from __future__ import annotations import csv import hashlib import json import sys from datetime import datetime, timedelta, timezone from pathlib import Path import pandas as pd from PIL import Image, ImageDraw sys.path.insert(0, str(Path(__file__).resolve().parent)) import build_p1_step_review_packets as base # noqa: E402 RUN_ID = "RUN-ANA-WUJI-V1-BUY-POINT-SECOND-REVIEW-20260615-001" SOURCE_RUN_ID = "RUN-ANA-WUJI-V1-STRICT-NOTE-FULL-RERUN-20260614-001" TZ = timezone(timedelta(hours=8)) ROOT = Path(__file__).resolve().parents[1] PROJECT_ROOT = ROOT.parents[2] SOURCE_ROOT = PROJECT_ROOT / "ana-data" / "result" / SOURCE_RUN_ID PACKET_ROOT = ROOT / "p2_step_review_packets" TABLE_ROOT = PACKET_ROOT / "tables" CHART_ROOT = PACKET_ROOT / "charts" def now_iso() -> str: return datetime.now(TZ).isoformat(timespec="seconds") def sha256_file(path: Path) -> str: h = hashlib.sha256() with path.open("rb") as f: for chunk in iter(lambda: f.read(1024 * 1024), b""): h.update(chunk) return h.hexdigest() def write_csv(df: pd.DataFrame, path: Path) -> None: path.parent.mkdir(parents=True, exist_ok=True) df.to_csv(path, index=False, encoding="utf-8-sig") def write_text(text: str, path: Path) -> None: path.parent.mkdir(parents=True, exist_ok=True) path.write_text(text, encoding="utf-8-sig") def as_posix(path: Path | str) -> str: return str(path).replace("\\", "/") def fmt(value: object, digits: int = 2) -> str: if value is None: return "" text = str(value) if text == "" or text.lower() == "nan": return "" try: return f"{float(text):.{digits}f}" except Exception: return text def md_table(df: pd.DataFrame, cols: list[str], max_rows: int | None = None) -> list[str]: if df.empty: return ["_无数据_"] existing = [c for c in cols if c in df.columns] if not existing: return ["_无匹配字段_"] part = df[existing].copy() if max_rows is not None: part = part.head(max_rows) lines = ["| " + " | ".join(existing) + " |", "|" + "|".join(["---"] * len(existing)) + "|"] for _, row in part.iterrows(): vals = [] for c in existing: v = row[c] if isinstance(v, float): vals.append(fmt(v)) else: vals.append(str(v).replace("|", "/")) lines.append("| " + " | ".join(vals) + " |") return lines def y_price(value: float, low: float, high: float, top: int, bottom: int) -> int: if high <= low: return (top + bottom) // 2 return bottom - int((value - low) / (high - low) * (bottom - top)) def truthy(value: object) -> bool: text = str(value).strip().lower() return text in {"true", "1", "yes"} def draw_daily_chart(symbol: str, entry_date: str, window: pd.DataFrame, out_path: Path) -> None: width, height = 1500, 820 img = Image.new("RGB", (width, height), "#fbfbf7") d = ImageDraw.Draw(img) d.rectangle([0, 0, width - 1, height - 1], outline="#cbd5e1") d.text((30, 22), f"41交易日日线窗口:{symbol} / 买入日 {entry_date}", fill="#111827", font=base.FONT_TITLE) d.text((30, 56), "口径:买入日前20个交易日 + 买入日 + 买入日后20个交易日;紫色竖线为待复核买入日。", fill="#334155", font=base.FONT_SMALL) if window.empty: d.text((30, 120), "无日线窗口数据", fill="#991b1b", font=base.FONT_MID) out_path.parent.mkdir(parents=True, exist_ok=True) img.save(out_path) return plot_left, plot_top, plot_right, plot_bottom = 80, 105, 1420, 560 vol_top, vol_bottom = 610, 760 d.rectangle([plot_left, plot_top, plot_right, plot_bottom], outline="#94a3b8") d.rectangle([plot_left, vol_top, plot_right, vol_bottom], outline="#94a3b8") price_cols = window[["low", "high", "ma5", "ma20"]].apply(pd.to_numeric, errors="coerce") price_low = float(price_cols.min(skipna=True).min()) * 0.98 price_high = float(price_cols.max(skipna=True).max()) * 1.02 max_vol = max(float(pd.to_numeric(window["volume"], errors="coerce").max()), 1.0) n = len(window) step = (plot_right - plot_left) / max(n, 1) candle_w = max(5, int(step * 0.55)) ma5_pts: list[tuple[int, int]] = [] ma20_pts: list[tuple[int, int]] = [] for i, (_, row) in enumerate(window.reset_index(drop=True).iterrows()): x = int(plot_left + step * (i + 0.5)) o = float(row["open"]) c = float(row["close"]) hi = float(row["high"]) lo = float(row["low"]) color = "#dc2626" if c >= o else "#16a34a" yy_hi = y_price(hi, price_low, price_high, plot_top, plot_bottom) yy_lo = y_price(lo, price_low, price_high, plot_top, plot_bottom) yy_o = y_price(o, price_low, price_high, plot_top, plot_bottom) yy_c = y_price(c, price_low, price_high, plot_top, plot_bottom) d.line([x, yy_hi, x, yy_lo], fill=color, width=2) body_top = min(yy_o, yy_c) body_bottom = max(yy_o, yy_c) if body_bottom == body_top: d.line([x - candle_w // 2, body_top, x + candle_w // 2, body_top], fill=color, width=3) else: d.rectangle([x - candle_w // 2, body_top, x + candle_w // 2, body_bottom], fill=color, outline=color) vol_height = int(float(row["volume"]) / max_vol * (vol_bottom - vol_top)) d.line([x, vol_bottom, x, vol_bottom - vol_height], fill=color, width=max(2, candle_w // 3)) if truthy(row["is_entry_day"]): d.line([x, plot_top, x, vol_bottom], fill="#7c3aed", width=2) d.text((x - 35, plot_top - 24), "买入日", fill="#7c3aed", font=base.FONT_SMALL) if truthy(row.get("limitup_hit_flag", False)): d.ellipse([x - 5, yy_hi - 18, x + 5, yy_hi - 8], fill="#f59e0b") if i % 5 == 0 or truthy(row["is_entry_day"]): d.text((x - 28, vol_bottom + 8), str(row["trade_date"])[4:], fill="#64748b", font=base.FONT_SMALL) if pd.notna(row.get("ma5", None)): ma5_pts.append((x, y_price(float(row["ma5"]), price_low, price_high, plot_top, plot_bottom))) if pd.notna(row.get("ma20", None)): ma20_pts.append((x, y_price(float(row["ma20"]), price_low, price_high, plot_top, plot_bottom))) if len(ma5_pts) > 1: d.line(ma5_pts, fill="#2563eb", width=2) if len(ma20_pts) > 1: d.line(ma20_pts, fill="#9333ea", width=2) d.text((plot_left, 780), "红/绿:日K;蓝线:MA5;紫线:MA20;橙点:前30日真实涨停记忆命中。", fill="#334155", font=base.FONT_SMALL) d.text((plot_right - 210, 80), "MA5", fill="#2563eb", font=base.FONT_SMALL) d.text((plot_right - 160, 80), "MA20", fill="#9333ea", font=base.FONT_SMALL) d.text((plot_right - 100, 80), "涨停记忆", fill="#f59e0b", font=base.FONT_SMALL) out_path.parent.mkdir(parents=True, exist_ok=True) img.save(out_path) def initial_tendency(row: pd.Series) -> str: priority = str(row.get("human_recheck_priority", "")) if priority == "P2_HELD_DECISION_WORTH_REVIEW": return "数据提示买点可能被人工保守过滤,建议重看;最终以人工看图裁决为准。" if priority == "P2_BUY_TIME_WINDOW_AMBIGUOUS": return "数据不否定买点,但买入强度可能集中在中段/午后,需确认是否符合普通新仓时间窗。" return "建议重看;最终以人工裁决为准。" def decision_options(row: pd.Series) -> list[str]: action = str(row["human_decision_action"]) if action == "REVIEW_HELD": return [ "- [ ] 维持 REVIEW_HELD", "- [ ] 改为 BUY", "- [ ] 数据不足,继续待审", ] return [ "- [ ] 维持 BUY", "- [ ] 改为 REVIEW_HELD", "- [ ] 数据不足,继续待审", ] def impact_hint(row: pd.Series, candidate_orders: pd.DataFrame, candidate_lots: pd.DataFrame) -> str: action = str(row["human_decision_action"]) if action == "REVIEW_HELD": if candidate_orders.empty and candidate_lots.empty: return "源结果包当前没有生成 BUY/order/lot;如果改为 BUY,正式返修时需要新增 BUY 并重算后续卖点、lot、case 和收益。" return "源结果包虽为 REVIEW_HELD 但发现交易记录,正式返修前需要先核对账本一致性。" if not candidate_orders.empty or not candidate_lots.empty: return "源结果包当前已生成 BUY/order/lot;如果改为 REVIEW_HELD,正式返修时需要撤销并重算。" return "源结果包当前未找到交易记录;如果维持 BUY,需要核对为什么没有进入交易链路。" def build_packet( order_num: int, row: pd.Series, candidates: pd.DataFrame, orders: pd.DataFrame, lots: pd.DataFrame, cases: pd.DataFrame, generated_at: str, ) -> dict[str, object]: candidate_id = row["candidate_id"] safe_id = candidate_id.replace(".", "_").replace("/", "_") packet_path = PACKET_ROOT / f"{order_num:02d}_{safe_id}.md" cand_rows = candidates[candidates["candidate_id"].eq(candidate_id)] cand = cand_rows.iloc[0] if not cand_rows.empty else pd.Series(dtype=object) candidate_orders = orders[orders["candidate_id"].eq(candidate_id)].copy() candidate_lots = lots[lots["candidate_id"].eq(candidate_id)].copy() case_row = cases[cases["case_id"].eq(row["case_id"])].head(1) daily = base.load_daily(row["symbol"]) daily_nodes = base.selected_daily_nodes(daily, cand) if not cand.empty else pd.DataFrame() daily_win = base.daily_window(daily, row["entry_trade_date"]) centered_win = base.centered_daily_window(daily, row["entry_trade_date"], before=20, after=20) minute = base.load_minute(row["symbol"], row["entry_trade_date"]) minute_keys = base.minute_key_points(minute) ma5 = None if "ma5" in row and str(row["ma5"]) not in {"", "nan"}: try: ma5 = float(row["ma5"]) except Exception: ma5 = None msum = base.minute_summary(minute, ma5) write_csv(daily_nodes, TABLE_ROOT / f"{safe_id}_daily_nodes.csv") write_csv(daily_win, TABLE_ROOT / f"{safe_id}_daily_window.csv") write_csv(centered_win, TABLE_ROOT / f"{safe_id}_daily_center_41.csv") write_csv(minute_keys, TABLE_ROOT / f"{safe_id}_minute_key_points.csv") daily_chart_path = CHART_ROOT / f"{safe_id}_daily_center_41.png" draw_daily_chart(row["symbol"], row["entry_trade_date"], centered_win, daily_chart_path) image_path = Path(str(row.get("source_review_chart_abs_path", ""))) if not str(image_path) or str(image_path).lower() == "nan": image_path = SOURCE_ROOT / str(row.get("review_input_chart_path", "")) lines = [ f"# P2 买点逐条复核:{row['symbol']} / {row['entry_trade_date']}", "", f"- packet_order: {order_num}", f"- generated_at: {generated_at}", f"- case_id: {row['case_id']}", f"- candidate_id: {candidate_id}", f"- source_run_id: {SOURCE_RUN_ID}", f"- P2 类型: `{row['human_recheck_priority']}`", "", "## 你要裁决", "", *decision_options(row), "", "建议先看:原人工 HELD/BUY 的理由是否和图证一致;再看 10:40 前或 14:40 后是否有清晰承接买点。", "", "## 原人工裁决和二审异议", "", f"- 原人工动作:`{row['human_decision_action']}`", f"- 原人工理由:{row['human_decision_reason_cn']}", f"- 二审异议:`{row['second_review_issue_code']}`,{row['second_review_reason_cn']}", f"- 我的初步倾向:**{initial_tendency(row)}**", "", "## 交易账本影响", "", f"- 处理含义:{impact_hint(row, candidate_orders, candidate_lots)}", "", ] if candidate_orders.empty: lines.append("_源结果包未找到该 candidate 的订单记录。_") else: lines += md_table( candidate_orders, ["order_type", "order_id", "trade_date", "trade_time", "trade_price", "position_pct", "decision_reason_cn"], ) lines += ["", "### lot / case 状态", ""] if candidate_lots.empty: lines.append("_源结果包未找到该 candidate 的 lot 记录。_") else: lines += md_table( candidate_lots, ["lot_id", "entry_trade_date", "entry_price", "position_pct", "exit_trade_date", "exit_price", "lot_scope_status", "boundary_type"], ) if not case_row.empty: lines += ["", "### case 汇总", ""] lines += md_table( case_row, [ "case_id", "symbols", "strict_buy_orders", "sell_orders", "strict_closed_lots", "boundary_lots", "net_account_contribution", "case_scope_status", ], ) hard_fields = [ "signal_trade_date", "entry_trade_date", "candidate_rank", "market_gate_status", "up_count", "prior_strict_limitup_30_flag", "latest_prior_strict_limitup_date", "volume_ratio", "pullback_from_latest_limitup_close_pct", "upper_shadow_pct", "upper_shadow_range_ratio", "prev60_high", "prev60_high_ref_date", "prev_high_volume_pass_flag", ] lines += ["", "## 入池硬条件", "", "| 字段 | 值 |", "|---|---|"] for field in hard_fields: if field in cand.index: lines.append(f"| {field} | {fmt(cand[field])} |") image_link = as_posix(image_path) daily_chart_link = as_posix(daily_chart_path.resolve()) daily_nodes_link = as_posix((TABLE_ROOT / f"{safe_id}_daily_nodes.csv").resolve()) daily_window_link = as_posix((TABLE_ROOT / f"{safe_id}_daily_window.csv").resolve()) daily_center_link = as_posix((TABLE_ROOT / f"{safe_id}_daily_center_41.csv").resolve()) minute_keys_link = as_posix((TABLE_ROOT / f"{safe_id}_minute_key_points.csv").resolve()) lines += [ "", "## 买点分时图", "", f"![买点复核图]({image_link})", "", "## 买入点前后 20 个交易日的日线窗口", "", f"![41交易日日线窗口]({daily_chart_link})", "", f"- 窗口 CSV:[{Path(daily_center_link).name}]({daily_center_link})", f"- 实际窗口行数:{len(centered_win)}", "", "### 41 日窗口明细", "", ] lines += md_table( centered_win, [ "window_offset", "is_entry_day", "trade_date", "open", "high", "low", "close", "ret_pct", "high_vs_prev_close_pct", "volume", "limitup_hit_flag", "ma5", "ma20", ], ) lines += [ "", "## 分时复算摘要", "", "| 指标 | 值 | 含义 |", "|---|---:|---|", f"| open_ref | {fmt(msum.get('open_ref', ''))} | 当天 09:30 开盘参考价 |", f"| close_ret_pct | {fmt(msum.get('close_ret_pct', ''))}% | 收盘相对开盘 |", f"| day_max_ret_pct | {fmt(msum.get('day_max_ret_pct', ''))}% | 全天最高相对开盘 |", f"| day_min_ret_pct | {fmt(msum.get('day_min_ret_pct', ''))}% | 全天最低相对开盘 |", f"| above_open_ratio | {fmt(msum.get('above_open_ratio', ''), 4)} | 全天 close 在开盘价上方的分钟占比 |", f"| pre1040_max_ret_pct | {fmt(msum.get('pre1040_max_ret_pct', ''))}% | 10:40 前最高相对开盘 |", f"| pre1040_min_ret_pct | {fmt(msum.get('pre1040_min_ret_pct', ''))}% | 10:40 前最低相对开盘 |", f"| pre1040_above_open_ratio | {fmt(msum.get('pre1040_above_open_ratio', ''), 4)} | 10:40 前在开盘价上方占比 |", f"| tail_max_ret_pct | {fmt(msum.get('tail_max_ret_pct', ''))}% | 14:40 后最高相对开盘 |", f"| tail_min_ret_pct | {fmt(msum.get('tail_min_ret_pct', ''))}% | 14:40 后最低相对开盘 |", f"| tail_above_open_ratio | {fmt(msum.get('tail_above_open_ratio', ''), 4)} | 14:40 后在开盘价上方占比 |", f"| ma5 | {fmt(msum.get('ma5', ''))} | 信号日前 5 日均价,仅作支撑参考 |", f"| above_ma5_ratio | {fmt(msum.get('above_ma5_ratio', ''), 4)} | 全天 close 在 MA5 上方占比 |", "", "## 分时关键点", "", ] lines += md_table( minute_keys, ["point", "trade_time", "open", "high", "low", "close", "ret_vs_open_pct", "high_vs_open_pct", "low_vs_open_pct", "volume"], ) lines += [ "", "## 日线关键节点", "", ] lines += md_table( daily_nodes, ["node_role", "trade_date", "open", "high", "low", "close", "ret_pct", "high_vs_prev_close_pct", "volume", "limitup_hit_flag", "ma5", "ma20"], ) lines += [ "", "## 数据文件", "", f"- 原图:[{image_path.name}]({image_link})", f"- 日线关键节点 CSV:[{Path(daily_nodes_link).name}]({daily_nodes_link})", f"- 日线窗口 CSV:[{Path(daily_window_link).name}]({daily_window_link})", f"- 买入日前后 20 交易日 CSV:[{Path(daily_center_link).name}]({daily_center_link})", f"- 买入日前后 20 交易日日线图:[{Path(daily_chart_link).name}]({daily_chart_link})", f"- 分时关键点 CSV:[{Path(minute_keys_link).name}]({minute_keys_link})", "", "## 逐条复核问题", "", "1. 10:40 前是否已经出现清晰的冲高后回踩承接,还是只是追高?", "2. 如果主要买点在 14:40 后,尾段是否是真正重新站稳,而不是临近收盘拉高?", "3. 原人工理由中的风险是否足以否定数据强势信号?", "4. 如果从 REVIEW_HELD 改成 BUY,是否需要新增 BUY 并重跑卖点和收益链路?", "", ] write_text("\n".join(lines), packet_path) return { "order": order_num, "case_id": row["case_id"], "candidate_id": candidate_id, "symbol": row["symbol"], "entry_trade_date": row["entry_trade_date"], "original_action": row["human_decision_action"], "issue_code": row["second_review_issue_code"], "priority": row["human_recheck_priority"], "close_ret_pct": row.get("close_ret_pct", ""), "above_open_ratio": row.get("above_open_ratio", ""), "pre1040_max_ret_pct": msum.get("pre1040_max_ret_pct", ""), "tail_max_ret_pct": msum.get("tail_max_ret_pct", ""), "packet_path": as_posix(packet_path.resolve()), "source_chart": image_link, "daily_chart": daily_chart_link, } def build_index(index: pd.DataFrame, generated_at: str) -> None: write_csv(index, PACKET_ROOT / "p2_step_review_index.csv") lines = [ "# P2 买点逐条复核工作台", "", f"- generated_at: {generated_at}", f"- source_run_id: {SOURCE_RUN_ID}", f"- item_count: {len(index)}", "", "使用方式:按顺序打开每条 packet,先看原图,再看 41 日窗口、分时复算摘要和交易影响;最后在会话里告诉我“第 N 条维持 HELD / 改 BUY / 维持 BUY / 改 HELD / 数据不足”和理由,我来记录并汇总影响。", "", "| # | case | symbol | date | original | issue | close% | above_open | packet |", "|---:|---|---|---|---|---|---:|---:|---|", ] for _, r in index.iterrows(): lines.append( f"| {r['order']} | {r['case_id']} | {r['symbol']} | {r['entry_trade_date']} | {r['original_action']} | " f"{r['issue_code']} | {fmt(r['close_ret_pct'])} | {fmt(r['above_open_ratio'], 4)} | [打开复核包]({r['packet_path']}) |" ) write_text("\n".join(lines) + "\n", PACKET_ROOT / "p2_step_review_index.md") def ensure_resolution_files(generated_at: str) -> None: ledger = PACKET_ROOT / "p2_step_review_resolution_ledger.csv" if not ledger.exists(): columns = [ "resolution_time", "packet_order", "case_id", "candidate_id", "symbol", "entry_trade_date", "original_action", "final_action", "resolution_source", "resolution_reason_cn", "impact_note", ] write_csv(pd.DataFrame(columns=columns), ledger) summary = PACKET_ROOT / "p2_step_review_resolution_summary.md" if not summary.exists(): write_text( "\n".join( [ "# P2 买点逐条复核裁决汇总", "", f"- updated_at: {generated_at}", "- resolved_count: 0", "- 状态:等待逐条人工裁决。", "", ] ), summary, ) def write_manifest(generated_at: str) -> None: rows = [] for path in sorted(PACKET_ROOT.rglob("*")): if path.is_file(): rows.append( { "path": path.relative_to(ROOT).as_posix(), "size": path.stat().st_size, "sha256": sha256_file(path), } ) manifest = pd.DataFrame(rows) write_csv(manifest, PACKET_ROOT / "p2_step_review_manifest.csv") (PACKET_ROOT / "p2_step_review_summary.json").write_text( json.dumps( { "run_id": RUN_ID, "generated_at": generated_at, "source_run_id": SOURCE_RUN_ID, "item_count": int(len(rows)), "index_path": as_posix((PACKET_ROOT / "p2_step_review_index.md").resolve()), }, ensure_ascii=False, indent=2, ), encoding="utf-8", ) def update_top_manifest() -> None: manifest_paths = [] for path in ROOT.rglob("*"): if path.is_file() and "__pycache__" not in path.parts: manifest_paths.append(path) rows = [] for path in sorted(manifest_paths): rows.append( { "path": path.relative_to(ROOT).as_posix(), "size": path.stat().st_size, "sha256": sha256_file(path), } ) with (ROOT / "manifest.csv").open("w", encoding="utf-8-sig", newline="") as f: writer = csv.DictWriter(f, fieldnames=["path", "size", "sha256"]) writer.writeheader() writer.writerows(rows) (ROOT / "manifest.json").write_text( json.dumps({"run_id": RUN_ID, "updated_at": now_iso(), "file_count": len(rows), "files": rows}, ensure_ascii=False, indent=2), encoding="utf-8", ) def main() -> None: generated_at = now_iso() recheck = pd.read_csv(ROOT / "buy_point_second_review_recheck_list.csv", encoding="utf-8-sig").fillna("") p2 = recheck[recheck["human_recheck_priority"].astype(str).str.startswith("P2_", na=False)].copy() p2["entry_sort"] = pd.to_datetime(p2["entry_trade_date"], errors="coerce") p2 = p2.sort_values(["human_recheck_priority_num", "entry_sort", "case_id", "candidate_id"]).reset_index(drop=True) candidates = pd.read_csv(SOURCE_ROOT / "strict_note_buy_point_review_candidate_ledger.csv", encoding="utf-8-sig").fillna("") orders = pd.read_csv(SOURCE_ROOT / "strict_note_order_ledger.csv", encoding="utf-8-sig").fillna("") lots = pd.read_csv(SOURCE_ROOT / "strict_note_position_lot_ledger.csv", encoding="utf-8-sig").fillna("") cases = pd.read_csv(SOURCE_ROOT / "strict_note_case_summary.csv", encoding="utf-8-sig").fillna("") PACKET_ROOT.mkdir(parents=True, exist_ok=True) TABLE_ROOT.mkdir(parents=True, exist_ok=True) CHART_ROOT.mkdir(parents=True, exist_ok=True) index_rows = [] for i, (_, row) in enumerate(p2.iterrows(), start=1): index_rows.append(build_packet(i, row, candidates, orders, lots, cases, generated_at)) index = pd.DataFrame(index_rows) build_index(index, generated_at) ensure_resolution_files(generated_at) write_manifest(generated_at) update_top_manifest() if __name__ == "__main__": main()