feat: predictive_oversold_scanner完善——真实全市场PE/市值分位(get_market_percentile)+行业20日动量(fetch_sector_momentum),替代简化值

deploy/profile-scripts/predictive_oversold_scanner.py

@@ -228,12 +228,14 @@ def main():
         fund = fetch_fundamentals(code)
         if not fund:
             continue
-        # 简化分位（部署时可从全市场分位表读取）
-        mcap_q = 0.1 if fund.get("mcap_total") and fund["mcap_total"] < 50 else 0.5
-        pe_q = 0.1 if fund.get("pe") and fund["pe"] < 20 else 0.5
-        # 简化 news3/sec_ret20（部署时可从 stock_news/sector 数据读取）
-        news3 = 1 if fetch_news_count(code) > 0 else 0
-        sec_ret20 = -5  # 简化，部署时用真实行业动量
+        # 2026-08-11：真实分位（全市场 PE/市值分位，替代简化值）
+        mcap_q = get_market_percentile(code, "mcap_total")
+        pe_q = get_market_percentile(code, "pe")
+        if mcap_q is None or pe_q is None:
+            continue
+        # 2026-08-11：真实新闻数（3日）+ 行业20日动量
+        news3 = fetch_news_count(code)
+        sec_ret20 = fetch_sector_momentum(code)
 
         ok_s, msg_s = check_stock(code, code, mcap_q, pe_q, news3, sec_ret20, klines)
         if ok_s:
@@ -250,6 +252,57 @@ def main():
     print(f"  ✅ 完成: 新增{hits}只 p_oversold 候选", flush=True)
 
 
+def get_market_percentile(code, field):
+    """计算个股在全市场的分位（0-1，越小越优）。
+    field: mcap_total 或 pe。分位 = (比它小的数量 / 总数)。
+    返回 None 表示数据不可用。"""
+    try:
+        conn = sqlite3.connect(str(DB_PATH), timeout=5)
+        # 全市场分布
+        total = conn.execute(f"SELECT COUNT(*) FROM stock_fundamentals WHERE {field} > 0").fetchone()[0]
+        if not total:
+            conn.close()
+            return None
+        mine = conn.execute(f"SELECT {field} FROM stock_fundamentals WHERE code=?", (code,)).fetchone()
+        if not mine or not mine[0] or mine[0] <= 0:
+            conn.close()
+            return None
+        val = mine[0]
+        # 分位：比我小的占比
+        cnt = conn.execute(f"SELECT COUNT(*) FROM stock_fundamentals WHERE {field} > 0 AND {field} < ?", (val,)).fetchone()[0]
+        conn.close()
+        return cnt / total
+    except Exception:
+        return None
+
+
+def fetch_sector_momentum(code):
+    """计算行业20日动量（%）。从 stock_sectors 拿行业，再算行业指数20日涨跌。
+    返回 None 表示无行业数据。"""
+    try:
+        conn = sqlite3.connect(str(DB_PATH), timeout=5)
+        sector = conn.execute(
+            "SELECT sector_name FROM stock_sectors WHERE code=? LIMIT 1", (code,)).fetchone()
+        if not sector or not sector[0]:
+            conn.close()
+            return None
+        sector_name = sector[0]
+        # 行业20日动量：查 sector_index_daily 该行业20日前 vs 最新
+        rows = conn.execute(
+            "SELECT close FROM sector_index_daily WHERE sector=? ORDER BY date DESC LIMIT 21",
+            (sector_name,)).fetchall()
+        conn.close()
+        if len(rows) < 20:
+            return None
+        latest = rows[0][0]
+        past = rows[19][0]
+        if past <= 0:
+            return None
+        return round((latest - past) / past * 100, 2)
+    except Exception:
+        return None
+
+
 def fetch_news_count(code):
     """简化：查 stock_news 表近3日新闻数（部署时可完善）"""
     try: