chore: 初始提交 - 移除所有硬编码凭据，统一从环境变量读取
This commit is contained in:
yangxiangyuan
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const calculateMA = (data, period) => {
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if (!data || data.length < period) return null
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const subset = data.slice(-period)
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const sum = subset.reduce((a, b) => a + b, 0)
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return sum / period
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}
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const calculateTrailingMA = (data, endExclusive, period) => {
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if (!Array.isArray(data) || period <= 0) return null
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if (!Number.isInteger(endExclusive) || endExclusive < period) return null
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const subset = data.slice(endExclusive - period, endExclusive)
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if (subset.length < period) return null
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const sum = subset.reduce((a, b) => a + b, 0)
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return sum / period
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}
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const fetchKLine = async (axios, symbol) => {
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const url = `http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=${symbol},day,,,300,qfq`
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try {
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const res = await axios.get(url, { timeout: 10000 })
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if (!res || !res.data || res.data.code !== 0) return null
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const d = res.data.data[symbol]
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if (!d) return null
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const rawData = d.qfqday || d.day
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if (!rawData || !Array.isArray(rawData)) return null
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return rawData.map(item => {
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const volume = parseFloat(item[5])
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return {
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date: item[0],
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close: parseFloat(item[2]),
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volume: Number.isFinite(volume) ? volume : 0
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}
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})
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} catch (e) {
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return null
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}
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}
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const buildAlerts = ({
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latestClose,
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prevClose,
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ma10,
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ma20,
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ma60,
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ma90,
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ma250,
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prevMA20,
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prevMA60,
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prevMA90,
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prevMA250,
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isTrendGateOpen,
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boxBreakoutConfirmed,
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boxBreakdownConfirmed
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}) => {
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const alerts = []
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const addAlert = (id, title, message, level = 'warning') => {
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alerts.push({ id, title, message, level })
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}
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const isCrossDown = (prevC, prevMa, currC, currMa) => prevC >= prevMa && currC < currMa
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const isCrossUp = (prevC, prevMa, currC, currMa) => prevC <= prevMa && currC > currMa
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const isBelowMA250 = latestClose < ma250
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const isCrossDownMA250 = isCrossDown(prevClose, prevMA250, latestClose, ma250)
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const isCrossUpMA250 = isCrossUp(prevClose, prevMA250, latestClose, ma250)
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if (isCrossDownMA250) {
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addAlert('below_ma250', '中国银行跌破年线！立即停止加仓，建议减仓', '中国银行跌破年线！立即停止加仓，建议减仓', 'error')
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}
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if (isCrossUpMA250) {
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addAlert('above_ma250', '中国银行回到年线之上，可恢复加仓策略', '中国银行回到年线之上，可恢复加仓策略')
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}
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if (boxBreakoutConfirmed) {
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addAlert('box_breakout_confirmed', '箱体上沿突破已确认', '中国银行30日收盘价箱体上沿突破已连续2日确认，且突破日放量')
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}
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if (boxBreakdownConfirmed) {
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addAlert('box_breakdown_confirmed', '箱体下沿跌破已确认', '中国银行30日收盘价箱体下沿跌破已连续2日确认，建议防守', 'error')
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}
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if (isTrendGateOpen) {
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if (isCrossDown(prevClose, prevMA20, latestClose, ma20)) {
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addAlert('below_ma20', '中国银行-跌破20日线，需加仓 20%', '中国银行-跌破20日线，需加仓 20%')
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}
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if (isCrossDown(prevClose, prevMA60, latestClose, ma60)) {
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addAlert('below_ma60', '中国银行-跌破60日线，需加仓 40%', '中国银行-跌破60日线，需加仓 40%')
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}
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if (isCrossDown(prevClose, prevMA90, latestClose, ma90)) {
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addAlert('below_ma90', '中国银行-跌破90日线，需加仓剩余 40%', '中国银行-跌破90日线，需加仓剩余 40%')
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}
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}
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if (isCrossUp(prevClose, prevMA20, latestClose, ma20)) {
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addAlert('above_ma20', '中国银行-站上20日线，需卖出 20%', '中国银行-站上20日线，需卖出 20%')
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}
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if (isCrossUp(prevClose, prevMA60, latestClose, ma60)) {
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addAlert('above_ma60', '中国银行-站上60日线，需卖出 40%', '中国银行-站上60日线，需卖出 40%')
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}
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if (isCrossUp(prevClose, prevMA90, latestClose, ma90)) {
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addAlert('above_ma90', '中国银行-站上90日线，需卖出剩余 40%', '中国银行-站上90日线，需卖出剩余 40%')
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}
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if (ma10 > ma20) {
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addAlert('trend_bull', '趋势提示', '中国银行处于上涨趋势，建议持有底仓 + 已建波段仓，不做 T')
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}
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return alerts
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}
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module.exports = {
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run: async (context, config) => {
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const { axios, logJSON } = context
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const symbol = config.symbol
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const sourceSymbol = config.source_symbol || 'sh601988'
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const klineData = await fetchKLine(axios, sourceSymbol)
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if (!klineData || klineData.length < 250) {
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logJSON('skill.zhonghang_299.error', { message: 'Insufficient data', length: klineData ? klineData.length : 0 }, 'market_skills')
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return null
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}
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const closes = klineData.map(d => d.close)
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const volumes = klineData.map(d => d.volume)
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const latestClose = closes[closes.length - 1]
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const prevClose = closes[closes.length - 2]
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const prevPrevClose = closes[closes.length - 3]
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const latestDate = klineData[klineData.length - 1].date
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const ma10 = calculateMA(closes, 10)
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const ma20 = calculateMA(closes, 20)
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const ma60 = calculateMA(closes, 60)
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const ma90 = calculateMA(closes, 90)
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const ma250 = calculateMA(closes, 250)
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const closesPrev = closes.slice(0, -1)
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const prevMA20 = calculateMA(closesPrev, 20)
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const prevMA60 = calculateMA(closesPrev, 60)
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const prevMA90 = calculateMA(closesPrev, 90)
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const prevMA250 = calculateMA(closesPrev, 250)
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const boxWindowRaw = parseInt(String(config.box_window || 30), 10)
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const boxWindow = [20, 30, 40].includes(boxWindowRaw) ? boxWindowRaw : 30
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const confirmDaysRaw = parseInt(String(config.box_confirm_days || 2), 10)
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const confirmDays = confirmDaysRaw >= 2 ? 2 : 1
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const volumeMAWindowRaw = parseInt(String(config.box_volume_ma_window || 5), 10)
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const volumeMAWindow = volumeMAWindowRaw > 0 ? volumeMAWindowRaw : 5
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const volumeExpandRatioRaw = parseFloat(String(config.box_volume_expand_ratio || 1.2))
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const volumeExpandRatio = Number.isFinite(volumeExpandRatioRaw) && volumeExpandRatioRaw > 0 ? volumeExpandRatioRaw : 1.2
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if (!ma10 || !ma20 || !ma60 || !ma90 || !ma250 || !prevMA20 || !prevMA60 || !prevMA90 || !prevMA250) {
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logJSON('skill.zhonghang_299.error', { message: 'MA calculation failed' }, 'market_skills')
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return null
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}
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if (!Number.isFinite(prevPrevClose) || closes.length < boxWindow + 2) {
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logJSON('skill.zhonghang_299.error', { message: 'Insufficient data for box', length: closes.length, boxWindow }, 'market_skills')
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return null
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}
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const change = latestClose - prevClose
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const changePercent = (change / prevClose) * 100
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const trendText = ma10 > ma20 ? '多头排列' : '非多头'
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const yearLineText = latestClose < ma250 ? '年线下方' : '年线之上'
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const isCrossDown = (prevC, prevMa, currC, currMa) => prevC >= prevMa && currC < currMa
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const isCrossUp = (prevC, prevMa, currC, currMa) => prevC <= prevMa && currC > currMa
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const isBelowMA250 = latestClose < ma250
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const isMA250SlopeUp = ma250 >= prevMA250
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const isMA60SlopeUp = ma60 >= prevMA60
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const latestIndex = closes.length - 1
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const prevIndex = closes.length - 2
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const getBoxUpper = idx => Math.max(...closes.slice(idx - boxWindow, idx))
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const getBoxLower = idx => Math.min(...closes.slice(idx - boxWindow, idx))
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const upperPrev = getBoxUpper(prevIndex)
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const upperLatest = getBoxUpper(latestIndex)
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const lowerPrev = getBoxLower(prevIndex)
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const lowerLatest = getBoxLower(latestIndex)
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const prevVolume = volumes[prevIndex]
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const latestVolume = volumes[latestIndex]
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const prevVolumeMA = calculateTrailingMA(volumes, prevIndex, volumeMAWindow)
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const latestVolumeMA = calculateTrailingMA(volumes, latestIndex, volumeMAWindow)
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const breakoutDayPrev = prevPrevClose <= upperPrev && prevClose > upperPrev
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const breakdownDayPrev = prevPrevClose >= lowerPrev && prevClose < lowerPrev
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const breakoutVolumeOkPrev = Number.isFinite(prevVolumeMA) ? prevVolume > prevVolumeMA * volumeExpandRatio : false
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const breakoutDayLatest = prevClose <= upperLatest && latestClose > upperLatest
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const breakoutVolumeOkLatest = Number.isFinite(latestVolumeMA) ? latestVolume > latestVolumeMA * volumeExpandRatio : false
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const boxBreakoutConfirmed = confirmDays === 2
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? breakoutDayPrev && latestClose > upperLatest && breakoutVolumeOkPrev
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: breakoutDayLatest && breakoutVolumeOkLatest
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const boxBreakdownConfirmed = confirmDays === 2
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? breakdownDayPrev && latestClose < lowerLatest
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: prevClose >= lowerLatest && latestClose < lowerLatest
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const isTrendGateOpen = latestClose > ma250 && isMA250SlopeUp && isMA60SlopeUp && boxBreakoutConfirmed
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const crossDownMA20 = isCrossDown(prevClose, prevMA20, latestClose, ma20)
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const crossDownMA60 = isCrossDown(prevClose, prevMA60, latestClose, ma60)
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const crossDownMA90 = isCrossDown(prevClose, prevMA90, latestClose, ma90)
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const crossUpMA20 = isCrossUp(prevClose, prevMA20, latestClose, ma20)
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const crossUpMA60 = isCrossUp(prevClose, prevMA60, latestClose, ma60)
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const crossUpMA90 = isCrossUp(prevClose, prevMA90, latestClose, ma90)
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const crossUpMA250 = isCrossUp(prevClose, prevMA250, latestClose, ma250)
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const statusDownMA20 = isTrendGateOpen ? (crossDownMA20 ? '已触发(加仓20%)' : '未触发') : '暂停(未满足: 收盘>MA250 且 MA250/MA60斜率≥0 且 箱体上沿突破确认)'
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const statusDownMA60 = isTrendGateOpen ? (crossDownMA60 ? '已触发(加仓40%)' : '未触发') : '暂停(未满足: 收盘>MA250 且 MA250/MA60斜率≥0 且 箱体上沿突破确认)'
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const statusDownMA90 = isTrendGateOpen ? (crossDownMA90 ? '已触发(加仓剩余40%)' : '未触发') : '暂停(未满足: 收盘>MA250 且 MA250/MA60斜率≥0 且 箱体上沿突破确认)'
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const statusUpMA20 = crossUpMA20 ? '已触发(卖出20%)' : '未触发'
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const statusUpMA60 = crossUpMA60 ? '已触发(卖出40%)' : '未触发'
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const statusUpMA90 = crossUpMA90 ? '已触发(卖出剩余40%)' : '未触发'
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const statusTrend = ma10 > ma20 ? '已满足(上涨趋势)' : '未满足'
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const statusMA250 = isBelowMA250 ? '已触发(停止加仓/建议减仓)' : (crossUpMA250 ? '已触发(恢复加仓)' : '未触发')
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const statusBoxBreakout = boxBreakoutConfirmed ? '已确认(连续2日 + 突破日放量)' : '未确认'
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const statusBoxBreakdown = boxBreakdownConfirmed ? '已确认(连续2日)' : '未确认'
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const statusBoxRange = `上沿${upperLatest.toFixed(2)} / 下沿${lowerLatest.toFixed(2)} (N=${boxWindow})`
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const breakoutDate = confirmDays === 2
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? (breakoutDayPrev ? klineData[prevIndex].date : '—')
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: (breakoutDayLatest ? klineData[latestIndex].date : '—')
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const breakoutConfirmDate = boxBreakoutConfirmed ? klineData[latestIndex].date : '—'
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const breakoutVolumeRatio = confirmDays === 2
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? (Number.isFinite(prevVolumeMA) && prevVolumeMA > 0 ? prevVolume / prevVolumeMA : null)
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: (Number.isFinite(latestVolumeMA) && latestVolumeMA > 0 ? latestVolume / latestVolumeMA : null)
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const breakoutVolumeRatioText = Number.isFinite(breakoutVolumeRatio) ? `${breakoutVolumeRatio.toFixed(2)}x` : '—'
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const breakoutVolumeGateText = `${volumeExpandRatio.toFixed(2)}x`
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const htmlPayload = `
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<div class="zh299-wrap">
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<div class="zh299-price">价格：${latestClose.toFixed(2)} (${change >= 0 ? '+' : ''}${change.toFixed(2)} / ${changePercent.toFixed(2)}%)</div>
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<div class="zh299-grid">
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<div class="zh299-block">
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<div class="zh299-title">均线快照</div>
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<div class="zh299-row">MA10：${ma10.toFixed(2)} ｜ MA20：${ma20.toFixed(2)} ｜ MA60：${ma60.toFixed(2)}</div>
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<div class="zh299-row">MA90：${ma90.toFixed(2)} ｜ MA250：${ma250.toFixed(2)}</div>
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<div class="zh299-row">趋势：${trendText} ｜ 年线状态：${yearLineText}</div>
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<div class="zh299-row">箱体：${statusBoxRange}</div>
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</div>
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<div class="zh299-block">
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<div class="zh299-title">299执行面板</div>
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<div class="zh299-row">20日线跌破：${statusDownMA20} ｜ 站上：${statusUpMA20}</div>
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<div class="zh299-row">60日线跌破：${statusDownMA60} ｜ 站上：${statusUpMA60}</div>
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<div class="zh299-row">90日线跌破：${statusDownMA90} ｜ 站上：${statusUpMA90}</div>
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<div class="zh299-row">MA10＞MA20：${statusTrend} ｜ MA250：${statusMA250}</div>
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<div class="zh299-row">箱体上沿突破：${statusBoxBreakout}</div>
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<div class="zh299-row">突破日：${breakoutDate} ｜ 确认日：${breakoutConfirmDate}</div>
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<div class="zh299-row">突破日量比：${breakoutVolumeRatioText} ｜ 放量门槛：${breakoutVolumeGateText}</div>
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<div class="zh299-row">箱体下沿跌破：${statusBoxBreakdown}</div>
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</div>
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</div>
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</div>
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`
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const data = [{
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label: config.name,
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symbol: symbol,
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displaySymbol: sourceSymbol,
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isMaCard: true,
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render_type: 'zhonghang_299_html',
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html: htmlPayload,
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card_custom_class: config.card_custom_class || 'card-zhonghang-299',
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ma10: ma10.toFixed(2),
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ma20: ma20.toFixed(2),
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ma60: ma60.toFixed(2),
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ma90: ma90.toFixed(2),
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ma250: ma250.toFixed(2),
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source: config.source || 'tencent',
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name: config.name,
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price: latestClose,
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prevClose: prevClose,
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change: change,
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change_percent: changePercent,
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market_status: `${trendText} (${latestDate})`
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}]
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const alerts = buildAlerts({
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latestClose,
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prevClose,
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ma10,
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ma20,
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ma60,
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ma90,
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ma250,
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prevMA20,
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prevMA60,
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prevMA90,
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prevMA250,
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isTrendGateOpen,
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boxBreakoutConfirmed,
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boxBreakdownConfirmed
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})
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return { data, alerts }
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}
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}
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