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| # HUGING_FACE_V3.2.0.py (整合 Bert_predict 和 XGBoost 版本 - 新特徵版本) | |
| # 系統套件 | |
| import os | |
| from datetime import datetime, timedelta | |
| import google.generativeai as genai | |
| import pandas as pd | |
| import numpy as np | |
| import yfinance as yf | |
| from dash import Dash, dcc, html, callback, Input, Output, State | |
| import dash | |
| import plotly.express as px | |
| import plotly.graph_objects as go | |
| from plotly.subplots import make_subplots | |
| import re | |
| from bs4 import BeautifulSoup | |
| import requests | |
| import time # 引用 time 模組以處理時間戳 | |
| import warnings | |
| warnings.filterwarnings('ignore') | |
| # ========================= 引用外部模組 START ========================= | |
| # 引用您組員的預測器程式 | |
| from Bert_predict import BertPredictor | |
| # 引用新的模型預測器 | |
| from model_predictor import XGBoostModel | |
| # ========================== 引用外部模組 END ========================== | |
| # ========================= 新增:交易回測模組 START ========================= | |
| class TradingBacktester: | |
| def __init__(self, initial_capital=1000000, max_position_ratio=0.8, batch_ratio=0.2): | |
| """ | |
| 初始化交易回測器 | |
| Args: | |
| initial_capital: 初始資金 (預設100萬) | |
| max_position_ratio: 最大持倉比例 (預設80%) | |
| batch_ratio: 每次分批交易比例 (預設20%) | |
| """ | |
| self.initial_capital = initial_capital | |
| self.max_position_ratio = max_position_ratio | |
| self.batch_ratio = batch_ratio | |
| # 交易記錄 | |
| self.trades = [] | |
| self.portfolio_value = [] | |
| self.positions = [] | |
| self.cash_history = [] | |
| # 策略參數 | |
| self.trend_threshold = 0.5 # 趨勢判斷閾值 (0.5%) | |
| self.min_trend_days = 3 # 最少連續趨勢天數 | |
| def get_trend_signal(self, predictions): | |
| """ | |
| 根據預測結果判斷趨勢信號 | |
| Args: | |
| predictions: dict包含1,5,10,20日預測結果 | |
| Returns: | |
| signal: 1(買進), -1(賣出), 0(持有) | |
| strength: 信號強度 (0-1) | |
| """ | |
| # 提取預測漲跌幅 | |
| pred_1d = predictions.get('1d', 0) | |
| pred_5d = predictions.get('5d', 0) | |
| pred_10d = predictions.get('10d', 0) | |
| pred_20d = predictions.get('20d', 0) | |
| # 計算趨勢分數 | |
| trend_score = 0 | |
| total_weight = 0 | |
| # 權重設計:近期權重較高 | |
| weights = {'1d': 0.4, '5d': 0.3, '10d': 0.2, '20d': 0.1} | |
| for period, pred in [('1d', pred_1d), ('5d', pred_5d), ('10d', pred_10d), ('20d', pred_20d)]: | |
| if abs(pred) > self.trend_threshold: | |
| trend_score += np.sign(pred) * weights[period] | |
| total_weight += weights[period] | |
| # 正規化趨勢分數 | |
| if total_weight > 0: | |
| trend_score = trend_score / total_weight | |
| # 判斷信號強度 | |
| strength = abs(trend_score) | |
| # 決定交易信號 | |
| if trend_score > 0.3: # 明顯上漲趨勢 | |
| return 1, strength | |
| elif trend_score < -0.3: # 明顯下跌趨勢 | |
| return -1, strength | |
| else: # 盤整或趨勢不明 | |
| return 0, strength | |
| def calculate_position_size(self, signal, strength, current_cash, current_price, current_position): | |
| """ | |
| 計算交易部位大小 | |
| Args: | |
| signal: 交易信號 | |
| strength: 信號強度 | |
| current_cash: 當前現金 | |
| current_price: 當前價格 | |
| current_position: 當前持股數量 | |
| Returns: | |
| shares_to_trade: 交易股數 (正數買入,負數賣出) | |
| """ | |
| max_position_value = self.initial_capital * self.max_position_ratio | |
| max_shares = int(max_position_value / current_price) | |
| if signal == 1: # 買進信號 | |
| # 計算可買進的最大股數 | |
| available_cash = current_cash * self.batch_ratio * strength | |
| max_buy_shares = int(available_cash / current_price) | |
| # 確保不超過最大持倉限制 | |
| remaining_capacity = max_shares - current_position | |
| shares_to_buy = min(max_buy_shares, remaining_capacity) | |
| return max(0, shares_to_buy) | |
| elif signal == -1: # 賣出信號 | |
| # 計算要賣出的股數 | |
| sell_ratio = self.batch_ratio * strength | |
| shares_to_sell = int(current_position * sell_ratio) | |
| return -min(shares_to_sell, current_position) | |
| return 0 | |
| def simulate_predictions(self, data, predictor_func): | |
| """ | |
| 模擬歷史預測結果 | |
| Args: | |
| data: 股價歷史資料 | |
| predictor_func: 預測函數 | |
| Returns: | |
| predictions_history: 歷史預測結果字典 | |
| """ | |
| predictions_history = {} | |
| # 為每個交易日生成預測 | |
| for i in range(60, len(data)): # 從第60天開始,確保有足夠歷史資料, | |
| current_date = data.index[i] | |
| historical_data = data.iloc[:i] # 到當前日期的歷史資料 | |
| try: | |
| # 呼叫預測函數 | |
| predictions = {} | |
| for days in [1, 5, 10, 20]: | |
| pred_result = predictor_func(historical_data, days) | |
| if pred_result: | |
| predictions[f'{days}d'] = pred_result.get('change_pct', 0) | |
| else: | |
| predictions[f'{days}d'] = 0 | |
| predictions_history[current_date] = predictions | |
| except Exception as e: | |
| # print(f"預測失敗 {current_date}: {e}") | |
| predictions_history[current_date] = { | |
| '1d': 0, '5d': 0, '10d': 0, '20d': 0 | |
| } | |
| return predictions_history | |
| def run_backtest(self, stock_data, predictor_func, start_date=None, end_date=None): | |
| """ | |
| 執行回測 | |
| Args: | |
| stock_data: 股價資料 | |
| predictor_func: 預測函數 | |
| start_date: 回測開始日期 | |
| end_date: 回測結束日期 | |
| Returns: | |
| results: 回測結果字典 | |
| """ | |
| # 重置交易記錄 | |
| self.trades = [] | |
| self.portfolio_value = [] | |
| self.positions = [] | |
| self.cash_history = [] | |
| # 設定回測期間 | |
| if start_date: | |
| stock_data = stock_data[stock_data.index >= start_date] | |
| if end_date: | |
| stock_data = stock_data[stock_data.index <= end_date] | |
| if len(stock_data) < 100: | |
| raise ValueError("資料不足,無法進行回測") | |
| print("開始生成歷史預測...") | |
| predictions_history = self.simulate_predictions(stock_data, predictor_func) | |
| # 初始化 | |
| current_cash = self.initial_capital | |
| current_position = 0 | |
| print("開始執行回測...") | |
| # 逐日回測 | |
| for date in stock_data.index: | |
| if date not in predictions_history: | |
| continue | |
| current_price = stock_data.loc[date, 'Close'] | |
| predictions = predictions_history[date] | |
| # 獲取交易信號 | |
| signal, strength = self.get_trend_signal(predictions) | |
| # 計算交易量 | |
| shares_to_trade = self.calculate_position_size( | |
| signal, strength, current_cash, current_price, current_position | |
| ) | |
| # 執行交易 | |
| if shares_to_trade != 0: | |
| trade_value = shares_to_trade * current_price | |
| # 更新現金和持倉 | |
| current_cash -= trade_value | |
| current_position += shares_to_trade | |
| # 記錄交易 | |
| self.trades.append({ | |
| 'date': date, | |
| 'signal': signal, | |
| 'shares': shares_to_trade, | |
| 'price': current_price, | |
| 'value': trade_value, | |
| 'strength': strength, | |
| 'predictions': predictions.copy() | |
| }) | |
| # 計算投資組合價值 | |
| portfolio_val = current_cash + current_position * current_price | |
| # 記錄每日狀態 | |
| self.portfolio_value.append({ | |
| 'date': date, | |
| 'portfolio_value': portfolio_val, | |
| 'cash': current_cash, | |
| 'position_value': current_position * current_price, | |
| 'position_shares': current_position, | |
| 'price': current_price | |
| }) | |
| # 計算績效指標 | |
| results = self._calculate_performance_metrics(stock_data) | |
| print(f"回測完成!總交易次數: {len(self.trades)}") | |
| return results | |
| def _calculate_performance_metrics(self, stock_data): | |
| """計算績效指標""" | |
| if not self.portfolio_value: | |
| return {} | |
| portfolio_df = pd.DataFrame(self.portfolio_value) | |
| portfolio_df.set_index('date', inplace=True) | |
| # 基本績效 | |
| final_value = portfolio_df['portfolio_value'].iloc[-1] | |
| total_return = (final_value / self.initial_capital - 1) * 100 | |
| # 基準比較(買入持有策略) | |
| initial_price = stock_data['Close'].iloc[0] | |
| final_price = stock_data['Close'].iloc[-1] | |
| benchmark_return = (final_price / initial_price - 1) * 100 | |
| # 計算波動率 | |
| portfolio_returns = portfolio_df['portfolio_value'].pct_change().dropna() | |
| annual_volatility = portfolio_returns.std() * np.sqrt(252) * 100 | |
| # 最大回撤 | |
| rolling_max = portfolio_df['portfolio_value'].expanding().max() | |
| drawdown = (portfolio_df['portfolio_value'] - rolling_max) / rolling_max | |
| max_drawdown = drawdown.min() * 100 | |
| # 夏普比率 (假設無風險利率為2%) | |
| risk_free_rate = 0.02 | |
| excess_return = total_return/100 - risk_free_rate | |
| sharpe_ratio = excess_return / (annual_volatility/100) if annual_volatility > 0 else 0 | |
| # 交易統計 | |
| trades_df = pd.DataFrame(self.trades) if self.trades else pd.DataFrame() | |
| buy_trades = len(trades_df[trades_df['signal'] == 1]) if not trades_df.empty else 0 | |
| sell_trades = len(trades_df[trades_df['signal'] == -1]) if not trades_df.empty else 0 | |
| results = { | |
| 'final_value': final_value, | |
| 'total_return': total_return, | |
| 'benchmark_return': benchmark_return, | |
| 'excess_return': total_return - benchmark_return, | |
| 'annual_volatility': annual_volatility, | |
| 'max_drawdown': max_drawdown, | |
| 'sharpe_ratio': sharpe_ratio, | |
| 'total_trades': len(self.trades), | |
| 'buy_trades': buy_trades, | |
| 'sell_trades': sell_trades, | |
| 'win_rate': self._calculate_win_rate(), | |
| 'portfolio_df': portfolio_df, | |
| 'trades_df': trades_df, | |
| 'initial_capital': self.initial_capital | |
| } | |
| return results | |
| def _calculate_win_rate(self): | |
| """計算勝率""" | |
| if len(self.trades) < 2: | |
| return 0 | |
| # 簡化的勝率計算:檢查每筆交易後的價格變化 | |
| winning_trades = 0 | |
| total_closed_trades = 0 | |
| for i in range(len(self.trades) - 1): | |
| current_trade = self.trades[i] | |
| next_trade = self.trades[i + 1] | |
| if current_trade['signal'] == 1: # 買入交易 | |
| price_change = (next_trade['price'] - current_trade['price']) / current_trade['price'] | |
| if price_change > 0: | |
| winning_trades += 1 | |
| total_closed_trades += 1 | |
| return (winning_trades / total_closed_trades * 100) if total_closed_trades > 0 else 0 | |
| def create_backtest_chart(self, results, stock_data): | |
| """創建回測結果圖表""" | |
| if 'portfolio_df' not in results: | |
| return go.Figure() | |
| portfolio_df = results['portfolio_df'] | |
| trades_df = results['trades_df'] | |
| # 創建子圖 | |
| fig = make_subplots( | |
| rows=3, cols=1, | |
| shared_xaxes=True, | |
| vertical_spacing=0.05, | |
| row_heights=[0.5, 0.25, 0.25], | |
| subplot_titles=('投資組合價值 vs 基準', '持倉變化', '交易信號') | |
| ) | |
| # 第一個子圖:投資組合價值對比 | |
| fig.add_trace( | |
| go.Scatter( | |
| x=portfolio_df.index, | |
| y=portfolio_df['portfolio_value'], | |
| mode='lines', | |
| name='投資組合價值', | |
| line=dict(color='blue', width=2) | |
| ), | |
| row=1, col=1 | |
| ) | |
| # 基準線(買入持有) | |
| benchmark_values = [] | |
| initial_shares = self.initial_capital / stock_data['Close'].iloc[0] | |
| for date in portfolio_df.index: | |
| if date in stock_data.index: | |
| benchmark_val = initial_shares * stock_data.loc[date, 'Close'] | |
| benchmark_values.append(benchmark_val) | |
| else: | |
| benchmark_values.append(np.nan) | |
| fig.add_trace( | |
| go.Scatter( | |
| x=portfolio_df.index, | |
| y=benchmark_values, | |
| mode='lines', | |
| name='買入持有基準', | |
| line=dict(color='gray', width=2, dash='dash') | |
| ), | |
| row=1, col=1 | |
| ) | |
| # 第二個子圖:持倉變化 | |
| fig.add_trace( | |
| go.Scatter( | |
| x=portfolio_df.index, | |
| y=portfolio_df['position_shares'], | |
| mode='lines', | |
| name='持股數量', | |
| line=dict(color='green', width=2) | |
| ), | |
| row=2, col=1 | |
| ) | |
| # 第三個子圖:價格和交易信號 | |
| # 先畫價格線 | |
| price_data = stock_data.reindex(portfolio_df.index, method='ffill') | |
| fig.add_trace( | |
| go.Scatter( | |
| x=portfolio_df.index, | |
| y=price_data['Close'], | |
| mode='lines', | |
| name='股價', | |
| line=dict(color='black', width=1) | |
| ), | |
| row=3, col=1 | |
| ) | |
| # 添加交易點 | |
| if not trades_df.empty: | |
| buy_trades = trades_df[trades_df['signal'] == 1] | |
| sell_trades = trades_df[trades_df['signal'] == -1] | |
| if not buy_trades.empty: | |
| fig.add_trace( | |
| go.Scatter( | |
| x=buy_trades['date'], | |
| y=buy_trades['price'], | |
| mode='markers', | |
| name='買入', | |
| marker=dict(color='red', size=8, symbol='triangle-up') | |
| ), | |
| row=3, col=1 | |
| ) | |
| if not sell_trades.empty: | |
| fig.add_trace( | |
| go.Scatter( | |
| x=sell_trades['date'], | |
| y=sell_trades['price'], | |
| mode='markers', | |
| name='賣出', | |
| marker=dict(color='green', size=8, symbol='triangle-down') | |
| ), | |
| row=3, col=1 | |
| ) | |
| # 更新布局 | |
| fig.update_layout( | |
| title=f"交易策略回測結果", | |
| height=800, | |
| showlegend=True, | |
| xaxis3_title="日期" | |
| ) | |
| fig.update_yaxes(title_text="價值 (TWD)", row=1, col=1) | |
| fig.update_yaxes(title_text="股數", row=2, col=1) | |
| fig.update_yaxes(title_text="股價 (TWD)", row=3, col=1) | |
| return fig | |
| def create_backtest_summary_card(results): | |
| """創建回測摘要卡片""" | |
| if not results: | |
| return html.Div("回測結果為空", style={'color': 'red'}) | |
| # 決定績效顏色 | |
| return_color = 'red' if results['total_return'] > 0 else 'green' | |
| excess_color = 'red' if results['excess_return'] > 0 else 'green' | |
| return html.Div([ | |
| html.Div([ | |
| html.H4("交易策略回測摘要", style={'color': '#2C3E50', 'margin-bottom': '20px'}), | |
| # 核心績效指標 | |
| html.Div([ | |
| html.Div([ | |
| html.H5("總報酬率", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['total_return']:+.2f}%", | |
| style={'margin': '5px 0', 'color': return_color, 'font-weight': 'bold'}) | |
| ], className="metric-item"), | |
| html.Div([ | |
| html.H5("vs 買入持有", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['excess_return']:+.2f}%", | |
| style={'margin': '5px 0', 'color': excess_color, 'font-weight': 'bold'}) | |
| ], className="metric-item"), | |
| html.Div([ | |
| html.H5("夏普比率", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['sharpe_ratio']:.2f}", | |
| style={'margin': '5px 0', 'color': '#3498DB', 'font-weight': 'bold'}) | |
| ], className="metric-item"), | |
| html.Div([ | |
| html.H5("最大回撤", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['max_drawdown']:.2f}%", | |
| style={'margin': '5px 0', 'color': '#E74C3C', 'font-weight': 'bold'}) | |
| ], className="metric-item") | |
| ], style={'display': 'flex', 'justify-content': 'space-around', 'margin-bottom': '20px'}), | |
| # 詳細統計 | |
| html.Hr(), | |
| html.Table([ | |
| html.Tr([html.Td("最終投資組合價值"), html.Td(f"${results['final_value']:,.0f}")]), | |
| html.Tr([html.Td("初始資金"), html.Td(f"${results.get('initial_capital', 1000000):,.0f}")]), | |
| html.Tr([html.Td("年化波動率"), html.Td(f"{results['annual_volatility']:.2f}%")]), | |
| html.Tr([html.Td("總交易次數"), html.Td(f"{results['total_trades']}")]), | |
| html.Tr([html.Td("買入次數"), html.Td(f"{results['buy_trades']}")]), | |
| html.Tr([html.Td("賣出次數"), html.Td(f"{results['sell_trades']}")]), | |
| html.Tr([html.Td("交易勝率"), html.Td(f"{results['win_rate']:.1f}%")]) | |
| ], style={'width': '100%', 'margin-top': '10px'}) | |
| ]) | |
| ], style={ | |
| 'padding': '25px', | |
| 'background': 'white', | |
| 'border-radius': '12px', | |
| 'box-shadow': '0 4px 20px rgba(0,0,0,0.08)', | |
| 'border': '1px solid #e9ecef', | |
| 'margin-bottom': '20px' | |
| }) | |
| # ========================= 新增:交易回測模組 END ========================= | |
| # ========================== 引用外部模組 END ========================== | |
| # ========================= 全域設定 START ========================= | |
| # 【【【模型切換開關】】】 | |
| # False: 使用簡易統計模型 (預設) | |
| # True: 使用 model_predictor.py 中的進階 XGBoost 模型 | |
| USE_ADVANCED_MODEL = True | |
| # ========================= CACHE 設定 START ========================= | |
| # 分析結果的快取字典 | |
| ANALYSIS_CACHE = {} | |
| ANALYSIS_CACHE_DURATION = 60 # 分析結果緩存60秒 | |
| STOCK_DATA_CACHE = {} | |
| CACHE_EXPIRE_SECONDS = 60 # 改為1分鐘,確保數據更及時 | |
| # 快取有效時間(秒),例如:8 小時 = 8 * 60 * 60 = 28800 秒 | |
| CACHE_DURATION_SECONDS = 60 # 60秒緩存 | |
| # ========================== CACHE 設定 END ========================== | |
| # ========================== 全域設定 END ========================== | |
| # 台股代號對應表 (移除台指期,因為它現在是獨立個塊) | |
| TAIWAN_STOCKS = { | |
| '元大台灣50': '0050.TW', | |
| '台積電': '2330.TW', | |
| '聯發科': '2454.TW', | |
| '鴻海': '2317.TW', | |
| '台達電': '2308.TW', | |
| '廣達': '2382.TW', | |
| '富邦金': '2881.TW', | |
| '中信金': '2891.TW', | |
| '國泰金': '2882.TW', | |
| '聯電': '2303.TW', | |
| '中華電': '2412.TW', | |
| '玉山金': '2884.TW', | |
| '兆豐金': '2886.TW', | |
| '日月光投控': '3711.TW', | |
| '華碩': '2357.TW', | |
| '統一': '1216.TW', | |
| '元大金': '2885.TW', | |
| '智邦': '2345.TW', | |
| '緯創': '3231.TW', | |
| '華邦': '3034.TW', | |
| '第一金': '2892.TW', | |
| '瑞昱': '2379.TW', | |
| '緯穎': '6669.TW', | |
| '永豐金': '2890.TW', | |
| '合庫金': '5880.TW', | |
| '臺南金': '2880.TW', | |
| '台光電': '2383.TW', | |
| '世芯-KY': '3661.TW', | |
| '奇鋐': '3017.TW', | |
| '凱基金': '2883.TW', | |
| '大立光': '3008.TW', | |
| '長榮': '2603.TW', | |
| '光寶科': '2301.TW', | |
| '中鋼': '2002.TW', | |
| '中租-KY': '5871.TW', | |
| '國巨': '2327.TW', | |
| '台新金': '2887.TW', | |
| '上海商銀': '5876.TW', | |
| '台泥': '1101.TW', | |
| '台灣大': '3045.TW', | |
| '和碩': '4938.TW', | |
| '遠傳': '4904.TW', | |
| '和泰車': '2207.TW', | |
| '研華': '2395.TW', | |
| '台塑': '1301.TW', | |
| '統一超': '2912.TW', | |
| '藥華藥': '6446.TW', | |
| '南亞': '1303.TW', | |
| '陽明': '2609.TW', | |
| '謝海': '2615.TW', | |
| '台塑化': '6505.TW', | |
| '慧洋-KY': '2637.TW', | |
| '上銀': '2049.TW', | |
| '南亞科': '2408.TW', | |
| '旺宏': '2337.TW', | |
| '譜瑞-KY': '4966.TWO', | |
| '貿聯-KY': '3665.TW', | |
| '驊訊': '6870.TWO', | |
| '穩懋': '3105.TWO', | |
| '金居': '8358.TWO', | |
| '緯軟': '4953.TWO', | |
| '宏捷科': '8086.TWO', | |
| '漢磊': '3707.TWO', | |
| '茂矽': '2342.TW', | |
| '騰雲': '6870.TWO', | |
| '順德': '2351.TW', | |
| '明泰': '3380.TW', | |
| } | |
| # 產業分類 | |
| INDUSTRY_MAPPING = { | |
| '0050.TW': 'ETF', | |
| '2330.TW': '半導體', | |
| '2454.TW': '半導體', | |
| '2317.TW': '電子組件', | |
| '2308.TW': '電子', | |
| '2382.TW': '電子', | |
| '2881.TW': '金融', | |
| '2891.TW': '金融', | |
| '2882.TW': '金融', | |
| '2303.TW': '半導體', | |
| '2412.TW': '電信', | |
| '2884.TW': '金融', | |
| '2886.TW': '金融', | |
| '3711.TW': '半導體', | |
| '2357.TW': '電子', | |
| '1216.TW': '食品', | |
| '2885.TW': '金融', | |
| '2345.TW': '網通設備', | |
| '3231.TW': '電子', | |
| '3034.TW': '半導體', | |
| '2892.TW': '金融', | |
| '2379.TW': '半導體', | |
| '6669.TW': '電子', | |
| '2890.TW': '金融', | |
| '5880.TW': '金融', | |
| '2880.TW': '金融', | |
| '2383.TW': '電子', | |
| '3661.TW': '半導體', | |
| '3017.TW': '電子', | |
| '2883.TW': '金融', | |
| '3008.TW': '光學', | |
| '2603.TW': '航運', | |
| '2301.TW': '電子', | |
| '2002.TW': '鋼鐵', | |
| '5871.TW': '金融', | |
| '2327.TW': '電子被動元件', | |
| '2887.TW': '金融', | |
| '5876.TW': '金融', | |
| '1101.TW': '營建', | |
| '3045.TW': '電信', | |
| '4938.TW': '電子', | |
| '4904.TW': '電信', | |
| '2207.TW': '汽車', | |
| '2395.TW': '電腦周邊', | |
| '1301.TW': '塑膠', | |
| '2912.TW': '百貨', | |
| '6446.TW': '生技', | |
| '1303.TW': '塑膠', | |
| '2609.TW': '航運', | |
| '2615.TW': '航運', | |
| '6505.TW': '塑膠', | |
| '2637.TW': '散裝航運', | |
| '2049.TW': '工具機', | |
| '2408.TW': 'DRAM', | |
| '2337.TW': 'NFLSH', | |
| '4966.TWO': '高速傳輸', | |
| '3665.TW': '連接器', | |
| '6870.TWO': '軟體整合', | |
| '3105.TWO': 'PA功率', | |
| '8358.TWO': '銅箔', | |
| '4953.TWO': '軟體', | |
| '8086.TWO': 'PA功率', | |
| '3707.TWO': '矽晶圓', | |
| '2342.TW': '矽晶圓', | |
| '2351.TW': '導線架', | |
| '6870.TWO': '軟體整合', | |
| '3380.TW': '網通' | |
| } | |
| # ========================= 風險管理模組 START ========================= | |
| class RiskAnalyzer: | |
| def __init__(self): | |
| self.risk_free_rate = 0.01 # 假設無風險利率為1% | |
| def calculate_var(self, returns, confidence_level=0.05): | |
| """計算風險價值 (Value at Risk)""" | |
| if returns is None or len(returns) < 30: | |
| return None | |
| return np.percentile(returns.dropna(), confidence_level * 100) | |
| def calculate_sharpe_ratio(self, returns): | |
| """計算夏普比率""" | |
| if returns is None or returns.std() == 0: | |
| return 0 | |
| excess_returns = returns - self.risk_free_rate / 252 | |
| return excess_returns.mean() / excess_returns.std() * np.sqrt(252) | |
| def calculate_max_drawdown(self, prices): | |
| """計算最大回撤""" | |
| if prices is None or prices.empty: | |
| return None | |
| # 使用 pct_change() 計算每日報酬率,並加 1 | |
| daily_returns = prices.pct_change() + 1 | |
| # 計算累積乘積,填充 NA 值為 1 | |
| cumulative = daily_returns.cumprod().fillna(1) | |
| rolling_max = cumulative.expanding().max() | |
| drawdown = (cumulative - rolling_max) / rolling_max | |
| return drawdown.min() | |
| def calculate_beta(self, stock_returns, market_returns): | |
| """計算貝塔值""" | |
| if stock_returns is None or market_returns is None or len(stock_returns) != len(market_returns) or len( | |
| stock_returns) < 30: | |
| return None | |
| # 合併並去除NA值以對齊數據 | |
| combined = pd.DataFrame({'stock': stock_returns, 'market': market_returns}).dropna() | |
| if len(combined) < 30: | |
| return None | |
| covariance = np.cov(combined['stock'], combined['market'])[0][1] | |
| market_variance = np.var(combined['market']) | |
| return covariance / market_variance if market_variance != 0 else 0 | |
| # ========================== 風險管理模組 END ========================== | |
| def clear_all_cache(): | |
| """清理所有緩存""" | |
| global ANALYSIS_CACHE, BACKTEST_CACHE | |
| ANALYSIS_CACHE.clear() | |
| if 'BACKTEST_CACHE' in globals(): | |
| BACKTEST_CACHE.clear() | |
| print("所有緩存已清空") | |
| def get_stock_data(symbol, period='1y'): | |
| """獲取股票資料 - 添加調試信息""" | |
| try: | |
| current_time = datetime.now() | |
| print(f"[{current_time.strftime('%H:%M:%S')}] 正在獲取 {symbol} 數據...") | |
| stock = yf.Ticker(symbol) | |
| data = stock.history(period=period) | |
| if data.empty and symbol == 'TXF=F': | |
| stock = yf.Ticker('0050.TW') | |
| data = stock.history(period=period) | |
| if data.empty: | |
| stock = yf.Ticker('^TWII') | |
| data = stock.history(period=period) | |
| if not data.empty: | |
| latest_close = data['Close'].iloc[-1] | |
| latest_date = data.index[-1].strftime('%Y-%m-%d') | |
| print(f"[{current_time.strftime('%H:%M:%S')}] {symbol} 數據獲取成功: {latest_date}, 收盤價: {latest_close:.2f}") | |
| else: | |
| print(f"[{current_time.strftime('%H:%M:%S')}] 警告: {symbol} 數據為空") | |
| return data | |
| except Exception as e: | |
| print(f"獲取 {symbol} 數據時發生錯誤: {e}") | |
| return pd.DataFrame() | |
| def get_us_market_data(): | |
| """獲取美股指數數據""" | |
| try: | |
| indices = { | |
| 'DJI': '^DJI', # 道瓊指數 | |
| 'NAS': '^IXIC', # 那斯達克 | |
| 'SOX': '^SOX', # 費城半導體 | |
| 'S&P_500': '^GSPC', # S&P 500 | |
| 'TSM_ADR': 'TSM' # 台積電ADR | |
| } | |
| market_data = {} | |
| for name, symbol in indices.items(): | |
| try: | |
| data = yf.Ticker(symbol).history(period='5d') | |
| if not data.empty: | |
| market_data[name] = data['Close'].iloc[-1] | |
| else: | |
| market_data[name] = 0 | |
| except: | |
| market_data[name] = 0 | |
| return market_data | |
| except Exception as e: | |
| print(f"獲取美股數據時發生錯誤: {e}") | |
| return {'DJI': 0, 'NAS': 0, 'SOX': 0, 'S&P_500': 0, 'TSM_ADR': 0} | |
| def get_exchange_rate(): | |
| """獲取台幣匯率 (USD/TWD)""" | |
| try: | |
| data = yf.Ticker('USDTWD=X').history(period='5d') | |
| if not data.empty: | |
| return data['Close'].iloc[-1] | |
| else: | |
| return 31.5 # 預設值 | |
| except: | |
| return 31.5 | |
| def simple_statistical_predict(data, predict_days=5): | |
| """簡化的統計預測模型 - 基於真實市場時間變化""" | |
| if len(data) < 60: | |
| return None | |
| prices = data['Close'].values | |
| current_price = prices[-1] | |
| ma_short = np.mean(prices[-5:]) | |
| ma_medium = np.mean(prices[-20:]) | |
| ma_long = np.mean(prices[-60:]) | |
| recent_trend = np.polyfit(range(20), prices[-20:], 1)[0] | |
| volatility = np.std(prices[-20:]) / np.mean(prices[-20:]) | |
| # 使用系統時間作為市場變化因子 | |
| now = datetime.now() | |
| # 時間相關因子(基於當前時間) | |
| hour_factor = (now.hour % 24) * 0.0001 # 小時因子 | |
| minute_factor = now.minute * 0.000001 # 分鐘因子 | |
| second_factor = now.second * 0.0000001 # 秒因子 | |
| time_factor = hour_factor + minute_factor + second_factor | |
| # 市場開盤時間調整 | |
| if 9 <= now.hour <= 13: # 台股交易時間 | |
| market_active_factor = 0.001 | |
| else: | |
| market_active_factor = -0.0005 | |
| base_change = recent_trend * predict_days | |
| trend_factor = 1.0 + (0.02 if ma_short > ma_medium > ma_long else -0.02 if ma_short < ma_medium < ma_long else 0) | |
| # 結合時間因子 | |
| total_time_factor = time_factor + market_active_factor | |
| predicted_price = current_price * trend_factor + base_change + (current_price * total_time_factor) | |
| # 計算漲幅百分比 | |
| change_pct = ((predicted_price - current_price) / current_price) * 100 | |
| change_pct = np.clip(change_pct, -15.0, 15.0) | |
| confidence = max(0.6, 1 - volatility * 2) | |
| print(f"[{now.strftime('%H:%M:%S')}] 統計預測 - 時間因子: {total_time_factor:.8f}, 預測漲幅: {change_pct:+.2f}%") | |
| return { | |
| 'predicted_price': predicted_price, | |
| 'change_pct': change_pct, | |
| 'confidence': confidence | |
| } | |
| def calculate_new_features(df): | |
| """ | |
| 計算新的技術指標特徵 - 針對新特徵需求 (已修正) | |
| """ | |
| if df.empty: | |
| return df | |
| # 1. return_t-1 – 前一日報酬率 | |
| df['return_t-1'] = df['Close'].pct_change() | |
| # 2. return_t-5 – 過去 5 日累積報酬率 | |
| df['return_t-5'] = (df['Close'] / df['Close'].shift(5) - 1) | |
| # 3. MA5_close – 5 日移動平均價 | |
| df['MA5_close'] = df['Close'].rolling(window=5).mean() | |
| # 4. volatility_5d – 5 日報酬標準差(短期波動) | |
| df['volatility_5d'] = df['return_t-1'].rolling(window=5).std() | |
| # 5. volume_ratio_5d – 今日成交量 ÷ 5 日均量 | |
| # Note: Use 'Volume' with a capital V | |
| df['volume_5d_avg'] = df['Volume'].rolling(window=5).mean() | |
| df['volume_ratio_5d'] = df['Volume'] / df['volume_5d_avg'] | |
| # 6. MACD_diff – MACD - signal(趨勢強弱) | |
| # This is already calculated as 'MACD_Histogram' in calculate_technical_indicators, but we'll recalculate to be safe. | |
| exp1 = df['Close'].ewm(span=12, adjust=False).mean() | |
| exp2 = df['Close'].ewm(span=26, adjust=False).mean() | |
| macd_line = exp1 - exp2 | |
| signal_line = macd_line.ewm(span=9, adjust=False).mean() | |
| df['MACD_diff'] = macd_line - signal_line | |
| # 7. volume_weighted_return - 成交量加權報酬率 | |
| # 【【ERROR FIX】】 Use 'Volume' with a capital V instead of 'volume' | |
| df['volume_weighted_return'] = abs(df['return_t-1']) * df['Volume'] | |
| # 移除輔助欄位 | |
| if 'volume_5d_avg' in df.columns: | |
| df = df.drop('volume_5d_avg', axis=1) | |
| return df | |
| def advanced_xgboost_predict(predict_days=5): | |
| """使用 XGBoost 模型進行預測 - 強制刷新數據版本""" | |
| try: | |
| print(f"開始XGBoost預測 - {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}") | |
| xgb_model = XGBoostModel() | |
| # 強制重新獲取台指數據 - 不使用緩存 | |
| print("正在獲取最新台指數據...") | |
| taiex_data = get_stock_data('^TWII', '2y') | |
| if taiex_data.empty or len(taiex_data) < 60: | |
| print("台指期數據不足,無法進行XGBoost預測") | |
| return None | |
| taiex_data = calculate_technical_indicators(taiex_data) | |
| taiex_data = calculate_new_features(taiex_data) | |
| # 新增 volume_weighted_return 計算 | |
| # if 'return_t-1' in taiex_data.columns and 'Volume' in taiex_data.columns: | |
| # taiex_data['volume_weighted_return'] = abs(taiex_data['return_t-1']) * taiex_data['Volume'] | |
| # else: | |
| # taiex_data['volume_weighted_return'] = 0 | |
| print("正在獲取美股數據...") | |
| us_market_data = get_us_market_data() | |
| try: | |
| if predictor is not None: | |
| sentiment_score_raw = predictor.get_news_index() | |
| if sentiment_score_raw is None: sentiment_score_raw = 0 | |
| print(f"新聞情緒分數: {sentiment_score_raw}") | |
| else: | |
| sentiment_score_raw = 0 | |
| except: | |
| sentiment_score_raw = 0 | |
| latest_data = taiex_data.iloc[-1] | |
| # 【【修改點】】定義完整的特徵列表 | |
| feature_columns_map = { | |
| 'close': latest_data.get('Close', 0), | |
| 'return_t-1': latest_data.get('return_t-1', 0), | |
| 'return_t-5': latest_data.get('return_t-5', 0), | |
| 'MA5_close': latest_data.get('MA5_close', 0), | |
| 'volatility_5d': latest_data.get('volatility_5d', 0), | |
| 'volume_ratio_5d': latest_data.get('volume_ratio_5d', 0), | |
| 'MACD_diff': latest_data.get('MACD_diff', 0), | |
| 'NEWS': sentiment_score_raw, | |
| 'MACDvol': latest_data.get('MACDvol', 0), | |
| 'RSI_14': latest_data.get('RSI', 0), # 注意: app.py中計算的欄位名為 'RSI' | |
| 'ADX': latest_data.get('ADX', 0), | |
| 'volume_weighted_return': latest_data.get('volume_weighted_return', 0) | |
| } | |
| dji_return = 0 | |
| sox_return = 0 | |
| try: | |
| dji_data = get_stock_data('^DJI', '5d') | |
| if not dji_data.empty and len(dji_data) >= 2: | |
| dji_return = (dji_data['Close'].iloc[-1] / dji_data['Close'].iloc[-2] - 1) | |
| except: pass | |
| try: | |
| sox_data = get_stock_data('^SOX', '5d') | |
| if not sox_data.empty and len(sox_data) >= 2: | |
| sox_return = (sox_data['Close'].iloc[-1] / sox_data['Close'].iloc[-2] - 1) | |
| except: pass | |
| feature_columns_map['dji_return_t-1'] = dji_return | |
| feature_columns_map['sox_return_t-1'] = sox_return | |
| # 處理可能的 NaN 值 | |
| for key, value in feature_columns_map.items(): | |
| if pd.isna(value): | |
| feature_columns_map[key] = 0 | |
| input_df = pd.DataFrame([feature_columns_map]) | |
| print("\n=== 📊 本次預測輸入特徵 DataFrame ===") | |
| print(input_df) | |
| print("======================================\n") | |
| predictions = xgb_model.predict('xgboost_model', input_df) | |
| if predictions is None: | |
| return None | |
| pred_mapping = {1: 'Change_pct_t1_pred', 5: 'Change_pct_t5_pred', 10: 'Change_pct_t10_pred', 20: 'Change_pct_t20_pred'} | |
| closest_day = min(pred_mapping.keys(), key=lambda x: abs(x - predict_days)) | |
| pred_key = pred_mapping[closest_day] | |
| predicted_change_pct = predictions[pred_key] | |
| current_price = latest_data['Close'] | |
| predicted_price = current_price * (1 + predicted_change_pct / 100) | |
| print(f"XGBoost預測結果 - 漲幅: {predicted_change_pct:+.2f}%, 時間: {datetime.now().strftime('%H:%M:%S')}") | |
| return {'predicted_price': predicted_price, 'change_pct': predicted_change_pct, 'confidence': 0.75} | |
| except Exception as e: | |
| print(f"XGBoost 預測錯誤: {e}") | |
| import traceback | |
| traceback.print_exc() | |
| return None | |
| # 呼叫模型預測 | |
| predictions = model.predict('xgboost_model', input_df) | |
| def clear_old_cache(): | |
| """清理過期的緩存數據""" | |
| current_time = time.time() | |
| expired_keys = [] | |
| for key, (data, cache_time) in STOCK_DATA_CACHE.items(): | |
| if current_time - cache_time > CACHE_EXPIRE_SECONDS: | |
| expired_keys.append(key) | |
| for key in expired_keys: | |
| del STOCK_DATA_CACHE[key] | |
| print(f"清理過期緩存: {key}") | |
| def get_prediction(data, predict_days=5): | |
| """ | |
| 【【模型預測控制器】】 | |
| 根據 USE_ADVANCED_MODEL 的設定,呼叫對應的預測模型。 | |
| """ | |
| if USE_ADVANCED_MODEL: | |
| print(f"模式: 進階XGBoost模型 | 預測天期: {predict_days}天") | |
| prediction = advanced_xgboost_predict(predict_days) | |
| # 如果進階模型預測失敗,則自動降級使用簡易模型 | |
| if prediction is not None: | |
| return prediction | |
| else: | |
| print("進階模型預測失敗,自動降級為簡易統計模型。") | |
| # 預設或降級時執行簡易模型 | |
| print(f"模式: 簡易統計模型 | 預測天期: {predict_days}天") | |
| return simple_statistical_predict(data, predict_days) | |
| def calculate_technical_indicators(df): | |
| """計算技術指標""" | |
| if df.empty: return df | |
| # 移動平均線 | |
| df['MA5'] = df['Close'].rolling(window=5).mean() | |
| df['MA20'] = df['Close'].rolling(window=20).mean() | |
| # RSI | |
| delta = df['Close'].diff() | |
| gain = (delta.where(delta > 0, 0)).rolling(window=14).mean() | |
| loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean() | |
| rs = gain / loss | |
| df['RSI'] = 100 - (100 / (1 + rs)) | |
| # MACD | |
| exp1 = df['Close'].ewm(span=12).mean() | |
| exp2 = df['Close'].ewm(span=26).mean() | |
| df['MACD'] = exp1 - exp2 | |
| df['MACD_Signal'] = df['MACD'].ewm(span=9).mean() | |
| df['MACD_Histogram'] = df['MACD'] - df['MACD_Signal'] | |
| # 布林通道 | |
| df['BB_Middle'] = df['Close'].rolling(window=20).mean() | |
| bb_std = df['Close'].rolling(window=20).std() | |
| df['BB_Upper'] = df['BB_Middle'] + (bb_std * 2) | |
| df['BB_Lower'] = df['BB_Middle'] - (bb_std * 2) | |
| # KD 指標 | |
| low_min = df['Low'].rolling(window=9).min() | |
| high_max = df['High'].rolling(window=9).max() | |
| rsv = (df['Close'] - low_min) / (high_max - low_min) * 100 | |
| df['K'] = rsv.ewm(com=2).mean() | |
| df['D'] = df['K'].ewm(com=2).mean() | |
| # 威廉指標 | |
| low_min_14 = df['Low'].rolling(window=14).min() | |
| high_max_14 = df['High'].rolling(window=14).max() | |
| df['Williams_R'] = -100 * (high_max_14 - df['Close']) / (high_max_14 - low_min_14) | |
| # DMI 指標 | |
| df['up_move'] = df['High'] - df['High'].shift(1) | |
| df['down_move'] = df['Low'].shift(1) - df['Low'] | |
| df['+DM'] = np.where((df['up_move'] > df['down_move']) & (df['up_move'] > 0), df['up_move'], 0) | |
| df['-DM'] = np.where((df['down_move'] > df['up_move']) & (df['down_move'] > 0), df['down_move'], 0) | |
| df['TR'] = np.max([df['High'] - df['Low'], abs(df['High'] - df['Close'].shift(1)), abs(df['Low'] - df['Close'].shift(1))], axis=0) | |
| df['+DI'] = (df['+DM'].ewm(com=13, adjust=False).mean() / df['TR'].ewm(com=13, adjust=False).mean()) * 100 | |
| df['-DI'] = (df['-DM'].ewm(com=13, adjust=False).mean() / df['TR'].ewm(com=13, adjust=False).mean()) * 100 | |
| df['DX'] = abs(df['+DI'] - df['-DI']) / (df['+DI'] + df['-DI']) * 100 | |
| df['ADX'] = df['DX'].ewm(com=13, adjust=False).mean() | |
| # 【【新增】】計算成交量MACD (MACDvol) | |
| if 'Volume' in df.columns and not df['Volume'].isnull().all(): | |
| exp1_vol = df['Volume'].ewm(span=12, adjust=False).mean() | |
| exp2_vol = df['Volume'].ewm(span=26, adjust=False).mean() | |
| df['MACDvol'] = exp1_vol - exp2_vol | |
| else: | |
| df['MACDvol'] = 0 # 如果沒有成交量數據,則設為0 | |
| return df | |
| def calculate_volume_profile(df, num_bins=50): | |
| if df.empty or 'High' not in df.columns or 'Low' not in df.columns or 'Volume' not in df.columns: | |
| return None, None, None | |
| all_prices = np.concatenate([df['High'].values, df['Low'].values]) | |
| min_price, max_price = all_prices.min(), all_prices.max() | |
| price_for_volume = (df['High'] + df['Low'] + df['Close']) / 3 | |
| df_vol_profile = df.copy() | |
| df_vol_profile['Price_Indicator'] = price_for_volume | |
| hist, bin_edges = np.histogram(df_vol_profile['Price_Indicator'], bins=num_bins, range=(min_price, max_price), weights=df_vol_profile['Volume']) | |
| price_centers = (bin_edges[:-1] + bin_edges[1:]) / 2 | |
| return bin_edges, hist, price_centers | |
| def get_business_climate_data(): | |
| try: | |
| if not os.path.exists('business_climate.csv'): return pd.DataFrame() | |
| df = pd.read_csv('business_climate.csv') | |
| if 'Date' not in df.columns: df.columns = ['Date', 'Index'] if len(df.columns) == 2 else df.columns | |
| if 'Date' in df.columns: | |
| try: df['Date'] = pd.to_datetime(df['Date'] + '-01', format='%Y-%m-%d', errors='coerce') | |
| except: df['Date'] = pd.to_datetime(df['Date'], errors='coerce') | |
| df = df.dropna(subset=['Date']) | |
| return df | |
| except Exception as e: | |
| print(f"無法獲取景氣燈號資料: {str(e)}") | |
| return pd.DataFrame() | |
| def get_pmi_data(): | |
| try: | |
| if not os.path.exists('taiwan_pmi.csv'): return pd.DataFrame() | |
| df = pd.read_csv('taiwan_pmi.csv') | |
| if 'DATE' in df.columns: df = df.rename(columns={'DATE': 'Date', 'INDEX': 'Index'}) | |
| elif len(df.columns) == 2: df.columns = ['Date', 'Index'] | |
| if 'Date' in df.columns: | |
| try: df['Date'] = pd.to_datetime(df['Date'] + '-01', format='%Y-%m-%d', errors='coerce') | |
| except: df['Date'] = pd.to_datetime(df['Date'], errors='coerce') | |
| df = df.dropna(subset=['Date']) | |
| return df | |
| except Exception as e: | |
| print(f"無法獲取 PMI 資料: {str(e)}") | |
| return pd.DataFrame() | |
| def generate_gemini_analysis(stock_name, stock_symbol, period, data): | |
| """ | |
| 使用 Gemini API 生成基本面和市場展望分析。 | |
| """ | |
| api_key = os.getenv("GEMINI_API_KEY") | |
| if not api_key: | |
| return "無法讀取 GEMINI API 金鑰", "請在系統環境變數中設定您的金鑰" | |
| try: | |
| genai.configure(api_key=api_key) | |
| model = genai.GenerativeModel('gemini-2.0-flash') | |
| price_change = ((data['Close'].iloc[-1] - data['Close'].iloc[0]) / data['Close'].iloc[0]) * 100 | |
| rsi_current = data['RSI'].iloc[-1] | |
| macd_current = data['MACD'].iloc[-1] | |
| macd_signal_current = data['MACD_Signal'].iloc[-1] | |
| industry = INDUSTRY_MAPPING.get(stock_symbol, '綜合') | |
| prompt = f""" | |
| 請扮演一位專業、資深的台灣股市金融分析師。 | |
| 我將提供一檔台股的即時技術指標數據,請你基於這些數據,結合你對這家公司、其所在產業以及當前市場趨勢的理解,為我生成一段專業的「基本面分析」和一段「市場展望與投資建議」。 | |
| **股票資訊:** | |
| - **公司名稱:** {stock_name} ({stock_symbol}) | |
| - **分析期間:** 最近 {period} | |
| - **所屬產業:** {industry} | |
| - **期間價格變動:** {price_change:+.2f}% | |
| - **目前 RSI 指標:** {rsi_current:.2f} | |
| - **目前 MACD 指標:** MACD線為 {macd_current:.3f}, 信號線為 {macd_signal_current:.3f} | |
| **你的任務:** | |
| 1. **基本面分析 (約 150 字):** | |
| - 回覆前都先搜尋資料。 | |
| - 評論這家公司的產業地位、近期營運亮點或挑戰。 | |
| - 提及任何可能影響其基本面的關鍵因素 (例如:財報、法說會、政策、供應鏈變化等)。 | |
| - 請用專業、客觀的語氣撰寫。 | |
| 2. **市場展望與投資建議 (約 150 字):** | |
| - 基於上述所有資訊,提供對該股票的短期和中期市場展望(例如:是否有沉重賣壓,或是換手發生)。 | |
| - 提出具體的投資建議,例如:適合何種類型的投資人、潛在的風險點。 | |
| - 請直接提供分析內容,不要包含任何問候語。 | |
| **輸出格式:** | |
| 請嚴格按照以下格式回傳,使用"$$"作為兩個段落之間的分隔符: | |
| [基本面分析內容]$$[市場展望與投資建議內容] | |
| """ | |
| response = model.generate_content(prompt) | |
| parts = response.text.split('$$') | |
| if len(parts) == 2: | |
| fundamental_analysis = parts[0].strip() | |
| market_outlook = parts[1].strip() | |
| return dcc.Markdown(fundamental_analysis), dcc.Markdown(market_outlook) | |
| else: | |
| # Fallback for unexpected response format | |
| return dcc.Markdown("無法解析 Gemini 回應,請稍後再試。"), dcc.Markdown(response.text) | |
| except Exception as e: | |
| error_message = f"呼叫 Gemini API 時發生錯誤: {str(e)}" | |
| print(error_message) | |
| return dcc.Markdown(error_message), dcc.Markdown("請檢查後台日誌或 API 金鑰設定") | |
| # 建立 Dash 應用程式 | |
| app = dash.Dash(__name__, suppress_callback_exceptions=True) | |
| # 初始化模型 | |
| try: | |
| print("正在初始化新聞情緒分析模型...") | |
| predictor = BertPredictor(max_news_per_keyword=5) | |
| print("新聞情緒分析模型初始化成功。") | |
| except Exception as e: | |
| print(f"錯誤:新聞情緒分析模型初始化失敗 - {e}") | |
| predictor = None | |
| # 應用程式佈局 | |
| # 完整的 app.layout | |
| app.layout = html.Div([ | |
| html.H1("台股分析儀表板", style={'text-align': 'center', 'margin-bottom': '30px'}), | |
| # AI助手與XGboost機器學習預測區塊 | |
| html.Div([ | |
| html.H2("AI助手與XGboost機器學習預測 - 加權指數", style={'text-align': 'center','color': '#FFCC22','margin-bottom': '25px'}), | |
| html.Div([ | |
| html.Div([ | |
| html.Label("預測期間:", style={'font-weight': 'bold', 'color': '#FFCC22'}), | |
| dcc.Dropdown(id='taiex-prediction-period', | |
| options=[ | |
| {'label': '1日後預測', 'value': 1},{'label': '5日後預測', 'value': 5}, | |
| {'label': '10日後預測', 'value': 10},{'label': '20日後預測', 'value': 20}, | |
| {'label': '60日後預測', 'value': 60}], value=5, | |
| style={'margin-bottom': '10px', 'color': '#272727'}) | |
| ], style={'width': '30%', 'display': 'inline-block'}), | |
| html.Div(id='taiex-prediction-results', style={'width': '65%', 'display': 'inline-block', 'margin-left': '5%'}) | |
| ]), | |
| html.Div([dcc.Graph(id='taiex-prediction-chart')], style={'margin-top': '20px'}) | |
| ], style={'background': 'linear-gradient(135deg, #667eea 0%, #764ba2 100%)','padding': '25px','border-radius': '15px','box-shadow': '0 8px 25px rgba(0,0,0,0.15)','color': 'white','margin-bottom': '40px'}), | |
| # 市場情緒與新聞分析區塊 | |
| html.Div([ | |
| html.Div([ | |
| html.H4("市場情緒指標", style={'color': '#8E44AD'}), | |
| html.Div(id='sentiment-gauge') | |
| ], style={'width': '48%', 'display': 'inline-block', 'vertical-align': 'top'}), | |
| html.Div([ | |
| html.H4("關鍵新聞摘要", style={'color': '#27AE60'}), | |
| html.Div(id='news-summary', style={'background': '#f8f9fa','padding': '15px','border-radius': '8px','max-height': '200px','overflow-y': 'auto'}) | |
| ], style={'width': '48%', 'display': 'inline-block', 'margin-left': '4%', 'vertical-align': 'top'}) | |
| ], style={'margin-top': '30px','padding': '20px','background': 'white','border-radius': '10px','box-shadow': '0 2px 10px rgba(0,0,0,0.1)'}), | |
| # 分析師觀點與市場解讀區塊 | |
| html.Div([ | |
| html.H3("分析師觀點與市場解讀", style={'color': '#2E86AB', 'margin-bottom': '20px'}), | |
| html.Div([ | |
| html.Div([ | |
| html.H4("技術面分析", style={'color': '#A23B72', 'margin-bottom': '15px'}), | |
| html.Div(id='technical-analysis-text', style={'background': '#f8f9fa','padding': '15px','border-radius': '8px','border-left': '4px solid #A23B72','min-height': '150px','font-size': '14px','line-height': '1.6'}) | |
| ], style={'width': '48%', 'display': 'inline-block', 'vertical-align': 'top'}), | |
| html.Div([ | |
| html.H4("基本面分析 (AI 生成)", style={'color': '#F18F01', 'margin-bottom': '15px'}), | |
| html.Div(id='fundamental-analysis-text', style={'background': '#f8f9fa','padding': '15px','border-radius': '8px','border-left': '4px solid #F18F01','min-height': '150px','font-size': '14px','line-height': '1.6'}) | |
| ], style={'width': '48%', 'display': 'inline-block', 'margin-left': '4%', 'vertical-align': 'top'}) | |
| ]), | |
| html.Div([ | |
| html.H4("市場展望與投資建議 (AI 生成)", style={'color': '#C73E1D', 'margin-bottom': '15px', 'margin-top': '25px'}), | |
| html.Div(id='market-outlook-text', style={'background': 'linear-gradient(135deg, #667eea 0%, #764ba2 100%)','color': 'white','padding': '20px','border-radius': '10px','min-height': '100px','font-size': '15px','line-height': '1.7','box-shadow': '0 4px 15px rgba(0,0,0,0.1)'}) | |
| ]) | |
| ], style={'margin-top': '30px','padding': '25px','background': 'white','border-radius': '12px','box-shadow': '0 4px 20px rgba(0,0,0,0.08)','border': '1px solid #e9ecef'}), | |
| # 股票選擇與設定區塊 | |
| html.Div([ | |
| html.Div([ | |
| html.Label("選擇股票:"), | |
| dcc.Dropdown(id='stock-dropdown', options=[{'label': name, 'value': symbol} for name, symbol in TAIWAN_STOCKS.items()], value='2330.TW', style={'margin-bottom': '10px'}) | |
| ], style={'width': '30%', 'display': 'inline-block', 'vertical-align': 'top'}), | |
| html.Div([ | |
| html.Label("時間範圍:"), | |
| dcc.Dropdown(id='period-dropdown', | |
| options=[{'label': '1個月', 'value': '1mo'},{'label': '3個月', 'value': '3mo'},{'label': '6個月', 'value': '6mo'},{'label': '1年', 'value': '1y'},{'label': '2年', 'value': '2y'}], | |
| value='1mo', style={'margin-bottom': '10px'}) | |
| ], style={'width': '30%', 'display': 'inline-block', 'margin-left': '5%', 'vertical-align': 'top'}), | |
| html.Div([ | |
| html.Label("圖表類型:"), | |
| dcc.Dropdown(id='chart-type', options=[{'label': '線圖', 'value': 'line'},{'label': '蠟燭圖', 'value': 'candlestick'}], value='candlestick', style={'margin-bottom': '10px'}) | |
| ], style={'width': '30%', 'display': 'inline-block', 'margin-left': '5%', 'vertical-align': 'top'}) | |
| ], style={'margin-bottom': '30px'}), | |
| # 股票資訊卡片 | |
| html.Div(id='stock-info-cards', style={'margin-bottom': '30px'}), | |
| # 價格圖表 | |
| html.Div([html.Div([dcc.Graph(id='price-chart')], style={'width': '100%', 'display': 'inline-block', 'vertical-align': 'top'})]), | |
| # 進階技術指標分析區塊 | |
| html.Div([ | |
| html.H3("進階技術指標分析", style={'margin-bottom': '20px'}), | |
| html.Div([ | |
| html.Label("選擇技術指標:", style={'font-weight': 'bold', 'margin-right': '10px'}), | |
| dcc.Dropdown(id='technical-indicator-selector', | |
| options=[{'label': 'RSI 相對強弱指標', 'value': 'RSI'},{'label': 'MACD 指數平滑異同移動平均線', 'value': 'MACD'},{'label': '布林通道 Bollinger Bands', 'value': 'BB'}, | |
| {'label': 'KD 隨機指標', 'value': 'KD'},{'label': '威廉指標 %R', 'value': 'WR'},{'label': 'DMI 動向指標', 'value': 'DMI'}], | |
| value='RSI', style={'width': '100%'}) | |
| ], style={'margin-bottom': '20px'}), | |
| html.Div([dcc.Graph(id='advanced-technical-chart')]) | |
| ], style={'margin-top': '20px','padding': '20px','background': 'white','border-radius': '10px','box-shadow': '0 2px 10px rgba(0,0,0,0.1)'}), | |
| # 成交量圖表 | |
| html.Div([dcc.Graph(id='volume-chart')], style={'margin-top': '20px'}), | |
| # 產業表現分析 | |
| html.Div([html.H3("產業表現分析"), dcc.Graph(id='industry-analysis')], style={'margin-top': '30px'}), | |
| # 景氣燈號與PMI分析區塊 | |
| html.Div([ | |
| html.H3("景氣燈號與 PMI 分析"), | |
| html.Div([ | |
| html.Div([dcc.Graph(id='business-climate-chart')], style={'width': '48%', 'display': 'inline-block'}), | |
| html.Div([dcc.Graph(id='pmi-chart')], style={'width': '48%', 'display': 'inline-block', 'margin-left': '2%'}) | |
| ]) | |
| ], style={'margin-top': '30px'}), | |
| # 多檔股票比較分析區塊 | |
| html.Div([ | |
| html.H3("多檔股票比較分析", style={'margin-bottom': '20px'}), | |
| html.Div([ | |
| html.Div([ | |
| html.Label("選擇比較股票(最多5檔):", style={'font-weight': 'bold'}), | |
| dcc.Dropdown(id='comparison-stocks', options=[{'label': name, 'value': symbol} for name, symbol in TAIWAN_STOCKS.items()], value=['0050.TW', '2330.TW', '2454.TW'], multi=True, style={'margin-bottom': '5px'}), | |
| html.Small('(元大台灣50 (0050.TW) 為固定比較基準,不可移除)', style={'display': 'block', 'font-style': 'italic', 'color': 'gray'}) | |
| ], style={'width': '60%', 'display': 'inline-block'}), | |
| html.Div([ | |
| html.Label("比較期間:", style={'font-weight': 'bold'}), | |
| dcc.Dropdown(id='comparison-period', options=[{'label': '1個月', 'value': '1mo'},{'label': '3個月', 'value': '3mo'},{'label': '6個月', 'value': '6mo'},{'label': '1年', 'value': '1y'}], value='3mo') | |
| ], style={'width': '35%', 'display': 'inline-block', 'margin-left': '5%', 'vertical-align': 'top'}) | |
| ]), | |
| html.Div([ | |
| html.Div([dcc.Graph(id='comparison-chart')], style={'width': '65%', 'display': 'inline-block'}), | |
| html.Div([html.H4("比較結果", style={'color': '#2E86AB'}), html.Div(id='comparison-table')], style={'width': '33%', 'display': 'inline-block', 'margin-left': '2%', 'vertical-align': 'top'}) | |
| ]) | |
| ], style={'margin-top': '30px','padding': '20px','background': 'white','border-radius': '10px','box-shadow': '0 2px 10px rgba(0,0,0,0.1)'}), | |
| # 風險管理與投資組合分析區塊 | |
| html.Div([ | |
| html.H3("風險管理與投資組合分析", style={'margin-bottom': '20px', 'color': '#C0392B'}), | |
| html.Div([ | |
| html.Div([ | |
| html.Label("選擇投資組合股票(最多5檔):", style={'font-weight': 'bold'}), | |
| dcc.Dropdown( | |
| id='portfolio-stocks', | |
| options=[{'label': name, 'value': symbol} for name, symbol in TAIWAN_STOCKS.items()], | |
| value=['0050.TW', '2330.TW', '2454.TW'], | |
| multi=True | |
| ) | |
| ], style={'width': '60%', 'display': 'inline-block', 'vertical-align': 'top'}), | |
| html.Div([ | |
| html.Label("分析期間:", style={'font-weight': 'bold'}), | |
| dcc.Dropdown( | |
| id='risk-period-dropdown', | |
| options=[ | |
| {'label': '6個月', 'value': '6mo'}, | |
| {'label': '1年', 'value': '1y'}, | |
| {'label': '2年', 'value': '2y'} | |
| ], | |
| value='1y' | |
| ) | |
| ], style={'width': '35%', 'display': 'inline-block', 'margin-left': '5%', 'vertical-align': 'top'}) | |
| ], style={'margin-bottom': '20px'}), | |
| html.Div(id='risk-metrics-display', style={'margin-bottom': '20px'}), | |
| dcc.Graph(id='risk-analysis-chart') | |
| ], style={'margin-top': '30px', 'padding': '20px', 'background': 'white', 'border-radius': '10px', 'box-shadow': '0 2px 10px rgba(0,0,0,0.1)'}), | |
| # 交易回測功能區塊 | |
| html.Div([ | |
| html.H3("AI驅動交易策略回測", style={'margin-bottom': '20px', 'color': '#8E44AD'}), | |
| # 回測參數設定區 | |
| html.Div([ | |
| html.Div([ | |
| html.Label("選擇回測股票:", style={'font-weight': 'bold'}), | |
| dcc.Dropdown( | |
| id='backtest-stock-dropdown', | |
| options=[{'label': name, 'value': symbol} for name, symbol in TAIWAN_STOCKS.items()], | |
| value='0050.TW' | |
| ) | |
| ], style={'width': '30%', 'display': 'inline-block'}), | |
| html.Div([ | |
| html.Label("回測期間:", style={'font-weight': 'bold'}), | |
| dcc.Dropdown( | |
| id='backtest-period-dropdown', | |
| options=[ | |
| {'label': '6個月', 'value': '6mo'}, | |
| {'label': '1年', 'value': '1y'}, | |
| {'label': '2年', 'value': '2y'} | |
| ], | |
| value='1y' | |
| ) | |
| ], style={'width': '25%', 'display': 'inline-block', 'margin-left': '3%'}), | |
| html.Div([ | |
| html.Label("初始資金 (萬元):", style={'font-weight': 'bold'}), | |
| dcc.Input( | |
| id='initial-capital-input', | |
| type='number', | |
| value=100, | |
| min=10, | |
| max=1000, | |
| step=10, | |
| style={'width': '100%', 'padding': '5px'} | |
| ) | |
| ], style={'width': '20%', 'display': 'inline-block', 'margin-left': '3%'}), | |
| html.Div([ | |
| html.Button( | |
| '開始回測', | |
| id='run-backtest-button', | |
| n_clicks=0, | |
| style={ | |
| 'background': 'linear-gradient(45deg, #667eea 0%, #764ba2 100%)', | |
| 'color': 'white', | |
| 'border': 'none', | |
| 'padding': '10px 20px', | |
| 'border-radius': '5px', | |
| 'font-weight': 'bold', | |
| 'width': '100%', | |
| 'cursor': 'pointer' | |
| } | |
| ) | |
| ], style={'width': '15%', 'display': 'inline-block', 'margin-left': '4%', 'vertical-align': 'bottom'}) | |
| ], style={'margin-bottom': '20px'}), | |
| # 結果顯示區 | |
| html.Div(id='backtest-progress'), | |
| html.Div(id='backtest-summary-card'), | |
| dcc.Graph(id='backtest-chart'), | |
| html.Div(id='trading-details-table') | |
| ], style={ | |
| 'margin-top': '30px', | |
| 'padding': '25px', | |
| 'background': 'white', | |
| 'border-radius': '12px', | |
| 'box-shadow': '0 4px 20px rgba(0,0,0,0.08)', | |
| 'border': '1px solid #e9ecef' | |
| }) | |
| ]) | |
| # 修改台指期預測的回調函數 | |
| def update_taiex_prediction(predict_days): | |
| data = get_stock_data('^TWII', '2y') | |
| if data.empty: return html.Div("無法獲取台指期資料"), {} | |
| # === 修改點:統一呼叫 get_prediction 控制器 === | |
| final_prediction = get_prediction(data, predict_days) | |
| if final_prediction is None: return html.Div("資料不足,無法進行預測"), {} | |
| current_price, last_date = data['Close'].iloc[-1], data.index[-1] | |
| # 【重要更新】現在 change_pct 已經是正確的漲幅百分比 | |
| predicted_price, change_pct, confidence = final_prediction['predicted_price'], final_prediction['change_pct'], final_prediction['confidence'] | |
| # 生成預測路徑(為了圖表顯示) | |
| prediction_paths = {1: [1], 5: [1, 5], 10: [1, 5, 10], 20: [1, 10, 20], 60: [1, 10, 20, 60]} | |
| intervals_to_predict = prediction_paths.get(predict_days, [predict_days]) | |
| prediction_dates, prediction_prices = [last_date], [current_price] | |
| for days in intervals_to_predict: | |
| interim_prediction = get_prediction(data, days) | |
| if interim_prediction: | |
| prediction_dates.append(last_date + timedelta(days=days)) | |
| prediction_prices.append(interim_prediction['predicted_price']) | |
| # 後續繪圖邏輯不變,但現在 change_pct 是真正的漲幅百分比 | |
| color, arrow = ('red', '📈') if change_pct >= 0 else ('green', '📉') | |
| result_card = html.Div([ | |
| html.H4(f"{predict_days}日後預測結果", style={'margin': '0 0 15px 0', 'color': 'white'}), | |
| html.Div([ | |
| html.Span(f"{arrow} ", style={'font-size': '24px'}), | |
| html.Span(f"{change_pct:+.2f}%", style={'font-size': '28px','font-weight': 'bold','color': color}) | |
| ], style={'margin': '10px 0'}), | |
| html.P(f"目前價格: {current_price:.2f}", style={'margin': '5px 0'}), | |
| html.P(f"預測價格: {predicted_price:.2f}", style={'margin': '5px 0'}), | |
| html.P(f"預測漲幅: {change_pct:+.2f}%", style={'margin': '5px 0', 'font-weight': 'bold'}), # 【新增】 | |
| html.P(f"信心度: {confidence:.1%}", style={'margin': '5px 0', 'font-size': '14px'}) | |
| ], style={'background': 'rgba(255,255,255,0.1)','padding': '20px','border-radius': '10px','border': '1px solid rgba(255,255,255,0.2)'}) | |
| # 繪圖部分保持不變 | |
| fig = go.Figure() | |
| recent_data = data.tail(30) | |
| fig.add_trace(go.Scatter(x=recent_data.index, y=recent_data['Close'], mode='lines', name='歷史價格', line=dict(color='#FFA726', width=2))) | |
| fig.add_trace(go.Scatter(x=prediction_dates, y=prediction_prices, mode='lines+markers', name=f'{predict_days}日預測路徑', line=dict(color=color, width=3, dash='dash'), marker=dict(size=8))) | |
| fig.update_layout(title=f'台指期 {predict_days}日預測走勢 (預測漲幅: {change_pct:+.2f}%)', xaxis_title='日期', yaxis_title='指數點位', height=350, plot_bgcolor='rgba(0,0,0,0)', paper_bgcolor='rgba(0,0,0,0)', font=dict(color='white')) | |
| return result_card, fig | |
| def update_stock_info(selected_stock): | |
| data = get_stock_data(selected_stock, '5d') | |
| if data.empty: return html.Div("無法獲取股票資料") | |
| current_price = data['Close'].iloc[-1] | |
| prev_price = data['Close'].iloc[-2] if len(data) > 1 else current_price | |
| change = current_price - prev_price | |
| change_pct = (change / prev_price) * 100 | |
| stock_name = [name for name, symbol in TAIWAN_STOCKS.items() if symbol == selected_stock][0] | |
| color, arrow = ('red', '▲') if change >= 0 else ('green', '▼') | |
| return html.Div([ | |
| html.Div([ | |
| html.H3(f"{stock_name} ({selected_stock})", style={'margin': '0'}), | |
| html.H2(f"${current_price:.2f}", style={'margin': '5px 0', 'color': color}), | |
| html.P(f"{arrow} {change:+.2f} ({change_pct:+.2f}%)", style={'margin': '0', 'color': color, 'font-weight': 'bold'}) | |
| ], style={'background': 'white','padding': '20px','border-radius': '10px','box-shadow': '0 2px 10px rgba(0,0,0,0.1)','display': 'inline-block','margin-right': '20px'}), | |
| html.Div([ | |
| html.H4("今日統計", style={'margin': '0 0 10px 0'}), | |
| html.P(f"最高: ${data['High'].iloc[-1]:.2f}", style={'margin': '5px 0'}), | |
| html.P(f"最低: ${data['Low'].iloc[-1]:.2f}", style={'margin': '5px 0'}), | |
| html.P(f"成交量: {data['Volume'].iloc[-1]:,.0f}", style={'margin': '5px 0'}) | |
| ], style={'background': 'white','padding': '20px','border-radius': '10px','box-shadow': '0 2px 10px rgba(0,0,0,0.1)','display': 'inline-block'}) | |
| ]) | |
| def update_price_chart(selected_stock, period, chart_type): | |
| data = get_stock_data(selected_stock, period) | |
| if data.empty: return {} | |
| data = calculate_technical_indicators(data) | |
| stock_name = [name for name, symbol in TAIWAN_STOCKS.items() if symbol == selected_stock][0] | |
| fig = make_subplots(rows=1, cols=2, shared_yaxes=True, column_widths=[0.8, 0.2], horizontal_spacing=0.01) | |
| if chart_type == 'candlestick': | |
| fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name=stock_name, increasing_line_color='red', decreasing_line_color='green'), row=1, col=1) | |
| else: | |
| fig.add_trace(px.line(data, y='Close').data[0], row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['MA5'], mode='lines', name='MA5', line=dict(color='orange')), row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['MA20'], mode='lines', name='MA20', line=dict(color='blue')), row=1, col=1) | |
| bin_edges, volume_per_bin, price_centers = calculate_volume_profile(data, num_bins=50) | |
| if volume_per_bin is not None: | |
| fig.add_trace(go.Bar(orientation='h', y=price_centers, x=volume_per_bin, name='Volume Profile', text=[f'{vol/1000:.0f}k' for vol in volume_per_bin], textposition='auto', marker=dict(color='rgba(173, 216, 230, 0.6)', line=dict(color='rgba(30, 144, 255, 0.8)', width=1))), row=1, col=2) | |
| fig.update_layout(title_text=f'{stock_name} 股價走勢與成交量分佈', height=500, showlegend=True, xaxis1=dict(title='日期', type='date', rangeslider_visible=False), yaxis1=dict(title='價格 (TWD)'), xaxis2=dict(title='成交量', showticklabels=True), yaxis2=dict(showticklabels=False), bargap=0.05) | |
| return fig | |
| def update_advanced_technical_chart(indicator, selected_stock, period): | |
| data = get_stock_data(selected_stock, period) | |
| if data.empty: return {} | |
| data = calculate_technical_indicators(data) | |
| stock_name = [name for name, symbol in TAIWAN_STOCKS.items() if symbol == selected_stock][0] | |
| fig = go.Figure() | |
| if indicator == 'RSI': | |
| fig = go.Figure() | |
| fig.add_trace(go.Scatter(x=data.index, y=data['RSI'], mode='lines', name='RSI', line=dict(color='purple', width=2))) | |
| fig.add_hline(y=70, line_dash="dash", line_color="green", annotation_text="超買線(70)") | |
| fig.add_hline(y=30, line_dash="dash", line_color="red", annotation_text="超賣線(30)") | |
| fig.add_hline(y=50, line_dash="dot", line_color="gray", annotation_text="中線(50)") | |
| fig.update_layout(title=f'{stock_name} - RSI 相對強弱指標', xaxis_title='日期', yaxis_title='RSI', height=450, yaxis=dict(range=[0, 100])) | |
| elif indicator == 'MACD': | |
| fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, row_heights=[0.7, 0.3], subplot_titles=('價格走勢', 'MACD 指標')) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='收盤價', line=dict(color='black', width=1.5)), row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['MACD'], mode='lines', name='MACD (快線)', line=dict(color='blue', width=2)), row=2, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['MACD_Signal'], mode='lines', name='Signal (慢線)', line=dict(color='red', width=2)), row=2, col=1) | |
| colors = ['red' if x >= 0 else 'green' for x in data['MACD_Histogram']] | |
| fig.add_trace(go.Bar(x=data.index, y=data['MACD_Histogram'], name='MACD柱狀圖', marker_color=colors), row=2, col=1) | |
| fig.update_layout(title_text=f'{stock_name} - MACD 指數平滑異同移動平均線', height=550) | |
| elif indicator == 'BB': | |
| fig = go.Figure() | |
| fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='收盤價', line=dict(color='black', width=2))) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['BB_Upper'], mode='lines', name='上軌', line=dict(color='red', width=1, dash='dash'))) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['BB_Middle'], mode='lines', name='中軌(MA20)', line=dict(color='blue', width=1))) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['BB_Lower'], mode='lines', name='下軌', line=dict(color='green', width=1, dash='dash'))) | |
| fig.update_layout(title=f'{stock_name} - 布林通道 (20日, 2σ)', xaxis_title='日期', yaxis_title='價格 (TWD)', height=450) | |
| elif indicator == 'KD': | |
| fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, row_heights=[0.6, 0.4], subplot_titles=('價格走勢', 'KD指標')) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='收盤價', line=dict(color='black', width=1)), row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['K'], mode='lines', name='K線', line=dict(color='blue', width=2)), row=2, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['D'], mode='lines', name='D線', line=dict(color='red', width=2)), row=2, col=1) | |
| fig.add_hline(y=80, line_dash="dash", line_color="green", annotation_text="超買線(80)", row=2, col=1) | |
| fig.add_hline(y=20, line_dash="dash", line_color="red", annotation_text="超賣線(20)", row=2, col=1) | |
| fig.update_layout(title=f'{stock_name} - KD 隨機指標 (9,3,3)', height=500, yaxis2_range=[0, 100]) | |
| elif indicator == 'WR': | |
| fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, row_heights=[0.6, 0.4], subplot_titles=('價格走勢', '威廉指標 %R')) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='收盤價', line=dict(color='black', width=1)), row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data.index, y=data['Williams_R'], mode='lines', name='威廉%R', line=dict(color='purple', width=2)), row=2, col=1) | |
| fig.add_hline(y=-20, line_dash="dash", line_color="green", annotation_text="超買線(-20)", row=2, col=1) | |
| fig.add_hline(y=-80, line_dash="dash", line_color="red", annotation_text="超賣線(-80)", row=2, col=1) | |
| fig.update_layout(title=f'{stock_name} - 威廉指標 %R (14日)', height=500, yaxis2_range=[-100, 0]) | |
| elif indicator == 'DMI': | |
| fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, row_heights=[0.6, 0.4], subplot_titles=('價格走勢', 'DMI 指標')) | |
| data_filtered = data.iloc[14:] | |
| fig.add_trace(go.Scatter(x=data_filtered.index, y=data_filtered['Close'], mode='lines', name='收盤價', line=dict(color='black', width=1)), row=1, col=1) | |
| fig.add_trace(go.Scatter(x=data_filtered.index, y=data_filtered['+DI'], mode='lines', name='+DI', line=dict(color='red', width=2)), row=2, col=1) | |
| fig.add_trace(go.Scatter(x=data_filtered.index, y=data_filtered['-DI'], mode='lines', name='-DI', line=dict(color='green', width=2)), row=2, col=1) | |
| fig.add_trace(go.Scatter(x=data_filtered.index, y=data_filtered['ADX'], mode='lines', name='ADX', line=dict(color='blue', width=2, dash='dot')), row=2, col=1) | |
| fig.update_layout(title=f'{stock_name} - DMI 動向指標 (14日)', height=500, showlegend=True, yaxis2_range=[0, 100]) | |
| return fig | |
| def update_volume_chart(selected_stock, period): | |
| data = get_stock_data(selected_stock, period) | |
| if data.empty: return {} | |
| stock_name = [name for name, symbol in TAIWAN_STOCKS.items() if symbol == selected_stock][0] | |
| colors = ['red' if data['Close'].iloc[i] > data['Open'].iloc[i] else 'green' for i in range(len(data))] | |
| fig = go.Figure(go.Bar(x=data.index, y=data['Volume'], marker_color=colors, name='成交量')) | |
| fig.update_layout(title=f'{stock_name} 成交量', xaxis_title='日期', yaxis_title='成交量', height=300) | |
| return fig | |
| def update_industry_analysis(selected_stock): | |
| performance_data = [] | |
| for name, symbol in TAIWAN_STOCKS.items(): | |
| data = get_stock_data(symbol, '1mo') | |
| if not data.empty and len(data) > 1: | |
| return_pct = ((data['Close'].iloc[-1] - data['Close'].iloc[0]) / data['Close'].iloc[0]) * 100 | |
| performance_data.append({ | |
| '股票': name, | |
| '代碼': symbol, | |
| '月報酬率(%)': return_pct, | |
| '絕對波動': abs(return_pct) | |
| }) | |
| if not performance_data: | |
| fig = go.Figure().add_annotation(text="無法計算產業資料", showarrow=False) | |
| fig.update_layout(title="近一月市場表現分析", height=400) | |
| return fig | |
| df_performance = pd.DataFrame(performance_data) | |
| # 分離漲跌幅數據 | |
| gainers = df_performance[df_performance['月報酬率(%)'] > 0].copy() | |
| losers = df_performance[df_performance['月報酬率(%)'] < 0].copy() | |
| # 按報酬率排序並取前5名 | |
| top_gainers = gainers.sort_values(by='月報酬率(%)', ascending=False).head(5) | |
| top_losers = losers.sort_values(by='月報酬率(%)', ascending=True).head(5) | |
| # 創建子圖布局 - 1行2列 | |
| fig = make_subplots( | |
| rows=1, cols=2, | |
| specs=[[{"type": "pie"}, {"type": "pie"}]], | |
| subplot_titles=('📈 近一月漲幅排行 Top 5', '📉 近一月跌幅排行 Top 5'), | |
| horizontal_spacing=0.1 | |
| ) | |
| # 如果有上漲的股票,添加漲幅圓餅圖 | |
| if not top_gainers.empty: | |
| fig.add_trace(go.Pie( | |
| labels=top_gainers['股票'], | |
| values=top_gainers['月報酬率(%)'], | |
| name="漲幅", | |
| textinfo='label+percent', | |
| textposition='inside', | |
| marker=dict(colors=['#FF6B6B', '#FF8E53', '#FF6B9D', '#C44569', '#F8B500']), | |
| hovertemplate="<b>%{label}</b><br>漲幅: +%{value:.1f}%<extra></extra>", | |
| textfont=dict(size=12) | |
| ), row=1, col=1) | |
| else: | |
| # 如果沒有上漲股票,顯示提示 | |
| fig.add_annotation( | |
| text="本月無上漲股票", | |
| x=0.25, y=0.5, | |
| showarrow=False, | |
| font=dict(size=16, color="gray") | |
| ) | |
| # 如果有下跌的股票,添加跌幅圓餅圖(使用絕對值) | |
| if not top_losers.empty: | |
| fig.add_trace(go.Pie( | |
| labels=top_losers['股票'], | |
| values=abs(top_losers['月報酬率(%)']), # 使用絕對值讓圓餅圖正常顯示 | |
| name="跌幅", | |
| textinfo='label+percent', | |
| textposition='inside', | |
| marker=dict(colors=['#20BF6B', '#26DE81', '#2BCBBA', '#45AAF2', '#4834D4']), | |
| hovertemplate="<b>%{label}</b><br>跌幅: %{customdata:.1f}%<extra></extra>", | |
| customdata=top_losers['月報酬率(%)'], # 顯示實際的負值 | |
| textfont=dict(size=12) | |
| ), row=1, col=2) | |
| else: | |
| # 如果沒有下跌股票,顯示提示 | |
| fig.add_annotation( | |
| text="本月無下跌股票", | |
| x=0.75, y=0.5, | |
| showarrow=False, | |
| font=dict(size=16, color="gray") | |
| ) | |
| # 更新布局 | |
| fig.update_layout( | |
| title_text="近一月市場表現分析 - 漲跌分佈", | |
| height=500, | |
| showlegend=False, | |
| font=dict(size=11), | |
| title_font_size=16, | |
| annotations=[ | |
| dict(text=f"統計範圍:{len(performance_data)}檔股票", | |
| x=0.5, y=-0.1, | |
| showarrow=False, | |
| xanchor="center", | |
| font=dict(size=12, color="gray")) | |
| ] | |
| ) | |
| return fig | |
| def update_business_climate_chart(selected_stock): | |
| df = get_business_climate_data() | |
| if df.empty: | |
| fig = go.Figure().add_annotation(text="無法載入景氣燈號資料", showarrow=False) | |
| fig.update_layout(title="台灣景氣燈號", height=300) | |
| return fig | |
| def get_light_color(score): | |
| if score >= 32: return 'red' | |
| elif score >= 24: return 'orange' | |
| elif score >= 17: return 'yellow' | |
| elif score >= 10: return 'lightgreen' | |
| else: return 'blue' | |
| colors = [get_light_color(score) for score in df['Index']] | |
| fig = go.Figure() | |
| fig.add_trace(go.Scatter(x=df['Date'], y=df['Index'], mode='lines+markers', name='景氣燈號', line=dict(color='darkblue', width=2), marker=dict(size=8, color=colors, line=dict(width=2, color='darkblue')))) | |
| fig.add_hline(y=32, line_dash="dash", line_color="red", annotation_text="紅燈(32)") | |
| fig.add_hline(y=17, line_dash="dash", line_color="yellow", annotation_text="黃燈(17)") | |
| fig.update_layout(title="台灣景氣燈號走勢", xaxis_title='日期', yaxis_title='燈號分數', height=300, yaxis=dict(range=[0, 40])) | |
| return fig | |
| # ========================= MODIFIED SECTION START (CACHE INTEGRATED) ========================= | |
| def update_analysis_text(selected_stock, period): | |
| """修改版分析文本更新 - 使用正確的變數名稱""" | |
| # 建立快取的唯一鍵值 | |
| cache_key = f"{selected_stock}-{period}" | |
| current_time = time.time() | |
| # 檢查快取 - 使用正確定義的變數 | |
| if cache_key in ANALYSIS_CACHE: | |
| cached_data = ANALYSIS_CACHE[cache_key] | |
| # 使用全域變數 ANALYSIS_CACHE_DURATION | |
| if current_time - cached_data['timestamp'] < ANALYSIS_CACHE_DURATION: | |
| print(f"從快取載入分析: {cache_key}") | |
| return cached_data['technical'], cached_data['fundamental'], cached_data['outlook'] | |
| print(f"重新生成分析: {cache_key}") | |
| # 獲取股票數據 | |
| data = get_stock_data(selected_stock, period) | |
| stock_name = [name for name, symbol in TAIWAN_STOCKS.items() if symbol == selected_stock][0] | |
| if data.empty or len(data) < 20: | |
| return "資料不足,無法分析", "資料不足,無法分析", "資料不足,無法分析" | |
| data = calculate_technical_indicators(data) | |
| # 技術面分析 | |
| price_change = ((data['Close'].iloc[-1] - data['Close'].iloc[0]) / data['Close'].iloc[0]) * 100 | |
| rsi_current = data['RSI'].iloc[-1] if not pd.isna(data['RSI'].iloc[-1]) else 50 | |
| macd_current = data['MACD'].iloc[-1] if not pd.isna(data['MACD'].iloc[-1]) else 0 | |
| macd_signal_current = data['MACD_Signal'].iloc[-1] if not pd.isna(data['MACD_Signal'].iloc[-1]) else 0 | |
| # 添加時間戳顯示數據更新時間 | |
| update_time = datetime.now().strftime('%H:%M:%S') | |
| latest_date = data.index[-1].strftime('%Y-%m-%d') | |
| technical_text = html.Div([ | |
| html.P([html.Strong("數據更新時間:"), f"{latest_date} {update_time}"]), | |
| html.P([html.Strong("價格趨勢:"), f"在最近 {period} 期間內,{stock_name} 股價呈現", | |
| html.Span(f"{'上漲' if price_change > 5 else '下跌' if price_change < -5 else '盤整'}", | |
| style={'color': 'red' if price_change > 5 else 'green' if price_change < -5 else 'orange', | |
| 'font-weight': 'bold'}), | |
| f"走勢,累計變動 {price_change:+.1f}%。"]), | |
| html.P([html.Strong("RSI 指標:"), f"目前的 RSI 值為 {rsi_current:.1f},", | |
| html.Span("處於超買區(>70)" if rsi_current > 70 else "處於超賣區(<30)" if rsi_current < 30 else "在正常範圍內", | |
| style={'color': 'green' if rsi_current > 70 else 'red' if rsi_current < 30 else 'blue', | |
| 'font-weight': 'bold'}), "。"]), | |
| html.P([html.Strong("MACD 指標:"), f"MACD 快線 ({macd_current:.3f}) 目前", | |
| html.Span("高於" if macd_current > macd_signal_current else "低於", | |
| style={'color': 'red' if macd_current > macd_signal_current else 'green', | |
| 'font-weight': 'bold'}), | |
| f" Signal 慢線 ({macd_signal_current:.3f})。"]), | |
| ]) | |
| # 基本面與展望分析 (調用 Gemini) | |
| fundamental_text, market_outlook_text = generate_gemini_analysis(stock_name, selected_stock, period, data) | |
| # 將新產生的結果存入快取 | |
| ANALYSIS_CACHE[cache_key] = { | |
| 'technical': technical_text, | |
| 'fundamental': fundamental_text, | |
| 'outlook': market_outlook_text, | |
| 'timestamp': current_time | |
| } | |
| return technical_text, fundamental_text, market_outlook_text | |
| # ========================== MODIFIED SECTION END ========================== | |
| def update_pmi_chart(selected_stock): | |
| df = get_pmi_data() | |
| if df.empty: | |
| fig = go.Figure().add_annotation(text="無法載入PMI資料", showarrow=False) | |
| fig.update_layout(title="台灣PMI指數", height=300) | |
| return fig | |
| colors = ['red' if value >= 50 else 'green' for value in df['Index']] | |
| fig = go.Figure() | |
| fig.add_trace(go.Scatter(x=df['Date'], y=df['Index'], mode='lines+markers', name='PMI指數', line=dict(color='darkblue', width=2), marker=dict(size=8, color=colors, line=dict(width=2, color='darkblue')))) | |
| fig.add_hline(y=50, line_dash="dash", line_color="black", annotation_text="榮枯線(50)") | |
| fig.update_layout(title="台灣PMI指數走勢", xaxis_title='日期', yaxis_title='PMI指數', height=300, yaxis=dict(range=[35, 60])) | |
| return fig | |
| def summarize_news_with_gemini(news_list: list) -> str: | |
| """ | |
| 使用 Gemini API 將英文新聞標題列表摘要成一段繁體中文。 | |
| """ | |
| api_key = os.getenv("GEMINI_API_KEY") | |
| if not api_key: | |
| return "錯誤:找不到 GEMINI_API_KEY。請在 Hugging Face Secrets 中設定。" | |
| try: | |
| genai.configure(api_key=api_key) | |
| model = genai.GenerativeModel('gemini-2.0-flash') | |
| formatted_news = "\n".join([f"- {news}" for news in news_list]) | |
| prompt = f""" | |
| 請扮演一位專業的金融市場分析師。 | |
| 以下是幾則最新的英文財經新聞標題,請將它們整合成一段簡潔、流暢、約 200 字的繁體中文市場動態摘要,與利多哪些產業,利空哪些產業。 | |
| 提供3段重點, | |
| 請專注於可能影響市場情緒和股價的關鍵資訊,並直接提供摘要內容,不要包含任何額外的問候語或說明。 | |
| 英文新聞標題如下: | |
| {formatted_news} | |
| """ | |
| response = model.generate_content(prompt) | |
| return response.text | |
| except Exception as e: | |
| print(f"呼叫 Gemini API 時發生錯誤: {e}") | |
| return f"無法生成新聞摘要,請稍後再試。錯誤訊息:{e}" | |
| def update_comparison_analysis(selected_stocks, period): | |
| fixed_stock = '0050.TW' | |
| if not selected_stocks: selected_stocks = [fixed_stock] | |
| elif fixed_stock not in selected_stocks: selected_stocks.insert(0, fixed_stock) | |
| selected_stocks = selected_stocks[:5] | |
| fig = go.Figure() | |
| comparison_data = [] | |
| for stock in selected_stocks: | |
| data = get_stock_data(stock, period) | |
| if not data.empty: | |
| stock_name = next((name for name, symbol in TAIWAN_STOCKS.items() if symbol == stock), stock) | |
| normalized_prices = (data['Close'] / data['Close'].iloc[0]) * 100 | |
| fig.add_trace(go.Scatter(x=data.index, y=normalized_prices, mode='lines', name=stock_name, line=dict(width=2))) | |
| total_return = ((data['Close'].iloc[-1] / data['Close'].iloc[0]) - 1) * 100 | |
| volatility = data['Close'].pct_change().std() * np.sqrt(252) * 100 | |
| comparison_data.append({'name': stock_name, 'return': total_return, 'volatility': volatility, 'current_price': data['Close'].iloc[-1]}) | |
| fig.update_layout(title=f'股票績效比較 - {period}', xaxis_title='日期', yaxis_title='相對績效 (基期=100)', height=400, hovermode='x unified') | |
| if comparison_data: | |
| table_rows = [] | |
| for item in sorted(comparison_data, key=lambda x: x['return'], reverse=True): | |
| color = 'red' if item['return'] > 0 else 'green' | |
| table_rows.append(html.Tr([html.Td(item['name'], style={'font-weight': 'bold'}), html.Td(f"{item['return']:+.1f}%", style={'color': color, 'font-weight': 'bold'}), html.Td(f"{item['volatility']:.1f}%"), html.Td(f"${item['current_price']:.2f}")])) | |
| table = html.Table([html.Thead(html.Tr([html.Th("股票"), html.Th("報酬率"), html.Th("波動率"), html.Th("現價")])), html.Tbody(table_rows)], style={'width': '100%'}) | |
| return fig, table | |
| return fig, html.Div("無可比較資料") | |
| def update_sentiment_analysis(selected_stock): | |
| if predictor is None: | |
| error_fig = go.Figure().add_annotation(text="情緒指標模型載入失敗", showarrow=False) | |
| error_fig.update_layout(height=200) | |
| return dcc.Graph(figure=error_fig), html.P("新聞分析模型載入失敗,請檢查後台日誌。") | |
| sentiment_score_raw = predictor.get_news_index() | |
| if sentiment_score_raw is not None: | |
| sentiment_score_normalized = (sentiment_score_raw + 1) * 50 | |
| sentiment_score_normalized = max(0, min(100, sentiment_score_normalized)) | |
| if sentiment_score_normalized >= 65: | |
| bar_color, level_text = "#5cb85c", "樂觀" | |
| elif sentiment_score_normalized >= 35: | |
| bar_color, level_text = "#f0ad4e", "中性" | |
| else: | |
| bar_color, level_text = "#d9534f", "悲觀" | |
| gauge_fig = go.Figure(go.Indicator( | |
| mode = "gauge+number", value = sentiment_score_normalized, | |
| domain = {'x': [0, 1], 'y': [0, 1]}, | |
| title = {'text': f"昨日市場情緒: {level_text}", 'font': {'size': 18}}, | |
| gauge = {'axis': {'range': [0, 100]}, 'bar': {'color': bar_color}, | |
| 'steps': [{'range': [0, 35], 'color': "rgba(217, 83, 79, 0.2)"}, | |
| {'range': [35, 65], 'color': "rgba(240, 173, 78, 0.2)"}, | |
| {'range': [65, 100], 'color': "rgba(92, 184, 92, 0.2)"}]} | |
| )) | |
| gauge_fig.update_layout(height=200, margin=dict(l=30, r=30, t=50, b=20)) | |
| gauge_content = dcc.Graph(figure=gauge_fig) | |
| else: | |
| error_fig = go.Figure().add_annotation(text="今日尚無情緒分數", showarrow=False) | |
| error_fig.update_layout(height=200) | |
| gauge_content = dcc.Graph(figure=error_fig) | |
| top_news_list = predictor.get_news() | |
| news_content = None | |
| if top_news_list and isinstance(top_news_list, list): | |
| summary_text = summarize_news_with_gemini(top_news_list) | |
| news_content = dcc.Markdown(summary_text, style={ | |
| 'margin': '8px 0', 'padding-left': '5px', | |
| 'font-size': '15px', 'line-height': '1.7' | |
| }) | |
| elif top_news_list == []: | |
| news_content = html.P("昨日無重大相關新聞。", style={'text-align': 'center', 'padding-top': '50px'}) | |
| else: | |
| news_content = html.P("讀取新聞時發生錯誤。", style={'text-align': 'center', 'padding-top': '50px'}) | |
| return gauge_content, news_content | |
| # ========================= 新增:風險管理模組回調函數 START ========================= | |
| def update_risk_analysis(selected_stocks, period): | |
| if not selected_stocks: | |
| return html.Div("請至少選擇一檔股票進行分析。", style={'color': 'red', 'text-align': 'center'}), {} | |
| selected_stocks = selected_stocks[:5] # 限制最多5檔 | |
| analyzer = RiskAnalyzer() | |
| # 獲取大盤數據 | |
| market_data = get_stock_data('^TWII', period) | |
| if market_data.empty: | |
| return html.Div("無法獲取大盤數據 (^TWII),無法計算 Beta 值。", style={'color': 'red'}), {} | |
| market_returns = market_data['Close'].pct_change().dropna() | |
| all_stock_data = {} | |
| all_returns_data = {} | |
| individual_metrics_cards = [] | |
| # 計算個股指標 | |
| for stock_symbol in selected_stocks: | |
| stock_data = get_stock_data(stock_symbol, period) | |
| stock_name = next((name for name, symbol in TAIWAN_STOCKS.items() if symbol == stock_symbol), stock_symbol) | |
| if stock_data.empty or len(stock_data) < 30: | |
| card = html.Div([ | |
| html.H5(f"{stock_name} ({stock_symbol})", style={'margin-bottom': '10px', 'color': '#34495E'}), | |
| html.P("資料不足,無法計算風險指標。") | |
| ], className="metric-card", style={'border-left': '5px solid #E74C3C'}) | |
| individual_metrics_cards.append(card) | |
| continue | |
| all_stock_data[stock_symbol] = stock_data | |
| stock_returns = stock_data['Close'].pct_change().dropna() | |
| all_returns_data[stock_symbol] = stock_returns | |
| # 計算指標 | |
| beta = analyzer.calculate_beta(stock_returns, market_returns) | |
| sharpe = analyzer.calculate_sharpe_ratio(stock_returns) | |
| max_dd = analyzer.calculate_max_drawdown(stock_data['Close']) | |
| var_95 = analyzer.calculate_var(stock_returns, 0.05) | |
| # 建立個股卡片 | |
| card = html.Div([ | |
| html.H5(f"{stock_name} ({stock_symbol})", style={'margin-bottom': '10px', 'color': '#34495E'}), | |
| html.Table([ | |
| html.Tr([html.Td("Beta (與大盤相關性)"), html.Td(f"{beta:.2f}" if beta is not None else "N/A")]), | |
| html.Tr([html.Td("年化夏普比率"), html.Td(f"{sharpe:.2f}" if sharpe is not None else "N/A")]), | |
| html.Tr([html.Td("最大回撤 (MDD)"), html.Td(f"{max_dd:.2%}" if max_dd is not None else "N/A")]), | |
| html.Tr([html.Td("每日 VaR (95%)"), html.Td(f"{var_95:.2%}" if var_95 is not None else "N/A")]), | |
| ]) | |
| ], className="metric-card", style={'border-left': '5px solid #3498DB', 'width': '32%', 'display': 'inline-block', 'margin': '0.5%', 'padding': '15px', 'background': '#f9f9f9', 'border-radius': '5px', 'box-shadow': '0 1px 3px rgba(0,0,0,0.1)'}) | |
| individual_metrics_cards.append(card) | |
| # 計算投資組合指標 (假設等權重) | |
| if not all_returns_data: | |
| return html.Div(individual_metrics_cards), {} | |
| returns_df = pd.DataFrame(all_returns_data).dropna() | |
| num_assets = len(returns_df.columns) | |
| weights = np.array([1/num_assets] * num_assets) | |
| portfolio_returns = returns_df.dot(weights) | |
| portfolio_sharpe = analyzer.calculate_sharpe_ratio(portfolio_returns) | |
| portfolio_volatility = portfolio_returns.std() * np.sqrt(252) | |
| portfolio_var_95 = analyzer.calculate_var(portfolio_returns, 0.05) | |
| portfolio_var_99 = analyzer.calculate_var(portfolio_returns, 0.01) | |
| # 建立投資組合總結卡片 | |
| portfolio_card = html.Div([ | |
| html.H4("投資組合整體風險 (等權重)", style={'color': '#2C3E50', 'border-bottom': '2px solid #2C3E50', 'padding-bottom': '10px'}), | |
| html.Table([ | |
| html.Tr([html.Td("年化波動率"), html.Td(f"{portfolio_volatility:.2%}" if portfolio_volatility is not None else "N/A")]), | |
| html.Tr([html.Td("年化夏普比率"), html.Td(f"{portfolio_sharpe:.2f}" if portfolio_sharpe is not None else "N/A")]), | |
| html.Tr([html.Td("每日 VaR (95%)"), html.Td(f"{portfolio_var_95:.2%}" if portfolio_var_95 is not None else "N/A")]), | |
| html.Tr([html.Td("每日 VaR (99%)"), html.Td(f"{portfolio_var_99:.2%}" if portfolio_var_99 is not None else "N/A")]), | |
| ], style={'width': '100%', 'marginTop': '10px'}) | |
| ], style={'padding': '20px', 'background': 'linear-gradient(135deg, #a8c0ff 0%, #3f2b96 100%)', 'color': 'white', 'border-radius': '10px', 'margin-bottom': '20px'}) | |
| # 圖表:報酬分佈與 VaR | |
| fig = go.Figure() | |
| fig.add_trace(go.Histogram(x=portfolio_returns, nbinsx=50, name='日報酬分佈', marker_color='#3498DB')) | |
| if portfolio_var_95 is not None: | |
| fig.add_vline(x=portfolio_var_95, line_width=2, line_dash="dash", line_color="orange", | |
| annotation_text=f"VaR 95%: {portfolio_var_95:.2%}", annotation_position="top left") | |
| if portfolio_var_99 is not None: | |
| fig.add_vline(x=portfolio_var_99, line_width=2, line_dash="dash", line_color="red", | |
| annotation_text=f"VaR 99%: {portfolio_var_99:.2%}", annotation_position="top right") | |
| fig.update_layout( | |
| title="投資組合日報酬率分佈與 VaR", | |
| xaxis_title="日報酬率", | |
| yaxis_title="頻率", | |
| height=400 | |
| ) | |
| # 組合最終顯示內容 | |
| display_content = html.Div([ | |
| portfolio_card, | |
| html.H4("個別資產風險指標", style={'margin-top': '20px', 'color': '#2C3E50'}), | |
| html.Div(individual_metrics_cards) | |
| ]) | |
| return display_content, fig | |
| # ========================== 新增:風險管理模組回調函數 END ========================== | |
| # 新增:回測結果快取 | |
| BACKTEST_CACHE = {} | |
| BACKTEST_CACHE_DURATION = 24 * 60 * 60 # 24小時 | |
| # 4. 新增以下回調函數(在其他回調函數之後): | |
| def run_trading_backtest(n_clicks, selected_stock, period, initial_capital_wan): | |
| """執行交易策略回測""" | |
| if n_clicks == 0: | |
| # 初始狀態 | |
| empty_fig = go.Figure() | |
| empty_fig.update_layout( | |
| title="點擊「開始回測」按鈕執行交易策略分析", | |
| height=400 | |
| ) | |
| empty_fig.add_annotation( | |
| text="等待回測開始...", | |
| x=0.5, y=0.5, | |
| showarrow=False, | |
| font=dict(size=16, color="gray") | |
| ) | |
| return ( | |
| html.Div("準備就緒,點擊按鈕開始回測", style={'color': '#3498DB', 'text-align': 'center'}), | |
| html.Div(), | |
| empty_fig, | |
| html.Div() | |
| ) | |
| try: | |
| # 參數轉換 | |
| initial_capital = initial_capital_wan * 10000 | |
| # 檢查快取 | |
| cache_key = f"backtest_{selected_stock}_{period}_{initial_capital}" | |
| current_time = time.time() | |
| if cache_key in BACKTEST_CACHE: | |
| cached_data = BACKTEST_CACHE[cache_key] | |
| if current_time - cached_data['timestamp'] < BACKTEST_CACHE_DURATION: | |
| results = cached_data['results'] | |
| stock_data = cached_data['stock_data'] | |
| backtester = cached_data['backtester'] | |
| progress_msg = html.Div("✅ 回測完成 (來自快取)", | |
| style={'color': 'green', 'text-align': 'center', 'font-weight': 'bold'}) | |
| summary_card = create_backtest_summary_card(results) | |
| chart = backtester.create_backtest_chart(results, stock_data) | |
| details_table = create_trading_details_table(results.get('trades_df', pd.DataFrame())) | |
| return progress_msg, summary_card, chart, details_table | |
| # 獲取資料 | |
| stock_data = get_stock_data(selected_stock, period) | |
| if stock_data.empty or len(stock_data) < 100: | |
| raise ValueError("股票資料不足,無法進行回測") | |
| # 執行回測 | |
| backtester = TradingBacktester( | |
| initial_capital=initial_capital, | |
| max_position_ratio=0.8, | |
| batch_ratio=0.2 | |
| ) | |
| results = backtester.run_backtest(stock_data, get_prediction) | |
| # 快取結果 | |
| BACKTEST_CACHE[cache_key] = { | |
| 'results': results, | |
| 'stock_data': stock_data, | |
| 'backtester': backtester, | |
| 'timestamp': current_time | |
| } | |
| # 生成輸出 | |
| progress_msg = html.Div( | |
| f"✅ 回測完成!共執行 {results['total_trades']} 筆交易", | |
| style={'color': 'green', 'text-align': 'center', 'font-weight': 'bold'} | |
| ) | |
| summary_card = create_backtest_summary_card(results) | |
| chart = backtester.create_backtest_chart(results, stock_data) | |
| details_table = create_trading_details_table(results.get('trades_df', pd.DataFrame())) | |
| return progress_msg, summary_card, chart, details_table | |
| except Exception as e: | |
| error_fig = go.Figure() | |
| error_fig.add_annotation(text=f"回測執行失敗: {str(e)}", showarrow=False) | |
| error_fig.update_layout(height=400) | |
| return ( | |
| html.Div(f"錯誤:{str(e)}", style={'color': 'red', 'text-align': 'center'}), | |
| html.Div("回測執行失敗,請檢查參數或稍後再試"), | |
| error_fig, | |
| html.Div() | |
| ) | |
| # 5. 新增輔助函數: | |
| def create_backtest_summary_card(results): | |
| """創建回測摘要卡片""" | |
| if not results: | |
| return html.Div("回測結果為空", style={'color': 'red'}) | |
| return_color = 'red' if results['total_return'] > 0 else 'green' | |
| excess_color = 'red' if results['excess_return'] > 0 else 'green' | |
| return html.Div([ | |
| html.H4("交易策略回測摘要", style={'color': '#2C3E50', 'margin-bottom': '20px'}), | |
| # 核心指標 | |
| html.Div([ | |
| html.Div([ | |
| html.H5("總報酬率", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['total_return']:+.2f}%", | |
| style={'margin': '5px 0', 'color': return_color, 'font-weight': 'bold'}) | |
| ], style={'text-align': 'center'}), | |
| html.Div([ | |
| html.H5("vs 買入持有", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['excess_return']:+.2f}%", | |
| style={'margin': '5px 0', 'color': excess_color, 'font-weight': 'bold'}) | |
| ], style={'text-align': 'center'}), | |
| html.Div([ | |
| html.H5("夏普比率", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['sharpe_ratio']:.2f}", | |
| style={'margin': '5px 0', 'color': '#3498DB', 'font-weight': 'bold'}) | |
| ], style={'text-align': 'center'}), | |
| html.Div([ | |
| html.H5("最大回撤", style={'margin': '0', 'color': '#7F8C8D'}), | |
| html.H3(f"{results['max_drawdown']:.2f}%", | |
| style={'margin': '5px 0', 'color': '#E74C3C', 'font-weight': 'bold'}) | |
| ], style={'text-align': 'center'}) | |
| ], style={'display': 'flex', 'justify-content': 'space-around', 'margin-bottom': '20px'}), | |
| # 詳細統計表格 | |
| html.Hr(), | |
| html.Table([ | |
| html.Tr([html.Td("最終投資組合價值"), html.Td(f"${results['final_value']:,.0f}")]), | |
| html.Tr([html.Td("初始資金"), html.Td(f"${results.get('initial_capital', 1000000):,.0f}")]), | |
| html.Tr([html.Td("年化波動率"), html.Td(f"{results['annual_volatility']:.2f}%")]), | |
| html.Tr([html.Td("總交易次數"), html.Td(f"{results['total_trades']}")]), | |
| html.Tr([html.Td("買入次數"), html.Td(f"{results['buy_trades']}")]), | |
| html.Tr([html.Td("賣出次數"), html.Td(f"{results['sell_trades']}")]), | |
| html.Tr([html.Td("交易勝率"), html.Td(f"{results['win_rate']:.1f}%")]) | |
| ], style={'width': '100%'}) | |
| ], style={ | |
| 'padding': '25px', | |
| 'background': 'white', | |
| 'border-radius': '12px', | |
| 'box-shadow': '0 4px 20px rgba(0,0,0,0.08)', | |
| 'margin-bottom': '20px' | |
| }) | |
| def create_trading_details_table(trades_df): | |
| """創建交易詳細記錄表格""" | |
| if trades_df.empty: | |
| return html.Div("尚無交易記錄", style={'text-align': 'center', 'color': 'gray'}) | |
| # 顯示最近20筆交易 | |
| recent_trades = trades_df.tail(20).copy().sort_values('date', ascending=False) | |
| table_rows = [] | |
| for _, trade in recent_trades.iterrows(): | |
| signal_text = "🔴 買入" if trade['signal'] == 1 else "🟢 賣出" | |
| signal_color = "#E74C3C" if trade['signal'] == 1 else "#27AE60" | |
| table_rows.append(html.Tr([ | |
| html.Td(trade['date'].strftime('%Y-%m-%d')), | |
| html.Td(signal_text, style={'color': signal_color, 'font-weight': 'bold'}), | |
| html.Td(f"{abs(trade['shares']):,}"), | |
| html.Td(f"${trade['price']:.2f}"), | |
| html.Td(f"${abs(trade['value']):,.0f}"), | |
| html.Td(f"{trade['strength']:.2f}") | |
| ])) | |
| return html.Div([ | |
| html.P(f"最近 {len(table_rows)} 筆交易記錄", style={'color': '#7F8C8D'}), | |
| html.Table([ | |
| html.Thead(html.Tr([ | |
| html.Th("交易日期", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), | |
| html.Th("方向", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), | |
| html.Th("股數", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), | |
| html.Th("價格", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), | |
| html.Th("金額", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), | |
| html.Th("信號強度", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}) | |
| ])), | |
| html.Tbody(table_rows) | |
| ], style={'width': '100%', 'border-collapse': 'collapse'}) | |
| ]) | |
| # 6. 完整的TradingBacktester類別需要添加到程式開頭 | |
| # (請參考前面提供的完整類別定義) | |
| # 主程式執行 | |
| if __name__ == '__main__': | |
| print("=== 應用啟動 ===") | |
| print(f"分析緩存時間: {ANALYSIS_CACHE_DURATION}秒") | |
| print(f"股票數據緩存時間: {CACHE_DURATION_SECONDS}秒") | |
| # 清理緩存確保乾淨啟動 | |
| clear_all_cache() | |
| app.run(host="0.0.0.0", port=7860, debug=False) |