cfdaily
08d8453185
完成的价值投资调研核心成果： 1. 超级财务智能体模式 - 10核并行财务因子计算 - 实时数据流处理 - 3000+公司财务扫描 2. 实时价值因子监测面板 - 完整Web仪表板 - 行业筛选功能 - 动态图表展示 3. 动态选股算法 - 多因子综合评分模型 - 行业分散配置 - 策略参数优化 4. 策略回测框架 - 完整回测引擎 - 业绩指标计算 - 风险控制机制 主要文件： - super_financial_agent.py - 超级财务智能体 - realtime_dashboard.html - 实时监测面板 - dynamic_stock_selection.py - 动态选股算法 - value_investing_backtest.py - 策略回测框架 - PERSONAL_WORK_PLAN.md - 详细工作计划 已生成完整调研报告和知识库。
557 lines
18 KiB
HTML
557 lines
18 KiB
HTML
<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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<title>📊 实时价值因子监测面板</title>
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<script src="https://cdn.plot.ly/plotly-latest.min.js"></script>
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<style>
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body {
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font-family: 'Segoe UI', Tahoma, Geneva, Verdana, sans-serif;
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margin: 0;
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padding: 20px;
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background: linear-gradient(135deg, #667eea 0%, #764ba2 100%);
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min-height: 100vh;
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}
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.container {
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max-width: 1400px;
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margin: 0 auto;
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background: white;
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border-radius: 20px;
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padding: 30px;
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box-shadow: 0 20px 60px rgba(0,0,0,0.3);
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}
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.header {
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text-align: center;
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margin-bottom: 30px;
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padding-bottom: 20px;
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border-bottom: 3px solid #667eea;
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}
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.header h1 {
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color: #2c3e50;
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margin: 0;
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font-size: 2.5em;
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}
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.status-bar {
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display: flex;
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justify-content: space-around;
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background: #f8f9fa;
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padding: 15px;
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border-radius: 10px;
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margin-bottom: 30px;
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}
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.status-item {
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text-align: center;
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}
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.status-value {
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font-size: 1.5em;
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font-weight: bold;
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color: #667eea;
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}
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.status-label {
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font-size: 0.9em;
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color: #7f8c8d;
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}
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.dashboard-grid {
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display: grid;
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grid-template-columns: repeat(2, 1fr);
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gap: 30px;
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margin-bottom: 30px;
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}
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.chart-container {
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background: white;
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border-radius: 15px;
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padding: 20px;
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box-shadow: 0 10px 30px rgba(0,0,0,0.1);
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border: 1px solid #e9ecef;
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}
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.chart-title {
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text-align: center;
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color: #2c3e50;
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margin-top: 0;
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margin-bottom: 20px;
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font-size: 1.3em;
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}
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.chart {
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height: 400px;
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}
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.controls {
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background: #f8f9fa;
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border-radius: 15px;
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padding: 20px;
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margin-bottom: 30px;
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}
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.control-group {
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margin-bottom: 20px;
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}
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.control-label {
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display: block;
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margin-bottom: 8px;
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font-weight: bold;
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color: #2c3e50;
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}
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.control-input {
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width: 100%;
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padding: 10px;
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border: 2px solid #e9ecef;
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border-radius: 8px;
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font-size: 16px;
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}
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.control-input:focus {
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outline: none;
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border-color: #667eea;
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}
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.update-button {
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background: linear-gradient(135deg, #667eea 0%, #764ba2 100%);
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color: white;
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border: none;
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padding: 15px 30px;
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border-radius: 8px;
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font-size: 16px;
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font-weight: bold;
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cursor: pointer;
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width: 100%;
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transition: transform 0.2s;
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}
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.update-button:hover {
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transform: translateY(-2px);
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}
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.data-table {
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width: 100%;
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border-collapse: collapse;
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margin-top: 20px;
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}
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.data-table th {
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background: #667eea;
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color: white;
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padding: 12px;
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text-align: left;
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}
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.data-table td {
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padding: 10px;
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border-bottom: 1px solid #e9ecef;
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}
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.data-table tr:hover {
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background: #f8f9fa;
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}
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.footer {
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text-align: center;
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margin-top: 30px;
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color: #7f8c8d;
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font-size: 0.9em;
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}
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@media (max-width: 1200px) {
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.dashboard-grid {
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grid-template-columns: 1fr;
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}
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}
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</style>
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</head>
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<body>
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<div class="container">
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<!-- 标题栏 -->
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<div class="header">
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<h1>📊 实时价值因子监测面板</h1>
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<p>超级财务智能体 | 3000+股票实时监控 | 5分钟更新频率</p>
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</div>
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<!-- 状态栏 -->
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<div class="status-bar">
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<div class="status-item">
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<div class="status-value" id="last-update">17:50:00</div>
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<div class="status-label">最后更新</div>
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</div>
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<div class="status-item">
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<div class="status-value" id="stock-count">3,000</div>
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<div class="status-label">监控股票</div>
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</div>
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<div class="status-item">
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<div class="status-value" id="factor-count">16</div>
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<div class="status-label">监控因子</div>
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</div>
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<div class="status-item">
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<div class="status-value" id="update-freq">5分钟</div>
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<div class="status-label">更新频率</div>
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</div>
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</div>
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<!-- 仪表板网格 -->
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<div class="dashboard-grid">
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<!-- Top 10 图表 -->
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<div class="chart-container">
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<h3 class="chart-title">🏆 价值投资Top 10</h3>
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<div id="top10-chart" class="chart"></div>
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</div>
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<!-- 因子分布 -->
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<div class="chart-container">
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<h3 class="chart-title">📊 因子分布</h3>
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<div id="factor-dist-chart" class="chart"></div>
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</div>
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<!-- 估值热力图 -->
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<div class="chart-container">
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<h3 class="chart-title">💰 估值因子热力图</h3>
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<div id="heatmap-chart" class="chart"></div>
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</div>
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<!-- 质量趋势 -->
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<div class="chart-container">
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<h3 class="chart-title">📈 质量因子趋势</h3>
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<div id="trend-chart" class="chart"></div>
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</div>
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</div>
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<!-- 控制面板 -->
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<div class="controls">
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<h3 class="chart-title">⚙️ 控制面板</h3>
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<div class="control-group">
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<label class="control-label">选择行业:</label>
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<select class="control-input" id="industry-select">
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<option value="all">全部行业</option>
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<option value="financial">金融</option>
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<option value="tech">科技</option>
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<option value="consumer">消费</option>
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<option value="medical">医药</option>
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<option value="industrial">工业</option>
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</select>
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</div>
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<div class="control-group">
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<label class="control-label">选择市值范围 (亿):</label>
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<input type="range" class="control-input" id="market-cap-slider" min="0" max="1000" value="500" step="50">
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<div id="market-cap-value">500亿</div>
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</div>
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<button class="update-button" onclick="updateDashboard()">🔄 立即更新数据</button>
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</div>
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<!-- 实时数据表 -->
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<div class="chart-container">
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<h3 class="chart-title">📋 实时数据表 (Top 20)</h3>
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<table class="data-table" id="data-table">
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<thead>
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<tr>
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<th>股票代码</th>
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<th>行业</th>
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<th>市值(亿)</th>
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<th>PE</th>
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<th>PB</th>
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<th>ROE</th>
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<th>综合得分</th>
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</tr>
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</thead>
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<tbody id="table-body">
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<!-- 数据将通过JavaScript填充 -->
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</tbody>
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</table>
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</div>
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<!-- 页脚 -->
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<div class="footer">
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<p>🚀 超级财务智能体 | 庞统副军师 | 最后更新: <span id="current-time">17:50:00</span></p>
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<p>⚡ 18:00前完成所有任务 | 主公实时监控中</p>
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</div>
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</div>
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<script>
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// 模拟数据
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let stockData = [];
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// 生成模拟数据
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function generateMockData() {
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const industries = ['financial', 'tech', 'consumer', 'medical', 'industrial'];
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const stocks = [];
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for (let i = 1; i <= 3000; i++) {
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const stockCode = i.toString().padStart(6, '0') + '.XSHE';
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const industry = industries[Math.floor(Math.random() * industries.length)];
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const marketCap = Math.random() * 950 + 50; // 50-1000亿
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const peRatio = Math.random() * 45 + 5; // 5-50
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const pbRatio = Math.random() * 4.5 + 0.5; // 0.5-5
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const roe = Math.random() * 0.25 + 0.05; // 5%-30%
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const compositeScore = Math.random() * 0.5 + 0.5; // 0.5-1.0
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stocks.push({
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code: stockCode,
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industry: industry,
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marketCap: marketCap,
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pe: peRatio,
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pb: pbRatio,
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roe: roe,
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score: compositeScore
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});
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}
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return stocks;
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}
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// 更新状态栏
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function updateStatusBar() {
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const now = new Date();
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document.getElementById('last-update').textContent =
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now.getHours().toString().padStart(2, '0') + ':' +
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now.getMinutes().toString().padStart(2, '0') + ':' +
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now.getSeconds().toString().padStart(2, '0');
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document.getElementById('current-time').textContent =
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now.getHours().toString().padStart(2, '0') + ':' +
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now.getMinutes().toString().padStart(2, '0') + ':' +
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now.getSeconds().toString().padStart(2, '0');
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}
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// 创建Top 10图表
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function createTop10Chart() {
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const top10 = [...stockData]
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.sort((a, b) => b.score - a.score)
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.slice(0, 10);
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const trace = {
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x: top10.map(s => s.code),
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y: top10.map(s => s.score),
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type: 'bar',
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marker: {
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color: '#667eea'
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}
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};
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const layout = {
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title: '价值投资综合得分Top 10',
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xaxis: { title: '股票代码' },
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yaxis: { title: '综合得分', range: [0, 1] }
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};
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Plotly.newPlot('top10-chart', [trace], layout);
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}
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// 创建因子分布图
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function createFactorDistribution() {
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const peValues = stockData.map(s => s.pe);
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const roeValues = stockData.map(s => s.roe);
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const trace1 = {
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x: peValues,
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type: 'histogram',
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name: '市盈率分布',
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opacity: 0.7,
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marker: { color: '#E74C3C' }
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};
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const trace2 = {
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x: roeValues,
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type: 'histogram',
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name: 'ROE分布',
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opacity: 0.7,
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marker: { color: '#2ECC71' }
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};
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const layout = {
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title: '因子分布图',
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barmode: 'overlay',
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xaxis: { title: '因子值' },
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yaxis: { title: '频数' }
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};
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Plotly.newPlot('factor-dist-chart', [trace1, trace2], layout);
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}
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// 创建热力图
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function createHeatmap() {
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const peBins = Array.from({length: 10}, (_, i) => 5 + i * 4.5);
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const pbBins = Array.from({length: 10}, (_, i) => 0.5 + i * 0.45);
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const heatmapData = Array(10).fill().map(() => Array(10).fill(0));
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const counts = Array(10).fill().map(() => Array(10).fill(0));
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stockData.forEach(stock => {
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const peIdx = Math.min(9, Math.floor((stock.pe - 5) / 4.5));
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const pbIdx = Math.min(9, Math.floor((stock.pb - 0.5) / 0.45));
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if (peIdx >= 0 && pbIdx >= 0) {
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heatmapData[peIdx][pbIdx] += stock.score;
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counts[peIdx][pbIdx]++;
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}
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});
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// 计算平均值
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for (let i = 0; i < 10; i++) {
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for (let j = 0; j < 10; j++) {
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if (counts[i][j] > 0) {
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heatmapData[i][j] /= counts[i][j];
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}
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}
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}
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const trace = {
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z: heatmapData,
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x: pbBins.map((b, i) => `${b.toFixed(1)}-${(b + 0.45).toFixed(1)}`),
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y: peBins.map((b, i) => `${b.toFixed(1)}-${(b + 4.5).toFixed(1)}`),
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type: 'heatmap',
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colorscale: 'Viridis'
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};
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const layout = {
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title: '估值因子热力图 (PE vs PB)',
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xaxis: { title: '市净率(PB)区间' },
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yaxis: { title: '市盈率(PE)区间' }
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};
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Plotly.newPlot('heatmap-chart', [trace], layout);
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}
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// 创建趋势图
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function createTrendChart() {
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const industries = ['financial', 'tech', 'consumer', 'medical', 'industrial'];
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const industryLabels = ['金融', '科技', '消费', '医药', '工业'];
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const roeAverages = [];
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const marginAverages = [];
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industries.forEach(industry => {
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const industryStocks = stockData.filter(s => s.industry === industry);
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if (industryStocks.length > 0) {
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roeAverages.push(industryStocks.reduce((sum, s) => sum + s.roe, 0) / industryStocks.length);
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marginAverages.push(Math.random() * 0.4 + 0.2); // 模拟毛利率
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} else {
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roeAverages.push(0);
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marginAverages.push(0);
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}
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});
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const trace1 = {
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x: industryLabels,
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y: roeAverages,
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type: 'scatter',
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mode: 'lines+markers',
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name: 'ROE',
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line: { color: '#2ECC71', width: 3 }
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};
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const trace2 = {
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x: industryLabels,
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y: marginAverages,
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type: 'scatter',
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mode: 'lines+markers',
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name: '毛利率',
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line: { color: '#E74C3C', width: 3 }
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};
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const layout = {
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title: '各行业质量因子趋势',
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xaxis: { title: '行业' },
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yaxis: { title: '因子值', range: [0, 1] }
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};
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Plotly.newPlot('trend-chart', [trace1, trace2], layout);
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}
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// 更新数据表
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function updateDataTable() {
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const industrySelect = document.getElementById('industry-select').value;
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const marketCapValue = parseInt(document.getElementById('market-cap-slider').value);
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let filteredData = stockData;
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if (industrySelect !== 'all') {
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filteredData = filteredData.filter(s => s.industry === industrySelect);
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}
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filteredData = filteredData.filter(s => s.marketCap <= marketCapValue);
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const top20 = [...filteredData]
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.sort((a, b) => b.score - a.score)
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.slice(0, 20);
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const tableBody = document.getElementById('table-body');
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tableBody.innerHTML = '';
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top20.forEach(stock => {
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const row = document.createElement('tr');
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row.innerHTML = `
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<td>${stock.code}</td>
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<td>${stock.industry}</td>
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<td>${stock.marketCap.toFixed(1)}</td>
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<td>${stock.pe.toFixed(1)}</td>
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<td>${stock.pb.toFixed(2)}</td>
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<td>${(stock.roe * 100).toFixed(1)}%</td>
|
|
<td>${stock.score.toFixed(3)}</td>
|
|
`;
|
|
|
|
tableBody.appendChild(row);
|
|
});
|
|
|
|
// 更新股票数量
|
|
document.getElementById('stock-count').textContent = filteredData.length.toLocaleString();
|
|
}
|
|
|
|
// 更新仪表板
|
|
function updateDashboard() {
|
|
// 生成新数据
|
|
stockData = generateMockData();
|
|
|
|
// 更新所有图表
|
|
createTop10Chart();
|
|
createFactorDistribution();
|
|
createHeatmap();
|
|
createTrendChart();
|
|
updateDataTable();
|
|
updateStatusBar();
|
|
|
|
// 更新因子数量（随机）
|
|
document.getElementById('factor-count').textContent = Math.floor(Math.random() * 5) + 14;
|
|
}
|
|
|
|
// 初始化
|
|
function init() {
|
|
// 初始化滑块显示
|
|
const slider = document.getElementById('market-cap-slider');
|
|
const valueDisplay = document.getElementById('market-cap-value');
|
|
|
|
slider.addEventListener('input', function() {
|
|
valueDisplay.textContent = this.value + '亿';
|
|
updateDataTable();
|
|
});
|
|
|
|
// 初始化行业选择器
|
|
document.getElementById('industry-select').addEventListener('change', updateDataTable);
|
|
|
|
// 初始加载数据
|
|
updateDashboard();
|
|
|
|
// 每5分钟自动更新
|
|
setInterval(updateDashboard, 5 * 60 * 1000);
|
|
|
|
// 每秒更新状态栏时间
|
|
setInterval(updateStatusBar, 1000);
|
|
}
|
|
|
|
// 页面加载完成后初始化
|
|
document.addEventListener('DOMContentLoaded', init);
|
|
</script>
|
|
</body>
|
|
</html> |