72 lines
2.2 KiB
Python
72 lines
2.2 KiB
Python
# -*- coding: utf-8 -*-
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"""
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推荐原因生成器：因子截面值 → 带具体数字和方向的中文推荐理由。
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"""
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import numpy as np
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import pandas as pd
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def build_reason(code, kline_df, weights=None):
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"""
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从单股日K线（时间升序，≥30行）生成多维度推荐原因。
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返回 (reason_str, factor_detail_dict)
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"""
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if kline_df is None or len(kline_df) < 30:
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return '', {}
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close = kline_df['close'].reset_index(drop=True)
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vol = kline_df['volume'].reset_index(drop=True)
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high = kline_df['high'].reset_index(drop=True)
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low = kline_df['low'].reset_index(drop=True)
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n = len(close)
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c = close.iloc[-1]
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parts = []
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# 动量
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if n > 21:
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mom = (c / close.iloc[-21] - 1) * 100
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tag = '强' if mom > 5 else ('偏强' if mom > 0 else '偏弱' if mom > -5 else '弱')
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parts.append(f"20日动量{mom:+.1f}%（{tag}）")
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# 趋势（MA20 偏离）
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ma20 = close.rolling(20).mean().iloc[-1]
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if ma20 and ma20 > 0:
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dev = (c - ma20) / ma20 * 100
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tag = '强势区' if dev > 3 else ('偏高水平' if dev > 0 else '偏低水平' if dev > -3 else '弱势区')
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parts.append(f"距MA20 {dev:+.1f}%（{tag}）")
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# 量能
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v20 = vol.rolling(20).mean().iloc[-1]
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if v20 and v20 > 0:
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vr = vol.iloc[-1] / v20
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if vr > 1.5:
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parts.append(f"量比{vr:.1f}（放量）")
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elif vr < 0.5:
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parts.append(f"量比{vr:.1f}（极度缩量）")
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# RSI
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close_s = close
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delta = close_s.diff()
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gain = delta.clip(lower=0).rolling(14).mean()
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loss = (-delta.clip(upper=0)).rolling(14).mean()
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rs = gain / loss.replace(0, np.nan)
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rsi = (100 - 100 / (1 + rs)).iloc[-1]
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if rsi == rsi:
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if rsi > 70:
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parts.append(f"RSI={rsi:.0f}（超买）")
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elif rsi < 30:
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parts.append(f"RSI={rsi:.0f}（超卖）")
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# MACD
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ema12 = close.ewm(span=12, adjust=False).mean()
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ema26 = close.ewm(span=26, adjust=False).mean()
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dif = ema12 - ema26
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dea = dif.ewm(span=9, adjust=False).mean()
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hist = (dif - dea).iloc[-1]
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if hist > 0:
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parts.append("MACD多头")
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else:
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parts.append("MACD空头")
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return '；'.join(parts), {}
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