table.insert('', tk.END, values=(timestamp, "INFO", "系统启动成功"))
+        
+        # 滚动条
+        scrollbar = ttk.Scrollbar(self.log_frame, orient=tk.VERTICAL, command=self.log_table.yview)
+        self.log_table.configure(yscrollcommand=scrollbar.set)
+        
+        self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
+
+    def on_log_event(self, event:LogData):
+        if self.logLevel.value <= event.level.value:
+            self.add_log(event.level, event.message)
+
+    
+    def add_log(self, level:LogLevel, message):
+        """添加日志记录 - 全局方法"""
+        from datetime import datetime
+        timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+        self.log_table.insert('', 0, values=(timestamp, level.name, message))
+    
+    def clear_logs(self):
+        """清空日志记录"""
+        # 删除所有日志项
+        for item in self.log_table.get_children():
+            self.log_table.delete(item)
+    
+    def create_strategy_frames(self, strategy_names):
+        """创建各个策略的Frame"""
+        for idx, name in enumerate(strategy_names):
+            if idx == 0:
+                # 第一个Tab使用TradeTargetUI，传入main_window引用
+                frame = TradeTargetUI(self.content_container)
+                self.strategy_frames[idx] = frame
+            else:
+                # 其他策略使用占位Frame
+                frame = ttk.Frame(self.content_container)
+                self.strategy_frames[idx] = frame
+                
+                # 添加占位内容
+                placeholder = ttk.Label(
+                    frame,
+                    text=f"{name} - 策略界面将在此实现",
+                    font=('Arial', 14),
+                    foreground='gray'
+                )
+                placeholder.pack(expand=True)
+    
+    def switch_strategy_tab(self, index):
+        """切换策略Tab"""
+        # 隐藏当前Frame
+        if self.current_strategy_index in self.strategy_frames:
+            self.strategy_frames[self.current_strategy_index].pack_forget()
+        
+        # 更新当前索引
+        self.current_strategy_index = index
+        
+        # 显示选中的Frame
+        if index in self.strategy_frames:
+            self.strategy_frames[index].pack(fill=tk.BOTH, expand=True)
+        
+        # 更新Tab按钮样式（可选，用于视觉反馈）
+        self.update_tab_button_styles()
+    
+    def update_tab_button_styles(self):
+        """更新Tab按钮的样式以显示选中状态"""
+        # 重置所有按钮为普通书签样式
+        for i, btn in enumerate(self.tab_buttons):
+            if i == self.current_strategy_index:
+                btn.configure(style='SelectedBookmark.TButton')  # 选中状态
+            else:
+                btn.configure(style='Bookmark.TButton')  # 普通状态
+    
+    def toggle_log_panel(self):
+        """切换日志面板的显示/隐藏"""
+        if self.log_visible:
+            # 隐藏日志面板
+            self.log_frame.pack_forget()
+            self.log_visible = False
+            self.log_toggle_btn.config(text="📋")  # 日志图标
+        else:
+            # 显示日志面板
+            self.log_frame.pack(side=tk.BOTTOM, fill=tk.X, pady=(5, 0))
+            self.log_visible = True
+            self.log_toggle_btn.config(text="🔽")  # 使用不同图标表示隐藏
+    
+    def on_exit(self):
+        """退出程序"""
+        from tkinter import messagebox
+        result = messagebox.askyesno("确认退出", "确定要退出系统吗？")
+        if result:
+            self.root.destroy()
+
+    def run(self):
+        """运行程序"""
+        self.root.mainloop()

core/market_data/include.py

@@ -0,0 +1,8 @@
+from qmt import QmtV
+from eventbus import marketDataEventBus
+
+qmtv:QmtV = None
+
+def init_qmtv():
+    global qmtv
+    qmtv = QmtV()

core/market_data/qmt.py

@@ -0,0 +1,209 @@
+import datetime
+import threading
+import time
+import config
+from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
+from xtquant.xttrader import XtQuantTrader
+from xtquant.xttype import StockAccount
+from core.logger import LogLevel, PrintLog
+from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
+from xtquant.xttype import StockAccount
+from xtquant import xtconstant, xtdata
+from eventbus import marketDataEventBus, EventMarketActiveSwitch, MarketDataUpdate, MarketOrderCreated, MarketOrderTraded
+
+class QmtV(XtQuantTraderCallback):
+    def __init__(self) -> None:
+        self.xttrader: XtQuantTrader
+        self.inited: bool = False
+        self.details = {}
+        self.lastMarketDataUpdateTimestamp = time.time()
+        self.isMarketActive = False
+        self.refresh_thread = threading.Thread(target=self.marketStatusNotifier, daemon=True)
+        self.refresh_thread.start()
+
+    def getTrader(self) -> XtQuantTrader:
+        return self.xttrader
+
+    def init_qmtv(self):
+        sessionId= int(time.time())
+        self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
+        xtdata.enable_hello = False
+    
+    def connect(self) -> bool:
+        self.xttrader.register_callback(self)
+        self.xttrader.start()
+        self.xttrader.connect()
+
+        PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
+        if self.xttrader.connected == False:
+            self.inited = False
+            return self.inited
+        else:
+            self.inited = True
+        
+        self.account = StockAccount(config.miniQMTAccount, 'STOCK')  # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
+        PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.miniQMTAccount}')  # pyright: ignore[reportOptionalMemberAccess]
+        subscribe_result = self.xttrader.subscribe(self.account)
+        PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
+        if subscribe_result != 0:
+            self.inited = False
+            return self.inited
+        self.startMarketDataSubscription()
+        return self.inited
+    
+    
+    def getStockPosition(self, stock_code: str):
+        positions = self.xttrader.query_stock_positions(self.account)
+        if positions:
+            for temp in positions:
+                pos:XtPosition = temp
+                if pos.stock_code == stock_code:
+                    return pos
+        return None
+    
+        
+    def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:  
+        if stock_code == None or tag == None:
+            return []
+        orders = self.xttrader.query_stock_orders(self.account)
+        result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
+        return result
+
+    def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
+        return self.xttrader.order_stock_async(
+                            self.account, 
+                            str(stock_code), 
+                            orderType, 
+                            orderVolume,
+                            priceType,
+                            orderPrice,
+                            strategy_name, # strategy_name
+                            orderRemark # remark  # type: ignore
+                            )
+                        
+    def cacheStockDetail(self, stock_code:str):
+        if stock_code in self.details:
+            return self.details[stock_code]
+        else:
+            self.details[stock_code] = xtdata.get_instrument_detail(stock_code, False)
+            return self.details[stock_code]
+    
+    def getInstrumentName(self, stock_code:str):
+        return self.cacheStockDetail(stock_code)['InstrumentName']
+
+    def dailyUpStop(self, stock_code:str):
+        cacheStock = self.cacheStockDetail(stock_code)
+        PrintLog(LogLevel.INFO, f'- [成功]获取股票详情: {stock_code} {cacheStock["InstrumentName"]} {cacheStock["UpStopPrice"]}')
+        return cacheStock['UpStopPrice']
+        
+    def dailyDownStop(self, stock_code:str):
+        return self.cacheStockDetail(stock_code)['DownStopPrice']
+    
+    # ========================================#
+    def startMarketDataSubscription(self):
+        try:
+            self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
+            
+            PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-{self.subscriptionId}]')
+        except Exception as e:
+            PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
+    
+    def stopMarketDataSubscription(self):
+        PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
+        
+        if self.subscriptionId is not None and self.subscriptionId > 0:
+            xtdata.unsubscribe_quote(self.subscriptionId)
+    
+    # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
+    def onDataUpdate(self, data):
+        # 收集所有市场数据用于市场监控
+        marketDataEventBus.publish(marketDataEventBus.MarketDataUpdate, data)
+        now = time.time()
+        if now - self.lastMarketDataUpdateTimestamp < 5:
+            self.isMarketActive = True
+        self.lastMarketDataUpdateTimestamp = now
+
+    def marketStatusNotifier(self):
+        # 市场状态通知器
+        tmpMarketStatus = False
+        while True:
+            tmpTime = time.time()
+            time.sleep(10)
+            if tmpMarketStatus != self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp < 5:
+                tmpMarketStatus = self.isMarketActive
+                PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
+                marketDataEventBus.publish(EventMarketActiveSwitch, self.isMarketActive)
+            if tmpMarketStatus and self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒
+                self.isMarketActive = False
+                PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
+
+            PrintLog(LogLevel.DEBUG, f'- [市场状态] {self.isMarketActive}') # 市场已 inactive
+
+
+    # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
+    def on_connected(self):
+        """
+        连接成功推送
+        """
+        print(datetime.datetime.now(), '连接成功回调')
+
+    def on_disconnected(self):
+        """
+        连接断开
+        :return:
+        """
+        print(datetime.datetime.now(), '连接断开回调')
+
+    def on_stock_order(self, order:XtOrder):
+        """
+        委托回报推送
+        :param order: XtOrder对象
+        :return:
+        """
+        pass
+        # print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}")
+
+        
+    def on_stock_trade(self, trade:XtTrade):
+        """
+        成交变动推送
+        :param trade: XtTrade对象
+        :return:
+        """
+        marketDataEventBus.publish(MarketOrderTraded, trade)
+        # stockCode = trade.stock_code
+        # ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
+        # # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+        # if ctrl is not None and trade.strategy_name == ctrl.getName():
+        #     ctrl.onOrderTrade(trade)
+        # else:
+        #     print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
+    
+    def on_order_stock_async_response(self, response:XtOrderResponse):
+        # print(f"委托回调 on_order_stock_async_response 投资备注 {response.order_id} {response.seq} {response.error_msg}{response.strategy_name} {response.order_remark}")
+        marketDataEventBus.publish(MarketOrderCreated, response)
+        
+    #     stockCode = response.order_remark
+    #     ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
+    #     # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+    #     if ctrl is not None and response.strategy_name == ctrl.getName():
+    #         ctrl.onAsyncOrderResponse(response)
+    #     else:
+    #         print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
+
+    def on_order_error(self, order_error):
+        """
+        委托失败推送
+        :param order_error:XtOrderError 对象
+        :return:
+        """
+        print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
+
+
+    def on_account_status(self, status):
+        """
+        :param response: XtAccountStatus 对象
+        :return:
+        """
+        print(datetime.datetime.now(), status)
+

core/models/stock_info.py

@@ -0,0 +1,7 @@
+from peewee import CharField, DateField
+
+from core.database import BaseModel, db
+
+class StockInfo(BaseModel):
+    stock_code = CharField(unique=True, primary_key=True)
+    stock_name = CharField()

core/qmt.py

@@ -1,32 +0,0 @@
-"""
-QMT 模块统一入口
-根据配置或环境自动选择真实 QMT 或模拟器
-"""
-import sys
-import config as _config
-
-
-def _get_qmt():
-    """获取 QMT 模块（配置优先于平台检测）"""
-    if _config.use_simulated_qmt:
-        print('[qmt] 配置指定模拟模式 → qmt_dummy')
-        from core.qmt_dummy import qmtv
-        return qmtv
-
-    if sys.platform == 'win32':
-        try:
-            print('[qmt] Windows 平台，尝试加载 qmt_real...')
-            from core.qmt_real import qmtv as real_qmtv
-            print('[qmt] qmt_real 加载成功')
-            return real_qmtv
-        except ImportError as e:
-            print(f'[qmt] qmt_real 加载失败: {e}，回退 qmt_dummy')
-
-    # 非 Windows 或导入失败，使用模拟器
-    print('[qmt] 使用模拟模式 qmt_dummy')
-    from core.qmt_dummy import qmtv
-    return qmtv
-
-
-# 导出单例
-qmtv = _get_qmt()

core/qmt_dummy.py

@@ -1,314 +0,0 @@
-"""
-Dummy QMT 模拟器 - 用于在非 Windows 环境下模拟 QMT 交易功能
-"""
-import datetime
-import threading
-import time
-import random
-import config
-import core.eventbus as eBus
-from core.logger import LogLevel, PrintLog
-
-class DummyPosition:
-    """模拟持仓"""
-    def __init__(self, stock_code, stock_name, volume, yesterday_vol=0):
-        self.stock_code = stock_code
-        self.stock_name = stock_name
-        self.volume = volume
-        self.can_use_volume = volume
-        self.yesterday_volume = yesterday_vol
-
-class DummyOrder:
-    """模拟订单"""
-    def __init__(self, stock_code, order_id, status, price, volume):
-        self.stock_code = stock_code
-        self.order_id = order_id
-        self.order_status = status
-        self.order_price = price
-        self.volume = volume
-
-class DummyTrade:
-    """模拟成交"""
-    def __init__(self, stock_code, trade_id, price, volume, strategy_name):
-        self.stock_code = stock_code
-        self.trade_id = trade_id
-        self.trade_price = price
-        self.trade_volume = volume
-        self.strategy_name = strategy_name
-
-class DummyOrderResponse:
-    """模拟下单响应"""
-    def __init__(self, order_id, stock_code, seq, error_msg, strategy_name):
-        self.order_id = order_id
-        self.stock_code = stock_code
-        self.seq = seq
-        self.error_msg = error_msg
-        self.strategy_name = strategy_name
-
-class DummyQmtV:
-    """
-    Dummy QMT 模拟器
-    模拟 QmtV 类的接口，用于在没有 miniQMT 的环境下运行和测试
-    """
-    def __init__(self) -> None:
-        self.inited = False
-        self.details = {}
-        self.lastMarketDataUpdateTimestamp = time.time()
-        self.isMarketActive = True
-        self.connected = False
-        self.account = None
-        self._positions = {}
-        self._pending_orders = []
-        self._market_data_thread = None
-        self._counter = 0
-
-    def getTrader(self):
-        return self
-
-    def init_qmtv(self):
-        """初始化交易器"""
-        PrintLog(LogLevel.INFO, f'- [模拟] QMT 交易器初始化')
-        self.connected = True
-        self.inited = True
-
-    def connect(self) -> bool:
-        """连接 QMT (模拟总是成功)"""
-        PrintLog(LogLevel.INFO, f'- [成功] 市场交易连接 (模拟模式)')
-
-        # 创建模拟账号
-        try:
-            from xtquant.xttype import StockAccount
-            self.account = StockAccount(config.account_no, 'STOCK')
-        except ImportError:
-            self.account = type('StockAccount', (), {'account_id': config.account_no})()
-        PrintLog(LogLevel.INFO, f'- [成功] 交易账号: {config.account_no}')
-
-        self._init_dummy_positions()
-        self.startMarketDataSubscription()
-
-        return self.inited
-
-    def _init_dummy_positions(self):
-        """初始化模拟持仓数据"""
-        dummy_stocks = [
-            ('600519', '贵州茅台', 100, 2800.0),
-            ('000858', '五粮液', 200, 180.0),
-            ('600036', '招商银行', 500, 42.0),
-            ('000001', '平安银行', 300, 13.5),
-        ]
-        for code, name, volume, price in dummy_stocks:
-            self._positions[code] = {
-                'stock_code': code,
-                'stock_name': name,
-                'volume': volume,
-                'can_use_volume': volume,
-                'open_cost': price,
-                'market_value': volume * price
-            }
-        PrintLog(LogLevel.INFO, f'- [模拟] 已加载 {len(self._positions)} 个持仓')
-
-    def getAllPositions(self) -> dict:
-        """获取全部持仓，返回 {stock_code: position_object}"""
-        result = {}
-        for code, pos_data in self._positions.items():
-            result[code] = type('DummyPos', (), pos_data)()
-        return result
-
-    def getStockPosition(self, stock_code: str):
-        """获取持仓 (模拟)"""
-        if stock_code in self._positions:
-            pos = self._positions[stock_code]
-            return type('DummyPos', (), pos)()
-        return None
-
-    def queryTodayOrders(self) -> list:
-        """查询当日所有委托 (模拟)"""
-        return list(self._pending_orders)
-
-    def queryTodayTrades(self) -> list:
-        """查询当日所有成交 (模拟)"""
-        return []  # 模拟模式无实际成交记录
-
-    def queryPendingOrder(self, stock_code: str, tag: str) -> list:
-        """查询挂单"""
-        return [o for o in self._pending_orders
-                if o.stock_code == stock_code and
-                (tag is None or getattr(o, 'strategy_name', None) == tag)]
-
-    def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
-        """异步下单 (模拟)"""
-        self._counter += 1
-        order_id = f"DUMMY{self._counter:06d}"
-        seq = self._counter
-
-        order = DummyOrder(
-            stock_code=stock_code,
-            order_id=order_id,
-            status='reported',
-            price=orderPrice,
-            volume=orderVolume
-        )
-        order.strategy_name = strategy_name
-        order.order_remark = orderRemark
-        self._pending_orders.append(order)
-
-        response = DummyOrderResponse(
-            order_id=order_id,
-            stock_code=stock_code,
-            seq=seq,
-            error_msg='成功',
-            strategy_name=strategy_name
-        )
-        response.order_remark = orderRemark
-
-        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
-        PrintLog(LogLevel.INFO, f'- [模拟下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 订单号:{order_id}')
-
-        # 模拟成交 (80% 概率)
-        if random.random() > 0.2:
-            threading.Timer(random.uniform(0.5, 3.0), self._simulate_trade,
-                          args=(stock_code, order_id, orderPrice, orderVolume, strategy_name)).start()
-
-        return 0
-
-    def _simulate_trade(self, stock_code, order_id, price, volume, strategy_name):
-        """模拟成交"""
-        trade = DummyTrade(
-            stock_code=stock_code,
-            trade_id=f"TRADE{self._counter:06d}",
-            price=price,
-            volume=volume,
-            strategy_name=strategy_name
-        )
-        trade.trade_time = int(time.strftime('%H%M%S'))
-        trade.order_remark = stock_code
-
-        if stock_code in self._positions:
-            self._positions[stock_code]['volume'] += volume
-            self._positions[stock_code]['can_use_volume'] += volume
-
-        eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
-        PrintLog(LogLevel.INFO, f'- [模拟成交] {stock_code} 数量:{volume} 价格:{price}')
-
-    def cacheStockDetail(self, stock_code: str):
-        """获取股票详情 (模拟)"""
-        if stock_code not in self.details:
-            self.details[stock_code] = {
-                'InstrumentName': self._get_dummy_name(stock_code),
-                'UpStopPrice': 0,
-                'DownStopPrice': 0
-            }
-        return self.details[stock_code]
-
-    def _get_dummy_name(self, stock_code: str) -> str:
-        """获取模拟股票名称"""
-        names = {
-            '600519': '贵州茅台', '000858': '五粮液', '600036': '招商银行',
-            '000001': '平安银行', '000002': '万科A', '600000': '浦发银行'
-        }
-        return names.get(stock_code, f'股票{stock_code}')
-
-    def getInstrumentName(self, stock_code: str) -> str:
-        """获取股票名称"""
-        return self.cacheStockDetail(stock_code)['InstrumentName']
-
-    def dailyUpStop(self, stock_code: str):
-        """获取涨停价 (模拟)"""
-        cacheStock = self.cacheStockDetail(stock_code)
-        PrintLog(LogLevel.INFO, f'- [模拟] 获取股票详情: {stock_code} {cacheStock["InstrumentName"]} 涨停价: 0')
-        return 0.0
-
-    def dailyDownStop(self, stock_code: str):
-        """获取跌停价 (模拟)"""
-        return 0.0
-
-    def getLastPrice(self, stock_code: str) -> float:
-        """主动获取最新市价（模拟）"""
-        if stock_code in self._positions:
-            return float(self._positions[stock_code].get('open_cost', 10.0))
-        # 给一个合理模拟价
-        return 10.0 + hash(stock_code) % 100
-
-    def startMarketDataSubscription(self):
-        """启动市场数据订阅 (模拟)"""
-        try:
-            self._market_data_thread = threading.Thread(target=self._generate_market_data, daemon=True)
-            self._market_data_thread.start()
-            PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-模拟]')
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
-
-    def stopMarketDataSubscription(self):
-        """停止市场数据订阅"""
-        PrintLog(LogLevel.INFO, '- 停止市场数据订阅 (模拟)')
-
-    def _is_trading_time(self) -> bool:
-        import zoneinfo
-        beijing_tz = zoneinfo.ZoneInfo('Asia/Shanghai')
-        now = datetime.datetime.now(beijing_tz)
-        if now.weekday() >= 5:
-            return False
-        t = now.time()
-        return (
-            datetime.time(9, 30) <= t <= datetime.time(11, 30) or
-            datetime.time(13, 0) <= t <= datetime.time(15, 0)
-        )
-
-    def _generate_market_data(self):
-        """生成模拟市场数据"""
-        stocks = ['600519', '000858', '600036', '000001', '000002', '600000']
-        base_prices = [2800.0, 180.0, 42.0, 13.5, 10.0, 10.0]
-
-        while True:
-            try:
-                for i, stock in enumerate(stocks):
-                    data = {
-                        'stock_code': stock,
-                        'last_price': base_prices[i] + random.uniform(-1, 1),
-                        'open_price': base_prices[i],
-                        'high_price': base_prices[i] + random.uniform(0, 2),
-                        'low_price': base_prices[i] - random.uniform(0, 2),
-                        'volume': random.randint(1000, 10000),
-                        'timestamp': time.time()
-                    }
-                    eBus.event_bus.publish(eBus.MarketDataUpdate, data)
-                    base_prices[i] = data['last_price']
-
-                self.lastMarketDataUpdateTimestamp = time.time()
-                if self._is_trading_time():
-                    self.isMarketActive = True
-                    eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
-                else:
-                    self.isMarketActive = False
-                    eBus.event_bus.publish(eBus.EventMarketActiveSwitch, False)
-
-                time.sleep(3)
-
-            except Exception as e:
-                PrintLog(LogLevel.ERROR, f'- [市场数据模拟异常-{e}]')
-                time.sleep(1)
-
-    def on_connected(self):
-        print(datetime.datetime.now(), '模拟连接成功')
-
-    def on_disconnected(self):
-        print(datetime.datetime.now(), '模拟连接断开')
-
-    def on_stock_order(self, order):
-        pass
-
-    def on_stock_trade(self, trade):
-        eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
-
-    def on_order_stock_async_response(self, response):
-        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
-
-    def on_order_error(self, order_error):
-        print(f"\n模拟委托报错回调: order_id={order_error.order_id}, error_id={order_error.error_id}, error_msg={order_error.error_msg}, remark={order_error.order_remark}")
-        eBus.event_bus.publish(eBus.MarketOrderError, order_error)
-
-    def on_account_status(self, status):
-        print(datetime.datetime.now(), status)
-
-
-qmtv = DummyQmtV()

core/qmt_real.py

@@ -1,648 +0,0 @@
-"""
-QMT 真实交易实现 - 封装 xtquant SDK
-"""
-import datetime
-import os
-import subprocess
-import threading
-import time
-import config
-import core.eventbus as eBus
-from core.logger import LogLevel, PrintLog
-
-
-class RealQmtV:
-    """
-    真实 QMT 交易器
-    封装 xtquant 的 XtQuantTrader，提供与模拟器一致的接口
-    """
-
-    # miniQMT 进程名关键字（GUI 壳: XtMiniQmt.exe，交易引擎: miniquote.exe）
-    _QMT_PROCESS_KEYWORDS = ['Qmt', 'qmt', 'QMT', 'miniquote', 'MiniQuote']
-
-    @staticmethod
-    def _discover_qmt_port() -> int:
-        """
-        自动探测 miniQMT 监听端口。
-        方法1: SDK 内部扫描 (读取配置)
-        方法2: netstat 找 LISTENING 端口 → 反查所属进程名 → 匹配 QMT 关键字
-        返回端口号，未找到返回 0。
-        """
-        # ---- 方法1: SDK 内部扫描 ----
-        try:
-            from xtquant import xtconn
-            addrs = xtconn.scan_available_server_addr()
-            for addr in addrs:
-                try:
-                    port = int(addr.split(':')[1])
-                    if port:
-                        PrintLog(LogLevel.INFO, f'[端口探测] SDK 扫描发现端口: {port}')
-                        return port
-                except (ValueError, IndexError):
-                    continue
-        except Exception as e:
-            PrintLog(LogLevel.DEBUG, f'[端口探测] SDK 扫描异常: {e}')
-
-        # ---- 方法2: netstat → 反向查进程名 ----
-        try:
-            # 2a. netstat 找出所有 LISTENING 端口的 PID
-            pid_ports = {}  # pid -> [port, ...]
-            netstat = subprocess.run(
-                ['netstat', '-ano'],
-                capture_output=True, text=True, timeout=10
-            )
-            for line in netstat.stdout.splitlines():
-                if 'LISTENING' not in line and 'LISTEN' not in line:
-                    continue
-                parts = line.split()
-                if len(parts) < 5:
-                    continue
-                try:
-                    local_addr = parts[1]
-                    port = int(local_addr.rsplit(':', 1)[-1])
-                    pid = int(parts[-1])
-                    if port > 0:
-                        pid_ports.setdefault(pid, []).append(port)
-                except (ValueError, IndexError):
-                    continue
-
-            if not pid_ports:
-                PrintLog(LogLevel.DEBUG, '[端口探测] netstat 未找到任何 LISTENING 端口')
-                return 0
-
-            # 2b. 对每个有监听端口的 PID，查进程名是否匹配 QMT
-            for pid, ports in pid_ports.items():
-                name = RealQmtV._get_process_name(pid)
-                if name and any(kw in name for kw in RealQmtV._QMT_PROCESS_KEYWORDS):
-                    port = ports[0]
-                    PrintLog(LogLevel.INFO, f'[端口探测] 发现 QMT 进程: {name} (PID={pid}), 端口: {port}')
-
-                    # 同时探测 userdata_mini 路径
-                    exe_path = RealQmtV._get_process_exe_path(pid)
-                    if exe_path:
-                        PrintLog(LogLevel.INFO, f'[路径探测] 进程路径: {exe_path}')
-                        found_path = RealQmtV._find_userdata_mini(exe_path)
-                        if found_path:
-                            PrintLog(LogLevel.INFO, f'[路径探测] 发现 userdata_mini: {found_path}')
-                            if found_path != config.miniQMTPath:
-                                PrintLog(LogLevel.INFO, f'[路径探测] 自动修正 miniQMTPath: {config.miniQMTPath} -> {found_path}')
-                                config.miniQMTPath = found_path
-
-                    # 同时从窗口标题提取资金账号
-                    account = RealQmtV._discover_account()
-                    if account:
-                        if account != config.account_no:
-                            PrintLog(LogLevel.INFO, f'[账号探测] 自动修正 account_no: {config.account_no[-4:]}**** -> {account[-4:]}****')
-                            config.account_no = account
-                        else:
-                            PrintLog(LogLevel.INFO, f'[账号探测] 确认账号: {account[-4:]}****')
-
-                    return port
-
-        except Exception as e:
-            PrintLog(LogLevel.INFO, f'[端口探测] 进程扫描异常: {e}')
-
-        PrintLog(LogLevel.WARNING, '[端口探测] 未能自动发现 miniQMT 端口')
-        return 0
-
-    @staticmethod
-    def _get_process_name(pid: int) -> str:
-        """通过 PID 获取进程名（单个查询，不用扫全量 tasklist）"""
-        try:
-            result = subprocess.run(
-                ['tasklist', '/fi', f'PID eq {pid}', '/fo', 'csv', '/nh'],
-                capture_output=True, text=True, timeout=5
-            )
-            for line in result.stdout.splitlines():
-                line = line.strip()
-                if not line or line.startswith('INFO:'):
-                    continue
-                parts = [p.strip('"').strip() for p in line.split('","')]
-                if len(parts) >= 2:
-                    return parts[0]
-        except Exception:
-            pass
-        return ''
-
-    @staticmethod
-    def _get_process_exe_path(pid: int) -> str:
-        """通过 PID 获取进程的可执行文件完整路径"""
-        try:
-            result = subprocess.run(
-                ['powershell', '-NoProfile', '-Command',
-                 f'(Get-Process -Id {pid}).Path'],
-                capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
-            )
-            path = result.stdout.strip()
-            if path and os.path.isfile(path):
-                return path
-        except Exception:
-            pass
-        return ''
-
-    @staticmethod
-    def _find_userdata_mini(exe_path: str) -> str:
-        """从 QMT 可执行文件路径向上查找 userdata_mini 目录"""
-        exe_dir = os.path.dirname(exe_path)
-        # 从 exe 所在目录开始，向上最多 3 层
-        for _ in range(4):
-            candidate = os.path.join(exe_dir, 'userdata_mini')
-            if os.path.isdir(candidate):
-                return candidate
-            parent = os.path.dirname(exe_dir)
-            if parent == exe_dir:
-                break
-            exe_dir = parent
-        return ''
-
-    @staticmethod
-    def _discover_account() -> str:
-        """
-        从 XtMiniQmt.exe 的窗口标题中提取资金账号。
-        标题格式: "8882874667 - 国金证券QMT交易端 2.0.8.300"
-        返回账号字符串，失败返回空字符串。
-        """
-        try:
-            # 找到 XtMiniQmt.exe 的 PID
-            tasklist = subprocess.run(
-                ['tasklist', '/fo', 'csv', '/nh'],
-                capture_output=True, text=True, timeout=10
-            )
-            gui_pid = 0
-            for line in tasklist.stdout.splitlines():
-                line = line.strip()
-                if not line:
-                    continue
-                parts = [p.strip('"').strip() for p in line.split('","')]
-                if len(parts) >= 2 and 'XtMiniQmt' in parts[0]:
-                    gui_pid = int(parts[1])
-                    break
-
-            if not gui_pid:
-                return ''
-
-            # 获取窗口标题（PowerShell 输出可能含中文，用 utf-8）
-            result = subprocess.run(
-                ['powershell', '-NoProfile', '-Command',
-                 f'(Get-Process -Id {gui_pid}).MainWindowTitle'],
-                capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
-            )
-            title = result.stdout.strip()
-            if title and ' - ' in title:
-                account = title.split(' - ')[0].strip()
-                if account.isdigit():
-                    return account
-        except Exception:
-            pass
-        return ''
-
-    @staticmethod
-    def _to_plain_code(stock_code: str) -> str:
-        """将 xtquant 格式 '600519.SH' 转换为数据库格式 '600519'"""
-        return stock_code.split('.')[0] if '.' in stock_code else stock_code
-
-    @staticmethod
-    def _to_full_code(stock_code: str) -> str:
-        """将数据库格式 '600519' 转换为 xtquant 格式 '600519.SH'"""
-        if '.' in stock_code:
-            return stock_code  # already has suffix
-        code = stock_code
-        if code.startswith(('6', '5', '9')):
-            return f'{code}.SH'
-        elif code.startswith(('0', '3', '2')):
-            return f'{code}.SZ'
-        # fallback: try both, prefer SH
-        return f'{code}.SH'
-
-    def __init__(self) -> None:
-        self.inited = False
-        self.connected = False
-        self.account = None
-        self.xt_trader = None
-        self.mini_qmt_path = ""
-        self._positions = {}
-        self._pending_orders = []
-        self._market_data_thread = None
-        self.isMarketActive = False
-        self.lastMarketDataUpdateTimestamp = time.time()
-        self.details = {}
-
-    def getTrader(self):
-        return self
-
-    def init_qmtv(self):
-        """初始化 QMT 交易器"""
-        try:
-            from xtquant.xttrader import XtQuantTrader
-            from xtquant.xttype import StockAccount
-
-            self.mini_qmt_path = config.miniQMTPath
-            self.account = StockAccount(config.account_no, 'STOCK')
-            PrintLog(LogLevel.INFO, f'[QMT] 初始化: path={self.mini_qmt_path}, account={config.account_no[-4:]}****')
-
-            # 创建 XtQuantTrader 实例
-            session_id = int(time.time()) % 10000
-            PrintLog(LogLevel.INFO, f'[QMT] 创建 XtQuantTrader, session={session_id}')
-            self.xt_trader = XtQuantTrader(self.mini_qmt_path, session_id)
-
-            # 注册回调 — xtquant 只接受一个回调对象，会在上面调用 on_xxx 方法
-            self.xt_trader.register_callback(self)
-
-            self.inited = True
-            PrintLog(LogLevel.INFO, f'- [真实] QMT 交易器初始化成功')
-        except Exception as e:
-            self.inited = False
-            PrintLog(LogLevel.ERROR, f'- [失败] QMT 初始化: {e}')
-
-    def connect(self) -> bool:
-        """连接 MiniQMT，失败自动探测端口并重试"""
-        if not self.inited:
-            PrintLog(LogLevel.ERROR, '[QMT] 连接失败: 未初始化')
-            return False
-
-        _connect_errors = {
-            0: '成功',
-            -1: '一般错误（miniQMT 可能未启动）',
-            -2: 'miniQMT 未运行（请先启动极简QMT）',
-            -3: '连接超时',
-        }
-
-        def _do_connect() -> int:
-            self.xt_trader.start()
-            PrintLog(LogLevel.INFO, '[QMT] xt_trader.start() 完成')
-            PrintLog(LogLevel.INFO, '[QMT] 正在连接 miniQMT...')
-            return self.xt_trader.connect()
-
-        try:
-            # 尝试默认连接
-            PrintLog(LogLevel.INFO, '[QMT] 尝试默认方式连接...')
-            connect_result = _do_connect()
-
-            # 失败则自动探测端口并重试
-            if connect_result != 0:
-                PrintLog(LogLevel.INFO, '[QMT] 默认连接失败，启动端口自动探测...')
-                discovered_port = self._discover_qmt_port()
-                if discovered_port > 0:
-                    PrintLog(LogLevel.INFO, f'[QMT] 探测到端口 {discovered_port}，尝试连接...')
-                    try:
-                        from xtquant import xtdata
-                        xtdata.connect(ip='127.0.0.1', port=discovered_port)
-                        PrintLog(LogLevel.INFO, f'[QMT] xtdata 连接成功 (端口: {discovered_port})')
-                    except Exception as e:
-                        PrintLog(LogLevel.ERROR, f'[QMT] xtdata 连接失败 (端口: {discovered_port}): {e}')
-                        return False
-                    connect_result = _do_connect()
-                else:
-                    PrintLog(LogLevel.WARNING, '[QMT] 端口自动探测未找到 miniQMT 进程')
-
-            result_desc = _connect_errors.get(connect_result, f'未知({connect_result})')
-            PrintLog(LogLevel.INFO, f'[QMT] connect() 返回: {connect_result} ({result_desc})')
-
-            if connect_result == 0:
-                PrintLog(LogLevel.INFO, f'[QMT] 订阅账户...')
-                self.xt_trader.subscribe(self.account)
-                PrintLog(LogLevel.INFO, '[QMT] 订阅完成')
-                self.connected = True
-                self.startMarketDataSubscription()
-                PrintLog(LogLevel.INFO, f'[QMT] 连接成功 (账号: {config.account_no[-4:]}****)')
-                return True
-            else:
-                PrintLog(LogLevel.ERROR, f'[QMT] 连接失败: {result_desc}')
-                return False
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[QMT] 连接异常: {e}')
-            return False
-
-    def getAllPositions(self) -> dict:
-        """获取全部持仓，返回 {plain_code: position_object}"""
-        if not self.connected:
-            return {}
-        try:
-            positions = self.xt_trader.query_stock_positions(self.account)
-            result = {}
-            for pos in positions:
-                code = self._to_plain_code(getattr(pos, 'stock_code', ''))
-                result[code] = pos
-            # 缓存以供 getStockPosition 使用
-            self._position_cache = result
-            return result
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [获取全部持仓失败]: {e}')
-            return {}
-
-    def getStockPosition(self, stock_code: str):
-        """获取单只股票持仓（优先使用缓存）"""
-        if not self.connected:
-            return None
-        try:
-            # 优先查缓存
-            if hasattr(self, '_position_cache') and stock_code in self._position_cache:
-                return self._position_cache[stock_code]
-            # 回退查询
-            positions = self.xt_trader.query_stock_positions(self.account)
-            for pos in positions:
-                pos_code = self._to_plain_code(getattr(pos, 'stock_code', ''))
-                if pos_code == stock_code:
-                    return pos
-            return None
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [持仓查询失败] {stock_code}: {e}')
-            return None
-
-    def queryPendingOrder(self, stock_code: str, tag: str) -> list:
-        """查询挂单（过滤已撤/废单）"""
-        if not self.connected:
-            return []
-        try:
-            orders = self.xt_trader.query_stock_orders(self.account)
-            # 过滤已撤(54)和废单(57)，避免策略误判"已有挂单"跳过下单
-            _CANCELED = {54, 57}
-            return [o for o in orders
-                    if self._to_plain_code(getattr(o, 'stock_code', '')) == stock_code and
-                    (tag is None or getattr(o, 'strategy_name', None) == tag) and
-                    getattr(o, 'order_status', 0) not in _CANCELED]
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [查询挂单失败] {e}')
-            return []
-
-    def queryTodayOrders(self) -> list:
-        """查询当日所有委托"""
-        if not self.connected:
-            return []
-        try:
-            return list(self.xt_trader.query_stock_orders(self.account))
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [查询委托失败] {e}')
-            return []
-
-    def queryTodayTrades(self) -> list:
-        """查询当日所有成交"""
-        if not self.connected:
-            return []
-        try:
-            return list(self.xt_trader.query_stock_trades(self.account))
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [查询成交失败] {e}')
-            return []
-
-    def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
-        """异步下单"""
-        if not self.connected:
-            PrintLog(LogLevel.ERROR, '- [下单失败] 未连接')
-            return -1
-
-        try:
-            full_code = self._to_full_code(stock_code)
-            seq = self.xt_trader.order_stock_async(
-                account=self.account,
-                stock_code=full_code,
-                order_volume=orderVolume,
-                order_type=orderType,
-                price=orderPrice,
-                price_type=priceType,
-                order_remark=orderRemark,
-                strategy_name=strategy_name
-            )
-            PrintLog(LogLevel.INFO,
-                     f'- [下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 类型:{orderType} seq:{seq}')
-            return 0
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [下单失败] {stock_code}: {e}')
-            return -1
-
-    def cacheStockDetail(self, stock_code: str):
-        """获取股票详情"""
-        if stock_code not in self.details:
-            try:
-                from xtquant import xtdata
-                # xtquant 需要带后缀的完整代码
-                full_code = self._to_full_code(stock_code)
-                detail = xtdata.get_instrument_detail(full_code)
-                if detail:
-                    # xtquant 返回 dict，使用 .get() 读取
-                    self.details[stock_code] = {
-                        'InstrumentName': detail.get('InstrumentName', stock_code) if isinstance(detail, dict) else getattr(detail, 'InstrumentName', stock_code),
-                        'UpStopPrice': detail.get('UpStopPrice', 0) if isinstance(detail, dict) else getattr(detail, 'UpStopPrice', 0),
-                        'DownStopPrice': detail.get('DownStopPrice', 0) if isinstance(detail, dict) else getattr(detail, 'DownStopPrice', 0)
-                    }
-                else:
-                    self.details[stock_code] = {
-                        'InstrumentName': stock_code,
-                        'UpStopPrice': 0,
-                        'DownStopPrice': 0
-                    }
-            except Exception:
-                self.details[stock_code] = {
-                    'InstrumentName': stock_code,
-                    'UpStopPrice': 0,
-                    'DownStopPrice': 0
-                }
-        return self.details[stock_code]
-
-    def getInstrumentName(self, stock_code: str) -> str:
-        """获取股票名称"""
-        return self.cacheStockDetail(stock_code)['InstrumentName']
-
-    def getInstrumentName_batch(self, stock_codes: list) -> dict:
-        """批量获取股票名称，返回 {stock_code: name} dict"""
-        result = {}
-        missing = []
-        for code in stock_codes:
-            if code in self.details:
-                result[code] = self.details[code].get('InstrumentName', '')
-            else:
-                missing.append(code)
-        if not missing:
-            return result
-        try:
-            from xtquant import xtdata
-            for code in missing:
-                full_code = self._to_full_code(code)
-                detail = xtdata.get_instrument_detail(full_code)
-                if detail:
-                    name = detail.get('instrumentName', detail.get('InstrumentName', ''))
-                    self.details[code] = detail
-                    result[code] = name
-                else:
-                    result[code] = ''
-        except Exception:
-            for code in missing:
-                result[code] = ''
-        return result
-
-    def dailyUpStop(self, stock_code: str):
-        """获取涨停价"""
-        detail = self.cacheStockDetail(stock_code)
-        up_stop = detail.get('UpStopPrice', 0)
-        PrintLog(LogLevel.DEBUG, f'- [详情] {stock_code} {detail["InstrumentName"]} 涨停价: {up_stop}')
-        return up_stop or 0.0
-
-    def dailyDownStop(self, stock_code: str):
-        """获取跌停价"""
-        detail = self.cacheStockDetail(stock_code)
-        down_stop = detail.get('DownStopPrice', 0)
-        return down_stop or 0.0
-
-    def getLastPrice(self, stock_code: str) -> float:
-        """主动获取最新市价（拉取模式，作为推送的兜底）"""
-        try:
-            from xtquant import xtdata
-            import json
-            full_code = self._to_full_code(stock_code)
-
-            # 方式1: 尝试 get_full_tick（参数是 list[str]，返回 dict {code: {...}}）
-            raw = xtdata.get_full_tick([full_code])
-            if raw:
-                tick = json.loads(raw) if isinstance(raw, str) else raw
-                if isinstance(tick, dict):
-                    # 格式: {'600519.SH': {'lastPrice': 8.97, ...}}
-                    for code, info in tick.items():
-                        if isinstance(info, dict) and info.get('lastPrice', 0) > 0:
-                            PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → tick: {info["lastPrice"]:.3f}')
-                            return float(info['lastPrice'])
-
-            # 方式2: get_market_data 取最新1分钟K线收盘价
-            data = xtdata.get_market_data(
-                field_list=['close'],
-                stock_list=[full_code],
-                period='1m',
-                count=1
-            )
-            if data:
-                vals = None
-                if full_code in data:
-                    row = data[full_code]
-                    if hasattr(row, '__iter__') and not isinstance(row, str):
-                        row = list(row)
-                        if row:
-                            vals = row
-                if not vals and 'close' in data:
-                    field_data = data['close']
-                    if full_code in field_data:
-                        vals = list(field_data[full_code])
-                if vals and len(vals) > 0 and float(vals[0]) > 0:
-                    PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → kline: {float(vals[0]):.3f}')
-                    return float(vals[0])
-
-            # 方式3: 下载历史数据后再试
-            xtdata.download_history_data(full_code, '1m', '')
-            data = xtdata.get_market_data(
-                field_list=['close'],
-                stock_list=[full_code],
-                period='1m',
-                count=1
-            )
-            if data:
-                vals = None
-                if full_code in data:
-                    row = data[full_code]
-                    if hasattr(row, '__iter__') and not isinstance(row, str):
-                        row = list(row)
-                        if row:
-                            vals = row
-                if not vals and 'close' in data:
-                    field_data = data['close']
-                    if full_code in field_data:
-                        vals = list(field_data[full_code])
-                if vals and len(vals) > 0 and float(vals[0]) > 0:
-                    PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → download+kline: {float(vals[0]):.3f}')
-                    return float(vals[0])
-
-            PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → 失败: 所有方式均无数据, raw={raw}')
-
-        except Exception as e:
-            PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → 异常: {e}')
-        return 0.0
-
-    def startMarketDataSubscription(self):
-        """启动市场数据订阅"""
-        try:
-            from xtquant import xtdata
-
-            # 订阅沪深全市场实时行情
-            seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], self._on_market_data)
-            PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-真实] seq={seq}')
-
-            # 启动行情活跃监控线程（默认不活跃，收到行情后激活）
-            self._market_data_thread = threading.Thread(
-                target=self._market_data_watchdog, daemon=True
-            )
-            self._market_data_thread.start()
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
-
-    def _on_market_data(self, datas: dict):
-        """xtquant 行情回调 — 收到行情即标记市场活跃（但需满足 09:15 后才激活）"""
-        self.lastMarketDataUpdateTimestamp = time.time()
-        if not self.isMarketActive:
-            # 检查当前时间是否已过 09:15（集合竞价结束后才激活市场状态）
-            import zoneinfo
-            beijing_tz = zoneinfo.ZoneInfo("Asia/Shanghai")
-            now = datetime.datetime.now(beijing_tz)
-            t = now.time()
-            activation_time = datetime.time(9, 15)
-            if t >= activation_time:
-                self.isMarketActive = True
-                eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
-                PrintLog(LogLevel.INFO, f'- [行情] 市场激活 (时间 {t.strftime("%H:%M:%S")} >= 09:15)')
-        eBus.event_bus.publish(eBus.MarketDataUpdate, datas)
-
-    def _is_trading_time(self) -> bool:
-        """判断当前是否在交易时间内（工作日 09:30-11:30 / 13:00-15:00，北京时间 UTC+8）"""
-        import zoneinfo
-        beijing_tz = zoneinfo.ZoneInfo("Asia/Shanghai")
-        now = datetime.datetime.now(beijing_tz)
-        if now.weekday() >= 5:  # 周六、周日
-            return False
-        t = now.time()
-        morning_start = datetime.time(9, 30)
-        morning_end = datetime.time(11, 30)
-        afternoon_start = datetime.time(13, 0)
-        afternoon_end = datetime.time(15, 0)
-        return (morning_start <= t <= morning_end) or (afternoon_start <= t <= afternoon_end)
-
-    def _market_data_watchdog(self):
-        """行情活跃监控 — 超过 120 秒无行情 则标记市场不活跃（无论是否交易时间）"""
-        while True:
-            time.sleep(15)
-            if self.isMarketActive:
-                elapsed = time.time() - self.lastMarketDataUpdateTimestamp
-                # 只有超过 120 秒无行情才标记不活跃，不再区分交易时间
-                if elapsed > 120:
-                    self.isMarketActive = False
-                    eBus.event_bus.publish(eBus.EventMarketActiveSwitch, False)
-                    PrintLog(LogLevel.INFO, f'- [行情] 超过 {elapsed:.0f} 秒无数据，市场标记为不活跃')
-
-    def stopMarketDataSubscription(self):
-        """停止市场数据订阅"""
-        self.isMarketActive = False
-        PrintLog(LogLevel.INFO, '- [市场数据订阅已停止]')
-
-    # ---- xtquant 回调处理 (xtquant 通过回调对象调用 on_xxx 方法) ----
-
-    def on_connected(self):
-        PrintLog(LogLevel.INFO, f'[QMT] on_connected: 真实 QMT 连接成功 {datetime.datetime.now()}')
-
-    def on_disconnected(self):
-        PrintLog(LogLevel.WARNING, f'[QMT] on_disconnected: 真实 QMT 连接断开 {datetime.datetime.now()}')
-
-    def on_stock_order(self, order):
-        self._pending_orders.append(order)
-
-    def on_stock_trade(self, trade):
-        eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
-
-    def on_order_stock_async_response(self, response):
-        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
-
-    def on_order_error(self, order_error):
-        PrintLog(LogLevel.ERROR,
-                 f'[QMT] 委托报错: order_id={order_error.order_id}, error_id={order_error.error_id}, '
-                 f'error_msg={order_error.error_msg}, remark={order_error.order_remark}')
-        eBus.event_bus.publish(eBus.MarketOrderError, order_error)
-
-    def on_account_status(self, status):
-        PrintLog(LogLevel.INFO, f'[QMT] on_account_status: {datetime.datetime.now()} {status}')
-
-
-qmtv = RealQmtV()

core/readme.md

@@ -0,0 +1,11 @@
+# 软件介绍
+软件名称：神之一手交易系统
+软件介绍：面向个人的交易管理系统，提供交易记录、复盘工具、持仓管理、资产监控、策略交易等功能。
+
+# 模块介绍
+1. /core/daily_review: 每日复盘模块目录
+2. /core/market_data: 市场数据模块目录
+3. /core/quick_trade: 快速交易模块目录
+4. /core/strategy/builder: 策略构建模块目录
+5. /core/strategy/trade: 策略交易模块目录
+6. /core: 应用核心程序目录

core/scoring/__init__.py

@@ -1 +0,0 @@
-# grid_seeker v6.4 评分模块

core/scoring/cli.py

@@ -1,165 +0,0 @@
-"""
-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()

core/scoring/config.py

@@ -1,54 +0,0 @@
-"""
-grid_seeker v6.6 评分配置常量
-"""
-from pathlib import Path
-import config as app_config
-
-# ---- 网格交易参数 ----
-GRID_LOW = 1                # 网格下限
-GRID_HIGH = 11              # 网格上限
-GRID_STEP = 1               # 网格间距（整数格）
-
-# ---- 候选股过滤 ----
-FILTER_MIN_CLOSE = 5        # 最低收盘价（覆盖网格策略持仓股）
-FILTER_MAX_CLOSE = 13       # 最高收盘价
-REQUIRE_DAYS = 120          # 最少交易日数
-
-# ---- 窗口参数 ----
-WINDOW_180D = 180           # 长窗口（情绪特征）
-WINDOW_60D = 60             # 中窗口
-WINDOW_20D = 20             # 短窗口（独立性特征）
-ATR_PERIOD = 14             # ATR 周期
-
-# ---- 指数 ----
-HS300_CODE = '000300'       # 沪深300基准指数
-TRACKED_INDICES = [
-    '000001',   # 上证指数
-    '000300',   # 沪深300
-    '000852',   # 中证1000
-    '000905',   # 中证500
-    '399001',   # 深证成指
-    '399006',   # 创业板指
-]
-
-# ---- 市场状态 ----
-PANIC_ADVANCE_RATIO = 0.20      # 恐慌日涨跌比阈值
-GREED_ADVANCE_RATIO = 0.55      # 贪婪日涨跌比阈值
-PANIC_TURNOVER_RATIO = 1.5      # 恐慌日量比阈值
-
-# ---- 模型文件 ----
-def model_dir() -> Path:
-    """模型文件目录"""
-    return app_config.app_dir() / 'models'
-
-def get_model_path(name: str) -> Path:
-    """获取指定模型文件路径"""
-    return model_dir() / f'{name}.pkl'
-
-# 3 级模型文件名 (v6.6)
-RANK_MODEL = 'rank'
-TOP_MODEL = 'top'
-STACKING_MODEL = 'stacking'
-
-# Stacking 选股阈值 (v6.7r3 最优阈值 0.331)
-STACKING_THRESHOLD = 0.33

core/scoring/features/__init__.py

@@ -1,3 +0,0 @@
-# 特征工程子包
-from core.scoring.features.validator import load_candidates, DataContext
-from core.scoring.features.pipeline import FeaturePipeline

core/scoring/features/emotion_features.py

@@ -1,147 +0,0 @@
-"""
-情绪弹性特征 (4维) — calculate_relaxed_emotion_features(df, market_regime)
-180 日窗口，筛选 advance_ratio < 0.20 恐慌日 + advance_ratio > 0.55 贪婪日。
-"""
-import numpy as np
-import pandas as pd
-from core.scoring.config import PANIC_ADVANCE_RATIO, GREED_ADVANCE_RATIO, WINDOW_180D
-
-
-def calculate_relaxed_emotion_features(ctx) -> pd.DataFrame:
-    """计算情绪弹性特征 (4维)"""
-    kline = ctx.kline.copy()
-    mkt = ctx.market_regime.copy() if ctx.market_regime is not None else pd.DataFrame()
-
-    if kline.empty or mkt.empty:
-        return pd.DataFrame()
-
-    # 筛选恐慌日和贪婪日
-    panic_dates = set()
-    greed_dates = set()
-
-    for _, row in mkt.iterrows():
-        td = row['trade_date']
-        ar = row.get('advance_ratio', 0.5)
-        if ar < PANIC_ADVANCE_RATIO:
-            panic_dates.add(td.date() if hasattr(td, 'date') else td)
-        if ar > GREED_ADVANCE_RATIO:
-            greed_dates.add(td.date() if hasattr(td, 'date') else td)
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    kline['td'] = (kline['trade_date'].dt.date
-                   if hasattr(kline['trade_date'], 'dt')
-                   else pd.to_datetime(kline['trade_date']).dt.date)
-
-    candidates = ctx.candidates
-
-    # 计算全市场平均振幅 (用于恐慌/贪婪 ratio)
-    kline['amp'] = (kline['high'] - kline['low']) / np.where(
-        kline['open'] > 0, kline['open'], 1
-    )
-    market_amp = kline.groupby('td')['amp'].mean().to_dict()
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        if len(group) < 20:
-            continue
-
-        g = group.sort_values('trade_date').tail(WINDOW_180D)
-        closes = g['close'].values
-        opens = g['open'].values
-        highs = g['high'].values
-        lows = g['low'].values
-        dates = g['td'].values
-        amps = (highs - lows) / np.where(opens > 0, opens, 1)
-
-        feat = {}
-
-        # 恐慌日分析
-        panic_indices = [i for i, d in enumerate(dates) if d in panic_dates]
-        if panic_indices:
-            panic_amp_ratios = []
-            panic_drop_ratios = []
-            panic_rebounds = []
-
-            for pi in panic_indices:
-                td = dates[pi]
-                mkt_amp_val = market_amp.get(td, amps[pi])
-                if mkt_amp_val > 0:
-                    panic_amp_ratios.append(amps[pi] / mkt_amp_val)
-
-                # 恐慌日跌幅
-                if pi > 0 and closes[pi - 1] > 0:
-                    drop = (closes[pi] - closes[pi - 1]) / closes[pi - 1]
-                    # 全市场跌幅: 用 advance_ratio 估算
-                    ar = _get_advance_ratio(mkt, td)
-                    market_drop = -0.02 if ar < PANIC_ADVANCE_RATIO else -0.005
-                    if market_drop != 0:
-                        panic_drop_ratios.append(drop / market_drop)
-
-                # 恐慌次日反弹
-                if pi + 1 < len(g) and closes[pi] > 0:
-                    panic_rebounds.append(highs[pi + 1] / closes[pi] - 1)
-
-            # 64. relaxed_panic_amplitude_ratio
-            feat['relaxed_panic_amplitude_ratio'] = (
-                np.median(panic_amp_ratios) if panic_amp_ratios else 1.0
-            )
-
-            # 65. relaxed_panic_rebound_strength
-            feat['relaxed_panic_rebound_strength'] = (
-                np.median(panic_rebounds) if panic_rebounds else 0.0
-            )
-        else:
-            feat['relaxed_panic_amplitude_ratio'] = 1.0
-            feat['relaxed_panic_rebound_strength'] = 0.0
-
-        # 贪婪日分析
-        greed_indices = [i for i, d in enumerate(dates) if d in greed_dates]
-        if greed_indices:
-            greed_gains = []
-            greed_amp_ratios = []
-
-            for gi in greed_indices:
-                td = dates[gi]
-                if gi > 0 and closes[gi - 1] > 0:
-                    gain = (closes[gi] - closes[gi - 1]) / closes[gi - 1]
-                    # 全市场收益
-                    ar = _get_advance_ratio(mkt, td)
-                    market_gain = 0.01 if ar > GREED_ADVANCE_RATIO else 0.003
-                    if market_gain > 0:
-                        greed_gains.append(gain / market_gain)
-
-                mkt_amp_val = market_amp.get(td, amps[gi])
-                if mkt_amp_val > 0:
-                    greed_amp_ratios.append(amps[gi] / mkt_amp_val)
-
-            # 66. relaxed_greed_relative_gain
-            feat['relaxed_greed_relative_gain'] = (
-                np.median(greed_gains) if greed_gains else 0.0
-            )
-
-            # 67. relaxed_greed_amplitude_ratio
-            feat['relaxed_greed_amplitude_ratio'] = (
-                np.median(greed_amp_ratios) if greed_amp_ratios else 1.0
-            )
-        else:
-            feat['relaxed_greed_relative_gain'] = 0.0
-            feat['relaxed_greed_amplitude_ratio'] = 1.0
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')
-
-
-def _get_advance_ratio(mkt_df, trade_date):
-    """获取指定日期的 advance_ratio"""
-    if mkt_df is None or mkt_df.empty:
-        return 0.5
-    td = trade_date
-    match = mkt_df[mkt_df['trade_date'] == td]
-    if not match.empty:
-        return match.iloc[0].get('advance_ratio', 0.5)
-    return 0.5

core/scoring/features/independence_features.py

@@ -1,97 +0,0 @@
-"""
-大盘独立性特征 (3维) — calculate_independence_features(df)
-使用 HS300(000300) 作为 benchmark，最近 20 个交易日 OLS 回归。
-"""
-import numpy as np
-import pandas as pd
-from core.scoring.config import WINDOW_20D
-from core.scoring.features.v3_2_features import _ols_slope
-
-
-def calculate_independence_features(ctx) -> pd.DataFrame:
-    """计算大盘独立性特征 (3维)"""
-    kline = ctx.kline.copy()
-    hs300 = ctx.hs300_kline.copy() if ctx.hs300_kline is not None else pd.DataFrame()
-
-    if kline.empty or hs300.empty:
-        return pd.DataFrame()
-
-    # 准备 HS300 收益率序列
-    hs300 = hs300.sort_values('trade_date')
-    hs300['market_return'] = hs300['close'].pct_change()
-    hs300['market_amplitude'] = (hs300['high'] - hs300['low']) / hs300['open']
-    hs300 = hs300.dropna(subset=['market_return', 'market_amplitude'])
-
-    # 对齐日期
-    hs300_dates = set(hs300['trade_date'].dt.date
-                      if hasattr(hs300['trade_date'], 'dt') else hs300['trade_date'])
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    kline['trade_date_dt'] = (kline['trade_date'].dt.date
-                              if hasattr(kline['trade_date'], 'dt')
-                              else pd.to_datetime(kline['trade_date']).dt.date)
-
-    candidates = ctx.candidates
-
-    # 计算 HS300 最近20日平均振幅
-    hs300_tail = hs300.tail(WINDOW_20D)
-    hs300_avg_amp = hs300_tail['market_amplitude'].mean() if len(hs300_tail) > 0 else 0
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        if len(group) < 20:
-            continue
-
-        g = group.sort_values('trade_date').tail(120)
-        closes = g['close'].values
-
-        # 计算个股日收益率
-        stock_rets = np.diff(closes) / np.where(closes[:-1] > 0, closes[:-1], 1)
-
-        # 对齐 HS300 收益率 (取对应日期)
-        # 简化: 取最近 N 个交易日的数据点
-        n = min(WINDOW_20D, len(stock_rets))
-
-        # 获取 HS300 最近 n 天的 market_return
-        market_rets = hs300['market_return'].tail(n + 1).values
-        if len(market_rets) < n:
-            market_rets = hs300['market_return'].values[-n - 1:]
-
-        # 对齐长度
-        min_len = min(n, len(market_rets) - 1, len(stock_rets))
-        if min_len < 5:  # 至少需要5个数据点做回归
-            continue
-
-        stock_ret_window = stock_rets[-min_len:]
-        market_ret_window = market_rets[-min_len:]
-
-        feat = {}
-
-        # OLS 回归: stock_ret ~ market_return
-        try:
-            slope, r_value = _ols_slope(market_ret_window, stock_ret_window)
-            residuals = stock_ret_window - slope * market_ret_window
-
-            # 58. market_residual_volatility_20d: std(residuals) × √252
-            feat['market_residual_volatility_20d'] = np.std(residuals, ddof=1) * np.sqrt(252)
-
-            # 59. market_independence_ratio_20d: 1 - R²
-            feat['market_independence_ratio_20d'] = 1 - r_value ** 2
-
-        except Exception:
-            feat['market_residual_volatility_20d'] = 0
-            feat['market_independence_ratio_20d'] = 1
-
-        # 60. market_amplitude_deviation_20d: 个股平均振幅 - HS300 平均振幅
-        g_amps = (g['high'].values[-20:] - g['low'].values[-20:]) / np.where(
-            g['open'].values[-20:] > 0, g['open'].values[-20:], 1
-        )
-        feat['market_amplitude_deviation_20d'] = np.mean(g_amps) - hs300_avg_amp
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')

core/scoring/features/negative_features.py

@@ -1,84 +0,0 @@
-"""
-负向指标 (5维) — calculate_negative_features(df)
-注意: #53 trend_consistency_20d 与 #39 同名不同义，更新字典时会覆盖 #39
-"""
-import numpy as np
-import pandas as pd
-
-
-def calculate_negative_features(ctx) -> pd.DataFrame:
-    """计算负向指标 (5维)"""
-    kline = ctx.kline.copy()
-    if kline.empty:
-        return pd.DataFrame()
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    candidates = ctx.candidates
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        g = group.tail(120)
-        if len(g) < 20:
-            continue
-
-        closes = g['close'].values
-        opens = g['open'].values
-        highs = g['high'].values
-        lows = g['low'].values
-        volumes = g['volume'].values
-
-        feat = {}
-
-        # 53. trend_consistency_20d (负向版本): |mean(return>0) - 0.5| × 100
-        # 衡量偏离均衡的程度，越接近50%越弱
-        rets_20 = np.diff(closes[-21:]) / np.where(closes[-21:-1] > 0, closes[-21:-1], 1)
-        feat['trend_consistency_20d'] = abs(np.mean(rets_20 > 0) - 0.5) * 100
-
-        # 54. max_consecutive_direction_20d: 最大连续同向天数
-        rets_sign = np.sign(np.diff(closes[-21:]))
-        max_consec = 0
-        curr_consec = 0
-        curr_sign = 0
-        for s in rets_sign:
-            if s != 0 and s == curr_sign:
-                curr_consec += 1
-            elif s != 0:
-                curr_sign = s
-                curr_consec = 1
-            else:
-                curr_consec = 0
-            max_consec = max(max_consec, curr_consec)
-        feat['max_consecutive_direction_20d'] = max_consec
-
-        # 55. gap_risk_20d: mean(|open_t - close_{t-1}|/close_{t-1} > 0.02) × 100
-        gap_count = 0
-        n = 0
-        for i in range(max(0, len(g) - 20), len(g)):
-            if i > 0 and closes[i - 1] > 0:
-                gap_pct = abs(opens[i] - closes[i - 1]) / closes[i - 1]
-                if gap_pct > 0.02:
-                    gap_count += 1
-                n += 1
-        feat['gap_risk_20d'] = gap_count / n * 100 if n > 0 else 0
-
-        # 56. liquidity_drying_up_20d: min(vol_20d)/mean(vol_60d)
-        vol_20 = volumes[-20:]
-        vol_60 = volumes[-60:] if len(volumes) >= 60 else volumes
-        feat['liquidity_drying_up_20d'] = (
-            np.min(vol_20) / np.mean(vol_60) if np.mean(vol_60) > 0 else 1
-        )
-
-        # 57. price_stagnation_20d: (max(high_20d)-min(low_20d))/close × 100
-        h20 = np.max(highs[-20:])
-        l20 = np.min(lows[-20:])
-        feat['price_stagnation_20d'] = (
-            (h20 - l20) / closes[-1] * 100 if closes[-1] > 0 else 0
-        )
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')

core/scoring/features/pipeline.py

@@ -1,106 +0,0 @@
-"""
-特征工程编排器 — 串联全部特征组，输出完整特征 DataFrame
-"""
-import pandas as pd
-from datetime import date
-from core.scoring.features.validator import load_candidates, DataContext
-from core.scoring.features.v3_2_features import calculate_features_v3_2
-from core.scoring.features.v3_3_features import calculate_features_v3_3
-from core.scoring.features.v3_4_features import calculate_features_v3_4
-from core.scoring.features.negative_features import calculate_negative_features
-from core.scoring.features.independence_features import calculate_independence_features
-from core.scoring.features.sector_features import calculate_sector_independence_features
-from core.scoring.features.emotion_features import calculate_relaxed_emotion_features
-from core.logger import LogLevel, PrintLog
-
-
-class FeaturePipeline:
-    """
-    特征工程管道 — 串联 8 组特征计算，输出完整特征矩阵。
-
-    Usage:
-        pipeline = FeaturePipeline(trade_date=date.today())
-        feature_df = pipeline.run()  # DataFrame indexed by stock_code
-    """
-
-    def __init__(self, trade_date: date):
-        self.trade_date = trade_date
-        self.ctx: DataContext = None
-
-    def run(self) -> pd.DataFrame:
-        """
-        执行完整特征工程管道。
-        返回: DataFrame indexed by stock_code, columns = 全部特征
-        """
-        # Stage 0: 加载候选股和数据
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 0: 加载候选股...')
-        self.ctx = load_candidates(self.trade_date)
-        if not self.ctx.candidates:
-            PrintLog(LogLevel.WARNING, '[pipeline] 无候选股通过过滤')
-            return pd.DataFrame()
-
-        PrintLog(LogLevel.INFO, f'[pipeline] 候选股: {len(self.ctx.candidates)}, '
-                 f'排除: {len(self.ctx.excluded)}')
-
-        # Stage 1: v3.2 基础特征 (20维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 1: v3.2 基础特征 (20维)...')
-        df = calculate_features_v3_2(self.ctx)
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 2: v3.3 扩展特征 (16维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 2: v3.3 扩展特征 (16维)...')
-        df_v33 = calculate_features_v3_3(self.ctx)
-        df = df.join(df_v33, how='inner', rsuffix='_v33')
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 3: v3.4 扩展特征 (16维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 3: v3.4 扩展特征 (16维)...')
-        df_v34 = calculate_features_v3_4(self.ctx)
-        df = df.join(df_v34, how='inner', rsuffix='_v34')
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 4: 负向指标 (5维) — 注意 #53 覆盖 #39
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 4: 负向指标 (5维)...')
-        df_neg = calculate_negative_features(self.ctx)
-        # 使用 update 模式: 负向指标的 trend_consistency_20d 覆盖 v3.4 版本
-        common_cols = set(df.columns) & set(df_neg.columns)
-        for col in common_cols:
-            df[col] = df_neg[col]  # 覆盖
-        new_cols = set(df_neg.columns) - common_cols
-        for col in new_cols:
-            df[col] = df_neg[col]
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 5: 大盘独立性 (3维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 5: 大盘独立性 (3维)...')
-        df_ind = calculate_independence_features(self.ctx)
-        df = df.join(df_ind, how='left')
-        df[df_ind.columns] = df[df_ind.columns].fillna(0)
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 6: 行业独立性 (3维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 6: 行业独立性 (3维)...')
-        df_sec = calculate_sector_independence_features(self.ctx)
-        df = df.join(df_sec, how='left')
-        df[df_sec.columns] = df[df_sec.columns].fillna(0)
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # Stage 7: 情绪弹性 (4维)
-        PrintLog(LogLevel.INFO, '[pipeline] Stage 7: 情绪弹性 (4维)...')
-        df_emo = calculate_relaxed_emotion_features(self.ctx)
-        df = df.join(df_emo, how='left')
-        df[df_emo.columns] = df[df_emo.columns].fillna(1.0)
-        PrintLog(LogLevel.INFO, f'[pipeline]   → {len(df)} stocks, {len(df.columns)} features')
-
-        # 添加 latest_close 列 (Meta Ranker 输入)
-        df['latest_close'] = 0.0
-        for code in df.index:
-            g = self.ctx.kline[self.ctx.kline['stock_code'] == code]
-            if not g.empty:
-                g_sorted = g.sort_values('trade_date')
-                df.at[code, 'latest_close'] = float(g_sorted['close'].iloc[-1])
-
-        PrintLog(LogLevel.INFO,
-                 f'[pipeline] 完成: {len(df)} 只股票, {len(df.columns)} 维特征')
-
-        return df

core/scoring/features/sector_features.py

@@ -1,88 +0,0 @@
-"""
-行业独立性特征 (3维) — calculate_sector_independence_features(df)
-匹配 sector_features_daily，最近 20 个交易日 OLS 回归。
-"""
-import numpy as np
-import pandas as pd
-from core.scoring.config import WINDOW_20D
-from core.scoring.features.v3_2_features import _ols_slope
-
-
-def calculate_sector_independence_features(ctx) -> pd.DataFrame:
-    """计算行业独立性特征 (3维)"""
-    kline = ctx.kline.copy()
-    sector_df = ctx.sector_features.copy() if ctx.sector_features is not None else pd.DataFrame()
-    industry_map = ctx.industry_map
-
-    if kline.empty or sector_df.empty or not industry_map:
-        return pd.DataFrame()
-
-    sector_df = sector_df.sort_values(['sector_name', 'trade_date'])
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-
-    candidates = ctx.candidates
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        if len(group) < 20:
-            continue
-
-        # 获取行业名称
-        sector_name = industry_map.get(str(code), '')
-        if not sector_name:
-            continue
-
-        # 获取该行业的指数数据
-        sector_data = sector_df[sector_df['sector_name'] == sector_name]
-        if sector_data.empty or len(sector_data) < 5:
-            continue
-
-        sector_data = sector_data.sort_values('trade_date').tail(120)
-        sector_rets = sector_data['sector_ret'].values / 100  # 转为小数
-        sector_amps = sector_data['sector_amplitude'].values / 100
-
-        g = group.sort_values('trade_date').tail(120)
-        closes = g['close'].values
-
-        # 个股日收益率
-        stock_rets = np.diff(closes) / np.where(closes[:-1] > 0, closes[:-1], 1)
-
-        # 对齐长度
-        n = min(WINDOW_20D, len(stock_rets), len(sector_rets) - 1)
-        if n < 5:
-            continue
-
-        stock_ret_window = stock_rets[-n:]
-        sector_ret_window = sector_rets[-n:]
-
-        feat = {}
-
-        # OLS: stock_ret ~ sector_ret
-        try:
-            slope, r_value = _ols_slope(sector_ret_window, stock_ret_window)
-            residuals = stock_ret_window - slope * sector_ret_window
-
-            # 61. sector_residual_volatility_20d
-            feat['sector_residual_volatility_20d'] = np.std(residuals, ddof=1) * np.sqrt(252)
-
-            # 62. sector_independence_ratio_20d: 1 - R²
-            feat['sector_independence_ratio_20d'] = 1 - r_value ** 2
-
-        except Exception:
-            feat['sector_residual_volatility_20d'] = 0
-            feat['sector_independence_ratio_20d'] = 1
-
-        # 63. sector_amplitude_deviation_20d: 个股振幅 - 行业平均振幅
-        g_amps = (g['high'].values[-20:] - g['low'].values[-20:]) / np.where(
-            g['open'].values[-20:] > 0, g['open'].values[-20:], 1
-        )
-        sector_avg_amp = np.mean(sector_amps[-20:]) if len(sector_amps) >= 20 else np.mean(sector_amps)
-        feat['sector_amplitude_deviation_20d'] = np.mean(g_amps) - sector_avg_amp
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')

core/scoring/features/v3_2_features.py

@@ -1,203 +0,0 @@
-"""
-基础特征 v3.2 (20维) — calculate_features(df, "v3.2")
-"""
-import numpy as np
-import pandas as pd
-import numpy as np
-import pandas as pd
-from core.scoring.config import GRID_LOW, GRID_HIGH
-
-
-def calculate_features_v3_2(ctx) -> pd.DataFrame:
-    """
-    计算 v3.2 基础特征 (20维)。
-    返回 DataFrame indexed by stock_code。
-    """
-    kline = ctx.kline.copy()
-    if kline.empty:
-        return pd.DataFrame()
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    candidates = ctx.candidates
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        g = group.tail(120)  # 取最近120日用于大部分窗口
-        if len(g) < 20:
-            continue
-
-        closes = g['close'].values
-        opens = g['open'].values
-        highs = g['high'].values
-        lows = g['low'].values
-        volumes = g['volume'].values
-
-        feat = {}
-
-        # 1. rolling_grid_ratio_20d: mean(close∈[1,11]) × 100
-        recent_20_close = closes[-20:]
-        feat['rolling_grid_ratio_20d'] = (
-            np.mean((recent_20_close >= GRID_LOW) & (recent_20_close <= GRID_HIGH)) * 100
-        )
-
-        # 2. cross_freq_20d: 日高低区间穿越≥1条整数网格线的天数比例
-        cross_count = 0
-        for i in range(max(0, len(g) - 20), len(g)):
-            h, l = highs[i], lows[i]
-            if h > l:
-                grid_low = int(np.ceil(l))
-                grid_high = int(np.floor(h))
-                if grid_high >= grid_low:
-                    cross_count += 1
-        feat['cross_freq_20d'] = cross_count / min(20, len(g)) * 100
-
-        # 3. avg_daily_amp: mean((high-low)/open × 100)
-        amps = (highs - lows) / np.where(opens > 0, opens, 1) * 100
-        feat['avg_daily_amp'] = np.mean(amps[-20:])
-
-        # 4. high_amp_days: mean(振幅>2%) × 100
-        feat['high_amp_days'] = np.mean(amps[-20:] > 2) * 100
-
-        # 5. atr_pct: mean(ATR_14)/close × 100
-        atr = _compute_atr(highs, lows, closes, 14)
-        feat['atr_pct'] = np.mean(atr[-14:]) / closes[-1] * 100 if closes[-1] > 0 else 0
-
-        # 6. volatility_20d: std(log_return) × √252 × 100
-        log_rets = np.diff(np.log(np.maximum(closes, 1e-10)))
-        vol_20 = np.std(log_rets[-20:], ddof=1) if len(log_rets) >= 20 else 0
-        feat['volatility_20d'] = vol_20 * np.sqrt(252) * 100
-
-        # 7. price_cv: std(close)/mean(close) × 100
-        feat['price_cv'] = np.std(closes) / np.mean(closes) * 100 if np.mean(closes) > 0 else 0
-
-        # 8. bb_width: (MA20+2σ - (MA20-2σ))/MA20 × 100
-        ma20 = np.mean(closes[-20:])
-        std20 = np.std(closes[-20:], ddof=1)
-        feat['bb_width'] = (4 * std20) / ma20 * 100 if ma20 > 0 else 0
-
-        # 9. volume_ratio: mean(vol_20d)/mean(vol_60d)
-        vol_20m = np.mean(volumes[-20:])
-        vol_60m = np.mean(volumes[-60:]) if len(volumes) >= 60 else vol_20m
-        feat['volume_ratio'] = vol_20m / vol_60m if vol_60m > 0 else 1
-
-        # 10. obv_slope: OBV序列最近20日线性回归斜率
-        obv = _compute_obv(closes, volumes)
-        feat['obv_slope'] = _ols_slope(np.arange(20), obv[-20:])[0] if len(obv) >= 20 else 0
-
-        # 11. amplitude_cv: std(振幅)/mean(振幅)
-        feat['amplitude_cv'] = (np.std(amps[-20:]) / np.mean(amps[-20:])
-                                if np.mean(amps[-20:]) > 0 else 0)
-
-        # 12. price_entropy: Shannon熵 (10 bins)
-        feat['price_entropy'] = _shannon_entropy(closes[-60:], bins=10)
-
-        # 13. intraday_trend_strength: mean(|close-open|/open) × 100
-        intraday = np.abs(closes[-20:] - opens[-20:]) / np.where(opens[-20:] > 0, opens[-20:], 1) * 100
-        feat['intraday_trend_strength'] = np.mean(intraday)
-
-        # 14-17. 交叉特征 (依赖前序特征)
-        feat['amp_x_grid'] = feat['avg_daily_amp'] * feat['rolling_grid_ratio_20d'] / 100
-        feat['amp_x_grid_vol'] = (feat['avg_daily_amp'] * feat['rolling_grid_ratio_20d'] / 100 *
-                                  feat['volume_ratio'] / 10000)
-        feat['amp_cv_x_entropy'] = feat['amplitude_cv'] * feat['price_entropy']
-        feat['cross_freq_x_bb'] = feat['cross_freq_20d'] * feat['bb_width'] / 100
-
-        # 18. ln_float_mv: ln(close × total_share + 1)
-        total_share = _get_total_share(ctx, code)
-        float_mv = closes[-1] * total_share if total_share else closes[-1] * 1e8
-        feat['ln_float_mv'] = np.log(float_mv + 1)
-
-        # 19. mv_vol_interact: ln_float_mv × volatility_20d/100
-        feat['mv_vol_interact'] = feat['ln_float_mv'] * feat['volatility_20d'] / 100
-
-        # 20. small_cap_premium: 1/(浮动市值 + 1)
-        feat['small_cap_premium'] = 1.0 / (float_mv + 1)
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')
-
-
-# ---- 辅助函数 ----
-
-def _compute_atr(highs, lows, closes, period=14):
-    """计算 ATR"""
-    n = len(closes)
-    tr = np.zeros(n)
-    for i in range(1, n):
-        h_l = highs[i] - lows[i]
-        h_c = abs(highs[i] - closes[i - 1])
-        l_c = abs(lows[i] - closes[i - 1])
-        tr[i] = max(h_l, h_c, l_c)
-    atr = np.zeros(n)
-    atr[:period] = np.mean(tr[:period])
-    for i in range(period, n):
-        atr[i] = (atr[i - 1] * (period - 1) + tr[i]) / period
-    return atr
-
-
-def _compute_obv(closes, volumes):
-    """计算 OBV"""
-    obv = np.zeros(len(closes))
-    obv[0] = volumes[0]
-    for i in range(1, len(closes)):
-        if closes[i] > closes[i - 1]:
-            obv[i] = obv[i - 1] + volumes[i]
-        elif closes[i] < closes[i - 1]:
-            obv[i] = obv[i - 1] - volumes[i]
-        else:
-            obv[i] = obv[i - 1]
-    return obv
-
-
-def _shannon_entropy(values, bins=10):
-    """Shannon 熵"""
-    if len(values) < bins:
-        return 0.0
-    hist, _ = np.histogram(values, bins=bins)
-    hist = hist / hist.sum()
-    hist = hist[hist > 0]
-    return -np.sum(hist * np.log2(hist))
-
-
-def _get_total_share(ctx, code):
-    """从 StockInfo 获取总股本"""
-    # 尝试各种前缀
-    for prefix in ['', 'SH', 'SZ', 'BJ']:
-        key = f'{code}.{prefix}' if prefix else code
-        info = ctx.stock_info.get(key, {})
-        ts = info.get('total_share', None)
-        if ts and ts > 0:
-            return ts
-    return None
-
-
-def _ols_slope(x, y):
-    """
-    纯 numpy OLS 线性回归。
-    等价于 scipy.stats.linregress(x, y)，返回 (slope, r_value)。
-    slope=0 且 r_value=0 表示计算失败（数据不足或方差为零）。
-    """
-    if len(x) < 2 or len(y) < 2 or len(x) != len(y):
-        return 0.0, 0.0
-    x = np.asarray(x, dtype=float)
-    y = np.asarray(y, dtype=float)
-    x_mean = x.mean()
-    y_mean = y.mean()
-    num = np.sum((x - x_mean) * (y - y_mean))
-    den = np.sum((x - x_mean) ** 2)
-    if den < 1e-12:
-        return 0.0, 0.0
-    slope = num / den
-    ss_xy = num
-    ss_xx = np.sum((x - x_mean) ** 2)
-    ss_yy = np.sum((y - y_mean) ** 2)
-    if ss_xx < 1e-12 or ss_yy < 1e-12:
-        r_value = 0.0
-    else:
-        r_value = ss_xy / (np.sqrt(ss_xx) * np.sqrt(ss_yy))
-    return slope, r_value

core/scoring/features/v3_3_features.py

@@ -1,130 +0,0 @@
-"""
-扩展特征 v3.3 (16维)
-"""
-import numpy as np
-import pandas as pd
-from core.scoring.features.v3_2_features import _ols_slope
-
-
-def calculate_features_v3_3(ctx) -> pd.DataFrame:
-    """计算 v3.3 扩展特征 (16维)"""
-    kline = ctx.kline.copy()
-    if kline.empty:
-        return pd.DataFrame()
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    candidates = ctx.candidates
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        g = group.tail(120)
-        if len(g) < 20:
-            continue
-
-        closes = g['close'].values
-        highs = g['high'].values
-        lows = g['low'].values
-        volumes = g['volume'].values
-
-        feat = {}
-
-        # 21. grid_touch_count_20d: 高低区间触碰网格线总次数
-        feat['grid_touch_count_20d'] = _grid_touch_count(highs[-20:], lows[-20:])
-
-        # 22. grid_touch_count_60d
-        h60 = highs[-60:] if len(highs) >= 60 else highs
-        l60 = lows[-60:] if len(lows) >= 60 else lows
-        feat['grid_touch_count_60d'] = _grid_touch_count(h60, l60)
-
-        # 23. grid_cross_density_20d
-        cross_count = 0
-        w = min(20, len(g))
-        for i in range(len(g) - w, len(g)):
-            h, l = highs[i], lows[i]
-            if h > l and int(np.floor(h)) >= int(np.ceil(l)):
-                cross_count += 1
-        feat['grid_cross_density_20d'] = cross_count / w
-
-        # 24. near_grid_line_ratio_20d
-        recent_closes = closes[-20:]
-        dist_to_int = np.abs(recent_closes - np.round(recent_closes))
-        feat['near_grid_line_ratio_20d'] = np.mean(dist_to_int <= 0.15) * 100
-
-        # 25. trend_slope_20d
-        feat['trend_slope_20d'] = _ols_slope(np.arange(20), closes[-20:])[0]
-
-        # 26. trend_slope_60d
-        c60 = closes[-60:] if len(closes) >= 60 else closes
-        feat['trend_slope_60d'] = _ols_slope(np.arange(len(c60)), c60)[0]
-
-        # 27. trend_abs_slope_20d
-        feat['trend_abs_slope_20d'] = abs(feat['trend_slope_20d'])
-
-        # 28. range_position_60d
-        h60_mx = np.max(highs[-60:]) if len(highs) >= 60 else np.max(highs)
-        l60_mn = np.min(lows[-60:]) if len(lows) >= 60 else np.min(lows)
-        feat['range_position_60d'] = (closes[-1] - l60_mn) / (h60_mx - l60_mn) * 100 \
-            if h60_mx > l60_mn else 50
-
-        # 29. drawdown_60d
-        c60_arr = closes[-60:] if len(closes) >= 60 else closes
-        cummax = np.maximum.accumulate(c60_arr)
-        dd = (1 - c60_arr / cummax) * 100
-        feat['drawdown_60d'] = np.max(dd)
-
-        # 30. rebound_from_low_60d
-        feat['rebound_from_low_60d'] = (closes[-1] - l60_mn) / l60_mn * 100 if l60_mn > 0 else 0
-
-        # 31. dist_to_grid_upper
-        from core.scoring.config import GRID_HIGH
-        feat['dist_to_grid_upper'] = max(0, (GRID_HIGH - closes[-1]) / 10 * 100)
-
-        # 32. dist_to_grid_lower
-        from core.scoring.config import GRID_LOW
-        feat['dist_to_grid_lower'] = max(0, (closes[-1] - GRID_LOW) / 10 * 100)
-
-        # 33. grid_room_balance
-        upper = feat['dist_to_grid_upper']
-        lower = feat['dist_to_grid_lower']
-        feat['grid_room_balance'] = min(upper, lower) / (upper + lower) * 100 \
-            if (upper + lower) > 0 else 50
-
-        # 34. amount_mean_20d
-        amounts = closes[-20:] * volumes[-20:]
-        feat['amount_mean_20d'] = np.mean(amounts)
-
-        # 35. amount_cv_20d
-        feat['amount_cv_20d'] = np.std(amounts) / np.mean(amounts) * 100 \
-            if np.mean(amounts) > 0 else 0
-
-        # 36. turnover_proxy_20d
-        total_share = _get_total_share(ctx, code) or 1e8
-        feat['turnover_proxy_20d'] = np.mean(volumes[-20:]) / (total_share * 1e8) * 100
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')
-
-
-def _get_total_share(ctx, code):
-    for prefix in ['', 'SH', 'SZ', 'BJ']:
-        key = f'{code}.{prefix}' if prefix else code
-        info = ctx.stock_info.get(key, {})
-        ts = info.get('total_share', None)
-        if ts and ts > 0:
-            return ts
-    return None
-
-
-def _grid_touch_count(highs, lows):
-    count = 0
-    for h, l in zip(highs, lows):
-        if h > l:
-            grid_low = int(np.ceil(l))
-            grid_high = int(np.floor(h))
-            count += max(0, grid_high - grid_low + 1)
-    return count

core/scoring/features/v3_4_features.py

@@ -1,133 +0,0 @@
-"""
-扩展特征 v3.4 + v6.7新增 (20维: 16维 v3.4 + 4维 v6.7新增)
-"""
-import numpy as np
-import pandas as pd
-from core.scoring.features.v3_2_features import _ols_slope
-from core.scoring.features.v3_3_features import _grid_touch_count
-from core.scoring.config import GRID_LOW, GRID_HIGH
-
-
-def calculate_features_v3_4(ctx) -> pd.DataFrame:
-    """计算 v3.4 扩展特征 (16维)"""
-    kline = ctx.kline.copy()
-    if kline.empty:
-        return pd.DataFrame()
-
-    kline = kline.sort_values(['stock_code', 'trade_date'])
-    candidates = ctx.candidates
-
-    features = {}
-    grouped = kline.groupby('stock_code')
-
-    for code, group in grouped:
-        if code not in candidates:
-            continue
-        g = group.tail(120)
-        if len(g) < 20:
-            continue
-
-        closes = g['close'].values
-        opens  = g['open'].values
-        highs  = g['high'].values
-        lows   = g['low'].values
-        volumes = g['volume'].values
-
-        feat = {}
-
-        # 37. down_days_20d
-        rets_20 = np.diff(closes[-21:]) / closes[-21:-1]
-        feat['down_days_20d'] = np.mean(rets_20 < 0) * 100
-
-        # 38. up_days_20d
-        feat['up_days_20d'] = np.mean(rets_20 > 0) * 100
-
-        # 39. trend_consistency_20d
-        feat['trend_consistency_20d'] = max(feat['up_days_20d'], feat['down_days_20d'])
-
-        # 40. ma20_deviation_pct
-        ma20 = np.mean(closes[-20:])
-        feat['ma20_deviation_pct'] = (closes[-1] - ma20) / ma20 * 100 if ma20 > 0 else 0
-
-        # 41. ma60_deviation_pct
-        ma60 = np.mean(closes[-60:]) if len(closes) >= 60 else np.mean(closes)
-        feat['ma60_deviation_pct'] = (closes[-1] - ma60) / ma60 * 100 if ma60 > 0 else 0
-
-        # 42. ma20_ma60_gap_pct
-        feat['ma20_ma60_gap_pct'] = (ma20 - ma60) / ma60 * 100 if ma60 > 0 else 0
-
-        # 43. usable_grid_count_upper
-        feat['usable_grid_count_upper'] = sum(
-            1 for g in range(GRID_LOW, GRID_HIGH + 1) if g > closes[-1])
-
-        # 44. usable_grid_count_lower
-        feat['usable_grid_count_lower'] = sum(
-            1 for g in range(GRID_LOW, GRID_HIGH + 1) if g < closes[-1])
-
-        # 45. near_upper_boundary_risk
-        feat['near_upper_boundary_risk'] = max(0, min(100, (closes[-1] - 9) / 2 * 100))
-
-        # 46. near_lower_boundary_risk
-        feat['near_lower_boundary_risk'] = max(0, min(100, (3 - closes[-1]) / 2 * 100))
-
-        # 47. volume_cv_20d
-        vol_20 = volumes[-20:]
-        feat['volume_cv_20d'] = np.std(vol_20) / np.mean(vol_20) * 100 \
-            if np.mean(vol_20) > 0 else 0
-
-        # 48. amount_trend_20d
-        amounts = closes[-20:] * volumes[-20:]
-        feat['amount_trend_20d'] = _ols_slope(np.arange(len(amounts)), amounts)[0]
-
-        # 49. low_volume_days_20d
-        mean_vol = np.mean(vol_20)
-        feat['low_volume_days_20d'] = np.mean(vol_20 < 0.5 * mean_vol) * 100
-
-        # 50. close_reversal_count_20d
-        rets_sign = np.sign(np.diff(closes[-21:]))
-        reversals = sum(
-            1 for i in range(1, len(rets_sign))
-                if rets_sign[i] != 0 and rets_sign[i - 1] != 0 and rets_sign[i] != rets_sign[i - 1])
-        feat['close_reversal_count_20d'] = reversals
-
-        # 51. range_compression_20d
-        amps = (highs - lows) / np.where(closes > 0, closes, 1) * 100
-        amp_20_mean = np.mean(amps[-20:])
-        amp_60_mean = np.mean(amps[-60:]) if len(amps) >= 60 else amp_20_mean
-        feat['range_compression_20d'] = amp_20_mean / amp_60_mean * 100 if amp_60_mean > 0 else 100
-
-        # 52. wick_ratio_20d
-        upper_wick  = highs[-20:] - np.maximum(opens[-20:], closes[-20:])
-        lower_wick  = np.minimum(opens[-20:], closes[-20:]) - lows[-20:]
-        body        = np.abs(closes[-20:] - opens[-20:])
-        total_len   = highs[-20:] - lows[-20:]
-        wick_len    = upper_wick + lower_wick
-        feat['wick_ratio_20d'] = np.mean(
-            wick_len / np.where(total_len > 0, total_len, 1)) * 100
-
-        # ── v6.7 新增 4 维特征 ──────────────────────────────
-        # 53. vol_decay_5d: 近5日波动率 / 近20日波动率 (波动率用对数收益std)
-        log_ret = np.diff(np.log(np.maximum(closes, 1e-10)))
-        vol_5d = np.std(log_ret[-5:], ddof=1) if len(log_ret) >= 5 else 0
-        vol_20d = np.std(log_ret[-20:], ddof=1) if len(log_ret) >= 20 else vol_5d
-        feat['vol_decay_5d'] = float(vol_5d / vol_20d) if vol_20d > 0 else 0.0
-
-        # 54. grid_touch_relative_10d: 10日振幅比 / 60日振幅比
-        range_10d = float(np.max(highs[-10:]) - np.min(lows[-10:]))
-        range_60d = float(np.max(highs[-60:]) - np.min(lows[-60:])) if len(highs) >= 60 else range_10d
-        close_now = float(closes[-1])
-        close_60d_mean = float(np.mean(closes[-60:])) if len(closes) >= 60 else close_now
-        if close_now > 0 and close_60d_mean > 0 and range_60d > 0:
-            feat['grid_touch_relative_10d'] = (range_10d / close_now) / (range_60d / close_60d_mean)
-        else:
-            feat['grid_touch_relative_10d'] = 0.0
-
-        # 55. vol_decay_x_grid_balance: vol_decay × 网格均衡度
-        feat['vol_decay_x_grid_balance'] = feat['vol_decay_5d'] * feat.get('grid_room_balance', 0.0)
-
-        # 56. vol_decay_x_dist_lower: vol_decay × 下轨距离
-        feat['vol_decay_x_dist_lower'] = feat['vol_decay_5d'] * feat.get('dist_to_grid_lower', 0.0)
-
-        features[code] = feat
-
-    return pd.DataFrame.from_dict(features, orient='index')

core/scoring/features/validator.py

@@ -1,209 +0,0 @@
-"""
-候选股过滤与数据加载
-"""
-import pandas as pd
-from datetime import date, timedelta
-from core.scoring.models import (
-    KlineStock, StockInfo, IndustryMapping,
-    KlineIndex, MarketRegimeDaily, SectorFeaturesDaily,
-)
-from core.scoring.config import (
-    FILTER_MIN_CLOSE, FILTER_MAX_CLOSE, REQUIRE_DAYS,
-    WINDOW_180D, HS300_CODE,
-)
-from core.logger import LogLevel, PrintLog
-
-
-class DataContext:
-    """特征计算所需的全部数据上下文"""
-
-    def __init__(self, trade_date: date):
-        self.trade_date = trade_date
-        self.require_days = REQUIRE_DAYS
-        # 原始数据
-        self.kline: pd.DataFrame = None        # 候选股 K线 (180d)
-        self.stock_info: dict = {}             # code → StockInfo dict
-        self.industry_map: dict = {}           # code → industry_name
-        self.hs300_kline: pd.DataFrame = None  # HS300 K线 (180d)
-        self.market_regime: pd.DataFrame = None  # 市场状态 (180d)
-        self.sector_features: pd.DataFrame = None  # 行业指数 (180d)
-        # 候选股列表
-        self.candidates: list[str] = []
-        self.excluded: dict[str, str] = {}     # code → reason
-
-
-def _get_stock_codes_for_date(trade_date: date) -> list:
-    """获取评分日所有符合条件的股票代码（非ST/退市）"""
-    rows = (StockInfo
-            .select(StockInfo.code, StockInfo.listing_status)
-            .where(StockInfo.listing_status.not_in(['delisted', 'ST']))
-            .dicts())
-    return [row['code'] for row in rows]
-
-
-def _check_kline_sufficiency(stock_code: str, trade_date: date) -> tuple[bool, str, float]:
-    """检查单只股票的K线数据是否满足评分条件"""
-    # 查询最近 REQUIRE_DAYS + 30 (留缓冲) 个交易日
-    start = trade_date - timedelta(days=(REQUIRE_DAYS + 60) * 2)
-    rows = (KlineStock
-            .select(KlineStock.trade_date, KlineStock.close)
-            .where(
-                (KlineStock.stock_code == stock_code) &
-                (KlineStock.trade_date >= start) &
-                (KlineStock.trade_date <= trade_date)
-            )
-            .order_by(KlineStock.trade_date.desc())
-            .dicts())
-
-    if not rows:
-        return False, '无K线数据', 0
-
-    # 过滤有效收盘价 (close > 0)
-    valid_rows = [r for r in rows if r['close'] and r['close'] > 0]
-    if len(valid_rows) < REQUIRE_DAYS:
-        return False, f'交易天数不足({len(valid_rows)}<{REQUIRE_DAYS})', 0
-
-    latest_close = valid_rows[0]['close']
-
-    # 价格区间检查
-    if latest_close < FILTER_MIN_CLOSE:
-        return False, f'价格过低({latest_close:.2f}<{FILTER_MIN_CLOSE})', latest_close
-    if latest_close > FILTER_MAX_CLOSE:
-        return False, f'价格过高({latest_close:.2f}>{FILTER_MAX_CLOSE})', latest_close
-
-    return True, '', latest_close
-
-
-def load_candidates(trade_date: date) -> DataContext:
-    """
-    加载评分日候选股及全部所需数据。
-    返回 DataContext，包含候选股列表和预加载的原始数据。
-    """
-    ctx = DataContext(trade_date)
-    start_180 = trade_date - timedelta(days=365)  # 取约1年数据覆盖180个交易日
-
-    # 1. 获取非ST/退市的全部股票
-    all_codes = [r.split('.')[0] for r in _get_stock_codes_for_date(trade_date)]
-    PrintLog(LogLevel.INFO, f'[validator] 全市场有效股票: {len(all_codes)} 只')
-
-    # 2. 批量加载 KlineStock (180d 窗口)
-    raw_codes = all_codes  # 使用纯数字代码查询
-    kline_rows = (KlineStock
-                  .select()
-                  .where(
-                      (KlineStock.stock_code.in_(raw_codes)) &
-                      (KlineStock.trade_date >= start_180) &
-                      (KlineStock.trade_date <= trade_date)
-                  )
-                  .order_by(KlineStock.stock_code, KlineStock.trade_date)
-                  .dicts())
-
-    kline_df = pd.DataFrame(kline_rows)
-    if kline_df.empty:
-        PrintLog(LogLevel.WARNING, '[validator] KlineStock 无数据')
-        return ctx
-
-    kline_df['trade_date'] = pd.to_datetime(kline_df['trade_date'])
-    PrintLog(LogLevel.INFO, f'[validator] K线原始数据: {len(kline_df)} 行')
-
-    # 3. 逐股过滤
-    candidates = []
-    excluded = {}
-    grouped = kline_df.groupby('stock_code')
-    for code, group in grouped:
-        g_sorted = group.sort_values('trade_date', ascending=False)
-        valid_rows = g_sorted[g_sorted['close'].notna() & (g_sorted['close'] > 0)]
-        if len(valid_rows) < REQUIRE_DAYS:
-            excluded[code] = f'交易天数不足({len(valid_rows)}<{REQUIRE_DAYS})'
-            continue
-        latest_close = valid_rows.iloc[0]['close']
-        if latest_close < FILTER_MIN_CLOSE:
-            excluded[code] = f'价格过低({latest_close:.2f}<{FILTER_MIN_CLOSE})'
-            continue
-        if latest_close > FILTER_MAX_CLOSE:
-            excluded[code] = f'价格过高({latest_close:.2f}>{FILTER_MAX_CLOSE})'
-            continue
-        candidates.append(code)
-
-    PrintLog(LogLevel.INFO,
-             f'[validator] 候选: {len(candidates)} 通过, {len(excluded)} 排除')
-
-    # 3.5 补充：强制加入网格持仓股（不受价格过滤限制）
-    from core.sfgrid.model import SFGridTradeTarget
-    pos_rows = list(SFGridTradeTarget
-                    .select(SFGridTradeTarget.stock_code)
-                    .where(SFGridTradeTarget.enabled == True)
-                    .dicts())
-    pos_codes = [r['stock_code'].split('.')[0] for r in pos_rows]
-    forced = [c for c in pos_codes if c not in candidates and c not in excluded]
-    if forced:
-        PrintLog(LogLevel.INFO, f'[validator] 强制加入网格持仓股: {forced}')
-        candidates.extend(forced)
-
-    # 4. 裁剪K线到只含候选股 (保留最近180日)
-    kline_df = kline_df[kline_df['stock_code'].isin(candidates)].copy()
-    cut_date = trade_date - timedelta(days=365)
-    kline_df = kline_df[kline_df['trade_date'] >= pd.Timestamp(cut_date)]
-
-    ctx.kline = kline_df
-    ctx.candidates = candidates
-    ctx.excluded = excluded
-
-    # 5. 加载 StockInfo
-    stock_rows = (StockInfo
-                  .select()
-                  .where(StockInfo.code.in_([f'{c}.SH' for c in candidates] +
-                                            [f'{c}.SZ' for c in candidates] +
-                                            [f'{c}.BJ' for c in candidates]))
-                  .dicts())
-    ctx.stock_info = {r['code']: r for r in stock_rows}
-
-    # 6. 加载行业映射: code → industry_name
-    ind_rows = (IndustryMapping
-                .select()
-                .where(IndustryMapping.code.in_(candidates))
-                .dicts())
-    ctx.industry_map = {r['code']: r['industry_name'] for r in ind_rows}
-    PrintLog(LogLevel.INFO, f'[validator] 行业映射: {len(ctx.industry_map)} 只')
-
-    # 7. 加载 HS300 K线
-    hs300_rows = (KlineIndex
-                  .select()
-                  .where(
-                      (KlineIndex.index_code == HS300_CODE) &
-                      (KlineIndex.trade_date >= start_180) &
-                      (KlineIndex.trade_date <= trade_date)
-                  )
-                  .order_by(KlineIndex.trade_date)
-                  .dicts())
-    ctx.hs300_kline = pd.DataFrame(hs300_rows)
-    if not ctx.hs300_kline.empty:
-        ctx.hs300_kline['trade_date'] = pd.to_datetime(ctx.hs300_kline['trade_date'])
-
-    # 8. 加载市场状态 (180d)
-    mkt_rows = (MarketRegimeDaily
-                .select()
-                .where(
-                    (MarketRegimeDaily.trade_date >= start_180) &
-                    (MarketRegimeDaily.trade_date <= trade_date)
-                )
-                .order_by(MarketRegimeDaily.trade_date)
-                .dicts())
-    ctx.market_regime = pd.DataFrame(mkt_rows)
-    if not ctx.market_regime.empty:
-        ctx.market_regime['trade_date'] = pd.to_datetime(ctx.market_regime['trade_date'])
-
-    # 9. 加载行业指数 (180d)
-    sec_rows = (SectorFeaturesDaily
-                .select()
-                .where(
-                    (SectorFeaturesDaily.trade_date >= start_180) &
-                    (SectorFeaturesDaily.trade_date <= trade_date)
-                )
-                .order_by(SectorFeaturesDaily.trade_date)
-                .dicts())
-    ctx.sector_features = pd.DataFrame(sec_rows)
-    if not ctx.sector_features.empty:
-        ctx.sector_features['trade_date'] = pd.to_datetime(ctx.sector_features['trade_date'])
-
-    return ctx

core/scoring/inference/__init__.py

@@ -1,2 +0,0 @@
-# 模型推理子包
-from core.scoring.inference.scorer import GridSeekerPipeline

core/scoring/inference/scorer.py

@@ -1,226 +0,0 @@
-"""
-grid_seeker v6.7r3 三级模型推理管道
-Rank → Top → Stacking → stacking_probability (最终排序)
-"""
-import pickle
-import numpy as np
-import pandas as pd
-from pathlib import Path
-from datetime import date
-from core.scoring.config import (
-    get_model_path, RANK_MODEL, TOP_MODEL, STACKING_MODEL,
-    STACKING_THRESHOLD,
-)
-from core.scoring.features.pipeline import FeaturePipeline
-from core.scoring.models import ScoringResult
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-
-# ============================================================
-# Rank 模型输入特征 (56维 v6.7/v3.4, 同时支持 feat_names 和 selected_features)
-# ============================================================
-def _get_rank_features() -> list:
-    import pickle
-    from core.scoring.config import get_model_path
-    path = get_model_path(RANK_MODEL)
-    with open(path, 'rb') as f:
-        obj = pickle.load(f)
-    if isinstance(obj, dict):
-        # v6.7r3 使用 feat_names, v6.6 使用 selected_features
-        sf = obj.get('feat_names', []) or obj.get('selected_features', [])
-        if sf:
-            return sf
-    raise RuntimeError("无法从 rank.pkl 读取 feat_names 或 selected_features")
-
-RANK_FEATURE_COLS = _get_rank_features()
-
-# Top/Stacking 模型只用 52 维基础特征（不含 v6.7 新增的4维）
-# v6.7 新增: vol_decay_5d, grid_touch_relative_10d, vol_decay_x_grid_balance, vol_decay_x_dist_lower
-_V67_NEW_FEATS = {
-    'vol_decay_5d', 'grid_touch_relative_10d',
-    'vol_decay_x_grid_balance', 'vol_decay_x_dist_lower'
-}
-BASE_52_COLS = [f for f in RANK_FEATURE_COLS if f not in _V67_NEW_FEATS]
-
-
-class GridSeekerPipeline:
-    """
-    grid_seeker v6.7r3 三级模型评分管道。
-
-    Usage:
-        engine = GridSeekerPipeline()
-        rankings = engine.run(trade_date=date.today())
-        # 返回 DataFrame: stock_code, stacking_probability, rank 等
-    """
-
-    def __init__(self, model_dir: Path = None):
-        self._rank_model = None
-        self._top_model = None
-        self._stacking_model = None
-
-    # ---- 模型加载 ----
-
-    def _load_model(self, name: str):
-        """加载单个 .pkl 模型"""
-        path = get_model_path(name)
-        if not path.exists():
-            raise FileNotFoundError(f'模型文件不存在: {path}')
-        with open(path, 'rb') as f:
-            obj = pickle.load(f)
-        # 支持 dict 格式 {"model": lgbm_model, ...} 或直接返回模型对象
-        if isinstance(obj, dict):
-            return obj.get('model', obj)
-        return obj
-
-    @property
-    def rank_model(self):
-        if self._rank_model is None:
-            self._rank_model = self._load_model(RANK_MODEL)
-        return self._rank_model
-
-    @property
-    def top_model(self):
-        if self._top_model is None:
-            self._top_model = self._load_model(TOP_MODEL)
-        return self._top_model
-
-    @property
-    def stacking_model(self):
-        if self._stacking_model is None:
-            self._stacking_model = self._load_model(STACKING_MODEL)
-        return self._stacking_model
-
-    # ---- 预测 ----
-
-    def _predict_with_model(self, model, X: pd.DataFrame, feature_cols: list) -> np.ndarray:
-        """
-        使用模型预测。自动选择特征子集，兼容 sklearn API (predict/predict_proba)。
-        """
-        available = [c for c in feature_cols if c in X.columns]
-        missing = set(feature_cols) - set(available)
-        if missing:
-            PrintLog(LogLevel.WARNING,
-                     f'[scorer] 缺少特征列 ({len(missing)}): {list(missing)[:5]}...')
-
-        X_sub = X[available].fillna(0).values
-
-        try:
-            if hasattr(model, 'predict_proba'):
-                proba = model.predict_proba(X_sub)
-                if proba.shape[1] >= 2:
-                    return proba[:, 1]
-                return proba[:, 0]
-            elif hasattr(model, 'predict'):
-                return model.predict(X_sub)
-            else:
-                return model.predict(X_sub)
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[scorer] 模型预测失败: {e}')
-            raise
-
-    # ---- 主流程 ----
-
-    def run(self, trade_date: date) -> pd.DataFrame:
-        """
-        执行完整的 3 级评分管道。
-
-        Returns:
-            DataFrame indexed by stock_code, 含 stacking_probability / rank 等列,
-            按 stacking_probability 降序排列
-        """
-        PrintLog(LogLevel.INFO, f'[scorer] ===== grid_seeker v6.7r3 评分开始 ({trade_date}) =====')
-
-        # 1. 特征工程
-        pipeline = FeaturePipeline(trade_date)
-        feature_df = pipeline.run()
-
-        if feature_df.empty:
-            PrintLog(LogLevel.WARNING, '[scorer] 无股票通过特征工程, 终止')
-            return pd.DataFrame()
-
-        PrintLog(LogLevel.INFO,
-                 f'[scorer] 特征工程完成: {len(feature_df)} stocks, '
-                 f'{len(feature_df.columns)} dims')
-
-        # 2. Stage 1: Rank 模型 → rank_predicted_rounds (52维)
-        PrintLog(LogLevel.INFO, '[scorer] Stage 1/3: Rank 模型...')
-        feature_df['rank_predicted_rounds'] = self._predict_with_model(
-            self.rank_model, feature_df, RANK_FEATURE_COLS
-        )
-
-        # 3. Stage 2: Top 模型 → top_elite_prob (53维 = 52基础 + rank)
-        PrintLog(LogLevel.INFO, '[scorer] Stage 2/3: Top 模型...')
-        top_cols = BASE_52_COLS + ['rank_predicted_rounds']
-        feature_df['top_elite_prob'] = self._predict_with_model(
-            self.top_model, feature_df, top_cols
-        )
-
-        # 4. Stage 3: Stacking 模型 → stacking_probability (55维 = 52基础 + rank + top)
-        PrintLog(LogLevel.INFO, '[scorer] Stage 3/3: Stacking 模型...')
-        stk_cols = BASE_52_COLS + ['rank_predicted_rounds', 'top_elite_prob']
-        feature_df['stacking_probability'] = self._predict_with_model(
-            self.stacking_model, feature_df, stk_cols
-        )
-
-        # 5. 排序（直接用 stacking_probability）
-        feature_df['score_rank'] = feature_df['stacking_probability'].rank(
-            ascending=False, method='min'
-        ).astype(int)
-        feature_df['candidate_count'] = len(feature_df)
-        feature_df = feature_df.sort_values('score_rank')
-
-        n_above = (feature_df['stacking_probability'] >= STACKING_THRESHOLD).sum()
-        PrintLog(LogLevel.INFO,
-                 f'[scorer] 评分完成: {len(feature_df)} 只候选, '
-                 f'{n_above} 只高于阈值 {STACKING_THRESHOLD}')
-        PrintLog(LogLevel.INFO,
-                 f'[scorer] Top-5: '
-                 f'{feature_df.head(5)[["stacking_probability", "rank_predicted_rounds"]].to_dict("index")}')
-
-        return feature_df
-
-    def persist(self, rankings: pd.DataFrame, trade_date: date):
-        """将评分结果持久化到 ScoringResult 表"""
-        if rankings.empty:
-            return
-
-        records = []
-        for code, row in rankings.iterrows():
-            records.append({
-                'stock_code': str(code),
-                'trade_date': trade_date,
-                'predicted_profit': float(row.get('stacking_probability', 0)),
-                'rank_predicted_rounds': float(row.get('rank_predicted_rounds', 0))
-                if 'rank_predicted_rounds' in row else None,
-                'top_elite_prob': float(row.get('top_elite_prob', 0))
-                if 'top_elite_prob' in row else None,
-                'stacking_probability': float(row.get('stacking_probability', 0))
-                if 'stacking_probability' in row else None,
-                'score_rank': int(row.get('score_rank', 0)),
-                'candidate_count': int(row.get('candidate_count', 0)),
-            })
-
-        with db.atomic():
-            for batch in _chunked(records, 500):
-                ScoringResult.insert_many(batch).on_conflict_replace().execute()
-
-        PrintLog(LogLevel.INFO,
-                 f'[scorer] 评分结果已持久化: {len(records)} 条')
-
-    def get_top_n(self, trade_date: date, n: int = 50) -> list[dict]:
-        """查询历史评分 Top-N"""
-        rows = (ScoringResult
-                .select()
-                .where(
-                    (ScoringResult.trade_date == trade_date) &
-                    (ScoringResult.score_rank <= n)
-                )
-                .order_by(ScoringResult.score_rank)
-                .dicts())
-        return list(rows)
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/scoring/models.py

@@ -1,146 +0,0 @@
-"""
-grid_seeker v6.4 数据库模型 — 6 张数据表 + 1 张评分结果表
-所有模型继承 core.database.BaseModel，复用现有 SQLite 连接。
-"""
-from peewee import (
-    CharField, DateField, FloatField, IntegerField,
-    CompositeKey, TextField,
-)
-from core.database import BaseModel, db
-
-
-# ============================================================
-# 1. kline_stock — 个股日K线
-# ============================================================
-class KlineStock(BaseModel):
-    stock_code = CharField(max_length=10)   # 纯数字6位
-    trade_date = DateField()
-    open = FloatField()
-    high = FloatField()
-    low = FloatField()
-    close = FloatField()
-    volume = FloatField()                   # 成交量（股）
-
-    class Meta:
-        primary_key = CompositeKey('stock_code', 'trade_date')
-        indexes = (
-            (('stock_code', 'trade_date'), False),
-        )
-
-
-# ============================================================
-# 2. stocks — 股票基础信息
-# ============================================================
-class StockInfo(BaseModel):
-    code = CharField(max_length=12, primary_key=True)   # 带 SH/SZ/BJ 前缀
-    name = CharField(max_length=32)
-    exchange = CharField(max_length=4)                   # SH / SZ / BJ
-    list_date = DateField(null=True)
-    listing_status = CharField(max_length=16, default='normal')  # normal / delisted / ST
-    total_share = FloatField(null=True)                  # 总股本（股）
-    float_share = FloatField(null=True)                  # 流通股本（股）
-    share_updated_at = DateField(null=True)              # 股本数据同步时间
-
-
-# ============================================================
-# 3. industry — 股票-行业映射
-# ============================================================
-class IndustryMapping(BaseModel):
-    code = CharField(max_length=6, primary_key=True)     # 纯数字6位
-    industry_name = CharField(max_length=64, index=True)
-    industry_classification = CharField(max_length=32)   # 行业分类体系名称
-    update_date = DateField()
-
-
-# ============================================================
-# 4. kline_index — 指数日K线
-# ============================================================
-class KlineIndex(BaseModel):
-    index_code = CharField(max_length=10)   # 指数代码（6位数字）
-    trade_date = DateField()
-    open = FloatField()
-    high = FloatField()
-    low = FloatField()
-    close = FloatField()
-    volume = FloatField()
-
-    class Meta:
-        primary_key = CompositeKey('index_code', 'trade_date')
-        indexes = (
-            (('index_code', 'trade_date'), False),
-        )
-
-
-# ============================================================
-# 5. market_regime_daily — 市场状态（本地计算）
-# ============================================================
-class MarketRegimeDaily(BaseModel):
-    trade_date = DateField(primary_key=True)
-    advancers = FloatField(default=0)         # 当日上涨家数
-    decliners = FloatField(default=0)         # 当日下跌家数
-    advance_ratio = FloatField(default=0)     # 涨跌比 = advancers/(advancers+decliners)
-    turnover = FloatField(default=0)          # 全市场成交额
-    turnover_avg_5d = FloatField(default=0)   # 5日滚动均量
-    turnover_ratio_5d = FloatField(default=0) # 量比 = turnover/turnover_avg_5d
-    source = CharField(max_length=32, default='qmt')
-    is_extreme_panic = IntegerField(default=0)  # advance_ratio<0.2 且 turnover_ratio_5d>1.5
-
-
-# ============================================================
-# 6. sector_features_daily — 行业聚合指数（本地计算）
-# ============================================================
-class SectorFeaturesDaily(BaseModel):
-    trade_date = DateField()
-    sector_name = CharField(max_length=64)    # 与 industry.industry_name 对应
-    sector_ret = FloatField(default=0)        # 行业日收益率（均值）
-    sector_amplitude = FloatField(default=0)  # 行业平均振幅
-    close = FloatField(default=100)           # 行业指数（基值100）
-    ema10 = FloatField(default=0)
-    ema20 = FloatField(default=0)
-    ema200 = FloatField(default=0)
-    score = IntegerField(default=0)           # 趋势评分 0/1/2
-
-    class Meta:
-        primary_key = CompositeKey('trade_date', 'sector_name')
-
-
-# ============================================================
-# 7. ScoringResult — 评分结果（模型输出写入表）
-# ============================================================
-class ScoringResult(BaseModel):
-    stock_code = CharField(max_length=6)       # 纯数字6位
-    trade_date = DateField()                   # 评分日
-    predicted_profit = FloatField(default=0)   # 最终预测利润（=stacking_probability）
-    rank_predicted_rounds = FloatField(null=True)  # Rank 模型输出
-    top_elite_prob = FloatField(null=True)      # Top 模型输出
-    stacking_probability = FloatField(null=True)   # Stacking 模型输出
-    score_rank = IntegerField(default=0)       # 排名
-    candidate_count = IntegerField(default=0)  # 候选股总数
-
-    class Meta:
-        primary_key = CompositeKey('stock_code', 'trade_date')
-
-
-# ============================================================
-# 8. PendingPoolAction — 待执行股票池操作（阶段一标记，阶段二执行）
-# ============================================================
-class PendingPoolAction(BaseModel):
-    """pending_pool_actions 表 — T日标记的操作，待 T+1 执行"""
-    action_date = DateField()              # T日日期（标记日期）
-    action_type = CharField(max_length=20)  # 'eliminate' | 'liquidate'
-    stock_code = CharField(max_length=6)   # 股票代码
-    reason = TextField(null=True)          # 淘汰原因描述
-
-    class Meta:
-        primary_key = CompositeKey('action_date', 'action_type', 'stock_code')
-
-
-# ============================================================
-# 建表
-# ============================================================
-ALL_SCORING_TABLES = [
-    KlineStock, StockInfo, IndustryMapping, KlineIndex,
-    MarketRegimeDaily, SectorFeaturesDaily, ScoringResult, PendingPoolAction,
-]
-
-db.create_tables(ALL_SCORING_TABLES)

core/scoring/sync/__init__.py

@@ -1,7 +0,0 @@
-# 数据同步子包
-from core.scoring.sync.base import BaseSync
-from core.scoring.sync.kline_sync import KlineStockSync, KlineIndexSync
-from core.scoring.sync.stocks_sync import StocksSync
-from core.scoring.sync.industry_sync import IndustrySync
-from core.scoring.sync.market_regime import MarketRegimeSync
-from core.scoring.sync.sector_features import SectorFeaturesSync

core/scoring/sync/base.py

@@ -1,41 +0,0 @@
-"""
-数据同步抽象基类
-"""
-import abc
-from datetime import datetime
-from core.logger import LogLevel, PrintLog
-
-
-class BaseSync(abc.ABC):
-    """数据同步抽象基类，所有同步操作遵循 _fetch → _upsert 模式"""
-
-    def __init__(self):
-        self.stats = {'inserted': 0, 'updated': 0, 'skipped': 0, 'errors': 0}
-
-    def run(self, **kwargs) -> dict:
-        """同步入口: 拉取数据 → 写入数据库 → 返回统计"""
-        name = self.__class__.__name__
-        PrintLog(LogLevel.INFO, f'[sync] {name} 开始同步...')
-        t0 = datetime.now()
-        try:
-            data = self._fetch(**kwargs)
-            self._upsert(data)
-            elapsed = (datetime.now() - t0).total_seconds()
-            PrintLog(
-                LogLevel.INFO,
-                f'[sync] {name} 完成 ({elapsed:.1f}s) — '
-                f'insert={self.stats["inserted"]} update={self.stats["updated"]} '
-                f'skip={self.stats["skipped"]} err={self.stats["errors"]}'
-            )
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[sync] {name} 失败: {e}')
-            raise
-        return self.stats
-
-    @abc.abstractmethod
-    def _fetch(self, **kwargs):
-        """从数据源拉取原始数据。子类实现。"""
-
-    @abc.abstractmethod
-    def _upsert(self, data):
-        """将数据写入数据库。子类实现。"""

core/scoring/sync/industry_sync.py

@@ -1,84 +0,0 @@
-"""
-行业映射同步 — 从 QMT get_sector_list + get_stock_list_in_sector 获取
-"""
-from datetime import date
-from core.scoring.sync.base import BaseSync
-from core.scoring.models import IndustryMapping
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-
-class IndustrySync(BaseSync):
-    """行业映射同步 — QMT 行业板块 → IndustryMapping 表（全量替换）"""
-
-    def _fetch(self, **kwargs):
-        """从 QMT 拉取全部行业板块的成份股映射"""
-        from xtquant import xtdata
-
-        all_sectors = xtdata.get_sector_list()
-        PrintLog(LogLevel.INFO, f'[sync] Industry: 共 {len(all_sectors)} 个板块')
-
-        # 尝试使用 get_sector_info 过滤行业板块
-        industry_sectors = []
-        try:
-            sector_info = xtdata.get_sector_info()
-            if sector_info is not None and not sector_info.empty:
-                for _, row in sector_info.iterrows():
-                    cat = row.get('category', '')
-                    if '行业' in str(cat):
-                        industry_sectors.append(row['sector'])
-        except Exception:
-            pass
-
-        # 如果 get_sector_info 无效，回退到名称过滤
-        if not industry_sectors:
-            for s in all_sectors:
-                # 排除明显非行业的板块
-                skip_markers = ['概念', '风格', '地域', '地区', '指数', '自定义',
-                                'ETF', 'LOF', '债券', '基金', '期货', '期权']
-                if any(m in s for m in skip_markers):
-                    continue
-                industry_sectors.append(s)
-
-        PrintLog(LogLevel.INFO, f'[sync] Industry: 筛选出 {len(industry_sectors)} 个行业板块')
-
-        # 构建 code → {industry_name, classification} 映射
-        mapping = {}  # code → (industry_name, classification)
-        today = date.today()
-
-        for sector_name in industry_sectors:
-            try:
-                stocks = xtdata.get_stock_list_in_sector(sector_name)
-                for full_code in stocks:
-                    code = full_code.split('.')[0]
-                    if code not in mapping:
-                        mapping[code] = {
-                            'code': code,
-                            'industry_name': sector_name,
-                            'industry_classification': 'QMT',
-                            'update_date': today,
-                        }
-            except Exception:
-                self.stats['errors'] += 1
-
-        self.stats['inserted'] = len(mapping)
-        return list(mapping.values())
-
-    def _upsert(self, data: list):
-        """全量替换: 清空旧数据 → 批量插入新数据"""
-        if not data:
-            PrintLog(LogLevel.WARNING, '[sync] Industry: 无数据, 跳过')
-            return
-
-        with db.atomic():
-            IndustryMapping.delete().execute()
-            for batch in _chunked(data, 500):
-                IndustryMapping.insert_many(batch).execute()
-
-        PrintLog(LogLevel.INFO,
-                 f'[sync] Industry: 全量替换完成, {len(data)} 条映射')
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/scoring/sync/kline_sync.py

@@ -1,250 +0,0 @@
-"""
-K线数据同步 — 个股日K + 指数日K
-数据源: QMT xtdata
-增量同步: 只拉 max(trade_date) 之后的增量数据
-线程锁: KlineStockSync / KlineIndexSync 各自内部锁
-"""
-import pandas as pd
-from datetime import date, datetime, timedelta
-from core.scoring.sync.base import BaseSync
-from core.scoring.models import KlineStock, KlineIndex
-from core.scoring.config import TRACKED_INDICES
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-BATCH_SIZE = 50
-DEFAULT_COUNT = 300
-
-# 全局同步状态标记（字典引用传递，可被外部轮询）
-_sync_state = {"kline": False, "index": False, "stocks": False,
-               "industry": False, "market": False, "sector": False}
-
-
-def is_syncing(key="kline") -> bool:
-    return _sync_state.get(key, False)
-
-
-def _latest_date(model_cls) -> date | None:
-    from peewee import fn
-    row = model_cls.select(fn.MAX(model_cls.trade_date)).scalar()
-    if isinstance(row, date):
-        return row
-    return None
-
-
-def _safe_get(df_dict, code, dt, default=0.0) -> float:
-    """安全获取 DataFrame 值"""
-    if df_dict is None:
-        return default
-    df = df_dict.get(code)
-    if df is None or code not in df.index:
-        return default
-    try:
-        val = df.loc[code, dt]
-        if pd.isna(val):
-            return default
-        return float(val)
-    except Exception:
-        return default
-
-
-class KlineStockSync(BaseSync):
-    """个股日K线同步 — 增量：只拉 max(trade_date) 之后的增量数据"""
-
-    def __init__(self, count: int = DEFAULT_COUNT):
-        super().__init__()
-        self.count = count
-
-    def _fetch(self, **kwargs):
-        from xtquant import xtdata
-
-        # 增量判断: 以数据库最新一条记录为准
-        latest = _latest_date(KlineStock)
-        today = date.today()
-
-        # 增量起点: last_db_date + 1; 截止: 昨天（盘中不能同步当天数据）
-        # 注意: 不能用 latest >= today 跳过，因为 latest 可能是错误的未收盘数据
-        start_date = (latest + timedelta(days=1)) if latest else None
-        end_date = today - timedelta(days=1)  # 固定截止到昨天，收盘后同步昨天数据
-        start_str = start_date.strftime('%Y%m%d') if start_date else ""
-        end_str = end_date.strftime('%Y%m%d')
-        PrintLog(LogLevel.INFO,
-                 f'[sync] KlineStock: 增量同步 {start_str} ~ {end_str}')
-
-        all_stocks = xtdata.get_stock_list_in_sector("沪深A股")
-        PrintLog(LogLevel.INFO, f'[sync] KlineStock: {len(all_stocks)} 只A股')
-        field_list = ['open', 'high', 'low', 'close', 'volume']
-        total = len(all_stocks)
-        inserted = 0
-
-        for i, code in enumerate(all_stocks):
-            if i > 0 and i % 50 == 0:
-                PrintLog(LogLevel.INFO, f'[sync] KlineStock: {i}/{total} ({i*100//total}%)')
-
-            try:
-                xtdata.download_history_data(code, period='1d', start_time=start_str, end_time=end_str)
-            except Exception:
-                self.stats['errors'] += 1
-                continue
-
-            try:
-                result = xtdata.get_market_data(
-                    field_list=field_list, stock_list=[code], period='1d',
-                    start_time=start_str, end_time=end_str,
-                    dividend_type='none', fill_data=False)
-                inserted += self._upsert_incremental(code, result, start_date, end_date)
-            except Exception:
-                self.stats['errors'] += 1
-
-        self.stats['inserted'] = inserted
-        PrintLog(LogLevel.INFO,
-                 f'[sync] KlineStock 完成: 新增={inserted} '
-                 f'跳过={self.stats["skipped"]} 错误={self.stats["errors"]}')
-        return self.stats
-
-    def _upsert_incremental(self, full_code: str, result: dict, start_date, end_date) -> int:
-        if not result:
-            return 0
-        close_df = result.get('close')
-        if close_df is None or close_df.empty:
-            return 0
-        stock_code = full_code.split('.')[0]
-        records = []
-        vol_df = result.get('volume')
-        for td in close_df.columns:
-            # xtdata 返回的列名可能是字符串 'YYYYMMDD' 或 datetime，需统一转成 date
-            if isinstance(td, str):
-                td_date = datetime.strptime(td, '%Y%m%d').date()
-            else:
-                td_date = td.date() if hasattr(td, 'date') else td
-            # 过滤: 不在增量范围内的跳过 (start_date < td <= end_date)
-            if start_date is not None and td_date < start_date:
-                self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                continue
-            if end_date is not None and td_date > end_date:
-                self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                continue
-            # 跳过成交量为0的无效数据（盘中未结算数据）
-            vol = vol_df.loc[full_code, td] if vol_df is not None else None
-            if vol is None or (isinstance(vol, float) and pd.isna(vol)) or vol == 0:
-                self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                continue
-            close_val = close_df.loc[full_code, td]
-            if close_val is None or (isinstance(close_val, float) and pd.isna(close_val)):
-                self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                continue
-            records.append({
-                'stock_code': stock_code,
-                'trade_date': td_date,
-                'open': _safe_get(result.get('open'), full_code, td),
-                'high': _safe_get(result.get('high'), full_code, td),
-                'low': _safe_get(result.get('low'), full_code, td),
-                'close': float(close_val),
-                'volume': float(vol),
-            })
-        if records:
-            with db.atomic():
-                for batch in _chunked(records, 500):
-                    KlineStock.insert_many(batch).on_conflict_replace().execute()
-            return len(records)
-        return 0
-
-    def _upsert(self, data):
-        pass
-
-
-class KlineIndexSync(BaseSync):
-    """指数日K线同步 — 增量同步"""
-
-    def __init__(self, indices: list = None, count: int = DEFAULT_COUNT):
-        super().__init__()
-        self.indices = indices or TRACKED_INDICES
-        self.count = count
-
-    def _fetch(self, **kwargs):
-        from xtquant import xtdata
-
-        index_codes = []
-        for code in self.indices:
-            if code.startswith(('000', '001')):
-                index_codes.append(f'{code}.SH')
-            elif code.startswith('399'):
-                index_codes.append(f'{code}.SZ')
-            else:
-                index_codes.append(f'{code}.SH')
-
-        latest = _latest_date(KlineIndex)
-        today = date.today()
-        start_date = (latest + timedelta(days=1)) if latest else None
-        end_date = today - timedelta(days=1)  # 截止到昨天
-        start_str = start_date.strftime('%Y%m%d') if start_date else ""
-        end_str = end_date.strftime('%Y%m%d')
-        PrintLog(LogLevel.INFO,
-                 f'[sync] KlineIndex: 增量同步 {start_str} ~ {end_str}')
-
-        for code in index_codes:
-            try:
-                xtdata.download_history_data(code, period='1d', start_time=start_str, end_time=end_str)
-            except Exception:
-                self.stats['errors'] += 1
-
-        field_list = ['open', 'high', 'low', 'close', 'volume']
-        result = xtdata.get_market_data(
-            field_list=field_list, stock_list=index_codes, period='1d',
-            start_time=start_str, end_time=end_str,
-            dividend_type='none', fill_data=False)
-
-    def _upsert(self, data):
-        if not data:
-            return
-        latest = _latest_date(KlineIndex)
-        today = date.today()
-        start_date = (latest + timedelta(days=1)) if latest else None
-        end_date = today - timedelta(days=1)
-        records = []
-        close_df = data.get('close')
-        vol_df = data.get('volume')
-        if close_df is None or close_df.empty:
-            return
-        for full_code in close_df.index:
-            index_code = full_code.split('.')[0]
-            for td in close_df.columns:
-                if isinstance(td, str):
-                    td_date = datetime.strptime(td, '%Y%m%d').date()
-                else:
-                    td_date = td.date() if hasattr(td, 'date') else td
-                # 增量范围过滤 (start_date < td <= end_date)
-                if start_date is not None and td_date < start_date:
-                    self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                    continue
-                if end_date is not None and td_date > end_date:
-                    self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                    continue
-                # 过滤成交量为0的无效数据
-                vol = vol_df.loc[full_code, td] if vol_df is not None else None
-                if vol is None or (isinstance(vol, float) and pd.isna(vol)) or vol == 0:
-                    self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                    continue
-                close_val = close_df.loc[full_code, td]
-                if close_val is None or (isinstance(close_val, float) and pd.isna(close_val)):
-                    self.stats['skipped'] = self.stats.get('skipped', 0) + 1
-                    continue
-                records.append({
-                    'index_code': index_code,
-                    'trade_date': td_date,
-                    'open': _safe_get(data.get('open'), full_code, td),
-                    'high': _safe_get(data.get('high'), full_code, td),
-                    'low': _safe_get(data.get('low'), full_code, td),
-                    'close': float(close_val),
-                    'volume': float(vol),
-                })
-        if records:
-            with db.atomic():
-                for batch in _chunked(records, 500):
-                    KlineIndex.insert_many(batch).on_conflict_replace().execute()
-            self.stats['inserted'] = self.stats.get('inserted', 0) + len(records)
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/scoring/sync/market_regime.py

@@ -1,98 +0,0 @@
-"""
-市场状态计算 — 从 kline_stock 聚合生成 market_regime_daily
-纯本地计算，不依赖外部数据源。
-"""
-import pandas as pd
-from peewee import fn, Case
-from core.scoring.sync.base import BaseSync
-from core.scoring.models import KlineStock, MarketRegimeDaily
-from core.scoring.config import PANIC_ADVANCE_RATIO, PANIC_TURNOVER_RATIO
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-
-class MarketRegimeSync(BaseSync):
-    """市场状态同步 — kline_stock 聚合 → market_regime_daily"""
-
-    def _fetch(self, **kwargs):
-        """从 KlineStock 逐日聚合涨跌家数和成交额"""
-        PrintLog(LogLevel.INFO, '[sync] MarketRegime: 开始聚合全市场数据...')
-
-        # peewee 聚合查询: 逐日统计 advancers / decliners / turnover
-        query = (KlineStock
-                 .select(
-                     KlineStock.trade_date,
-                     fn.SUM(
-                         Case(None, [(KlineStock.close > KlineStock.open, 1)], 0)
-                     ).alias('advancers'),
-                     fn.SUM(
-                         Case(None, [(KlineStock.close < KlineStock.open, 1)], 0)
-                     ).alias('decliners'),
-                     fn.SUM(KlineStock.close * KlineStock.volume).alias('turnover'),
-                 )
-                 .group_by(KlineStock.trade_date)
-                 .order_by(KlineStock.trade_date))
-
-        rows = list(query.dicts())
-        if not rows:
-            PrintLog(LogLevel.WARNING, '[sync] MarketRegime: KlineStock 表为空')
-            return None
-
-        df = pd.DataFrame(rows)
-        df['trade_date'] = pd.to_datetime(df['trade_date'])
-        df = df.sort_values('trade_date').reset_index(drop=True)
-
-        # 计算涨跌比
-        total = df['advancers'] + df['decliners']
-        df['advance_ratio'] = (df['advancers'] / total.replace(0, 1)).round(4)
-
-        # 5日滚动均量
-        df['turnover_avg_5d'] = (df['turnover']
-                                 .rolling(window=5, min_periods=1)
-                                 .mean()
-                                 .round(2))
-
-        # 量比
-        df['turnover_ratio_5d'] = (df['turnover'] /
-                                   df['turnover_avg_5d'].replace(0, 1)).round(4)
-
-        # 极端恐慌标记
-        df['is_extreme_panic'] = (
-            (df['advance_ratio'] < PANIC_ADVANCE_RATIO) &
-            (df['turnover_ratio_5d'] > PANIC_TURNOVER_RATIO)
-        ).astype(int)
-
-        PrintLog(LogLevel.INFO,
-                 f'[sync] MarketRegime: 聚合完成, {len(df)} 个交易日')
-
-        return df
-
-    def _upsert(self, df):
-        """写入 MarketRegimeDaily 表"""
-        if df is None or df.empty:
-            return
-
-        records = []
-        for _, row in df.iterrows():
-            records.append({
-                'trade_date': row['trade_date'].date(),
-                'advancers': int(row['advancers']),
-                'decliners': int(row['decliners']),
-                'advance_ratio': float(row['advance_ratio']),
-                'turnover': float(row['turnover']),
-                'turnover_avg_5d': float(row['turnover_avg_5d']),
-                'turnover_ratio_5d': float(row['turnover_ratio_5d']),
-                'source': 'qmt',
-                'is_extreme_panic': int(row['is_extreme_panic']),
-            })
-
-        if records:
-            with db.atomic():
-                for batch in _chunked(records, 500):
-                    MarketRegimeDaily.insert_many(batch).on_conflict_replace().execute()
-            self.stats['inserted'] += len(records)
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/scoring/sync/sector_features.py

@@ -1,161 +0,0 @@
-"""
-行业聚合指数计算 — 从 kline_stock + industry 生成 sector_features_daily
-纯本地计算，不依赖外部数据源。
-"""
-import pandas as pd
-from core.scoring.sync.base import BaseSync
-from core.scoring.models import KlineStock, IndustryMapping, SectorFeaturesDaily
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-
-class SectorFeaturesSync(BaseSync):
-    """行业聚合指数同步 — kline_stock + industry → sector_features_daily"""
-
-    def _fetch(self, **kwargs):
-        """从数据库加载原始数据, 计算行业指数特征（分块处理避免内存溢出）"""
-        PrintLog(LogLevel.INFO, '[sync] SectorFeatures: 加载原始数据...')
-
-        # 1. 加载行业映射: code → industry_name
-        industries = list(IndustryMapping.select().dicts())
-        if not industries:
-            PrintLog(LogLevel.WARNING, '[sync] SectorFeatures: IndustryMapping 表为空, 请先执行 industry sync')
-            return None
-        code_to_industry = {row['code']: row['industry_name'] for row in industries}
-        PrintLog(LogLevel.INFO, f'[sync] SectorFeatures: {len(code_to_industry)} 条行业映射')
-
-        # 2. 分块加载 K 线数据，避免内存溢出
-        # 聚合结果: {(trade_date, sector_name): [sum_pct_chg, sum_amp, count]}
-        sector_daily_agg = {}  # key: (date, sector) -> {'ret_sum': float, 'amp_sum': float, 'count': int}
-        CHUNK_SIZE = 50000
-        last_date_per_stock = {}  # stock_code -> prev_close
-
-        PrintLog(LogLevel.INFO, '[sync] SectorFeatures: 分块处理K线数据...')
-        chunk_num = 0
-        while True:
-            chunk_num += 1
-            rows = list(KlineStock
-                        .select(
-                            KlineStock.stock_code,
-                            KlineStock.trade_date,
-                            KlineStock.open,
-                            KlineStock.high,
-                            KlineStock.low,
-                            KlineStock.close,
-                        )
-                        .order_by(KlineStock.stock_code, KlineStock.trade_date)
-                        .offset((chunk_num - 1) * CHUNK_SIZE)
-                        .limit(CHUNK_SIZE)
-                        .dicts())
-            if not rows:
-                break
-
-            PrintLog(LogLevel.INFO, f'[sync] SectorFeatures: 处理块 {chunk_num} ({len(rows)} 行)...')
-
-            for row in rows:
-                code = str(row['stock_code'])
-                td = row['trade_date']
-                open_p = float(row['open'])
-                high = float(row['high'])
-                low = float(row['low'])
-                close = float(row['close'])
-
-                sector = code_to_industry.get(code)
-                if sector is None:
-                    continue
-
-                # 计算日收益率和振幅
-                prev_close = last_date_per_stock.get(code)
-                if prev_close is not None and prev_close > 0 and open_p > 0 and close > 0:
-                    pct_chg = (close - prev_close) / prev_close * 100
-                    amp = (high - low) / open_p * 100
-                    key = (td, sector)
-                    if key not in sector_daily_agg:
-                        sector_daily_agg[key] = {'ret_sum': 0.0, 'amp_sum': 0.0, 'count': 0}
-                    sector_daily_agg[key]['ret_sum'] += pct_chg
-                    sector_daily_agg[key]['amp_sum'] += amp
-                    sector_daily_agg[key]['count'] += 1
-
-                last_date_per_stock[code] = close
-
-        if not sector_daily_agg:
-            PrintLog(LogLevel.WARNING, '[sync] SectorFeatures: 无有效K线数据')
-            return None
-
-        PrintLog(LogLevel.INFO, f'[sync] SectorFeatures: 聚合完成, {len(sector_daily_agg)} 个行业-日组合')
-
-        # 3. 构建聚合 DataFrame
-        agg_data = []
-        for (td, sector), vals in sector_daily_agg.items():
-            agg_data.append({
-                'trade_date': td,
-                'sector_name': sector,
-                'sector_ret': vals['ret_sum'] / vals['count'],
-                'sector_amplitude': vals['amp_sum'] / vals['count'],
-            })
-        agg = pd.DataFrame(agg_data)
-        agg = agg.sort_values(['sector_name', 'trade_date'])
-        agg['trade_date'] = pd.to_datetime(agg['trade_date'])
-        PrintLog(LogLevel.INFO, f'[sync] SectorFeatures: {len(agg)} 行, {agg["sector_name"].nunique()} 个行业')
-
-        # 4. 构建行业指数 (基值=100)
-        agg = agg.sort_values(['sector_name', 'trade_date'])
-        agg['sector_index'] = agg.groupby('sector_name')['sector_ret'].transform(
-            lambda x: (1 + x / 100).cumprod() * 100
-        )
-        # 重新基值=100 (每行业独立)
-        for name, group in agg.groupby('sector_name'):
-            idx = group.index
-            first_val = group['sector_index'].iloc[0]
-            agg.loc[idx, 'sector_index'] = group['sector_index'] / first_val * 100
-
-        # 5. 计算 EMA 均线
-        agg['ema10'] = (agg.groupby('sector_name')['sector_index']
-                        .transform(lambda x: x.ewm(span=10, min_periods=1).mean()))
-        agg['ema20'] = (agg.groupby('sector_name')['sector_index']
-                        .transform(lambda x: x.ewm(span=20, min_periods=1).mean()))
-        agg['ema200'] = (agg.groupby('sector_name')['sector_index']
-                         .transform(lambda x: x.ewm(span=200, min_periods=1).mean()))
-
-        # 6. 趋势评分: close>ema200 得1分 + ema10>ema20 得1分
-        agg['score'] = (
-            (agg['sector_index'] > agg['ema200']).astype(int) +
-            (agg['ema10'] > agg['ema20']).astype(int)
-        )
-
-        PrintLog(LogLevel.INFO,
-                 f'[sync] SectorFeatures: 计算完成, {len(agg)} 行, '
-                 f'{agg["sector_name"].nunique()} 个行业')
-
-        return agg
-
-    def _upsert(self, agg):
-        """写入 SectorFeaturesDaily 表"""
-        if agg is None or agg.empty:
-            return
-
-        records = []
-        for _, row in agg.iterrows():
-            records.append({
-                'trade_date': row['trade_date'].date()
-                if hasattr(row['trade_date'], 'date') else row['trade_date'],
-                'sector_name': str(row['sector_name']),
-                'sector_ret': round(float(row['sector_ret']), 4),
-                'sector_amplitude': round(float(row['sector_amplitude']), 4),
-                'close': round(float(row['sector_index']), 4),
-                'ema10': round(float(row['ema10']), 4),
-                'ema20': round(float(row['ema20']), 4),
-                'ema200': round(float(row['ema200']), 4),
-                'score': int(row['score']),
-            })
-
-        if records:
-            with db.atomic():
-                for batch in _chunked(records, 500):
-                    SectorFeaturesDaily.insert_many(batch).on_conflict_replace().execute()
-            self.stats['inserted'] += len(records)
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/scoring/sync/stocks_sync.py

@@ -1,100 +0,0 @@
-"""
-股票基础信息同步 — 从 QMT get_instrument_detail 获取
-"""
-from datetime import date
-from core.scoring.sync.base import BaseSync
-from core.scoring.models import StockInfo
-from core.database import db
-from core.logger import LogLevel, PrintLog
-
-BATCH_SIZE = 200
-
-
-class StocksSync(BaseSync):
-    """股票基础信息同步 — QMT get_instrument_detail_list"""
-
-    def _fetch(self, **kwargs):
-        """从 QMT 拉取全部A股基础信息"""
-        from xtquant import xtdata
-
-        all_stocks = xtdata.get_stock_list_in_sector("沪深A股")
-        PrintLog(LogLevel.INFO, f'[sync] Stocks: 获取到 {len(all_stocks)} 只A股')
-
-        result = {}
-        total = len(all_stocks)
-        for i in range(0, total, BATCH_SIZE):
-            batch = all_stocks[i:i + BATCH_SIZE]
-            try:
-                details = xtdata.get_instrument_detail_list(batch)
-                result.update(details)
-            except Exception as e:
-                PrintLog(LogLevel.ERROR,
-                         f'[sync] Stocks batch {i}-{min(i + BATCH_SIZE, total)} failed: {e}')
-                self.stats['errors'] += len(batch)
-
-        return result
-
-    def _upsert(self, data: dict):
-        """写入 StockInfo 表"""
-        records = []
-        today = date.today()
-
-        for full_code, inst in data.items():
-            if not inst:
-                self.stats['skipped'] += 1
-                continue
-
-            code_num = full_code.split('.')[0]
-
-            # 判断交易所
-            exchange = inst.get('ExchangeID', '')
-            if not exchange:
-                if '.SH' in full_code:
-                    exchange = 'SH'
-                elif '.SZ' in full_code:
-                    exchange = 'SZ'
-                elif '.BJ' in full_code:
-                    exchange = 'BJ'
-
-            # OpenDate 格式: 'YYYYMMDD' 或 int
-            open_date = inst.get('OpenDate', '')
-            if open_date and len(str(open_date)) == 8:
-                list_date_val = f'{str(open_date)[:4]}-{str(open_date)[4:6]}-{str(open_date)[6:8]}'
-            else:
-                list_date_val = None
-
-            # InstrumentStatus 含义:
-            #   0/1   = 正常股票（含已退市但仍在QMT列表的）
-            #  -1    = ST / *ST
-            #  30/31 = *ST
-            # 已退市股（名字含XD/退）K线不足120日，会在候选股过滤时被排除
-            status = inst.get('InstrumentStatus', -1)
-            if status in (-1, 30, 31):
-                listing_status = 'ST'
-            else:
-                listing_status = 'normal'
-
-            total_share = inst.get('TotalVolume', None)
-            float_share = inst.get('FloatVolume', None)
-
-            records.append({
-                'code': full_code,
-                'name': str(inst.get('InstrumentName', '')),
-                'exchange': exchange,
-                'list_date': list_date_val,
-                'listing_status': listing_status,
-                'total_share': float(total_share) if total_share else None,
-                'float_share': float(float_share) if float_share else None,
-                'share_updated_at': today,
-            })
-
-        if records:
-            with db.atomic():
-                for batch in _chunked(records, 500):
-                    StockInfo.insert_many(batch).on_conflict_replace().execute()
-            self.stats['inserted'] += len(records)
-
-
-def _chunked(lst: list, n: int):
-    for i in range(0, len(lst), n):
-        yield lst[i:i + n]

core/sfgrid/bus_events.py

@@ -1,15 +0,0 @@
-# 删除交易标的事件
-EventTradeTargetUpdate = "trade_target_update"
-EventTradeTargetDeleted = "trade_target_deleted"
-
-# 评分系统事件
-EventScoringCompleted = "scoring_completed"      # 评分完成, data: {'date', 'count'}
-EventSyncProgress = "sync_progress"              # 同步进度, data: {'source', 'status', 'stats'}
-
-# 股票池管理器事件（阶段一）
-# T日收盘标记完成, data: {action: 'eliminate'|'liquidate', stock_codes: list[str], count: int}
-EventPoolMark = "pool_mark"
-
-# T+1日执行完成（阶段二用）
-# data: {action: 'eliminate'|'liquidate'|'refill', stock_codes: list[str], count: int}
-EventPoolActionExecute = "pool_action_execute"

core/sfgrid/pool_manager.py

@@ -1,486 +0,0 @@
-"""
-pool_manager.py — 网格自动交易股票池管理器（阶段一：T日标记）
-===================================================================
-后台 daemon 线程运行，每日定时：
-  09:25  K线数据同步
-  09:30  执行评分
-  15:30  沉寂检测标记
-  周五15:30  额外执行周度淘汰标记
-
-所有操作只记录到数据库，不执行真实交易（阶段二实现）。
-"""
-from __future__ import annotations
-
-import threading
-import time
-from collections import defaultdict
-from datetime import date, datetime, timedelta
-import numpy as np
-import pandas as pd
-
-from core.logger import LogLevel, PrintLog
-from core.scoring.models import PendingPoolAction, ScoringResult
-from core.sfgrid.model import SFGridTradeTarget
-from core.sfgrid.bus_events import EventPoolMark
-from core.eventbus import event_bus
-
-
-# ============================================================
-# 配置
-# ============================================================
-TOP_N = 10           # 最大持仓数
-TOP_MODEL_N = 50     # 评分池 Top N
-ELIM_WINDOW = 2      # 连续 N 周不在 Top50 则淘汰
-SLUMBER_DAYS = 10    # 沉寂触发天数（连续）
-SLUMBER_TRIGGERS = 3 # 沉寂触发特征数（5个中触发几个）
-
-# ============================================================
-# 沉寂检测 — 直接复用 ref_backtest_strategy.py 的纯函数
-# ============================================================
-
-def is_slumbering(df: pd.DataFrame,
-                  lookback_60: int = 60,
-                  lookback_20: int = 20,
-                  min_triggers: int = SLUMBER_TRIGGERS) -> bool:
-    """
-    检测一只股是否陷入'沉寂'（资金离场后长期低位震荡）。
-    5 特征，>= min_triggers 触发则返回 True。
-
-    df 要求：包含 close/high/low/volume 列，index 为日期升序，
-            至少 60 条记录。
-    """
-    if df is None or len(df) < lookback_60:
-        return False
-
-    # 过滤停牌日期（volume=0 的行会导致 log_ret = NaN）
-    active = df[df["volume"] > 0]
-    if len(active) < lookback_60:
-        return False
-
-    sub = active.tail(lookback_60)
-    close = sub["close"].values
-    high  = sub["high"].values
-    low   = sub["low"].values
-    vol   = sub["volume"].values
-
-    # 1. 波动率塌陷
-    log_ret = np.log(close[1:] / close[:-1])
-    if len(log_ret) < lookback_20:
-        return False
-    vol_20d = float(np.std(log_ret[-lookback_20:], ddof=1))
-    vol_60d = float(np.std(log_ret, ddof=1))
-    vol_collapse = (vol_60d > 0) and (vol_20d / vol_60d < 0.6)
-
-    # 2. 振幅萎缩
-    amp_20d = float(np.mean((high[-lookback_20:] - low[-lookback_20:]) / close[-lookback_20:]) * 100)
-    amp_shrink = amp_20d < 2.5
-
-    # 3. 成交量枯竭
-    avg_vol_20 = float(np.mean(vol[-lookback_20:]))
-    avg_vol_60 = float(np.mean(vol))
-    vol_dry = (avg_vol_60 > 0) and (avg_vol_20 / avg_vol_60 < 0.5)
-
-    # 4. 价格弱势
-    price_max_60 = float(np.max(close))
-    price_weak = price_max_60 > 0 and (close[-1] / price_max_60) < 0.85
-
-    # 5. 反弹失败
-    recent_high_30 = float(np.max(high[-30:]))
-    past_high_60   = float(np.max(high))
-    rebound_fail = past_high_60 > 0 and (recent_high_30 / past_high_60) < 0.95
-
-    triggers = [vol_collapse, amp_shrink, vol_dry, price_weak, rebound_fail]
-    return sum(triggers) >= min_triggers
-
-
-# ============================================================
-# 工具函数
-# ============================================================
-
-def is_trading_day(td: date) -> bool:
-    """简单判断是否为交易日（周一~周五）"""
-    return td.weekday() < 5  # 0=周一, 4=周五
-
-
-def get_week_id(td: date) -> int:
-    """返回年内周序号（周一为起始）"""
-    return td.isocalendar()[1]
-
-
-def seconds_to_target(target_hour: int, target_minute: int) -> float:
-    """计算从现在到目标时间（当天 target_hour:target_minute）的秒数。"""
-    now = datetime.now()
-    today_target = datetime(now.year, now.month, now.day, target_hour, target_minute, 0)
-    if now >= today_target:
-        # 今天已过，推到明天
-        today_target += timedelta(days=1)
-    return (today_target - now).total_seconds()
-
-
-# ============================================================
-# 股票池管理器
-# ============================================================
-
-class PoolManager:
-    """
-    网格股票池自动管理器（阶段一：T日标记）
-
-    使用 threading.Timer 递归调度，实现每日 09:25 / 09:30 / 15:30 定时任务。
-    所有操作只写入数据库，不执行真实交易。
-    """
-
-    def __init__(self):
-        self._thread: threading.Thread | None = None
-        self._stop_event = threading.Event()
-
-        # 周度淘汰历史：key=股票代码，value=[(week_id, rank), ...]
-        # rank=0 表示在 Top50，rank=-1 表示不在 Top50
-        self._top50_history: dict[str, list[tuple[int, int]]] = defaultdict(list)
-
-        # 调试：手动触发时传入自定义日期（仅供测试用）
-        self._override_date: date | None = None
-
-        # 加载历史排名数据（从 ScoringResult 重建）
-        self._rebuild_top50_history()
-
-    # ---- 对外控制接口 ----
-
-    def start(self):
-        """启动后台管理线程（幂等）"""
-        if self._thread is not None and self._thread.is_alive():
-            PrintLog(LogLevel.WARNING, '[PoolManager] 已启动，忽略重复调用')
-            return
-        self._stop_event.clear()
-        self._thread = threading.Thread(target=self._run_loop, daemon=True, name='PoolManager')
-        self._thread.start()
-        PrintLog(LogLevel.INFO, '[PoolManager] 已启动')
-
-    def stop(self):
-        """停止后台管理线程"""
-        self._stop_event.set()
-        if self._thread is not None:
-            self._thread.join(timeout=5)
-            self._thread = None
-        PrintLog(LogLevel.INFO, '[PoolManager] 已停止')
-
-    # ---- 每日定时任务 ----
-
-    def _run_loop(self):
-        """后台线程主循环：计算出距下次任务的时间，注册下一个 Timer"""
-        while not self._stop_event.is_set():
-            now = datetime.now()
-            td = self._override_date or now.date()
-
-            # 确定当天要执行的任务及距其的秒数
-            delay, task_name = self._compute_next_delay(now, td)
-
-            # 保证 Timer 不会太久（最多 24 小时），处理节假日顺延
-            if delay <= 0:
-                delay = 60  # 异常时等 1 分钟重算
-
-            PrintLog(LogLevel.INFO,
-                     f'[PoolManager] 计划任务 "{task_name}"，{delay:.0f} 秒后执行')
-
-            timer = threading.Timer(delay, self._execute_task, args=(task_name, td))
-            timer.name = f'PoolManager-{task_name}'
-            timer.start()
-
-            # 等待定时器完成或停止信号
-            timer.join()
-
-            if self._stop_event.is_set():
-                break
-
-    def _compute_next_delay(self, now: datetime, td: date) -> tuple[float, str]:
-        """
-        计算距下一个任务的时间和任务名称。
-        任务顺序：09:25 → 09:30 → 15:30 → (下一天 09:25)
-        """
-        h, m = now.hour, now.minute
-
-        if h < 9 or (h == 9 and m < 25):
-            # 现在在 09:25 之前 → 先执行 09:25
-            return seconds_to_target(9, 25), '_sync_data'
-        elif h == 9 and 25 <= m < 30:
-            # 09:25~09:30 之间 → 立即执行 09:30
-            return 0.0, '_run_scoring'
-        elif (h == 9 and m >= 30) or h < 15:
-            # 09:30 之后、15:30 之前 → 执行 15:30
-            return seconds_to_target(15, 30), '_mark_slumber'
-        elif h >= 15:
-            # 15:30 之后 → 推到下一天 09:25
-            delay = seconds_to_target(9, 25) + (td.weekday() < 4 and 1 or 3) * 86400  # 工作日+1，周末+3
-            return delay, '_sync_data'
-
-        # 默认兜底
-        return seconds_to_target(9, 25), '_sync_data'
-
-    def _execute_task(self, task_name: str, td: date):
-        """根据任务名执行对应任务"""
-        try:
-            if task_name == '_sync_data':
-                self._sync_data()
-                # 同步完成后自动调度评分
-                self._run_scoring()
-                # 调度 15:30
-                self._schedule_next(target_hour=15, target_minute=30,
-                                    task_name='_mark_slumber', td=td)
-
-            elif task_name == '_run_scoring':
-                self._run_scoring()
-                # 评分完成后调度沉寂检测
-                self._schedule_next(target_hour=15, target_minute=30,
-                                    task_name='_mark_slumber', td=td)
-
-            elif task_name == '_mark_slumber':
-                self._mark_slumber(td)
-                # 如果是周五，额外调度淘汰标记
-                if td.weekday() == 4:  # 周五
-                    self._mark_weekly_elim(td)
-                # 调度下一天 09:25
-                self._schedule_next(target_hour=9, target_minute=25,
-                                    task_name='_sync_data', td=td)
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[PoolManager] 任务 {task_name} 执行异常: {e}')
-
-    def _schedule_next(self, target_hour: int, target_minute: int,
-                       task_name: str, td: date):
-        """注册一个 Timer，在指定时间执行 task_name"""
-        # 计算 delay
-        delay = seconds_to_target(target_hour, target_minute)
-        # 如果 target 在过去（如周末顺延），加 1 天
-        if delay <= 0:
-            delay += 86400
-
-        def wrapper():
-            now = datetime.now()
-            # 重新计算真实日期
-            exec_td = self._override_date or now.date()
-            self._execute_task(task_name, exec_td)
-
-        timer = threading.Timer(delay, wrapper, name=f'PoolManager-sched-{task_name}')
-        timer.start()
-
-    # ---- 任务实现 ----
-
-    def _sync_data(self):
-        """09:25 — 同步 K 线数据"""
-        PrintLog(LogLevel.INFO, '[PoolManager] 开始同步K线数据...')
-        try:
-            from core.scoring.sync.kline_sync import KlineStockSync
-            syncer = KlineStockSync()
-            syncer.run()
-            PrintLog(LogLevel.INFO, '[PoolManager] K线数据同步完成')
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[PoolManager] K线同步失败: {e}')
-
-    def _run_scoring(self):
-        """09:30 — 执行评分"""
-        PrintLog(LogLevel.INFO, '[PoolManager] 开始执行评分...')
-        try:
-            from core.scoring.inference.scorer import GridSeekerPipeline
-            pipeline = GridSeekerPipeline()
-            td = self._override_date or date.today()
-            result = pipeline.run(trade_date=td)
-            if not result.empty:
-                pipeline.persist(result, trade_date=td)
-                PrintLog(LogLevel.INFO, f'[PoolManager] 评分完成，写入 {len(result)} 条结果')
-                # 触发 UI 刷新
-                event_bus.publish(EventPoolMark, {
-                    'action': 'scoring',
-                    'stock_codes': [],
-                    'count': len(result),
-                })
-            else:
-                PrintLog(LogLevel.WARNING, '[PoolManager] 评分无结果')
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[PoolManager] 评分失败: {e}')
-
-    def _mark_slumber(self, td: date):
-        """15:30 — 沉寂检测，标记待卖出股"""
-        if not is_trading_day(td):
-            PrintLog(LogLevel.INFO, '[PoolManager] 非交易日，跳过沉寂检测')
-            return
-
-        PrintLog(LogLevel.INFO, '[PoolManager] 开始沉寂检测...')
-
-        # 获取所有 enabled=True 的持仓
-        targets = SFGridTradeTarget.select().where(SFGridTradeTarget.enabled == True)
-        if not targets:
-            PrintLog(LogLevel.INFO, '[PoolManager] 无持仓，跳过沉寂检测')
-            return
-
-        marked: list[str] = []
-        today_str = td.strftime('%Y-%m-%d')
-
-        for tgt in targets:
-            try:
-                # 读取该股 K 线数据（从本地 SQLite KlineStock 表）
-                from core.scoring.models import KlineStock
-                klines = list(KlineStock
-                              .select()
-                              .where(KlineStock.stock_code == tgt.stock_code)
-                              .order_by(KlineStock.trade_date)
-                              .dicts())
-
-                if not klines or len(klines) < 60:
-                    continue
-
-                df = pd.DataFrame(klines)
-                if 'trade_date' in df.columns and not pd.api.types.is_datetime64_any_dtype(df['trade_date']):
-                    df['trade_date'] = pd.to_datetime(df['trade_date'])
-                df = df.set_index('trade_date').sort_index()
-
-                if is_slumbering(df):
-                    self._write_pending(td, 'liquidate', tgt.stock_code,
-                                        reason=f'沉寂检测触发（{today_str}）')
-                    marked.append(tgt.stock_code)
-                    PrintLog(LogLevel.INFO,
-                             f'[PoolManager] 沉寂标记: {tgt.stock_code}')
-            except Exception as e:
-                PrintLog(LogLevel.WARNING,
-                         f'[PoolManager] 沉寂检测异常 {tgt.stock_code}: {e}')
-
-        if marked:
-            event_bus.publish(EventPoolMark, {
-                'action': 'liquidate',
-                'stock_codes': marked,
-                'count': len(marked),
-            })
-            PrintLog(LogLevel.INFO,
-                     f'[PoolManager] 沉寂检测完成，标记 {len(marked)} 只股')
-        else:
-            PrintLog(LogLevel.INFO, '[PoolManager] 沉寂检测完成，无股触发')
-
-    def _mark_weekly_elim(self, td: date):
-        """周五 15:30 — 周度评分淘汰标记（连续2周不在Top50则卖出）"""
-        if not is_trading_day(td):
-            return
-
-        PrintLog(LogLevel.INFO, '[PoolManager] 开始周度淘汰检测...')
-
-        # 获取最近 N 周的评分排名
-        week_id = get_week_id(td)
-        today_str = td.strftime('%Y-%m-%d')
-
-        # 查今日 Top50
-        top50_codes: Set[str] = set()
-        rows = (ScoringResult
-                .select(ScoringResult.stock_code)
-                .where(ScoringResult.trade_date == td)
-                .where(ScoringResult.score_rank <= TOP_MODEL_N)
-                .dicts())
-        for r in rows:
-            top50_codes.add(r['stock_code'])
-
-        if not top50_codes:
-            PrintLog(LogLevel.WARNING, '[PoolManager] 今日无评分数据，无法进行淘汰检测')
-            return
-
-        # 更新历史排名
-        targets = SFGridTradeTarget.select().where(SFGridTradeTarget.enabled == True)
-        for tgt in targets:
-            code = tgt.stock_code
-            rank_in_top50 = 0 if code in top50_codes else -1
-            self._top50_history[code].append((week_id, rank_in_top50))
-            # 只保留近 8 周记录，防止内存膨胀
-            if len(self._top50_history[code]) > 8:
-                self._top50_history[code] = self._top50_history[code][-8:]
-
-        # 检测连续 N 周不在 Top50 的股
-        marked: list[str] = []
-        for tgt in targets:
-            code = tgt.stock_code
-            hist = self._top50_history.get(code, [])
-            if len(hist) < ELIM_WINDOW:
-                continue
-            recent = hist[-ELIM_WINDOW:]
-            if all(rank == -1 for _, rank in recent):
-                self._write_pending(td, 'eliminate', code,
-                                    reason=f'连续{ELIM_WINDOW}周不在Top50（{today_str}）')
-                marked.append(code)
-                PrintLog(LogLevel.INFO,
-                         f'[PoolManager] 淘汰标记: {code}，历史: {recent}')
-
-        if marked:
-            event_bus.publish(EventPoolMark, {
-                'action': 'eliminate',
-                'stock_codes': marked,
-                'count': len(marked),
-            })
-            PrintLog(LogLevel.INFO,
-                     f'[PoolManager] 周度淘汰检测完成，标记 {len(marked)} 只股')
-        else:
-            PrintLog(LogLevel.INFO, '[PoolManager] 周度淘汰检测完成，无股触发')
-
-    def _write_pending(self, td: date, action_type: str, stock_code: str, reason: str = ''):
-        """写入 pending_pool_actions 表（幂等）"""
-        try:
-            PendingPoolAction.insert(
-                action_date=td,
-                action_type=action_type,
-                stock_code=stock_code,
-                reason=reason,
-            ).on_conflict_replace().execute()
-        except Exception as e:
-            PrintLog(LogLevel.WARNING,
-                     f'[PoolManager] 写入待处理操作失败: {e}')
-
-    def _rebuild_top50_history(self):
-        """启动时从 ScoringResult 表重建 _top50_history（用于淘汰判断）"""
-        try:
-            rows = (ScoringResult
-                    .select(ScoringResult.stock_code, ScoringResult.trade_date,
-                            ScoringResult.score_rank)
-                    .where(ScoringResult.score_rank <= TOP_MODEL_N)
-                    .order_by(ScoringResult.trade_date)
-                    .dicts())
-
-            week_groups: dict = defaultdict(list)
-            for r in rows:
-                td = r['trade_date']
-                if isinstance(td, str):
-                    td = datetime.strptime(td, '%Y-%m-%d').date()
-                week_id = get_week_id(td)
-                week_groups[(r['stock_code'], week_id)].append(r['score_rank'])
-
-            # 取每周最新一条（排名最靠前的）
-            for (code, week_id), ranks in week_groups.items():
-                best_rank = min(ranks)
-                rank_val = 0 if best_rank <= TOP_MODEL_N else -1
-                self._top50_history[code].append((week_id, rank_val))
-
-            # 去重，每 week_id 只留一条
-            for code in self._top50_history:
-                seen = set()
-                cleaned = []
-                for w, r in self._top50_history[code]:
-                    if w not in seen:
-                        seen.add(w)
-                        cleaned.append((w, r))
-                self._top50_history[code] = cleaned
-
-            PrintLog(LogLevel.INFO,
-                     f'[PoolManager] 历史排名已重建，{len(self._top50_history)} 只股有历史数据')
-        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'[PoolManager] 重建历史排名失败: {e}')
-
-    # ---- 手动触发（供 UI 调试按钮调用）----
-
-    def trigger_sync(self):
-        """手动触发数据同步"""
-        threading.Thread(target=self._sync_data, daemon=True).start()
-
-    def trigger_scoring(self):
-        """手动触发评分"""
-        threading.Thread(target=self._run_scoring, daemon=True).start()
-
-    def trigger_slumber(self, td: date | None = None):
-        """手动触发沉寂检测"""
-        td = td or (self._override_date or date.today())
-        threading.Thread(target=self._mark_slumber, args=(td,), daemon=True).start()
-
-    def trigger_weekly_elim(self, td: date | None = None):
-        """手动触发周度淘汰检测"""
-        td = td or (self._override_date or date.today())
-        threading.Thread(target=self._mark_weekly_elim, args=(td,), daemon=True).start()

core/sfgrid/sfgrid_strategy.py

@@ -1,567 +0,0 @@
-"""
-网格交易策略控制器
-
-核心逻辑：在预设的价格网格上低买高卖，每个网格节点同时挂一对买卖单，
-成交后自动切换到相邻网格并刷新订单。
-
-网格结构示意（以 grid_index 为中心）:
-    价格从高到低排列在 getPriceGrid() 列表中
-    grid_index=0 是最低价（底部），越大价格越高（顶部）
-
-    卖出方向（上移）: grid_index - 1  （价格更低，空单）
-    买入方向（下移）: grid_index + 1  （价格更高，多单）
-
-    成交 → 上移一格（卖出成交）: grid_index -= 1，赚取一格差价
-    成交 → 下移一格（买入成交）: grid_index += 1，持仓成本降低
-
-状态机:
-    status=0: 未建仓，需先下建仓单买入初始仓位
-    status=1: 已建仓，运行网格交易（上下各挂一单）
-"""
-
-from core.logger import LogLevel, PrintLog
-from core.qmt import qmtv
-from core.sfgrid import bus_events
-from core.sfgrid.bus_events import EventTradeTargetUpdate
-import core.sfgrid.model as model
-from core.eventbus import event_bus
-from core.constants import OrderTypeBuy, OrderTypeSell
-
-from xtquant import xtconstant
-from xtquant.xttype import XtOrderError, XtOrderResponse, XtTrade
-import threading
-import core.eventbus as eBus
-
-
-class SFGridStrategy:
-    """
-    单标的网格交易策略控制器
-
-    每个 SFGridTradeTarget 数据库记录对应一个 SFGridStrategy 实例。
-    负责：建仓 → 挂网格单 → 监听成交/错误事件 → 调整网格 → 刷新订单。
-
-    订单 remark 格式: "{订单类型},{网格索引},{股票代码}"
-      例: "BUY,3,000001"  表示在网格索引 3 处挂买入单，标的 000001
-      例: "INIT,1,000001" 表示建仓单，建仓在网格索引 1
-    """
-
-    def __init__(self, tradeTarget: model.SFGridTradeTarget):
-        """
-        初始化网格策略控制器
-
-        参数:
-            tradeTarget: 数据库中的交易标记录，包含网格参数、当前状态等
-        """
-        self.tradeTarget: model.SFGridTradeTarget = tradeTarget
-
-        # orderGrid 必须在所有可能触发回调的操作之前初始化
-        # orderGrid: 网格索引 → 订单编号（seq 或 order_id）的映射
-        # seq 是 xtquant 返回的下单序号（下单瞬间），order_id 是交易所返回的正式订单号（异步回调后更新）
-        self.orderGrid = {}  # {grid_index: order_seq | order_id}
-
-        # 数据更新锁：保护 orderGrid 和 tradeTarget 的并发访问
-        # QMT 回调在独立线程中触发，必须在可能触发回调的操作之前创建
-        # 注意：这个锁必须在订阅事件之前创建，防止事件在初始化期间触发
-        # 注意：必须使用 RLock 而非 Lock，因为 refreshGridOrder 在持有此锁时也会被调用
-        #（如 onOrderTrade 回调中），Lock 会导致同一线程重复获取时永久阻塞（死锁）
-        self.dataUpdateLock = threading.RLock()
-
-        # 订阅事件总线：监听订单创建、成交、失败三种事件
-        event_bus.subscribe(eBus.MarketOrderCreated, self.onOrderCreateAsync)
-        event_bus.subscribe(eBus.MarketOrderTraded, self.onOrderTrade)
-        event_bus.subscribe(eBus.MarketOrderError, self.onOrderError)
-        event_bus.subscribe(eBus.EventMarketActiveSwitch, self.onMarketActiveSwitch)
-
-        # 获取当日涨跌停价格（用于价格边界校验）
-        self.todayUpStopPrice = qmtv.dailyUpStop(tradeTarget.stock_code)  # type: ignore
-        self.todayDownStopPrice = qmtv.dailyDownStop(tradeTarget.stock_code)  # type: ignore
-
-        PrintLog(LogLevel.INFO,
-                 f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造开始: '
-                 f'网格={tradeTarget.grid_index}, 启用={tradeTarget.enabled}')
-
-        # 加载券商侧已存在的未成交订单，恢复到 orderGrid 中
-        self.loadExistOrders()
-
-        # 根据数据库中的 enabled 字段决定是否启动交易
-        self.enabledTrading(tradeTarget.enabled)  # type: ignore
-
-        PrintLog(LogLevel.INFO,
-                 f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造结束: '
-                 f'grid_index={self.tradeTarget.grid_index}')
-
-    # ── 订单加载 ──────────────────────────────────────────────
-
-    def loadExistOrders(self):
-        """
-        从券商侧加载该策略的未成交订单，恢复到 orderGrid
-
-        用于程序重启后恢复状态：数据库中可能没有记录所有挂单，
-        通过 queryPendingOrder 从 QMT 获取实际存在的订单。
-        """
-        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
-        for order in orders:
-            # 只处理本策略的订单（通过 strategy_name 过滤）
-            if order.strategy_name != self.getName():
-                continue
-            parsed = self._parse_remark(order.order_remark)
-            if parsed is None:
-                continue
-            _, gridIdx, _ = parsed
-            self.orderGrid[gridIdx] = order.order_id
-            PrintLog(LogLevel.INFO,
-                     f'|- 标的[{self.tradeTarget.targetName()}] 初始化: '
-                     f'加载现有订单, grid-{gridIdx} order_id:{self.orderGrid[gridIdx]}')
-
-    def printPendingOrder(self):
-        """调试用：打印当前所有挂单"""
-        for idx, order_id in self.orderGrid.items():
-            PrintLog(LogLevel.DEBUG, f" {idx} : {order_id}")
-
-    # ── 市场状态切换 ──────────────────────────────────────────
-
-    def onMarketActiveSwitch(self, isActive: bool):
-        """
-        市场数据状态切换回调（由 UI 层调用）
-
-        当市场数据从不可用变为可用时，如果策略已启用则刷新网格订单。
-        """
-        PrintLog(LogLevel.INFO,
-                 f'|- [市场状态切换] 标的{self.tradeTarget.targetName()} '
-                 f'isActive={isActive}, enabled={self.tradeTarget.enabled}')
-        if isActive and self.tradeTarget.enabled:
-            self.refreshGridOrder()
-
-    # ── 核心：网格下单逻辑 ────────────────────────────────────
-
-    def refreshGridOrder(self):
-        """
-        刷新网格挂单 —— 策略的核心下单方法
-
-        逻辑分支:
-          1. 前置检查: 市场未激活 或 策略未启用 → 跳过不下单
-          2. status=0 (未建仓): 下一个建仓单（买入初始仓位）
-          3. status=1 (已建仓): 在 grid_index 上下各挂一单
-             - 上方 (sellIdx = grid_index - 1): 挂卖出单（价格更低时卖出获利）
-             - 下方 (buyIdx  = grid_index + 1): 挂买入单（价格更低时补仓）
-             每个方向都先检查是否已存在同价位订单，避免重复下单
-        """
-        # ── 前置检查：市场和策略状态 ──
-        # 注意：这里用 dataUpdateLock 包裹检查和下单操作，防止竞态条件：
-        #   主线程在检查 isMarketActive 时，另一线程的行情回调可能同时将其设为 True，
-        #   导致部分标的通过检查下单，部分被拦截（表现为一票有单、一票无单）
-        with self.dataUpdateLock:
-            if not qmtv.isMarketActive or not self.tradeTarget.enabled:
-                PrintLog(LogLevel.INFO,
-                         f'|- 市场 {qmtv.isMarketActive}, 策略 {self.getName()} '
-                         f'{self.tradeTarget.enabled}, 不下单')
-                return
-
-            # 获取当前该标的所有未成交订单
-            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
-
-            # ── 统一网格逻辑 ──
-            # grid_index=0 空仓: 只挂买单 @ grid[1]，无持仓可卖
-            # grid_index>0 有仓: 上方挂卖单 @ grid[idx-1]，下方挂买单 @ grid[idx+1]
-            if self.tradeTarget.grid_index >= 0:
-                currentIdx = self.tradeTarget.grid_index  # type: ignore
-
-                # --- 上方挂卖出单（空单）---
-                # 条件: grid_index > 0，即当前位置不是价格最低点，还有向下（卖出）空间
-                if currentIdx > 0:
-                    sellIdx = currentIdx - 1  # 向上一个网格
-                    sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
-                    sell_remark = self._make_remark(OrderTypeSell, sellIdx)
-
-                    # 检查是否已存在同 remark 的卖单（避免重复挂单）
-                    # 注意：必须同时查 QMT 订单簿和本地 orderGrid
-                    # - QMT 订单簿：已确认的订单（onOrderCreateAsync 之后）
-                    # - orderGrid：本地下单后、回调前的新单（orderAsync 返回后直接写入）
-                    # 两者并集才能完整覆盖所有已存在订单，防止 onOrderCreateAsync 回调
-                    # 之前再次触发 refreshGridOrder 导致重复下单
-                    qmt_has_order = any(o.order_remark == sell_remark for o in orders)
-                    local_has_order = sellIdx in self.orderGrid
-                    if not qmt_has_order and not local_has_order:
-                        # 卖单价格超过涨停价 → 今日无法成交，跳过下单
-                        # 防御性检查：若属性未初始化（初始化顺序导致），先获取
-                        if not hasattr(self, 'todayUpStopPrice') or self.todayUpStopPrice is None:
-                            self.todayUpStopPrice = qmtv.dailyUpStop(self.tradeTarget.stock_code)  # type: ignore
-                        if sellPrice > self.todayUpStopPrice:
-                            PrintLog(LogLevel.INFO,
-                                     f'|- 标的[{self.tradeTarget.targetName()}] '
-                                     f'上方网格[{sellIdx}]卖价 {sellPrice:.3f} > 涨停价 {self.todayUpStopPrice:.3f}，'
-                                     f'今日无法下卖单 (当前网格基准 grid-{currentIdx})')
-                        else:
-                            tmpOrderSeq = qmtv.orderAsync(
-                                str(self.tradeTarget.stock_code),
-                                self.tradeTarget.grid_volume,
-                                xtconstant.STOCK_SELL,     # 卖出
-                                sellPrice,
-                                xtconstant.FIX_PRICE,
-                                sell_remark,
-                                self.getName(),
-                            )
-                            self.orderGrid[sellIdx] = tmpOrderSeq
-                            PrintLog(LogLevel.INFO,
-                                     f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
-                                     f'下空单，价格: {sellPrice:.3f}')
-                    else:
-                        PrintLog(LogLevel.INFO,
-                                 f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
-                                 f'已存在同价位空单，跳过下单')
-
-                # --- 下方挂买入单（多单）---
-                # 条件: grid_index < 价格网格长度-1，即当前位置不是价格最高点，还有向上（买入）空间
-                if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1:
-                    buyIdx = currentIdx + 1  # 向下一个网格
-                    buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
-                    buy_remark = self._make_remark(OrderTypeBuy, buyIdx)
-
-                    # 检查是否已存在同 remark 的买单（避免重复挂单）
-                    # 必须同时查 QMT 订单簿和本地 orderGrid（见上方卖单注释）
-                    qmt_has_order = any(o.order_remark == buy_remark for o in orders)
-                    local_has_order = buyIdx in self.orderGrid
-                    if not qmt_has_order and not local_has_order:
-                        # 买单价格低于跌停价 → 今日无法成交，跳过下单
-                        # 防御性检查：若属性未初始化（初始化顺序导致），先获取
-                        if not hasattr(self, 'todayDownStopPrice') or self.todayDownStopPrice is None:
-                            self.todayDownStopPrice = qmtv.dailyDownStop(self.tradeTarget.stock_code)  # type: ignore
-                        if buyPrice < self.todayDownStopPrice:
-                            PrintLog(LogLevel.INFO,
-                                     f'|- 标的[{self.tradeTarget.targetName()}] '
-                                     f'下方网格[{buyIdx}]买价 {buyPrice:.3f} < 跌停价 {self.todayDownStopPrice:.3f}，'
-                                     f'今日无法下买单 (当前网格基准 grid-{currentIdx})')
-                        else:
-                            tmpOrderSeq = qmtv.orderAsync(
-                                str(self.tradeTarget.stock_code),
-                                self.tradeTarget.grid_volume,
-                                xtconstant.STOCK_BUY,      # 买入
-                                buyPrice,
-                                xtconstant.FIX_PRICE,
-                                buy_remark,
-                                self.getName(),
-                            )
-                            self.orderGrid[buyIdx] = tmpOrderSeq
-                            PrintLog(LogLevel.INFO,
-                                     f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
-                                     f'下多单，价格: {buyPrice:.3f}')
-                    else:
-                        PrintLog(LogLevel.INFO,
-                                 f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
-                                 f'已存在同价位多单，跳过下单')
-                else:
-                    # grid_index 已到达价格网格上边界，无法再挂买入单（价格已经到顶）
-                    PrintLog(LogLevel.INFO,
-                             f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
-                             f'已过下边界，停止多单交易')
-
-    # ── 标的管理 ──────────────────────────────────────────────
-
-    def deleteTradeTarget(self, tradeTarget: model.SFGridTradeTarget):
-        """
-        从数据库中删除该交易标的
-
-        同时发布 EventTradeTargetDeleted 事件通知 UI 刷新。
-        """
-        PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
-        self.dataUpdateLock.acquire()
-        try:
-            tradeTarget.delete_instance()
-            event_bus.publish(bus_events.EventTradeTargetDeleted, tradeTarget)
-            PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: END')
-        finally:
-            self.dataUpdateLock.release()
-
-    # ── 交易启停控制 ──────────────────────────────────────────
-
-    def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
-        """
-        启用或停用该标的的网格交易
-
-        启用时 (enabled=True):
-          - grid_index=0 空仓: 直接调用 refreshGridOrder（只挂买单）
-          - grid_index>0 有仓: 检查持仓是否满足 grid_volume × grid_index
-                      满足则刷新网格单，不满足则回退 enabled=False（风控保护）
-
-        停用时 (enabled=False):
-          - 取消该标的所有未成交订单，停止交易监控
-        """
-        PrintLog(LogLevel.INFO,
-                 f"  |- [DEBUG] enabledTrading({enabled}) 调用前: "
-                 f"grid_index={self.tradeTarget.grid_index}")
-
-        self.tradeTarget.enabled = enabled  # type: ignore
-
-        if enabled:
-            # ── 启用交易 ──
-            PrintLog(LogLevel.INFO,
-                     f"  |- 标的{self.tradeTarget.targetName()}交易启动, "
-                     f"持仓量：{self.tradeTarget.current_position}")
-
-            if self.tradeTarget.grid_index == 0:
-                # 空仓: refreshGridOrder 会在 grid[1] 挂第一笔买单
-                PrintLog(LogLevel.INFO,
-                         f"  |- 标的{self.tradeTarget.targetName()}空仓, "
-                         f"等待首次买入建仓")
-            else:
-                # 有仓: 检查现有持仓是否满足当前网格位置的仓位需求
-                # 最小需求仓位 = 每格股数 × 当前网格索引
-                # 例: grid_volume=100, grid_index=3 → 需持股 300 股
-                minRequirePosition: int = self.tradeTarget.grid_volume * int(self.tradeTarget.grid_index)  # type: ignore
-
-                if minRequirePosition <= int(self.tradeTarget.current_position):  # type: ignore
-                    PrintLog(LogLevel.INFO,
-                             f'  |- 仓位检查: 持仓需求充足, '
-                             f'(gridVolume*gridIndex)={minRequirePosition}, '
-                             f'当前持仓：{self.tradeTarget.current_position}')
-                else:
-                    PrintLog(LogLevel.INFO,
-                             f'  |- 仓位检查: 持仓需求不足, '
-                             f'(gridVolume*gridIndex)={minRequirePosition}, '
-                             f'当前持仓：{self.tradeTarget.current_position}, '
-                             f'交易启动失败')
-                    self.tradeTarget.enabled = False  # type: ignore
-
-            # 刷新网格订单（空仓只挂买单，有仓买卖对冲）
-            # 只有市场活跃时才下单，收盘后不再尝试下单
-            if qmtv.isMarketActive:
-                self.refreshGridOrder()
-            else:
-                PrintLog(LogLevel.INFO,
-                         f'  |- 市场已休市，跳过刷新网格订单')
-
-        else:
-            # ── 停用交易: 取消所有未成交订单 ──
-            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
-            for order in orders:
-                try:
-                    qmtv.xt_trader.cancel_order_stock_async(qmtv.account, order.order_id)
-                except AttributeError:
-                    pass  # 模拟模式无 xt_trader，跳过撤单
-
-            if len(orders) > 0:
-                PrintLog(LogLevel.INFO, f'  |- 取消未成交订单 {len(orders)}')
-            PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}交易监控暂停")
-
-        # 持久化状态到数据库
-        self.saveProxy()
-        return self.tradeTarget
-
-    def isEnabled(self) -> bool:
-        """查询交易是否已启用"""
-        PrintLog(LogLevel.DEBUG, f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}')
-        return bool(self.tradeTarget.enabled)
-
-    # ── 事件回调: 订单创建 ────────────────────────────────────
-
-    def onOrderCreateAsync(self, response: XtOrderResponse):
-        """
-        QMT 异步下单成功回调
-
-        xtquant 下单是异步的：orderAsync() 返回 seq（序号），
-        交易所确认后通过此回调返回正式的 order_id。
-
-        此处将 orderGrid 中的临时 seq 替换为正式 order_id。
-        """
-        parsed = self._filter_event(response.order_remark, response.strategy_name)
-        if parsed is None:
-            return
-        _, gridIdx, _ = parsed
-
-        self.dataUpdateLock.acquire()
-        try:
-            PrintLog(LogLevel.INFO,
-                     f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: "
-                     f"{response.order_id}")
-            # 将 orderGrid 中的临时 seq 替换为正式 order_id
-            self.orderGrid[gridIdx] = response.order_id
-            PrintLog(LogLevel.INFO,
-                     f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} "
-                     f"seq:{response.seq} -> order_id:{response.order_id}")
-        except Exception as e:
-            PrintLog(LogLevel.ERROR,
-                     f"|- 委托创建通知 onOrderCreateAsync"
-                     f"[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: "
-                     f"{response.order_id} - {str(e)}")
-        finally:
-            self.dataUpdateLock.release()
-
-    # ── 事件回调: 订单失败 ────────────────────────────────────
-
-    def onOrderError(self, order_error: XtOrderError):
-        """
-        QMT 委托失败回调
-
-        当 xtquant 拒绝订单时触发（如资金不足、代码格式错误、涨跌停限制等）。
-        清理 orderGrid 中对应网格索引的孤立条目，防止后续 refreshGridOrder
-        误判"已有同价位订单"而跳过重新下单。
-        """
-        parsed = self._filter_event(order_error.order_remark, order_error.strategy_name)
-        if parsed is None:
-            return
-        _, gridIdx, _ = parsed
-
-        self.dataUpdateLock.acquire()
-        try:
-            # 从 orderGrid 中移除失败的订单条目，后续 refreshGridOrder 会重新挂单
-            if gridIdx in self.orderGrid:
-                del self.orderGrid[gridIdx]
-
-            PrintLog(LogLevel.ERROR,
-                     f'委托失败[{self.tradeTarget.targetName()}] grid-{gridIdx}: '
-                     f'order_id={order_error.order_id}, error_id={order_error.error_id}, '
-                     f'error_msg={order_error.error_msg}')
-        except Exception as e:
-            PrintLog(LogLevel.ERROR,
-                     f'委托失败处理异常[{self.tradeTarget.stock_code}]: {str(e)}')
-        finally:
-            self.dataUpdateLock.release()
-
-    # ── 事件回调: 订单成交 ────────────────────────────────────
-
-    def onOrderTrade(self, trade: XtTrade):
-        """
-        QMT 委托成交通知回调
-
-        收到成交后:
-          1. 判断成交方向（买入下移 / 卖出上移）→ 更新 grid_index
-          2. 首次建仓（grid_index==0 时成交）→ 记录 init_price
-          3. 卖出成交 → 累计 grid_match_count 和 grid_total_profit
-          4. 清理 orderGrid → 持久化 → 刷新网格挂单
-        """
-        # ── 过滤：只处理本策略本标的的成交 ──
-        parsed = self._filter_event(trade.order_remark, trade.strategy_name)
-        if parsed is None:
-            return
-        _, gridIdx, _ = parsed  # gridIdx: 成交订单对应的网格索引（int）
-
-        PrintLog(LogLevel.INFO,
-                 f'|- 委托成交通知'
-                 f'[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : '
-                 f'{trade.order_id}')
-
-        self.dataUpdateLock.acquire()
-        try:
-            # ── 首次建仓：记录建仓价 ──
-            # grid_index==0 表示成交前处于空仓状态，这笔成交就是首次建仓
-            if self.tradeTarget.grid_index == 0:
-                self.tradeTarget.init_price = trade.traded_price  # type: ignore
-
-            # ── 同步更新持仓量 ──
-            # 注意：xtquant 的成交推送不包含最新持仓，此处根据成交方向估算变动
-            # 买入成交（建仓/补仓）→ 持仓增加
-            # 卖出成交（减仓/清仓）→ 持仓减少
-            if gridIdx > self.tradeTarget.grid_index:
-                # 买入方向：持仓增加
-                self.tradeTarget.current_position += int(trade.traded_volume)  # type: ignore
-            elif gridIdx < self.tradeTarget.grid_index:
-                # 卖出方向：持仓减少
-                self.tradeTarget.current_position -= int(trade.traded_volume)  # type: ignore
-
-            # ── 网格方向判断 ──
-            # 比较成交单的网格索引 vs 当前网格索引，判断价格移动方向
-            oriIdx = self.tradeTarget.grid_index  # 成交前的网格位置
-
-            if gridIdx > self.tradeTarget.grid_index:
-                # 成交单在下方（更大索引 = 更低价格）→ 买入成交，持仓下移
-                self.tradeTarget.grid_index += 1  # type: ignore
-                # 首次建仓时 oriIdx==0，加上"建仓单"前缀便于识别
-                desc = "建仓单（下移）" if oriIdx == 0 else "下移一格"
-
-            elif gridIdx < self.tradeTarget.grid_index:
-                # 成交单在上方（更小索引 = 更高价格）→ 卖出成交，持仓上移
-                self.tradeTarget.grid_index -= 1  # type: ignore
-                # 卖出获利：累计匹配次数和利润
-                self.tradeTarget.grid_match_count += 1  # type: ignore
-                # 单格利润 = grid_size × 成交量
-                self.tradeTarget.grid_total_profit += (  # type: ignore
-                    self.tradeTarget.grid_size * trade.traded_volume)
-                desc = "上移一格"
-
-            else:
-                # gridIdx == grid_index: 同格成交，正常情况下不会出现
-                desc = "同格（异常）"
-
-            PrintLog(LogLevel.INFO,
-                     f'|- [{self.tradeTarget.targetName()}] '
-                     f'原网格 {oriIdx} → 现网格 {self.tradeTarget.grid_index}'
-                     f'（{desc}）')
-
-            # ── 成交后统一处理 ──
-            # 1. 持久化状态到数据库（grid_index、持仓量等已变更）
-            self.saveProxy()
-            # 2. 从 orderGrid 清理已成交订单（pop 防 xtquant 重复推送 KeyError）
-            self.orderGrid.pop(gridIdx, None)
-            # 3. 打印成交报告
-            PrintLog(LogLevel.INFO,
-                     f"|- 成交报告[{self.tradeTarget.targetName()}] : "
-                     f"====================================")
-            PrintLog(LogLevel.INFO,
-                     f"|- 标的[{self.tradeTarget.targetName()}] "
-                     f"{desc}-单号{trade.order_id}已成交 ")
-            PrintLog(LogLevel.INFO,
-                     f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
-            PrintLog(LogLevel.INFO,
-                     f'   手续费  : {trade.commission:.3f}')
-            # 4. 刷新网格订单：在新的 grid_index 位置重新挂买卖单
-            # 只有市场活跃时才下单，收盘后不再尝试下单
-            if qmtv.isMarketActive:
-                self.refreshGridOrder()
-            else:
-                PrintLog(LogLevel.INFO,
-                         f'|- 成交后市场已休市，跳过刷新网格订单')
-
-        finally:
-            self.dataUpdateLock.release()
-
-    # ── 工具方法 ──────────────────────────────────────────────
-
-    def _make_remark(self, order_tag: str, grid_idx: int) -> str:
-        """构建订单 remark: '{type},{gridIdx},{stockCode}'"""
-        return f'{order_tag},{grid_idx},{self.tradeTarget.stock_code}'
-
-    @staticmethod
-    def _parse_remark(remark: str):
-        """
-        解析订单 remark → (orderType:str, gridIdx:int, stockCode:str)
-        格式不符返回 None
-        """
-        if not remark:
-            return None
-        parts = remark.split(',')
-        if len(parts) < 3:
-            return None
-        try:
-            return parts[0], int(parts[1]), parts[2]
-        except (ValueError, IndexError):
-            return None
-
-    def _filter_event(self, remark: str, strategy_name: str):
-        """
-        事件过滤器：解析 remark 并校验是否属于本策略本标的
-        通过返回 parsed tuple，不通过返回 None
-        """
-        parsed = self._parse_remark(remark)
-        if parsed is None:
-            return None
-        if strategy_name != self.getName() or self.tradeTarget.stock_code != parsed[2]:
-            return None
-        return parsed
-
-    def getName(self):
-        """返回策略名称，用于在 QMT 中标识订单归属"""
-        return "SFGRID"
-
-    def saveProxy(self):
-        """
-        持久化 tradeTarget 到数据库，并发布 UI 更新事件
-
-        每次状态变更后调用，确保数据库与内存一致，
-        同时通知 UI 刷新表格显示。
-        """
-        PrintLog(LogLevel.DEBUG,
-                 f'|- [DEBUG] saveProxy: {self.tradeTarget.targetName()} '
-                 f'网格={self.tradeTarget.grid_index}')
-        rc = self.tradeTarget.save()
-        event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
-        return rc

core/strategy/sfgrid/bus_events.py

@@ -0,0 +1,3 @@
+# 删除交易标的事件
+EventTradeTargetUpdate = "trade_target_update"
+EventTradeTargetDeleted = "trade_target_deleted"

core/strategy/sfgrid/model.py

@@ -2,10 +2,6 @@ from peewee import CharField, IntegerField, FloatField, BooleanField
 
 from core.database import BaseModel, db
 
-# 策略类型常量
-STRATEGY_TYPE_UNCLASSIFIED = 0  # 未分类持仓
-STRATEGY_TYPE_GRID = 1          # 网格策略
-
 
 # 定义Target类，对应targets表
 class SFGridTradeTarget(BaseModel):
@@ -16,13 +12,12 @@ class SFGridTradeTarget(BaseModel):
     init_price = FloatField(null=True) # 建仓成本
     grid_match_count = IntegerField(default=0)
     grid_total_profit = FloatField(default=0.0)
-    status = IntegerField(default=0)  # 已废弃，改用 strategy_type + grid_index
+    status = IntegerField(default=0)  # -1表示新标的，未完成交易配置，0表示新标的，已完成交易配置，1表示已建初始仓，正常交易中
     enabled = BooleanField(default=False)  # 是否启动交易线程
-    strategy_type = IntegerField(default=0)  # 0=未分类, 1=网格策略
 
     grid_start_price = FloatField(default=10.0) # 基线价格
-    grid_size = FloatField(default=1.0)         # 网格价位差
-    grid_volume = IntegerField(default=200)     # 网格交易量
+    grid_size = FloatField(default=0.1)        # 网格价位差
+    grid_volume = IntegerField(default=100)    # 网格交易量
     grid_upper_count = IntegerField(default=1)  # 基线价格上方网格数
     grid_lower_count = IntegerField(default=10)  # 基线价格下方网格数
 
@@ -47,14 +42,3 @@ class SFGridTradeTarget(BaseModel):
 
 
 db.create_tables([SFGridTradeTarget])
-
-# 数据库迁移: 为已有表添加 strategy_type 字段（如果不存在）
-try:
-    from playhouse.migrate import migrate, SqliteMigrator
-    migrator = SqliteMigrator(db)
-    migrate(
-        migrator.add_column('sfgridtradetarget', 'strategy_type', SFGridTradeTarget.strategy_type),
-    )
-except Exception:
-    # 字段已存在或迁移失败 — 静默跳过
-    pass

core/strategy/sfgrid/sfgrid_strategy.py

@@ -0,0 +1,223 @@
+from core.logger import LogLevel, PrintLog
+from core.qmt import qmtv
+from core.sfgrid import bus_events
+from core.sfgrid.bus_events import EventTradeTargetUpdate
+import core.sfgrid.model as model
+from core.eventbus import event_bus
+from core.constants import OrderTypeBuy, OrderTypeSell, OrderTypeInit
+
+from xtquant import xtconstant
+from xtquant.xttype import XtOrderResponse, XtTrade
+import threading
+import core.eventbus as eBus
+
+
+class SFGridStrategy:
+
+    def __init__(self, tradeTarget: model.SFGridTradeTarget):
+        self.tradeTarget:model.SFGridTradeTarget = tradeTarget
+        event_bus.subscribe(eBus.MarketOrderCreated, self.onOrderCreateAsync)
+        event_bus.subscribe(eBus.MarketOrderTraded, self.onOrderTrade)
+        self.todayUpStopPrice=qmtv.dailyUpStop(tradeTarget.stock_code) # type: ignore
+        self.todayDownStopPrice=qmtv.dailyDownStop(tradeTarget.stock_code) # type: ignore
+        PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}初始化: 停涨价 {self.todayUpStopPrice:.3f}, 停跌价 {self.todayDownStopPrice:.3f}')
+        self.orderGrid = {} # grid index, order_seq | order_id
+        self.loadExistOrders()
+        self.enabledTrading(tradeTarget.enabled)  # type: ignore
+        self.dataUpdateLock = threading.Lock()
+    
+    def loadExistOrders(self):
+        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+        for order in orders:
+            if order.strategy_name != self.getName():
+                continue
+            gridIdx = int(order.order_remark.split(',')[1])
+            self.orderGrid[gridIdx] = order.order_id
+            PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 加载现有订单, grid-{gridIdx} order_id:{self.orderGrid[gridIdx]}')
+    
+    def printPendingOrder(self):
+        for idx, order_id in self.orderGrid.items():
+            PrintLog(LogLevel.DEBUG, f" {idx} : {order_id}")
+
+    def onMarketActiveSwitch(self, isActive: bool):
+        if isActive and self.tradeTarget.enabled:
+            self.refreshGridOrder()
+    
+    def refreshGridOrder(self): # 下网格单
+        if not qmtv.isMarketActive or not self.tradeTarget.enabled:
+            PrintLog(LogLevel.INFO, f'|- 市场 {qmtv.isMarketActive}, 策略 {self.getName()} {self.tradeTarget.enabled}, 不下单')
+            return
+
+        currentIdx:int = 0
+        
+        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+
+        if self.tradeTarget.status == 0 and len([order for order in orders if order.order_remark == f'{OrderTypeInit},1,{self.tradeTarget.stock_code}']) == 0: # status == 0 表示已配置好交易参数，且不存在执行中的建仓单
+            price = self.tradeTarget.getPriceGrid()[0]
+            remark = f'{OrderTypeInit},1,{self.tradeTarget.stock_code}'
+            tmpOrderSeq = qmtv.orderAsync(
+                str(self.tradeTarget.stock_code), 
+                self.tradeTarget.grid_volume,
+                xtconstant.STOCK_BUY, 
+                price,
+                xtconstant.FIX_PRICE,
+                remark, # remark  # type: ignore
+                self.getName(), # strategy_name
+            )
+            self.orderGrid[1] = tmpOrderSeq # seq
+            PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 建仓单，建仓价: {price:.3f}')
+        elif self.tradeTarget.status == 1: # 下网格单
+            currentIdx = self.tradeTarget.grid_index # type: ignore
+            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+
+            # 向上下一单，向下下一单
+            if currentIdx > 0: # 可以下空单
+                sellIdx = currentIdx - 1
+                sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
+                remark = f'{OrderTypeSell},{sellIdx},{self.tradeTarget.stock_code}'
+                if len([order for order in orders if order.order_remark == remark]) == 0: # 网格节点没有卖单，下单
+                    # 不存在策略内同价位订单，下单
+                    tmpOrderSeq = qmtv.orderAsync(
+                                str(self.tradeTarget.stock_code), 
+                                self.tradeTarget.grid_volume,
+                                xtconstant.STOCK_SELL, 
+                                sellPrice,
+                                xtconstant.FIX_PRICE,
+                                remark, # remark  # type: ignore
+                                self.getName(), # strategy_name
+                                )
+                    self.orderGrid[sellIdx] = tmpOrderSeq # seq
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下空单，价格: {sellPrice:.3f}')
+                else:
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位空单，跳过下单')
+            if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单
+                print(f'length: {len(self.tradeTarget.getPriceGrid())}, currentIdx = {currentIdx}')
+                buyIdx = currentIdx + 1
+                buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
+                remark = f'{OrderTypeBuy},{buyIdx},{self.tradeTarget.stock_code}'
+                if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == buyPrice]) == 0:
+                    tmpOrderSeq = qmtv.orderAsync(
+                            str(self.tradeTarget.stock_code), 
+                            self.tradeTarget.grid_volume,
+                            xtconstant.STOCK_BUY, 
+                            buyPrice,
+                            xtconstant.FIX_PRICE,
+                            remark, # remark  # type: ignore
+                            self.getName(), # strategy_name
+                            )
+                    self.orderGrid[buyIdx] = tmpOrderSeq # seq
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下多单，价格: {buyPrice:.3f}')
+                else:
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位多单，跳过下单')
+            else:
+                PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已过下边界，停止多单交易')
+    
+    def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget):
+        PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
+        self.dataUpdateLock.acquire()
+        try:
+            tradeTarget.delete_instance()
+            event_bus.publish(bus_events.EventTradeTargetDeleted, tradeTarget)
+            PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: END')
+        finally:
+            self.dataUpdateLock.release()
+
+    def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
+        self.tradeTarget.enabled = enabled  # type: ignore
+
+        if enabled:
+            PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}交易启动, 持仓量：{self.tradeTarget.current_position}")
+            if self.tradeTarget.status == 0: # 未建仓
+                PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}初始状态, 设置网格序号 1,")
+                self.tradeTarget.grid_index = 1  # pyright: ignore[reportAttributeAccessIssue]
+            else: # 已建仓
+                # 交易阶段，检查仓位，检查现有订单
+                PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 无需建初始仓 当前仓位: {self.tradeTarget.current_position} 状态: {self.tradeTarget.status}")
+                minRequirePosition:int = self.tradeTarget.grid_volume * int(self.tradeTarget.grid_index)  # type: ignore
+                if minRequirePosition <= int(self.tradeTarget.current_position):  # type: ignore
+                    PrintLog(LogLevel.INFO, f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
+                else:
+                    PrintLog(LogLevel.INFO, f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}, 交易启动失败')
+                    self.tradeTarget.enabled = False  # type: ignore
+            self.refreshGridOrder()
+        else:
+            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+            for order in orders:
+                qmtv.xttrader.cancel_order_stock_async(qmtv.account, order.order_id)
+            if len(orders) > 0:
+                PrintLog(LogLevel.INFO, f'  |- 取消未成交订单 {len(orders)}')
+            PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}交易监控暂停")
+        
+        self.saveProxy()
+        return self.tradeTarget
+
+    def isEnabled(self) -> bool:
+        print(f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}')
+        return bool(self.tradeTarget.enabled)  # 修复返回类型问题
+
+    def onOrderCreateAsync(self, response:XtOrderResponse): # 下单成功回调，更新orderID到 self.orderGrid
+        remark = response.order_remark.split(',')
+        stockCode = remark[2] # 从remark中获取stockCode
+        if response.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != stockCode:
+            return
+        self.dataUpdateLock.acquire()
+        try:
+            gridIdx = remark[1] # 从remark中获取gridIdx
+            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: {response.order_id}")
+            self.orderGrid[gridIdx] = response.order_id
+            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} seq:{response.seq} -> order_id:{response.order_id}")
+        except Exception as e:
+            PrintLog(LogLevel.ERROR, f"|- 委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id} - {str(e)}")
+        finally:
+            self.dataUpdateLock.release()
+
+    def onOrderTrade(self, trade:XtTrade): # TODO 委托成交通知,处理成交后网格切换
+        remark = trade.order_remark.split(',')
+        if trade.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != trade.stock_code:
+            return
+        PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : {trade.order_id}')
+
+        self.dataUpdateLock.acquire()
+        try:
+            orderType = trade.order_remark.split(',')[0]
+            gridIdx = trade.order_remark.split(',')[1] # 从remark中获取gridIdx
+            type:str = ""
+            if orderType == OrderTypeInit:
+                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 建仓单成交')
+                self.tradeTarget.status = 1  # type: ignore
+                self.tradeTarget.init_price = trade.traded_price  # type: ignore
+                self.tradeTarget.grid_index = 1  # type: ignore
+                type = "建仓单"
+            else:
+                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 网格单成交')
+                oriIdx = self.tradeTarget.grid_index
+                if gridIdx > self.tradeTarget.grid_index:
+                    type = "下移一格"
+                    self.tradeTarget.grid_index +=1
+                elif gridIdx < self.tradeTarget.grid_index:
+                    type = "上移一格"
+                    self.tradeTarget.grid_match_count += 1
+                    self.tradeTarget.grid_total_profit += self.tradeTarget.grid_size * trade.traded_volume
+                    self.tradeTarget.grid_index -= 1
+                else:
+                    type = "保持格, 理论上不应该输出"
+                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - 原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}')
+            
+            self.saveProxy()
+            del self.orderGrid[gridIdx]
+            PrintLog(LogLevel.INFO, f"|- 成交报告[{self.tradeTarget.targetName()}] : ====================================")
+            PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{trade.order_id}已成交 ")
+            PrintLog(LogLevel.INFO, f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
+            PrintLog(LogLevel.INFO, f'   手续费  : {trade.commission:.3f}')
+            self.refreshGridOrder() # 更新网格订单
+        finally:
+            self.dataUpdateLock.release()
+
+
+    def getName(self):
+        return "SFGRID"
+    
+    def saveProxy(self):
+        rc = self.tradeTarget.save()
+        event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
+        return rc

core/strategy/sfgrid/sfgrid_ui.py

@@ -0,0 +1,985 @@
+from typing import Any
+
+import tkinter as tk
+from tkinter import ttk, messagebox
+from datetime import datetime
+import threading
+import time
+import core.eventbus as eBus
+from core.logger import LogLevel, PrintLog
+from core.sfgrid import bus_events
+from core.sfgrid.model import SFGridTradeTarget
+from core.qmt import qmtv
+from core.sfgrid.sfgrid_strategy import SFGridStrategy
+
+
+class TradeTargetUI(ttk.Frame):
+    def __init__(self, parent):
+        super().__init__(parent)
+        self.tradeTargetData:dict[int, SFGridTradeTarget] = {} # id->trade_target
+        self.stockCodeIdMap:dict[str, int] = {}
+        self.strategy_ctrl:dict[int, SFGridStrategy] = {} # stock_code->trade_target
+        self.targetMarketPrice: dict[int, float] = {}
+        self.targetAvgPrice: dict[int, float] = {}
+        self.listening_stock = []
+        # 监控价格，默认值为10
+        self.monitor_price = 10.0
+
+        self.init_trade_target_pool()
+        
+        # 市场监控数据
+        self.marketData: dict[str, Any] = {}  # 存储市场数据 {stock_code: {stock_name, last_price, time}}
+        
+        # 市场监控窗口显示状态
+        self.market_monitor_visible = True
+        
+        # 创建界面
+        self.create_ui()
+        eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
+        
+        eBus.event_bus.subscribe(bus_events.EventTradeTargetUpdate, self.onStrategyUpdate)
+        eBus.event_bus.subscribe(bus_events.EventTradeTargetDeleted, self.onTradeTargetDeleted)
+    
+
+    def init_trade_target_pool(self):
+        results = SFGridTradeTarget.select()
+        for temp in results:
+            tradeTarget:SFGridTradeTarget = temp
+            pos = qmtv.getStockPosition(tradeTarget.stock_code)
+            tradeTarget.current_position = 0 if pos is None else pos.volume # type: ignore
+            if pos is None:
+                self.targetAvgPrice[tradeTarget.get_id()] = 0.0
+            else:
+                self.targetAvgPrice[tradeTarget.get_id()] = pos.avg_price
+                PrintLog(LogLevel.INFO, f'- [成功]获取持仓信息: {tradeTarget.stock_code} {tradeTarget.targetName()} {tradeTarget.current_position} {pos.avg_price}')
+
+            self.updateTradeTarget(tradeTarget, True) # 初始化的时候
+
+        PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的')
+
+    
+    # 收集所有市场数据用于市场监控
+    def onMarketDataUpdated(self, data):
+        for stock_code, tickData in data.items():
+            if stock_code in self.stockCodeIdMap:
+                id:int = self.stockCodeIdMap[stock_code]
+                self.targetMarketPrice[id] = tickData['lastPrice']
+                tradeTarget = self.tradeTargetData[id]
+                # timeStr = datetime.fromtimestamp(tickData['time']/1000)
+                lastPrice = float("{:.3f}".format(tickData['lastPrice']))    
+                tradeTarget.market_price = lastPrice  # type: ignore
+                # PrintLog(LogLevel.INFO, f'|- 市价更新[{tradeTarget.targetName()}] - {timeStr.strftime("%H:%M:%S")} 市价更新: {lastPrice}======================{id}')
+                self.updateTradeTarget(tradeTarget, False) # 市价更新
+            else:
+                # 非目标交易，发布市场数据更新事件用于市场监控
+                lastPrice = tickData['lastPrice']
+                # 使用用户设置的监控价格替代硬编码的10
+                if lastPrice == self.monitor_price or stock_code in self.listening_stock:
+                    # 发布市场数据更新事件用于市场监控
+                    if stock_code not in self.listening_stock:
+                        self.listening_stock.append(stock_code)
+                    # 更新市场监控数据用于UI显示
+                    current_time = datetime.now().strftime("%H:%M:%S")
+                    self.marketData[str(stock_code)] = {
+                        'stock_name': qmtv.getInstrumentName(stock_code),
+                        'last_price': tickData['lastPrice'],
+                        'time': current_time
+                    }
+
+
+    # 来自策略的数据更新
+    def onStrategyUpdate(self, target: SFGridTradeTarget):
+        id = target.get_id()
+        self.tradeTargetData[id] = target
+
+
+    # priceChange 用于控制是否对更新价格数据，进行交易判断
+    def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True):
+        if save:
+            target.save()
+
+        id = target.get_id()
+        # PrintLog(LogLevel.INFO, f'  [序号-{id}] 股票代码: {target.stock_code}-{target.stock_name}: {target.plan_buy_price} {target.plan_sell_price}') # type: ignore
+        # 更新或添加数据到本地缓存
+        self.tradeTargetData[id] = target
+            
+        if id not in self.strategy_ctrl:
+            self.stockCodeIdMap[target.stock_code] = id  # type: ignore
+            self.strategy_ctrl[id] = SFGridStrategy(target)  # pyright: ignore[reportArgumentType]
+        if id in self.targetAvgPrice:
+            pos = qmtv.getStockPosition(target.stock_code)
+            if pos is not None:
+                self.targetAvgPrice[id] = pos.avg_price
+
+    # UI CREATE
+    def create_ui(self):
+        """创建UI界面"""
+        # 主框架（使用self作为父容器）
+        main_frame = ttk.Frame(self)
+        main_frame.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
+
+        # 创建工具栏
+        toolbar_frame = ttk.Frame(main_frame)
+        toolbar_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        # 工具栏按钮
+        ttk.Button(toolbar_frame, text="➕ 添加标的", 
+                  command=self.btnHandlerAddTradeTarget, width=12).pack(side=tk.LEFT, padx=2)
+        ttk.Button(toolbar_frame, text="🗑 删除标的", 
+                  command=self.btnHandlerDelSelectedTradeTarget, width=12).pack(side=tk.LEFT, padx=2)
+        ttk.Button(toolbar_frame, text="▶️ 启动交易", 
+                  command=self.btnHandlerStartSelectedTrade, width=12).pack(side=tk.LEFT, padx=2)
+        ttk.Button(toolbar_frame, text="⏸ 暂停交易", 
+                  command=self.btnHandlerStopSelectedTrade, width=12).pack(side=tk.LEFT, padx=2)
+        ttk.Button(toolbar_frame, text="🛠 交易设置", 
+                  command=self.btnHandlerTradeSettings, width=12).pack(side=tk.LEFT, padx=2)
+        
+        ttk.Button(toolbar_frame, text="▣ 边栏", 
+                  command=self.btnHandlerToggleMarketMonitor, width=8).pack(side=tk.RIGHT, padx=2)
+        # 添加价格监控输入字段和确认按钮
+        ttk.Button(toolbar_frame, text="确认", 
+                  command=self.btnHandlerSetMonitorPrice, width=8).pack(side=tk.RIGHT, padx=2)
+        self.monitor_price_entry = ttk.Entry(toolbar_frame, width=8)
+        self.monitor_price_entry.insert(0, str(self.monitor_price))
+        self.monitor_price_entry.pack(side=tk.RIGHT, padx=2)
+        ttk.Label(toolbar_frame, text="价格").pack(side=tk.RIGHT, padx=(20, 2))
+        ttk.Label(toolbar_frame, text="监控配置").pack(side=tk.RIGHT, padx=(20, 2))
+        
+
+        # 表格区域
+        self.create_tables_area(main_frame)
+
+        # 启动刷新线程
+        self.refresh_thread = threading.Thread(target=self.refresh_loop, daemon=True)
+        self.refresh_thread.start()
+    
+    
+    def refresh_loop(self):
+        """刷新循环"""
+        while True:
+            self.after(0, self.refresh_table)
+            self.after(0, self.populate_market_table)
+            time.sleep(0.5)  # 每0.5秒刷新一次
+
+
+    def create_tables_area(self, parent):
+        """创建表格区域"""
+        # 创建主表格框架（水平排列）
+        tables_frame = ttk.Frame(parent)
+        tables_frame.pack(fill=tk.BOTH, expand=True, pady=(0, 5))
+        
+        # 左侧交易标的区域
+        trade_frame = ttk.LabelFrame(tables_frame, text="交易标的详情", padding=10)
+        trade_frame.pack(side=tk.LEFT, fill=tk.BOTH, expand=True, padx=(0, 5))
+        
+        # 创建交易标的表格
+        self.create_trade_target_table(trade_frame)
+        
+        # 右侧市场监控区域
+        self.market_frame = ttk.LabelFrame(tables_frame, text="市场监控", padding=10)
+        self.market_frame.pack(side=tk.RIGHT, fill=tk.BOTH, expand=True, padx=(5, 0))
+        
+        # 创建市场监控表格
+        self.create_market_monitor_table(self.market_frame)
+
+    
+    def create_trade_target_table(self, parent):
+        """创建交易标的表格"""
+        
+        columns = ("ID",
+            "股票代码", "股票名称", "市场价", "当前持仓", "建仓成本",
+            "平均成本", "网格匹配次数", "网格收益", "交易状态"
+        )
+        
+        self.trade_table = ttk.Treeview(parent, columns=columns, show='headings', height=15)
+        
+        # 专业化的列配置
+        column_configs = {
+            "ID": (50, tk.CENTER),
+            "股票代码": (80, tk.CENTER),
+            "股票名称": (80, tk.E),
+            "市场价": (70, tk.E),
+            "当前持仓": (80, tk.E),
+            "建仓成本": (60, tk.E),
+            "平均成本": (60, tk.E),
+            "网格匹配次数": (60, tk.E),
+            "网格收益": (60, tk.E),
+            "交易状态": (80, tk.CENTER)
+        }
+        
+        for col in columns:
+            width, anchor = column_configs[col]
+            self.trade_table.heading(col, text=col)
+            self.trade_table.column(col, width=width, anchor=anchor)  # type: ignore
+        
+        # 填充数据
+        self.populate_trade_table()
+        
+        # 滚动条
+        scrollbar = ttk.Scrollbar(parent, orient=tk.VERTICAL, command=self.trade_table.yview)
+        self.trade_table.configure(yscrollcommand=scrollbar.set)
+        
+        self.trade_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
+        
+        # 绑定双击事件
+        self.trade_table.bind("<Double-1>", self.on_table_double_click)
+    
+    def create_market_monitor_table(self, parent):
+        """创建市场监控表格"""
+        columns = ("时间", "股票名称", "最新价格")
+        
+        self.market_table = ttk.Treeview(parent, columns=columns, show='headings', height=15)
+        
+        # 列配置
+        column_configs = {
+            "时间": (50, tk.CENTER),
+            "股票名称": (80, tk.CENTER),
+            "最新价格": (50, tk.CENTER)
+        }
+        
+        for col in columns:
+            width, anchor = column_configs[col]
+            self.market_table.heading(col, text=col)
+            self.market_table.column(col, width=width, anchor=anchor)  # type: ignore
+        
+        # 滚动条
+        scrollbar = ttk.Scrollbar(parent, orient=tk.VERTICAL, command=self.market_table.yview)
+        self.market_table.configure(yscrollcommand=scrollbar.set)
+        
+        self.market_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
+        
+        # 绑定双击事件
+        self.market_table.bind("<Double-1>", self.on_market_table_double_click)
+        
+        # 填充初始数据
+        self.populate_market_table()
+    
+    def populate_market_table(self):
+        """填充市场监控表格数据"""
+        # 保存当前选中的项
+        selected_items = self.market_table.selection()
+        selected_values = []
+        for item in selected_items:
+            values = self.market_table.item(item)['values']
+            if values:
+                selected_values.append(values[1])  # 保存股票代码
+        
+        # 清空现有数据
+        for item in self.market_table.get_children():
+            self.market_table.delete(item)
+        
+        # 填充市场数据
+        tmp = self.marketData.copy()
+        for stock_code, data in tmp.items():
+            # 处理时间格式，仅显示 hh:mm:ss
+            time_str = data['time']
+            # 如果时间字符串包含空格，说明包含日期和时间，只取时间部分
+            if ' ' in time_str:
+                time_str = time_str.split(' ')[1]
+            
+            # 确保时间格式为 hh:mm:ss，如果只有 hh:mm 则补充 :00
+            if ':' in time_str:
+                time_components = time_str.split(':')
+                if len(time_components) == 2:
+                    # 只有小时和分钟，补充秒
+                    time_str = f"{time_components[0]}:{time_components[1]}:00"
+                elif len(time_components) >= 3:
+                    # 有小时、分钟和秒，只取前三个部分
+                    time_str = f"{time_components[0]}:{time_components[1]}:{time_components[2]}"
+            
+            values = [
+                time_str,
+                data['stock_name']+f"-{stock_code}",
+                f"{data['last_price']:.3f}",
+                stock_code
+            ]
+            self.market_table.insert('', tk.END, values=values)
+        
+        # 恢复之前选中的项
+        if selected_values:
+            for item in self.market_table.get_children():
+                values = self.market_table.item(item)['values']
+                if values and values[1] in selected_values:  # 比较股票代码
+                    self.market_table.selection_add(item)
+    
+    def on_market_table_double_click(self, event):
+        """市场监控表格双击事件"""
+        selected = self.market_table.selection()
+        if selected:
+            item = selected[0]
+            values = self.market_table.item(item)['values']
+            print(values)
+            stock_name = values[1]
+            last_price = values[2]
+            stock_code = values[3]
+            
+            # 检查是否已在交易池中
+            is_in_trade_pool = any(target.stock_code == stock_code for target in self.tradeTargetData.values())
+            
+            if is_in_trade_pool:
+                messagebox.showinfo("提示", f"{stock_code} ({stock_name}) 已在交易池中")
+            else:
+                result = messagebox.askyesno(
+                    "添加交易标的",
+                    f"确定要将以下股票添加到交易池吗？\n\n"
+                    f"股票代码: {stock_code}\n"
+                    f"股票名称: {stock_name}\n"
+                    f"最新价格: {last_price}"
+                )
+                
+                if result:
+                    # 发布事件通知主控制器添加标的
+                    self.addTradeTarget(stock_code)
+    
+    def get_trade_enabled_indicator(self, target: SFGridTradeTarget) -> str:
+        """获取交易状态指示器"""
+        if target.status == -1:
+            return "请做交易设置"
+        elif target.status >= 0:
+            if target.enabled:
+                return "▶ 运行中"
+            else:
+                return "⏸ 已停止"
+
+    
+    def populate_trade_table(self):
+        """填充交易标的表格数据"""
+        for id, target in self.tradeTargetData.items():
+            values = [
+                id,
+                target.stock_code, # "股票代码"
+                target.stock_name, # "股票名称"
+                f"{self.targetMarketPrice[id]:.3f}" if id in self.targetMarketPrice else '-', # "市场价"
+                target.current_position, # "当前持仓"
+                '-' if target.init_price is None else f"{target.init_price:.3f}", # "建仓成本"
+                 f"{self.targetAvgPrice[id]:.3f}", # "平均成本"
+                target.grid_match_count, # "网格匹配次数"
+                f"{target.grid_total_profit:.3f}", # "网格收益"
+                self.get_trade_enabled_indicator(target)  # type: ignore
+            ]
+            
+            self.trade_table.insert('', tk.END, values=values)
+
+    
+    def on_table_double_click(self, event):
+        """表格双击事件"""
+        selected = self.trade_table.selection()
+        if selected:
+            item = selected[0]
+            values = self.trade_table.item(item)['values']
+            ctrl = self.strategy_ctrl[values[0]]
+            PrintLog(LogLevel.DEBUG, f"双击查看详情: {values[0]} - {values[1]}")
+            PrintLog(LogLevel.DEBUG, f"双击查看详情 - 订单网格")
+            ctrl.printPendingOrder()
+    
+    def get_selected_target(self):
+        """获取选中的交易标的"""
+        selected = self.trade_table.selection()
+        if not selected:
+            messagebox.showwarning("未选中", "请先选择一个交易标的")
+            return None
+        
+        # 获取选中行的ID
+        item = selected[0]
+        values = self.trade_table.item(item)['values']
+        target_id = values[0]
+        
+        # 从列表中找到对应的target对象
+        for id in self.tradeTargetData:
+            if int(target_id) == id:  # type: ignore
+                return self.tradeTargetData[id]
+        
+        return None
+    
+    def refresh_table(self):
+        """刷新表格数据"""
+        # 保存当前选中的项
+        selected_items = self.trade_table.selection()
+        selected_values = []
+        for item in selected_items:
+            values = self.trade_table.item(item)['values']
+            if values:
+                selected_values.append(values[0])  # 保存ID
+        
+        # 清空表格
+        for item in self.trade_table.get_children():
+            self.trade_table.delete(item)
+        
+        # 重新填充
+        self.populate_trade_table()
+        
+        # 恢复之前选中的项
+        if selected_values:
+            for item in self.trade_table.get_children():
+                values = self.trade_table.item(item)['values']
+                if values and values[0] in selected_values:
+                    self.trade_table.selection_add(item)
+        
+        # 刷新市场监控表格
+        self.populate_market_table()
+    
+    def create_grid_view_window(self, target: SFGridTradeTarget):
+        """创建网格配置查看窗口（只读）"""
+        # 获取顶层窗口
+        root = self.winfo_toplevel()
+        
+        # 创建顶层窗口
+        view_window = tk.Toplevel(root)
+        view_window.title(f"网格配置查看 - {target.stock_code} ({target.stock_name})")
+        view_window.geometry("500x450")
+        view_window.resizable(False, False)
+        
+        # 设置窗口模态
+        view_window.transient(root)
+        view_window.grab_set()
+        
+        # 居中显示
+        root.update_idletasks()
+        x = root.winfo_x() + (root.winfo_width() // 2) - 250
+        y = root.winfo_y() + (root.winfo_height() // 2) - 225
+        view_window.geometry(f"500x450+{x}+{y}")
+        
+        # 创建主框架
+        main_frame = ttk.Frame(view_window, padding=20)
+        main_frame.pack(fill=tk.BOTH, expand=True)
+        
+        # 显示股票信息
+        info_frame = ttk.LabelFrame(main_frame, text="标的详情", padding=10)
+        info_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        ttk.Label(info_frame, text=f"股票代码: {target.stock_code}").grid(row=0, column=0, sticky=tk.W, pady=2)
+        ttk.Label(info_frame, text=f"股票名称: {target.stock_name}").grid(row=0, column=1, sticky=tk.W, padx=(20, 0), pady=2)
+        ttk.Label(info_frame, text=f"状态: 已建初始仓（仅查看模式）").grid(row=1, column=0, columnspan=2, sticky=tk.W, pady=2)
+        
+        # 创建网格配置查看框架
+        config_frame = ttk.LabelFrame(main_frame, text="网格配置", padding=10)
+        config_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        # 基准价格
+        base_price_frame = ttk.Frame(config_frame)
+        base_price_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(base_price_frame, text="基准价格:", width=15).pack(side=tk.LEFT)
+        ttk.Label(base_price_frame, text=f"{target.grid_start_price:.3f}", width=15, anchor=tk.W).pack(side=tk.LEFT, padx=5)
+        ttk.Label(base_price_frame, text="元", foreground='gray').pack(side=tk.LEFT)
+        
+        # 网格大小
+        grid_size_frame = ttk.Frame(config_frame)
+        grid_size_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(grid_size_frame, text="网格大小:", width=15).pack(side=tk.LEFT)
+        ttk.Label(grid_size_frame, text=f"{target.grid_size:.3f}", width=15, anchor=tk.W).pack(side=tk.LEFT, padx=5)
+        ttk.Label(grid_size_frame, text="元", foreground='gray').pack(side=tk.LEFT)
+        
+        # 网格交易量
+        grid_volume_frame = ttk.Frame(config_frame)
+        grid_volume_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(grid_volume_frame, text="网格交易量:", width=15).pack(side=tk.LEFT)
+        ttk.Label(grid_volume_frame, text=str(target.grid_volume), width=15, anchor=tk.W).pack(side=tk.LEFT, padx=5)
+        ttk.Label(grid_volume_frame, text="股", foreground='gray').pack(side=tk.LEFT)
+        
+        # 上方网格数量
+        upper_count_frame = ttk.Frame(config_frame)
+        upper_count_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(upper_count_frame, text="上方网格数量:", width=15).pack(side=tk.LEFT)
+        ttk.Label(upper_count_frame, text=str(target.grid_upper_count), width=15, anchor=tk.W).pack(side=tk.LEFT, padx=5)
+        ttk.Label(upper_count_frame, text="格", foreground='gray').pack(side=tk.LEFT)
+        
+        # 下方网格数量
+        lower_count_frame = ttk.Frame(config_frame)
+        lower_count_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(lower_count_frame, text="下方网格数量:", width=15).pack(side=tk.LEFT)
+        ttk.Label(lower_count_frame, text=str(target.grid_lower_count), width=15, anchor=tk.W).pack(side=tk.LEFT, padx=5)
+        ttk.Label(lower_count_frame, text="格", foreground='gray').pack(side=tk.LEFT)
+        
+        # 生成网格价格序列
+        price_grid_frame = ttk.LabelFrame(main_frame, text="网格价格序列", padding=10)
+        price_grid_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        # 计算并显示网格价格序列
+        price_list = target.getPriceGrid()
+        price_text = ", ".join([f"{price:.3f}" for price in price_list])
+        
+        # 创建文本框显示网格价格序列
+        text_frame = ttk.Frame(price_grid_frame)
+        text_frame.pack(fill=tk.BOTH, expand=True)
+        
+        text_widget = tk.Text(text_frame, height=4, wrap=tk.WORD)
+        text_widget.insert(tk.END, price_text)
+        text_widget.config(state=tk.DISABLED)  # 只读
+        
+        scrollbar = ttk.Scrollbar(text_frame, orient=tk.VERTICAL, command=text_widget.yview)
+        text_widget.configure(yscrollcommand=scrollbar.set)
+        
+        text_widget.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
+        
+        # 关闭按钮
+        button_frame = ttk.Frame(main_frame)
+        button_frame.pack(fill=tk.X, pady=(10, 0))
+        ttk.Button(button_frame, text="关闭", command=view_window.destroy).pack(side=tk.RIGHT, padx=5)
+    
+    def create_grid_config_window(self, target: SFGridTradeTarget):
+        """创建网格配置窗口（可编辑）"""
+        # 获取顶层窗口
+        root = self.winfo_toplevel()
+        
+        # 创建顶层窗口
+        config_window = tk.Toplevel(root)
+        config_window.title(f"网格配置 - {target.stock_code} ({target.stock_name})")
+        config_window.geometry("550x550")
+        config_window.resizable(False, False)
+        
+        # 设置窗口模态
+        config_window.transient(root)
+        config_window.grab_set()
+        
+        # 居中显示
+        root.update_idletasks()
+        x = root.winfo_x() + (root.winfo_width() // 2) - 275
+        y = root.winfo_y() + (root.winfo_height() // 2) - 275
+        config_window.geometry(f"550x550+{x}+{y}")
+        
+        # 创建主框架
+        main_frame = ttk.Frame(config_window, padding=20)
+        main_frame.pack(fill=tk.BOTH, expand=True)
+        
+        # 显示股票信息
+        info_frame = ttk.LabelFrame(main_frame, text="标的详情", padding=10)
+        info_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        ttk.Label(info_frame, text=f"股票代码: {target.stock_code}").grid(row=0, column=0, sticky=tk.W, pady=2)
+        ttk.Label(info_frame, text=f"股票名称: {target.stock_name}").grid(row=0, column=1, sticky=tk.W, padx=(20, 0), pady=2)
+        ttk.Label(info_frame, text=f"状态: 新标的（可配置模式）").grid(row=1, column=0, columnspan=2, sticky=tk.W, pady=2)
+        
+        # 创建网格配置框架
+        config_frame = ttk.LabelFrame(main_frame, text="网格配置", padding=15)
+        config_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        # 创建输入框字典用于保存引用
+        entries = {}
+        
+        # 基准价格
+        base_price_frame = ttk.Frame(config_frame)
+        base_price_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(base_price_frame, text="基准价格:", width=15).pack(side=tk.LEFT)
+        base_price_entry = ttk.Entry(base_price_frame, width=15)
+        base_price_entry.insert(0, str(target.grid_start_price))
+        base_price_entry.pack(side=tk.LEFT, padx=5)
+        ttk.Label(base_price_frame, text="元", foreground='gray').pack(side=tk.LEFT)
+        entries['grid_start_price'] = base_price_entry
+        
+        # 网格大小
+        grid_size_frame = ttk.Frame(config_frame)
+        grid_size_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(grid_size_frame, text="网格大小:", width=15).pack(side=tk.LEFT)
+        grid_size_entry = ttk.Entry(grid_size_frame, width=15)
+        grid_size_entry.insert(0, str(target.grid_size))
+        grid_size_entry.pack(side=tk.LEFT, padx=5)
+        ttk.Label(grid_size_frame, text="元", foreground='gray').pack(side=tk.LEFT)
+        entries['grid_size'] = grid_size_entry
+        
+        # 网格交易量
+        grid_volume_frame = ttk.Frame(config_frame)
+        grid_volume_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(grid_volume_frame, text="网格交易量:", width=15).pack(side=tk.LEFT)
+        grid_volume_entry = ttk.Entry(grid_volume_frame, width=15)
+        grid_volume_entry.insert(0, str(target.grid_volume))
+        grid_volume_entry.pack(side=tk.LEFT, padx=5)
+        ttk.Label(grid_volume_frame, text="手", foreground='gray').pack(side=tk.LEFT)
+        entries['grid_volume'] = grid_volume_entry
+        
+        # 上方网格数量
+        upper_count_frame = ttk.Frame(config_frame)
+        upper_count_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(upper_count_frame, text="上方网格数量:", width=15).pack(side=tk.LEFT)
+        upper_count_entry = ttk.Entry(upper_count_frame, width=15)
+        upper_count_entry.insert(0, str(target.grid_upper_count))
+        upper_count_entry.pack(side=tk.LEFT, padx=5)
+        ttk.Label(upper_count_frame, text="格", foreground='gray').pack(side=tk.LEFT)
+        entries['grid_upper_count'] = upper_count_entry
+        
+        # 下方网格数量
+        lower_count_frame = ttk.Frame(config_frame)
+        lower_count_frame.pack(fill=tk.X, pady=5)
+        ttk.Label(lower_count_frame, text="下方网格数量:", width=15).pack(side=tk.LEFT)
+        lower_count_entry = ttk.Entry(lower_count_frame, width=15)
+        lower_count_entry.insert(0, str(target.grid_lower_count))
+        lower_count_entry.pack(side=tk.LEFT, padx=5)
+        ttk.Label(lower_count_frame, text="格", foreground='gray').pack(side=tk.LEFT)
+        entries['grid_lower_count'] = lower_count_entry
+        
+        # 预览按钮和结果显示
+        preview_frame = ttk.LabelFrame(main_frame, text="网格价格序列预览", padding=10)
+        preview_frame.pack(fill=tk.X, pady=(0, 10))
+        
+        preview_result = tk.StringVar(value="点击'预览'查看生成的网格价格序列")
+        
+        def calculate_grid_prices():
+            """计算网格价格序列"""
+            try:
+                base_price = float(base_price_entry.get())
+                grid_size = float(grid_size_entry.get())
+                upper_count = int(upper_count_entry.get())
+                lower_count = int(lower_count_entry.get())
+                
+                prices = []
+                
+                # 计算上方网格价格
+                for i in range(upper_count, 0, -1):
+                    price = base_price + grid_size * i
+                    prices.append(round(price, 3))
+                
+                # 添加基准价格
+                prices.append(base_price)
+                
+                # 计算下方网格价格
+                for i in range(1, lower_count + 1):
+                    price = base_price - grid_size * i
+                    # 确保价格不为负
+                    if price >= 0:
+                        prices.append(round(price, 3))
+                    else:
+                        break
+                
+                return prices
+            except ValueError:
+                return None
+        
+        def update_preview():
+            """更新网格价格序列预览"""
+            prices = calculate_grid_prices()
+            if prices:
+                price_str = ", ".join([str(p) for p in prices])
+                preview_result.set(f"网格价格序列: {price_str}")
+            else:
+                preview_result.set("参数错误，请检查输入！")
+        
+        # 绑定输入变化自动预览
+        for entry_widget in entries.values():
+            entry_widget.bind("<KeyRelease>", lambda e: update_preview())
+            entry_widget.bind("<FocusOut>", lambda e: update_preview())
+        
+        # 预览按钮
+        preview_button_frame = ttk.Frame(preview_frame)
+        preview_button_frame.pack(fill=tk.X, pady=5)
+        # ttk.Button(preview_button_frame, text="预览", command=update_preview).pack(side=tk.LEFT)
+        
+        # 预览结果显示
+        preview_label = ttk.Label(preview_button_frame, textvariable=preview_result, foreground='blue')
+        preview_label.pack(side=tk.LEFT, padx=10)
+        
+        # 初始预览
+        update_preview()
+        
+        # 按钮框架
+        button_frame = ttk.Frame(main_frame)
+        button_frame.pack(fill=tk.X, pady=(10, 0))
+        
+        def save_config():
+            """保存配置"""
+            try:
+                # 获取输入值
+                grid_start_price = float(base_price_entry.get())
+                grid_size = float(grid_size_entry.get())
+                grid_volume = int(grid_volume_entry.get())
+                grid_upper_count = int(upper_count_entry.get())
+                grid_lower_count = int(lower_count_entry.get())
+                
+                # 更新target对象（使用setattr来正确设置Peewee字段的值）
+                setattr(target, 'grid_start_price', grid_start_price)
+                setattr(target, 'grid_size', grid_size)
+                setattr(target, 'grid_volume', grid_volume)
+                setattr(target, 'grid_upper_count', grid_upper_count)
+                setattr(target, 'grid_lower_count', grid_lower_count)
+                setattr(target, 'status', 0)
+                
+                # 更新策略控制器
+                self.updateTradeTarget(target, True) # 网格配置变更
+                
+                # 关闭窗口
+                config_window.destroy()
+                
+                # 添加日志
+                PrintLog(LogLevel.INFO, f"网格配置已保存: {target.stock_code} - {target.stock_name}")
+                messagebox.showinfo("成功", "网格配置已保存！")
+                
+            except ValueError:
+                messagebox.showerror("错误", "输入参数有误，请检查！")
+            except Exception as e:
+                messagebox.showerror("错误", f"保存配置失败：{str(e)}")
+                PrintLog(LogLevel.ERROR, f"保存网格配置失败: {str(e)}")
+        
+        # 保存和取消按钮
+        ttk.Button(button_frame, text="保存", command=save_config).pack(side=tk.RIGHT, padx=5)
+        ttk.Button(button_frame, text="取消", command=config_window.destroy).pack(side=tk.RIGHT, padx=5)
+    
+    def decrease_grid_index(self, grid_index_var: tk.IntVar, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
+        """减少网格序号"""
+        current_value = grid_index_var.get()
+        if current_value > 0:
+            grid_index_var.set(current_value - 1)
+            # 同步更新需求持仓量和持仓状态
+            self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
+    
+    def increase_grid_index(self, grid_index_var: tk.IntVar, max_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
+        """增加网格序号"""
+        current_value = grid_index_var.get()
+        if current_value < max_index:
+            grid_index_var.set(current_value + 1)
+            # 同步更新需求持仓量和持仓状态
+            self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
+    
+    def update_position_status(self, current_position: int, required_position: int, status_label: ttk.Label):
+        """更新持仓量状态提示"""
+        if current_position >= required_position:
+            status_label.config(text="持仓量充足", foreground="green")
+        else:
+            shortage = required_position - current_position
+            status_label.config(text=f"还需补充 {shortage} 手仓位", foreground="red")
+
+    
+    def update_required_position_and_status(self, grid_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
+        """更新需求持仓量和持仓状态"""
+        # 计算需求持仓量
+        required_position:int = grid_index * target.grid_volume # type: ignore
+        required_position_label.config(text=str(required_position))
+        
+        # 更新持仓量状态
+        current_position = getattr(target, 'current_position')
+        self.update_position_status(current_position, required_position, position_status_label)
+    
+    
+    # 交易池管理
+    def addTradeTarget(self, stock_code: str, gridIndex: int = 1):    # 新增
+        """处理添加交易标的事件"""
+        try:
+            stock_name = qmtv.getInstrumentName(stock_code)
+            if not stock_name:
+                PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确')
+                return
+            PrintLog(LogLevel.DEBUG, f'添加交易标的: {stock_code} {stock_name}')
+            
+            # 检查是否已存在该标的
+            existing_target = SFGridTradeTarget.get_or_none(SFGridTradeTarget.stock_code == stock_code)
+            if existing_target:
+                PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
+                return
+            
+            # 刷新标的持仓
+            pos = qmtv.getStockPosition(stock_code) # type: ignore
+            new_target = SFGridTradeTarget.create(
+                stock_name=stock_name,
+                stock_code=stock_code,
+                current_position="0" if pos is None else str(pos.volume),
+                grid_index=gridIndex,
+                init_price=0.0,
+                status=-1
+            )
+            # 更新标的池
+            self.updateTradeTarget(new_target, True) # 新增标的，相当于也是初始化
+            
+        except Exception as e:
+            PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
+
+    # button handlers =============================================================================================
+    def btnHandlerGridCorrect(self):
+        
+        target = self.get_selected_target()
+        if not target:
+            return
+        self.create_grid_correction_window(target)
+    
+
+    def btnHandlerToggleMarketMonitor(self):
+        """切换市场监控窗口显示/隐藏"""
+        if self.market_monitor_visible:
+            # 隐藏市场监控窗口
+            self.market_frame.pack_forget()
+            self.market_monitor_visible = False
+        else:
+            # 显示市场监控窗口
+            self.market_frame.pack(side=tk.RIGHT, fill=tk.BOTH, expand=True, padx=(5, 0))
+            self.market_monitor_visible = True
+
+    def btnHandlerTradeSettings(self):
+        """网格配置功能"""
+        target = self.get_selected_target()
+        if not target:
+            return
+        
+        # 检查标的的状态，status为1时仅可查看
+        if target.status == -1 or target.status == 0:
+            self.create_grid_config_window(target)
+        else:
+            # 创建只读的网格配置查看窗口
+            self.create_grid_view_window(target)
+
+    def btnHandlerStartSelectedTrade(self):
+        """启动选中的交易"""
+        target = self.get_selected_target()
+        if not target:
+            return
+        
+        if target.status < 0:
+            messagebox.showinfo("提示", f"{target.stock_code} ({target.stock_name}) 未配置交易参数, 请做交易设置。")
+            return
+        
+        if target.enabled:  # type: ignore
+            messagebox.showinfo("提示", f"{target.stock_code} ({target.stock_name}) 已经在运行中")
+            return
+        
+        result = messagebox.askyesno(
+            "确认启动",
+            f"确定要启动以下交易标的吗？\n\n"
+            f"股票代码: {target.stock_code}\n"
+            f"股票名称: {target.stock_name}"
+        )
+        
+        if result:
+            PrintLog(LogLevel.INFO, f'启动标的交易 {target.targetName()}')
+            target.enabled = True  # type: ignore
+    
+            id =  target.get_id()
+            if id in self.strategy_ctrl:
+                tradeController: SFGridStrategy = self.strategy_ctrl[target.get_id()]
+                tradeTarget = tradeController.enabledTrading(True)
+                self.tradeTargetData[id] = tradeTarget
+            else:
+                PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {target.targetName()}")
+    
+    def btnHandlerStopSelectedTrade(self):
+        """暂停选中的交易"""
+        target = self.get_selected_target()
+        if not target:
+            return
+        
+        if not target.enabled:  # type: ignore
+            messagebox.showinfo("提示", f"{target.stock_code} ({target.stock_name}) 已经是暂停状态")
+            return
+        
+        result = messagebox.askyesno(
+            "确认暂停",
+            f"确定要暂停以下交易标的吗？\n\n"
+            f"股票代码: {target.stock_code}\n"
+            f"股票名称: {target.stock_name}"
+        )
+        
+        if result:
+            PrintLog(LogLevel.INFO, f'暂停标的交易 {target.targetName()}')
+            id =  target.get_id()
+            if id in self.strategy_ctrl:
+                tradeController: SFGridStrategy = self.strategy_ctrl[target.get_id()]
+                tradeController.enabledTrading(False)
+            else:
+                print(f"标的交易控制器不存在 {target.stock_code} {target.stock_name}\n")
+    
+    def btnHandlerDelSelectedTradeTarget(self):
+        """删除选中的交易标的"""
+        target = self.get_selected_target()
+        if not target:
+            return
+        
+        result = messagebox.askyesno(
+            "确认删除",
+            f"确定要删除以下交易标的吗？\n\n"
+            f"股票代码: {target.stock_code}\n"
+            f"股票名称: {target.stock_name}\n\n"
+            f"⚠️ 此操作不可恢复！",
+            icon='warning'
+        )
+        
+        if result:
+            id = target.get_id()
+            # try:
+            if id in self.strategy_ctrl:
+                ctrl = self.strategy_ctrl[id]
+                ctrl.deleteTradeTarget(target)
+            else:
+                self.onTradeTargetDeleted(target)
+            PrintLog(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}")
+    
+    def onTradeTargetDeleted(self, target: SFGridTradeTarget):
+        id = target.get_id()
+        del self.tradeTargetData[id]
+        del self.strategy_ctrl[id]
+        del self.stockCodeIdMap[target.stock_code] # type: ignore
+
+    def btnHandlerAddTradeTarget(self):
+        """添加新的交易标的"""
+        # 获取顶层窗口
+        root = self.winfo_toplevel()
+        
+        # 创建顶层窗口
+        add_window = tk.Toplevel(root)
+        add_window.title("添加交易标的")
+        add_window.geometry("400x150")
+        add_window.resizable(False, False)
+        
+        # 设置窗口模态
+        add_window.transient(root)
+        add_window.grab_set()
+        
+        # 居中显示
+        root.update_idletasks()
+        x = root.winfo_x() + (root.winfo_width() // 2) - 200
+        y = root.winfo_y() + (root.winfo_height() // 2) - 75
+        add_window.geometry(f"400x150+{x}+{y}")
+        
+        # 创建输入框架
+        input_frame = ttk.Frame(add_window, padding=20)
+        input_frame.pack(fill=tk.BOTH, expand=True)
+        
+        # 股票代码输入
+        ttk.Label(input_frame, text="股票代码:").grid(row=0, column=0, sticky=tk.W, pady=5)
+        stock_code_entry = ttk.Entry(input_frame, width=30)
+        stock_code_entry.grid(row=0, column=1, pady=5, padx=(10, 0))
+        stock_code_entry.focus()
+        
+        # 按钮框架
+        button_frame = ttk.Frame(input_frame)
+        button_frame.grid(row=1, column=0, columnspan=2, pady=20)
+        
+        def confirm_add():
+            stock_code = stock_code_entry.get().strip()
+            if not stock_code:
+                messagebox.showwarning("输入错误", "请输入股票代码")
+                return
+            
+            # 发布事件通知主控制器添加标的
+            self.addTradeTarget(stock_code)
+            add_window.destroy()
+        
+        def cancel_add():
+            add_window.destroy()
+        
+        # 确认和取消按钮
+        ttk.Button(button_frame, text="确认", command=confirm_add, width=10).pack(side=tk.LEFT, padx=5)
+        ttk.Button(button_frame, text="取消", command=cancel_add, width=10).pack(side=tk.LEFT, padx=5)
+        
+        # 绑定回车键确认
+        stock_code_entry.bind('<Return>', lambda event: confirm_add())
+        
+        PrintLog(LogLevel.INFO, "点击添加交易标的按钮")
+    
+    def btnHandlerSetMonitorPrice(self):
+        """设置监控价格"""
+        try:
+            # 获取输入的价格
+            price_str = self.monitor_price_entry.get()
+            new_price = float(price_str)
+            
+            # 更新监控价格
+            self.monitor_price = new_price
+            
+            # 清空当前监控的数据
+            self.marketData.clear()
+            self.listening_stock.clear()
+            
+            # 清空市场监控表格
+            for item in self.market_table.get_children():
+                self.market_table.delete(item)
+                
+            PrintLog(LogLevel.INFO, f"监控价格已更新为: {new_price}")
+        except ValueError:
+            messagebox.showerror("错误", "请输入有效的数字")

core/strategy/strategy_window.py

@@ -0,0 +1,149 @@
+# coding:utf-8
+import os
+import tkinter as tk
+from tkinter import ttk, filedialog, messagebox
+import configparser
+from core.main_ui import MainWindow
+import config as sdConstants
+from core.qmt import qmtv
+
+class ConfigWindow:
+    def __init__(self, root):
+        self.root = root
+        self.root.title("系统配置")
+        self.root.geometry("500x250")
+        self.root.resizable(False, False)
+        
+        # 居中显示
+        self.root.withdraw()  # 先隐藏窗口
+        self.root.update_idletasks()
+        x = (self.root.winfo_screenwidth() // 2) - (500 // 2)
+        y = (self.root.winfo_screenheight() // 2) - (250 // 2)
+        self.root.geometry(f"500x250+{x}+{y}")
+        self.root.deiconify()  # 再显示窗口
+        
+        self.miniQMTPath = tk.StringVar()
+        self.account_no = tk.StringVar()
+        
+        self.create_widgets()
+    
+    def create_widgets(self):
+        # 创建主框架
+        main_frame = ttk.Frame(self.root, padding="20")
+        main_frame.pack(fill=tk.BOTH, expand=True)
+        
+        # miniQMT路径配置
+        path_frame = ttk.Frame(main_frame)
+        path_frame.pack(fill=tk.X, pady=5)
+        
+        path_label = ttk.Label(path_frame, text="miniQMT路径:")
+        path_label.pack(side=tk.LEFT)
+        
+        path_entry = ttk.Entry(path_frame, textvariable=self.miniQMTPath, width=40)
+        path_entry.pack(side=tk.LEFT, padx=(10, 5), fill=tk.X, expand=True)
+        
+        browse_btn = ttk.Button(path_frame, text="浏览", command=self.browse_folder)
+        browse_btn.pack(side=tk.LEFT)
+        
+        # 资金账号配置
+        account_frame = ttk.Frame(main_frame)
+        account_frame.pack(fill=tk.X, pady=5)
+        
+        account_label = ttk.Label(account_frame, text="资金账号:")
+        account_label.pack(side=tk.LEFT)
+        
+        account_entry = ttk.Entry(account_frame, textvariable=self.account_no, width=40)
+        account_entry.pack(side=tk.LEFT, padx=(10, 0))
+        
+        # 说明文本
+        info_label = ttk.Label(
+            main_frame, 
+            text="请配置miniQMT的userdata_mini路径和资金账号\n路径示例: D:/Programs/DTQMT/userdata_mini",
+            foreground="gray"
+        )
+        info_label.pack(pady=10)
+        
+        # 按钮框架
+        button_frame = ttk.Frame(main_frame)
+        button_frame.pack(fill=tk.X, pady=10)
+        
+        save_btn = ttk.Button(button_frame, text="保存配置", command=self.save_config)
+        save_btn.pack(side=tk.RIGHT)
+        
+        cancel_btn = ttk.Button(button_frame, text="取消", command=self.root.destroy)
+        cancel_btn.pack(side=tk.RIGHT, padx=(0, 10))
+    
+    def browse_folder(self):
+        folder_selected = filedialog.askdirectory()
+        if folder_selected:
+            self.miniQMTPath.set(folder_selected)
+    
+    def save_config(self):
+        mini_qmt_path = self.miniQMTPath.get().strip()
+        account_number = self.account_no.get().strip()
+        
+        # 检查miniQMT路径
+        if not mini_qmt_path:
+            messagebox.showerror("错误", "请选择miniQMT路径")
+            return
+            
+        if not os.path.exists(mini_qmt_path):
+            messagebox.showerror("错误", "miniQMT路径不存在")
+            return
+        
+        # 检查账号
+        if not account_number:
+            messagebox.showerror("错误", "请输入资金账号")
+            return
+        
+        # 保存配置
+        try:
+            sdConstants.save_config(mini_qmt_path.replace('\\', '/'), account_number)
+            messagebox.showinfo("成功", "配置已保存")
+            self.root.destroy()
+        except Exception as e:
+            messagebox.showerror("错误", f"保存配置失败: {str(e)}")
+
+def check_and_create_config():
+    """检查配置文件，如果不存在则打开配置窗口"""
+    root = tk.Tk()
+    config_window = ConfigWindow(root)
+    root.mainloop()
+
+def initialize_system():
+    """初始化系统"""
+    
+    try:
+        while True:
+            # 初始化配置
+            if sdConstants.exist_config() and sdConstants.initConfig():
+                # 初始化qmtv
+                qmtv.init_qmtv()
+                connected = qmtv.connect()
+                if connected:
+                    # 连接成功，启动主窗口
+                    window = MainWindow(sdConstants.log_level)
+                    window.run()
+                    break
+                else:
+                    option = messagebox.askokcancel("连接失败", "QMT连接失败，请检查")
+                    if option:
+                        check_and_create_config()
+                    else:
+                        break
+            else:
+                option = messagebox.askokcancel("错误", "请检查配置")
+                if option:
+                        check_and_create_config()
+                else:
+                    break
+    except Exception as e:
+        messagebox.showerror("错误", f"系统初始化失败: {str(e)}")
+
+if __name__ == "__main__":
+    import tkinter as tk
+    root = tk.Tk()
+    app = MainBoardWindow(root)
+    app.run()
+    
+    # initialize_system()

grid_flow.md

@@ -1,98 +0,0 @@
-# 统一网格逻辑
-
-## 核心规则
-
-对任意 `grid_index`，两个方向各挂一单：
-
-| 方向 | 条件 | 价格 | 含义 |
-|------|------|------|------|
-| 卖出（上移） | `grid_index > 0` | `grid[grid_index - 1]` | 涨回到上一格时卖出获利 |
-| 买入（下移） | `grid_index < len(grid)-1` | `grid[grid_index + 1]` | 跌到下一格时补仓 |
-
-不需要"建仓"概念，`grid_index=0` 自然表示空仓。
-
-## 流程图
-
-```mermaid
-flowchart TD
-    START["refreshGridOrder()"] --> GUARD{"isMarketActive AND enabled ?"}
-    GUARD -->|No| EXIT0["跳过不下单"]
-    GUARD -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
-
-    QUERY --> IDX["currentIdx = grid_index"]
-
-    IDX --> SELL{"currentIdx > 0 ?"}
-
-    SELL -->|"No<br/>(空仓，无持仓可卖)"| BUY
-
-    SELL -->|"Yes"| SELL_IDX["sellIdx = currentIdx - 1<br/>卖价 = grid[sellIdx]"]
-    SELL_IDX --> SELL_EXIST{"已有同 remark 卖单?"}
-    SELL_EXIST -->|No| SELL_CHECK{"卖价 > 涨停价 ?"}
-    SELL_CHECK -->|Yes| SELL_SKIP["跳过（超出涨停）"]
-    SELL_CHECK -->|No| SELL_PLACE["挂卖出单<br/>orderGrid[sellIdx] = seq"]
-    SELL_EXIST -->|Yes| SELL_DUP["跳过（已挂单）"]
-
-    SELL_SKIP --> BUY
-    SELL_PLACE --> BUY
-    SELL_DUP --> BUY
-
-    BUY{"currentIdx < len(grid)-1 ?"}
-
-    BUY -->|"No<br/>(已到最低价)"| EXIT["结束"]
-
-    BUY -->|"Yes"| BUY_IDX["buyIdx = currentIdx + 1<br/>买价 = grid[buyIdx]"]
-    BUY_IDX --> BUY_EXIST{"已有同 remark 买单?"}
-    BUY_EXIST -->|No| BUY_CHECK{"买价 < 跌停价 ?"}
-    BUY_CHECK -->|Yes| BUY_SKIP["跳过（低于跌停）"]
-    BUY_CHECK -->|No| BUY_PLACE["挂买入单<br/>orderGrid[buyIdx] = seq"]
-    BUY_EXIST -->|Yes| BUY_DUP["跳过（已挂单）"]
-
-    BUY_SKIP --> EXIT
-    BUY_PLACE --> EXIT
-    BUY_DUP --> EXIT
-```
-
-## 三种典型状态
-
-```
-grid = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1, 0]
-         ↑   ↑   ↑   ↑
-         0   1   2   3  ...
-
-
-grid_index=0（空仓）:
-  ┌────┬────┬────┬────┐
-  │ 11 │ 10 │  9 │  8 │ ...
-  └────┴────┴────┴────┘
-   sell=无  buy=10 ← 第一笔买单
-
-
-grid_index=1（持1份@10元）:
-  ┌────┬────┬────┬────┐
-  │ 11 │ 10 │  9 │  8 │ ...
-  └────┴────┴────┴────┘
-  sell=11 →  buy=9 →
-
-
-grid_index=3（持3份@8,9,10元）:
-  ┌────┬────┬────┬────┐
-  │ 11 │ 10 │  9 │  8 │ ...
-  └────┴────┴────┴────┘
-                 ↑ sell=9  buy=7 →
-            当前位置=3
-
-
-成交后处理（onOrderTrade）:
-  卖单成交 gridIdx < currentIdx → grid_index -= 1（上移，赚差价）
-  买单成交 gridIdx > currentIdx → grid_index += 1（下移，补仓）
-  然后 refreshGridOrder → 在新位置重新挂单
-```
-
-## 和之前的区别
-
-| | 之前 | 之后 |
-|---|---|---|
-| 分支数 | 2 个（status=0 / status=1） | 1 个（统一网格逻辑） |
-| 空仓第一笔 | INIT 单 @ grid[0]=11 | 普通买单 @ grid[1]=10 |
-| grid[0]=11 的用途 | 建仓买入 | 永远只卖不买 |
-| 状态字段 | status + grid_index | 仅 grid_index |

grid_strage.py

@@ -0,0 +1,259 @@
+from kuanke.wizard import *
+from jqdata import *
+import pandas as pd
+import numpy as np
+
+# ==================== 初始化 ====================
+def initialize(context):
+    set_params(context)
+    # 开启防未来函数
+    set_option('avoid_future_data', True)
+    # 用真实价格交易
+    set_option('use_real_price', True)
+    # 过滤order中低于error级别的日志
+    log.set_level('order', 'error')
+    log.set_level('system', 'error')
+    log.set_level('strategy', 'debug')
+    
+    set_benchmark('000001.XSHG')
+    set_order_cost(OrderCost(open_tax=0, close_tax=0.001, open_commission=0.0002, close_commission=0.0002, min_commission=5), type='stock')
+    set_slippage(FixedSlippage(0.01))
+    
+    run_daily(before_trading, '9:30')
+
+# -------------------- 参数设置 --------------------
+def set_params(context):
+    context.max_price = 6
+    context.min_price = 5.01
+    context.grid_base_min = 1   # 最小价格
+    context.grid_base_max = 5   # 建仓价格
+    context.grid_interval = 0.5   # 下跌n元加仓
+    context.profit_target = 0.5   # 上涨n元清仓
+
+    context.min_stocks = 10
+    context.max_stocks = 25
+    context.base_max_stocks = 25
+    context.max_layers = 7
+
+    context.base_position_pct = 0.15
+    context.max_position_pct = 0.15
+    context.target_usage = 0.98
+    context.reserve_ratio = 0.02
+
+    context.first_round_max = 10
+    context.add_batch_size = 3
+    context.add_cash_threshold = 0.4
+
+    g.stock_pool = []
+    g.grid_info = {}
+    g.monitoring_stocks = set()
+    g.first_round_done = False
+
+    
+
+# ==================== 盘前 ====================
+def before_trading(context):
+    january_clear(context)
+    if context.current_dt.month == 1:
+        return
+    stock_pool = get_stock_pool(context)
+    g.stock_pool = stock_pool
+    g.monitoring_stocks.update([s for s in stock_pool if s not in g.grid_info])
+    g.first_round_done = len(g.grid_info) >= context.first_round_max
+
+# -------------------- 股票池 --------------------
+def get_stock_pool(context):
+      # 1. 全部 A 股（不含退市）
+      df_sec = get_all_securities(types=['stock'], date=context.previous_date)
+      codes = list(df_sec.index)
+
+      # 2. 过滤 ST、科创板、北交所
+      def is_valid(code):
+          name = df_sec.loc[code, 'display_name']
+          if 'ST' in name or '退' in name or 'st' in name:
+              return False
+          if code.startswith('688'):       # 科创板
+              return False
+          if code.startswith('83') or code.startswith('87') or code.startswith('9'):  # 北交所
+              return False
+          return True
+
+      codes = [c for c in codes if is_valid(c)]
+
+      if not codes:
+          return []
+
+      # 3. 过滤停牌 & 价格区间
+      try:
+          price_df = get_price(codes,
+                               end_date=context.current_dt,
+                               count=1,
+                               fields=['pre_close'],
+                               panel=False)
+
+          if price_df is None or price_df.empty:
+              return []
+
+          # 过滤价格区间
+          price_df = price_df[
+              (price_df['pre_close'].notna()) &
+              (price_df['pre_close'] >= context.min_price) &
+              (price_df['pre_close'] <= context.max_price)
+          ]
+
+          valid_codes = price_df['code'].tolist()
+
+      except Exception as e:
+          log.error(f"获取价格数据失败: {e}")
+          return []
+
+      if not valid_codes:
+          return []
+
+      # 4. 过滤停牌（开盘价缺失）
+      try:
+          open_df = get_price(valid_codes,
+                              end_date=context.current_dt,
+                              count=1,
+                              fields=['open'],
+                              panel=False)
+
+          if open_df is None or open_df.empty:
+              return []
+
+          # 过滤掉开盘价为空的股票
+          open_df = open_df[open_df['open'].notna()]
+          final_codes = open_df['code'].tolist()
+
+      except Exception as e:
+          log.error(f"获取开盘价数据失败: {e}")
+          return []
+
+      return final_codes
+    
+# -------------------- 一月清仓 --------------------
+def january_clear(context):
+    if context.current_dt.month == 1:
+        log.info("进入1月，执行年度清仓...")
+        for stock in list(context.portfolio.positions.keys()):
+            order_target(stock, 0)
+            if stock in g.grid_info:
+                del g.grid_info[stock]
+            g.monitoring_stocks.add(stock)
+
+# ==================== 盘中 ====================
+def handle_data(context, data):
+    if context.current_dt.month == 1:
+        return
+    manage_positions(context, data)
+    usage = (context.portfolio.total_value - context.portfolio.available_cash) / context.portfolio.total_value
+    dynamic_max = get_dynamic_max_stocks(context)
+    if len(g.grid_info) < dynamic_max and usage < context.target_usage:
+        try_build_new(context, data)
+
+# -------------------- 动态上限 --------------------
+def get_dynamic_max_stocks(context):
+    return context.max_stocks if g.first_round_done else context.first_round_max
+
+# -------------------- 建仓 --------------------
+def try_build_new(context, data):
+    position_pct = context.max_position_pct
+    dynamic_max = get_dynamic_max_stocks(context)
+    count = 0
+    for stock in list(g.monitoring_stocks):
+        if len(g.grid_info) >= dynamic_max or count >= 3:
+            break
+        
+        price = data[stock].close
+        if context.grid_base_min <= price <= context.grid_base_max:
+            total_value = context.portfolio.total_value
+            stock_amount = total_value * position_pct
+            grid = GridInfo(price, stock_amount, context.max_layers, context.grid_interval, context.profit_target)
+            layer_amount = grid.get_layer_amount(0)
+            buy_amount = int(layer_amount / price / 100) * 100
+            if buy_amount > 0:
+                order(stock, buy_amount)
+                grid.add_position(price, buy_amount, 0)
+                g.grid_info[stock] = grid
+                g.monitoring_stocks.discard(stock)
+                count += 1
+                log.info(f"[建仓] {stock} 价格{price:.2f} 数量{buy_amount}")
+
+# -------------------- 管理持仓 --------------------
+def manage_positions(context, data):
+    for stock, grid in list(g.grid_info.items()):
+    
+        price = data[stock].close
+
+        # 止盈
+        sellable = grid.get_sellable_positions(price)
+        if sellable:
+            for idx, pos in reversed(sellable):
+                order(stock, -pos['amount'])
+                grid.remove_position(idx)
+                profit = (price - pos['price']) * pos['amount']
+                log.info(f"[止盈] {stock} 盈利{profit:.2f}")
+        
+        # 加仓
+        layer = grid.should_add_layer(price)
+        if layer is not None:
+            layer_amount = grid.get_layer_amount(layer)
+            buy_amount = int(layer_amount / price / 100) * 100
+            if buy_amount > 0:
+                order(stock, buy_amount)
+                grid.add_position(price, buy_amount, layer)
+                log.info(f"[加仓] {stock} 层级{layer} 数量{buy_amount}")
+            else:
+                log.info(f"[加仓失败] {stock} 层级{layer} 金额不足")
+        
+        # 清仓
+        if len(grid.positions) == 0:
+            del g.grid_info[stock]
+            g.monitoring_stocks.add(stock)
+            log.info(f"[清仓] {stock}")
+
+# ==================== 盘后 ====================
+def after_trading_end(context):
+    log.info(f"持仓数：{len(g.grid_info)}，监控数：{len(g.monitoring_stocks)}")
+
+# ==================== 网格类 ====================
+class GridInfo:
+    def __init__(self, base_price, total_amount, max_layers, interval, profit_target):
+        self.base_price = float(base_price)
+        self.total_amount = float(total_amount)
+        self.max_layers = int(max_layers)
+        self.interval = float(interval)
+        self.profit_target = float(profit_target)
+        self.layer_prices = {i: base_price - i * interval for i in range(self.max_layers)}
+        self.layer_weights = self._calc_weights()
+        self.positions = []
+
+    def _calc_weights(self):
+      weights = {i: 1.0 + 0.05 * i for i in range(self.max_layers)}
+      total = sum(list(weights.values()))
+      return {k: v / total for k, v in weights.items()}
+
+    def get_layer_amount(self, layer):
+        return self.total_amount * self.layer_weights[layer]
+
+    def add_position(self, price, amount, layer):
+        self.positions.append({'price': price, 'amount': amount, 'layer': layer})
+
+    def get_sellable_positions(self, current_price):
+        return [(i, p) for i, p in enumerate(self.positions) if current_price >= p['price'] + self.profit_target]
+
+    def remove_position(self, index):
+        return self.positions.pop(index)
+
+    def should_add_layer(self, current_price):
+        for layer in range(self.max_layers):
+            target = self.layer_prices[layer]
+            diff = abs(current_price - target)
+
+            # 获取该层级的所有持仓
+            layer_positions = [p for p in self.positions if p['layer'] == layer]
+            has_position = len(layer_positions) > 0
+
+            if diff <= 0.1 and not has_position:
+                return layer
+        return None

models/backtest_v66_portfolio.csv

@@ -1,38 +0,0 @@
-date,cash,stock_value,total_value,positions,total_shares,month
-2023-05-31,60000.0,0.0,60000.0,0,0,2023-05
-2023-06-30,60000.0,0.0,60000.0,0,0,2023-06
-2023-07-31,60000.0,0.0,60000.0,0,0,2023-07
-2023-08-31,60000.0,0.0,60000.0,0,0,2023-08
-2023-09-30,60000.0,0.0,60000.0,0,0,2023-09
-2023-10-31,60000.0,0.0,60000.0,0,0,2023-10
-2023-11-30,60000.0,0.0,60000.0,0,0,2023-11
-2023-12-31,60000.0,0.0,60000.0,0,0,2023-12
-2024-01-31,60000.0,0.0,60000.0,0,0,2024-01
-2024-02-29,60000.0,0.0,60000.0,0,0,2024-02
-2024-03-31,60000.0,0.0,60000.0,0,0,2024-03
-2024-04-30,60000.0,0.0,60000.0,0,0,2024-04
-2024-05-31,60000.0,0.0,60000.0,0,0,2024-05
-2024-06-30,60000.0,0.0,60000.0,0,0,2024-06
-2024-07-31,60000.0,0.0,60000.0,0,0,2024-07
-2024-08-31,60000.0,0.0,60000.0,0,0,2024-08
-2024-09-30,60000.0,0.0,60000.0,0,0,2024-09
-2024-10-31,60000.0,0.0,60000.0,0,0,2024-10
-2024-11-30,60000.0,0.0,60000.0,0,0,2024-11
-2024-12-31,60000.0,0.0,60000.0,0,0,2024-12
-2025-01-31,60000.0,0.0,60000.0,0,0,2025-01
-2025-02-28,60000.0,0.0,60000.0,0,0,2025-02
-2025-03-31,60000.0,0.0,60000.0,0,0,2025-03
-2025-04-30,60000.0,0.0,60000.0,0,0,2025-04
-2025-05-31,60000.0,0.0,60000.0,0,0,2025-05
-2025-06-30,60000.0,0.0,60000.0,0,0,2025-06
-2025-07-31,60000.0,0.0,60000.0,0,0,2025-07
-2025-08-31,60000.0,0.0,60000.0,0,0,2025-08
-2025-09-30,60000.0,0.0,60000.0,0,0,2025-09
-2025-10-31,60000.0,0.0,60000.0,0,0,2025-10
-2025-11-30,60000.0,0.0,60000.0,0,0,2025-11
-2025-12-31,60000.0,0.0,60000.0,0,0,2025-12
-2026-01-31,60000.0,0.0,60000.0,0,0,2026-01
-2026-02-28,60000.0,0.0,60000.0,0,0,2026-02
-2026-03-31,60000.0,0.0,60000.0,0,0,2026-03
-2026-04-30,60000.0,0.0,60000.0,0,0,2026-04
-2026-05-27,60000.0,0.0,60000.0,0,0,2026-05

models/backtest_v66_trades.csv

@@ -1 +0,0 @@
-

models/backtest_v66_weekly.csv

@@ -1,158 +0,0 @@
-date,cash,stock_value,total_value,positions,year
-2023-04-28,60000.0,0.0,60000.0,10,2023
-2023-05-05,58400.0,1618.0,60018.0,10,2023
-2023-05-12,55400.0,4570.0,59970.0,10,2023
-2023-05-19,52200.0,7428.0,59628.0,10,2023
-2023-05-26,45200.0,14102.0,59302.0,10,2023
-2023-06-02,49800.0,11204.0,61004.0,10,2023
-2023-06-09,55600.0,5996.0,61596.0,10,2023
-2023-06-16,55600.0,5988.0,61588.0,10,2023
-2023-06-23,53800.0,7522.0,61322.0,10,2023
-2023-06-30,49200.0,11602.0,60802.0,10,2023
-2023-07-07,51200.0,9542.0,60742.0,10,2023
-2023-07-14,48400.0,12576.0,60976.0,10,2023
-2023-07-21,50200.0,10406.0,60606.0,10,2023
-2023-07-28,50200.0,10268.0,60468.0,10,2023
-2023-08-04,50200.0,10622.0,60822.0,10,2023
-2023-08-11,50200.0,10078.0,60278.0,10,2023
-2023-08-18,47400.0,12614.0,60014.0,10,2023
-2023-08-25,46200.0,13572.0,59772.0,10,2023
-2023-09-01,46200.0,14042.0,60242.0,10,2023
-2023-09-08,46800.0,12942.0,59742.0,10,2023
-2023-09-15,45200.0,14398.0,59598.0,10,2023
-2023-09-22,42600.0,17276.0,59876.0,10,2023
-2023-09-29,42600.0,17430.0,60030.0,10,2023
-2023-10-06,42600.0,17430.0,60030.0,10,2023
-2023-10-13,42600.0,16750.0,59350.0,10,2023
-2023-10-20,41000.0,17366.0,58366.0,10,2023
-2023-10-27,39600.0,18870.0,58470.0,10,2023
-2023-11-03,42600.0,17234.0,59834.0,10,2023
-2023-11-10,45400.0,15998.0,61398.0,10,2023
-2023-11-17,45400.0,16098.0,61498.0,10,2023
-2023-11-24,47000.0,14652.0,61652.0,10,2023
-2023-12-01,45800.0,16434.0,62234.0,10,2023
-2023-12-08,48800.0,13898.0,62698.0,10,2023
-2023-12-15,50800.0,12312.0,63112.0,10,2023
-2023-12-22,45400.0,15928.0,61328.0,10,2023
-2023-12-29,41000.0,20256.0,61256.0,10,2023
-2024-01-05,42800.0,17966.0,60766.0,10,2024
-2024-01-12,40000.0,20254.0,60254.0,10,2024
-2024-01-19,37600.0,22196.0,59796.0,10,2024
-2024-01-26,35000.0,25716.0,60716.0,10,2024
-2024-02-02,25600.0,31044.0,56644.0,10,2024
-2024-02-09,19400.0,36784.0,56184.0,10,2024
-2024-02-16,19400.0,36784.0,56184.0,10,2024
-2024-02-23,29400.0,33418.0,62818.0,10,2024
-2024-03-01,35200.0,28470.0,63670.0,10,2024
-2024-03-08,36400.0,26802.0,63202.0,10,2024
-2024-03-15,40800.0,23672.0,64472.0,10,2024
-2024-03-22,48600.0,19494.0,68094.0,10,2024
-2024-03-29,48800.0,17936.0,66736.0,10,2024
-2024-04-05,44800.0,21374.0,66174.0,10,2024
-2024-04-12,42200.0,22450.0,64650.0,10,2024
-2024-04-19,35000.0,27966.0,62966.0,10,2024
-2024-04-26,36600.0,28114.0,64714.0,10,2024
-2024-05-03,39000.0,27576.0,66576.0,10,2024
-2024-05-10,42200.0,24400.0,66600.0,10,2024
-2024-05-17,39800.0,26702.0,66502.0,10,2024
-2024-05-24,38200.0,27704.0,65904.0,10,2024
-2024-05-31,38400.0,26486.0,64886.0,10,2024
-2024-06-07,32200.0,30776.0,62976.0,10,2024
-2024-06-14,32200.0,31802.0,64002.0,10,2024
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models/backtest_v67r3_daily.csv

@@ -1,727 +0,0 @@
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models/backtest_v67r3_portfolio.csv

@@ -1,37 +0,0 @@
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models/backtest_v67r3_summary.json

@@ -1,21 +0,0 @@
-{
-  "version": "v6.7r2",
-  "rank_model": "lambdarank (56-dim v6.7)",
-  "backtest_start": "2023-05-01",
-  "backtest_end": "2026-04-30",
-  "n_weeks": 154,
-  "n_stocks_in_pool": 5378,
-  "top_n": 10,
-  "shares_per_grid": 200,
-  "initial_cash": 60000.0,
-  "final_total_value": 151153.58,
-  "total_return_pct": 151.92,
-  "annual_return_pct": 36.1,
-  "annual_sharpe": 1.7404,
-  "max_drawdown_pct": -12.1,
-  "weekly_win_rate_pct": 59.48,
-  "n_trades_buy": 1144,
-  "n_trades_sell": 866,
-  "realized_pnl_total": 95495.58,
-  "n_lifecycles": 431
-}

models/backtest_v67r3_weekly.csv

@@ -1,155 +0,0 @@
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-2026-04-30,111717.58,39436.0,151153.58,10,2026

models/rank_feature_importance.csv

@@ -1,53 +0,0 @@
-feature,importance,importance_pct
-dist_to_grid_upper,1319,4.38
-dist_to_grid_lower,1282,4.26
-price_cv,1231,4.09
-amount_mean_20d,1198,3.98
-range_compression_20d,1047,3.48
-rebound_from_low_60d,1019,3.38
-drawdown_60d,981,3.26
-ma20_deviation_pct,915,3.04
-grid_touch_count_60d,907,3.01
-volume_ratio,903,3.0
-price_entropy,877,2.91
-avg_daily_amp,857,2.85
-atr_pct,781,2.59
-wick_ratio_20d,780,2.59
-cross_freq_x_bb,743,2.47
-trend_slope_60d,743,2.47
-amount_trend_20d,741,2.46
-range_position_60d,735,2.44
-obv_slope,731,2.43
-volatility_20d,707,2.35
-volume_cv_20d,697,2.32
-amplitude_cv,673,2.24
-intraday_trend_strength,669,2.22
-amp_cv_x_entropy,661,2.2
-ma60_deviation_pct,655,2.18
-ma20_ma60_gap_pct,650,2.16
-grid_room_balance,630,2.09
-bb_width,629,2.09
-amount_cv_20d,598,1.99
-amp_x_grid_vol,588,1.95
-trend_slope_20d,568,1.89
-amp_x_grid,499,1.66
-trend_abs_slope_20d,448,1.49
-close_reversal_count_20d,395,1.31
-near_upper_boundary_risk,366,1.22
-grid_touch_count_20d,335,1.11
-near_grid_line_ratio_20d,293,0.97
-low_volume_days_20d,274,0.91
-turnover_proxy_20d,250,0.83
-rolling_grid_ratio_20d,248,0.82
-cross_freq_20d,206,0.68
-mv_vol_interact,190,0.63
-down_days_20d,180,0.6
-high_amp_days,172,0.57
-up_days_20d,165,0.55
-small_cap_premium,164,0.54
-ln_float_mv,162,0.54
-near_lower_boundary_risk,114,0.38
-trend_consistency_20d,103,0.34
-usable_grid_count_lower,13,0.04
-usable_grid_count_upper,12,0.04
-grid_cross_density_20d,0,0.0

models/rank_summary_v67r3.json

@@ -1,57 +0,0 @@
-{
-  "version": "v6.7-rank-lambdarank-mvp",
-  "feature_version": "v3.4",
-  "objective": "lambdarank",
-  "metric": "ndcg@5,10",
-  "ndcg_at_5": 0.5108501630463596,
-  "ndcg_at_10": 0.577072484777789,
-  "spearman": 0.5896180660523218,
-  "spearman_baseline_regression": 0.573016131374212,
-  "spearman_ratio_vs_baseline": 1.0289728923307881,
-  "best_iter": 29,
-  "train_seconds": 1.4682528972625732,
-  "n_train": 254234,
-  "n_val": 73785,
-  "top10_features": [
-    {
-      "name": "dist_to_grid_lower",
-      "gain": 26718.906676471233
-    },
-    {
-      "name": "amp_x_grid",
-      "gain": 5439.311601281166
-    },
-    {
-      "name": "cross_freq_x_bb",
-      "gain": 4232.088328957558
-    },
-    {
-      "name": "amp_x_grid_vol",
-      "gain": 3015.4479908943176
-    },
-    {
-      "name": "dist_to_grid_upper",
-      "gain": 2406.65438079834
-    },
-    {
-      "name": "ln_float_mv",
-      "gain": 1248.8392915129662
-    },
-    {
-      "name": "avg_daily_amp",
-      "gain": 794.0413353443146
-    },
-    {
-      "name": "amount_mean_20d",
-      "gain": 670.1584417819977
-    },
-    {
-      "name": "vol_decay_x_dist_lower",
-      "gain": 659.5440436601639
-    },
-    {
-      "name": "vol_decay_x_grid_balance",
-      "gain": 653.8379725217819
-    }
-  ]
-}

models/reference_backtest_logic/README.md

@@ -1,158 +0,0 @@
-# v6.7r3 代码使用说明
-
-`code/` 目录包含 v6.7r3 策略的**自包含**实现,可在不依赖项目其他模块的情况下独立运行。
-
-## 文件清单
-
-| 文件 | 大小 | 作用 |
-|---|---|---|
-| `strategy.py` | ~22 KB | 完整策略实现(模型加载/特征/网格/沉寂/周度淘汰) |
-
-## 文件结构
-
-```
-strategy.py
-├── 配置常量 (网格/价格/沉寂/周度)
-├── 1. 持仓 + 网格交易
-│   ├── Position dataclass
-│   ├── compute_initial_position() 初始建仓
-│   ├── compute_single_position()  单格建仓
-│   └── simulate_grid_day()         单日网格 (LIFO)
-├── 2. 5 特征沉寂检测
-│   └── is_slumbering()  5 特征 ≥ 3 触发
-├── 3. 模型加载 + 三件套预测
-│   ├── ModelBundle class
-│   │   ├── load 3 .pkl
-│   │   └── predict(X56) → {rank_score, top_prob, stack_prob}
-├── 4. 特征计算
-│   ├── compute_52_base_features()  52 维 v3.4 基础
-│   └── compute_4_v67_new_features()  4 维 v6.7 新增
-├── 5. 评分池
-│   └── score_pool()  单日全市场评分
-├── 6. 主回测入口(精简版)
-│   └── quick_backtest()  生产级完整版见 tools/backtest_v67r2.py
-└── 7. 入口示例
-    └── __main__  加载模型 + 加载行情 + 跑回测
-```
-
-## 快速开始
-
-```bash
-# 1. 安装依赖
-pip install pandas numpy lightgbm scipy
-
-# 2. 准备数据
-#   方式 A: 用项目内的 dump_market_data_to_parquet.py 拉 Postgres
-python tools/dump_market_data_to_parquet.py
-#   方式 B: 直接用现有 parquet (release/v6.7r3 之前已生成 5025 个)
-
-# 3. 运行
-cd release/v6.7r3/code
-python strategy.py
-```
-
-## 核心 API 速查
-
-### 1. 加载模型
-```python
-from strategy import ModelBundle
-
-models = ModelBundle("../models")
-# 等价: models = ModelBundle("release/v6.7r3/models")
-print(models.rank_feats[:5])  # ['rolling_grid_ratio_20d', ...]
-```
-
-### 2. 三件套预测
-```python
-import numpy as np
-import pandas as pd
-
-# 加载单只股 120 日窗口
-df_window = pd.read_parquet("data/market_data/share/000001.parquet")
-df_window["date"] = pd.to_datetime(df_window["date"])
-df_window = df_window.tail(120).reset_index(drop=True)
-
-# 算 56 维特征 (这里用简化版, 生产建议用项目 core.features)
-from strategy import compute_52_base_features, compute_4_v67_new_features
-fd = compute_52_base_features(df_window)
-fd = compute_4_v67_new_features(df_window, fd)
-X56 = np.array([fd.get(k, 0.0) for k in models.rank_feats], dtype=np.float64).reshape(1, -1)
-
-# 三件套预测
-pred = models.predict(X56)
-print(f"rank_score: {pred['rank_score'][0]:.3f}")
-print(f"top_prob:   {pred['top_prob'][0]:.3f}")
-print(f"stack_prob: {pred['stack_prob'][0]:.3f}")  # 月末选股用
-```
-
-### 3. 沉寂检测
-```python
-from strategy import is_slumbering
-
-df = pd.read_parquet("data/market_data/share/000001.parquet")
-df["date"] = pd.to_datetime(df["date"])
-slumbering = is_slumbering(df, min_triggers=3)
-# True = 5 特征中至少 3 个触发 → 资金离场
-```
-
-### 4. 网格交易(单日)
-```python
-from strategy import Position, simulate_grid_day
-
-pos = Position(code="000001", base=10, queue=[10.0, 9.5], entry_date="2023-05-01")
-new_base, new_queue, trades = simulate_grid_day(
-    pos.base, pos.queue,
-    open_p=9.4, high_p=10.6, low_p=9.3, close_p=10.5,
-)
-# 触发 buy at 9.0 (low 9.3 <= 9.0? no, 9.3 > 9.0 不触发)
-# 触发 sell at 10.0 (high 10.6 >= 10.0, 卖出 1 格)
-# 最终: base=11, queue=[9.5] (1 格清仓)
-```
-
-### 5. 评分池(每日全市场)
-```python
-from strategy import score_pool, ModelBundle
-import pandas as pd
-
-# 假设 kline_cache 是 dict[code, DataFrame]
-models = ModelBundle("../models")
-pool = score_pool(pd.Timestamp("2024-03-15"), kline_cache, models, models.rank_feats)
-# pool 列: code6, latest_close, rank_score, top_prob, stack_prob
-# 按 stack_prob 降序, 取 top 10
-top10 = pool.head(10)
-```
-
-## 关键参数(可调)
-
-| 参数 | 默认 | 说明 | 调优方向 |
-|---|---|---|---|
-| `WEEKLY_ELIM_N` | 2 | 周度淘汰: 连续 N 周不在 top 50 | 1 太频, 3+ 太慢 |
-| `SLUMBER_TRIGGERS` | 3 | 沉寂检测: >= 3/5 特征触发 | 2 太宽, 4 太严 |
-| `SLUMBER_DAYS` | 10 | 连续触发多少天清仓 | 5 太短, 20 太长 |
-| `TOP_N` | 10 | 最大持仓数 | 5-15 视资金量 |
-| `SHARES_PER_GRID` | 200 | 单格股数 (2 手) | 100 (1 手) 也可 |
-| `REFILL_PRICE` | 9.0-9.8 | 补仓价格区间 | 紧贴 9-10 网格上限 |
-
-## 依赖项目其他模块?
-
-为保持 `code/` 目录**自包含**:
-- ✅ 不依赖 `core/features.py` (内置 `compute_52_base_features` 简化版)
-- ✅ 不依赖 `training/dataset_builder.py` (内置 `compute_4_v67_new_features`)
-- ❌ 需要数据: parquet 行情文件
-
-**生产部署建议**:用 `core/features.calculate_features` 替换 `compute_52_base_features`,
-它有完整版 v3.4 52 维特征实现,精度更高。
-
-## 完整版 vs 精简版
-
-| 维度 | `code/strategy.py` (精简) | `tools/backtest_v67r2.py` (生产) |
-|---|---|---|
-| 特征计算 | 简化版 (10 维示例) | 完整版 (52 维 v3.4 + 4 维 v6.7) |
-| 数据加载 | dict of DataFrame | parquet 目录 + score cache |
-| 日志 | 无 | 详细进度打印 |
-| 输出 | dict 指标 | CSV/JSON/PNG 完整产物 |
-| 速度 | 慢 (无缓存) | 快 (有 score cache) |
-| 用途 | 教学/集成 | 完整回测 |
-
-**生产环境**:用 `tools/backtest_v67r2.py` 跑回测,确保完整功能。
-**集成到实盘系统**:用 `code/strategy.py` 中的 `ModelBundle` 和 `quick_backtest` 作为模板。

models/reference_backtest_logic/ref_backtest_strategy.py

@@ -1,574 +0,0 @@
-"""
-v6.7r3 策略核心实现 —— 自包含版
-================================
-
-包含:
-  1. 模型加载
-  2. 56 维特征计算
-  3. 三件套预测 (rank → top → stacking)
-  4. 网格交易模拟器
-  5. 5 特征沉寂检测
-  6. 周度评分淘汰
-  7. 月末调仓 + 清仓补入
-
-依赖:
-  pip install pandas numpy lightgbm scipy
-  (内嵌了核心算法, 不依赖项目其他模块, 可独立运行)
-"""
-from __future__ import annotations
-
-import math
-import pickle
-import time
-from collections import defaultdict
-from dataclasses import dataclass, field
-from pathlib import Path
-from typing import Dict, List, Optional, Tuple
-
-import numpy as np
-import pandas as pd
-
-# ============================================================
-# 0. 配置
-# ============================================================
-
-# 网格
-INITIAL_CASH      = 60_000.0
-TOP_N             = 10
-TOP_MODEL_N       = 50
-SHARES_PER_GRID   = 200
-MIN_BUY_PRICE     = 7.0
-MAX_BUY_PRICE     = 10.0
-REFILL_MIN_PRICE  = 9.0
-REFILL_MAX_PRICE  = 9.8
-GRID_LOWER, GRID_UPPER = 1, 11
-
-# 沉寂检测
-SLUMBER_TRIGGERS = 3      # >= 3/5 特征触发
-SLUMBER_DAYS     = 10     # 连续 10 日触发
-SLUMBER_LOOKBACK_60 = 60
-SLUMBER_LOOKBACK_20 = 20
-
-# 周度淘汰
-WEEKLY_ELIM_N     = 2      # 连续 2 周不在 top 50 → 卖
-
-
-# ============================================================
-# 1. 持仓 + 网格交易
-# ============================================================
-
-@dataclass
-class Position:
-    code: str
-    base: int                       # 当前基准价 (整数)
-    queue: list = field(default_factory=list)  # 持仓队列: 每格成本价
-    entry_date: str = ""
-
-
-def compute_initial_position(close: float) -> Tuple[int, list]:
-    """初始建仓: base=ceil(close), queue=[10, 9, ..., base] 且 >= close"""
-    base = math.ceil(close)
-    base = max(GRID_LOWER, min(base, GRID_UPPER))
-    queue = [g for g in range(GRID_UPPER, base - 1, -1) if g >= close]
-    return base, queue
-
-
-def compute_single_position(close: float) -> Tuple[int, list]:
-    """单格建仓"""
-    base = math.ceil(close)
-    base = max(GRID_LOWER, min(base, GRID_UPPER))
-    return base, [base]
-
-
-def simulate_grid_day(base, queue, open_p, high_p, low_p, close_p, can_buy=True):
-    """单日网格交易 (LIFO)"""
-    trades = []
-    new_base, new_queue = base, list(queue)
-
-    # 1) 买
-    buy_price = new_base - 1
-    if low_p <= buy_price and new_base > GRID_LOWER and can_buy:
-        new_base = buy_price
-        new_queue.append(buy_price)
-        trades.append({"direction": "buy", "price": buy_price, "shares": SHARES_PER_GRID, "pnl": 0.0})
-
-    # 2) 卖 (循环)
-    while True:
-        sell_price = new_base + 1
-        if high_p >= sell_price and new_queue:
-            buy_cost = new_queue.pop()
-            pnl = (sell_price - buy_cost) * SHARES_PER_GRID
-            trades.append({"direction": "sell", "price": sell_price, "shares": SHARES_PER_GRID, "pnl": pnl})
-            new_base = sell_price
-        else:
-            break
-
-    return new_base, new_queue, trades
-
-
-# ============================================================
-# 2. 5 特征沉寂检测
-# ============================================================
-
-def is_slumbering(df: pd.DataFrame, lookback_60=60, lookback_20=20,
-                  min_triggers=SLUMBER_TRIGGERS) -> bool:
-    """检测一只股是否陷入'沉寂' (资金离场后长期低位震荡).
-    5 特征, >= min_triggers 触发.
-    """
-    if df is None or len(df) < lookback_60:
-        return False
-    sub = df.tail(lookback_60)
-    close = sub["close"].values
-    high  = sub["high"].values
-    low   = sub["low"].values
-    vol   = sub["volume"].values
-
-    # 1. 波动率塌陷
-    log_ret = np.log(close[1:] / close[:-1])
-    if len(log_ret) < lookback_20:
-        return False
-    vol_20d = float(np.std(log_ret[-lookback_20:], ddof=1))
-    vol_60d = float(np.std(log_ret, ddof=1))
-    vol_collapse = (vol_60d > 0) and (vol_20d / vol_60d < 0.6)
-
-    # 2. 振幅萎缩
-    amp_20d = float(np.mean((high[-lookback_20:] - low[-lookback_20:]) / close[-lookback_20:]) * 100)
-    amp_shrink = amp_20d < 2.5
-
-    # 3. 成交量枯竭
-    avg_vol_20 = float(np.mean(vol[-lookback_20:]))
-    avg_vol_60 = float(np.mean(vol))
-    vol_dry = (avg_vol_60 > 0) and (avg_vol_20 / avg_vol_60 < 0.5)
-
-    # 4. 价格弱势
-    price_max_60 = float(np.max(close))
-    price_weak = price_max_60 > 0 and (close[-1] / price_max_60) < 0.85
-
-    # 5. 反弹失败
-    recent_high_30 = float(np.max(high[-30:]))
-    past_high_60   = float(np.max(high))
-    rebound_fail = past_high_60 > 0 and (recent_high_30 / past_high_60) < 0.95
-
-    triggers = [vol_collapse, amp_shrink, vol_dry, price_weak, rebound_fail]
-    return sum(triggers) >= min_triggers
-
-
-# ============================================================
-# 3. 模型加载 + 三件套预测
-# ============================================================
-
-class ModelBundle:
-    """v6.7r3 三件套模型封装"""
-    def __init__(self, model_dir: str | Path):
-        model_dir = Path(model_dir)
-        with open(model_dir / "rank_lambdarank.pkl", "rb") as f:
-            rank_b = pickle.load(f)
-        with open(model_dir / "top_v67r2.pkl", "rb") as f:
-            top_b = pickle.load(f)
-        with open(model_dir / "stacking_v67r2.pkl", "rb") as f:
-            stack_b = pickle.load(f)
-
-        self.rank_model = rank_b["model"]
-        self.rank_feats = rank_b["feat_names"]    # 56 维
-        self.top_model  = top_b["model"]
-        self.top_feats  = top_b["feat_names"]     # 53 维
-        self.stack_model = stack_b["model"]
-        self.stack_feats = stack_b["feat_names"]  # 55 维
-
-    @staticmethod
-    def _safe_predict_proba(model, X):
-        if hasattr(model, "predict_proba"):
-            return model.predict_proba(X)[:, 1]
-        return model.predict(X, raw_score=False)
-
-    def predict(self, X56: np.ndarray) -> dict:
-        """输入 56 维特征矩阵 (n, 56), 返回三件套预测 dict.
-        返回: rank_score (n,), top_prob (n,), stack_prob (n,)
-        """
-        rank_pred = self.rank_model.predict(X56)
-
-        # 52 维基础特征在 X56 中的索引
-        base_52_idx = [self.rank_feats.index(f) for f in self.top_feats if f != "rank_predicted_rounds"]
-        X53 = np.column_stack([X56[:, base_52_idx], rank_pred])
-        top_prob = self._safe_predict_proba(self.top_model, X53)
-
-        X55 = np.column_stack([X53, top_prob])
-        stack_prob = self._safe_predict_proba(self.stack_model, X55)
-
-        return {
-            "rank_score": rank_pred,
-            "top_prob": top_prob,
-            "stack_prob": stack_prob,
-        }
-
-
-# ============================================================
-# 4. 特征计算 (从项目 core/features.py 抽取, 关键函数)
-# ============================================================
-
-def _log_returns(close: np.ndarray) -> np.ndarray:
-    return np.log(close[1:] / close[:-1])
-
-
-def _ema(arr: np.ndarray, period: int) -> np.ndarray:
-    """指数移动平均"""
-    alpha = 2.0 / (period + 1)
-    out = np.zeros_like(arr)
-    out[0] = arr[0]
-    for i in range(1, len(arr)):
-        out[i] = alpha * arr[i] + (1 - alpha) * out[i-1]
-    return out
-
-
-def compute_52_base_features(df: pd.DataFrame, total_share: Optional[float] = None) -> dict:
-    """计算 v3.4 的 52 维基础特征 (简化版, 不完全等同于原版).
-    注: 完整版在 core/features.py, 这里用 pandas/numpy 简化.
-    """
-    n = len(df)
-    if n < 60:
-        return None
-
-    close = df["close"].values
-    high  = df["high"].values
-    low   = df["low"].values
-    open_ = df["open"].values
-    vol   = df["volume"].values
-
-    feats = {}
-
-    # 1. rolling_grid_ratio_20d
-    feats["rolling_grid_ratio_20d"] = float(np.mean((close[-20:] >= 1) & (close[-20:] <= 11)) * 100)
-
-    # 2. cross_freq_20d
-    diff = close[1:] - close[:-1]
-    sign_change = np.sum(np.abs(np.diff(np.sign(diff[-19:]))) > 0)
-    feats["cross_freq_20d"] = float(sign_change / 19 * 100) if 19 > 0 else 0.0
-
-    # 3. avg_daily_amp
-    feats["avg_daily_amp"] = float(np.mean((high - low) / open_) * 100) if n > 0 else 0.0
-
-    # 4. high_amp_days
-    feats["high_amp_days"] = float(np.mean((high - low) / open_ > 0.02) * 100) if n > 0 else 0.0
-
-    # 5. atr_pct
-    tr = np.maximum(high - low, np.maximum(np.abs(high - np.roll(close, 1)),
-                                            np.abs(low - np.roll(close, 1))))
-    feats["atr_pct"] = float(np.mean(tr[-14:]) / close[-1] * 100) if close[-1] > 0 else 0.0
-
-    # 6. volatility_20d (年化)
-    log_ret = _log_returns(close)
-    feats["volatility_20d"] = float(np.std(log_ret[-20:], ddof=1) * np.sqrt(252) * 100) if len(log_ret) >= 20 else 0.0
-
-    # 7. price_cv
-    feats["price_cv"] = float(np.std(close, ddof=1) / np.mean(close) * 100) if n > 1 and np.mean(close) > 0 else 0.0
-
-    # 8. bb_width (布林带宽)
-    ma20 = np.mean(close[-20:])
-    sd20 = np.std(close[-20:], ddof=1)
-    feats["bb_width"] = float((4 * sd20) / ma20 * 100) if ma20 > 0 else 0.0
-
-    # 9. volume_ratio
-    avg_vol_20 = float(np.mean(vol[-20:])) if n >= 20 else float(np.mean(vol))
-    avg_vol_60 = float(np.mean(vol[-60:])) if n >= 60 else float(np.mean(vol))
-    feats["volume_ratio"] = avg_vol_20 / avg_vol_60 if avg_vol_60 > 0 else 0.0
-
-    # 10. obv_slope
-    direction = np.sign(np.diff(close))
-    direction = np.concatenate([[0], direction])
-    obv = np.cumsum(direction * vol)
-    if len(obv) >= 20:
-        x = np.arange(20)
-        y = obv[-20:]
-        feats["obv_slope"] = float((np.polyfit(x, y, 1)[0]) / (np.mean(np.abs(y)) + 1e-10))
-    else:
-        feats["obv_slope"] = 0.0
-
-    # ... (其他 42 维特征省略, 完整版在 core/features.py)
-    # 这里只展示 10 个核心特征的计算模式
-    # 实际部署时建议直接调用项目 core.features.calculate_features
-
-    return feats
-
-
-def compute_4_v67_new_features(df: pd.DataFrame, fd: dict) -> dict:
-    """计算 v6.7 新增的 4 维特征"""
-    n = len(df)
-    if n < 60:
-        return fd
-
-    close = df["close"].values
-    high  = df["high"].values
-    low   = df["low"].values
-
-    # 53. vol_decay_5d
-    log_ret = np.log(close[1:] / close[:-1])
-    if len(log_ret) >= 20:
-        vol_5d = float(np.std(log_ret[-5:], ddof=1))
-        vol_20d = float(np.std(log_ret[-20:], ddof=1))
-        fd["vol_decay_5d"] = vol_5d / vol_20d if vol_20d > 0 else 0.0
-    else:
-        fd["vol_decay_5d"] = 0.0
-
-    # 54. grid_touch_relative_10d
-    if n >= 60:
-        range_10d = float(np.max(high[-10:]) - np.min(low[-10:]))
-        range_60d = float(np.max(high[-60:]) - np.min(low[-60:]))
-        close_now = float(close[-1])
-        close_60d_mean = float(np.mean(close[-60:]))
-        if close_now > 0 and close_60d_mean > 0 and range_60d > 0:
-            fd["grid_touch_relative_10d"] = (range_10d / close_now) / (range_60d / close_60d_mean)
-        else:
-            fd["grid_touch_relative_10d"] = 0.0
-    else:
-        fd["grid_touch_relative_10d"] = 0.0
-
-    # 55. vol_decay_x_grid_balance
-    fd["vol_decay_x_grid_balance"] = fd.get("vol_decay_5d", 0.0) * fd.get("grid_room_balance", 0.0)
-
-    # 56. vol_decay_x_dist_lower
-    fd["vol_decay_x_dist_lower"] = fd.get("vol_decay_5d", 0.0) * fd.get("dist_to_grid_lower", 0.0)
-
-    return fd
-
-
-# ============================================================
-# 5. 评分池(单日)
-# ============================================================
-
-def score_pool(date: pd.Timestamp,
-               kline_cache: Dict[str, pd.DataFrame],
-               models: ModelBundle,
-               feat_names: list) -> pd.DataFrame:
-    """对所有有 120 日历史的股算 v6.7 三件套预测.
-    返回 DataFrame: code6, latest_close, rank_score, top_prob, stack_prob
-    """
-    PRICE_MIN, PRICE_MAX = 1.0, 11.0
-    rows = []
-    codes = []
-    closes = []
-
-    for code, df in kline_cache.items():
-        sub = df[df["date"] <= date]
-        if len(sub) < 120:
-            continue
-        latest = float(sub["close"].iloc[-1])
-        if not (PRICE_MIN <= latest <= PRICE_MAX):
-            continue
-
-        # 算 56 维特征
-        obs = sub.tail(120).reset_index(drop=True)
-        fd = compute_52_base_features(obs)
-        if fd is None:
-            continue
-        fd = compute_4_v67_new_features(obs, fd)
-        try:
-            X = np.array([fd.get(k, 0.0) for k in feat_names], dtype=np.float64).reshape(1, -1)
-            pred = models.predict(X)
-        except Exception:
-            continue
-        rows.append(pred)
-        codes.append(code)
-        closes.append(latest)
-
-    if not rows:
-        return pd.DataFrame(columns=["code6", "latest_close", "rank_score", "top_prob", "stack_prob"])
-
-    import numpy as np
-    return pd.DataFrame({
-        "code6":        codes,
-        "latest_close": closes,
-        "rank_score":   [r["rank_score"][0] for r in rows],
-        "top_prob":     [r["top_prob"][0] for r in rows],
-        "stack_prob":   [r["stack_prob"][0] for r in rows],
-    }).sort_values("stack_prob", ascending=False).reset_index(drop=True)
-
-
-# ============================================================
-# 6. 主回测入口(精简版, 仅展示核心逻辑)
-# ============================================================
-
-def quick_backtest(kline_cache: Dict[str, pd.DataFrame],
-                   models: ModelBundle,
-                   start_date: str = "2023-05-01",
-                   end_date: str = "2026-04-30",
-                   weekly_elim_n: int = WEEKLY_ELIM_N,
-                   slumber_days: int = SLUMBER_DAYS) -> dict:
-    """精简版 3 年回测 (生产级完整版见 tools/backtest_v67r2.py).
-
-    核心流程:
-      1. 初始建仓
-      2. 每日: 网格交易 + 沉寂检测
-      3. 周五: 周度评分淘汰 + 补仓
-      4. 月末: 清仓补入 (触及 11 元)
-
-    Returns:
-        dict: 总收益率, 年化夏普, 最大回撤, 周胜率, 终值
-    """
-    feat_names = models.rank_feats
-
-    # 交易日索引
-    sample = next(iter(kline_cache.values()))
-    all_dates = pd.DatetimeIndex(sorted(sample["date"].unique()))
-    mask = (all_dates >= start_date) & (all_dates <= end_date)
-    backtest_dates = all_dates[mask]
-
-    # 初始评分 (INIT_SELECT_DATE)
-    init_date = pd.Timestamp("2023-04-28")
-    init_pool = score_pool(init_date, kline_cache, models, feat_names)
-    init_pool = init_pool[init_pool["latest_close"].apply(lambda p: MIN_BUY_PRICE <= p <= MAX_BUY_PRICE)]
-    init_pool = init_pool.sort_values("stack_prob", ascending=False).head(TOP_N)
-
-    # 初始建仓
-    positions: Dict[str, Position] = {}
-    cash = INITIAL_CASH
-    for _, row in init_pool.iterrows():
-        code = row["code6"]
-        actual_close = float(row["latest_close"])
-        base, grid_queue = compute_initial_position(actual_close)
-        if not grid_queue:
-            continue
-        positions[code] = Position(code, base, [actual_close] * len(grid_queue), "2023-04-28")
-        for _ in grid_queue:
-            cash -= actual_close * SHARES_PER_GRID
-
-    # 周度淘汰历史
-    top50_history = defaultdict(list)
-    slumber_streak: Dict[str, int] = {}
-    total_asset_history = []
-    weekly_pnl = []
-
-    for i, cur_date in enumerate(backtest_dates):
-        cur_str = cur_date.strftime("%Y-%m-%d")
-        is_week_end  = (i == len(backtest_dates) - 1) or (backtest_dates[i + 1].week != cur_date.week)
-
-        # === 网格日间交易 ===
-        for code, pos in list(positions.items()):
-            if not pos.queue:
-                continue
-            df = kline_cache[code]
-            sub = df[df["date"] == cur_date]
-            if sub.empty:
-                continue
-            row = sub.iloc[0]
-            new_base, new_queue, day_trades = simulate_grid_day(
-                pos.base, pos.queue,
-                float(row["open"]), float(row["high"]), float(row["low"]), float(row["close"]),
-            )
-            if day_trades:
-                pos.base, pos.queue = new_base, new_queue
-                for t in day_trades:
-                    if t["direction"] == "buy":
-                        cash -= t["price"] * t["shares"]
-                    else:
-                        cash += t["price"] * t["shares"]
-
-        # === 沉寂检测 ===
-        for code, pos in list(positions.items()):
-            if not pos.queue:
-                continue
-            df = kline_cache[code]
-            sub = df[df["date"] <= cur_date]
-            if len(sub) < 60:
-                continue
-            slumber = is_slumbering(sub)
-            slumber_streak[code] = slumber_streak.get(code, 0) + 1 if slumber else 0
-            if slumber_streak[code] >= slumber_days and pos.queue:
-                # 全仓清仓
-                px = float(sub["close"].iloc[-1])
-                cash += px * len(pos.queue) * SHARES_PER_GRID
-                positions[code] = Position(code, 0, [], cur_str)
-                slumber_streak[code] = 0
-
-        # === 资产快照 ===
-        mv = sum((float(kline_cache[c][kline_cache[c]["date"] <= cur_date]["close"].iloc[-1])
-                   * len(p.queue) * SHARES_PER_GRID)
-                  for c, p in positions.items() if p.queue)
-        total_asset = cash + mv
-        total_asset_history.append(total_asset)
-
-        # === 周度淘汰 + 补仓 ===
-        if is_week_end and i > 0 and weekly_elim_n > 0:
-            pool = score_pool(cur_date, kline_cache, models, feat_names)
-            top50 = set(pool.head(TOP_MODEL_N)["code6"].tolist())
-            for code in list(positions.keys()):
-                top50_history[code].append(code in top50)
-
-            # 连续 N 周不在 top 50 → 卖出
-            inactive = []
-            for code, p in positions.items():
-                if not p.queue:
-                    continue
-                hist = top50_history.get(code, [])
-                if len(hist) >= weekly_elim_n and all(x is False for x in hist[-weekly_elim_n:]):
-                    inactive.append(code)
-            for code in inactive[:1]:  # 每月最多淘汰 1 只 (与 v6.3 一致)
-                pos = positions[code]
-                sub = kline_cache[code][kline_cache[code]["date"] <= cur_date]
-                px = float(sub["close"].iloc[-1])
-                cash += px * len(pos.queue) * SHARES_PER_GRID
-                positions[code] = Position(code, 0, [], cur_str)
-
-            # 补仓
-            positions = {c: p for c, p in positions.items() if p.queue}
-            refill_needed = max(0, TOP_N - len(positions))
-            if refill_needed > 0:
-                ref_pool = pool[pool["latest_close"].apply(lambda p: REFILL_MIN_PRICE < p < REFILL_MAX_PRICE)]
-                ref_pool = ref_pool[~ref_pool["code6"].isin(positions.keys())]
-                ref_pool = ref_pool.head(refill_needed)
-                for _, row in ref_pool.iterrows():
-                    code = row["code6"]
-                    actual_close = float(row["latest_close"])
-                    base, grid_queue = compute_single_position(actual_close)
-                    if not grid_queue:
-                        continue
-                    cost = actual_close * SHARES_PER_GRID * len(grid_queue)
-                    if cash < cost:
-                        continue
-                    positions[code] = Position(code, base, [actual_close] * len(grid_queue), cur_str)
-                    cash -= cost
-
-    # 计算指标
-    final_value = total_asset_history[-1] if total_asset_history else INITIAL_CASH
-    total_return = final_value / INITIAL_CASH - 1
-    rets = np.diff(total_asset_history) / total_asset_history[:-1]
-    sharpe = float(rets.mean() / rets.std() * np.sqrt(52)) if len(rets) > 1 and rets.std() > 0 else 0.0
-    cum_max = np.maximum.accumulate(total_asset_history)
-    dd = (np.array(total_asset_history) - cum_max) / cum_max
-    max_dd = float(dd.min())
-    win_rate = float((rets > 0).mean()) if len(rets) > 0 else 0.0
-
-    return {
-        "total_return_pct": round(total_return * 100, 2),
-        "annual_sharpe": round(sharpe, 4),
-        "max_drawdown_pct": round(max_dd * 100, 2),
-        "weekly_win_rate_pct": round(win_rate * 100, 2),
-        "final_value": round(final_value, 2),
-    }
-
-
-# ============================================================
-# 7. 入口示例
-# ============================================================
-
-if __name__ == "__main__":
-    # 1. 加载模型
-    models = ModelBundle("models")  # 默认从当前目录的 models/ 加载
-    print(f"✓ 加载模型: rank {len(models.rank_feats)} 维, "
-          f"top {len(models.top_feats)} 维, stack {len(models.stack_feats)} 维")
-
-    # 2. 加载行情 (示例: 从 parquet 目录)
-    # 实际部署时, 从 market_data.kline_stock (Postgres) 或本地 parquet 加载
-    from pathlib import Path
-    parquet_dir = Path("data/market_data/share")
-    kline_cache = {}
-    for p in parquet_dir.glob("*.parquet"):
-        df = pd.read_parquet(p)
-        df["date"] = pd.to_datetime(df["date"])
-        kline_cache[p.stem] = df
-    print(f"✓ 加载行情: {len(kline_cache)} 只股")
-
-    # 3. 跑精简版回测
-    metrics = quick_backtest(kline_cache, models)
-    print("\n=== v6.7r3 三年回测结果 (精简版) ===")
-    for k, v in metrics.items():
-        print(f"  {k}: {v}")

models/slumber_exits_v67r3.csv

@@ -1,23 +0,0 @@
-date,code,exit_price,realized_pnl,slumber_streak_days
-2023-07-21,920870,7.53,-374.0,10
-2023-07-25,920414,9.44,-1.9999999999999574,10
-2024-03-27,920641,7.56,-734.0000000000001,10
-2024-04-03,920001,8.93,-164.00000000000006,10
-2024-05-31,603825,8.36,-130.00000000000006,10
-2024-09-06,300462,8.98,-16.000000000000014,10
-2024-09-11,920641,6.67,-1404.0,10
-2024-12-23,920090,6.48,-1365.9999999999995,10
-2024-12-25,920021,5.71,-1352.0,10
-2025-01-13,920792,8.58,-107.99999999999983,10
-2025-01-22,920371,6.9,-1199.9999999999998,10
-2025-01-24,920339,7.86,-571.9999999999997,10
-2025-01-27,920792,8.99,-85.99999999999994,10
-2025-02-05,920810,8.18,-217.99999999999997,10
-2025-03-13,002789,7.35,-942.0,10
-2025-05-21,300052,10.3,258.00000000000017,10
-2025-05-26,920639,9.54,185.9999999999996,10
-2025-05-26,920553,10.17,94.00000000000013,10
-2025-06-12,300052,9.94,77.99999999999976,10
-2025-08-12,300798,9.11,-53.90000000000015,10
-2025-09-26,000679,7.75,-501.99999999999994,10
-2026-03-03,300086,8.81,-114.00000000000006,10

models/stacking_feature_importance.csv

@@ -1,55 +0,0 @@
-feature,importance,importance_pct
-rank_predicted_rounds,1252,20.87
-top_elite_prob,1163,19.38
-ma20_deviation_pct,321,5.35
-atr_pct,296,4.93
-dist_to_grid_lower,225,3.75
-price_cv,190,3.17
-amount_mean_20d,183,3.05
-drawdown_60d,158,2.63
-obv_slope,145,2.42
-dist_to_grid_upper,142,2.37
-ma20_ma60_gap_pct,141,2.35
-range_position_60d,124,2.07
-trend_slope_60d,123,2.05
-rebound_from_low_60d,114,1.9
-intraday_trend_strength,98,1.63
-volume_ratio,98,1.63
-volume_cv_20d,86,1.43
-ma60_deviation_pct,81,1.35
-grid_room_balance,69,1.15
-range_compression_20d,69,1.15
-volatility_20d,64,1.07
-amount_trend_20d,56,0.93
-near_upper_boundary_risk,54,0.9
-up_days_20d,50,0.83
-avg_daily_amp,48,0.8
-amplitude_cv,48,0.8
-amount_cv_20d,44,0.73
-small_cap_premium,42,0.7
-near_lower_boundary_risk,42,0.7
-high_amp_days,40,0.67
-cross_freq_x_bb,37,0.62
-amp_x_grid,37,0.62
-bb_width,36,0.6
-amp_x_grid_vol,36,0.6
-ln_float_mv,33,0.55
-price_entropy,28,0.47
-turnover_proxy_20d,26,0.43
-trend_slope_20d,25,0.42
-mv_vol_interact,25,0.42
-wick_ratio_20d,22,0.37
-grid_touch_count_60d,21,0.35
-amp_cv_x_entropy,21,0.35
-grid_touch_count_20d,20,0.33
-rolling_grid_ratio_20d,14,0.23
-near_grid_line_ratio_20d,12,0.2
-usable_grid_count_upper,9,0.15
-down_days_20d,9,0.15
-trend_abs_slope_20d,7,0.12
-cross_freq_20d,6,0.1
-usable_grid_count_lower,5,0.08
-low_volume_days_20d,3,0.05
-close_reversal_count_20d,1,0.02
-trend_consistency_20d,1,0.02
-grid_cross_density_20d,0,0.0

models/stacking_summary_v67r3.json

@@ -1,36 +0,0 @@
-{
-  "rank": {
-    "v6.6": {
-      "spearman_on_val": 0.5741312551267312
-    },
-    "v6.7r2": {
-      "spearman_on_val": 0.5896180660523218
-    }
-  },
-  "top": {
-    "v6.6": {
-      "pr_auc_val": 0.6881080916474673
-    },
-    "v6.7r2": {
-      "pr_auc_val": 0.6953262363660502
-    },
-    "delta": 0.007218144718582842
-  },
-  "stacking": {
-    "v6.6": {
-      "pr_auc_val": 0.6474384440874665,
-      "optimal_threshold": 0.32116277663299964,
-      "f1_at_thr": 0.6333791329260092
-    },
-    "v6.7r2": {
-      "pr_auc_val": 0.6640333379409579,
-      "optimal_threshold": 0.3311218467281351,
-      "f1_at_thr": 0.6402777365656805
-    },
-    "delta_pr_auc": 0.016594893853491333
-  },
-  "n_train": 254234,
-  "n_val": 73785,
-  "elite_rate_train": 0.2665890478850193,
-  "elite_rate_val": 0.19013349596801518
-}

models/top_feature_importance.csv

@@ -1,54 +0,0 @@
-feature,importance,importance_pct
-rank_predicted_rounds,2126,6.86
-amount_mean_20d,1476,4.76
-price_cv,1376,4.44
-range_compression_20d,1165,3.76
-atr_pct,1105,3.56
-drawdown_60d,1090,3.52
-volume_ratio,1030,3.32
-amount_trend_20d,998,3.22
-price_entropy,888,2.86
-rebound_from_low_60d,872,2.81
-ma20_deviation_pct,868,2.8
-obv_slope,842,2.72
-trend_slope_60d,827,2.67
-wick_ratio_20d,800,2.58
-ma20_ma60_gap_pct,768,2.48
-amplitude_cv,767,2.47
-dist_to_grid_lower,757,2.44
-range_position_60d,747,2.41
-amp_cv_x_entropy,714,2.3
-bb_width,699,2.25
-ma60_deviation_pct,691,2.23
-volatility_20d,680,2.19
-volume_cv_20d,657,2.12
-intraday_trend_strength,650,2.1
-avg_daily_amp,643,2.07
-dist_to_grid_upper,629,2.03
-trend_slope_20d,626,2.02
-amp_x_grid_vol,551,1.78
-amount_cv_20d,550,1.77
-grid_room_balance,537,1.73
-trend_abs_slope_20d,504,1.63
-grid_touch_count_60d,480,1.55
-cross_freq_x_bb,399,1.29
-amp_x_grid,383,1.24
-near_grid_line_ratio_20d,277,0.89
-close_reversal_count_20d,267,0.86
-high_amp_days,250,0.81
-turnover_proxy_20d,243,0.78
-ln_float_mv,235,0.76
-low_volume_days_20d,228,0.74
-mv_vol_interact,223,0.72
-small_cap_premium,218,0.7
-grid_touch_count_20d,218,0.7
-up_days_20d,218,0.7
-down_days_20d,209,0.67
-near_upper_boundary_risk,165,0.53
-trend_consistency_20d,105,0.34
-near_lower_boundary_risk,87,0.28
-cross_freq_20d,86,0.28
-rolling_grid_ratio_20d,64,0.21
-usable_grid_count_lower,6,0.02
-usable_grid_count_upper,6,0.02
-grid_cross_density_20d,0,0.0

models/training_summary.json

@@ -1,61 +0,0 @@
-{
-  "version": "v6.7r3",
-  "feature_version": "v3.4",
-  "architecture": "stacking_calibrated",
-  "data_source": "mysql://100.121.118.116:3306/grid_seeker_model_base",
-  "training_date": "2026-06-24T11:00:00.000000",
-  "n_stocks_total": 5378,
-  "n_stocks_after_filter": 1533,
-  "n_training_samples": 254234,
-  "window_days": 120,
-  "future_days": 60,
-  "step_days": 20,
-  "y_rounds_mean": 0.1998384357465777,
-  "y_rounds_median": 0.0,
-  "y_rounds_zero_rate": 0.7108340511263267,
-  "elite_rate": 26.66,
-  "rank": {
-    "cv_mae": 0.2053,
-    "cv_r2": 0.2258,
-    "spearman": 0.5896,
-    "best_params": {
-      "num_leaves": 63,
-      "min_child_samples": 30,
-      "max_depth": 7
-    },
-    "n_features": 56
-  },
-  "top": {
-    "cv_pr_auc": 0.6953,
-    "best_params": {
-      "num_leaves": 63,
-      "min_child_samples": 30,
-      "max_depth": -1
-    },
-    "n_features": 53
-  },
-  "stacking": {
-    "cv_pr_auc": 0.6640,
-    "best_params": {
-      "num_leaves": 31,
-      "min_child_samples": 20,
-      "max_depth": -1
-    },
-    "n_features": 55,
-    "optimal_threshold": 0.33
-  },
-  "backtest": {
-    "start": "2023-05-04",
-    "end": "2026-04-30",
-    "total_return_pct": 151.92,
-    "annual_return_pct": 36.46,
-    "annual_sharpe": 1.7404,
-    "max_drawdown_pct": -12.10,
-    "weekly_win_rate_pct": 59.48,
-    "final_value": 151154,
-    "rebalancing_frequency": "weekly",
-    "elimination_window": "2_weeks"
-  },
-  "previous_version": "v6.6",
-  "previous_version_backup": "models_backup_20260624_110913"
-}

patch_lock.py

@@ -1,127 +0,0 @@
-with open('core/ui/flet/app_v2.py', 'r', encoding='utf-8') as f:
-    content = f.read()
-
-# Patch 1: Add lock alongside _score_refreshing init
-old_init = "        self._score_refreshing = False  # 刷新锁"
-new_init = "        self._score_refreshing = False\n        self._score_lock = threading.Lock()"
-content = content.replace(old_init, new_init, 1)
-print('Patch 1 (init):', 'OK' if old_init not in content else 'NOT FOUND')
-
-# Patch 2: _prev_day - use lock instead of flag guard
-old_prev = '''        def _prev_day(_):
-            if self._score_refreshing:
-                return
-            self._score_cur_date -= timedelta(days=1)
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_refreshing = True
-            self._score_nav_btns[0].disabled = True
-            self._score_nav_btns[1].disabled = True
-            self._score_nav_btns[2].disabled = True
-            self._refresh_scoring()'''
-new_prev = '''        def _prev_day(_):
-            if not self._score_lock.acquire(blocking=False):
-                return
-            self._score_cur_date -= timedelta(days=1)
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_date_label.update()
-            self._score_refreshing = True
-            for btn in self._score_nav_btns:
-                btn.disabled = True
-            for btn in self._score_nav_btns:
-                btn.update()
-            self._refresh_scoring()'''
-content = content.replace(old_prev, new_prev, 1)
-print('Patch 2 (_prev_day):', 'OK' if old_prev not in content else 'NOT FOUND')
-
-# Patch 3: _next_day - use lock
-old_next = '''        def _next_day(_):
-            if self._score_refreshing:
-                return
-            if self._score_cur_date >= self._score_max_date:
-                return
-            self._score_cur_date += timedelta(days=1)
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_refreshing = True
-            self._score_nav_btns[0].disabled = True
-            self._score_nav_btns[1].disabled = True
-            self._score_nav_btns[2].disabled = True
-            self._refresh_scoring()'''
-new_next = '''        def _next_day(_):
-            if not self._score_lock.acquire(blocking=False):
-                return
-            if self._score_cur_date >= self._score_max_date:
-                self._score_lock.release()
-                return
-            self._score_cur_date += timedelta(days=1)
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_date_label.update()
-            self._score_refreshing = True
-            for btn in self._score_nav_btns:
-                btn.disabled = True
-            for btn in self._score_nav_btns:
-                btn.update()
-            self._refresh_scoring()'''
-content = content.replace(old_next, new_next, 1)
-print('Patch 3 (_next_day):', 'OK' if old_next not in content else 'NOT FOUND')
-
-# Patch 4: _today - use lock
-old_today = '''        def _today(_):
-            if self._score_refreshing:
-                return
-            if self._score_cur_date >= self._score_max_date:
-                return
-            self._score_cur_date = self._score_max_date
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_refreshing = True
-            self._score_nav_btns[0].disabled = True
-            self._score_nav_btns[1].disabled = True
-            self._score_nav_btns[2].disabled = True
-            self._refresh_scoring()'''
-new_today = '''        def _today(_):
-            if not self._score_lock.acquire(blocking=False):
-                return
-            if self._score_cur_date >= self._score_max_date:
-                self._score_lock.release()
-                return
-            self._score_cur_date = self._score_max_date
-            self._score_date_label.value = str(self._score_cur_date)
-            self._score_date_label.update()
-            self._score_refreshing = True
-            for btn in self._score_nav_btns:
-                btn.disabled = True
-            for btn in self._score_nav_btns:
-                btn.update()
-            self._refresh_scoring()'''
-content = content.replace(old_today, new_today, 1)
-print('Patch 4 (_today):', 'OK' if old_today not in content else 'NOT FOUND')
-
-# Patch 5: _revert_nav_btns - release lock at end
-old_revert = '''    def _revert_nav_btns(self):
-        """重新启用导航按钮并解除刷新锁；已达上限日期时禁用'明天'和'今天'按钮"""
-        self._score_refreshing = False
-        at_max = self._score_cur_date >= self._score_max_date
-        for btn in self._score_nav_btns:
-            btn.disabled = False
-        if at_max:
-            self._score_nav_btns[1].disabled = True  # next
-            self._score_nav_btns[2].disabled = True  # today
-        for btn in self._score_nav_btns:
-            btn.update()'''
-new_revert = '''    def _revert_nav_btns(self):
-        """重新启用导航按钮并解除刷新锁；已达上限日期时禁用'明天'和'今天'按钮"""
-        self._score_refreshing = False
-        at_max = self._score_cur_date >= self._score_max_date
-        for btn in self._score_nav_btns:
-            btn.disabled = False
-        if at_max:
-            self._score_nav_btns[1].disabled = True  # next
-            self._score_nav_btns[2].disabled = True  # today
-        for btn in self._score_nav_btns:
-            btn.update()
-        self._score_lock.release()'''
-content = content.replace(old_revert, new_revert, 1)
-print('Patch 5 (_revert_nav_btns):', 'OK' if old_revert not in content else 'NOT FOUND')
-
-with open('core/ui/flet/app_v2.py', 'w', encoding='utf-8') as f:
-    f.write(content)
-print('Done writing')

starter.py

@@ -1,52 +1,12 @@
 # coding:utf-8
-"""
-启动入口 — Flet UI
-"""
-import sys
-import os
-import subprocess
-import ssl
-import traceback
+import tkinter as tk
+from core.main_entry import MainEntry
 
-# 修复 Windows 上 flet_desktop 子进程弹出控制台窗口的问题
-_original_popen = subprocess.Popen
-
-class Popen(_original_popen):
-    def __init__(self, *args, **kwargs):
-        if sys.platform == "win32" and "creationflags" not in kwargs:
-            kwargs["creationflags"] = subprocess.CREATE_NO_WINDOW
-        super().__init__(*args, **kwargs)
-
-subprocess.Popen = Popen
-
-# PyInstaller 打包后，设置 FLET_VIEW_PATH 指向打包内的 Flet 客户端
-if getattr(sys, 'frozen', False):
-    base_path = sys._MEIPASS
-    flet_client_path = os.path.join(base_path, '.flet', 'client', 'flet-desktop-full-0.85.3')
-    flet_exe = os.path.join(flet_client_path, 'flet', 'flet.exe')
-
-    log_file = os.path.join(os.path.dirname(sys.executable), 'startup_log.txt')
-    with open(log_file, 'w') as f:
-        f.write(f'base_path: {base_path}\n')
-        f.write(f'flet_client_path: {flet_client_path}\n')
-        f.write(f'flet_exe: {flet_exe}\n')
-        f.write(f'exists: {os.path.exists(flet_exe)}\n')
-        if os.path.exists(flet_exe):
-            f.write('Setting FLET_VIEW_PATH\n')
-            os.environ['FLET_VIEW_PATH'] = flet_client_path
-            f.write(f'FLET_VIEW_PATH: {os.environ.get("FLET_VIEW_PATH")}\n')
-
-    if hasattr(ssl, '_create_unverified_context'):
-        ssl._create_default_https_context = ssl._create_unverified_context
-
-def excepthook(type, value, tb):
-    log_file = os.path.join(os.path.dirname(sys.executable), 'error_log.txt')
-    with open(log_file, 'w') as f:
-        f.write(''.join(traceback.format_exception(type, value, tb)))
-    sys.__excepthook__(type, value, tb)
-
-sys.excepthook = excepthook
-
-if __name__ == '__main__':
-    from core.ui.flet.app_v2 import run
-    run()
+# 这是应用的启动入口程序，负责初始化并启动主窗口。
+# 它创建一个Tkinter根窗口，实例化主窗口类MainBoardWindow，
+# 并调用其run方法启动主事件循环。
+if __name__ == "__main__":
+    import tkinter as tk
+    root = tk.Tk()
+    app = MainEntry(root)
+    app.run()

starter.spec

@@ -4,7 +4,7 @@ a = Analysis(
     ['starter.py'],
     pathex=[],
     binaries=[],
-    datas=[('xtquant/xtdata.ini', 'xtquant'), ('flet_desktop/app', 'flet_desktop/app')],  # xtdata 依赖的配置文件
+    datas=[('config.ini', '.'), ('xtquant/xtdata.ini', 'xtquant')],  # 明确包含配置文件和xtdata.ini
     hiddenimports=['brotli', 'brotli.encoding'],
     hookspath=[],
     hooksconfig={},
@@ -24,8 +24,8 @@ exe = EXE(
     name='神之一手',
     debug=False,
     bootloader_ignore_signals=False,
-    strip=False,
-    upx=False,
+    strip=True,  # 去除调试符号
+    upx=True,
     upx_exclude=[],
     runtime_tmpdir=None,
     console=False,
@@ -34,5 +34,5 @@ exe = EXE(
     target_arch=None,
     codesign_identity=None,
     entitlements_file=None,
-    icon='logo.ico',
+    icon='logo.png'  # 添加图标文件
 )