feat(v0.2): 市场阶段与主线识别 + 因子挖掘全链路 + 数据层完善

- 市场环境: 新增情绪周期6阶段(冰点/启动/主升/高潮/退潮/修复, 连板梯队驱动, EMA平滑+2日确认+弱档否决, 平均段长9.7天)与概念/行业主线排名(涨停梯队聚合, 可配置宽基/风格标签过滤); 市场环境页重构, regime 透明加列, 与5档state并存 - 挖掘: 因子与策略挖掘全链路(API/worker/进程锁/候选库/前端工作台/文档), 周度调度默认关闭且永不自动发布 - 回测: 财务快照因子(点时口径), 批量回测预计算共享下期收益, 信号路径矩阵列依赖展开修复(consecutive_limit_ups 缺列报错) - 数据/性能: enriched 生成与预热治理, 重任务限流, 行情/K线缓存复用, 时区修复 - 测试: 后端全量 914 通过; GUI 黑盒验证截图存证 gui-test-screenshots/
2026-09-12 17:54:15 +08:00 · 2026-08-16 23:39:07 +08:00
parent eb869c7ad2
commit 697c27bb02
129 changed files with 20324 additions and 602 deletions
@@ -5,12 +5,19 @@
 """
 from __future__ import annotations

+import copy
 import json
 import logging
+import re
 from pathlib import Path

 logger = logging.getLogger(__name__)

+# 进程内缓存: 行情轮询线程一轮会调用 8~12 次 getter, 每次读盘+parse 是纯重复;
+# 文件仅在用户改设置时变化, 以 (mtime_ns, size) 签名判断是否重读。
+_cache: dict | None = None
+_cache_sig: tuple[int, int] | None = None
+

 def _path() -> Path:
    from app.config import settings
@@ -19,14 +26,32 @@ def _path() -> Path:
    return p


+def _invalidate_cache() -> None:
+    global _cache, _cache_sig
+    _cache = None
+    _cache_sig = None
+
+
 def load() -> dict:
+    """读取 preferences.json (带 mtime 签名缓存)。返回深拷贝, 调用方可自由修改。"""
+    global _cache, _cache_sig
    p = _path()
-    if p.exists():
-        try:
-            return json.loads(p.read_text(encoding="utf-8"))
-        except Exception as e:  # noqa: BLE001
-            logger.warning("preferences.json malformed: %s", e)
-    return {}
+    try:
+        sig = (p.stat().st_mtime_ns, p.stat().st_size)
+    except OSError:
+        return {}
+    if _cache is not None and sig == _cache_sig:
+        return copy.deepcopy(_cache)
+    try:
+        data = json.loads(p.read_text(encoding="utf-8"))
+    except FileNotFoundError:
+        return {}
+    except Exception as e:
+        logger.warning("preferences.json malformed: %s", e)
+        return {}
+    _cache = data
+    _cache_sig = sig
+    return copy.deepcopy(_cache)


 def save(updates: dict) -> dict:
@@ -36,6 +61,7 @@ def save(updates: dict) -> dict:
    _path().write_text(
        json.dumps(current, indent=2, ensure_ascii=False), encoding="utf-8",
    )
+    _invalidate_cache()
    return current


@@ -88,6 +114,7 @@ def set_realtime_quote_interval(interval: float) -> float:
    _path().write_text(
        json.dumps(current, indent=2, ensure_ascii=False), encoding="utf-8",
    )
+    _invalidate_cache()
    return interval


@@ -316,6 +343,74 @@ def get_regime_warmup_days() -> int:
        return 40


+# ── 市场主线(概念/行业涨停梯队)过滤 ──
+# 宽基/风格标签(融资融券 ~7700 成分、深股通/沪股通 ~3300-3700、国企改革 ~2900)
+# 会按"家数"霸占主线榜首, 但它们不是可操作的题材主线。默认按成分股数上限过滤。
+# 标定(2026-08 THS 概念): 成员 >600 的 55 个概念几乎全是此类风格标签,
+# 真实题材(华为概念 2006/人工智能 2166/固态电池等)均在 600 以下或可自行调整。
+_MAINLINE_MAX_MEMBERS_MIN = 50
+_MAINLINE_MAX_MEMBERS_MAX = 5000
+_MAINLINE_MIN_MEMBERS_MIN = 1
+_MAINLINE_MIN_MEMBERS_MAX = 200
+
+
+def get_mainline_max_members() -> int:
+    """主线维度成员数上限, 超过视为宽基/风格标签被过滤。默认 600。"""
+    v = load().get("mainline_max_members", 600)
+    try:
+        return max(_MAINLINE_MAX_MEMBERS_MIN, min(_MAINLINE_MAX_MEMBERS_MAX, int(v)))
+    except (TypeError, ValueError):
+        return 600
+
+
+def get_mainline_min_members() -> int:
+    """主线维度成员数下限, 过滤微型标签。默认 4。"""
+    v = load().get("mainline_min_members", 4)
+    try:
+        return max(_MAINLINE_MIN_MEMBERS_MIN, min(_MAINLINE_MIN_MEMBERS_MAX, int(v)))
+    except (TypeError, ValueError):
+        return 4
+
+
+def get_mainline_blacklist() -> list[str]:
+    """用户自定义屏蔽的维度成员名(不论成员数大小)。默认空。
+
+    保存时接受 list 或逗号/顿号/分号/空白分隔的字符串。
+    """
+    v = load().get("mainline_blacklist", [])
+    if isinstance(v, str):
+        v = [part for part in re.split(r"[,，、;；\s]+", v) if part]  # noqa: RUF001
+    if not isinstance(v, list):
+        return []
+    return [str(x).strip() for x in v if str(x).strip()]
+
+
+def get_mainline_filter_config() -> dict:
+    """主线过滤配置汇总(供 API 返回与计算读取)。"""
+    return {
+        "min_members": get_mainline_min_members(),
+        "max_members": get_mainline_max_members(),
+        "blacklist": get_mainline_blacklist(),
+    }
+
+
+def set_mainline_filter_config(cfg: dict) -> dict:
+    """保存主线过滤配置(白名单字段, 部分更新)。修改后需重算主线生效。"""
+    updates: dict = {}
+    if "min_members" in cfg and cfg["min_members"] is not None:
+        updates["mainline_min_members"] = cfg["min_members"]
+    if "max_members" in cfg and cfg["max_members"] is not None:
+        updates["mainline_max_members"] = cfg["max_members"]
+    if "blacklist" in cfg and cfg["blacklist"] is not None:
+        raw = cfg["blacklist"]
+        if isinstance(raw, str):
+            raw = [part for part in re.split(r"[,，、;；\s]+", raw) if part]  # noqa: RUF001
+        updates["mainline_blacklist"] = [str(x).strip() for x in (raw or []) if str(x).strip()]
+    if updates:
+        save(updates)
+    return get_mainline_filter_config()
+
+
 _PIPELINE_PULL_KEYS = ("pipeline_pull_etf", "pipeline_pull_index")


@@ -475,6 +570,43 @@ def set_review_schedule(enabled: bool, hour: int, minute: int) -> dict:
    return {"enabled": bool(enabled), "hour": h, "minute": m}


+MINING_BUDGET_PROFILES = frozenset({"balanced", "strict"})
+
+
+def get_mining_schedule() -> dict:
+    """返回周度自动 mining 配置。历史配置缺字段时默认关闭。"""
+    data = load()
+    weekday = data.get("mining_schedule_weekday", 4)
+    if isinstance(weekday, bool) or not isinstance(weekday, int) or not 0 <= weekday <= 4:
+        weekday = 4
+    profile = data.get("mining_budget_profile", "balanced")
+    if not isinstance(profile, str) or profile not in MINING_BUDGET_PROFILES:
+        profile = "balanced"
+    enabled = data.get("mining_schedule_enabled", False)
+    if not isinstance(enabled, bool):
+        enabled = False
+    return {
+        "mining_schedule_enabled": enabled,
+        "mining_schedule_weekday": weekday,
+        "mining_budget_profile": profile,
+    }
+
+
+def set_mining_schedule(enabled: bool, weekday: int, profile: str) -> dict:
+    """校验并一次写入周度自动 mining 的整组配置。"""
+    if isinstance(weekday, bool) or not isinstance(weekday, int) or not 0 <= weekday <= 4:
+        raise ValueError("mining schedule weekday must be between 0 and 4")
+    if profile not in MINING_BUDGET_PROFILES:
+        raise ValueError("mining budget profile must be balanced or strict")
+    result = {
+        "mining_schedule_enabled": bool(enabled),
+        "mining_schedule_weekday": weekday,
+        "mining_budget_profile": profile,
+    }
+    save(result)
+    return result
+
+
 def get_review_push_channels() -> list[str]:
    """复盘推送渠道(多选) — 选定的外部工具列表, 复盘归档后逐个推送。