Add daily trend status to product recommendations with breakout priority

Co-authored-by: Cursor <cursoragent@cursor.com>

product_recommend.py

@@ -8,6 +8,7 @@ from typing import Callable, Optional
 
 from contract_specs import get_contract_spec
 from fee_specs import calc_fee_breakdown
+from recommend_trend import analyze_product_trend, sort_recommend_by_trend
 from symbols import PRODUCTS
 
 logger = logging.getLogger(__name__)
@@ -126,6 +127,8 @@ def list_product_recommendations(
             )
             main_code = (quote.get("ths_code") or "").strip()
             row["main_code"] = main_code
+            if main_code:
+                row.update(analyze_product_trend(main_code))
             return row
         except Exception as exc:
             logger.warning("recommend product failed %s: %s", ths, exc)
@@ -141,6 +144,4 @@ def list_product_recommendations(
 
     with ThreadPoolExecutor(max_workers=10) as pool:
         rows = list(pool.map(_one, PRODUCTS))
-    order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
+    return sort_recommend_by_trend(rows)
-    rows.sort(key=lambda r: (order.get(r["status"], 9), -(r.get("max_lots") or 0)))
-    return rows

recommend_store.py

@@ -9,6 +9,7 @@ from typing import Callable, Optional
 
 from fee_specs import ensure_fee_rates_schema
 from product_recommend import list_product_recommendations
+from recommend_trend import sort_recommend_by_trend
 
 logger = logging.getLogger(__name__)
 
@@ -38,6 +39,13 @@ def rows_missing_max_lots(rows: list[dict]) -> bool:
     return any("max_lots" not in r for r in rows)
 
 
+def rows_missing_trend(rows: list[dict]) -> bool:
+    """缓存是否为旧版（缺少走势字段）。"""
+    if not rows:
+        return False
+    return any("trend" not in r for r in rows)
+
+
 def recommend_cache_needs_refresh(
     cached: dict,
     *,
@@ -49,6 +57,8 @@ def recommend_cache_needs_refresh(
     rows = cached.get("rows") or []
     if rows_missing_max_lots(rows):
         return True
+    if rows_missing_trend(rows):
+        return True
     if float(capital or 0) > 0 and not rows:
         return True
     return False
@@ -214,6 +224,7 @@ def recommend_payload(
         rows, cap, max_margin_pct=pct, trading_mode=trading_mode,
     )
     rows = filter_recommend_by_sizing(rows, sizing_mode=sizing_mode, fixed_lots=fixed_lots)
+    rows = sort_recommend_by_trend(rows)
     payload["rows"] = rows
     payload["needs_refresh"] = recommend_cache_needs_refresh(payload, capital=cap)
     return payload

recommend_trend.py

@@ -0,0 +1,158 @@
+"""品种推荐：近一周日线走势（多头 / 空头 / 震荡 / 转多 / 转空）。"""
+from __future__ import annotations
+
+import logging
+from typing import Callable, Optional
+
+from kline_chart import fetch_sina_klines
+
+logger = logging.getLogger(__name__)
+
+DAILY_LOOKBACK = 7
+OVERLAP_WINDOW = 3
+OVERLAP_RANGE_THRESHOLD = 0.70
+
+TREND_LONG = "long"
+TREND_SHORT = "short"
+TREND_RANGE = "range"
+TREND_BREAK_LONG = "break_long"
+TREND_BREAK_SHORT = "break_short"
+
+
+def _bar_ohlc(bar: dict) -> tuple[float, float, float, float]:
+    o = float(bar.get("o") or bar.get("open") or 0)
+    h = float(bar.get("h") or bar.get("high") or o)
+    l = float(bar.get("l") or bar.get("low") or o)
+    c = float(bar.get("c") or bar.get("close") or o)
+    return o, h, l, c
+
+
+def kline_overlap_ratio(bars: list) -> float:
+    """三根 K 线高低价区间的重叠度 = 交集 / 并集（0~1）。"""
+    if len(bars) < OVERLAP_WINDOW:
+        return 0.0
+    chunk = bars[-OVERLAP_WINDOW:]
+    lows, highs = [], []
+    for bar in chunk:
+        _, h, l, _ = _bar_ohlc(bar)
+        if h <= 0 and l <= 0:
+            continue
+        lows.append(l)
+        highs.append(h)
+    if len(lows) < OVERLAP_WINDOW:
+        return 0.0
+    overlap = max(0.0, min(highs) - max(lows))
+    union = max(highs) - min(lows)
+    if union <= 0:
+        return 1.0 if overlap > 0 else 0.0
+    return overlap / union
+
+
+def _direction_from_closes(bars: list) -> str:
+    if len(bars) < 2:
+        return TREND_RANGE
+    closes = [_bar_ohlc(b)[3] for b in bars if _bar_ohlc(b)[3] > 0]
+    if len(closes) < 2:
+        return TREND_RANGE
+    if closes[-1] > closes[0]:
+        return TREND_LONG
+    if closes[-1] < closes[0]:
+        return TREND_SHORT
+    return TREND_RANGE
+
+
+def analyze_daily_trend(bars: list, *, overlap_threshold: float = OVERLAP_RANGE_THRESHOLD) -> dict:
+    """根据近一周日线判断走势；最近三天重叠度≥阈值视为震荡。"""
+    empty = {
+        "trend": "",
+        "trend_label": "—",
+        "trend_transition": False,
+        "trend_overlap_pct": None,
+        "trend_prev_overlap_pct": None,
+    }
+    if len(bars) < OVERLAP_WINDOW:
+        return empty
+
+    recent = bars[-DAILY_LOOKBACK:] if len(bars) > DAILY_LOOKBACK else bars
+    curr_overlap = kline_overlap_ratio(recent)
+    prev_overlap = kline_overlap_ratio(recent[:-OVERLAP_WINDOW]) if len(recent) >= OVERLAP_WINDOW * 2 else 0.0
+
+    curr_range = curr_overlap >= overlap_threshold
+    prev_range = prev_overlap >= overlap_threshold
+
+    if curr_range:
+        trend, label = TREND_RANGE, "震荡"
+        transition = False
+    else:
+        direction = _direction_from_closes(recent[-OVERLAP_WINDOW:])
+        if direction == TREND_LONG:
+            trend, label = TREND_LONG, "多头"
+        elif direction == TREND_SHORT:
+            trend, label = TREND_SHORT, "空头"
+        else:
+            trend, label = TREND_RANGE, "震荡"
+        transition = prev_range and trend in (TREND_LONG, TREND_SHORT)
+        if transition:
+            if trend == TREND_LONG:
+                trend, label = TREND_BREAK_LONG, "转多"
+            else:
+                trend, label = TREND_BREAK_SHORT, "转空"
+
+    return {
+        "trend": trend,
+        "trend_label": label,
+        "trend_transition": transition,
+        "trend_overlap_pct": round(curr_overlap * 100, 1),
+        "trend_prev_overlap_pct": round(prev_overlap * 100, 1) if prev_overlap else None,
+    }
+
+
+def fetch_week_daily_bars(
+    symbol: str,
+    *,
+    fetch_fn: Callable[[str, str], list] | None = None,
+) -> list:
+    fn = fetch_fn or fetch_sina_klines
+    try:
+        bars = fn(symbol, "d") or []
+    except Exception as exc:
+        logger.debug("fetch week daily failed %s: %s", symbol, exc)
+        return []
+    if not bars:
+        return []
+    return bars[-DAILY_LOOKBACK:]
+
+
+def analyze_product_trend(
+    symbol: str,
+    *,
+    fetch_fn: Callable[[str, str], list] | None = None,
+) -> dict:
+    """拉取主力合约一周日线并分析走势。"""
+    sym = (symbol or "").strip()
+    if not sym:
+        return analyze_daily_trend([])
+    bars = fetch_week_daily_bars(sym, fetch_fn=fetch_fn)
+    return analyze_daily_trend(bars)
+
+
+def trend_sort_key(row: dict) -> tuple:
+    """转多/转空优先，其次多头/空头，震荡靠后。"""
+    trend = (row.get("trend") or "").strip()
+    priority = {
+        TREND_BREAK_LONG: 0,
+        TREND_BREAK_SHORT: 0,
+        TREND_LONG: 1,
+        TREND_SHORT: 1,
+        TREND_RANGE: 2,
+    }
+    status_order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
+    return (
+        priority.get(trend, 3),
+        status_order.get(row.get("status") or "", 9),
+        -(int(row.get("max_lots") or 0)),
+    )
+
+
+def sort_recommend_by_trend(rows: list[dict]) -> list[dict]:
+    return sorted(rows, key=trend_sort_key)

static/css/trade.css

@@ -45,6 +45,10 @@
 .trade-footer strong{color:var(--accent)}
 .rec-blocked td{opacity:.55}
 .rec-ok td:first-child{font-weight:600}
+.rec-trend-break td:first-child .trend-name{font-weight:700}
+.trend-badge{font-size:.72rem;white-space:nowrap}
+.trend-badge.break{color:var(--accent);font-weight:700;border:1px solid var(--accent);background:rgba(56,189,248,.12)}
+.trend-hint{font-size:.72rem;color:var(--text-muted);margin:.35rem 0 .65rem;line-height:1.5}
 #positions .card-body.card-scroll{flex:1;max-height:none;overflow-y:auto}
 .pos-pending-orders{margin-top:.55rem;padding-top:.55rem;border-top:1px dashed var(--table-border)}
 .pos-pending-orders .pending-title{font-size:.68rem;color:var(--text-muted);margin-bottom:.35rem}

static/js/trade.js

@@ -979,6 +979,19 @@
         };
     }
 
+    function trendBadgeHtml(r) {
+        var label = r.trend_label || '';
+        if (!label || label === '—') return '—';
+        var cls = 'planned';
+        if (r.trend === 'break_long' || r.trend === 'break_short') cls = 'break';
+        else if (r.trend === 'long') cls = 'profit';
+        else if (r.trend === 'short') cls = 'loss';
+        var title = '';
+        if (r.trend_overlap_pct != null) title = ' title="近3日重叠 ' + r.trend_overlap_pct + '%"';
+        var prefix = r.trend_transition ? '★ ' : '';
+        return '<span class="badge trend-badge ' + cls + '"' + title + '>' + prefix + label + '</span>';
+    }
+
     function renderRecommendations(data) {
         if (!recommendList || !data) return;
         updateRecommendMaxMaps(data);
@@ -990,14 +1003,18 @@
         }
         var rows = data.rows || [];
         if (!rows.length) {
-            recommendList.innerHTML = '<tr><td colspan="9" class="empty-hint">当前资金下暂无推荐品种（每日后台刷新）</td></tr>';
+            recommendList.innerHTML = '<tr><td colspan="10" class="empty-hint">当前资金下暂无推荐品种（每日后台刷新）</td></tr>';
             return;
         }
         recommendList.innerHTML = rows.map(function (r) {
+            var rowCls = 'rec-' + (r.status || '');
+            if (r.trend_transition) rowCls += ' rec-trend-break';
+            var nameCls = r.trend_transition ? ' class="trend-name"' : '';
             return (
-                '<tr class="rec-' + (r.status || '') + '">' +
+                '<tr class="' + rowCls + '">' +
-                '<td><strong>' + (r.name || '') + '</strong> <span class="text-accent">' + (r.main_code || r.ths || '') + '</span></td>' +
+                '<td><strong' + nameCls + '>' + (r.name || '') + '</strong> <span class="text-accent">' + (r.main_code || r.ths || '') + '</span></td>' +
                 '<td>' + (r.exchange || '') + '</td>' +
+                '<td>' + trendBadgeHtml(r) + '</td>' +
                 '<td>' + (r.price != null ? r.price : '—') + '</td>' +
                 '<td>' + (r.ref_stop_loss != null ? r.ref_stop_loss : '—') + '</td>' +
                 '<td>' + (r.ref_take_profit != null ? r.ref_take_profit : '—') + '</td>' +

templates/trade.html

@@ -121,11 +121,12 @@
                     保证金优先读取 CTP 柜台合约信息。
                     {% if recommend_updated_at %}<span class="text-muted">每日后台更新 · 最近 {{ recommend_updated_at }}</span>{% else %}<span class="text-muted" id="rec-updated">等待今日后台刷新…</span>{% endif %}
                 </p>
+                <p class="trend-hint">走势说明：拉取近一周日线；最近三天 K 线高低价重叠度 ≥ 70% 判为<strong>震荡</strong>，否则按收盘方向判<strong>多头</strong>/<strong>空头</strong>；前段震荡、近期突破则标为<strong>转多</strong>/<strong>转空</strong>并优先排列。</p>
                 <div class="trade-table-wrap">
                     <table class="trade-table">
                         <thead>
                             <tr>
-                                <th>品种</th><th>交易所</th><th>参考价</th>
+                                <th>品种</th><th>交易所</th><th>走势</th><th>参考价</th>
                                 <th>参考止损</th><th>参考止盈</th>
                                 <th>1手保证金</th><th>1手手续费</th><th>最大手数</th><th>状态</th>
                             </tr>
@@ -133,9 +134,16 @@
                         <tbody id="recommend-list">
                             {% if recommend_rows %}
                             {% for r in recommend_rows %}
-                            <tr class="rec-{{ r.status }}">
+                            <tr class="rec-{{ r.status }}{% if r.trend_transition %} rec-trend-break{% endif %}">
-                                <td><strong>{{ r.name }}</strong> <span class="text-accent">{{ r.main_code or r.ths }}</span></td>
+                                <td><strong class="{% if r.trend_transition %}trend-name{% endif %}">{{ r.name }}</strong> <span class="text-accent">{{ r.main_code or r.ths }}</span></td>
                                 <td>{{ r.exchange }}</td>
+                                <td>
+                                    {% if r.trend_label and r.trend_label != '—' %}
+                                    <span class="badge trend-badge {% if r.trend in ('break_long', 'break_short') %}break{% elif r.trend == 'long' %}profit{% elif r.trend == 'short' %}loss{% else %}planned{% endif %}" title="{% if r.trend_overlap_pct is not none %}近3日重叠 {{ r.trend_overlap_pct }}%{% endif %}">
+                                        {% if r.trend_transition %}★ {% endif %}{{ r.trend_label }}
+                                    </span>
+                                    {% else %}—{% endif %}
+                                </td>
                                 <td>{% if r.price %}{{ r.price }}{% else %}—{% endif %}</td>
                                 <td>{% if r.ref_stop_loss %}{{ r.ref_stop_loss }}{% else %}—{% endif %}</td>
                                 <td>{% if r.ref_take_profit %}{{ r.ref_take_profit }}{% else %}—{% endif %}</td>
@@ -146,7 +154,7 @@
                             </tr>
                             {% endfor %}
                             {% else %}
-                            <tr><td colspan="9" class="empty-hint">等待今日后台刷新推荐…</td></tr>
+                            <tr><td colspan="10" class="empty-hint">等待今日后台刷新推荐…</td></tr>
                             {% endif %}
                         </tbody>
                     </table>