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feat: 筹码因子模块 + 分钟K线 + 历史数据回填

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scripts/chip_factors.py:
- _build_chip_distribution(): 从60日日线OHLCV估算筹码分布
- calc_all(): 计算三大筹码因子(穿透率/当日穿透率/乖离率)
- batch_calc(): 批量计算全部持仓+自选
- chip_cache/: 缓存每日筹码状态(支持因子滚动计算)

mo_provider.py:
- get_minute_kline(): 1分钟K线获取(1s限流, 单次最多240条)

首次运行结果: 33只股票完成筹码分布计算
最高亏损筹码占比: 万科99.5% 神华98.6% 比亚迪股份98.7%
最低亏损筹码占比: 建滔4.0% 药明康德2.1%
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知微
2026-07-02 00:36:35 +08:00
parent c1cdec6edc
commit 7f8b27df3b
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data/chip_cache/600563.json
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{"winner_pct": 0.901115667682602, "loser_pct": 0.09888433231739803, "bias": 0.0019776866463479606, "updated_at": "2026-07-02T00:36:05.897221"}