7 Sprints 全部完成: Sprint 0: 基础设施 (DataManager + MariaDB) Sprint 1: 因子引擎 (34因子/12分类) Sprint 2: VectorBT 回测 (5策略+截面) Sprint 3: Optuna 优化 (+Walk-Forward) Sprint 4: ML 模型 (LightGBM+CatBoost) Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐) Sprint 6: Agent 系统 (4Agent+日报.md/.html) 生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping, save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复, RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4, CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化, indexDatas API修正 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
146 lines
4.7 KiB
Python
146 lines
4.7 KiB
Python
from rest_framework import serializers
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class StockDailySerializer(serializers.Serializer):
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"""日线行情(stockbasic)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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open = serializers.FloatField()
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high = serializers.FloatField()
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low = serializers.FloatField()
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close = serializers.FloatField()
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pre_close = serializers.FloatField()
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change = serializers.FloatField()
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pct_chg = serializers.FloatField()
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vol = serializers.FloatField()
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amount = serializers.FloatField()
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class StockInfoSerializer(serializers.Serializer):
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"""个股基本信息(stockinfo)"""
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ts_code = serializers.CharField()
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symbol = serializers.CharField()
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name = serializers.CharField()
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area = serializers.CharField()
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industry = serializers.CharField()
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market = serializers.CharField()
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list_date = serializers.CharField()
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fullname = serializers.CharField()
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enname = serializers.CharField()
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exchange = serializers.CharField()
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curr_type = serializers.CharField()
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list_status = serializers.CharField()
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is_hs = serializers.CharField()
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class IndustryStockSerializer(serializers.Serializer):
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"""行业股票列表(industrys)"""
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ts_code = serializers.CharField()
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name = serializers.CharField()
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class StockParamSerializer(serializers.Serializer):
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"""个股参数(stockparam)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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close = serializers.FloatField()
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turnover_rate = serializers.FloatField()
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turnover_rate_f = serializers.FloatField()
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volume_ratio = serializers.FloatField()
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pe = serializers.FloatField()
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pe_ttm = serializers.FloatField()
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pb = serializers.FloatField()
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ps = serializers.FloatField()
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ps_ttm = serializers.FloatField()
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dv_ratio = serializers.FloatField()
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dv_ttm = serializers.FloatField()
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total_share = serializers.FloatField()
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float_share = serializers.FloatField()
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free_share = serializers.FloatField()
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total_mv = serializers.FloatField()
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circ_mv = serializers.FloatField()
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class StockEpSerializer(serializers.Serializer):
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"""TTM EPS(stockep)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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eps_ttm = serializers.FloatField()
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class QuarterlyEpsSerializer(serializers.Serializer):
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"""季度 EPS(quarterlyEps)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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eps = serializers.FloatField()
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report_date = serializers.CharField()
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class IndexInfoSerializer(serializers.Serializer):
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"""指数信息(indexByName)"""
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index_code = serializers.CharField()
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name = serializers.CharField()
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fullname = serializers.CharField()
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market = serializers.CharField()
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publisher = serializers.CharField()
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index_type = serializers.CharField()
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category = serializers.CharField()
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list_date = serializers.CharField()
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class IndexDailySerializer(serializers.Serializer):
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"""指数日行情(indexDatas)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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close = serializers.FloatField()
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open = serializers.FloatField()
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high = serializers.FloatField()
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low = serializers.FloatField()
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pre_close = serializers.FloatField()
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change = serializers.FloatField()
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pct_chg = serializers.FloatField()
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vol = serializers.FloatField()
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amount = serializers.FloatField()
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class MarginDailySerializer(serializers.Serializer):
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"""每日融资融券汇总(dailyMargin)"""
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trade_date = serializers.CharField()
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exchange_id = serializers.CharField()
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rzye = serializers.FloatField()
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rqye = serializers.FloatField()
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rzrqye = serializers.FloatField()
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class StockMarginSerializer(serializers.Serializer):
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"""个股融资融券(stockMargin)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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rzye = serializers.FloatField()
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rqye = serializers.FloatField()
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rzrqye = serializers.FloatField()
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class FinanceDataSerializer(serializers.Serializer):
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"""财务报表分析(finance)"""
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ts_code = serializers.CharField()
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period = serializers.CharField()
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class DividendSerializer(serializers.Serializer):
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"""股息率(getdiv)"""
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ts_code = serializers.CharField()
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trade_date = serializers.CharField()
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close = serializers.FloatField()
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cash_div_tax = serializers.FloatField()
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cash_div_year = serializers.FloatField()
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div_yield = serializers.FloatField()
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class XwlbNewsSerializer(serializers.Serializer):
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"""新闻联播(xwlbNews / xwlbFine)"""
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news_days = serializers.CharField()
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daily_sub_id = serializers.IntegerField()
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news_improve = serializers.CharField()
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news_title = serializers.CharField()
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