feat: 历史K线(Sina)驱动S2多日确认+10只新候选入自选

scripts/candidate_filter.py

@@ -40,7 +40,7 @@ def log_candidate(conn, code, stage, passed, detail):
 # ── Stage 2: 多日K线确认 ──
 
 def fetch_daily_klines(code):
-    """拉取近N日K线（如API不可用则返回当日单日数据）"""
+    """拉取近10日日K线（Sina 240分钟线=日K）"""
     raw = str(code).strip()
     if raw.startswith(("6", "9")):
         prefix = "sh"
@@ -49,78 +49,85 @@ def fetch_daily_klines(code):
     else:
         return None
     
-    import subprocess as _sp
-    url = f"http://qt.gtimg.cn/q={prefix}{raw}"
+    import subprocess as _sp, json as _json
+    url = f"http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={prefix}{raw}&scale=240&ma=5&datalen=10"
     try:
-        r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10)
-        raw_text = r.stdout.decode("gbk", errors="ignore")
-        for line in raw_text.strip().split("\n"):
-            if "~" not in line: continue
-            parts = line.split("~")
-            if len(parts) < 40: continue
-            price = float(parts[3]) if parts[3] else 0
-            prev_close = float(parts[4]) if parts[4] else 0
-            high = float(parts[33]) if parts[33] else 0
-            low = float(parts[34]) if parts[34] else 0
-            volume = int(float(parts[6])) if parts[6] else 0
-            change = float(parts[32]) if parts[32] else 0
-            if price > 0:
-                # 返回当日单条K线（后续扫描积累多日数据）
-                return [{
-                    "date": "today", "open": prev_close, "close": price,
-                    "high": high, "low": low, "volume": volume,
-                    "change_pct": change, "price": price
-                }]
+        r = _sp.run(["curl", "-s", "--noproxy", "*", url], capture_output=True, timeout=10)
+        data = _json.loads(r.stdout)
+        if not data:
+            return None
+        result = []
+        for k in data:
+            result.append({
+                "date": k.get("day", "")[:10],
+                "open": float(k["open"]),
+                "close": float(k["close"]),
+                "high": float(k["high"]),
+                "low": float(k["low"]),
+                "volume": int(k["volume"]),
+                "price": float(k["close"]),
+                "change_pct": 0,
+            })
+        # 计算涨跌幅
+        for i in range(1, len(result)):
+            prev = result[i-1]["close"]
+            if prev > 0:
+                result[i]["change_pct"] = (result[i]["close"] / prev - 1) * 100
+        return result
+    except Exception as e:
         return None
-    except:
         return None
 
 
 def stage2_confirm(code, name, klines):
     """第二关：多日K线确认
-    当日有量价配合信号即可通过初筛。
-    多日连续性需要多日扫描数据积累后验证。
+    检查：多日量价配合、建仓特征
     """
-    if not klines or len(klines) == 0:
-        return False, 0, "无行情数据"
-    
-    today = klines[-1]
-    price = today.get("price", 0)
-    volume = today.get("volume", 0)
-    change = today.get("change_pct", 0)
-    high = today.get("high", 0)
-    low = today.get("low", 0)
+    if not klines or len(klines) < 3:
+        return False, 0, "K线不足3日"
     
+    recent = klines[-5:]  # 最近5日
     score = 0
     checks = []
     
-    # 1. 有成交量
-    if volume > 100000:  # 至少10万股
+    # 1. 成交量连续递增
+    vols = [k["volume"] for k in recent]
+    vol_rising = sum(1 for i in range(len(vols)-1) if vols[i] < vols[i+1])
+    if vol_rising >= 3:
+        score += 2
+        checks.append(f"量增{vol_rising}/4日")
+    elif vol_rising >= 2:
         score += 1
-        checks.append(f"量{volume/10000:.0f}万")
-    else:
-        checks.append("量太小")
+        checks.append(f"量微增{vol_rising}/4日")
     
-    # 2. 跌幅不过大
-    if change >= -2:
+    # 2. 涨放量、跌缩量
+    up_vol = sum(k["volume"] for k in recent if k["change_pct"] >= 0)
+    down_vol = sum(k["volume"] for k in recent if k["change_pct"] < 0)
+    if down_vol > 0 and up_vol / down_vol > 1.5:
+        score += 2
+        checks.append(f"涨量/跌量={up_vol/down_vol:.1f}")
+    elif down_vol > 0 and up_vol / down_vol > 1:
+        score += 1
+    
+    # 3. 价格趋势
+    closes = [k["close"] for k in recent]
+    up_days = sum(1 for i in range(1, len(closes)) if closes[i] > closes[i-1])
+    if up_days >= 3:
+        score += 2
+        checks.append(f"涨{up_days}/4日")
+    elif up_days >= 2:
+        score += 1
+    
+    # 4. 无异常放量（单日>3倍均量=可能出货）
+    avg_vol = sum(vols) / len(vols) if vols else 1
+    max_ratio = max(v / avg_vol for v in vols) if avg_vol > 0 else 1
+    if max_ratio < 2.5:
         score += 1
     else:
-        checks.append(f"跌{change:.1f}%")
+        checks.append(f"异常量{max_ratio:.0f}倍")
     
-    # 3. 日内有波动空间
-    if high > low and price > low:
-        score += 1
-    
-    # 4. 价格不为0
-    if price > 0:
-        score += 1
-    
-    # 多日确认需要后续扫描积累（暂标记）
-    if len(klines) < 3:
-        checks.append("待多日确认")
-    
-    passed = score >= 3
-    detail = f"评分{score}/4 | {'; '.join(checks)}"
+    passed = score >= 4
+    detail = f"评分{score}/7 | {'; '.join(checks)}"
     return passed, score, detail