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import os |
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from datetime import datetime, timedelta |
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import google.generativeai as genai |
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import pandas as pd |
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import numpy as np |
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import yfinance as yf |
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from dash import Dash, dcc, html, callback, Input, Output, State |
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import dash |
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import plotly.express as px |
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import plotly.graph_objects as go |
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from plotly.subplots import make_subplots |
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import re |
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from bs4 import BeautifulSoup |
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import requests |
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import time |
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import warnings |
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warnings.filterwarnings('ignore') |
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from Bert_predict import BertPredictor |
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from model_predictor import XGBoostModel |
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class TradingBacktester: |
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def __init__(self, initial_capital=1000000, max_position_ratio=0.8, batch_ratio=0.2): |
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""" |
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初始化交易回測器 |
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Args: |
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initial_capital: 初始資金 (預設100萬) |
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max_position_ratio: 最大持倉比例 (預設80%) |
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batch_ratio: 每次分批交易比例 (預設20%) |
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""" |
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self.initial_capital = initial_capital |
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self.max_position_ratio = max_position_ratio |
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self.batch_ratio = batch_ratio |
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self.trades = [] |
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self.portfolio_value = [] |
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self.positions = [] |
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self.cash_history = [] |
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self.trend_threshold = 0.5 |
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self.min_trend_days = 3 |
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def get_trend_signal(self, predictions): |
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""" |
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根據預測結果判斷趨勢信號 |
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Args: |
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predictions: dict包含1,5,10,20日預測結果 |
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Returns: |
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signal: 1(買進), -1(賣出), 0(持有) |
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strength: 信號強度 (0-1) |
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""" |
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pred_1d = predictions.get('1d', 0) |
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pred_5d = predictions.get('5d', 0) |
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pred_10d = predictions.get('10d', 0) |
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pred_20d = predictions.get('20d', 0) |
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trend_score = 0 |
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total_weight = 0 |
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weights = {'1d': 0.4, '5d': 0.3, '10d': 0.2, '20d': 0.1} |
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for period, pred in [('1d', pred_1d), ('5d', pred_5d), ('10d', pred_10d), ('20d', pred_20d)]: |
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if abs(pred) > self.trend_threshold: |
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trend_score += np.sign(pred) * weights[period] |
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total_weight += weights[period] |
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if total_weight > 0: |
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trend_score = trend_score / total_weight |
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strength = abs(trend_score) |
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if trend_score > 0.3: |
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return 1, strength |
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elif trend_score < -0.3: |
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return -1, strength |
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else: |
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return 0, strength |
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def calculate_position_size(self, signal, strength, current_cash, current_price, current_position): |
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""" |
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計算交易部位大小 |
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Args: |
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signal: 交易信號 |
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strength: 信號強度 |
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current_cash: 當前現金 |
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current_price: 當前價格 |
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current_position: 當前持股數量 |
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Returns: |
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shares_to_trade: 交易股數 (正數買入,負數賣出) |
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""" |
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max_position_value = self.initial_capital * self.max_position_ratio |
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max_shares = int(max_position_value / current_price) |
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if signal == 1: |
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available_cash = current_cash * self.batch_ratio * strength |
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max_buy_shares = int(available_cash / current_price) |
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remaining_capacity = max_shares - current_position |
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shares_to_buy = min(max_buy_shares, remaining_capacity) |
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return max(0, shares_to_buy) |
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elif signal == -1: |
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sell_ratio = self.batch_ratio * strength |
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shares_to_sell = int(current_position * sell_ratio) |
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return -min(shares_to_sell, current_position) |
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return 0 |
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def simulate_predictions(self, data, predictor_func): |
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""" |
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模擬歷史預測結果 |
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Args: |
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data: 股價歷史資料 |
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predictor_func: 預測函數 |
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Returns: |
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predictions_history: 歷史預測結果字典 |
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""" |
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predictions_history = {} |
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for i in range(60, len(data)): |
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current_date = data.index[i] |
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historical_data = data.iloc[:i+1] |
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try: |
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predictions = {} |
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for days in [1, 5, 10, 20]: |
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pred_result = predictor_func(historical_data, days) |
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if pred_result: |
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predictions[f'{days}d'] = pred_result.get('change_pct', 0) |
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else: |
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predictions[f'{days}d'] = 0 |
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predictions_history[current_date] = predictions |
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except Exception as e: |
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predictions_history[current_date] = { |
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'1d': 0, '5d': 0, '10d': 0, '20d': 0 |
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} |
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return predictions_history |
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def run_backtest(self, stock_data, predictor_func, start_date=None, end_date=None): |
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""" |
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執行回測 |
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Args: |
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stock_data: 股價資料 |
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predictor_func: 預測函數 |
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start_date: 回測開始日期 |
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end_date: 回測結束日期 |
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Returns: |
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results: 回測結果字典 |
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""" |
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self.trades = [] |
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self.portfolio_value = [] |
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self.positions = [] |
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self.cash_history = [] |
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if start_date: |
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stock_data = stock_data[stock_data.index >= start_date] |
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if end_date: |
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stock_data = stock_data[stock_data.index <= end_date] |
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if len(stock_data) < 100: |
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raise ValueError("資料不足,無法進行回測") |
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print("開始生成歷史預測...") |
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predictions_history = self.simulate_predictions(stock_data, predictor_func) |
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current_cash = self.initial_capital |
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current_position = 0 |
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print("開始執行回測...") |
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for date in stock_data.index: |
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if date not in predictions_history: |
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continue |
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current_price = stock_data.loc[date, 'Close'] |
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predictions = predictions_history[date] |
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signal, strength = self.get_trend_signal(predictions) |
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shares_to_trade = self.calculate_position_size( |
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signal, strength, current_cash, current_price, current_position |
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) |
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if shares_to_trade != 0: |
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trade_value = shares_to_trade * current_price |
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current_cash -= trade_value |
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current_position += shares_to_trade |
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self.trades.append({ |
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'date': date, |
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'signal': signal, |
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'shares': shares_to_trade, |
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'price': current_price, |
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'value': trade_value, |
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'strength': strength, |
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'predictions': predictions.copy() |
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}) |
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portfolio_val = current_cash + current_position * current_price |
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self.portfolio_value.append({ |
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'date': date, |
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'portfolio_value': portfolio_val, |
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'cash': current_cash, |
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'position_value': current_position * current_price, |
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'position_shares': current_position, |
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'price': current_price |
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}) |
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results = self._calculate_performance_metrics(stock_data) |
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print(f"回測完成!總交易次數: {len(self.trades)}") |
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return results |
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def _calculate_performance_metrics(self, stock_data): |
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"""計算績效指標""" |
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if not self.portfolio_value: |
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return {} |
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portfolio_df = pd.DataFrame(self.portfolio_value) |
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portfolio_df.set_index('date', inplace=True) |
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final_value = portfolio_df['portfolio_value'].iloc[-1] |
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total_return = (final_value / self.initial_capital - 1) * 100 |
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initial_price = stock_data['Close'].iloc[0] |
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final_price = stock_data['Close'].iloc[-1] |
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benchmark_return = (final_price / initial_price - 1) * 100 |
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portfolio_returns = portfolio_df['portfolio_value'].pct_change().dropna() |
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annual_volatility = portfolio_returns.std() * np.sqrt(252) * 100 |
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rolling_max = portfolio_df['portfolio_value'].expanding().max() |
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drawdown = (portfolio_df['portfolio_value'] - rolling_max) / rolling_max |
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max_drawdown = drawdown.min() * 100 |
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risk_free_rate = 0.02 |
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excess_return = total_return/100 - risk_free_rate |
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sharpe_ratio = excess_return / (annual_volatility/100) if annual_volatility > 0 else 0 |
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trades_df = pd.DataFrame(self.trades) if self.trades else pd.DataFrame() |
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buy_trades = len(trades_df[trades_df['signal'] == 1]) if not trades_df.empty else 0 |
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sell_trades = len(trades_df[trades_df['signal'] == -1]) if not trades_df.empty else 0 |
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results = { |
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'final_value': final_value, |
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'total_return': total_return, |
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'benchmark_return': benchmark_return, |
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'excess_return': total_return - benchmark_return, |
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'annual_volatility': annual_volatility, |
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'max_drawdown': max_drawdown, |
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'sharpe_ratio': sharpe_ratio, |
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'total_trades': len(self.trades), |
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'buy_trades': buy_trades, |
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'sell_trades': sell_trades, |
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'win_rate': self._calculate_win_rate(), |
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'portfolio_df': portfolio_df, |
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'trades_df': trades_df, |
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'initial_capital': self.initial_capital |
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} |
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return results |
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def _calculate_win_rate(self): |
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"""計算勝率""" |
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if len(self.trades) < 2: |
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return 0 |
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winning_trades = 0 |
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total_closed_trades = 0 |
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for i in range(len(self.trades) - 1): |
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current_trade = self.trades[i] |
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next_trade = self.trades[i + 1] |
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if current_trade['signal'] == 1: |
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price_change = (next_trade['price'] - current_trade['price']) / current_trade['price'] |
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if price_change > 0: |
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winning_trades += 1 |
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total_closed_trades += 1 |
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return (winning_trades / total_closed_trades * 100) if total_closed_trades > 0 else 0 |
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def create_backtest_chart(self, results, stock_data): |
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"""創建回測結果圖表""" |
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if 'portfolio_df' not in results: |
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return go.Figure() |
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portfolio_df = results['portfolio_df'] |
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trades_df = results['trades_df'] |
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fig = make_subplots( |
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rows=3, cols=1, |
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shared_xaxes=True, |
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vertical_spacing=0.05, |
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row_heights=[0.5, 0.25, 0.25], |
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subplot_titles=('投資組合價值 vs 基準', '持倉變化', '交易信號') |
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) |
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fig.add_trace( |
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go.Scatter( |
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x=portfolio_df.index, |
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y=portfolio_df['portfolio_value'], |
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mode='lines', |
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name='投資組合價值', |
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line=dict(color='blue', width=2) |
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), |
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row=1, col=1 |
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) |
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benchmark_values = [] |
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initial_shares = self.initial_capital / stock_data['Close'].iloc[0] |
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for date in portfolio_df.index: |
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if date in stock_data.index: |
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benchmark_val = initial_shares * stock_data.loc[date, 'Close'] |
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benchmark_values.append(benchmark_val) |
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else: |
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benchmark_values.append(np.nan) |
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fig.add_trace( |
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go.Scatter( |
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x=portfolio_df.index, |
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y=benchmark_values, |
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mode='lines', |
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name='買入持有基準', |
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line=dict(color='gray', width=2, dash='dash') |
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), |
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row=1, col=1 |
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) |
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fig.add_trace( |
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go.Scatter( |
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x=portfolio_df.index, |
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y=portfolio_df['position_shares'], |
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mode='lines', |
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name='持股數量', |
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line=dict(color='green', width=2) |
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), |
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row=2, col=1 |
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) |
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price_data = stock_data.reindex(portfolio_df.index, method='ffill') |
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fig.add_trace( |
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go.Scatter( |
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x=portfolio_df.index, |
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y=price_data['Close'], |
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mode='lines', |
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name='股價', |
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line=dict(color='black', width=1) |
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), |
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row=3, col=1 |
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) |
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if not trades_df.empty: |
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buy_trades = trades_df[trades_df['signal'] == 1] |
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sell_trades = trades_df[trades_df['signal'] == -1] |
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if not buy_trades.empty: |
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fig.add_trace( |
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go.Scatter( |
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x=buy_trades['date'], |
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y=buy_trades['price'], |
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mode='markers', |
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name='買入', |
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marker=dict(color='red', size=8, symbol='triangle-up') |
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), |
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row=3, col=1 |
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) |
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if not sell_trades.empty: |
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fig.add_trace( |
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go.Scatter( |
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x=sell_trades['date'], |
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y=sell_trades['price'], |
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mode='markers', |
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name='賣出', |
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marker=dict(color='green', size=8, symbol='triangle-down') |
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), |
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row=3, col=1 |
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) |
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fig.update_layout( |
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title=f"交易策略回測結果", |
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height=800, |
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showlegend=True, |
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xaxis3_title="日期" |
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) |
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fig.update_yaxes(title_text="價值 (TWD)", row=1, col=1) |
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fig.update_yaxes(title_text="股數", row=2, col=1) |
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fig.update_yaxes(title_text="股價 (TWD)", row=3, col=1) |
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return fig |
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def create_backtest_summary_card(results): |
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"""創建回測摘要卡片""" |
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if not results: |
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return html.Div("回測結果為空", style={'color': 'red'}) |
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return_color = 'red' if results['total_return'] > 0 else 'green' |
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excess_color = 'red' if results['excess_return'] > 0 else 'green' |
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return html.Div([ |
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html.Div([ |
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html.H4("交易策略回測摘要", style={'color': '#2C3E50', 'margin-bottom': '20px'}), |
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html.Div([ |
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html.Div([ |
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html.H5("總報酬率", style={'margin': '0', 'color': '#7F8C8D'}), |
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html.H3(f"{results['total_return']:+.2f}%", |
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style={'margin': '5px 0', 'color': return_color, 'font-weight': 'bold'}) |
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], className="metric-item"), |
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html.Div([ |
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html.H5("vs 買入持有", style={'margin': '0', 'color': '#7F8C8D'}), |
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html.H3(f"{results['excess_return']:+.2f}%", |
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style={'margin': '5px 0', 'color': excess_color, 'font-weight': 'bold'}) |
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], className="metric-item"), |
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html.Div([ |
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html.H5("夏普比率", style={'margin': '0', 'color': '#7F8C8D'}), |
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html.H3(f"{results['sharpe_ratio']:.2f}", |
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style={'margin': '5px 0', 'color': '#3498DB', 'font-weight': 'bold'}) |
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], 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'}), |
|
|
|
|
|
|
|
|
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' |
|
|
}) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USE_ADVANCED_MODEL = True |
|
|
|
|
|
|
|
|
|
|
|
ANALYSIS_CACHE = {} |
|
|
ANALYSIS_CACHE_DURATION = 60 |
|
|
STOCK_DATA_CACHE = {} |
|
|
CACHE_EXPIRE_SECONDS = 60 |
|
|
|
|
|
CACHE_DURATION_SECONDS = 60 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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', |
|
|
} |
|
|
|
|
|
|
|
|
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' |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
class RiskAnalyzer: |
|
|
def __init__(self): |
|
|
self.risk_free_rate = 0.01 |
|
|
|
|
|
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 |
|
|
|
|
|
daily_returns = prices.pct_change() + 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 |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
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', |
|
|
'NAS': '^IXIC', |
|
|
'SOX': '^SOX', |
|
|
'S&P_500': '^GSPC', |
|
|
'TSM_ADR': 'TSM' |
|
|
} |
|
|
|
|
|
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 |
|
|
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:]) |
|
|
|
|
|
|
|
|
now = datetime.now() |
|
|
|
|
|
|
|
|
hour_factor = (now.hour % 24) * 0.0001 |
|
|
minute_factor = now.minute * 0.000001 |
|
|
second_factor = now.second * 0.0000001 |
|
|
|
|
|
time_factor = hour_factor + minute_factor + second_factor |
|
|
|
|
|
|
|
|
if 9 <= now.hour <= 13: |
|
|
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) |
|
|
|
|
|
|
|
|
total_time_factor = time_factor + market_active_factor |
|
|
predicted_price = current_price * trend_factor + base_change + (current_price * total_time_factor) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
df['return_t-1'] = df['Close'].pct_change() |
|
|
|
|
|
|
|
|
df['return_t-5'] = (df['Close'] / df['Close'].shift(5) - 1) |
|
|
|
|
|
|
|
|
df['MA5_close'] = df['Close'].rolling(window=5).mean() |
|
|
|
|
|
|
|
|
df['volatility_5d'] = df['return_t-1'].rolling(window=5).std() |
|
|
|
|
|
|
|
|
|
|
|
df['volume_5d_avg'] = df['Volume'].rolling(window=5).mean() |
|
|
df['volume_ratio_5d'] = df['Volume'] / df['volume_5d_avg'] |
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
df['volume_weighted_return'] = abs(df['return_t-1']) * df['Volume'] |
|
|
|
|
|
|
|
|
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() |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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] |
|
|
|
|
|
|
|
|
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), |
|
|
'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 |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
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。") |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
df['MA5'] = df['Close'].rolling(window=5).mean() |
|
|
df['MA20'] = df['Close'].rolling(window=20).mean() |
|
|
|
|
|
|
|
|
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)) |
|
|
|
|
|
|
|
|
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'] |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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() |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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() |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
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: |
|
|
|
|
|
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") |
|
|
|
|
|
|
|
|
app = dash.Dash(__name__, suppress_callback_exceptions=True) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
app.layout = html.Div([ |
|
|
html.H1("台股分析儀表板", style={'text-align': 'center', 'margin-bottom': '30px'}), |
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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)'}), |
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
html.Div(id='stock-info-cards', style={'margin-bottom': '30px'}), |
|
|
|
|
|
|
|
|
html.Div([html.Div([dcc.Graph(id='price-chart')], style={'width': '100%', 'display': 'inline-block', 'vertical-align': 'top'})]), |
|
|
|
|
|
|
|
|
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)'}), |
|
|
|
|
|
|
|
|
html.Div([dcc.Graph(id='volume-chart')], style={'margin-top': '20px'}), |
|
|
|
|
|
|
|
|
html.Div([html.H3("產業表現分析"), dcc.Graph(id='industry-analysis')], style={'margin-top': '30px'}), |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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)'}), |
|
|
|
|
|
|
|
|
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)'}), |
|
|
|
|
|
|
|
|
html.Div([ |
|
|
html.H3("AI驅動交易策略回測", style={'margin-bottom': '20px', 'color': '#8E44AD'}), |
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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' |
|
|
}) |
|
|
|
|
|
]) |
|
|
|
|
|
|
|
|
@app.callback( |
|
|
[Output('taiex-prediction-results', 'children'), |
|
|
Output('taiex-prediction-chart', 'figure')], |
|
|
[Input('taiex-prediction-period', 'value')] |
|
|
) |
|
|
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"), {} |
|
|
|
|
|
|
|
|
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] |
|
|
|
|
|
|
|
|
predicted_price, change_pct, confidence = final_prediction['predicted_price'], final_prediction['change_pct'], final_prediction['confidence'] |
|
|
|
|
|
|
|
|
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']) |
|
|
|
|
|
|
|
|
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'}), |
|
|
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)'}) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
@app.callback( |
|
|
Output('stock-info-cards', 'children'), |
|
|
[Input('stock-dropdown', 'value')] |
|
|
) |
|
|
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'}) |
|
|
]) |
|
|
|
|
|
@app.callback( |
|
|
Output('price-chart', 'figure'), |
|
|
[Input('stock-dropdown', 'value'), |
|
|
Input('period-dropdown', 'value'), |
|
|
Input('chart-type', 'value')] |
|
|
) |
|
|
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 |
|
|
|
|
|
@app.callback( |
|
|
Output('advanced-technical-chart', 'figure'), |
|
|
[Input('technical-indicator-selector', 'value'), |
|
|
Input('stock-dropdown', 'value'), |
|
|
Input('period-dropdown', 'value')] |
|
|
) |
|
|
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 |
|
|
|
|
|
@app.callback( |
|
|
Output('volume-chart', 'figure'), |
|
|
[Input('stock-dropdown', 'value'), |
|
|
Input('period-dropdown', 'value')] |
|
|
) |
|
|
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 |
|
|
|
|
|
@app.callback( |
|
|
Output('industry-analysis', 'figure'), |
|
|
[Input('stock-dropdown', 'value')] |
|
|
) |
|
|
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) |
|
|
|
|
|
|
|
|
gainers = df_performance[df_performance['月報酬率(%)'] > 0].copy() |
|
|
losers = df_performance[df_performance['月報酬率(%)'] < 0].copy() |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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 |
|
|
) |
|
|
|
|
|
|
|
|
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: |
|
|
|
|
|
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") |
|
|
) |
|
|
|
|
|
|
|
|
if not top_losers.empty: |
|
|
fig.add_trace(go.Pie( |
|
|
labels=top_losers['股票'], |
|
|
values=abs(top_losers['月報酬率(%)']), |
|
|
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(%)'], |
|
|
textfont=dict(size=12) |
|
|
), row=1, col=2) |
|
|
else: |
|
|
|
|
|
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") |
|
|
) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
@app.callback( |
|
|
Output('business-climate-chart', 'figure'), |
|
|
[Input('stock-dropdown', 'value')] |
|
|
) |
|
|
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 |
|
|
|
|
|
|
|
|
@app.callback( |
|
|
[Output('technical-analysis-text', 'children'), |
|
|
Output('fundamental-analysis-text', 'children'), |
|
|
Output('market-outlook-text', 'children')], |
|
|
[Input('stock-dropdown', 'value'), |
|
|
Input('period-dropdown', 'value')] |
|
|
) |
|
|
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""" |
|
|
|
|
|
cache_key = f"{selected_stock}-{period}" |
|
|
current_time = time.time() |
|
|
|
|
|
|
|
|
if cache_key in ANALYSIS_CACHE: |
|
|
cached_data = ANALYSIS_CACHE[cache_key] |
|
|
|
|
|
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}") |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
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})。"]), |
|
|
]) |
|
|
|
|
|
|
|
|
fundamental_text, market_outlook_text = generate_gemini_analysis(stock_name, selected_stock, period, data) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
@app.callback( |
|
|
Output('pmi-chart', 'figure'), |
|
|
[Input('stock-dropdown', 'value')] |
|
|
) |
|
|
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}" |
|
|
|
|
|
@app.callback( |
|
|
[Output('comparison-chart', 'figure'), |
|
|
Output('comparison-table', 'children')], |
|
|
[Input('comparison-stocks', 'value'), |
|
|
Input('comparison-period', 'value')] |
|
|
) |
|
|
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") |
|
|
|
|
|
@app.callback( |
|
|
[Output('sentiment-gauge', 'children'), |
|
|
Output('news-summary', 'children')], |
|
|
[Input('stock-dropdown', 'value')] |
|
|
) |
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
@app.callback( |
|
|
[Output('risk-metrics-display', 'children'), |
|
|
Output('risk-analysis-chart', 'figure')], |
|
|
[Input('portfolio-stocks', 'value'), |
|
|
Input('risk-period-dropdown', 'value')] |
|
|
) |
|
|
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] |
|
|
analyzer = RiskAnalyzer() |
|
|
|
|
|
|
|
|
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 = [] |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
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'}) |
|
|
|
|
|
|
|
|
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 |
|
|
) |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BACKTEST_CACHE = {} |
|
|
BACKTEST_CACHE_DURATION = 24 * 60 * 60 |
|
|
|
|
|
|
|
|
|
|
|
@app.callback( |
|
|
[Output('backtest-progress', 'children'), |
|
|
Output('backtest-summary-card', 'children'), |
|
|
Output('backtest-chart', 'figure'), |
|
|
Output('trading-details-table', 'children')], |
|
|
[Input('run-backtest-button', 'n_clicks')], |
|
|
[State('backtest-stock-dropdown', 'value'), |
|
|
State('backtest-period-dropdown', 'value'), |
|
|
State('initial-capital-input', 'value')] |
|
|
) |
|
|
def run_trading_backtest(n_clicks, selected_stock, period, initial_capital_wan): |
|
|
"""執行交易策略回測""" |
|
|
if n_clicks == 0: |
|
|
|
|
|
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: |
|
|
|
|
|
initial_capital = initial_capital_wan * 10000 |
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
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") |
|
|
|
|
|
|
|
|
backtester = TradingBacktester( |
|
|
initial_capital=initial_capital, |
|
|
max_position_ratio=0.8, |
|
|
batch_ratio=0.2 |
|
|
) |
|
|
|
|
|
results = backtester.run_backtest(stock_data, get_prediction) |
|
|
|
|
|
|
|
|
BACKTEST_CACHE[cache_key] = { |
|
|
'results': results, |
|
|
'stock_data': stock_data, |
|
|
'backtester': backtester, |
|
|
'timestamp': current_time |
|
|
} |
|
|
|
|
|
|
|
|
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() |
|
|
) |
|
|
|
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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'}), |
|
|
|
|
|
|
|
|
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}")]), |
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html.Tr([html.Td("年化波動率"), html.Td(f"{results['annual_volatility']:.2f}%")]), |
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html.Tr([html.Td("總交易次數"), html.Td(f"{results['total_trades']}")]), |
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html.Tr([html.Td("買入次數"), html.Td(f"{results['buy_trades']}")]), |
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html.Tr([html.Td("賣出次數"), html.Td(f"{results['sell_trades']}")]), |
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html.Tr([html.Td("交易勝率"), html.Td(f"{results['win_rate']:.1f}%")]) |
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], style={'width': '100%'}) |
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], style={ |
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'padding': '25px', |
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'background': 'white', |
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'border-radius': '12px', |
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'box-shadow': '0 4px 20px rgba(0,0,0,0.08)', |
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'margin-bottom': '20px' |
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}) |
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def create_trading_details_table(trades_df): |
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"""創建交易詳細記錄表格""" |
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if trades_df.empty: |
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return html.Div("尚無交易記錄", style={'text-align': 'center', 'color': 'gray'}) |
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recent_trades = trades_df.tail(20).copy().sort_values('date', ascending=False) |
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table_rows = [] |
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for _, trade in recent_trades.iterrows(): |
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signal_text = "🔴 買入" if trade['signal'] == 1 else "🟢 賣出" |
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signal_color = "#E74C3C" if trade['signal'] == 1 else "#27AE60" |
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table_rows.append(html.Tr([ |
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html.Td(trade['date'].strftime('%Y-%m-%d')), |
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html.Td(signal_text, style={'color': signal_color, 'font-weight': 'bold'}), |
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html.Td(f"{abs(trade['shares']):,}"), |
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html.Td(f"${trade['price']:.2f}"), |
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html.Td(f"${abs(trade['value']):,.0f}"), |
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html.Td(f"{trade['strength']:.2f}") |
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])) |
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return html.Div([ |
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html.P(f"最近 {len(table_rows)} 筆交易記錄", style={'color': '#7F8C8D'}), |
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html.Table([ |
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html.Thead(html.Tr([ |
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html.Th("交易日期", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), |
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html.Th("方向", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), |
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html.Th("股數", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), |
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html.Th("價格", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), |
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html.Th("金額", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}), |
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html.Th("信號強度", style={'background': '#34495E', 'color': 'white', 'padding': '8px'}) |
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])), |
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html.Tbody(table_rows) |
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], style={'width': '100%', 'border-collapse': 'collapse'}) |
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]) |
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if __name__ == '__main__': |
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print("=== 應用啟動 ===") |
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print(f"分析緩存時間: {ANALYSIS_CACHE_DURATION}秒") |
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print(f"股票數據緩存時間: {CACHE_DURATION_SECONDS}秒") |
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clear_all_cache() |
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app.run(host="0.0.0.0", port=7860, debug=False) |