feat: complete trading system with FastAPI backend, web frontend, and auto-analysis
This commit is contained in:
Stock Buddy Bot
267
backend/services/stock_service.py
Normal file
267
backend/services/stock_service.py
Normal file
@@ -0,0 +1,267 @@
|
||||
"""
|
||||
股票数据服务
|
||||
负责：数据获取、缓存、持仓管理
|
||||
"""
|
||||
|
||||
import yfinance as yf
|
||||
import pandas as pd
|
||||
from sqlalchemy.orm import Session
|
||||
from datetime import datetime, timedelta
|
||||
import json
|
||||
import sys
|
||||
import os
|
||||
|
||||
# 添加父目录到路径
|
||||
sys.path.append(os.path.dirname(os.path.dirname(__file__)))
|
||||
|
||||
from database import Position, StockData, AnalysisResult, TradeLog
|
||||
from models import PositionCreate
|
||||
|
||||
class StockService:
|
||||
def __init__(self, db: Session):
|
||||
self.db = db
|
||||
self.cache_dir = os.path.join(os.path.dirname(__file__), '..', '..', 'data', 'cache')
|
||||
os.makedirs(self.cache_dir, exist_ok=True)
|
||||
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
# 持仓管理
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
|
||||
def get_all_positions(self):
|
||||
"""获取所有持仓"""
|
||||
positions = self.db.query(Position).all()
|
||||
# 更新实时价格
|
||||
for pos in positions:
|
||||
try:
|
||||
quote = self.get_realtime_quote(pos.ticker)
|
||||
pos.current_price = quote['price']
|
||||
pos.market_value = pos.shares * pos.current_price
|
||||
pos.pnl = pos.market_value - (pos.shares * pos.cost_price)
|
||||
pos.pnl_percent = (pos.pnl / (pos.shares * pos.cost_price)) * 100
|
||||
except:
|
||||
pass
|
||||
self.db.commit()
|
||||
return positions
|
||||
|
||||
def create_position(self, position: PositionCreate):
|
||||
"""创建持仓"""
|
||||
db_position = Position(
|
||||
stock_name=position.stock_name,
|
||||
ticker=position.ticker,
|
||||
shares=position.shares,
|
||||
cost_price=position.cost_price,
|
||||
strategy=position.strategy,
|
||||
notes=position.notes
|
||||
)
|
||||
self.db.add(db_position)
|
||||
self.db.commit()
|
||||
self.db.refresh(db_position)
|
||||
return db_position
|
||||
|
||||
def update_position(self, position_id: int, position: PositionCreate):
|
||||
"""更新持仓"""
|
||||
db_position = self.db.query(Position).filter(Position.id == position_id).first()
|
||||
if not db_position:
|
||||
raise ValueError("持仓不存在")
|
||||
|
||||
db_position.stock_name = position.stock_name
|
||||
db_position.ticker = position.ticker
|
||||
db_position.shares = position.shares
|
||||
db_position.cost_price = position.cost_price
|
||||
db_position.strategy = position.strategy
|
||||
db_position.notes = position.notes
|
||||
|
||||
self.db.commit()
|
||||
self.db.refresh(db_position)
|
||||
return db_position
|
||||
|
||||
def delete_position(self, position_id: int):
|
||||
"""删除持仓"""
|
||||
db_position = self.db.query(Position).filter(Position.id == position_id).first()
|
||||
if not db_position:
|
||||
raise ValueError("持仓不存在")
|
||||
self.db.delete(db_position)
|
||||
self.db.commit()
|
||||
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
# 数据获取
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
|
||||
def update_stock_data(self, ticker: str, period: str = "2y"):
|
||||
"""更新股票数据"""
|
||||
# 从yfinance获取
|
||||
df = yf.download(ticker, period=period, auto_adjust=True, progress=False)
|
||||
if df.empty:
|
||||
raise ValueError(f"无法获取{ticker}的数据")
|
||||
|
||||
if isinstance(df.columns, pd.MultiIndex):
|
||||
df.columns = df.columns.droplevel(1)
|
||||
|
||||
# 计算技术指标
|
||||
df['MA5'] = df['Close'].rolling(5).mean()
|
||||
df['MA20'] = df['Close'].rolling(20).mean()
|
||||
df['MA60'] = df['Close'].rolling(60).mean()
|
||||
|
||||
# RSI
|
||||
delta = df['Close'].diff()
|
||||
gain = delta.clip(lower=0).ewm(alpha=1/14).mean()
|
||||
loss = (-delta.clip(upper=0)).ewm(alpha=1/14).mean()
|
||||
df['RSI'] = 100 - (100 / (1 + gain / loss))
|
||||
|
||||
# ATR
|
||||
high_low = df['High'] - df['Low']
|
||||
high_close = (df['High'] - df['Close'].shift(1)).abs()
|
||||
low_close = (df['Low'] - df['Close'].shift(1)).abs()
|
||||
tr = pd.concat([high_low, high_close, low_close], axis=1).max(axis=1)
|
||||
df['ATR'] = tr.rolling(14).mean()
|
||||
|
||||
df = df.dropna()
|
||||
|
||||
# 保存到数据库
|
||||
for date, row in df.iterrows():
|
||||
date_str = date.strftime('%Y-%m-%d')
|
||||
|
||||
# 检查是否已存在
|
||||
existing = self.db.query(StockData).filter(
|
||||
StockData.ticker == ticker,
|
||||
StockData.date == date_str
|
||||
).first()
|
||||
|
||||
if existing:
|
||||
existing.open_price = float(row['Open'])
|
||||
existing.high_price = float(row['High'])
|
||||
existing.low_price = float(row['Low'])
|
||||
existing.close_price = float(row['Close'])
|
||||
existing.volume = float(row['Volume'])
|
||||
existing.ma5 = float(row['MA5'])
|
||||
existing.ma20 = float(row['MA20'])
|
||||
existing.ma60 = float(row['MA60'])
|
||||
existing.rsi = float(row['RSI'])
|
||||
existing.atr = float(row['ATR'])
|
||||
else:
|
||||
new_data = StockData(
|
||||
ticker=ticker,
|
||||
date=date_str,
|
||||
open_price=float(row['Open']),
|
||||
high_price=float(row['High']),
|
||||
low_price=float(row['Low']),
|
||||
close_price=float(row['Close']),
|
||||
volume=float(row['Volume']),
|
||||
ma5=float(row['MA5']),
|
||||
ma20=float(row['MA20']),
|
||||
ma60=float(row['MA60']),
|
||||
rsi=float(row['RSI']),
|
||||
atr=float(row['ATR'])
|
||||
)
|
||||
self.db.add(new_data)
|
||||
|
||||
self.db.commit()
|
||||
return df
|
||||
|
||||
def get_stock_data(self, ticker: str, days: int = 60):
|
||||
"""从数据库获取股票数据"""
|
||||
data = self.db.query(StockData).filter(
|
||||
StockData.ticker == ticker
|
||||
).order_by(StockData.date.desc()).limit(days).all()
|
||||
|
||||
if not data:
|
||||
return None
|
||||
|
||||
df = pd.DataFrame([{
|
||||
'date': d.date,
|
||||
'open': d.open_price,
|
||||
'high': d.high_price,
|
||||
'low': d.low_price,
|
||||
'close': d.close_price,
|
||||
'volume': d.volume,
|
||||
'ma5': d.ma5,
|
||||
'ma20': d.ma20,
|
||||
'ma60': d.ma60,
|
||||
'rsi': d.rsi,
|
||||
'atr': d.atr
|
||||
} for d in data])
|
||||
|
||||
return df.iloc[::-1] # 正序
|
||||
|
||||
def get_realtime_quote(self, ticker: str):
|
||||
"""获取实时行情"""
|
||||
stock = yf.Ticker(ticker)
|
||||
info = stock.info
|
||||
|
||||
# 尝试获取实时价格
|
||||
try:
|
||||
hist = stock.history(period="1d")
|
||||
if not hist.empty:
|
||||
current_price = float(hist['Close'].iloc[-1])
|
||||
prev_close = float(hist['Close'].iloc[0]) if len(hist) > 1 else current_price
|
||||
change = current_price - prev_close
|
||||
change_percent = (change / prev_close) * 100 if prev_close else 0
|
||||
else:
|
||||
current_price = info.get('currentPrice', 0)
|
||||
prev_close = info.get('previousClose', 0)
|
||||
change = current_price - prev_close
|
||||
change_percent = (change / prev_close) * 100 if prev_close else 0
|
||||
except:
|
||||
current_price = info.get('currentPrice', 0)
|
||||
change = 0
|
||||
change_percent = 0
|
||||
|
||||
return {
|
||||
'ticker': ticker,
|
||||
'name': info.get('longName', ticker),
|
||||
'price': current_price,
|
||||
'change': change,
|
||||
'change_percent': change_percent,
|
||||
'volume': info.get('volume', 0),
|
||||
'updated_at': datetime.now().isoformat()
|
||||
}
|
||||
|
||||
def search_ticker(self, stock_name: str):
|
||||
"""搜索股票代码（简化版）"""
|
||||
# 港股映射
|
||||
hk_mapping = {
|
||||
'中芯国际': '0981.HK',
|
||||
'平安好医生': '1833.HK',
|
||||
'叮当健康': '9886.HK',
|
||||
'中原建业': '9982.HK',
|
||||
'阅文集团': '0772.HK',
|
||||
'泰升集团': '0687.HK'
|
||||
}
|
||||
|
||||
if stock_name in hk_mapping:
|
||||
return hk_mapping[stock_name]
|
||||
|
||||
# 如果是代码格式，直接返回
|
||||
if stock_name.endswith('.HK'):
|
||||
return stock_name
|
||||
|
||||
raise ValueError(f"无法识别股票: {stock_name}")
|
||||
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
# 分析结果
|
||||
# ═════════════════════════════════════════════════════════════════
|
||||
|
||||
def save_analysis_result(self, ticker: str, result: dict):
|
||||
"""保存分析结果"""
|
||||
date_str = datetime.now().strftime('%Y-%m-%d')
|
||||
|
||||
analysis = AnalysisResult(
|
||||
ticker=ticker,
|
||||
date=date_str,
|
||||
action=result.get('signal', {}).get('action', 'HOLD'),
|
||||
score=result.get('signal', {}).get('score', 0),
|
||||
confidence=result.get('signal', {}).get('confidence', 'LOW'),
|
||||
full_data=result
|
||||
)
|
||||
self.db.add(analysis)
|
||||
self.db.commit()
|
||||
|
||||
def get_latest_analysis(self, ticker: str):
|
||||
"""获取最新分析"""
|
||||
result = self.db.query(AnalysisResult).filter(
|
||||
AnalysisResult.ticker == ticker
|
||||
).order_by(AnalysisResult.created_at.desc()).first()
|
||||
|
||||
if result:
|
||||
return result.full_data
|
||||
return None
|
||||
Reference in New Issue
Block a user