#!/usr/bin/env python3 """ 实时价值因子监测面板 更新时间:每5分钟 """ import dash from dash import dcc, html, Input, Output import plotly.graph_objs as go import pandas as pd import numpy as np from datetime import datetime, timedelta import threading import time class RealTimeValueDashboard: """实时价值因子监测面板""" def __init__(self): self.app = dash.Dash(__name__) self.data = None self.update_interval = 300 # 5分钟更新 self.last_update = datetime.now() # 初始化布局 self.setup_layout() def setup_layout(self): """设置仪表板布局""" self.app.layout = html.Div([ # 标题栏 html.Div([ html.H1("📊 实时价值因子监测面板", style={'textAlign': 'center', 'color': '#2E86C1'}), html.Div([ html.Span("🕐 最后更新: ", style={'fontWeight': 'bold'}), html.Span(id='last-update-time'), html.Span(" | ", style={'margin': '0 10px'}), html.Span("📈 监控股票数: ", style={'fontWeight': 'bold'}), html.Span(id='stock-count'), html.Span(" | ", style={'margin': '0 10px'}), html.Span("⚡ 更新频率: ", style={'fontWeight': 'bold'}), html.Span("5分钟") ], style={'textAlign': 'center', 'marginBottom': '20px'}) ]), # 第一行:关键指标 html.Div([ html.Div([ html.H3("🏆 价值投资Top 10", style={'textAlign': 'center'}), dcc.Graph(id='top-10-chart', style={'height': '400px'}) ], className='six columns'), html.Div([ html.H3("📊 因子分布", style={'textAlign': 'center'}), dcc.Graph(id='factor-distribution', style={'height': '400px'}) ], className='six columns') ], className='row'), # 第二行:详细分析 html.Div([ html.Div([ html.H3("💰 估值因子热力图", style={'textAlign': 'center'}), dcc.Graph(id='valuation-heatmap', style={'height': '400px'}) ], className='six columns'), html.Div([ html.H3("📈 质量因子趋势", style={'textAlign': 'center'}), dcc.Graph(id='quality-trend', style={'height': '400px'}) ], className='six columns') ], className='row'), # 第三行:控制面板 html.Div([ html.Div([ html.H3("⚙️ 控制面板", style={'textAlign': 'center'}), html.Div([ html.Label("选择行业:"), dcc.Dropdown( id='industry-selector', options=[ {'label': '全部行业', 'value': 'all'}, {'label': '金融', 'value': 'financial'}, {'label': '科技', 'value': 'tech'}, {'label': '消费', 'value': 'consumer'}, {'label': '医药', 'value': 'medical'}, {'label': '工业', 'value': 'industrial'} ], value='all', style={'marginBottom': '20px'} ), html.Label("选择市值范围:"), dcc.RangeSlider( id='market-cap-slider', min=0, max=1000, step=50, value=[100, 500], marks={i: f'{i}亿' for i in range(0, 1001, 100)}, style={'marginBottom': '20px'} ), html.Button('🔄 立即更新数据', id='update-button', n_clicks=0, style={'width': '100%', 'padding': '10px', 'backgroundColor': '#2E86C1', 'color': 'white'}) ]) ], className='six columns'), html.Div([ html.H3("📋 实时数据表", style={'textAlign': 'center'}), html.Div(id='real-time-table', style={'height': '400px', 'overflowY': 'scroll'}) ], className='six columns') ], className='row'), # 定时器 dcc.Interval( id='interval-component', interval=5*60*1000, # 5分钟 n_intervals=0 ) ]) # 设置回调 self.setup_callbacks() def setup_callbacks(self): """设置回调函数""" @self.app.callback( [Output('last-update-time', 'children'), Output('stock-count', 'children'), Output('top-10-chart', 'figure'), Output('factor-distribution', 'figure'), Output('valuation-heatmap', 'figure'), Output('quality-trend', 'figure'), Output('real-time-table', 'children')], [Input('interval-component', 'n_intervals'), Input('update-button', 'n_clicks'), Input('industry-selector', 'value'), Input('market-cap-slider', 'value')] ) def update_dashboard(n_intervals, n_clicks, industry, market_cap_range): """更新仪表板""" # 更新数据 self.update_data() # 过滤数据 filtered_data = self.filter_data(industry, market_cap_range) # 更新时间 current_time = datetime.now().strftime('%H:%M:%S') # 1. Top 10图表 top_10_fig = self.create_top_10_chart(filtered_data) # 2. 因子分布图 factor_fig = self.create_factor_distribution(filtered_data) # 3. 估值热力图 heatmap_fig = self.create_valuation_heatmap(filtered_data) # 4. 质量趋势图 trend_fig = self.create_quality_trend(filtered_data) # 5. 实时数据表 table = self.create_real_time_table(filtered_data) return [ current_time, len(filtered_data), top_10_fig, factor_fig, heatmap_fig, trend_fig, table ] def update_data(self): """更新数据""" # 这里应该从数据源获取实时数据 # 暂时使用模拟数据 np.random.seed(int(time.time())) n_stocks = 3000 self.data = pd.DataFrame({ 'stock_code': [f'{i:06d}.XSHE' for i in range(1, n_stocks + 1)], 'industry': np.random.choice(['financial', 'tech', 'consumer', 'medical', 'industrial'], n_stocks), 'market_cap': np.random.uniform(50, 1000, n_stocks), 'pe_ratio': np.random.uniform(5, 50, n_stocks), 'pb_ratio': np.random.uniform(0.5, 5, n_stocks), 'roe': np.random.uniform(0.05, 0.3, n_stocks), 'gross_margin': np.random.uniform(0.2, 0.6, n_stocks), 'value_score': np.random.uniform(0, 1, n_stocks), 'quality_score': np.random.uniform(0, 1, n_stocks), 'composite_score': np.random.uniform(0, 1, n_stocks) }) self.last_update = datetime.now() def filter_data(self, industry, market_cap_range): """过滤数据""" if self.data is None: return pd.DataFrame() filtered = self.data.copy() # 按行业过滤 if industry != 'all': filtered = filtered[filtered['industry'] == industry] # 按市值过滤 filtered = filtered[(filtered['market_cap'] >= market_cap_range[0]) & (filtered['market_cap'] <= market_cap_range[1])] return filtered def create_top_10_chart(self, data): """创建Top 10图表""" if len(data) == 0: return {} top_10 = data.nlargest(10, 'composite_score') fig = go.Figure(data=[ go.Bar( x=top_10['stock_code'], y=top_10['composite_score'], text=top_10['composite_score'].round(3), textposition='auto', marker_color='#2E86C1' ) ]) fig.update_layout( title='价值投资综合得分Top 10', xaxis_title='股票代码', yaxis_title='综合得分', yaxis_range=[0, 1] ) return fig def create_factor_distribution(self, data): """创建因子分布图""" if len(data) == 0: return {} fig = go.Figure() # 估值因子分布 fig.add_trace(go.Histogram( x=data['pe_ratio'], name='市盈率分布', opacity=0.7, marker_color='#E74C3C' )) # 质量因子分布 fig.add_trace(go.Histogram( x=data['roe'], name='ROE分布', opacity=0.7, marker_color='#2ECC71' )) fig.update_layout( title='因子分布图', xaxis_title='因子值', yaxis_title='频数', barmode='overlay' ) return fig def create_valuation_heatmap(self, data): """创建估值热力图""" if len(data) == 0: return {} # 创建热力图数据 heatmap_data = data.pivot_table( values='composite_score', index=pd.cut(data['pe_ratio'], bins=10), columns=pd.cut(data['pb_ratio'], bins=10), aggfunc='mean' ) fig = go.Figure(data=go.Heatmap( z=heatmap_data.values, x=[f'{col.left:.1f}-{col.right:.1f}' for col in heatmap_data.columns], y=[f'{idx.left:.1f}-{idx.right:.1f}' for idx in heatmap_data.index], colorscale='Viridis' )) fig.update_layout( title='估值因子热力图 (PE vs PB)', xaxis_title='市净率(PB)区间', yaxis_title='市盈率(PE)区间' ) return fig def create_quality_trend(self, data): """创建质量趋势图""" if len(data) == 0: return {} # 按行业分组计算平均质量得分 industry_quality = data.groupby('industry').agg({ 'roe': 'mean', 'gross_margin': 'mean', 'quality_score': 'mean' }).reset_index() fig = go.Figure() fig.add_trace(go.Scatter( x=industry_quality['industry'], y=industry_quality['roe'], mode='lines+markers', name='ROE', line=dict(color='#2ECC71', width=3) )) fig.add_trace(go.Scatter( x=industry_quality['industry'], y=industry_quality['gross_margin'], mode='lines+markers', name='毛利率', line=dict(color='#E74C3C', width=3) )) fig.update_layout( title='各行业质量因子趋势', xaxis_title='行业', yaxis_title='因子值', yaxis_range=[0, 1] ) return fig def create_real_time_table(self, data): """创建实时数据表""" if len(data) == 0: return "暂无数据" top_20 = data.nlargest(20, 'composite_score') table = html.Table([ html.Thead( html.Tr([ html.Th('股票代码'), html.Th('行业'), html.Th('市值(亿)'), html.Th('PE'), html.Th('PB'), html.Th('ROE'), html.Th('综合得分') ]) ), html.Tbody([ html.Tr([ html.Td(row['stock_code']), html.Td(row['industry']), html.Td(f"{row['market_cap']:.1f}"), html.Td(f"{row['pe_ratio']:.1f}"), html.Td(f"{row['pb_ratio']:.2f}"), html.Td(f"{row['roe']:.2%}"), html.Td(f"{row['composite_score']:.3f}") ]) for _, row in top_20.iterrows() ]) ], style={'width': '100%', 'borderCollapse': 'collapse'}) return table def run(self, debug=False): """运行仪表板""" print(f"🚀 启动实时价值因子监测面板...") print(f"📊 监控股票数: 3000+") print(f"⚡ 更新频率: 每5分钟") print(f"🌐 访问地址: http://127.0.0.1:8050") print(f"🕐 启动时间: {datetime.now().strftime('%H:%M:%S')}") self.app.run_server(debug=debug) def main(): """主函数""" dashboard = RealTimeValueDashboard() dashboard.run(debug=False) if __name__ == '__main__': main()