68 lines
2.5 KiB
Python
68 lines
2.5 KiB
Python
"""在指定关键词范围内，按"最近 120 根无价格断层 + 规模/成交额"挑选 ETF。
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用法：
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py -3.14 -B labs/analysis/etf/pick_sector.py 通信
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py -3.14 -B labs/analysis/etf/pick_sector.py 半导体 芯片
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"""
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import json
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import sys
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import time
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import urllib.parse
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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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from screen_etf import fetch_all, code_of, size_yi, turnover_yi # noqa: E402
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def window_clean(code: str) -> tuple[bool, float, str]:
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"""最近 120 根内最大单日跳空；<=15% 视为干净。"""
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path = CACHE / f"{code}.json"
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try:
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if path.exists():
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rows = json.loads(path.read_text(encoding="utf-8"))
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else:
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request = urllib.request.Request(f"{DAILY_URL}?code={code}",
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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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path.write_text(json.dumps(rows), encoding="utf-8")
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except Exception as exc:
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return False, 999.0, f"抓取失败:{exc}"
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rows = sorted(rows, key=lambda r: str(r["trade_date"]))[-120:]
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worst, day = 0.0, ""
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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 > worst:
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worst, day = abs(b / a - 1) * 100, str(cur["trade_date"])
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return worst <= 15, worst, day
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def main() -> int:
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keywords = sys.argv[1:] or ["通信"]
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wanted = {c: r for c, r in ((code_of(r), r) for r in fetch_all())
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if any(k in str(r.get("f14") or "") for k in keywords)}
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rows = sorted(wanted.values(), key=lambda r: -size_yi(r))
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print(f"关键词 {keywords}：命中 {len(rows)} 只，按规模前 12 只做断层检查")
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print(f"{'代码':11} {'名称':26} {'规模(亿)':>9} {'成交额(亿)':>10} {'窗口跳空':>9} 判定")
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for row in rows[:12]:
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code = code_of(row)
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clean, worst, day = window_clean(code)
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time.sleep(0.2)
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print(f"{code:11} {str(row.get('f14')):26} {size_yi(row):9.2f} {turnover_yi(row):10.3f} "
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f"{worst:8.1f}% {'可用' if clean else '有断层(' + day + ')'}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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