feat: 完善 QMT 交易模块文档和配置展示功能

- 优化前端仪表盘界面
- 添加配置文件可视化展示
- 编写 QMT 模块配置文档
- 完善项目规则体系(KiloCode)
This commit is contained in:
2026-01-27 00:52:35 +08:00
parent 50ee1a5a0a
commit 4607555eaf
31 changed files with 5248 additions and 8621 deletions

View File

@@ -94,17 +94,17 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9335158 entries, 0 to 21759\n",
"Index: 9547667 entries, 0 to 27281\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 213.7+ MB\n",
"memory usage: 218.5+ MB\n",
"None\n",
"20251120\n",
"20251121\n"
"20260116\n",
"20260119\n"
]
}
],
@@ -121,7 +121,7 @@
" max_date = df['trade_date'].max()\n",
"\n",
"print(max_date)\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251220')\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20260201')\n",
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
"start_date = min(trade_dates)\n",
@@ -144,27 +144,22 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20251219 完成\n",
"任务 20251218 完成\n",
"任务 20251217 完成\n",
"任务 20251216 完成\n",
"任务 20251215 完成\n",
"任务 20251212 完成\n",
"任务 20251211 完成\n",
"任务 20251210 完成\n",
"任务 20251209 完成\n",
"任务 20251208 完成\n",
"任务 20251205 完成\n",
"任务 20251204 完成\n",
"任务 20251203 完成\n",
"任务 20251202 完成\n",
"任务 20251201 完成\n",
"任务 20251128 完成\n",
"任务 20251127 完成\n",
"任务 20251126 完成\n",
"任务 20251125 完成\n",
"任务 20251124 完成\n",
"任务 20251121 完成\n"
"任务 20260130 完成\n",
"任务 20260129 完成\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20260127 完成\n",
"任务 20260128 完成\n",
"任务 20260126 完成\n",
"任务 20260123 完成\n",
"任务 20260122 完成\n",
"任务 20260121 完成\n",
"任务 20260120 完成\n",
"任务 20260119 完成\n"
]
}
],
@@ -234,59 +229,59 @@
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 000559.SZ 20251121 11.64 4.8762 13.4563 \n",
"1 002981.SZ 20251121 27.84 1.5833 4.5574 \n",
"2 301053.SZ 20251121 32.50 1.0110 2.9907 \n",
"3 603093.SH 20251121 18.29 0.7403 3.2151 \n",
"4 600269.SH 20251121 5.25 0.8423 1.8459 \n",
"... ... ... ... ... ... \n",
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
"5440 300759.SZ 20251121 28.39 1.0514 1.6405 \n",
"5441 600054.SH 20251121 11.10 1.3130 3.1101 \n",
"5442 603579.SH 20251121 23.85 2.2265 4.3412 \n",
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 301586.SZ 20260123 52.80 4.4195 6.0484 \n",
"1 600871.SH 20260123 2.63 3.5599 17.1067 \n",
"2 002067.SZ 20260123 5.91 9.5542 9.8833 \n",
"3 601225.SH 20260123 21.41 0.4692 1.3502 \n",
"4 688800.SH 20260123 90.22 4.3421 7.2546 \n",
"... ... ... ... ... ... \n",
"27321 688659.SH 20260119 10.42 1.7256 3.1386 \n",
"27322 301021.SZ 20260119 55.92 5.8451 10.3979 \n",
"27323 300102.SZ 20260119 34.23 14.1090 22.0304 \n",
"27324 300088.SZ 20260119 6.36 1.9148 2.3308 \n",
"27325 002261.SZ 20260119 33.77 4.6567 5.1897 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"0 1.09 40.5790 38.2942 4.1055 2.9989 2.7785 1.2842 \n",
"1 1.44 33.9003 28.1141 3.4000 2.2070 1.9328 0.9280 \n",
"2 1.24 56.6010 98.7688 4.0251 4.4406 4.0870 0.2389 \n",
"3 1.21 24.3641 24.7359 2.5390 1.9536 5.0927 0.3609 \n",
"4 1.32 9.5849 6.9841 0.6165 2.0486 2.1055 3.0476 \n",
"... ... ... ... ... ... ... ... \n",
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0000 \n",
"5440 0.86 28.1501 33.3780 3.4547 4.1124 3.7273 0.7056 \n",
"5441 1.53 25.7012 28.5474 1.6912 4.1924 3.9403 1.8829 \n",
"5442 1.23 25.2677 30.2644 1.7649 3.0372 3.0683 3.8598 \n",
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0000 \n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"0 0.98 43.6343 68.1615 3.4308 6.9893 5.8003 0.9091 \n",
"1 1.91 78.9369 79.8327 5.2226 0.6148 0.6127 NaN \n",
"2 0.80 122.3105 140.3743 1.3170 1.5908 1.5491 NaN \n",
"3 1.02 9.2832 10.8507 2.1981 1.1272 1.1740 5.9699 \n",
"4 0.79 105.8709 61.3816 8.0916 7.6847 5.8974 0.2971 \n",
"... ... ... ... ... ... ... ... \n",
"27321 1.01 NaN NaN 3.1071 2.6478 2.4387 NaN \n",
"27322 0.72 391.5181 198.4990 8.4757 19.1357 17.1491 0.1772 \n",
"27323 0.69 327.8681 232.9793 7.4375 12.9485 9.5346 0.1313 \n",
"27324 0.52 44.5231 45.4726 1.8179 1.4366 1.3961 0.9198 \n",
"27325 0.38 NaN NaN 16.3185 10.3586 13.1287 NaN \n",
"\n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"0 1.5410 331535.8444 331454.4214 120110.9588 3.859077e+06 \n",
"1 0.9187 13748.6115 11941.3915 4148.6777 3.827613e+05 \n",
"2 0.8961 8421.7803 7749.4689 2619.7738 2.737079e+05 \n",
"3 0.4117 61006.5893 61006.5893 14046.4993 1.115811e+06 \n",
"4 3.2381 233540.7014 233540.7014 106564.7107 1.226089e+06 \n",
"... ... ... ... ... ... \n",
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
"5440 0.7045 177819.5525 141938.4613 90967.4278 5.048297e+06 \n",
"5441 1.5495 72937.9440 51330.0000 21670.4250 8.096112e+05 \n",
"5442 1.2636 20335.5564 20335.5564 10429.5044 4.850030e+05 \n",
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"0 0.3788 8.297550e+03 5.291107e+03 3866.1069 4.381107e+05 \n",
"1 NaN 1.895705e+06 1.354701e+06 281911.5987 4.985703e+06 \n",
"2 NaN 1.474854e+05 1.337604e+05 129305.3853 8.716386e+05 \n",
"3 5.4881 9.695000e+05 9.695000e+05 336903.9335 2.075700e+07 \n",
"4 0.2971 2.056743e+04 2.056743e+04 12310.0935 1.855594e+06 \n",
"... ... ... ... ... ... \n",
"27321 NaN 1.600000e+04 1.600000e+04 8796.6880 1.667200e+05 \n",
"27322 0.1772 1.528528e+04 1.527393e+04 8586.0802 8.547528e+05 \n",
"27323 0.1313 9.203339e+04 9.163399e+04 58685.2206 3.150303e+06 \n",
"27324 0.9198 2.497734e+05 2.485504e+05 204186.7350 1.588559e+06 \n",
"27325 NaN 1.259831e+05 1.145652e+05 102798.2760 4.254451e+06 \n",
"\n",
" circ_mv is_st \n",
"0 3.858129e+06 False \n",
"1 3.324483e+05 False \n",
"2 2.518577e+05 False \n",
"3 1.115811e+06 False \n",
"4 1.226089e+06 False \n",
"... ... ... \n",
"5439 2.097703e+05 True \n",
"5440 4.029633e+06 False \n",
"5441 5.697630e+05 False \n",
"5442 4.850030e+05 False \n",
"5443 3.182165e+05 True \n",
" circ_mv is_st \n",
"0 2.793704e+05 False \n",
"1 3.562864e+06 False \n",
"2 7.905239e+05 False \n",
"3 2.075700e+07 False \n",
"4 1.855594e+06 False \n",
"... ... ... \n",
"27321 1.667200e+05 False \n",
"27322 8.541180e+05 False \n",
"27323 3.136631e+06 False \n",
"27324 1.580780e+06 False \n",
"27325 3.868868e+06 False \n",
"\n",
"[5444 rows x 19 columns]\n"
"[27326 rows x 19 columns]\n"
]
}
],
@@ -310,59 +305,59 @@
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"55 000909.SZ 20251121 5.63 0.5785 0.9877 \n",
"62 002485.SZ 20251121 4.61 0.9593 3.9009 \n",
"134 300096.SZ 20251121 7.31 1.6490 1.9675 \n",
"154 300343.SZ 20251121 5.48 4.1298 4.7019 \n",
"166 600525.SH 20251121 3.53 1.8869 2.7053 \n",
"... ... ... ... ... ... \n",
"5340 300368.SZ 20251121 14.86 7.3423 10.4878 \n",
"5381 300020.SZ 20251121 3.63 1.9995 2.2386 \n",
"5383 000506.SZ 20251121 11.55 2.5685 3.8339 \n",
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"54 000615.SZ 20260123 3.32 0.7420 0.9114 \n",
"60 600228.SH 20260123 5.63 3.4275 4.8943 \n",
"88 000430.SZ 20260123 7.30 1.4748 2.3665 \n",
"96 603389.SH 20260123 48.20 0.8319 2.1042 \n",
"110 000752.SZ 20260123 10.96 1.4753 1.8177 \n",
"... ... ... ... ... ... \n",
"27130 002586.SZ 20260119 4.68 1.7164 2.9874 \n",
"27154 600265.SH 20260119 19.29 0.2879 0.8066 \n",
"27193 688287.SH 20260119 6.44 0.9802 1.9881 \n",
"27195 300338.SZ 20260119 3.61 1.4127 1.5675 \n",
"27223 000669.SZ 20260119 2.79 1.1437 1.4424 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"55 0.99 NaN NaN 2.4818 7.6504 7.4923 0.0 \n",
"62 0.51 NaN NaN 2.1295 3.0458 3.2777 0.0 \n",
"134 0.81 NaN 50.1694 8.9654 5.6290 6.2215 0.0 \n",
"154 0.72 267.9489 106.2988 3.0411 6.7430 6.5207 0.0 \n",
"166 0.72 NaN NaN 1.2373 0.5912 0.5968 0.0 \n",
"... ... ... ... ... ... ... ... \n",
"5340 0.94 NaN NaN 42.1875 42.9123 57.8502 0.0 \n",
"5381 1.00 NaN NaN 1.0776 5.2649 21.5375 0.0 \n",
"5383 0.78 NaN 239.4225 16.7572 32.2021 20.7023 0.0 \n",
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0 \n",
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0 \n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"54 0.72 NaN NaN NaN 5.4217 5.8063 NaN \n",
"60 1.60 NaN NaN 5.6813 9.6204 6.3997 NaN \n",
"88 1.11 NaN NaN 22.0731 13.6938 12.9047 NaN \n",
"96 0.95 NaN NaN 54.1434 62.5718 60.6578 NaN \n",
"110 0.96 110.3513 19.6504 4.7026 6.8589 6.4652 NaN \n",
"... ... ... ... ... ... ... ... \n",
"27130 1.55 NaN NaN 1.7970 2.1568 2.2158 NaN \n",
"27154 0.79 NaN NaN 288.1848 5.6010 10.1170 NaN \n",
"27193 0.59 NaN NaN 3.1120 26.5172 26.3673 NaN \n",
"27195 0.58 NaN NaN NaN 8.5110 10.1280 NaN \n",
"27223 0.84 NaN NaN NaN 1.4522 1.5001 NaN \n",
"\n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"55 NaN 43771.4245 43771.0570 25634.2299 2.464331e+05 \n",
"62 NaN 54400.0000 54400.0000 13377.7333 2.507840e+05 \n",
"134 NaN 43000.0000 43000.0000 36039.3251 3.143300e+05 \n",
"154 NaN 106896.9119 106621.9389 93649.7579 5.857951e+05 \n",
"166 NaN 131878.0152 131878.0152 91981.1744 4.655294e+05 \n",
"... ... ... ... ... ... \n",
"5340 NaN 52894.3475 52894.3475 37030.2475 7.860100e+05 \n",
"5381 NaN 79467.7974 76663.9584 68475.6577 2.884681e+05 \n",
"5383 NaN 92901.7761 92858.4361 62210.1427 1.073016e+06 \n",
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"54 NaN 178749.2693 92531.6398 75331.7788 5.934476e+05 \n",
"60 NaN 41667.2427 41603.7177 29135.5053 2.345866e+05 \n",
"88 NaN 80963.5372 37055.6486 23092.8156 5.910338e+05 \n",
"96 NaN 26275.2000 26275.2000 10387.7487 1.266465e+06 \n",
"110 NaN 26375.8491 26375.8491 21407.3042 2.890793e+05 \n",
"... ... ... ... ... ... \n",
"27130 NaN 114422.3714 108751.8003 62484.0799 5.354967e+05 \n",
"27154 NaN 12980.0000 12980.0000 4633.1947 2.503842e+05 \n",
"27193 NaN 37051.5600 37051.5600 18267.2898 2.386120e+05 \n",
"27195 NaN 40262.4692 34936.1242 31485.3582 1.453475e+05 \n",
"27223 NaN 68040.8797 68040.8797 53950.9653 1.898341e+05 \n",
"\n",
" circ_mv is_st \n",
"55 2.464311e+05 True \n",
"62 2.507840e+05 True \n",
"134 3.143300e+05 True \n",
"154 5.842882e+05 True \n",
"166 4.655294e+05 True \n",
"... ... ... \n",
"5340 7.860100e+05 True \n",
"5381 2.782902e+05 True \n",
"5383 1.072515e+06 True \n",
"5439 2.097703e+05 True \n",
"5443 3.182165e+05 True \n",
" circ_mv is_st \n",
"54 3.072050e+05 True \n",
"60 2.342289e+05 True \n",
"88 2.705062e+05 True \n",
"96 1.266465e+06 True \n",
"110 2.890793e+05 True \n",
"... ... ... \n",
"27130 5.089584e+05 True \n",
"27154 2.503842e+05 True \n",
"27193 2.386120e+05 True \n",
"27195 1.261194e+05 True \n",
"27223 1.898341e+05 True \n",
"\n",
"[186 rows x 19 columns]\n"
"[886 rows x 19 columns]\n"
]
}
],
@@ -412,7 +407,7 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9340602 entries, 0 to 5443\n",
"Index: 9574993 entries, 0 to 27325\n",
"Data columns (total 3 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
@@ -420,7 +415,7 @@
" 1 trade_date object\n",
" 2 is_st bool \n",
"dtypes: bool(1), object(2)\n",
"memory usage: 222.7+ MB\n",
"memory usage: 228.3+ MB\n",
"None\n"
]
}