feat: 完成调研大纲和技术选股方法系统性调研 - 张飞
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# sanguo_quant_live 项目状态总结
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**项目**：量化投资研究 - 多领域深度研究
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**维护人**：关羽（云长）
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**最近更新**：2026-03-22
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---
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## 📋 当前项目结构
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```
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sanguo_quant_live/
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├── risk-management/
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│ ├── RESEARCH_DIRECTIONS.md # 调研方向说明
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│ ├── research/
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│ │ ├── 01-executive-summary/
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│ │ │ └── executive-summary.md # 执行摘要
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│ │ ├── 02-risk-characteristics/
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│ │ │ └── a-share-risk-characteristics.md # A股风险特征
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│ │ ├── 03-risk-models/
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│ │ │ └── risk-measurement-models.md # 风险度量模型
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│ │ ├── 04-risk-control/
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│ │ │ └── risk-control-strategies.md # 风险控制策略
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│ │ ├── 05-system-design/
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│ │ │ └── risk-monitoring-system.md # 实时监控系统架构
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│ │ ├── 06-data/
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│ │ │ └── research-data.md # 研究数据准备
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│ │ └── 07-experiments/
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│ │ └── experiment-results.md # 实验测试结果
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│ └── realtime-system/ # 实时风控系统原型
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│ ├── README.md
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│ ├── src/ # 核心代码
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│ └── tests/stress_test.py # 压力测试
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├── technical-strategy/
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│ ├── README.md
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│ ├── 01-reports/
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│ │ ├── RESEARCH_OUTLINE.md
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│ │ └── TECHNICAL_STOCK_PICKING.md
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│ ├── 02-algorithms/
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│ │ ├── high_frequency_signal.py
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│ │ └── benchmark_test.py
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│ └── 03-integrated-stock-selection/
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│ └── integrated-selection-research.md # 价值+技术综合选股研究
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├── data-engineering/
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│ └── sanguo_vnpy_data_sync_research.md # 数据同步研究
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├── platform-research/
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│ └── ... # 平台相关调研
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├── scripts/
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│ └── pull-commit-push.sh # 快捷提交脚本
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└── PROJECT_STATUS.md # 本文件
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```
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---
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## ✅ 已完成工作
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| 领域 | 任务 | 状态 | 完成日期 |
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|------|------|------|----------|
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| **风险管理** | 完整量化风控与资金管理调研报告 | ✅ 完成 | 2026-03-21 |
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| **风险管理** | 实时风控系统原型开发 | ✅ 完成 | 2026-03-21 |
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| **技术选股** | 价值+技术结合综合选股研究 | ✅ 完成 | 2026-03-21 |
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| **技术选股** | 高频信号算法 | ✅ 完成 | 2026-03-21 |
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| **数据工程** | sanguo_vnpy数据同步研究 | ✅ 完成 | 2026-03-21 |
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---
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## 🔄 进行中工作
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| 领域 | 任务 | 计划完成 |
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|------|------|----------|
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| - | - | - |
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---
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## 📝 快捷命令
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以后提交修改可以使用脚本：
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```bash
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./scripts/pull-commit-push.sh "commit message"
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```
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自动完成：pull → add → commit → push
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---
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## 🎯 项目目标
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建立完整的量化投资研究体系，涵盖：
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- 风险管理与风控框架
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- 技术分析选股方法
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- 价值投资选股方法
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- 数据工程建设
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- 平台部署架构
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---
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**最后更新**：2026-03-22 by 关羽
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Executable
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#!/bin/bash
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# sanguo_quant_live 快捷提交脚本
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# 用法：./scripts/pull-commit-push.sh "commit message"
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# 拉取最新
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git pull
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# 添加所有修改
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git add .
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# 提交
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git commit -m "$1"
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# 推送
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git push
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echo "✅ 提交推送完成"
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#!/bin/bash
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#
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# 技术策略调研环境初始化脚本
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# 张飞 创建于 2026-03-22
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#
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# 功能：创建调研目录结构，准备好开发环境
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# 用法：./setup_research_env.sh
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#
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set -e
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# 颜色定义
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RED='\033[0;31m'
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GREEN='\033[0;32m'
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YELLOW='\033[1;33m'
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NC='\033[0m' # No Color
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echo "${YELLOW}=========================================${NC}"
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echo "${YELLOW} 技术策略调研环境初始化${NC}"
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echo "${YELLOW}=========================================${NC}"
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# 1. 创建目录结构
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echo "\n${GREEN}1. 创建目录结构...${NC}"
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mkdir -p technical-strategy/{01-reports,02-algorithms,03-data,04-experiments,05-references,scripts}
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mkdir -p technical-strategy/03-data/raw
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mkdir -p technical-strategy/03-data/processed
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mkdir -p technical-strategy/04-experiments/exp01-factor-test
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mkdir -p technical-strategy/04-experiments/exp02-strategy-test
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mkdir -p technical-strategy/05-references/papers
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mkdir -p technical-strategy/05-references/code
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echo "${GREEN} 目录结构创建完成${NC}"
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# 2. 创建基础文档
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echo "\n${GREEN}2. 创建基础文档...${NC}"
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# README
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cat > technical-strategy/README.md << 'EOF'
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# 技术策略调研研究
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基于A股市场的技术分析选股和策略研究
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## 目录结构
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```
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01-reports/ # 报告文档
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├── RESEARCH_OUTLINE.md # 调研大纲
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├── TECHNICAL_STOCK_PICKING.md # 技术选股方法调研
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├── 01-data-preparation.md # 数据准备报告
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├── 02-factor-research.md # 技术因子研究报告
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├── 03-strategy-design.md # 算法策略设计
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├── 04-empirical-test.md # 实证验证报告
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└── FINAL_REPORT.md # 最终调研报告
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02-algorithms/ # 算法实现
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├── high_frequency_signal.py # 高频信号生成 ✅
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├── benchmark_test.py # 性能基准测试 ✅
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├── factor_calculator.py # 因子计算器
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├── strategy_ma.py # 均线策略
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├── strategy_macd.py # MACD策略
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├── strategy_mean_reversion.py # 均值回归策略
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└── backtest_engine.py # 回测引擎
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03-data/ # 研究数据
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├── raw/ # 原始数据
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├── processed/ # 处理后数据
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├── factor_performance.csv # 因子绩效数据
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└── strategy_performance.csv # 策略绩效数据
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04-experiments/ # 实验记录
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├── exp01-factor-test/ # 因子测试实验
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└── exp02-strategy-test/ # 策略测试实验
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05-references/ # 参考资料
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├── papers/ # 研究论文
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└── code/ # 参考代码
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scripts/ # 脚本
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├── setup_research_env.sh # 环境初始化脚本 ✅
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└── run_backtest.sh # 批量回测脚本
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README.md # 本文档
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```
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## 调研进度
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| 阶段 | 任务 | 状态 | 完成时间 |
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|------|------|------|----------|
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| 大纲 | 调研大纲 | ✅ | 2026-03-21 |
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| 选股方法 | 技术分析选股方法调研 | ✅ | 2026-03-21 |
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| 数据准备 | 获取和整理数据 | 🔄 | |
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| 因子研究 | 技术因子实证 | ⏳ | |
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| 策略设计 | 算法策略设计 | ⏳ | |
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| 实证测试 | 回测验证 | ⏳ | |
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| 最终报告 | 完整调研报告 | ⏳ | |
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## 使用说明
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### 初始化环境
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```bash
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./scripts/setup_research_env.sh
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```
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### 运行回测
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```bash
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./scripts/run_backtest.sh [experiment_name]
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```
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## 负责人
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张飞
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EOF
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echo "${GREEN} README.md created${NC}"
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# 初始化空的实验报告
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cat > technical-strategy/01-reports/01-data-preparation.md << 'EOF'
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# 数据准备报告
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**负责人**：张飞
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**日期**：2026-03-22
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**状态**：🔄 进行中
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---
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## 内容提要
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EOF
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cat > technical-strategy/01-reports/02-factor-research.md << 'EOF'
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# 技术因子实证研究报告
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**负责人**：张飞
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**日期**：2026-03-22
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**状态**：⏳ 待开始
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---
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## 内容提要
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EOF
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cat > technical-strategy/01-reports/03-strategy-design.md << 'EOF'
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# 算法策略设计报告
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**负责人**：张飞
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**日期**：2026-03-22
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**状态**：⏳ 待开始
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---
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## 内容提要
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EOF
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cat > technical-strategy/01-reports/04-empirical-test.md << 'EOF'
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# 实证验证报告
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**负责人**：张飞
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**日期**：2026-03-22
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**状态**：⏳ 待开始
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---
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## 内容提要
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EOF
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cat > technical-strategy/01-reports/FINAL_REPORT.md << 'EOF'
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# 最终调研报告：A股技术分析选股有效性研究
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**负责人**：张飞
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**开始日期**：2026-03-21
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**完成日期**：-
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**状态**：⏳ 待完成
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---
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## 内容提要
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EOF
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echo "${GREEN} 报告模板创建完成${NC}"
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# 创建批量回测脚本
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cat > technical-strategy/scripts/run_backtest.sh << 'EOF'
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#!/bin/bash
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#
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# 批量回测运行脚本
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# 用法：./run_backtest.sh [experiment_name]
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#
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set -e
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EXPERIMENT=$1
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if [ -z "$EXPERIMENT" ]; then
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echo "Usage: $0 <experiment_name>"
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echo "Available experiments:"
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ls -la technical-strategy/04-experiments/
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exit 1
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fi
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echo "Starting backtest experiment: $EXPERIMENT"
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echo "Working directory: $(pwd)"
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# 激活虚拟环境（如果存在）
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if [ -d "../../venv" ]; then
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source ../../venv/bin/activate
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echo "Virtual environment activated"
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fi
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# 运行回测
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python3 technical-strategy/04-experiments/$EXPERIMENT/run.py
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echo "\nBacktest completed: $EXPERIMENT"
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EOF
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chmod +x technical-strategy/scripts/*.sh
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echo "\n${GREEN}✅ 环境初始化完成${NC}"
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echo "\n${YELLOW}目录结构：${NC}"
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find technical-strategy -type d | sort
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echo "\n${GREEN}下一步：准备数据，开始因子研究${NC}"
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