const calculateMA = (data, period) => { if (!data || data.length < period) return null const subset = data.slice(-period) const sum = subset.reduce((a, b) => a + b, 0) return sum / period } const calculateTrailingMA = (data, endExclusive, period) => { if (!Array.isArray(data) || period <= 0) return null if (!Number.isInteger(endExclusive) || endExclusive < period) return null const subset = data.slice(endExclusive - period, endExclusive) if (subset.length < period) return null const sum = subset.reduce((a, b) => a + b, 0) return sum / period } const fetchKLine = async (axios, symbol) => { const url = `http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=${symbol},day,,,300,qfq` try { const res = await axios.get(url, { timeout: 10000 }) if (!res || !res.data || res.data.code !== 0) return null const d = res.data.data[symbol] if (!d) return null const rawData = d.qfqday || d.day if (!rawData || !Array.isArray(rawData)) return null return rawData.map(item => { const volume = parseFloat(item[5]) return { date: item[0], close: parseFloat(item[2]), volume: Number.isFinite(volume) ? volume : 0 } }) } catch (e) { return null } } const buildAlerts = ({ latestClose, prevClose, ma10, ma20, ma60, ma90, ma250, prevMA20, prevMA60, prevMA90, prevMA250, isTrendGateOpen, boxBreakoutConfirmed, boxBreakdownConfirmed }) => { const alerts = [] const addAlert = (id, title, message, level = 'warning') => { alerts.push({ id, title, message, level }) } const isCrossDown = (prevC, prevMa, currC, currMa) => prevC >= prevMa && currC < currMa const isCrossUp = (prevC, prevMa, currC, currMa) => prevC <= prevMa && currC > currMa const isBelowMA250 = latestClose < ma250 const isCrossDownMA250 = isCrossDown(prevClose, prevMA250, latestClose, ma250) const isCrossUpMA250 = isCrossUp(prevClose, prevMA250, latestClose, ma250) if (isCrossDownMA250) { 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') } if (isCrossUpMA250) { 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') } if (boxBreakoutConfirmed) { 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') } if (boxBreakdownConfirmed) { 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') } if (isTrendGateOpen) { if (isCrossDown(prevClose, prevMA20, latestClose, ma20)) { 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%') } if (isCrossDown(prevClose, prevMA60, latestClose, ma60)) { 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%') } if (isCrossDown(prevClose, prevMA90, latestClose, ma90)) { 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%') } } if (isCrossUp(prevClose, prevMA20, latestClose, ma20)) { 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%') } if (isCrossUp(prevClose, prevMA60, latestClose, ma60)) { 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%') } if (isCrossUp(prevClose, prevMA90, latestClose, ma90)) { 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%') } if (ma10 > ma20) { 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') } return alerts } module.exports = { run: async (context, config) => { const { axios, logJSON } = context const symbol = config.symbol const sourceSymbol = config.source_symbol || 'sh601988' const klineData = await fetchKLine(axios, sourceSymbol) if (!klineData || klineData.length < 250) { logJSON('skill.zhonghang_299.error', { message: 'Insufficient data', length: klineData ? klineData.length : 0 }, 'market_skills') return null } const closes = klineData.map(d => d.close) const volumes = klineData.map(d => d.volume) const latestClose = closes[closes.length - 1] const prevClose = closes[closes.length - 2] const prevPrevClose = closes[closes.length - 3] const latestDate = klineData[klineData.length - 1].date const ma10 = calculateMA(closes, 10) const ma20 = calculateMA(closes, 20) const ma60 = calculateMA(closes, 60) const ma90 = calculateMA(closes, 90) const ma250 = calculateMA(closes, 250) const closesPrev = closes.slice(0, -1) const prevMA20 = calculateMA(closesPrev, 20) const prevMA60 = calculateMA(closesPrev, 60) const prevMA90 = calculateMA(closesPrev, 90) const prevMA250 = calculateMA(closesPrev, 250) const boxWindowRaw = parseInt(String(config.box_window || 30), 10) const boxWindow = [20, 30, 40].includes(boxWindowRaw) ? boxWindowRaw : 30 const confirmDaysRaw = parseInt(String(config.box_confirm_days || 2), 10) const confirmDays = confirmDaysRaw >= 2 ? 2 : 1 const volumeMAWindowRaw = parseInt(String(config.box_volume_ma_window || 5), 10) const volumeMAWindow = volumeMAWindowRaw > 0 ? volumeMAWindowRaw : 5 const volumeExpandRatioRaw = parseFloat(String(config.box_volume_expand_ratio || 1.2)) const volumeExpandRatio = Number.isFinite(volumeExpandRatioRaw) && volumeExpandRatioRaw > 0 ? volumeExpandRatioRaw : 1.2 if (!ma10 || !ma20 || !ma60 || !ma90 || !ma250 || !prevMA20 || !prevMA60 || !prevMA90 || !prevMA250) { logJSON('skill.zhonghang_299.error', { message: 'MA calculation failed' }, 'market_skills') return null } if (!Number.isFinite(prevPrevClose) || closes.length < boxWindow + 2) { logJSON('skill.zhonghang_299.error', { message: 'Insufficient data for box', length: closes.length, boxWindow }, 'market_skills') return null } const change = latestClose - prevClose const changePercent = (change / prevClose) * 100 const trendText = ma10 > ma20 ? '多头排列' : '非多头' const yearLineText = latestClose < ma250 ? '年线下方' : '年线之上' const isCrossDown = (prevC, prevMa, currC, currMa) => prevC >= prevMa && currC < currMa const isCrossUp = (prevC, prevMa, currC, currMa) => prevC <= prevMa && currC > currMa const isBelowMA250 = latestClose < ma250 const isMA250SlopeUp = ma250 >= prevMA250 const isMA60SlopeUp = ma60 >= prevMA60 const latestIndex = closes.length - 1 const prevIndex = closes.length - 2 const getBoxUpper = idx => Math.max(...closes.slice(idx - boxWindow, idx)) const getBoxLower = idx => Math.min(...closes.slice(idx - boxWindow, idx)) const upperPrev = getBoxUpper(prevIndex) const upperLatest = getBoxUpper(latestIndex) const lowerPrev = getBoxLower(prevIndex) const lowerLatest = getBoxLower(latestIndex) const prevVolume = volumes[prevIndex] const latestVolume = volumes[latestIndex] const prevVolumeMA = calculateTrailingMA(volumes, prevIndex, volumeMAWindow) const latestVolumeMA = calculateTrailingMA(volumes, latestIndex, volumeMAWindow) const breakoutDayPrev = prevPrevClose <= upperPrev && prevClose > upperPrev const breakdownDayPrev = prevPrevClose >= lowerPrev && prevClose < lowerPrev const breakoutVolumeOkPrev = Number.isFinite(prevVolumeMA) ? prevVolume > prevVolumeMA * volumeExpandRatio : false const breakoutDayLatest = prevClose <= upperLatest && latestClose > upperLatest const breakoutVolumeOkLatest = Number.isFinite(latestVolumeMA) ? latestVolume > latestVolumeMA * volumeExpandRatio : false const boxBreakoutConfirmed = confirmDays === 2 ? breakoutDayPrev && latestClose > upperLatest && breakoutVolumeOkPrev : breakoutDayLatest && breakoutVolumeOkLatest const boxBreakdownConfirmed = confirmDays === 2 ? breakdownDayPrev && latestClose < lowerLatest : prevClose >= lowerLatest && latestClose < lowerLatest const isTrendGateOpen = latestClose > ma250 && isMA250SlopeUp && isMA60SlopeUp && boxBreakoutConfirmed const crossDownMA20 = isCrossDown(prevClose, prevMA20, latestClose, ma20) const crossDownMA60 = isCrossDown(prevClose, prevMA60, latestClose, ma60) const crossDownMA90 = isCrossDown(prevClose, prevMA90, latestClose, ma90) const crossUpMA20 = isCrossUp(prevClose, prevMA20, latestClose, ma20) const crossUpMA60 = isCrossUp(prevClose, prevMA60, latestClose, ma60) const crossUpMA90 = isCrossUp(prevClose, prevMA90, latestClose, ma90) const crossUpMA250 = isCrossUp(prevClose, prevMA250, latestClose, ma250) 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)' 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)' 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)' const statusUpMA20 = crossUpMA20 ? '已触发(卖出20%)' : '未触发' const statusUpMA60 = crossUpMA60 ? '已触发(卖出40%)' : '未触发' const statusUpMA90 = crossUpMA90 ? '已触发(卖出剩余40%)' : '未触发' const statusTrend = ma10 > ma20 ? '已满足(上涨趋势)' : '未满足' 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') const statusBoxBreakout = boxBreakoutConfirmed ? '已确认(连续2日 + 突破日放量)' : '未确认' const statusBoxBreakdown = boxBreakdownConfirmed ? '已确认(连续2日)' : '未确认' const statusBoxRange = `上沿${upperLatest.toFixed(2)} / 下沿${lowerLatest.toFixed(2)} (N=${boxWindow})` const breakoutDate = confirmDays === 2 ? (breakoutDayPrev ? klineData[prevIndex].date : '—') : (breakoutDayLatest ? klineData[latestIndex].date : '—') const breakoutConfirmDate = boxBreakoutConfirmed ? klineData[latestIndex].date : '—' const breakoutVolumeRatio = confirmDays === 2 ? (Number.isFinite(prevVolumeMA) && prevVolumeMA > 0 ? prevVolume / prevVolumeMA : null) : (Number.isFinite(latestVolumeMA) && latestVolumeMA > 0 ? latestVolume / latestVolumeMA : null) const breakoutVolumeRatioText = Number.isFinite(breakoutVolumeRatio) ? `${breakoutVolumeRatio.toFixed(2)}x` : '—' const breakoutVolumeGateText = `${volumeExpandRatio.toFixed(2)}x` const htmlPayload = `
价格:${latestClose.toFixed(2)} (${change >= 0 ? '+' : ''}${change.toFixed(2)} / ${changePercent.toFixed(2)}%)
均线快照
MA10:${ma10.toFixed(2)} | MA20:${ma20.toFixed(2)} | MA60:${ma60.toFixed(2)}
MA90:${ma90.toFixed(2)} | MA250:${ma250.toFixed(2)}
趋势:${trendText} | 年线状态:${yearLineText}
箱体:${statusBoxRange}
299执行面板
20日线跌破:${statusDownMA20} | 站上:${statusUpMA20}
60日线跌破:${statusDownMA60} | 站上:${statusUpMA60}
90日线跌破:${statusDownMA90} | 站上:${statusUpMA90}
MA10>MA20:${statusTrend} | MA250:${statusMA250}
箱体上沿突破:${statusBoxBreakout}
突破日:${breakoutDate} | 确认日:${breakoutConfirmDate}
突破日量比:${breakoutVolumeRatioText} | 放量门槛:${breakoutVolumeGateText}
箱体下沿跌破:${statusBoxBreakdown}
` const data = [{ label: config.name, symbol: symbol, displaySymbol: sourceSymbol, isMaCard: true, render_type: 'zhonghang_299_html', html: htmlPayload, card_custom_class: config.card_custom_class || 'card-zhonghang-299', ma10: ma10.toFixed(2), ma20: ma20.toFixed(2), ma60: ma60.toFixed(2), ma90: ma90.toFixed(2), ma250: ma250.toFixed(2), source: config.source || 'tencent', name: config.name, price: latestClose, prevClose: prevClose, change: change, change_percent: changePercent, market_status: `${trendText} (${latestDate})` }] const alerts = buildAlerts({ latestClose, prevClose, ma10, ma20, ma60, ma90, ma250, prevMA20, prevMA60, prevMA90, prevMA250, isTrendGateOpen, boxBreakoutConfirmed, boxBreakdownConfirmed }) return { data, alerts } } }