58 lines
1.9 KiB
Python
58 lines
1.9 KiB
Python
"""为存在价格断层的板块挑选替补：先抓日线，再做断层扫描 + 规模/成交额提示。
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用法： py -3.14 -B labs/analysis/etf/pick_alt.py
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"""
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import json
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import sys
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import urllib.request
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from pathlib import Path
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HERE = Path(__file__).resolve().parent
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sys.path.insert(0, str(HERE))
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try:
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sys.stdout.reconfigure(encoding="utf-8", errors="replace")
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except Exception:
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pass
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from backtest import CACHE, DAILY_URL # noqa: E402
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# 板块 -> 需要考察的替补（按规模顺序）
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ALTS = {
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"CPO/通信": ["515050.SH", "159583.SZ", "159994.SZ", "159695.SZ"],
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"半导体": ["159516.SZ", "588170.SH", "159995.SZ", "159558.SZ", "512480.SH"],
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}
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def fetch(code: str) -> list[dict]:
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request = urllib.request.Request(f"{DAILY_URL}?code={code}", headers={"User-Agent": "Mozilla/5.0"})
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with urllib.request.urlopen(request, timeout=30) as response:
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rows = json.load(response)
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CACHE.mkdir(parents=True, exist_ok=True)
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(CACHE / f"{code}.json").write_text(json.dumps(rows), encoding="utf-8")
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return sorted(rows, key=lambda r: str(r["trade_date"]))
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def gaps(rows: list[dict]) -> list[tuple[str, float]]:
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out = []
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for prev, cur in zip(rows, rows[1:]):
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a, b = float(prev["close"]), float(cur["close"])
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if a > 0 and abs(b / a - 1) * 100 > 15:
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out.append((str(cur["trade_date"]), (b / a - 1) * 100))
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return out
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for sector, codes in ALTS.items():
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print(f"\n== {sector} 替补 ==")
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for code in codes:
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try:
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rows = fetch(code)
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except Exception as exc:
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print(f" {code}: 抓取失败 {exc}")
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continue
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closes = [float(r["close"]) for r in rows]
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bad = gaps(rows)
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flag = "OK" if not bad else f"断层 {len(bad)} 处(最大 {max(abs(g[1]) for g in bad):.1f}%)"
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print(f" {code:11} 根数={len(rows):4} 最新={closes[-1]:7.3f} "
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f"区间={min(closes):6.3f}~{max(closes):6.3f} {flag}")
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