Expand recommend table with gap, daily stats, and client-side sorting
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
+124
-7
@@ -64,6 +64,68 @@ def _direction_from_closes(bars: list) -> str:
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return TREND_RANGE
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def _bar_ohlcv(bar: dict) -> tuple[float, float, float, float, float]:
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o, h, l, c = _bar_ohlc(bar)
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v = float(bar.get("v") or bar.get("volume") or 0)
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return o, h, l, c, v
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def compute_daily_quote_stats(bars: list) -> dict:
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"""从日线提取:跳空、昨收、今开、昨涨跌、昨振幅、成交量。"""
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empty = {
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"gap": "",
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"gap_label": "—",
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"gap_pct": None,
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"prev_close": None,
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"today_open": None,
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"yesterday_change": None,
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"yesterday_change_pct": None,
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"yesterday_amplitude_pct": None,
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"volume": None,
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}
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if len(bars) < 2:
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return empty
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t_o, _, _, _, t_v = _bar_ohlcv(bars[-1])
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y_o, y_h, y_l, y_c, y_v = _bar_ohlcv(bars[-2])
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if y_c <= 0:
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return empty
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prev_close = round(y_c, 4)
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today_open = round(t_o, 4) if t_o > 0 else None
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gap, gap_label, gap_pct = "none", "否", 0.0
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if today_open is not None and today_open > y_c:
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gap, gap_label = "up", "跳空高开"
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gap_pct = (today_open - y_c) / y_c * 100
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elif today_open is not None and today_open < y_c:
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gap, gap_label = "down", "跳空低开"
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gap_pct = (today_open - y_c) / y_c * 100
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if len(bars) >= 3:
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_, _, _, p_c, _ = _bar_ohlcv(bars[-3])
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base = p_c if p_c > 0 else y_o
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else:
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base = y_o if y_o > 0 else y_c
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y_change = y_c - base if base > 0 else None
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y_change_pct = (y_change / base * 100) if y_change is not None and base > 0 else None
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y_amp = ((y_h - y_l) / base * 100) if base > 0 and y_h >= y_l else None
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vol = y_v if y_v > 0 else (t_v if t_v > 0 else None)
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return {
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"gap": gap,
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"gap_label": gap_label,
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"gap_pct": round(gap_pct, 2) if gap != "none" else 0.0,
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"prev_close": prev_close,
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"today_open": today_open,
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"yesterday_change": round(y_change, 4) if y_change is not None else None,
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"yesterday_change_pct": round(y_change_pct, 2) if y_change_pct is not None else None,
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"yesterday_amplitude_pct": round(y_amp, 2) if y_amp is not None else None,
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"volume": int(vol) if vol is not None else None,
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}
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def analyze_daily_trend(bars: list, *, overlap_threshold: float = OVERLAP_RANGE_THRESHOLD) -> dict:
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"""根据近一周日线判断走势;最近三天重叠度≥阈值视为震荡。"""
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empty = {
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@@ -120,6 +182,7 @@ def _normalize_daily_bars(raw: list) -> list:
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"h": float(row[2]),
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"l": float(row[3]),
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"c": float(row[4]),
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"v": float(row[5]) if len(row) > 5 and row[5] else 0.0,
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})
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elif isinstance(row, dict) and row.get("d"):
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out.append({
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@@ -128,6 +191,7 @@ def _normalize_daily_bars(raw: list) -> list:
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"h": float(row.get("h", 0) or 0),
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"l": float(row.get("l", 0) or 0),
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"c": float(row.get("c", 0) or 0),
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"v": float(row.get("v", 0) or 0),
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})
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return out
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@@ -181,17 +245,70 @@ def fetch_week_daily_bars(
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return bars[-DAILY_LOOKBACK:] if bars else []
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def analyze_product_daily(
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symbol: str,
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*,
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fetch_fn: Callable[[str, str], list] | None = None,
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) -> dict:
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"""拉取主力合约一周日线:走势 + 跳空/量价统计。"""
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sym = (symbol or "").strip()
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if not sym:
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out = analyze_daily_trend([])
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out.update(compute_daily_quote_stats([]))
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return out
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bars = fetch_week_daily_bars(sym, fetch_fn=fetch_fn)
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out = analyze_daily_trend(bars)
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out.update(compute_daily_quote_stats(bars))
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return out
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def analyze_product_trend(
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symbol: str,
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*,
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fetch_fn: Callable[[str, str], list] | None = None,
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) -> dict:
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"""拉取主力合约一周日线并分析走势。"""
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sym = (symbol or "").strip()
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if not sym:
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return analyze_daily_trend([])
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bars = fetch_week_daily_bars(sym, fetch_fn=fetch_fn)
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return analyze_daily_trend(bars)
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return analyze_product_daily(symbol, fetch_fn=fetch_fn)
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GAP_SORT_RANK = {"up": 2, "down": 1, "none": 0, "": -1}
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TREND_SORT_RANK = {
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TREND_BREAK_LONG: 0,
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TREND_BREAK_SHORT: 0,
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TREND_LONG: 1,
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TREND_SHORT: 2,
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TREND_RANGE: 3,
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"": 9,
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}
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def recommend_sort_key(row: dict, sort_by: str = "trend", *, desc: bool = True) -> tuple:
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"""可排序字段:trend / gap / volume / amplitude。"""
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key = (sort_by or "trend").strip().lower()
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if key == "gap":
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primary = GAP_SORT_RANK.get(row.get("gap") or "", -1)
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secondary = abs(float(row.get("gap_pct") or 0))
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elif key == "volume":
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primary = float(row.get("volume") or 0)
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secondary = 0.0
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elif key == "amplitude":
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primary = float(row.get("yesterday_amplitude_pct") or 0)
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secondary = 0.0
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else:
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primary = TREND_SORT_RANK.get(row.get("trend") or "", 9)
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secondary = -(int(row.get("max_lots") or 0))
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if desc:
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return (-primary, -secondary, row.get("name") or "")
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return (primary, secondary, row.get("name") or "")
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def sort_recommend_rows(
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rows: list[dict],
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*,
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sort_by: str = "trend",
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desc: bool = True,
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) -> list[dict]:
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return sorted(rows, key=lambda r: recommend_sort_key(r, sort_by, desc=desc))
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def trend_sort_key(row: dict) -> tuple:
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@@ -213,4 +330,4 @@ def trend_sort_key(row: dict) -> tuple:
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def sort_recommend_by_trend(rows: list[dict]) -> list[dict]:
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return sorted(rows, key=trend_sort_key)
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return sort_recommend_rows(rows, sort_by="trend", desc=True)
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