feat: 五档盘口真假涨停修正 + 连板梯队涨跌停切换 + 自动版本管理

连板梯队:
- 新增涨停/跌停方向切换(胶囊式, 涨停红/跌停绿)
- 跌停侧三状态: 跌停/翘板/止跌(对称涨停侧)
- 涨跌停双计数 + 真假板修正/降级标识(问号弹窗)

五档盘口 sealed(真假涨停):
- depth_service 独立旁路线(只读enriched, 不动计算逻辑)
- 涨跌停一体(一次depth.batch双向覆盖)
- 假涨停归炸板/假跌停归翘板, 真封板显示封单量
- 三层防护节流(套餐clamp+限速clamp+接管通知)
- Pro/Expert盘中轮询 + 盘后定版job + 启动补跑
- 收盘job可配置(15:01~18:00, 默认15:02)
- 设置页'连板梯队降级修正'卡片(开关+配置+立即修正)
- 看板页同步应用sealed修正+降级标识

配置/SDK:
- tiers.yaml拆分depth5/depth5.batch, 补全quote.batch
- tickflow SDK升级0.1.21→0.1.23(depth.batch可用)
- 实时行情轮询间隔下限调整(pro 2s/expert 1s)
- capabilities缓存schema版本化(v3)

其他:
- 档位配色抽共享组件TierTag/tierStyle
- Keys页档位问号弹窗(4档位tag+检测说明)
- git hooks自动版本号+0.0.1+打tag

backend/app/api/overview.py

@@ -399,6 +399,24 @@ def _build_overview(request: Request, as_of: date | None = None) -> dict:
     broken = sum(1 for r in rows if bool(r.get("signal_broken_limit_up")))
     limit_down = sum(1 for r in rows if bool(r.get("signal_limit_down")))
     max_boards = max([int(_finite(r.get("consecutive_limit_ups")) or 0) for r in rows], default=0)
+
+    # 五档 sealed 修正: 假涨停/假跌停不计入(需 Pro+ depth5.batch 能力)
+    depth_svc = getattr(request.app.state, "depth_service", None)
+    sealed_ready = False
+    fake_up = 0
+    fake_down = 0
+    if depth_svc:
+        up_map = depth_svc.get_sealed_map(as_of, is_down=False)
+        down_map = depth_svc.get_sealed_map(as_of, is_down=True)
+        sealed_ready = bool(up_map or down_map) and depth_svc.is_sealed_ready(as_of)
+        if up_map:
+            fake_up = sum(1 for v in up_map.values() if v.get("sealed") is False)
+        if down_map:
+            fake_down = sum(1 for v in down_map.values() if v.get("sealed") is False)
+    if sealed_ready:
+        limit_up = max(0, limit_up - fake_up)
+        limit_down = max(0, limit_down - fake_down)
+
     seal_rate = limit_up / (limit_up + broken) * 100 if (limit_up + broken) > 0 else 0
 
     def above_ma_count(ma_key: str) -> int:
@@ -496,7 +514,7 @@ def _build_overview(request: Request, as_of: date | None = None) -> dict:
         },
         "amount": {"total": total_amount, "avg": avg_amount},
         "boards": boards,
-        "limit": {"limit_up": limit_up, "broken": broken, "failed": 0, "limit_down": limit_down, "max_boards": max_boards, "seal_rate": seal_rate, "tiers": tiers},
+        "limit": {"limit_up": limit_up, "broken": broken, "failed": 0, "limit_down": limit_down, "max_boards": max_boards, "seal_rate": seal_rate, "tiers": tiers, "sealed_ready": sealed_ready, "fake_up": fake_up, "fake_down": fake_down},
         "distribution": _pct_band_rows(pct_values),
         "trend": {
             "above_ma5": above_ma5,

backend/app/api/screener.py

@@ -434,17 +434,37 @@ def run_all(request: Request, body: Optional[dict] = None):
 def limit_ladder(
     request: Request,
     as_of: Optional[date] = None,
+    direction: str = Query("up", description="up=涨停梯队 | down=跌停梯队"),
     ext_columns: Optional[str] = Query(None, description="逗号分隔: config_id.field_name"),
 ):
-    """连板梯队 — 按连板数分组, 含涨停/炸板/断板三种状态。
+    """连板/连跌梯队 — 按连板数分组, 含三状态。
     返回: tiers = [{ boards, count, stocks: [{symbol,name,change_pct,status,...}] }]
-    status: limit_up=涨停 | broken=炸板(摸板未封) | failed=断板(晋级失败)
+
+    direction=up (默认):
+      status: limit_up=涨停 | broken=炸板(摸板未封) | failed=断板(晋级失败)
+    direction=down:
+      status: limit_down=跌停 | recovery=翘板(跌停后回升,含收阳条件) | failed=止跌(昨日跌停今日未跌停也未翘板)
+
     ext_columns: 动态 JOIN 扩展数据, 如 "concept.concept,industry.industry"
     """
     from datetime import timedelta
 
     import polars as pl
 
+    is_down = direction == "down"
+
+    # 按 direction 参数化字段映射
+    if is_down:
+        sig_col = "signal_limit_down"
+        consec_col = "consecutive_limit_downs"
+        broken_col = "signal_limit_down_recovery"
+        status_main, status_broken, status_failed = "limit_down", "recovery", "failed"
+    else:
+        sig_col = "signal_limit_up"
+        consec_col = "consecutive_limit_ups"
+        broken_col = "signal_broken_limit_up"
+        status_main, status_broken, status_failed = "limit_up", "broken", "failed"
+
     repo = request.app.state.repo
     svc = ScreenerService(repo)
     as_of = as_of or svc.latest_date()
@@ -453,17 +473,50 @@ def limit_ladder(
 
     df = svc._load_enriched_for_date(as_of)
     if df.is_empty():
-        return {"as_of": str(as_of), "tiers": []}
+        return {"as_of": str(as_of), "tiers": [], "counts": {"up": 0, "down": 0}}
 
-    # 加载前一日数据获取 prev consecutive_limit_ups
+    # 双方向涨跌停计数(不论当前 direction, 前端始终同时显示)
+    count_up_raw = int(df.filter(pl.col("signal_limit_up").fill_null(False)).height) if "signal_limit_up" in df.columns else 0
+    count_down_raw = int(df.filter(pl.col("signal_limit_down").fill_null(False)).height) if "signal_limit_down" in df.columns else 0
+
+    # 双方向 sealed 修正: 减去各自的假涨停(假涨停已归炸板, 不计入涨停数)
+    depth_svc_global = getattr(request.app.state, "depth_service", None)
+    fake_up = 0
+    fake_down = 0
+    sealed_up_ready = False
+    sealed_down_ready = False
+    if depth_svc_global:
+        up_map = depth_svc_global.get_sealed_map(as_of, is_down=False)
+        down_map = depth_svc_global.get_sealed_map(as_of, is_down=True)
+        sealed_up_ready = bool(up_map) and depth_svc_global.is_sealed_ready(as_of)
+        sealed_down_ready = bool(down_map) and depth_svc_global.is_sealed_ready(as_of)
+        if up_map:
+            fake_up = sum(1 for v in up_map.values() if v.get("sealed") is False)
+        if down_map:
+            fake_down = sum(1 for v in down_map.values() if v.get("sealed") is False)
+    count_up = count_up_raw - fake_up if sealed_up_ready else count_up_raw
+    count_down = count_down_raw - fake_down if sealed_down_ready else count_down_raw
+
+    # 双方向 sealed 明细(供前端弹窗同时显示涨跌停)
+    def _count_sealed(m: dict, ready: bool):
+        if not m or not ready:
+            return {"real": 0, "fake": 0, "pending": 0}
+        real = sum(1 for v in m.values() if v.get("sealed") is True)
+        fake = sum(1 for v in m.values() if v.get("sealed") is False)
+        pending = sum(1 for v in m.values() if v.get("sealed") is None)
+        return {"real": real, "fake": fake, "pending": pending}
+    sealed_counts_up = _count_sealed(up_map, sealed_up_ready)
+    sealed_counts_down = _count_sealed(down_map, sealed_down_ready)
+
+    # 加载前一日数据获取 prev consecutive_limit_ups/downs
     prev_consec: pl.DataFrame = pl.DataFrame()
     for delta in range(1, 10):
         candidate = as_of - timedelta(days=delta)
         df_prev = svc._load_enriched_for_date(candidate)
-        if not df_prev.is_empty() and "consecutive_limit_ups" in df_prev.columns:
+        if not df_prev.is_empty() and consec_col in df_prev.columns:
             prev_consec = df_prev.select(
                 "symbol",
-                pl.col("consecutive_limit_ups").alias("prev_consec"),
+                pl.col(consec_col).alias("prev_consec"),
             )
             break
 
@@ -473,17 +526,17 @@ def limit_ladder(
         df = df.with_columns(pl.lit(0).cast(pl.UInt32).alias("prev_consec"))
 
     # 表达式
-    is_limit = pl.col("signal_limit_up").fill_null(False) if "signal_limit_up" in df.columns else pl.lit(False)
-    is_broken = pl.col("signal_broken_limit_up").fill_null(False) if "signal_broken_limit_up" in df.columns else pl.lit(False)
-    consec = pl.col("consecutive_limit_ups").fill_null(0) if "consecutive_limit_ups" in df.columns else pl.lit(0)
+    is_limit = pl.col(sig_col).fill_null(False) if sig_col in df.columns else pl.lit(False)
+    is_broken = pl.col(broken_col).fill_null(False) if broken_col in df.columns else pl.lit(False)
+    consec = pl.col(consec_col).fill_null(0) if consec_col in df.columns else pl.lit(0)
     prev_c = pl.col("prev_consec").fill_null(0)
 
-    # 计算 status + boards
+    # 计算 status + boards (结构涨跌停对称, 仅字段与字面量不同)
     is_failed = ~is_limit & ~is_broken & (prev_c > 0)
     df = df.with_columns([
-        pl.when(is_limit).then(pl.lit("limit_up"))
-        .when(is_broken).then(pl.lit("broken"))
-        .when(is_failed).then(pl.lit("failed"))
+        pl.when(is_limit).then(pl.lit(status_main))
+        .when(is_broken).then(pl.lit(status_broken))
+        .when(is_failed).then(pl.lit(status_failed))
         .otherwise(None).alias("status"),
         pl.when(is_limit).then(consec)
         .when(is_broken | is_failed).then(prev_c + 1)
@@ -492,6 +545,70 @@ def limit_ladder(
 
     df = df.filter(pl.col("status").is_not_null() & (pl.col("boards") > 0))
 
+    # ── 五档 sealed 叠加(独立旁路, 不改 signal_limit_up) ──
+    # 假涨停(收盘价=涨停价但卖一有量)从 limit 降级为 broken(归炸板视图)
+    # 真涨停保留 + 附封单量; sealed=null(待确认/降级)保持原状
+    depth_svc = getattr(request.app.state, "depth_service", None)
+    sealed_ready = False
+    sealed_age: float | None = None
+    if depth_svc:
+        sealed_map = depth_svc.get_sealed_map(as_of, is_down=is_down)
+        sealed_ready = bool(sealed_map) and depth_svc.is_sealed_ready(as_of)
+        sealed_age = depth_svc.get_sealed_age(as_of) if sealed_ready else None
+
+        if sealed_map:
+            # 构建 sealed 列(symbol → sealed bool, vol)
+            sym_sealed = {s: v.get("sealed") for s, v in sealed_map.items()}
+            sym_vol = {s: v.get("vol") for s, v in sealed_map.items()}
+
+            # JOIN sealed: 对每只 status=main 的票, 看 sealed 值
+            sealed_rows = pl.DataFrame({
+                "symbol": list(sym_sealed.keys()),
+                "_sealed": list(sym_sealed.values()),
+                "_sealed_vol": list(sym_vol.values()),
+            }) if sym_sealed else pl.DataFrame()
+
+            if not sealed_rows.is_empty():
+                df = df.join(sealed_rows, on="symbol", how="left")
+                # 假涨停(main 状态但 sealed=False)→ 降级为 broken
+                df = df.with_columns(
+                    pl.when(
+                        (pl.col("status") == status_main)
+                        & pl.col("_sealed").is_not_null()
+                        & (pl.col("_sealed") == False)  # noqa: E712
+                    ).then(pl.lit(status_broken))
+                    .otherwise(pl.col("status")).alias("status"),
+                    # sealed_status: real/fake/pending/null
+                    pl.when(
+                        (pl.col("status") == status_main)
+                        & (pl.col("_sealed") == True)  # noqa: E712
+                    ).then(pl.lit("real"))
+                    .when(
+                        (pl.col("_sealed") == False)  # noqa: E712
+                    ).then(pl.lit("fake"))
+                    .when(
+                        (pl.col("status") == status_main)
+                        & pl.col("_sealed").is_null()
+                    ).then(pl.lit("pending"))
+                    .otherwise(None).alias("sealed_status"),
+                    pl.col("_sealed_vol").alias("sealed_vol"),
+                ).drop(["_sealed", "_sealed_vol"])
+            else:
+                df = df.with_columns(
+                    pl.lit(None).alias("sealed_status"),
+                    pl.lit(None).alias("sealed_vol"),
+                )
+        else:
+            df = df.with_columns(
+                pl.lit(None).alias("sealed_status"),
+                pl.lit(None).alias("sealed_vol"),
+            )
+    else:
+        df = df.with_columns(
+            pl.lit(None).alias("sealed_status"),
+            pl.lit(None).alias("sealed_vol"),
+        )
+
     # 动态 JOIN 扩展数据
     ext_specs = _parse_ext_columns(ext_columns) if ext_columns else []
     ext_col_names: list[str] = []
@@ -529,11 +646,11 @@ def limit_ladder(
                         pass
 
     # 选择输出列
-    cols = ["symbol", "name", "change_pct", "boards", "status"] + ext_col_names
+    cols = ["symbol", "name", "close", "change_pct", "boards", "status", consec_col, "sealed_status", "sealed_vol"] + ext_col_names
     df = df.select([c for c in cols if c in df.columns])
-    # 排序: boards 降序, status 按涨停→炸板→断板
-    status_order = pl.when(pl.col("status") == "limit_up").then(0)
-    status_order = status_order.when(pl.col("status") == "broken").then(1)
+    # 排序: boards 降序, status 按主状态→炸/翘→断/止
+    status_order = pl.when(pl.col("status") == status_main).then(0)
+    status_order = status_order.when(pl.col("status") == status_broken).then(1)
     status_order = status_order.otherwise(2).alias("_status_order")
     df = df.with_columns(status_order).sort(["boards", "_status_order"], descending=[True, False]).drop("_status_order")
 
@@ -554,7 +671,21 @@ def limit_ladder(
         for n, stocks in sorted(tiers.items(), key=lambda x: -x[0])
     ]
 
-    return {"as_of": str(as_of), "tiers": tier_list}
+    return {
+        "as_of": str(as_of),
+        "tiers": tier_list,
+        "counts": {"up": count_up, "down": count_down},
+        "counts_raw": {"up": count_up_raw, "down": count_down_raw},
+        "sealed_ready": sealed_ready,
+        "sealed_age": round(sealed_age, 0) if sealed_age is not None else None,
+        "sealed_counts": {
+            "real": sum(1 for t in tier_list for s in t.get("stocks", []) if s.get("sealed_status") == "real"),
+            "fake": sum(1 for t in tier_list for s in t.get("stocks", []) if s.get("sealed_status") == "fake"),
+            "pending": sum(1 for t in tier_list for s in t.get("stocks", []) if s.get("sealed_status") == "pending"),
+        },
+        "sealed_counts_up": sealed_counts_up,
+        "sealed_counts_down": sealed_counts_down,
+    }
 
 
 def _parse_ext_columns(ext_columns: str) -> list[tuple[str, str]]:

backend/app/api/settings.py

@@ -37,6 +37,7 @@ class TickflowKeyIn(BaseModel):
 def get_settings() -> dict:
     """返回当前配置概况(Key 脱敏)。"""
     from app.config import settings
+    from app.services import preferences
 
     key = secrets_store.get_tickflow_key()
     return {
@@ -48,6 +49,8 @@ def get_settings() -> dict:
         "probe_log": probe_log(),
         "missing_caps": missing_caps(),
         "extras_caps": extras_caps(),
+        # 首次使用引导
+        "onboarding_completed": preferences.get_onboarding_completed(),
         # AI 配置
         "ai_provider": secrets_store.get_ai_config("ai_provider", settings.ai_provider),
         "ai_base_url": secrets_store.get_ai_config("ai_base_url", settings.ai_base_url),
@@ -146,6 +149,18 @@ def clear_tickflow_key(request: Request) -> dict:
     }
 
 
+@router.post("/onboarding/complete")
+def complete_onboarding() -> dict:
+    """标记首次使用向导完成。
+
+    写入 preferences.json,前端守卫据此判断是否需要再次展示向导。
+    跨设备/清缓存安全 —— 状态落在后端文件,不依赖浏览器本地存储。
+    """
+    from app.services import preferences
+    done = preferences.set_onboarding_completed(True)
+    return {"ok": True, "onboarding_completed": done}
+
+
 class AiSettingsIn(BaseModel):
     provider: str = "openai_compat"
     base_url: str = ""
@@ -214,6 +229,9 @@ def get_preferences() -> dict:
         "nav_order": preferences.get_nav_order(),
         "nav_hidden": preferences.get_nav_hidden(),
         "screener_auto_run": preferences.get_screener_auto_run(),
+        "limit_ladder_monitor_enabled": preferences.get_limit_ladder_monitor_enabled(),
+        "depth_polling_interval": preferences.get_depth_polling_interval(),
+        "depth_finalize_time": preferences.get_depth_finalize_time(),
     }
 
 
@@ -665,3 +683,83 @@ def update_index_daily_batch_size(req: IndexDailyBatchSizeIn) -> dict:
     from app.services import preferences
     size = preferences.set_index_daily_batch_size(req.size)
     return {"index_daily_batch_size": size}
+
+
+# ── 五档盘口 sealed 配置 ──────────────────────────────
+
+class LimitLadderMonitorIn(BaseModel):
+    enabled: bool
+
+
+@router.put("/preferences/limit-ladder-monitor")
+def update_limit_ladder_monitor(req: LimitLadderMonitorIn, request: Request) -> dict:
+    """连板梯队 5 档监控开关。开启→启动 depth 轮询, 关闭→停止。"""
+    from app.services import preferences
+    preferences.save({"limit_ladder_monitor_enabled": req.enabled})
+
+    # 立即应用: 启停 depth 轮询线程
+    depth_svc = getattr(request.app.state, "depth_service", None)
+    if depth_svc:
+        depth_svc.apply_monitor_toggle(req.enabled)
+
+    return {"limit_ladder_monitor_enabled": req.enabled}
+
+
+@router.post("/preferences/limit-ladder-monitor/run")
+def run_limit_ladder_fix(request: Request) -> dict:
+    """立即手动修正一次真假板(拉取五档盘口 + 更新缓存)。需 Pro+。"""
+    from app.tickflow.capabilities import Cap
+    capset = request.app.state.capabilities
+    capset.require(Cap.DEPTH5_BATCH)  # 无能力抛 CapabilityDenied(403)
+
+    depth_svc = getattr(request.app.state, "depth_service", None)
+    if not depth_svc:
+        raise HTTPException(status_code=503, detail="depth 服务未初始化")
+    return depth_svc.run_once()
+
+
+class DepthPollingIntervalIn(BaseModel):
+    interval: float
+
+
+@router.put("/preferences/depth-polling-interval")
+def update_depth_polling_interval(req: DepthPollingIntervalIn, request: Request) -> dict:
+    """保存五档盘口盘中轮询间隔(秒)。需 Pro+。"""
+    from app.tickflow.capabilities import Cap
+    request.app.state.capabilities.require(Cap.DEPTH5_BATCH)
+
+    from app.services import preferences
+    interval = preferences.set_depth_polling_interval(req.interval)
+    return {"depth_polling_interval": interval}
+
+
+class DepthFinalizeTimeIn(BaseModel):
+    hour: int
+    minute: int
+
+
+@router.put("/preferences/depth-finalize-time")
+def update_depth_finalize_time(req: DepthFinalizeTimeIn, request: Request) -> dict:
+    """保存盘后 sealed 定版时间(范围15:01~18:00)并立即 reschedule。需 Pro+。"""
+    from app.tickflow.capabilities import Cap
+    request.app.state.capabilities.require(Cap.DEPTH5_BATCH)
+
+    from app.services import preferences
+    sched = preferences.set_depth_finalize_time(req.hour, req.minute)
+
+    from apscheduler.triggers.cron import CronTrigger
+    scheduler = getattr(request.app.state, "scheduler", None)
+    if scheduler:
+        scheduler.reschedule_job(
+            "depth_finalize",
+            trigger=CronTrigger(
+                day_of_week="mon-fri",
+                hour=sched["hour"],
+                minute=sched["minute"],
+                timezone="Asia/Shanghai",
+            ),
+        )
+        logger.info("depth_finalize rescheduled to %02d:%02d mon-fri", sched["hour"], sched["minute"])
+
+    return sched
+

backend/app/jobs/daily_pipeline.py

@@ -493,7 +493,40 @@ def start_scheduler(repo: KlineRepository, capset: CapabilitySet) -> AsyncIOSche
         replace_existing=True,
     )
 
+    # 盘后: 五档盘口 sealed 定版(时间由偏好决定, 默认15:02, 范围15:01~18:00)
+    depth_sched = preferences.get_depth_finalize_time()
+
+    def _depth_finalize():
+        depth_svc = getattr(_get_app_state(), "depth_service", None) if _get_app_state() else None
+        if depth_svc:
+            depth_svc.finalize()
+
+    scheduler.add_job(
+        _depth_finalize,
+        trigger=CronTrigger(day_of_week="mon-fri",
+                            hour=depth_sched["hour"], minute=depth_sched["minute"],
+                            timezone="Asia/Shanghai"),
+        id="depth_finalize",
+        misfire_grace_time=3600,
+        replace_existing=True,
+    )
+
     scheduler.start()
-    logger.info("scheduler started; instruments@%02d:%02d, pipeline@%02d:%02d mon-fri",
-                inst_sched["hour"], inst_sched["minute"], sched["hour"], sched["minute"])
+    logger.info("scheduler started; instruments@%02d:%02d, pipeline@%02d:%02d, depth@%02d:%02d mon-fri",
+                inst_sched["hour"], inst_sched["minute"], sched["hour"], sched["minute"],
+                depth_sched["hour"], depth_sched["minute"])
     return scheduler
+
+
+# app_state 延迟引用(start_scheduler 在 lifespan 早期调用, app.state 可能还没就绪)
+_app_state_ref = None
+
+
+def set_app_state(app_state) -> None:
+    """lifespan 注册 app.state 引用, 供 scheduled job 访问 depth_service 等单例。"""
+    global _app_state_ref
+    _app_state_ref = app_state
+
+
+def _get_app_state():
+    return _app_state_ref

backend/app/main.py

@@ -60,14 +60,29 @@ async def lifespan(app: FastAPI):
     app.state.strategy_monitor = strategy_monitor
     qs.set_app_state(app.state)
 
+    # 五档盘口 sealed 服务(真假涨停/跌停, 独立旁路线)
+    from app.services.depth_service import DepthService
+    depth_service = DepthService()
+    depth_service.set_repo(repo)
+    depth_service.set_app_state(app.state)
+    app.state.depth_service = depth_service
+
     # 启动调度器(若 enriched 数据为空,首次启动可手动 POST /api/pipeline/run)
     try:
+        daily_pipeline.set_app_state(app.state)  # 供 depth_finalize job 访问 depth_service
         scheduler = daily_pipeline.start_scheduler(repo, capset)
         app.state.scheduler = scheduler
     except Exception as e:  # noqa: BLE001
         logger.warning("scheduler not started: %s", e)
         app.state.scheduler = None
 
+    # depth sealed: 启动补跑(当天文件不存在) + 盘中轮询(有能力时)
+    try:
+        depth_service.boot_check()
+        depth_service.start_polling()
+    except Exception as e:  # noqa: BLE001
+        logger.warning("depth_service init failed: %s", e)
+
     # 扩展数据定时拉取
     from app.services.ext_pull import pull_scheduler
     pull_scheduler.start(store.data_dir)
@@ -111,6 +126,9 @@ async def lifespan(app: FastAPI):
     qs = getattr(app.state, "quote_service", None)
     if qs:
         qs.stop()
+    dsvc = getattr(app.state, "depth_service", None)
+    if dsvc:
+        dsvc.stop_polling()
     logger.info("shutdown")
 
 

backend/app/services/depth_service.py

@@ -0,0 +1,560 @@
+"""五档盘口 sealed(真假涨停/跌停) 服务 — 独立旁路线。
+
+架构(完全解耦):
+  - 只读 enriched(拿涨跌停名单), 不写回 enriched(14列不动)
+  - sealed 存独立 parquet(data/depth5/date=xxx/part.parquet)
+  - limit_ladder API 查询时 LEFT JOIN(同 ext_columns 机制)
+  - signal_limit_up 永远是"价格涨停", sealed 是叠加的真假判定层
+
+数据流:
+  盘中轮询线程(交易时段, 独立 sleep, 不绑行情轮询):
+    读 enriched 内存缓存(线程安全) → 涨跌停名单 → tf.depth.batch
+    → 算 sealed → 更新内存缓存(不落盘) → sealed_ready=True
+  盘后定版 job(可配置时间, 默认15:02):
+    最后拉一次 → 落盘 depth5 parquet(定版)
+
+三层防护节流("设过大设上限, 设过小设最小值"):
+  ① 套餐范围 clamp: Pro 10~120s, Expert 3~300s
+  ② 限速安全 clamp: safe = 60/((rpm*0.8)/batches), 涨跌停多就自动放慢
+  ③ 系统接管通知: 用户设置会超限时, 推 toast 告知已自动调整
+"""
+from __future__ import annotations
+
+import logging
+import math
+import threading
+import time
+from datetime import date, datetime, time as dt_time
+from pathlib import Path
+
+import polars as pl
+
+logger = logging.getLogger(__name__)
+
+
+# 套餐 → (轮询间隔下限s, 上限s)
+TIER_INTERVAL_RANGE: dict[str, tuple[float, float]] = {
+    "pro": (10.0, 120.0),
+    "expert": (3.0, 300.0),
+}
+# 兜底: 其他有 DEPTH5_BATCH 的套餐按 pro 范围
+DEFAULT_RANGE = (10.0, 120.0)
+
+# 限速余量: 只用 rpm 的 80%, 给系统其他 depth 调用留空间
+RPM_MARGIN = 0.8
+# 间隔硬下限/上限(任何套餐)
+INTERVAL_HARD_MIN = 10.0
+INTERVAL_HARD_MAX = 300.0
+
+
+class DepthService:
+    """五档盘口 sealed 服务 — 单例。"""
+
+    def __init__(self) -> None:
+        self._lock = threading.Lock()
+        self._running = False
+        self._thread: threading.Thread | None = None
+        self._repo = None              # 延迟注入(KlineRepository)
+        self._app_state = None         # 延迟注入(FastAPI app.state)
+
+        # 内存缓存: {symbol: SealedEntry}
+        # SealedEntry = {sealed_up, sealed_down, ask1_vol, bid1_vol, status, fetched_ts}
+        self._sealed_cache: dict[str, dict] = {}
+        self._sealed_ready = False
+        self._sealed_date: date | None = None     # sealed 数据对应的交易日(可能是昨天,如休市)
+        self._sealed_fetched_ts: float = 0.0   # 上次拉取的 perf_counter
+        self._sealed_fetched_at: float = 0.0   # 上次拉取的 wall-clock 时间戳
+        self._persisted_date: date | None = None  # 已落盘的日期
+
+        # 系统接管状态(防通知刷屏)
+        self._last_taken_over: bool | None = None
+        self._last_user_interval: float | None = None
+
+    # ================================================================
+    # 注入
+    # ================================================================
+
+    def set_repo(self, repo) -> None:
+        self._repo = repo
+
+    def set_app_state(self, app_state) -> None:
+        self._app_state = app_state
+
+    # ================================================================
+    # 生命周期
+    # ================================================================
+
+    def boot_check(self) -> None:
+        """启动补跑: 当天 depth5 文件不存在则 finalize 一次; 已存在则恢复内存缓存。"""
+        if not self._has_capability():
+            logger.info("depth sealed: 无 DEPTH5_BATCH 能力, 跳过启动补跑")
+            return
+        today = date.today()
+        if self._persisted_for_date(today):
+            # parquet 已存在: 恢复内存缓存(避免重启后每次查询都读 parquet)
+            self._restore_from_parquet(today)
+            return
+        logger.info("depth sealed: 启动补跑今天定版")
+        try:
+            self.finalize()
+        except Exception as e:  # noqa: BLE001
+            logger.warning("depth sealed 启动补跑失败: %s", e)
+
+    def _restore_from_parquet(self, d: date) -> None:
+        """从 parquet 恢复内存缓存(服务重启后)。"""
+        if not self._repo:
+            return
+        out = self._repo.store.data_dir / "depth5" / f"date={d.isoformat()}" / "part.parquet"
+        if not out.exists():
+            return
+        try:
+            df = pl.read_parquet(out)
+            cache: dict[str, dict] = {}
+            for row in df.to_dicts():
+                sym = row.get("symbol")
+                if not sym:
+                    continue
+                cache[sym] = {
+                    "sealed_up": row.get("sealed_up"),
+                    "sealed_down": row.get("sealed_down"),
+                    "ask1_vol": row.get("ask1_vol"),
+                    "bid1_vol": row.get("bid1_vol"),
+                    "status": row.get("status"),
+                    "fetched_ts": row.get("fetched_at"),
+                }
+            with self._lock:
+                self._sealed_cache = cache
+                self._sealed_ready = True
+                self._sealed_date = d
+                self._persisted_date = d
+            logger.info("depth sealed: 从 parquet 恢复 %d 只 (日期=%s)", len(cache), d)
+        except Exception as e:  # noqa: BLE001
+            logger.warning("depth sealed 从 parquet 恢复失败: %s", e)
+
+    def start_polling(self) -> None:
+        """启动盘中轮询线程(连板梯队监控开启 + 有能力 + 交易时段)。"""
+        if self._running:
+            return
+        if not self._has_capability():
+            return
+        from app.services import preferences
+        if not preferences.get_limit_ladder_monitor_enabled():
+            return
+        self._running = True
+        self._thread = threading.Thread(target=self._poll_loop, daemon=True)
+        self._thread.start()
+        logger.info("depth sealed 盘中轮询已启动")
+
+    def stop_polling(self) -> None:
+        """停止盘中轮询线程。"""
+        self._running = False
+        if self._thread:
+            self._thread.join(timeout=10)
+            self._thread = None
+        logger.info("depth sealed 盘中轮询已停止")
+
+    def apply_monitor_toggle(self, enabled: bool) -> None:
+        """连板梯队监控开关切换时调用: 开启→启动轮询, 关闭→停止轮询。"""
+        if enabled:
+            self.start_polling()
+        else:
+            self.stop_polling()
+
+    def run_once(self) -> dict:
+        """手动触发一次修正(立即拉取 depth + 更新内存缓存)。
+
+        不受监控开关限制 — 用户可随时手动修正一次。
+        返回 {"ok": bool, "count": int, "msg": str}
+        """
+        if not self._has_capability():
+            return {"ok": False, "count": 0, "msg": "无五档盘口能力(需 Pro+)"}
+        try:
+            self._fetch_and_seal(persist=True)  # 落盘, 刷新页面不丢
+            with self._lock:
+                count = len(self._sealed_cache)
+            return {"ok": True, "count": count, "msg": f"已修正 {count} 只"}
+        except Exception as e:  # noqa: BLE001
+            logger.warning("depth run_once 失败: %s", e)
+            return {"ok": False, "count": 0, "msg": f"修正失败: {e}"}
+
+    # ================================================================
+    # 核心拉取
+    # ================================================================
+
+    def _fetch_and_seal(self, persist: bool = False) -> None:
+        """拉一次 depth.batch, 算 sealed, 更新内存缓存(可选落盘)。
+
+        persist=True: 盘后定版, 写 depth5 parquet
+        persist=False: 盘中轮询, 只更新内存缓存
+        """
+        if not self._repo:
+            return
+
+        # 只读 enriched 内存缓存(线程安全, 避免和 quote_service 写盘竞态)
+        enriched, enriched_date = self._repo.get_enriched_latest()
+        if enriched.is_empty():
+            return
+
+        # 筛涨跌停名单(用 fill_null 防止列缺失)
+        syms_up: list[str] = []
+        syms_down: list[str] = []
+        if "signal_limit_up" in enriched.columns:
+            syms_up = enriched.filter(
+                pl.col("signal_limit_up").fill_null(False)
+            )["symbol"].to_list()
+        if "signal_limit_down" in enriched.columns:
+            syms_down = enriched.filter(
+                pl.col("signal_limit_down").fill_null(False)
+            )["symbol"].to_list()
+
+        all_syms = list(dict.fromkeys(syms_up + syms_down))  # 去重保序
+        if not all_syms:
+            logger.debug("depth sealed: 当日无涨跌停股, 跳过")
+            return
+
+        # 拉 depth(涨跌停一次拉, 按 capset batch 切片)
+        depth_data = self._call_depth_batch(all_syms)
+        if not depth_data:
+            logger.warning("depth sealed: depth.batch 返回空")
+            return
+
+        up_set = set(syms_up)
+        down_set = set(syms_down)
+        now_perf = time.perf_counter()
+        now_wall = time.time()
+
+        new_cache: dict[str, dict] = {}
+        for sym, d in depth_data.items():
+            ask_vols = d.get("ask_volumes") or []
+            bid_vols = d.get("bid_volumes") or []
+            ask1 = ask_vols[0] if ask_vols else None
+            bid1 = bid_vols[0] if bid_vols else None
+            # depth 返回的 timestamp(毫秒 epoch), 回退到当前 wall-clock
+            depth_ts = d.get("timestamp")
+            fetched = (depth_ts / 1000.0) if isinstance(depth_ts, (int, float)) and depth_ts else now_wall
+            entry = {
+                # 涨停真封: 涨停价上卖一(主动卖压)为 0
+                "sealed_up": (ask1 == 0) if sym in up_set and ask1 is not None else None,
+                # 跌停真封: 跌停价上买一为 0
+                "sealed_down": (bid1 == 0) if sym in down_set and bid1 is not None else None,
+                "ask1_vol": ask1,
+                "bid1_vol": bid1,
+                "status": "limit_down" if sym in down_set and sym not in up_set else "limit_up",
+                "fetched_ts": fetched,
+            }
+            new_cache[sym] = entry
+
+        with self._lock:
+            self._sealed_cache = new_cache
+            self._sealed_ready = True
+            self._sealed_date = enriched_date  # 记录数据对应的交易日(可能是昨天,如休市)
+            self._sealed_fetched_ts = now_perf
+            self._sealed_fetched_at = now_wall
+
+        logger.info("depth sealed: 拉取 %d 只 (涨停%d/跌停%d) 日期=%s%s",
+                    len(new_cache), len(syms_up), len(syms_down),
+                    enriched_date, " → 落盘" if persist else "")
+
+        if persist and enriched_date:
+            self._persist(enriched_date)
+
+    def _call_depth_batch(self, symbols: list[str]) -> dict:
+        """调 tf.depth.batch, 按 capset 的 batch 切片 + 节流。返回 {symbol: MarketDepth}。"""
+        from app.tickflow.client import get_client
+        tf = get_client()
+
+        capset = self._get_capset()
+        lim = capset.limits(__import__("app.tickflow.capabilities", fromlist=["Cap"]).Cap.DEPTH5_BATCH)
+        batch_size = (lim.batch if lim and lim.batch else 100)
+        rpm = (lim.rpm if lim and lim.rpm else 30)
+        # 批间隔 = 60/rpm(匀速)
+        inter_batch = 60.0 / rpm if rpm > 0 else 2.0
+
+        result: dict = {}
+        chunks = [symbols[i:i + batch_size] for i in range(0, len(symbols), batch_size)]
+        for i, chunk in enumerate(chunks):
+            if i > 0:
+                time.sleep(inter_batch)
+            try:
+                # SDK 的 batch 内部已按 batch_size 切, 这里再切一层防单请求过大
+                data = tf.depth.batch(chunk)
+                if isinstance(data, dict):
+                    result.update(data)
+            except Exception as e:  # noqa: BLE001
+                logger.warning("depth.batch 第 %d 批失败(%d 只): %s", i + 1, len(chunk), e)
+                # 单批失败不影响其他批
+        return result
+
+    def finalize(self) -> None:
+        """盘后定版: 拉一次 + 落盘。"""
+        if not self._has_capability():
+            return
+        self._fetch_and_seal(persist=True)
+
+    # ================================================================
+    # 落盘
+    # ================================================================
+
+    def _persist(self, today: date) -> None:
+        """把内存缓存写 depth5/date=今天/part.parquet。"""
+        with self._lock:
+            cache = dict(self._sealed_cache)
+        if not cache:
+            return
+
+        rows = []
+        for sym, e in cache.items():
+            rows.append({
+                "symbol": sym,
+                "sealed_up": e.get("sealed_up"),
+                "sealed_down": e.get("sealed_down"),
+                "ask1_vol": e.get("ask1_vol"),
+                "bid1_vol": e.get("bid1_vol"),
+                "status": e.get("status"),
+                "fetched_at": e.get("fetched_ts"),
+            })
+        df = pl.DataFrame(rows)
+        ds = today.isoformat()
+        out = self._repo.store.data_dir / "depth5" / f"date={ds}" / "part.parquet"
+        out.parent.mkdir(parents=True, exist_ok=True)
+        df.write_parquet(out)
+        self._persisted_date = today
+        logger.info("depth sealed 落盘: %d 行 → %s", df.height, out)
+
+    def _persisted_for_date(self, d: date) -> bool:
+        """检查某日 depth5 文件是否已存在。"""
+        if not self._repo:
+            return False
+        out = self._repo.store.data_dir / "depth5" / f"date={d.isoformat()}" / "part.parquet"
+        return out.exists()
+
+    # ================================================================
+    # 查询(供 limit_ladder API 用)
+    # ================================================================
+
+    def get_sealed_map(self, target_date: date, is_down: bool) -> dict:
+        """返回 {symbol: {sealed, vol, ready, age}} 供 JOIN。
+
+        优先内存缓存(盘中), 回退 parquet(历史/盘后)。
+        sealed: bool | None (None=待确认或降级)
+        vol: 封单量(int) | None
+        ready: sealed 数据是否就绪(False→降级标识)
+        age: 距上次拉取秒数(盘后定版为 None)
+        """
+        # 内存缓存(sealed 数据对应的交易日 = target_date 时才用)
+        if self._sealed_date and target_date == self._sealed_date and self._sealed_ready and self._sealed_cache:
+            return self._read_from_memory(is_down)
+        # parquet(历史或盘后定版)
+        return self._read_from_parquet(target_date, is_down)
+
+    def _read_from_memory(self, is_down: bool) -> dict:
+        sealed_key = "sealed_down" if is_down else "sealed_up"
+        # 封单量: 涨停=买一量(涨停价买单堆积), 跌停=卖一量(跌停价卖单堆积)
+        vol_key = "ask1_vol" if is_down else "bid1_vol"
+        now = time.perf_counter()
+        with self._lock:
+            cache = dict(self._sealed_cache)
+            fetched_ts = self._sealed_fetched_ts
+        age = (now - fetched_ts) if fetched_ts else 0.0
+        result = {}
+        for sym, e in cache.items():
+            result[sym] = {
+                "sealed": e.get(sealed_key),
+                "vol": e.get(vol_key),
+                "ready": True,
+                "age": age,
+            }
+        return result
+
+    def _read_from_parquet(self, target_date: date, is_down: bool) -> dict:
+        if not self._repo:
+            return {}
+        out = self._repo.store.data_dir / "depth5" / f"date={target_date.isoformat()}" / "part.parquet"
+        if not out.exists():
+            return {}
+        try:
+            df = pl.read_parquet(out)
+        except Exception as e:  # noqa: BLE001
+            logger.warning("depth5 parquet 读取失败: %s", e)
+            return {}
+        sealed_key = "sealed_down" if is_down else "sealed_up"
+        # 封单量: 涨停=买一量, 跌停=卖一量
+        vol_key = "ask1_vol" if is_down else "bid1_vol"
+        result = {}
+        for row in df.to_dicts():
+            sym = row.get("symbol")
+            if not sym:
+                continue
+            result[sym] = {
+                "sealed": row.get(sealed_key),
+                "vol": row.get(vol_key),
+                "ready": True,
+                "age": None,  # 盘后定版, 无 age
+            }
+        return result
+
+    def is_sealed_ready(self, target_date: date) -> bool:
+        """sealed 数据是否就绪(供前端降级判定)。"""
+        # 内存缓存对应的数据日 == 查询日 → 看内存就绪状态
+        if self._sealed_date and target_date == self._sealed_date:
+            return self._sealed_ready
+        # 其他日期: 有 parquet 就 ready
+        return self._persisted_for_date(target_date)
+
+    def get_sealed_age(self, target_date: date) -> float | None:
+        """返回 sealed 数据 age(秒), 盘后定版为 None。"""
+        if self._sealed_date and target_date == self._sealed_date and self._sealed_ready and self._sealed_fetched_ts:
+            return time.perf_counter() - self._sealed_fetched_ts
+        return None
+
+    # ================================================================
+    # 盘中轮询线程
+    # ================================================================
+
+    def _poll_loop(self) -> None:
+        """盘中轮询: 按 capset 自适应间隔拉 depth, 更新内存缓存。"""
+        while self._running:
+            try:
+                if self._is_trading_hours():
+                    self._poll_once()
+                else:
+                    logger.debug("depth sealed: 非交易时段, 跳过")
+            except Exception as e:  # noqa: BLE001
+                logger.warning("depth sealed 轮询异常: %s", e)
+
+            # 等待下一轮(用 _running 检查保证能及时退出)
+            interval = self._current_sleep_interval()
+            waited = 0.0
+            while self._running and waited < interval:
+                time.sleep(0.5)
+                waited += 0.5
+
+    def _poll_once(self) -> None:
+        """单次轮询: 算间隔(三层防护) → 拉取 → 检测系统接管通知。"""
+        # 数当前涨跌停股
+        n = self._count_limit_stocks()
+        if n == 0:
+            return
+
+        interval, taken_over, user_interval = self._compute_interval(n)
+
+        # 系统接管通知(状态切换时才推, 防刷屏)
+        if taken_over and (self._last_taken_over is False or self._last_user_interval != user_interval):
+            self._notify_takeover(n, user_interval, interval)
+        self._last_taken_over = taken_over
+        self._last_user_interval = user_interval
+
+        self._fetch_and_seal(persist=False)
+
+    def _current_sleep_interval(self) -> float:
+        """计算当前 sleep 间隔(供 _poll_loop 等待用)。"""
+        n = self._count_limit_stocks()
+        if n == 0:
+            return 30.0  # 无涨跌停, 慢轮询
+        interval, _, _ = self._compute_interval(n)
+        return interval
+
+    # ================================================================
+    # 三层防护节流
+    # ================================================================
+
+    def _compute_interval(self, n_symbols: int) -> tuple[float, bool, float]:
+        """三层防护计算实际轮询间隔。
+
+        返回 (actual_interval, taken_over, user_interval)
+        - actual_interval: 实际使用的间隔(秒)
+        - taken_over: 是否被系统接管(用户设置会超限)
+        - user_interval: 用户设置(经套餐 clamp 后)的间隔
+        """
+        from app.services import preferences
+        from app.tickflow.policy import tier_label
+
+        capset = self._get_capset()
+        lim = capset.limits(__import__("app.tickflow.capabilities", fromlist=["Cap"]).Cap.DEPTH5_BATCH)
+        batch_size = (lim.batch if lim and lim.batch else 100)
+        rpm = (lim.rpm if lim and lim.rpm else 30)
+
+        # ① 套餐范围 clamp
+        tier = tier_label().split()[0].split("+")[0].strip().lower()
+        lo, hi = TIER_INTERVAL_RANGE.get(tier, DEFAULT_RANGE)
+        raw_user = preferences.get_depth_polling_interval()
+        user_interval = max(lo, min(hi, raw_user))
+
+        # ② 限速安全 clamp
+        batches = max(1, math.ceil(n_symbols / batch_size))
+        usable_rpm = rpm * RPM_MARGIN
+        calls_per_min = usable_rpm / batches if batches > 0 else usable_rpm
+        safe_interval = 60.0 / calls_per_min if calls_per_min > 0 else INTERVAL_HARD_MAX
+
+        # 实际: 取用户设置和安全的较大值
+        actual = max(user_interval, safe_interval)
+        # 硬上下限
+        actual = max(INTERVAL_HARD_MIN, min(actual, INTERVAL_HARD_MAX))
+        taken_over = safe_interval > user_interval
+
+        return actual, taken_over, user_interval
+
+    def _count_limit_stocks(self) -> int:
+        """数当前涨跌停股总数(供节流计算)。"""
+        if not self._repo:
+            return 0
+        enriched, _ = self._repo.get_enriched_latest()
+        if enriched.is_empty():
+            return 0
+        n = 0
+        if "signal_limit_up" in enriched.columns:
+            n += enriched.filter(pl.col("signal_limit_up").fill_null(False)).height
+        if "signal_limit_down" in enriched.columns:
+            n += enriched.filter(pl.col("signal_limit_down").fill_null(False)).height
+        return n
+
+    # ================================================================
+    # 通知
+    # ================================================================
+
+    def _notify_takeover(self, n_stocks: int, user_interval: float, actual_interval: float) -> None:
+        """系统接管通知: 复用 quote_service 的 _pending_alerts 通道。"""
+        if not self._app_state:
+            return
+        qs = getattr(self._app_state, "quote_service", None)
+        if not qs:
+            return
+        msg = (f"五档轮询: 当前涨跌停 {n_stocks} 只, 您设置的 {user_interval:.0f} 秒间隔会超限, "
+               f"系统已自动调整为 {actual_interval:.0f} 秒")
+        alert = {
+            "source": "depth",
+            "type": "takeover",
+            "message": msg,
+        }
+        try:
+            with qs._lock:
+                qs._pending_alerts.append(alert)
+            qs._alert_event.set()
+        except Exception as e:  # noqa: BLE001
+            logger.debug("depth 接管通知推送失败: %s", e)
+
+    # ================================================================
+    # 工具
+    # ================================================================
+
+    def _has_capability(self) -> bool:
+        capset = self._get_capset()
+        from app.tickflow.capabilities import Cap
+        return capset.has(Cap.DEPTH5_BATCH)
+
+    def _get_capset(self):
+        """获取当前 capset(优先 app.state, 回退 detect)。"""
+        if self._app_state:
+            cs = getattr(self._app_state, "capabilities", None)
+            if cs:
+                return cs
+        from app.tickflow.policy import detect_capabilities
+        return detect_capabilities()
+
+    @staticmethod
+    def _is_trading_hours() -> bool:
+        now = datetime.now()
+        t = now.time()
+        morning = dt_time(9, 25) <= t <= dt_time(11, 35)
+        afternoon = dt_time(12, 55) <= t <= dt_time(15, 5)
+        return now.weekday() < 5 and (morning or afternoon)

backend/app/services/preferences.py

@@ -127,6 +127,45 @@ def set_index_daily_batch_size(size: int) -> int:
     return size
 
 
+# ── 五档盘口 sealed(真假涨停) 配置 ──────────────────────
+
+def get_limit_ladder_monitor_enabled() -> bool:
+    """连板梯队 5 档监控开关。关闭时 depth 不轮询(连板梯队降级显示)。"""
+    return load().get("limit_ladder_monitor_enabled", False)
+
+
+def get_depth_polling_interval() -> float:
+    """depth 盘中轮询间隔(秒)。默认 20(Pro/Expert 都适用)。"""
+    return float(load().get("depth_polling_interval", 20.0))
+
+
+def set_depth_polling_interval(interval: float) -> float:
+    """保存 depth 轮询间隔。套餐范围 clamp 由 depth_service 按档位做。"""
+    interval = max(1.0, min(600.0, float(interval)))
+    save({"depth_polling_interval": interval})
+    return interval
+
+
+def get_depth_finalize_time() -> dict:
+    """盘后 sealed 定版时间 {"hour": 15, "minute": 2}。范围 15:01~18:00。"""
+    d = load().get("depth_finalize_time", {"hour": 15, "minute": 2})
+    return {"hour": d.get("hour", 15), "minute": d.get("minute", 2)}
+
+
+def set_depth_finalize_time(hour: int, minute: int) -> dict:
+    """保存盘后 sealed 定版时间,强制范围 15:01~18:00。"""
+    h = max(0, min(23, hour))
+    m = max(0, min(59, minute))
+    # 下限 15:01, 上限 18:00
+    if h * 60 + m < 15 * 60 + 1:
+        h, m = 15, 1
+    if h * 60 + m > 18 * 60:
+        h, m = 18, 0
+    save({"depth_finalize_time": {"hour": h, "minute": m}})
+    return {"hour": h, "minute": m}
+
+
+
 # ===== 实时监控 =====
 
 # 页面 SSE 刷新配置: { "watchlist": true, "monitor": true, ... }
@@ -248,3 +287,16 @@ def set_screener_result_columns(columns: list[dict]) -> list[dict]:
     """保存策略结果列表列配置。"""
     save({"screener_result_columns": columns})
     return columns
+
+
+# ===== 首次使用引导 =====
+
+def get_onboarding_completed() -> bool:
+    """是否已完成首次使用向导。默认 False（新用户）。"""
+    return bool(load().get("onboarding_completed", False))
+
+
+def set_onboarding_completed(done: bool = True) -> bool:
+    """标记首次使用向导完成状态。"""
+    save({"onboarding_completed": bool(done)})
+    return bool(done)

backend/app/services/quote_service.py

@@ -40,8 +40,8 @@ class QuoteService:
 
     # 档位 → 最小轮询间隔 (秒)
     TIER_MIN_INTERVAL = {
-        "expert": 0.5,
-        "pro": 1.0,
+        "expert": 1.0,
+        "pro": 2.0,
         "starter": 3.0,
     }
     DEFAULT_INTERVAL = 10.0

backend/app/tickflow/capabilities.py

@@ -21,6 +21,7 @@ class Cap(StrEnum):
     INTRADAY               = "intraday"
     INTRADAY_BATCH         = "intraday.batch"
     DEPTH5                 = "depth5"
+    DEPTH5_BATCH           = "depth5.batch"
     WEBSOCKET              = "websocket"
     FINANCIAL              = "financial"
     ADJ_FACTOR             = "adj_factor"

backend/app/tickflow/policy.py

@@ -25,6 +25,12 @@ logger = logging.getLogger(__name__)
 
 _CAPSET_CACHE_FILE = "capabilities.json"
 
+# 缓存 schema 版本。capabilities 模型有结构性变更时 bump(如新增/拆分 Cap),
+# 旧缓存(无此字段或版本更低)会被判定过期,触发重新探测。
+# v2: 拆分 depth5 → depth5(单只) + depth5.batch(批量)
+# v3: 探测补全 quote.batch(此前 tiers.yaml 声明了但 _probe_real 漏探测)
+_CACHE_SCHEMA_VERSION = 3
+
 # 探测用最小代价请求:挑流通性最好的 1 只标的试
 _PROBE_SYMBOL = "600000.SH"  # 浦发银行,长期不会退市
 
@@ -149,6 +155,11 @@ def _probe_real(tiers: dict) -> tuple[CapabilitySet, list[str]]:
              lambda: tf.quotes.get(symbols=[_PROBE_SYMBOL], as_dataframe=False),
              defaults(Cap.QUOTE_BY_SYMBOL))
 
+    # quote.batch — 批量行情(POST /v1/quotes)。用 get_by_symbols 试探。
+    try_call(Cap.QUOTE_BATCH,
+             lambda: tf.quotes.get_by_symbols([_PROBE_SYMBOL], as_dataframe=False),
+             defaults(Cap.QUOTE_BATCH))
+
     # quote.pool — 用一个真实存在的 universe id 试探。
     # universes.list() 在 Free 也开放,先拿任意一个 universe id 再用 get_by_universes 试。
     def _probe_pool():
@@ -190,11 +201,16 @@ def _probe_real(tiers: dict) -> tuple[CapabilitySet, list[str]]:
              lambda: tf.klines.intraday_batch([_PROBE_SYMBOL], count=1, as_dataframe=False),
              defaults(Cap.INTRADAY_BATCH))
 
-    # depth5
+    # depth5 — 按标的查(单只)
     try_call(Cap.DEPTH5,
              lambda: tf.depth.get(_PROBE_SYMBOL),
              defaults(Cap.DEPTH5))
 
+    # depth5.batch — 批量查(SDK 0.1.23+ 提供 depth.batch,对应官方 /v1/depth/batch 端点)
+    try_call(Cap.DEPTH5_BATCH,
+             lambda: tf.depth.batch([_PROBE_SYMBOL]),
+             defaults(Cap.DEPTH5_BATCH))
+
     # financial — SDK 提供 income / balance_sheet / cash_flow / metrics / shares
     # 用 metrics 探测(单据最小)
     try_call(Cap.FINANCIAL,
@@ -223,7 +239,11 @@ def detect_capabilities(force: bool = False) -> CapabilitySet:
     if not force and cache_path.exists():
         with cache_path.open(encoding="utf-8") as f:
             cached = json.load(f)
-        return _capset_from_json(cached)
+        # schema 版本校验:旧缓存或缺版本号 → 过期,丢弃后重新探测
+        if cached.get("schema_version") == _CACHE_SCHEMA_VERSION:
+            return _capset_from_json(cached)
+        logger.info("capabilities 缓存 schema 版本过期(缓存=%s, 当前=%d), 重新探测",
+                    cached.get("schema_version"), _CACHE_SCHEMA_VERSION)
 
     tiers = _load_tiers_yaml()
     if settings.use_free_mode:
@@ -257,7 +277,7 @@ def detect_capabilities(force: bool = False) -> CapabilitySet:
 TIER_SIGNATURES: dict[str, set[Cap]] = {
     "expert":  {Cap.FINANCIAL, Cap.INTRADAY_BATCH, Cap.WEBSOCKET},
     "pro":     {Cap.KLINE_MINUTE_BATCH, Cap.KLINE_MINUTE_BY_SYMBOL,
-                Cap.INTRADAY, Cap.DEPTH5},
+                Cap.INTRADAY, Cap.DEPTH5, Cap.DEPTH5_BATCH},
     "starter": {Cap.QUOTE_BATCH, Cap.KLINE_DAILY_BATCH,
                 Cap.ADJ_FACTOR, Cap.QUOTE_POOL},
     # free 不需 signature — 默认兜底
@@ -270,6 +290,7 @@ _CAP_ALIASES: dict[Cap, str] = {
     Cap.INTRADAY: "分时",
     Cap.INTRADAY_BATCH: "批量分时",
     Cap.DEPTH5: "五档",
+    Cap.DEPTH5_BATCH: "批量五档",
     Cap.WEBSOCKET: "WS",
     Cap.FINANCIAL: "财务",
     Cap.ADJ_FACTOR: "复权",
@@ -378,6 +399,7 @@ def _persist(
     settings.data_dir.mkdir(parents=True, exist_ok=True)
     cache_path = settings.data_dir / _CAPSET_CACHE_FILE
     payload = {
+        "schema_version": _CACHE_SCHEMA_VERSION,
         "label": label,
         "capabilities": capset.to_dict(),
         "probe_log": log or [],

backend/app/tickflow/repository.py

@@ -50,6 +50,7 @@ class DataStore:
             "screener_results",
             "ai_cache",
             "user_data",
+            "depth5",
         ):
             (self.data_dir / sub).mkdir(parents=True, exist_ok=True)
 
@@ -94,6 +95,9 @@ class DataStore:
                 SELECT * FROM read_parquet('{d}/financials/balance_sheet/*.parquet', union_by_name=true)""",
             f"""CREATE OR REPLACE VIEW financials_cash_flow AS
                 SELECT * FROM read_parquet('{d}/financials/cash_flow/*.parquet', union_by_name=true)""",
+            # 五档盘口 sealed 真假涨停(独立旁路存储,不进 enriched)
+            f"""CREATE OR REPLACE VIEW depth5 AS
+                SELECT * FROM read_parquet('{d}/depth5/**/*.parquet', union_by_name=true)""",
         ]
         for sql in statements:
             try:

backend/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "tf-stocks-panel-backend"
-version = "0.1.0"
+version = "0.1.20"
 description = "A 股选股 + 监控 + 回测面板 — TickFlow 适配"
 readme = "../README.md"
 requires-python = ">=3.11"
@@ -20,7 +20,7 @@ dependencies = [
     "pandas>=2.2",                # 仅在 BacktestService 边界使用,见 §7.4 / ADR-19
     "fastexcel>=0.10",            # Polars 读取 xlsx/xls
     # TickFlow 官方 SDK
-    "tickflow[all]>=0.1.21",
+    "tickflow[all]>=0.1.23",
     # Scheduling
     "apscheduler>=3.10",
     # Config

frontend/package.json

@@ -1,7 +1,7 @@
 {
   "name": "tf-stocks-panel-frontend",
   "private": true,
-  "version": "0.1.0",
+  "version": "0.1.20",
   "type": "module",
   "scripts": {
     "dev": "vite",

frontend/src/components/PageHeader.tsx

@@ -3,11 +3,13 @@ import { cn } from '@/lib/cn'
 interface Props {
   title: string
   subtitle?: string
+  /** 标题右侧、subtitle 之前的额外节点(如状态徽标) */
+  titleExtra?: React.ReactNode
   right?: React.ReactNode
   className?: string
 }
 
-export function PageHeader({ title, subtitle, right, className }: Props) {
+export function PageHeader({ title, subtitle, titleExtra, right, className }: Props) {
   return (
     <header
       className={cn(
@@ -15,8 +17,9 @@ export function PageHeader({ title, subtitle, right, className }: Props) {
         className,
       )}
     >
-      <div className="flex items-baseline gap-2">
+      <div className="flex items-center gap-2">
         <h1 className="text-lg font-semibold tracking-tight">{title}</h1>
+        {titleExtra}
         {subtitle && <span className="text-xs text-muted">{subtitle}</span>}
       </div>
       {right}

frontend/src/components/SealedBadge.tsx

@@ -0,0 +1,143 @@
+import { useState } from 'react'
+import { useNavigate } from 'react-router-dom'
+import { useMutation, useQueryClient } from '@tanstack/react-query'
+import { motion, AnimatePresence } from 'framer-motion'
+import { HelpCircle } from 'lucide-react'
+import { api } from '@/lib/api'
+import { toast } from '@/components/Toast'
+
+/** 单方向(涨停/跌停)的修正明细块 */
+function SealedDirBlock({ title, color, counts, rawTotal }: {
+  title: string
+  color: 'bull' | 'bear'
+  counts?: { real: number; fake: number; pending: number }
+  rawTotal?: number
+}) {
+  const real = counts?.real ?? 0
+  const fake = counts?.fake ?? 0
+  // pending 从原始总数推算(后端 pending 含另一方向票, 不可用)
+  const pending = Math.max(0, (rawTotal ?? 0) - real - fake)
+  const original = rawTotal ?? (real + fake + pending)
+  const fixed = real + pending
+  return (
+    <div className="mb-2 last:mb-0">
+      <div className={`flex items-center justify-between px-1 py-0.5 rounded bg-${color}/5 mb-1`}>
+        <span className={`text-[10px] font-medium text-${color}`}>{title}</span>
+        <span className="tabular-nums text-[10px]">
+          <span className="text-muted line-through">{original}</span>
+          <span className="text-muted/50 mx-1">→</span>
+          <span className={`font-bold text-${color}`}>{fixed}</span>
+        </span>
+      </div>
+      <div className="flex gap-3 px-1 text-[10px]">
+        <span className={`flex items-center gap-0.5 text-${color}`}><span className={`h-1 w-1 rounded-full bg-${color}`} />真封 {real}</span>
+        <span className="flex items-center gap-0.5 text-yellow-500"><span className="h-1 w-1 rounded-full bg-yellow-500" />假 {fake}</span>
+        {pending > 0 && (
+          <span className="flex items-center gap-0.5 text-muted"><span className="h-1 w-1 rounded-full bg-muted" />待 {pending}</span>
+        )}
+      </div>
+    </div>
+  )
+}
+
+/** 修正/降级 标识 + 问号弹窗(连板梯队/看板共用) */
+export function SealedBadge({ degraded, hasDepth, isHistorical, sealedReady, sealedCountsUp, sealedCountsDown, rawUp, rawDown, invalidateKeys = ['limit-ladder'] }: {
+  degraded: boolean
+  hasDepth: boolean
+  isHistorical: boolean
+  sealedReady: boolean | undefined
+  sealedCountsUp?: { real: number; fake: number; pending: number }
+  sealedCountsDown?: { real: number; fake: number; pending: number }
+  rawUp?: number
+  rawDown?: number
+  /** 修正后要刷新的 queryKey 前缀(默认连板梯队) */
+  invalidateKeys?: string[]
+}) {
+  const [showHint, setShowHint] = useState(false)
+  const navigate = useNavigate()
+  const qc = useQueryClient()
+  const runFix = useMutation({
+    mutationFn: () => api.runLimitLadderFix(),
+    onSuccess: (data) => {
+      toast(data.msg, data.ok ? 'success' : 'error')
+      if (data.ok) invalidateKeys.forEach(k => qc.invalidateQueries({ queryKey: [k] }))
+    },
+    onError: () => toast('修正请求失败', 'error'),
+  })
+
+  // 组装原因文案(仅降级时用)
+  const reasons: string[] = []
+  if (!hasDepth) reasons.push('当前套餐无五档盘口能力(需 Pro+),涨停判定基于收盘价,可能含假涨停')
+  if (isHistorical) reasons.push('历史日期的盘口快照不可获取,无法判定真假板')
+  if (hasDepth && !isHistorical && !sealedReady) reasons.push('盘中 sealed 数据尚未就绪,收盘后自动恢复')
+
+  const label = degraded ? '降级' : '修正'
+
+  return (
+    <div className="relative inline-flex items-center">
+      <button
+        onClick={() => setShowHint(v => !v)}
+        className="group inline-flex items-center gap-1 h-5 px-2 rounded-full bg-yellow-500/10 border border-yellow-500/30 cursor-help transition-all hover:bg-yellow-500/20 hover:border-yellow-500/50"
+      >
+        <span className="h-1.5 w-1.5 rounded-full bg-yellow-500" />
+        <span className="text-[10px] font-medium text-yellow-600 dark:text-yellow-500 leading-none">{label}</span>
+        <HelpCircle className="h-3 w-3 text-yellow-500/70 group-hover:text-yellow-500 transition-colors" />
+      </button>
+      <AnimatePresence>
+        {showHint && (
+          <>
+            <div className="fixed inset-0 z-40" onClick={() => setShowHint(false)} />
+            <motion.div
+              initial={{ opacity: 0, y: -4, scale: 0.95 }}
+              animate={{ opacity: 1, y: 0, scale: 1 }}
+              exit={{ opacity: 0, y: -4, scale: 0.95 }}
+              className="absolute top-full left-0 mt-1 z-50 w-64 bg-surface border border-border rounded-md shadow-xl p-3 text-[11px] text-secondary leading-relaxed"
+              onClick={e => e.stopPropagation()}
+            >
+              {degraded ? (
+                <>
+                  <div className="font-medium text-foreground mb-1.5">真假涨停判定降级</div>
+                  {reasons.map((r, i) => (
+                    <div key={i} className="flex gap-1 mb-1">
+                      <span className="text-yellow-500 shrink-0">·</span>
+                      <span>{r}</span>
+                    </div>
+                  ))}
+                  <div className="mt-1.5 pt-1.5 border-t border-border text-muted">
+                    真假板判定依赖五档盘口实时快照(卖一/买一量)。Pro+ 套餐的当天数据在收盘后自动恢复。
+                  </div>
+                </>
+              ) : (
+                <>
+                  <div className="font-medium text-foreground mb-1.5">五档盘口修正结果</div>
+                  <SealedDirBlock title="涨停" color="bull" counts={sealedCountsUp} rawTotal={rawUp} />
+                  <SealedDirBlock title="跌停" color="bear" counts={sealedCountsDown} rawTotal={rawDown} />
+                  <div className="mt-1.5 pt-1.5 border-t border-border text-muted">
+                    真封板显示封单量,假涨停/假跌停已归入炸板/翘板视图。{sealedReady && '数据为盘中快照,收盘后自动定版。'}
+                  </div>
+                </>
+              )}
+              <div className="mt-2 flex gap-1.5">
+                {hasDepth && !isHistorical && (
+                  <button
+                    onClick={() => { runFix.mutate(); setShowHint(false) }}
+                    disabled={runFix.isPending}
+                    className="flex-1 px-2 py-1.5 rounded text-[11px] bg-accent/15 text-accent hover:bg-accent/25 transition-colors text-center disabled:opacity-50"
+                  >
+                    {runFix.isPending ? '修正中…' : '立即修正'}
+                  </button>
+                )}
+                <button
+                  onClick={() => { setShowHint(false); navigate('/settings?tab=monitoring&highlight=depth-fix') }}
+                  className={`${hasDepth && !isHistorical ? '' : 'w-full'} px-2 py-1.5 rounded text-[11px] bg-elevated text-secondary hover:text-foreground transition-colors text-center`}
+                >
+                  去设置 →
+                </button>
+              </div>
+            </motion.div>
+          </>
+        )}
+      </AnimatePresence>
+    </div>
+  )
+}

frontend/src/components/data/DepthConfigCard.tsx

@@ -0,0 +1,143 @@
+import { useState, useEffect } from 'react'
+import { useMutation, useQueryClient } from '@tanstack/react-query'
+import { api } from '@/lib/api'
+import { QK } from '@/lib/queryKeys'
+import { usePreferences, useCapabilities } from '@/lib/useSharedQueries'
+import { isExpertOrAbove } from '@/lib/capability-labels'
+
+/**
+ * 五档盘口 sealed(真假涨停) 配置内容(纯内容, 无外框, 由父级 Card 包裹)。
+ *
+ * - 轮询间隔: Pro 10~120s / Expert 3~300s
+ * - 盘后定版时间: 15:01~18:00, 默认 15:02
+ * - disabled 时(监控关闭)输入框禁用
+ */
+// 注: 文件名保留 DepthConfigCard.tsx, 导出 DepthConfigContent(纯内容无外框)
+export function DepthConfigContent({ disabled }: { disabled?: boolean }) {
+  const qc = useQueryClient()
+  const prefs = usePreferences()
+  const caps = useCapabilities()
+
+  const hasDepth = !!caps.data?.capabilities?.['depth5.batch']
+  const tierLabel = caps.data?.label ?? ''
+  const range = isExpertOrAbove(tierLabel) ? { lo: 3, hi: 300 } : { lo: 10, hi: 120 }
+
+  const interval = prefs.data?.depth_polling_interval ?? 20
+  const finalizeTime = prefs.data?.depth_finalize_time ?? { hour: 15, minute: 2 }
+
+  const [intervalInput, setIntervalInput] = useState(String(Math.round(interval)))
+  const [finalizeHour, setFinalizeHour] = useState(String(finalizeTime.hour))
+  const [finalizeMinute, setFinalizeMinute] = useState(String(finalizeTime.minute))
+
+  useEffect(() => { setIntervalInput(String(Math.round(interval))) }, [interval])
+  useEffect(() => {
+    setFinalizeHour(String(finalizeTime.hour))
+    setFinalizeMinute(String(finalizeTime.minute))
+  }, [finalizeTime.hour, finalizeTime.minute])
+
+  const saveInterval = useMutation({
+    mutationFn: (v: number) => api.updateDepthPollingInterval(v),
+    onSuccess: () => qc.invalidateQueries({ queryKey: QK.preferences }),
+  })
+  const saveFinalize = useMutation({
+    mutationFn: ({ hour, minute }: { hour: number; minute: number }) =>
+      api.updateDepthFinalizeTime(hour, minute),
+    onSuccess: () => qc.invalidateQueries({ queryKey: QK.preferences }),
+  })
+
+  // 无能力: 显示升级提示
+  if (!hasDepth) {
+    return (
+      <p className="text-xs text-muted leading-relaxed">
+        真假涨停判定依赖五档盘口实时快照,需 <span className="text-accent">Pro 及以上套餐</span>。
+        升级后连板梯队将自动区分真封板(显示封单量)与假涨停(归入炸板)。
+      </p>
+    )
+  }
+
+  const inputCls = `w-16 h-7 bg-elevated border border-border rounded text-xs text-center px-1 focus:outline-none focus:border-accent/50 ${disabled ? 'opacity-40 cursor-not-allowed' : ''}`
+
+  return (
+    <div className="space-y-3">
+      {/* 盘中轮询间隔 */}
+      <div className="flex items-center justify-between gap-2">
+        <div className={disabled ? 'opacity-50' : ''}>
+          <div className="text-xs text-secondary">盘中轮询间隔</div>
+          <div className="text-[10px] text-muted">范围 {range.lo}~{range.hi} 秒 · 涨跌停过多时系统自动放慢</div>
+        </div>
+        <div className="flex items-center gap-1">
+          <input
+            type="number"
+            min={range.lo}
+            max={range.hi}
+            value={intervalInput}
+            disabled={disabled}
+            onChange={e => setIntervalInput(e.target.value)}
+            onBlur={() => {
+              if (disabled) return
+              let v = Number(intervalInput)
+              if (!Number.isFinite(v)) v = range.lo
+              v = Math.max(range.lo, Math.min(range.hi, v))
+              saveInterval.mutate(v)
+            }}
+            className={inputCls}
+          />
+          <span className="text-xs text-muted">秒</span>
+        </div>
+      </div>
+
+      {/* 盘后定版时间 */}
+      <div className="flex items-center justify-between gap-2">
+        <div className={disabled ? 'opacity-50' : ''}>
+          <div className="text-xs text-secondary">盘后定版时间</div>
+          <div className="text-[10px] text-muted">范围 15:01~18:00 · 收盘后拉取最终盘口定版</div>
+        </div>
+        <div className="flex items-center gap-1">
+          <input
+            type="number"
+            min={15}
+            max={18}
+            value={finalizeHour}
+            disabled={disabled}
+            onChange={e => setFinalizeHour(e.target.value)}
+            onBlur={() => {
+              if (disabled) return
+              let h = Number(finalizeHour)
+              if (!Number.isFinite(h)) h = 15
+              h = Math.max(15, Math.min(18, h))
+              let m = Number(finalizeMinute)
+              if (!Number.isFinite(m)) m = 2
+              m = Math.max(0, Math.min(59, m))
+              if (h * 60 + m < 15 * 60 + 1) { h = 15; m = 1 }
+              if (h * 60 + m > 18 * 60) { h = 18; m = 0 }
+              saveFinalize.mutate({ hour: h, minute: m })
+            }}
+            className={`w-12 h-7 bg-elevated border border-border rounded text-xs text-center px-1 focus:outline-none focus:border-accent/50 ${disabled ? 'opacity-40 cursor-not-allowed' : ''}`}
+          />
+          <span className="text-xs text-muted">:</span>
+          <input
+            type="number"
+            min={0}
+            max={59}
+            value={finalizeMinute}
+            disabled={disabled}
+            onChange={e => setFinalizeMinute(e.target.value)}
+            onBlur={() => {
+              if (disabled) return
+              let h = Number(finalizeHour)
+              if (!Number.isFinite(h)) h = 15
+              h = Math.max(15, Math.min(18, h))
+              let m = Number(finalizeMinute)
+              if (!Number.isFinite(m)) m = 2
+              m = Math.max(0, Math.min(59, m))
+              if (h * 60 + m < 15 * 60 + 1) { h = 15; m = 1 }
+              if (h * 60 + m > 18 * 60) { h = 18; m = 0 }
+              saveFinalize.mutate({ hour: h, minute: m })
+            }}
+            className={`w-12 h-7 bg-elevated border border-border rounded text-xs text-center px-1 focus:outline-none focus:border-accent/50 ${disabled ? 'opacity-40 cursor-not-allowed' : ''}`}
+          />
+        </div>
+      </div>
+    </div>
+  )
+}

frontend/src/lib/api.ts

@@ -247,7 +247,7 @@ export interface OverviewMarket {
   }
   amount: { total: number; avg: number }
   boards: { board: string; count: number; up: number; down: number; up_pct: number; amount: number }[]
-  limit: { limit_up: number; broken: number; failed: number; limit_down: number; max_boards: number; seal_rate?: number; tiers: { boards: number; count: number }[] }
+  limit: { limit_up: number; broken: number; failed: number; limit_down: number; max_boards: number; seal_rate?: number; tiers: { boards: number; count: number }[]; sealed_ready?: boolean; fake_up?: number; fake_down?: number }
   distribution: { label: string; count: number; pct: number }[]
   trend: { above_ma5: number; above_ma20: number; above_ma60: number; above_ma5_pct: number; above_ma20_pct: number; above_ma60_pct: number; new_high: number; new_low: number }
   activity: { avg_turnover: number; high_turnover: number; high_vol_ratio: number; vol_ratio: number }
@@ -323,9 +323,15 @@ export interface CustomSignalOptions {
 export interface LimitLadderStock {
   symbol: string
   name?: string | null
+  close?: number | null
   change_pct?: number | null
   consecutive_limit_ups?: number | null
-  status?: 'limit_up' | 'broken' | 'failed' | null
+  consecutive_limit_downs?: number | null
+  status?: 'limit_up' | 'broken' | 'failed' | 'limit_down' | 'recovery' | null
+  /** 五档 sealed: real=真封板, fake=假涨停(已归炸板), pending=待确认, null=降级/无能力 */
+  sealed_status?: 'real' | 'fake' | 'pending' | null
+  /** 封单量(买一/卖一量), 仅真封板有值 */
+  sealed_vol?: number | null
 }
 
 export interface LimitLadderTier {
@@ -337,6 +343,20 @@ export interface LimitLadderTier {
 export interface LimitLadderResult {
   as_of: string
   tiers: LimitLadderTier[]
+  /** 双方向涨跌停计数(修正后, 不论当前 direction) */
+  counts?: { up: number; down: number }
+  /** 双方向涨跌停原始计数(修正前, 供弹窗对比) */
+  counts_raw?: { up: number; down: number }
+  /** sealed 数据是否就绪(false→前端显示降级标识) */
+  sealed_ready?: boolean
+  /** sealed 数据 age(秒), null=盘后定版或无数据 */
+  sealed_age?: number | null
+  /** sealed 修正统计: real=真封板, fake=假涨停(归炸板), pending=待确认 */
+  sealed_counts?: { real: number; fake: number; pending: number }
+  /** 涨停侧 sealed 明细 */
+  sealed_counts_up?: { real: number; fake: number; pending: number }
+  /** 跌停侧 sealed 明细 */
+  sealed_counts_down?: { real: number; fake: number; pending: number }
 }
 
 // ===== Backtest =====
@@ -475,6 +495,8 @@ export interface SettingsState {
   probe_log: string[]
   missing_caps: string[]
   extras_caps: string[]
+  // 首次使用引导
+  onboarding_completed: boolean
   // AI 配置
   ai_provider: string
   ai_base_url: string
@@ -493,6 +515,9 @@ export interface Preferences {
   instruments_schedule: { hour: number; minute: number }
   enriched_batch_size: number
   index_daily_batch_size: number
+  limit_ladder_monitor_enabled: boolean
+  depth_polling_interval: number
+  depth_finalize_time: { hour: number; minute: number }
   sse_refresh_pages: Record<string, boolean>
   strategy_monitor_enabled: boolean
   strategy_monitor_ids: string[]
@@ -504,10 +529,10 @@ export interface Preferences {
 
 // ===== Strategy Alert =====
 export interface StrategyAlertEvent {
-  source: 'strategy'
+  source: 'strategy' | 'depth'
   type: string
   strategy_id?: string
-  symbol: string
+  symbol?: string
   name?: string | null
   message: string
   price?: number | null
@@ -528,6 +553,12 @@ export const api = {
   clearTickflowKey: () =>
     request<any>('/api/settings/tickflow-key', { method: 'DELETE' }),
 
+  /** 标记首次使用向导完成（持久化到后端 preferences） */
+  completeOnboarding: () =>
+    request<{ ok: boolean; onboarding_completed: boolean }>(
+      '/api/settings/onboarding/complete', { method: 'POST' },
+    ),
+
   /** 保存 AI 配置 */
   saveAiSettings: (ai: { provider?: string; base_url?: string; api_key?: string; model?: string; daily_token_budget?: number }) =>
     request<{ ok: boolean }>('/api/settings/ai', {
@@ -598,6 +629,25 @@ export const api = {
       method: 'PUT',
       body: JSON.stringify({ hour, minute }),
     }),
+  updateDepthPollingInterval: (interval: number) =>
+    request<{ depth_polling_interval: number }>('/api/settings/preferences/depth-polling-interval', {
+      method: 'PUT',
+      body: JSON.stringify({ interval }),
+    }),
+  updateLimitLadderMonitor: (enabled: boolean) =>
+    request<{ limit_ladder_monitor_enabled: boolean }>('/api/settings/preferences/limit-ladder-monitor', {
+      method: 'PUT',
+      body: JSON.stringify({ enabled }),
+    }),
+  runLimitLadderFix: () =>
+    request<{ ok: boolean; count: number; msg: string }>('/api/settings/preferences/limit-ladder-monitor/run', {
+      method: 'POST',
+    }),
+  updateDepthFinalizeTime: (hour: number, minute: number) =>
+    request<{ hour: number; minute: number }>('/api/settings/preferences/depth-finalize-time', {
+      method: 'PUT',
+      body: JSON.stringify({ hour, minute }),
+    }),
   saveNavOrder: (nav_order: string[]) =>
     request<{ nav_order: string[] }>('/api/settings/preferences/nav-order', {
       method: 'PUT',
@@ -787,10 +837,11 @@ export const api = {
     request<{ as_of: string | null; rows: MarketSnapshotRow[] }>('/api/screener/market-snapshot'),
   overviewMarket: (asOf?: string) => request<OverviewMarket>(`/api/overview/market${asOf ? `?as_of=${asOf}` : ''}`),
 
-  limitLadder: (asOf?: string, extColumns?: string) => {
+  limitLadder: (asOf?: string, extColumns?: string, direction?: 'up' | 'down') => {
     const params = new URLSearchParams()
     if (asOf) params.set('as_of', asOf)
     if (extColumns) params.set('ext_columns', extColumns)
+    if (direction === 'down') params.set('direction', 'down')
     const qs = params.toString()
     return request<LimitLadderResult>(
       `/api/screener/limit-ladder${qs ? `?${qs}` : ''}`,

frontend/src/lib/capability-labels.ts

@@ -1,30 +0,0 @@
-// capability 内部名 → 用户能理解的中文标签
-export const CAP_LABELS: Record<string, { name: string; hint: string }> = {
-  'quote.by_symbol':         { name: '实时行情(按标的)', hint: '查询单只股票当前价' },
-  'quote.batch':             { name: '实时行情(批量)',   hint: '一次拿多只股票的价' },
-  'quote.pool':              { name: '标的池查询',        hint: '按沪深300等池子拿行情' },
-  'kline.daily.by_symbol':   { name: '日 K(按标的)',    hint: '单只股票历史日 K' },
-  'kline.daily.batch':       { name: '日 K(批量)',      hint: '一次拿多只股票的日 K — 选股 / 信号扫描 必需' },
-  'kline.minute.by_symbol':  { name: '分钟 K(按标的)',  hint: '单股 1m/5m/15m/30m/60m K 线' },
-  'kline.minute.batch':      { name: '分钟 K(批量)',    hint: '多股分钟 K' },
-
-  'depth5':                  { name: '五档盘口',          hint: '买卖五档报价' },
-  'websocket':               { name: '实时推送(WS)',    hint: '免轮询的实时行情订阅' },
-  'financial':               { name: '财务数据',          hint: '利润表 / 资负表 / 现金流 / 关键指标' },
-  'adj_factor':              { name: '复权因子',          hint: '让 MA/MACD 等指标在分红送转日不失真' },
-}
-
-// 套餐等级 —— 用于按档位门控功能(如专线端点 / 按月扩展分钟K)。
-// 基础档提取与后端 quote_service.py 一致:取 label 第一个词("Pro +" → "pro")。
-export const TIER_RANK: Record<string, number> = { free: 0, starter: 1, pro: 2, expert: 3 }
-export const EXPERT_RANK = TIER_RANK.expert
-
-export function tierRank(label: string): number {
-  const base = (label.split(' ')[0] ?? '').split('+')[0].trim().toLowerCase()
-  return TIER_RANK[base] ?? -1
-}
-
-export function isExpertOrAbove(label: string): boolean {
-  return tierRank(label) >= EXPERT_RANK
-}
-

frontend/src/lib/capability-labels.tsx

@@ -0,0 +1,97 @@
+// capability 内部名 → 用户能理解的中文标签
+export const CAP_LABELS: Record<string, { name: string; hint: string }> = {
+  'quote.by_symbol':         { name: '实时行情(按标的)', hint: '查询单只股票当前价' },
+  'quote.batch':             { name: '实时行情(批量)',   hint: '一次拿多只股票的价' },
+  'quote.pool':              { name: '标的池查询',        hint: '按沪深300等池子拿行情' },
+  'kline.daily.by_symbol':   { name: '日 K(按标的)',    hint: '单只股票历史日 K' },
+  'kline.daily.batch':       { name: '日 K(批量)',      hint: '一次拿多只股票的日 K — 选股 / 信号扫描 必需' },
+  'kline.minute.by_symbol':  { name: '分钟 K(按标的)',  hint: '单股 1m/5m/15m/30m/60m K 线' },
+  'kline.minute.batch':      { name: '分钟 K(批量)',    hint: '多股分钟 K' },
+
+  'depth5':                  { name: '五档盘口',          hint: '买卖五档报价' },
+  'websocket':               { name: '实时推送(WS)',    hint: '免轮询的实时行情订阅' },
+  'financial':               { name: '财务数据',          hint: '利润表 / 资负表 / 现金流 / 关键指标' },
+  'adj_factor':              { name: '复权因子',          hint: '让 MA/MACD 等指标在分红送转日不失真' },
+}
+
+// 套餐等级 —— 用于按档位门控功能(如专线端点 / 按月扩展分钟K)。
+// 基础档提取与后端 quote_service.py 一致:取 label 第一个词("Pro +" → "pro")。
+export const TIER_RANK: Record<string, number> = { free: 0, starter: 1, pro: 2, expert: 3 }
+export const EXPERT_RANK = TIER_RANK.expert
+
+export function tierRank(label: string): number {
+  const base = (label.split(' ')[0] ?? '').split('+')[0].trim().toLowerCase()
+  return TIER_RANK[base] ?? -1
+}
+
+export function isExpertOrAbove(label: string): boolean {
+  return tierRank(label) >= EXPERT_RANK
+}
+
+/** 档位完整样式(tag 背景 + 圆点 + 文字渐变), 与左侧菜单 TierBadge 一致 */
+export interface TierStyle {
+  tagBg: { background: string }
+  dotStyle: { background: string }
+  labelTextStyle: { color?: string; background?: string; WebkitBackgroundClip?: string; backgroundClip?: string }
+  desc: string
+}
+
+const TIER_STYLE: Record<string, TierStyle> = {
+  free: {
+    desc: '基础日K · 单股查询',
+    tagBg: { background: 'rgba(113,113,122,0.3)' },
+    dotStyle: { background: '#71717a' },
+    labelTextStyle: { color: '#a1a1aa' },
+  },
+  starter: {
+    desc: '批量同步 · 行情池',
+    tagBg: { background: 'rgba(59,130,246,0.2)' },
+    dotStyle: { background: '#3b82f6' },
+    labelTextStyle: { color: '#60a5fa' },
+  },
+  pro: {
+    desc: '分钟K · 实时行情 · 盘口',
+    tagBg: { background: 'linear-gradient(135deg, rgba(168,85,247,0.2), rgba(124,58,237,0.15))' },
+    dotStyle: { background: 'linear-gradient(135deg, #a855f7, #7c3aed)' },
+    labelTextStyle: { background: 'linear-gradient(135deg, #c084fc, #a855f7)', WebkitBackgroundClip: 'text', backgroundClip: 'text', color: 'transparent' },
+  },
+  expert: {
+    desc: 'WebSocket · 财务数据',
+    tagBg: { background: 'linear-gradient(135deg, rgba(59,130,246,0.2), rgba(168,85,247,0.2), rgba(245,158,11,0.2))' },
+    dotStyle: { background: 'linear-gradient(135deg, #3b82f6, #a855f7, #f59e0b)' },
+    labelTextStyle: { background: 'linear-gradient(135deg, #60a5fa, #c084fc, #fbbf24)', WebkitBackgroundClip: 'text', backgroundClip: 'text', color: 'transparent' },
+  },
+}
+
+/** 从档位 label 提取基础档位名(小写): "Expert +" → "expert" */
+export function tierBaseName(label: string): string {
+  return (label.split(' ')[0] ?? '').split('+')[0].trim().toLowerCase()
+}
+
+/** 返回档位完整样式 */
+export function tierStyle(label: string): TierStyle {
+  return TIER_STYLE[tierBaseName(label)] ?? TIER_STYLE.free
+}
+
+/** 所有档位(有序, 供档位列表渲染) */
+export const ALL_TIERS = ['free', 'starter', 'pro', 'expert'] as const
+
+/** 返回档位标签的渐变文字样式(用于大字显示, 如 Keys 页档位) */
+export function tierTextStyle(label: string): { color?: string; background?: string; WebkitBackgroundClip?: string; backgroundClip?: string } {
+  return tierStyle(label).labelTextStyle
+}
+
+/** 渲染档位 tag(与左侧菜单一致的胶囊样式) */
+export function TierTag({ label, className = '' }: { label: string; className?: string }) {
+  const t = tierStyle(label)
+  const base = tierBaseName(label)
+  return (
+    <span
+      className={`inline-flex h-[18px] max-w-[80px] shrink-0 items-center overflow-hidden rounded px-1.5 text-[10px] font-bold font-mono leading-none ${className}`}
+      style={t.tagBg}
+    >
+      <span className="truncate capitalize" style={t.labelTextStyle}>{base}</span>
+    </span>
+  )
+}
+

frontend/src/lib/storage.ts

@@ -57,6 +57,12 @@ export const storage = {
   /** 连板梯队 概念/行业 显示开关 */
   limitLadderShowExt:   kv<{ concept: boolean; industry: boolean }>('limit-ladder-show-ext'),
 
+  /** 连板梯队 涨停/跌停 切换方向 */
+  limitLadderDirection: kv<'up' | 'down'>('limit-ladder-direction'),
+
+  /** 连板梯队 封单显示模式: vol=按成交量(手), amount=按金额(元) */
+  limitLadderSealMode:  kv<'vol' | 'amount'>('limit-ladder-seal-mode'),
+
   /** 策略创建草稿（新建专用） */
   strategyDraft: kv<{ name: string; description: string; direction: string; style?: string; rules: string; code: string; step: number; strategyId: string } | null>('strategy-draft'),
 

frontend/src/lib/useQuoteStream.ts

@@ -25,16 +25,25 @@ export function useQuoteStream(
   pagesRef.current = sseRefreshPages
 
   const handleAlerts = useCallback((alerts: StrategyAlertEvent[]) => {
-    if (onAlert) {
-      onAlert(alerts)
-    } else {
+    // depth 系统接管通知: 单独处理, 不走 strategy 回调
+    const depthAlerts = alerts.filter(a => a.source === 'depth')
+    const strategyAlerts = alerts.filter(a => a.source !== 'depth')
+
+    // depth 通知直接 toast(防刷屏: 后端已在状态切换时才推)
+    for (const a of depthAlerts.slice(0, 1)) {
+      toast(a.message, 'success')
+    }
+
+    if (onAlert && strategyAlerts.length > 0) {
+      onAlert(strategyAlerts)
+    } else if (strategyAlerts.length > 0) {
       // 默认: 弹 toast
-      for (const a of alerts.slice(0, 3)) {
+      for (const a of strategyAlerts.slice(0, 3)) {
         const label = a.name ? `${a.symbol} ${a.name}` : a.symbol
         toast(`[${a.strategy_id}] ${label} — ${a.message}`, 'success')
       }
-      if (alerts.length > 3) {
-        toast(`...以及另外 ${alerts.length - 3} 条告警`, 'success')
+      if (strategyAlerts.length > 3) {
+        toast(`...以及另外 ${strategyAlerts.length - 3} 条告警`, 'success')
       }
     }
   }, [onAlert])

frontend/src/pages/Dashboard.tsx

@@ -6,7 +6,8 @@ import { DatePicker } from '@/components/DatePicker'
 import { api, type MarketSnapshotRow, type OverviewDimensionRankItem, type OverviewMarket } from '@/lib/api'
 import { QK } from '@/lib/queryKeys'
 import { fmtBigNum } from '@/lib/format'
-import { useDataStatus } from '@/lib/useSharedQueries'
+import { useDataStatus, useCapabilities } from '@/lib/useSharedQueries'
+import { SealedBadge } from '@/components/SealedBadge'
 
 function n(v: number | null | undefined) {
   return typeof v === 'number' && Number.isFinite(v) ? v : null
@@ -59,7 +60,7 @@ function compactCount(v: number | null | undefined) {
   return x.toFixed(0)
 }
 
-function SectionTitle({ icon: Icon, title, hint }: { icon: typeof Activity; title: string; hint?: string }) {
+function SectionTitle({ icon: Icon, title, hint }: { icon: typeof Activity; title: string; hint?: ReactNode }) {
   return (
     <div className="mb-2 flex items-center justify-between gap-2">
       <div className="flex items-center gap-1.5">
@@ -71,12 +72,12 @@ function SectionTitle({ icon: Icon, title, hint }: { icon: typeof Activity; titl
   )
 }
 
-function KpiCell({ label, value, sub, tone = 'neutral' }: { label: string; value: ReactNode; sub?: string; tone?: 'bull' | 'bear' | 'accent' | 'neutral' }) {
+function KpiCell({ label, value, sub, tone = 'neutral' }: { label: ReactNode; value: ReactNode; sub?: string; tone?: 'bull' | 'bear' | 'accent' | 'neutral' }) {
   const isPlain = typeof value === 'string' || typeof value === 'number'
   const color = tone === 'bull' ? 'text-bull' : tone === 'bear' ? 'text-bear' : tone === 'accent' ? 'text-accent' : 'text-foreground'
   return (
     <div className="min-w-0 rounded-lg border border-border bg-surface/80 px-3 py-2">
-      <div className="truncate text-[11px] text-muted">{label}</div>
+      <div className="flex items-center gap-1 text-[11px] text-muted">{label}</div>
       <div className={`mt-1 truncate font-mono text-lg font-semibold leading-none tabular-nums ${isPlain ? color : 'text-foreground'}`}>{value}</div>
       {sub && <div className="mt-1 truncate text-[10px] text-muted">{sub}</div>}
     </div>
@@ -337,6 +338,10 @@ export function Dashboard() {
     placeholderData: (prev) => prev,
   })
   const data = overview.data
+  const caps = useCapabilities()
+  const hasDepth = !!caps.data?.capabilities?.['depth5.batch']
+  const sealedReady = !!data?.limit?.sealed_ready
+  const isSealedDegrade = !hasDepth || !sealedReady
 
   // 手动刷新: 显示旋转动画; SSE 自动刷新: 静默, 无体感
   const handleRefresh = () => {
@@ -420,7 +425,7 @@ export function Dashboard() {
       <div className="mb-3 grid grid-cols-6 gap-2">
         <KpiCell label="个股涨 / 平 / 跌" value={<><span className="text-bull">{data.breadth.up}</span><span className="text-muted">/</span><span className="text-muted">{data.breadth.flat}</span><span className="text-muted">/</span><span className="text-bear">{data.breadth.down}</span></>} sub={`上涨率 ${data.breadth.up_pct.toFixed(1)}%`} />
         <KpiCell label="强势 / 弱势" value={<><span className="text-bull">{strongUp}</span><span className="text-muted">/</span><span className="text-bear">{strongDown}</span></>} sub="涨跌 ≥3%" />
-        <KpiCell label="涨停 / 跌停" value={<><span className="text-bull">{data.limit.limit_up}</span><span className="text-muted">/</span><span className="text-bear">{data.limit.limit_down}</span></>} sub={`封板率 ${(data.limit.seal_rate ?? 0).toFixed(0)}%`} />
+        <KpiCell label={<span className="inline-flex items-center gap-1">涨停 / 跌停<SealedBadge degraded={isSealedDegrade} hasDepth={hasDepth} isHistorical={false} sealedReady={sealedReady} sealedCountsUp={{ real: data.limit.limit_up, fake: data.limit.fake_up ?? 0, pending: 0 }} sealedCountsDown={{ real: data.limit.limit_down, fake: data.limit.fake_down ?? 0, pending: 0 }} rawUp={data.limit.limit_up + (data.limit.fake_up ?? 0)} rawDown={data.limit.limit_down + (data.limit.fake_down ?? 0)} invalidateKeys={['overview-market', 'limit-ladder']} /></span>} value={<><span className="text-bull">{data.limit.limit_up}</span><span className="text-muted">/</span><span className="text-bear">{data.limit.limit_down}</span></>} sub={`封板率 ${(data.limit.seal_rate ?? 0).toFixed(0)}%`} />
         <KpiCell label="最高连板" value={`${data.limit.max_boards || 0}板`} sub={`梯队 ${data.limit.tiers.length}`} tone="accent" />
         <KpiCell label="成交额" value={fmtBigNum(data.amount.total)} sub={`均额 ${fmtBigNum(data.amount.avg)}`} />
         <KpiCell label="换手 / 量比" value={`${fmtPrice(data.activity.avg_turnover, 1)}% / ${fmtPrice(data.activity.vol_ratio, 2)}`} sub={`高换手 ${data.activity.high_turnover} · 放量 ${data.activity.high_vol_ratio}`} tone="accent" />
@@ -490,7 +495,7 @@ export function Dashboard() {
 
         <aside className="min-w-0 space-y-3">
           <section className="rounded-card border border-border bg-surface/80 p-3">
-            <SectionTitle icon={Flame} title="涨停梯队" hint={`涨停 ${data.limit.limit_up}`} />
+            <SectionTitle icon={Flame} title="涨停梯队" hint={<span className="inline-flex items-center gap-1">{`涨停 ${data.limit.limit_up}`}{isSealedDegrade && <span className="text-[9px] px-1 rounded bg-yellow-500/10 text-yellow-600 dark:text-yellow-500">{hasDepth ? '未修正' : '降级'}</span>}</span>} />
             <LadderMini limit={data.limit} />
           </section>
           <section className="rounded-card border border-border bg-surface/80 p-3">

frontend/src/pages/LimitUpLadder.tsx

@@ -10,6 +10,8 @@ import { storage } from '@/lib/storage'
 import { fmtPct, priceColorClass } from '@/lib/format'
 import { PageHeader } from '@/components/PageHeader'
 import { EmptyState } from '@/components/EmptyState'
+import { useCapabilities } from '@/lib/useSharedQueries'
+import { SealedBadge } from '@/components/SealedBadge'
 import type { ExtColumnDisplayConfig } from '@/lib/watchlist-columns'
 
 // ===== Ext 字段配置 =====
@@ -114,6 +116,24 @@ function getExtTags(stock: LimitLadderStock, item?: ExtFieldItem): string[] {
     : sliced
 }
 
+// ===== 方向(涨停/跌停) =====
+
+type Direction = 'up' | 'down'
+
+/** 格式化封单量(手/股): 大数转万/亿 */
+function fmtSealVol(v: number): string {
+  if (v >= 1e8) return (v / 1e8).toFixed(2) + '亿'
+  if (v >= 1e4) return (v / 1e4).toFixed(1) + '万'
+  return v.toLocaleString()
+}
+
+/** 格式化封单额(元): 大数转万/亿 */
+function fmtSealAmount(v: number): string {
+  if (v >= 1e8) return (v / 1e8).toFixed(2) + '亿'
+  if (v >= 1e4) return (v / 1e4).toFixed(0) + '万'
+  return v.toFixed(0)
+}
+
 // ===== 板块标识 =====
 
 function boardTag(symbol: string): { label: string; cls: string } | null {
@@ -125,7 +145,7 @@ function boardTag(symbol: string): { label: string; cls: string } | null {
 
 // ===== 状态标识 + 卡片样式 =====
 
-const STATUS_STYLE: Record<string, { bg: string; bar: string; nameCls: string; codeCls: string; badge: string; badgeText: string; cardStyle?: React.CSSProperties }> = {
+const STATUS_STYLE: Record<string, { bg: string; bar: string; nameCls: string; codeCls: string; badge: string; badgeText: string | ((d: Direction) => string); cardStyle?: React.CSSProperties; hoverShadow?: string }> = {
   limit_up: {
     bg: '',
     bar: 'border-l-2 border-bull/50',
@@ -137,6 +157,20 @@ const STATUS_STYLE: Record<string, { bg: string; bar: string; nameCls: string; c
       background: 'linear-gradient(105deg, hsl(4 60% 45% / 0.14) 0%, hsl(6 50% 30% / 0.09) 40%, hsl(220 15% 12% / 0.0) 100%)',
       boxShadow: 'inset 1px 0 0 hsl(4 80% 55% / 0.12), 0 0 10px -4px hsl(4 80% 50% / 0.10)',
     },
+    hoverShadow: 'inset 1px 0 0 hsl(4 80% 55% / 0.30), 0 0 18px -4px hsl(4 80% 50% / 0.28)',
+  },
+  limit_down: {
+    bg: '',
+    bar: 'border-l-2 border-bear/50',
+    nameCls: 'text-green-50 text-[13px]',
+    codeCls: 'text-muted/80',
+    badge: '',
+    badgeText: '',
+    cardStyle: {
+      background: 'linear-gradient(105deg, hsl(152 60% 45% / 0.14) 0%, hsl(150 50% 30% / 0.09) 40%, hsl(220 15% 12% / 0.0) 100%)',
+      boxShadow: 'inset 1px 0 0 hsl(152 80% 45% / 0.12), 0 0 10px -4px hsl(152 80% 45% / 0.10)',
+    },
+    hoverShadow: 'inset 1px 0 0 hsl(152 80% 45% / 0.30), 0 0 18px -4px hsl(152 80% 45% / 0.28)',
   },
   broken: {
     bg: 'opacity-75',
@@ -144,7 +178,15 @@ const STATUS_STYLE: Record<string, { bg: string; bar: string; nameCls: string; c
     nameCls: 'text-foreground/70 text-xs',
     codeCls: 'text-muted/60',
     badge: 'text-purple-400',
-    badgeText: '炸',
+    badgeText: d => d === 'down' ? '撬' : '炸',
+  },
+  recovery: {
+    bg: 'opacity-75',
+    bar: 'border-l border-purple-400/30',
+    nameCls: 'text-foreground/70 text-xs',
+    codeCls: 'text-muted/60',
+    badge: 'text-purple-400',
+    badgeText: '撬',
   },
   failed: {
     bg: 'opacity-75',
@@ -152,22 +194,40 @@ const STATUS_STYLE: Record<string, { bg: string; bar: string; nameCls: string; c
     nameCls: 'text-foreground/70 text-xs',
     codeCls: 'text-muted/60',
     badge: 'text-muted/80',
-    badgeText: '断',
+    badgeText: d => d === 'down' ? '止' : '断',
   },
 }
 
+// ===== sealed 降级标识 =====
+
+/** 判定 sealed 是否处于降级状态。
+ *  isHistorical 判定基于"用户选的日期是否早于数据最新日", 而非自然日今天
+ *  (否则休市日/节假日会把最新交易日误判为历史)。
+ */
+function useSealedDegrade(asOf: string, latestDate: string | undefined, sealedReady: boolean | undefined, sealedCounts?: { real: number; fake: number; pending: number }) {
+  const { data: caps } = useCapabilities()
+  const hasDepth = !!caps?.capabilities?.['depth5.batch']
+  // 历史判定: 用户主动选了早于最新交易日的日期
+  const isHistorical = !!asOf && !!latestDate && asOf < latestDate
+  // 降级: 无能力 / 历史日期 / 最新日但 sealed 未就绪
+  const degraded = !hasDepth || isHistorical || !sealedReady
+  return { degraded, hasDepth, isHistorical, sealedReady, sealedCounts }
+}
+
 // ===== 单只股票卡片 =====
 
-function StockCard({ stock, extFields, onClick }: {
+function StockCard({ stock, extFields, direction, sealMode, onClick }: {
   stock: LimitLadderStock
   extFields: ExtFieldConfig
+  direction: Direction
+  sealMode: 'vol' | 'amount'
   onClick: () => void
 }) {
   const code = stock.symbol.replace(/\.BJ$/, '').replace(/\.SZ$/, '').replace(/\.SH$/, '')
   const tag = boardTag(stock.symbol)
-  const status = stock.status || 'limit_up'
-  const style = STATUS_STYLE[status] || STATUS_STYLE.limit_up
-  const isLimitUp = status === 'limit_up'
+  const status = stock.status || (direction === 'down' ? 'limit_down' : 'limit_up')
+  const style = STATUS_STYLE[status] || STATUS_STYLE[direction === 'down' ? 'limit_down' : 'limit_up']
+  const isLimitHit = status === 'limit_up' || status === 'limit_down'
   const conceptTags = getExtTags(stock, extFields.concept)
   const industryTags = getExtTags(stock, extFields.industry)
   const isTextConcept = extFields.concept?.display?.displayMode === 'text'
@@ -175,6 +235,11 @@ function StockCard({ stock, extFields, onClick }: {
   const conceptLayout = extFields.concept?.display?.tagLayout ?? 'horizontal'
   const industryLayout = extFields.industry?.display?.tagLayout ?? 'horizontal'
 
+  // 连板数: 按 direction 选字段
+  const consecNum = direction === 'down' ? stock.consecutive_limit_downs : stock.consecutive_limit_ups
+  // badgeText 可能是函数(涨跌停共用 status 如 failed/broken)
+  const badgeText = typeof style.badgeText === 'function' ? style.badgeText(direction) : style.badgeText
+
   const tagCls = 'text-[9px] leading-none px-1 py-px rounded-sm'
   const conceptCls = 'text-[10px] leading-none px-1.5 py-0.5 rounded-sm text-orange-200/60 bg-orange-400/[0.05]'
   const industryCls = 'text-[10px] leading-none px-1.5 py-0.5 rounded-sm text-sky-300/90 bg-sky-400/10'
@@ -188,8 +253,8 @@ function StockCard({ stock, extFields, onClick }: {
       className={`group flex flex-col items-start gap-1 px-2.5 py-2 rounded-md transition-all duration-200 cursor-pointer hover:opacity-100 ${style.bg} ${style.bar}`}
       style={style.cardStyle ? { ...style.cardStyle } : undefined}
       onMouseEnter={e => {
-        if (!style.cardStyle) return
-        e.currentTarget.style.boxShadow = 'inset 1px 0 0 hsl(4 80% 55% / 0.30), 0 0 18px -4px hsl(4 80% 50% / 0.28)'
+        if (!style.cardStyle || !style.hoverShadow) return
+        e.currentTarget.style.boxShadow = style.hoverShadow
       }}
       onMouseLeave={e => {
         if (!style.cardStyle) return
@@ -207,17 +272,28 @@ function StockCard({ stock, extFields, onClick }: {
       <div className="flex items-center gap-1.5 w-full">
         <span className={`${style.codeCls} font-mono text-[10px] tracking-tight`}>{code}</span>
         <span className="ml-auto flex items-center gap-1">
-          {!isLimitUp ? (
+          {!isLimitHit ? (
             <span className={`text-[10px] font-semibold tabular-nums ${priceColorClass(stock.change_pct)}`}>
               {fmtPct(stock.change_pct)}
             </span>
-          ) : (
+          ) : stock.sealed_status === 'real' && stock.sealed_vol != null ? (
+            /* 已修正真封板: 右侧显示封单(量或额, 替代连板数)。
+               sealed_vol 单位是手, 1手=100股, 算金额需 ×100 */
             <span className="text-[10px] font-semibold tabular-nums text-accent/80">
-              {stock.consecutive_limit_ups}
+              {sealMode === 'amount' && stock.close
+                ? fmtSealAmount(stock.sealed_vol * 100 * stock.close)
+                : fmtSealVol(stock.sealed_vol)}
+            </span>
+          ) : stock.sealed_status === 'pending' ? (
+            <span className="text-[9px] text-yellow-500/60 leading-none">待确认</span>
+          ) : (
+            /* 未修正: 显示连板数 */
+            <span className="text-[10px] font-semibold tabular-nums text-accent/80">
+              {consecNum}
             </span>
           )}
-          {style.badgeText && (
-            <span className={`text-[9px] font-medium ${style.badge}`}>{style.badgeText}</span>
+          {badgeText && (
+            <span className={`text-[9px] font-medium ${style.badge}`}>{badgeText}</span>
           )}
         </span>
       </div>
@@ -246,14 +322,24 @@ function StockCard({ stock, extFields, onClick }: {
 
 // ===== 过滤（多选） =====
 
-type FilterKey = 'limit_up' | 'broken' | 'failed' | 'main' | 'chinext' | 'star' | 'bj' | 'st'
+type FilterKey = 'limit_up' | 'broken' | 'failed' | 'limit_down' | 'recovery' | 'main' | 'chinext' | 'star' | 'bj' | 'st'
 
-const STATUS_TABS: { key: FilterKey; label: string }[] = [
+const STATUS_TABS_UP: { key: FilterKey; label: string }[] = [
   { key: 'limit_up', label: '涨停' },
   { key: 'broken', label: '炸板' },
   { key: 'failed', label: '断板' },
 ]
 
+const STATUS_TABS_DOWN: { key: FilterKey; label: string }[] = [
+  { key: 'limit_down', label: '跌停' },
+  { key: 'recovery', label: '翘板' },
+  { key: 'failed', label: '止跌' },
+]
+
+function statusTabs(direction: Direction) {
+  return direction === 'down' ? STATUS_TABS_DOWN : STATUS_TABS_UP
+}
+
 const BOARD_TABS: { key: FilterKey; label: string }[] = [
   { key: 'main', label: 'A主板' },
   { key: 'chinext', label: '创业板' },
@@ -268,8 +354,12 @@ function matchFilter(stock: LimitLadderStock, key: FilterKey): boolean {
   switch (key) {
     case 'limit_up':
       return stock.status === 'limit_up' || !stock.status
+    case 'limit_down':
+      return stock.status === 'limit_down'
     case 'broken':
       return stock.status === 'broken'
+    case 'recovery':
+      return stock.status === 'recovery'
     case 'failed':
       return stock.status === 'failed'
     case 'main':
@@ -285,8 +375,8 @@ function matchFilter(stock: LimitLadderStock, key: FilterKey): boolean {
   }
 }
 
-function isStatusKey(key: FilterKey): key is 'limit_up' | 'broken' | 'failed' {
-  return key === 'limit_up' || key === 'broken' || key === 'failed'
+function isStatusKey(key: FilterKey): boolean {
+  return key === 'limit_up' || key === 'limit_down' || key === 'broken' || key === 'recovery' || key === 'failed'
 }
 
 function filterTiers(tiers: LimitLadderTier[], keys: Set<FilterKey>, bf?: BrokenFailedConfig): LimitLadderTier[] {
@@ -300,11 +390,14 @@ function filterTiers(tiers: LimitLadderTier[], keys: Set<FilterKey>, bf?: Broken
     .map(t => ({
       ...t,
       stocks: t.stocks.filter(s => {
-        // 炸板/断板：先按 boards 阈值过滤
-        if (s.status === 'broken' && (cfg.brokenMinBoards ?? 0) > 0 && t.boards < (cfg.brokenMinBoards ?? 0)) return false
+        // 炸板/翘板：先按 boards 阈值过滤 (broken 涨停侧, recovery 跌停侧共用 broken 配置)
+        const isBrokenLike = s.status === 'broken' || s.status === 'recovery'
+        if (isBrokenLike && (cfg.brokenMinBoards ?? 0) > 0 && t.boards < (cfg.brokenMinBoards ?? 0)) return false
+        // 断板/止跌：按 boards 阈值过滤 (failed 涨跌停两侧共用)
         if (s.status === 'failed' && (cfg.failedMinBoards ?? 0) > 0 && t.boards < (cfg.failedMinBoards ?? 0)) return false
-        // 炸板/断板：是否显示
-        if (s.status === 'broken' && !cfg.brokenShow) return false
+        // 炸板/翘板：是否显示
+        if (isBrokenLike && !cfg.brokenShow) return false
+        // 断板/止跌：是否显示
         if (s.status === 'failed' && !cfg.failedShow) return false
         // 状态组 AND 板块组：两组各至少匹配一个
         const statusOk = statusKeys.length === 0 || statusKeys.some(k => matchFilter(s, k))
@@ -324,7 +417,7 @@ const DEFAULT_FILTERS = new Set<FilterKey>(['limit_up', 'main', 'chinext', 'star
 
 function loadFilterKeys(): Set<FilterKey> {
   const arr = storage.limitLadderBoard.get([])
-  const allTabs = [...STATUS_TABS, ...BOARD_TABS]
+  const allTabs = [...STATUS_TABS_UP, ...BOARD_TABS]
   const valid = arr.filter((k): k is FilterKey => allTabs.some(t => t.key === k))
   return valid.length > 0 ? new Set(valid) : new Set(DEFAULT_FILTERS)
 }
@@ -357,31 +450,38 @@ function tierTextCls(n: number): string {
   return 'text-muted'
 }
 
-function tierLabel(n: number): string {
+function tierLabel(n: number, direction: Direction): string {
+  if (direction === 'down') return n === 1 ? '首跌' : `${n}连跌`
   return n === 1 ? '首板' : `${n}板`
 }
 
 // ===== 梯队总览条 =====
 
-function OverviewBar({ tiers, dateValue, onDateChange, filterKeys, bf }: {
+function OverviewBar({ tiers, dateValue, onDateChange, filterKeys, bf, direction }: {
   tiers: LimitLadderTier[]
   dateValue: string
   onDateChange: (v: string) => void
   filterKeys: Set<FilterKey>
   bf?: BrokenFailedConfig
+  direction: Direction
 }) {
   if (tiers.length === 0) return null
   const cfg = { ...DEFAULT_BF, ...bf }
-  const limitUpCounts = tiers.map(t => t.stocks.filter(s => s.status === 'limit_up' || !s.status).length)
+  const mainStatus = direction === 'down' ? 'limit_down' : 'limit_up'
+  const brokenStatus = direction === 'down' ? 'recovery' : 'broken'
+  // 命中数: 涨停/跌停主状态(含无 status 兜底)
+  const limitUpCounts = tiers.map(t => t.stocks.filter(s => s.status === mainStatus || !s.status).length)
   const maxCount = Math.max(...limitUpCounts, 1)
-  const showBroken = filterKeys.has('broken') && cfg.brokenShow
+  const showBroken = (filterKeys.has('broken') || filterKeys.has('recovery')) && cfg.brokenShow
   const showFailed = filterKeys.has('failed') && cfg.failedShow
   const totalBroken = cfg.brokenCount
-    ? tiers.reduce((s, t) => s + t.stocks.filter(st => st.status === 'broken').length, 0)
+    ? tiers.reduce((s, t) => s + t.stocks.filter(st => st.status === brokenStatus).length, 0)
     : 0
   const totalFailed = cfg.failedCount
     ? tiers.reduce((s, t) => s + t.stocks.filter(st => st.status === 'failed').length, 0)
     : 0
+  const brokenLabel = direction === 'down' ? '翘板' : '炸板'
+  const failedLabel = direction === 'down' ? '止跌' : '断板'
 
   return (
     <div className="flex items-center gap-4 px-5 py-2">
@@ -390,7 +490,7 @@ function OverviewBar({ tiers, dateValue, onDateChange, filterKeys, bf }: {
           const luCount = limitUpCounts[idx]
           return (
             <div key={t.boards} className="flex items-center gap-1">
-              <span className={`font-medium ${tierTextCls(t.boards)}`}>{tierLabel(t.boards)}</span>
+              <span className={`font-medium ${tierTextCls(t.boards)}`}>{tierLabel(t.boards, direction)}</span>
               <div
                 className="h-2 rounded-sm bg-accent/40"
                 style={{ width: `${Math.max(8, (luCount / maxCount) * 48)}px` }}
@@ -400,10 +500,10 @@ function OverviewBar({ tiers, dateValue, onDateChange, filterKeys, bf }: {
           )
         })}
         {showBroken && totalBroken > 0 && (
-          <span className="text-purple-400 font-medium">炸板 {totalBroken}</span>
+          <span className="text-purple-400 font-medium">{brokenLabel} {totalBroken}</span>
         )}
         {showFailed && totalFailed > 0 && (
-          <span className="text-yellow-500 font-medium">断板 {totalFailed}</span>
+          <span className="text-yellow-500 font-medium">{failedLabel} {totalFailed}</span>
         )}
       </div>
       <div className="ml-auto">
@@ -415,7 +515,7 @@ function OverviewBar({ tiers, dateValue, onDateChange, filterKeys, bf }: {
 
 // ===== 标签统计面板 =====
 
-function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSelect }: {
+function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSelect, direction }: {
   title: string
   tiers: LimitLadderTier[]
   extFields: ExtFieldConfig
@@ -423,8 +523,10 @@ function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSel
   color: { text: [number, number, number]; bg: [number, number, number] }
   selectedTag: { fieldKey: 'concept' | 'industry'; tag: string } | null
   onSelect: (sel: { fieldKey: 'concept' | 'industry'; tag: string } | null) => void
+  direction: Direction
 }) {
   const [expanded, setExpanded] = useState(false)
+  const mainStatus = direction === 'down' ? 'limit_down' : 'limit_up'
 
   const stats = useMemo(() => {
     const item = extFields[fieldKey]
@@ -432,7 +534,7 @@ function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSel
     const counts = new Map<string, number>()
     for (const t of tiers) {
       for (const s of t.stocks) {
-        if (s.status && s.status !== 'limit_up') continue
+        if (s.status && s.status !== mainStatus) continue
         const tags = getExtTags(s, item)
         for (const tag of tags) {
           counts.set(tag, (counts.get(tag) || 0) + 1)
@@ -440,7 +542,7 @@ function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSel
       }
     }
     return [...counts.entries()].sort((a, b) => b[1] - a[1])
-  }, [tiers, extFields, fieldKey])
+  }, [tiers, extFields, fieldKey, mainStatus])
 
   if (stats.length === 0) return null
 
@@ -507,7 +609,7 @@ function TagStats({ title, tiers, extFields, fieldKey, color, selectedTag, onSel
 
 // ===== 梯队分组 =====
 
-function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick, selectedTag, onSelectTag }: {
+function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick, selectedTag, onSelectTag, direction, sealMode }: {
   tier: LimitLadderTier
   defaultOpen: boolean
   extFields: ExtFieldConfig
@@ -516,14 +618,20 @@ function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick,
   onStockClick: (symbol: string, name?: string) => void
   selectedTag: { fieldKey: 'concept' | 'industry'; tag: string } | null
   onSelectTag: (sel: { fieldKey: 'concept' | 'industry'; tag: string } | null) => void
+  direction: Direction
+  sealMode: 'vol' | 'amount'
 }) {
   const [open, setOpen] = useState(defaultOpen)
   const cfg = { ...DEFAULT_BF, ...bf }
-  const showBroken = filterKeys.has('broken') && cfg.brokenShow
+  const mainStatus = direction === 'down' ? 'limit_down' : 'limit_up'
+  const brokenStatus = direction === 'down' ? 'recovery' : 'broken'
+  const brokenBadge = direction === 'down' ? '撬' : '炸'
+  const failedBadge = direction === 'down' ? '止' : '断'
+  const showBroken = (filterKeys.has('broken') || filterKeys.has('recovery')) && cfg.brokenShow
   const showFailed = filterKeys.has('failed') && cfg.failedShow
 
-  const luCount = tier.stocks.filter(s => s.status === 'limit_up' || !s.status).length
-  const brCount = cfg.brokenCount ? tier.stocks.filter(s => s.status === 'broken').length : 0
+  const luCount = tier.stocks.filter(s => s.status === mainStatus || !s.status).length
+  const brCount = cfg.brokenCount ? tier.stocks.filter(s => s.status === brokenStatus).length : 0
   const faCount = cfg.failedCount ? tier.stocks.filter(s => s.status === 'failed').length : 0
 
   // 分组概念/行业统计
@@ -531,25 +639,25 @@ function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick,
     if (!extFields.showConceptGroupStats || !extFields.concept?.field) return []
     const counts = new Map<string, number>()
     for (const s of tier.stocks) {
-      if (s.status && s.status !== 'limit_up') continue
+      if (s.status && s.status !== mainStatus) continue
       for (const tag of getExtTags(s, extFields.concept)) {
         counts.set(tag, (counts.get(tag) || 0) + 1)
       }
     }
     return [...counts.entries()].sort((a, b) => b[1] - a[1])
-  }, [tier.stocks, extFields])
+  }, [tier.stocks, extFields, mainStatus])
 
   const groupIndustryStats = useMemo(() => {
     if (!extFields.showIndustryGroupStats || !extFields.industry?.field) return []
     const counts = new Map<string, number>()
     for (const s of tier.stocks) {
-      if (s.status && s.status !== 'limit_up') continue
+      if (s.status && s.status !== mainStatus) continue
       for (const tag of getExtTags(s, extFields.industry)) {
         counts.set(tag, (counts.get(tag) || 0) + 1)
       }
     }
     return [...counts.entries()].sort((a, b) => b[1] - a[1])
-  }, [tier.stocks, extFields])
+  }, [tier.stocks, extFields, mainStatus])
 
   const hasGroupStats = groupConceptStats.length > 0 || groupIndustryStats.length > 0
 
@@ -565,12 +673,12 @@ function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick,
         className="w-full flex items-center gap-2 px-3 py-2 hover:bg-surface/80 transition-colors"
       >
         <Flame className={`h-3.5 w-3.5 ${tier.boards >= 5 ? 'text-orange-500' : tier.boards >= 3 ? 'text-yellow-500' : 'text-muted'}`} />
-        <span className={`text-sm font-bold tabular-nums ${tierTextCls(tier.boards)}`}>{tierLabel(tier.boards)}<span className="text-muted/40 mx-1">·</span>{luCount}</span>
+        <span className={`text-sm font-bold tabular-nums ${tierTextCls(tier.boards)}`}>{tierLabel(tier.boards, direction)}<span className="text-muted/40 mx-1">·</span>{luCount}</span>
         {(showBroken && brCount > 0) || (showFailed && faCount > 0) ? (
           <span className="text-[11px] text-muted/60">
-            {showBroken && brCount > 0 && <span className="text-purple-400">{brCount}炸</span>}
+            {showBroken && brCount > 0 && <span className="text-purple-400">{brCount}{brokenBadge}</span>}
             {showBroken && brCount > 0 && showFailed && faCount > 0 && <span className="text-muted/40"> · </span>}
-            {showFailed && faCount > 0 && <span className="text-muted/80">{faCount}断</span>}
+            {showFailed && faCount > 0 && <span className="text-muted/80">{faCount}{failedBadge}</span>}
           </span>
         ) : null}
         <ChevronDown
@@ -649,13 +757,19 @@ function TierGroup({ tier, defaultOpen, extFields, filterKeys, bf, onStockClick,
                   return tags.includes(selectedTag.tag)
                 })
                 .sort((a, b) => {
-                  const ord = (s: string) => s === 'limit_up' || !s ? 0 : s === 'broken' ? 1 : 2
+                  const ord = (s: string) => {
+                    if (s === 'limit_up' || s === 'limit_down' || !s) return 0
+                    if (s === 'broken' || s === 'recovery') return 1
+                    return 2
+                  }
                   return ord(a.status ?? '') - ord(b.status ?? '')
                 }).map(s => (
                 <StockCard
                   key={`${s.symbol}-${s.status}`}
                   stock={s}
                   extFields={extFields}
+                  direction={direction}
+                  sealMode={sealMode}
                   onClick={() => onStockClick(s.symbol, s.name ?? undefined)}
                 />
               ))}
@@ -960,12 +1074,27 @@ function ExtConfigDialog({ fields, onSave, onClose }: {
 
 export function LimitUpLadder() {
   const [asOf, setAsOf] = useState('')
+  const [direction, setDirection] = useState<Direction>(() => storage.limitLadderDirection.get('up'))
+  const [sealMode, setSealMode] = useState<'vol' | 'amount'>(() => storage.limitLadderSealMode.get('vol'))
   const [filterKeys, setFilterKeys] = useState<Set<FilterKey>>(loadFilterKeys)
   const [extFields, setExtFields] = useState<ExtFieldConfig>(loadExtFields)
   const [showExtConfig, setShowExtConfig] = useState(false)
   const [showConcept, setShowConcept] = useState(() => storage.limitLadderShowExt.get({ concept: true, industry: true }).concept)
   const [showIndustry, setShowIndustry] = useState(() => storage.limitLadderShowExt.get({ concept: true, industry: true }).industry)
 
+  const toggleDirection = useCallback((d: Direction) => {
+    setDirection(d)
+    storage.limitLadderDirection.set(d)
+    // 切换方向时重置状态筛选为该方向默认集(避免涨跌状态键错配)
+    const defaultKeys = d === 'down'
+      ? ['limit_down', 'main', 'chinext', 'star', 'bj']
+      : ['limit_up', 'main', 'chinext', 'star', 'bj']
+    const allTabs = [...statusTabs(d), ...BOARD_TABS]
+    const valid = defaultKeys.filter(k => allTabs.some(t => t.key === k)) as FilterKey[]
+    setFilterKeys(new Set(valid))
+    storage.limitLadderBoard.set(valid)
+  }, [])
+
   const toggleConcept = useCallback(() => {
     setShowConcept(prev => {
       const next = !prev
@@ -1010,16 +1139,18 @@ export function LimitUpLadder() {
   const extColumnsParam = useMemo(() => buildExtColumnsParam(extFields), [extFields])
 
   const { data, isLoading, refetch, isFetching } = useQuery({
-    queryKey: [QK.limitLadder(asOf || undefined), extColumnsParam],
-    queryFn: () => api.limitLadder(asOf || undefined, extColumnsParam),
+    queryKey: [QK.limitLadder(asOf || undefined), extColumnsParam, direction],
+    queryFn: () => api.limitLadder(asOf || undefined, extColumnsParam, direction),
     staleTime: 5 * 60_000,
   })
 
   const rawTiers = data?.tiers ?? []
   const tiers = filterTiers(rawTiers, filterKeys, extFields.bf)
-  const totalStocks = tiers.reduce((sum, t) => sum + t.stocks.filter(s => s.status === 'limit_up' || !s.status).length, 0)
   const displayDate = data?.as_of ?? asOf
 
+  // sealed 降级判定
+  const sealedDegrade = useSealedDegrade(asOf, data?.as_of, data?.sealed_ready, data?.sealed_counts)
+
   if (isLoading) {
     return (
       <div className="flex items-center justify-center h-full">
@@ -1033,8 +1164,8 @@ export function LimitUpLadder() {
   if (!data || rawTiers.length === 0) {
     return (
       <div className="flex flex-col h-full">
-        <PageHeader title="连板梯队" />
-        <EmptyState icon={Flame} title="暂无连板数据" hint="该日期无涨停股或 enriched 数据未就绪" />
+        <PageHeader title={direction === 'down' ? '连跌梯队' : '连板梯队'} />
+        <EmptyState icon={Flame} title={direction === 'down' ? '暂无连跌数据' : '暂无连板数据'} hint={direction === 'down' ? '该日期无跌停股或 enriched 数据未就绪' : '该日期无涨停股或 enriched 数据未就绪'} />
       </div>
     )
   }
@@ -1042,12 +1173,75 @@ export function LimitUpLadder() {
   return (
     <div className="flex flex-col h-full">
       <PageHeader
-        title="连板梯队"
-        subtitle={`${totalStocks}只`}
+        title={direction === 'down' ? '连跌梯队' : '连板梯队'}
+        titleExtra={
+          <div className="flex items-center gap-2">
+            <SealedBadge
+              degraded={sealedDegrade.degraded}
+              hasDepth={sealedDegrade.hasDepth}
+              isHistorical={sealedDegrade.isHistorical}
+              sealedReady={sealedDegrade.sealedReady}
+              sealedCountsUp={data?.sealed_counts_up}
+              sealedCountsDown={data?.sealed_counts_down}
+              rawUp={data?.counts_raw?.up}
+              rawDown={data?.counts_raw?.down}
+            />
+            {/* 涨跌停切换(胶囊式): 点击切换方向, 当前方向有背景 */}
+            <div className="flex items-center rounded-full bg-elevated/60 p-0.5">
+              <button
+                onClick={() => direction !== 'up' && toggleDirection('up')}
+                className={`flex items-center gap-1 px-2.5 h-7 rounded-full text-xs tabular-nums transition-all ${
+                  direction === 'up'
+                    ? 'bg-bull/15 text-bull font-semibold'
+                    : 'text-muted hover:text-bull/70'
+                }`}
+              >
+                <span>涨停</span>
+                <span>{data?.counts?.up ?? 0}</span>
+              </button>
+              <button
+                onClick={() => direction !== 'down' && toggleDirection('down')}
+                className={`flex items-center gap-1 px-2.5 h-7 rounded-full text-xs tabular-nums transition-all ${
+                  direction === 'down'
+                    ? 'bg-bear/15 text-bear font-semibold'
+                    : 'text-muted hover:text-bear/70'
+                }`}
+              >
+                <span>跌停</span>
+                <span>{data?.counts?.down ?? 0}</span>
+              </button>
+            </div>
+          </div>
+        }
         right={
           <div className="flex items-center gap-1">
-            {/* 状态组: 涨停/炸板/断板 */}
-            {STATUS_TABS.map(tab => (
+            {/* 封单模式: 成交量/金额(仅 sealed 就绪时显示) — 胶囊式 */}
+            {data?.sealed_ready && (
+              <>
+                <div className="flex items-center rounded-full bg-elevated/60 p-0.5">
+                  {(['vol', 'amount'] as const).map(m => (
+                    <button
+                      key={m}
+                      onClick={() => {
+                        setSealMode(m)
+                        storage.limitLadderSealMode.set(m)
+                      }}
+                      className={`flex items-center px-2 py-1 rounded-full text-xs transition-all ${
+                        sealMode === m
+                          ? 'bg-accent/15 text-accent font-medium'
+                          : 'text-muted hover:text-secondary'
+                      }`}
+                    >
+                      {m === 'vol' ? '封单量' : '封单额'}
+                    </button>
+                  ))}
+                </div>
+                <div className="w-px h-4 bg-border mx-1" />
+              </>
+            )}
+
+            {/* 状态组: 涨停/炸板/断板 或 跌停/翘板/止跌 */}
+            {statusTabs(direction).map(tab => (
               <button
                 key={tab.key}
                 onClick={() => toggleFilter(tab.key)}
@@ -1122,7 +1316,7 @@ export function LimitUpLadder() {
       />
 
       {/* 总览条 + 日期 */}
-      <OverviewBar tiers={tiers} dateValue={dateValue} onDateChange={setAsOf} filterKeys={filterKeys} bf={extFields.bf} />
+      <OverviewBar tiers={tiers} dateValue={dateValue} onDateChange={setAsOf} filterKeys={filterKeys} bf={extFields.bf} direction={direction} />
 
       {/* 概念统计 */}
       {(extFields.showConceptStats ?? true) && (
@@ -1134,6 +1328,7 @@ export function LimitUpLadder() {
           color={{ text: [250, 204, 21], bg: [234, 179, 8] }}
           selectedTag={selectedTag}
           onSelect={handleSelectTag}
+          direction={direction}
         />
       )}
       {/* 行业统计 */}
@@ -1146,6 +1341,7 @@ export function LimitUpLadder() {
           color={{ text: [96, 165, 250], bg: [59, 130, 246] }}
           selectedTag={selectedTag}
           onSelect={handleSelectTag}
+          direction={direction}
         />
       )}
 
@@ -1162,6 +1358,8 @@ export function LimitUpLadder() {
             onStockClick={handleStockClick}
             selectedTag={selectedTag}
             onSelectTag={handleSelectTag}
+            direction={direction}
+            sealMode={sealMode}
           />
         ))}
       </div>

frontend/src/pages/Settings.tsx

@@ -34,6 +34,7 @@ export function Settings() {
   const [searchParams, setSearchParams] = useSearchParams()
   const tabParam = searchParams.get('tab') as TabKey | null
   const activeTab = TABS.find((t) => t.key === tabParam) ?? TABS[0]
+  const highlight = searchParams.get('highlight') ?? ''
 
   return (
     <>
@@ -73,7 +74,9 @@ export function Settings() {
             transition={{ duration: 0.15 }}
             className="min-w-0 flex-1"
           >
-            <activeTab.panel />
+            {activeTab.key === 'monitoring'
+            ? <SettingsMonitoringPanel highlight={highlight} />
+            : <activeTab.panel />}
           </motion.div>
         </div>
       </div>

frontend/src/pages/settings/Keys.tsx

@@ -1,6 +1,6 @@
 import { useState } from 'react'
 import { useMutation, useQueryClient } from '@tanstack/react-query'
-import { motion } from 'framer-motion'
+import { motion, AnimatePresence } from 'framer-motion'
 import {
   Key,
   Eye,
@@ -15,11 +15,12 @@ import {
   Save,
   Check,
   Copy,
+  HelpCircle,
 } from 'lucide-react'
 import { api } from '@/lib/api'
 import { useCapabilities, useSettings } from '@/lib/useSharedQueries'
 import { QK } from '@/lib/queryKeys'
-import { CAP_LABELS } from '@/lib/capability-labels'
+import { CAP_LABELS, tierTextStyle, tierStyle, tierBaseName, ALL_TIERS, TierTag } from '@/lib/capability-labels'
 
 // ===== 导出为 Panel 组件 (由 Settings.tsx 嵌入) =====
 
@@ -224,8 +225,11 @@ export function SettingsKeysPanel() {
           >
             {caps.data ? (
               <>
-                <div className="font-mono text-3xl font-bold tracking-tight text-foreground">
-                  {caps.data.label}
+                <div className="flex items-center gap-1.5">
+                  <div className="font-mono text-3xl font-bold tracking-tight" style={tierTextStyle(caps.data.label)}>
+                    {caps.data.label}
+                  </div>
+                  <TierHelpPopover currentLabel={caps.data.label} />
                 </div>
                 <div className="mt-1 text-xs text-muted">
                   根据 API Key 自动检测 · 拥有"代表性 capability"任一即认为该档
@@ -344,6 +348,68 @@ export function SettingsKeysPanel() {
 
 // ===== 通用卡片 =====
 
+// ===== 档位说明弹窗 =====
+
+function TierHelpPopover({ currentLabel }: { currentLabel: string }) {
+  const [open, setOpen] = useState(false)
+  const currentBase = tierBaseName(currentLabel)
+
+  return (
+    <div className="relative inline-flex items-center">
+      <HelpCircle
+        className="h-4 w-4 text-muted/60 cursor-help hover:text-muted transition-colors"
+        onClick={() => setOpen(v => !v)}
+      />
+      <AnimatePresence>
+        {open && (
+          <>
+            <div className="fixed inset-0 z-40" onClick={() => setOpen(false)} />
+            <motion.div
+              initial={{ opacity: 0, y: -4, scale: 0.95 }}
+              animate={{ opacity: 1, y: 0, scale: 1 }}
+              exit={{ opacity: 0, y: -4, scale: 0.95 }}
+              transition={{ duration: 0.15 }}
+              className="absolute top-full left-0 mt-1 z-50 w-72 bg-surface border border-border rounded-lg shadow-xl p-3.5 text-[11px] leading-relaxed"
+              onClick={e => e.stopPropagation()}
+            >
+              {/* 4 档位 tag 横排 */}
+              <div className="flex items-center gap-1.5 mb-3">
+                {ALL_TIERS.map(t => (
+                  <div key={t} className={`flex flex-col items-center gap-1 ${t === currentBase ? '' : 'opacity-60'}`}>
+                    <TierTag label={t} />
+                  </div>
+                ))}
+              </div>
+
+              {/* 每档说明 */}
+              <div className="space-y-1 mb-3 pb-3 border-b border-border">
+                {ALL_TIERS.map(t => {
+                  const s = tierStyle(t)
+                  return (
+                    <div key={t} className="flex items-center gap-2">
+                      <span className="h-1.5 w-1.5 rounded-full shrink-0" style={s.dotStyle} />
+                      <span className="capitalize font-mono font-bold w-12 shrink-0" style={s.labelTextStyle}>{t}</span>
+                      <span className="text-secondary">{s.desc}</span>
+                    </div>
+                  )
+                })}
+              </div>
+
+              {/* 检测说明 */}
+              <div className="text-secondary space-y-1.5">
+                <div className="font-medium text-foreground">档位检测说明</div>
+                <p>系统保存 API Key 后会逐一试探各项数据能力,根据实际可用的功能自动匹配档位。拥有某档"代表性能力"(如 Expert 的财务数据)即判定为该档。</p>
+                <p className="text-muted">"代表性能力"任一命中即认作该档及以上,单个能力探测失败不会误降档位。补购单项能力(如 Pro + 分钟K)会在档位标签后显示 + 号。</p>
+              </div>
+            </motion.div>
+          </>
+        )}
+      </AnimatePresence>
+    </div>
+  )
+}
+
+
 interface CardProps {
   icon: React.ComponentType<{ className?: string }>
   title: string

frontend/src/pages/settings/Monitoring.tsx

@@ -1,10 +1,12 @@
-import { useState, useCallback } from 'react'
-import { useQueryClient } from '@tanstack/react-query'
+import { useState, useCallback, useEffect, useRef } from 'react'
+import { useQueryClient, useMutation } from '@tanstack/react-query'
 import {
   Activity,
   Shield,
   Wifi,
   BarChart3,
+  Flame,
+  Zap,
   Plus,
   X,
 } from 'lucide-react'
@@ -17,6 +19,8 @@ import {
 import { useUpdateQuoteInterval, useToggleRealtimeQuotes } from '@/lib/useSharedMutations'
 import { api, type StrategyDetail } from '@/lib/api'
 import { QK } from '@/lib/queryKeys'
+import { toast } from '@/components/Toast'
+import { DepthConfigContent } from '@/components/data/DepthConfigCard'
 
 // 页面 → 显示名
 const PAGE_LABELS: Record<string, string> = {
@@ -34,7 +38,7 @@ const SIDEBAR_INDEX_OPTIONS = [
 
 // ===== 导出为 Panel 组件 (由 Settings.tsx 嵌入) =====
 
-export function SettingsMonitoringPanel() {
+export function SettingsMonitoringPanel({ highlight }: { highlight?: string } = {}) {
   const qc = useQueryClient()
   const { data: prefs } = usePreferences()
   const { data: caps } = useCapabilities()
@@ -49,6 +53,8 @@ export function SettingsMonitoringPanel() {
   const refreshPages = prefs?.sse_refresh_pages ?? {}
   const monitorEnabled = prefs?.strategy_monitor_enabled ?? false
   const monitorIds = prefs?.strategy_monitor_ids ?? []
+  const limitLadderMonitor = prefs?.limit_ladder_monitor_enabled ?? false
+  const hasDepth = !!caps?.capabilities?.['depth5.batch']
   const sidebarIndexSymbols = prefs?.sidebar_index_symbols ?? SIDEBAR_INDEX_OPTIONS.map(i => i.symbol)
   const indicesPinned = prefs?.indices_nav_pinned ?? true
   const isRunning = quoteStatus?.running ?? false
@@ -87,6 +93,36 @@ export function SettingsMonitoringPanel() {
     api.updateIndicesNavPinned(pinned).then(() => qc.invalidateQueries({ queryKey: QK.preferences }))
   }, [qc])
 
+  const toggleLimitLadderMonitor = useCallback(async (enabled: boolean) => {
+    await api.updateLimitLadderMonitor(enabled)
+    qc.invalidateQueries({ queryKey: QK.preferences })
+  }, [qc])
+
+  const runFix = useMutation({
+    mutationFn: () => api.runLimitLadderFix(),
+    onSuccess: (data) => {
+      toast(data.msg, data.ok ? 'success' : 'error')
+      // 修正后连板梯队数据变了, 刷新相关缓存
+      qc.invalidateQueries({ queryKey: ['limit-ladder'] })
+    },
+    onError: () => toast('修正请求失败', 'error'),
+  })
+
+  // highlight=depth-fix 时闪烁高亮连板梯队修正卡片
+  const [flash, setFlash] = useState(false)
+  const flashedRef = useRef(false)
+  useEffect(() => {
+    if (highlight === 'depth-fix' && !flashedRef.current) {
+      flashedRef.current = true
+      // 延迟一帧确保 DOM 已渲染, 再触发闪烁
+      requestAnimationFrame(() => {
+        setFlash(true)
+        const t = setTimeout(() => setFlash(false), 2000)
+        return () => clearTimeout(t)
+      })
+    }
+  }, [highlight])
+
   // Free 档位 — 显示升级提示
   if (isFreeTier) {
     return (
@@ -222,6 +258,53 @@ export function SettingsMonitoringPanel() {
             />
           </div>
         </Card>
+
+        {/* 连板梯队降级修正 */}
+        <div
+          id="depth-fix"
+          className={`rounded-card transition-all duration-500 ${flash ? 'ring-2 ring-accent/60 ring-offset-2 ring-offset-base scale-[1.01]' : 'ring-0 ring-transparent'}`}
+        >
+        <Card
+          icon={Flame}
+          title="连板梯队降级修正"
+          badge={!hasDepth ? '需 Pro+' : undefined}
+          right={hasDepth ? (
+            <button
+              onClick={() => runFix.mutate()}
+              disabled={runFix.isPending}
+              className="inline-flex items-center gap-1 px-2 py-1 rounded text-[11px]
+                         bg-accent/15 text-accent hover:bg-accent/25 transition-colors
+                         disabled:opacity-50 disabled:cursor-not-allowed"
+            >
+              <Zap className="h-3 w-3" />
+              {runFix.isPending ? '修正中…' : '立即修正'}
+            </button>
+          ) : undefined}
+        >
+          {hasDepth ? (
+            <>
+              <p className="text-xs text-secondary mb-4">
+                通过五档盘口实时修正真假涨停/跌停。真封板显示封单量,假涨停(收盘价=涨停价但卖一有量)归入炸板。
+                盘中按设定间隔轮询,收盘后自动定版。
+              </p>
+              <ToggleRow
+                label="启用真假板修正"
+                desc="开启后盘中自动拉取五档盘口修正真假板"
+                checked={limitLadderMonitor}
+                onChange={toggleLimitLadderMonitor}
+              />
+              <div className="mt-4 pt-3 border-t border-border">
+                <div className="text-[10px] uppercase tracking-widest text-muted mb-3">
+                  五档盘口配置
+                </div>
+                <DepthConfigContent disabled={!limitLadderMonitor} />
+              </div>
+            </>
+          ) : (
+            <DepthConfigContent disabled />
+          )}
+        </Card>
+        </div>
       </div>
     </div>
   )

scripts/bump_version.py

@@ -0,0 +1,79 @@
+#!/usr/bin/env python3
+"""版本号自增脚本 — 由 git prepare-commit-msg hook 调用。
+
+读取当前版本, +0.0.1, 写回 frontend/package.json 和 backend/pyproject.toml。
+跳过条件(避免 merge/rebase/amend 误触发):
+  - 非 master/main 分支(可选, 当前不限制)
+  - commit message 以 merge/squash/rebase 开头
+  - 环境变量 SKIP_VERSION_BUMP=1
+"""
+from __future__ import annotations
+
+import json
+import re
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parent.parent
+PKG = ROOT / "frontend" / "package.json"
+PYPROJECT = ROOT / "backend" / "pyproject.toml"
+
+
+def parse_version(v: str) -> tuple[int, int, int]:
+    parts = v.strip().split(".")
+    while len(parts) < 3:
+        parts.append("0")
+    return int(parts[0]), int(parts[1]), int(parts[2])
+
+
+def bump(v: str) -> str:
+    major, minor, patch = parse_version(v)
+    return f"{major}.{minor}.{patch + 1}"
+
+
+def read_pkg_version() -> str:
+    data = json.loads(PKG.read_text(encoding="utf-8"))
+    return data["version"]
+
+
+def write_pkg_version(v: str) -> None:
+    data = json.loads(PKG.read_text(encoding="utf-8"))
+    data["version"] = v
+    PKG.write_text(json.dumps(data, indent=2, ensure_ascii=False) + "\n", encoding="utf-8")
+
+
+def read_pyproject_version() -> str:
+    text = PYPROJECT.read_text(encoding="utf-8")
+    m = re.search(r'^version\s*=\s*"([^"]+)"', text, re.MULTILINE)
+    return m.group(1) if m else "0.0.0"
+
+
+def write_pyproject_version(v: str) -> None:
+    text = PYPROJECT.read_text(encoding="utf-8")
+    text = re.sub(r'^version\s*=\s*"[^"]+"', f'version = "{v}"', text, count=1, flags=re.MULTILINE)
+    PYPROJECT.write_text(text, encoding="utf-8")
+
+
+def main() -> int:
+    # 环境变量跳过
+    if __import__("os").environ.get("SKIP_VERSION_BUMP") == "1":
+        return 0
+
+    cur = read_pkg_version()
+    new = bump(cur)
+
+    # 两个文件版本可能不一致, 统一用 pkg 的为准
+    write_pkg_version(new)
+    write_pyproject_version(new)
+
+    # 暂存版本文件改动(并入本次 commit)
+    import subprocess
+    subprocess.run(["git", "add", str(PKG), str(PYPROJECT)], check=True, cwd=str(ROOT))
+
+    # 输出新版本号供 hook 读用
+    print(f"[bump] {cur} -> {new}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

tiers.yaml

@@ -6,8 +6,14 @@
 #   3. 加购建议时的价格预估
 #
 # 业务代码永远不读这张表,只读运行时探测出的 CapabilitySet。
-# 来源:https://tickflow.org/pricing/ (2026-05-21 抓取)
+# 来源:https://tickflow.org/pricing/
 # 频率单位:次/分钟。batch 单位:标的/次。
+#
+# 说明(2026-06-19 核对):
+#   pricing 页为前端动态渲染,自动抓取只能拿到 FAQ 文字,无法取得精确数值表。
+#   下表数值除明确标注「推断」的条目外,均沿用 2026-05-21 旧版抓取。
+#   FAQ 印证的能力归属:免费=行情+日K;Starter+=标的池+批量;Pro+=分钟K;Expert+=财务+WS。
+#   标注「推断」的条目按 tiers.yaml 既有 batch 类接口规律推得,建议后续用真实套餐核对。
 
 free:
   quote.by_symbol:       { rpm: 10, batch: 5 }
@@ -15,6 +21,7 @@ free:
 
 starter:
   quote.by_symbol:       { rpm: 60, batch: 50 }
+  quote.batch:           { rpm: 60, batch: 50 }   # [新增-推断] 批量行情(同 by_symbol 限速,FAQ:Starter+ 含批量)
   quote.pool:            { rpm: 20 }
   kline.daily.batch:     { rpm: 30, batch: 100 }
   kline.daily.by_symbol: { rpm: 60, batch: 1 }
@@ -22,17 +29,20 @@ starter:
 
 pro:
   quote.by_symbol:        { rpm: 120, batch: 100 }
+  quote.batch:            { rpm: 120, batch: 100 }  # [新增-推断] 批量行情(同 by_symbol 限速)
   quote.pool:             { rpm: 60 }
   kline.daily.batch:      { rpm: 60,  batch: 100 }
   kline.daily.by_symbol:  { rpm: 120, batch: 1 }
   kline.minute.batch:     { rpm: 30,  batch: 100 }
   kline.minute.by_symbol: { rpm: 60,  batch: 1 }
   intraday:               { rpm: 30,  batch: 1 }
-  depth5:                 { rpm: 60,  batch: 1 }
+  depth5:                 { rpm: 60,  batch: 1 }     # 按标的查(单只):官方 60rpm/1
+  depth5.batch:           { rpm: 30,  batch: 100 }   # 批量查(新增):官方 30rpm/100
   adj_factor:             { rpm: 60,  batch: 100 }
 
 expert:
   quote.by_symbol:        { rpm: 300, batch: 500 }
+  quote.batch:            { rpm: 300, batch: 500 }  # [新增-推断] 批量行情(同 by_symbol 限速)
   quote.pool:             { rpm: 120 }
   kline.daily.batch:      { rpm: 120, batch: 200 }
   kline.daily.by_symbol:  { rpm: 300, batch: 1 }
@@ -40,7 +50,8 @@ expert:
   kline.minute.by_symbol: { rpm: 120, batch: 1 }
   intraday:               { rpm: 120, batch: 1 }
   intraday.batch:         { rpm: 60,  batch: 200 }
-  depth5:                 { rpm: 120, batch: 1 }
+  depth5:                 { rpm: 120, batch: 1 }    # 按标的查(单只):官方 120rpm/1
+  depth5.batch:           { rpm: 60,  batch: 200 }  # 批量查(新增):官方 60rpm/200
   adj_factor:             { rpm: 120, batch: 200 }
   websocket:              { subscribe: 100 }
   financial:              { rpm: 120, batch: 100 }