jj dZddlZddlZddlZddlZddlZej ddddl Z e j Z dddddZ gdZd d d d d Zidddddddddddddddddddddd d!dd"dd#dd$dd%d&idddddd'dddd(dddddddddddd)d!dd"dd#dd$dd%d*idddddd'dddd+dddddddddddd,d!dd"dd#dd$dd%d-idddddd'dddd+dddddddddddd,d!dd"dd#dd$dd%d&d Zd.Zd/Zd0Zd1Zd2Zd3d4d5ddd6d7d8d5d)dd6d9d)d d4dd6d9d:d4d dd6d Zd;dd?d@ZdAZedBkr edSdS)Cu 每日TB信号扫描: 找四池中今天(tb日)满足突破条件且明天可买入的股票, 计算11特征组合强度 输出: 按强度排序的候选股票列表 Nz/Users/xpresso/zt_app/codeg#@gfffff3@gfffff=@)maingemstarbj) f1_t0_pctf2_t0_vol_ratio f3_ta_shrinkf4_ta_drawdown f5_ta_gapf6_tb_strength f7_tb_gap f8_chain_len f9_tb_volf10_tb_ma5_slopef11_tb_ma_alignf12_crowd_pool f13_pool_ztf14_pool_avgretu 沪深300u 中证500u 中证1000u 中证2000hs300zz500zz1000zz2000vol_baseorma_n vol_shrink? shrink_winbreak_upbreak_strength t0_vol_min t0_vol_max t0_open_max? t0_prev_limit ta_dd_maxg333333? ta_low_floor tb_t0_min tb_t0_max tb_vol_min tb_vol_maxg@g? g?g@g?g@cb|drdS|drdSdS)N)6000r)3068rr) startswithcodes +/Users/xpresso/zt_app/code/scan_daily_tb.py board_typer<%s9 |$$v |$$u 4c:||d|k|dtt|kz}t|sdStd|dS)u池日均信号数分母: 仅用 buy_date < bd 的历史行(2026-09-12) 防「重跑自称重」漂移——旧式用全库(含当日行), 同一日重跑会得到不同 f12。poolbuy_dater)astypestrlenmaxgroupbysizemean)bdfr?bdhs r; crowd_denomrK,s S[D S_%;%;C%@%@3r77%J KLA q66s sAIIj))..005577 8 88r=c|dd}t|}|dkrdS|dtj}|dtj}|dtj}|dj}t t|} |d |d |d } } } t|d t|d t|d}}} | d| dd}| dd}| dd}| dd}| dd}| dd}| dd}| dd}| dd}| dd}tj | d j}tj | d j}tj | d j}g}tj|| dz kdD]}|d z|kr ||}|dkr|dkr-|t!d|dz | n|d| } |dkr| dks || |zkr|dkr| dkr || |zkr||}!|dkr|!d!|z znd}"d}#d}$t#|d!zt%|| zd!z|D]}%d"}&| d#vr||%|| zkrd}&| d$vrf|%|kr-|t!d|%|z |% n|d|% }'|'dkr||%|'| zkrd}&|&re||%|!krY|" ||%|"kr|dkr,t&|dkr||%t&||zkr|$ ||%|$kr ||%}$|%}#|#t#|#d!zt%||zd!z|D]}(||(|!d!| zzkrwd})|dkr|dkr||(||zkrd"})|)r|dkr|dkr||(||zkrd"})|)ru|dks|dkri|(|d!zkr||d!z|( n||(}*|*dkr1|dkr||(|*|zkrd"})|)r|dkr||(|*|zkrd"})nd"})|)s||(|kr|(d!z|kr ||(d!znd}+|(dkr-|t!d|(dz |( n|d|( },|id%|+d&|d't ||d(|dkrn|t!d|dz | dkr=t ||t!d|dz | z n tjd)|dkrt ||#|z n tjd*t ||#|!z d!z d+t |#|z d,t ||(|!z d!z d-t |(|z d.t |(d!z|z d/|,dkrt ||(|,z n tjd0|(d1kr<||(d1z dkr-t ||(||(d1z z ||(d1z z n tjd2t ||(||(cxkr ||(krnnd!n%||(||(cxkr ||(krnnd3ndd4t ||(d5||d6||#n|S)7uF找tb==target(今天)的信号链, 返回特征dict(含明天buy_date) trade_dateTdropNpct_chg hfq_closevolrrr$r r"rr' zt_vol_filterrr&r%r+r(r*r,r-r.r/r0 r2g?rF)ztr)maNrr@r:rrr r r r r rrrrtb_closet0_dateta_date) sort_values reset_indexrCrAfloatvaluesLIMIT_UPr<intgetpdSeriesrollingrGnpwhererDrangeminopen_appendnan)-dr:bptargetnpctcloserSdatesbtvbvsbsswbumnztvt0mintaddmax t0openmaxt0prev talowfloortbt0_mintbt0_maxtbmintbmaxma5ma10ma20rest0v0ma10zp0p0_floorta ta_min_closej shrink_okmkokcbr@m10s- r; 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t: {code,buy_date}; c: SELL_COMBO参数(含mode) 返回None=未触发(继续持仓), 否则{sell_date,sell_price,reason,hold_days,ret_net}rMr@TrNrNhfq_openrWraw_openmodeddGz?AstopCmergerRprofithfq_lowholdtimeoutBtrailr raw_close) sell_date sell_pricereason hold_daysret_net buy_price) r_r`rCrailocgSLIPreiterrowsrDCOST_BUY COST_SELL)rptcsubrows0buy_pxfill_buy high_sincehold_nrr_rdatecursellnet_retfills r; simulate_sellrs AlOa m + , 8 8 F F R RX\ R ] ]C 3xx1}}t a o:. /E 5zzQt 5:a=, - -QV H {{h!mmtJ F 55$4QvY=RccX_ a aD V9D 'K'K1AkN##!  3;;V|a1X;..q|$$!t?OttUVW[U\2](^^^1V9$$  S[[Qy\""jA( O&DDDq|$$!t?OttUVW[U\2](^^^1V9$$  S[[Qy\""jA$K&@@@!eAiL&9&9Vq4x=P&P&Pv!Qx[001V9$$ Qy\""jA$K&@@@v!Qx[001V9$$ S))  KV|a'AJ,Dq16z,QRG;((D!%TTX^krBJKK K K K K 4r=rg?r)rrrrrrg?rg333333?u止盈u回撤u止损u超时u 跟踪止盈)rrrrrc#LMNOPQRSddl}t|jdkr |jdnd}tjt t d}ddl}t dM|t Md  }| dd}t d}dLtj |r! tjt |}n(#t$r}t!d |d |d d}~wwxYwt#| d d } | |krt!d|d| d|dMd | dr4|d|kr(t!d| dd|dLt'd|d|ddd| dnItj ddkrt!d|dt'd|d LMfd!} |d"R|d#QRfd$t*D} d%RD} | s| rCt!d&t d'tRd(| d)| d*tt*d+ Qfd,OQfd-} t-jt d.}t1t3|d/|d0}t1t3|d/|d1}i}g}t4D]t\P}P|vrt9jP|P<|P\}}t=t?j d2|!D}||d3}ut d4}t-j"|}||d5#}t|rg}|$D]\}}t#|d6P|Pd |d7}|DtK||d7t#|d8d9tLP}||'|P|f|rt'd:t|d;|D]n\}P}| |d7d<}| |d7d<} t'd=tPPd>|d?|d7dd@dA| dB|dCdDdE|dFdDdG|dHdItR|dJdK|dLdMzdNdO|dP||d7|d7k|d8*t"t#|d8kzj+}!t|!rP|dLtYt-j-|dP|dF|dJ|dHg|j.|!gdQf<p|/|dRt'dS| |dTt|dUt'dVt|dWn t'dXt|dYi}"i}#t4D]\P}|P\}}ta|||"P<dx}$}%dZ}&|D]u\}'}(|(|(d[|k})t|)dkr+tc|)j2dd\}*tgj4|*r`|%dz }%|&|*z }&|*d]kr|$dz }$v|$d^z |%r|&|%z n tfj5f|#P<|D]\}+}|+|"Pvrt|d_kr$t#|d[j2d3|krItm||+||},|,s^|#P\}-}.|,D]X}/|/d8d|/d`<|'P|+| |+d<| |+d<da|/|-|.dbYŐ|st'dc|dddSi}0|D]*S|0 Sd6ddz|0Sd6<+|D]hS|0Sd6to|Sd6Sd8z Sde<tqORSfdfRD}1|1Sdg<| Sd6|1Sdh<it'di|djt'dkt|dldmD]Pt=Pfdn|Ddop}&|&s#t'dqtPPd>t|&dr|&D]SSdhdskrdtnSdhdukrdvndw}2S d`rdxn dySd8}3t'|2dKSd0d?Sd7dd@dASdzd{Sdhd|d}|3d~SddMzdNdSddDdSdd|dd}4 ddl}5ddl9}6g}7t=|dpD]ISSd7S d0S dzSd6tPSd6|S d8tuS d`twtcSdhdtwtcSdgdd }8t*D]d}9S |9}:|:)ty|:tbrtgj4|:rdntwtc|:d@|8|9<e|7'|8Kd||6j9=>d||t|7tqd|7Dtd|7D|7d };t t dd5}<|5?|;|#t$r1}t'dt|jAdK|Yd}~nd}~wwxYwt d4}t-j"|d8t"i}ddlBmC}=ddlDmE}>dmD]P|P\}}t4P}t9jF||}?|?D]Z\}+}@|+|"Pvr|@D]E\}A}B|A|kr |+d|Dvr||+Gd[Hd}|=||+||A\}C}D}E|C`|>||C|D|EdN|# Ptfj5tfj5f\}-}.|-Nd<|.Nd<|0 Pdto|P|Az Nde<tqNOPRfdRD}1|'P|+| |+d<| |+d<| P|1|1dNd8|AiG\g}F|D]SS d`rSfdt*D}8|8ISd6Sd7Sd8tfj5dtfj5SdgSdhd|F'|8|Frt-jJ|t-jK|Fgd}|Ld7d8gd}|/|dR| |dt|dUt'dt|d ddl}ddl}Gt d}Htj |HrG|t |Hd  nd}Itqdt t d4Ddz }Jtj t dr=|Gt t d d nd}Kt'd|ddd|Iddd|Kpdddd|d|Jd|4dt|d||IkdS#t$r2}t'dt|jAdK|Yd}~dSd}~wwxYw)NrrWz/strength_model.jsonrb model_version unversionedz/model_manifest.jsonFu"❌ 模型 manifest 无法解析: z (u) -> 拒绝扫描 model_sha256uL❌ 模型 sha256 与 manifest 不符, 拒绝扫描(fail-fast): manifest(z): u& 实际 model 文件: uE 处置: 用研究侧下发的同一份 model **逐字节**覆盖 u:, 或按流程更新 manifest; 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