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| # app.py | |
| # -*- coding: utf-8 -*- | |
| from __future__ import annotations | |
| from pathlib import Path | |
| from typing import Dict, List, Optional, Tuple | |
| import re | |
| import pandas as pd | |
| from fastapi import FastAPI, Query | |
| from fastapi.responses import HTMLResponse, JSONResponse | |
| from fastapi.staticfiles import StaticFiles | |
| from pyecharts import options as opts | |
| from pyecharts.charts import Line | |
| from pyecharts.globals import CurrentConfig | |
| from pyecharts.commons.utils import JsCode # <-- 关键：用于包装 JS 函数 | |
| # ---------------- 0) 路径 ---------------- | |
| DATA_DIR = Path(".") | |
| WIDE_PATH = DATA_DIR / "bands_df.parquet" # 你的“宽表+追加bands”文件 | |
| DATE_COL = "trade_date" | |
| INDEX_COL = "index_code" | |
| # ---------------- 1) 读数 ---------------- | |
| if not WIDE_PATH.exists(): | |
| raise FileNotFoundError( | |
| f"未找到 {WIDE_PATH}。请先保存：bands_appended.to_parquet('bands_appended.parquet')" | |
| ) | |
| df = pd.read_parquet(WIDE_PATH).copy() | |
| if DATE_COL not in df.columns or INDEX_COL not in df.columns: | |
| raise ValueError(f"数据必须包含 {DATE_COL} 与 {INDEX_COL} 列。") | |
| df[DATE_COL] = pd.to_datetime(df[DATE_COL]) | |
| df = df.sort_values([INDEX_COL, DATE_COL]).reset_index(drop=True) | |
| df["date_str"] = df[DATE_COL].dt.strftime("%Y-%m-%d") | |
| # ---------------- 2) 识别基础列 ---------------- | |
| def is_base_col(c: str) -> bool: | |
| if c in (DATE_COL, INDEX_COL): return False | |
| if not pd.api.types.is_numeric_dtype(df[c]): return False | |
| return not any(tok in c for tok in ("_mu_", "_sigma_", "_band_", "_pct_")) | |
| BASE_PATTERN = re.compile(r"^(pe_ttm|pb_lf|ps_ttm|pcf_ttm)_(weighted|median|total)$", re.I) | |
| METRIC_MAP = {"pe_ttm": "PE-TTM", "pb_lf": "PB-LF", "ps_ttm": "PS-TTM", "pcf_ttm": "PCF-TTM"} | |
| METHOD_MAP = {"weighted": "权重加权法", "median": "中值法", "total": "总量法"} | |
| base_cols: List[str] = [c for c in df.columns if is_base_col(c)] | |
| KEY_TO_BASE: Dict[Tuple[str, str], str] = {} | |
| for c in base_cols: | |
| m = BASE_PATTERN.match(c) | |
| if not m: continue | |
| metric_key, method_key = m.group(1).lower(), m.group(2).lower() | |
| KEY_TO_BASE[(METRIC_MAP.get(metric_key, metric_key), | |
| METHOD_MAP.get(method_key, method_key))] = c | |
| INDEXES = sorted(df[INDEX_COL].unique().tolist()) | |
| METRICS = sorted({k[0] for k in KEY_TO_BASE}) | |
| METHODS = sorted({k[1] for k in KEY_TO_BASE}) | |
| WINDOWS = ["3Y", "10Y", "Expanding"] | |
| # ---------------- 3) FastAPI ---------------- | |
| app = FastAPI(title="Valuation (pyecharts + FastAPI, offline, wide)") | |
| static_dir = Path("./static") | |
| static_dir.mkdir(exist_ok=True) | |
| app.mount("/static", StaticFiles(directory=str(static_dir)), name="static") | |
| # ---------------- 4) 首页 ---------------- | |
| def index() -> str: | |
| html = """ | |
| <!doctype html> | |
| <html lang="zh-CN"> | |
| <head> | |
| <meta charset="utf-8"/> | |
| <meta name="viewport" content="width=device-width,initial-scale=1"/> | |
| <title>指数估值分位报告（pyecharts + FastAPI，离线，宽表版）</title> | |
| <style> | |
| body{font-family:system-ui,-apple-system,Segoe UI,Roboto,Helvetica,Arial,'Noto Sans',sans-serif;margin:16px;} | |
| h1{margin:0 0 12px;font-size:20px;} | |
| .controls{display:grid;gap:8px;grid-template-columns:repeat(4,minmax(160px,1fr));margin-bottom:12px;} | |
| .control label{display:block;font-size:12px;color:#555;margin-bottom:4px;} | |
| select{width:100%;padding:6px;border-radius:8px;border:1px solid #ddd;} | |
| #chart{width:100%;height:560px;} | |
| table{width:100%;border-collapse:collapse;margin-top:10px;} | |
| th,td{border:1px solid #e6e6e6;padding:6px 8px;text-align:right;} | |
| th:first-child,td:first-child{text-align:left;} | |
| .muted{color:#777;font-size:12px;} | |
| </style> | |
| </head> | |
| <body> | |
| <h1>指数估值分位报告（pyecharts + FastAPI，离线，宽表版）</h1> | |
| <div class="controls"> | |
| <div class="control"><label>指数 (Index)</label><select id="selIndex"></select></div> | |
| <div class="control"><label>估值指标 (Metric)</label><select id="selMetric"></select></div> | |
| <div class="control"><label>计算方法 (Method)</label><select id="selMethod"></select></div> | |
| <div class="control"><label>历史窗口 (Window)</label> | |
| <select id="selWindow"><option>3Y</option><option selected>10Y</option><option>Expanding</option></select> | |
| </div> | |
| </div> | |
| <div id="chart"></div> | |
| <table id="summary"> | |
| <thead><tr> | |
| <th>最新交易日</th><th>当前指标值</th> | |
| <th>3Y分位(%)</th><th>10Y分位(%)</th><th>Expanding分位(%)</th> | |
| <th>μ</th><th>μ-1σ</th><th>μ+1σ</th><th>μ-2σ</th><th>μ+2σ</th><th>μ-3σ</th><th>μ+3σ</th> | |
| </tr></thead> | |
| <tbody></tbody> | |
| </table> | |
| <p class="muted">完全离线：前端使用本地 /static/echarts.min.js；图表由后端 pyecharts 生成。</p> | |
| <script src="/static/echarts.min.js"></script> | |
| <script> | |
| const selIndex = document.getElementById('selIndex'); | |
| const selMetric = document.getElementById('selMetric'); | |
| const selMethod = document.getElementById('selMethod'); | |
| const selWindow = document.getElementById('selWindow'); | |
| async function jget(url){ const r = await fetch(url); return await r.json(); } | |
| async function getText(url){ const r = await fetch(url); return await r.text(); } | |
| function injectHTMLAndRunScripts(container, html){ | |
| container.innerHTML = html; | |
| // Collect scripts as array to avoid live NodeList issues | |
| const scripts = Array.from(container.querySelectorAll('script')); | |
| scripts.forEach(oldS => { | |
| try { | |
| const parent = oldS.parentNode; | |
| const s = document.createElement('script'); | |
| // Copy attributes (type/src/async/etc.) | |
| Array.from(oldS.attributes || []).forEach(attr => { | |
| try { | |
| s.setAttribute(attr.name, attr.value); | |
| } catch(e) { | |
| // 某些 attribute 可能不可复制，记录但不阻塞 | |
| console.warn('Failed to copy attribute', attr.name, attr.value, e); | |
| } | |
| }); | |
| if (oldS.src) { | |
| // External script: append to head to ensure browser loads & executes it | |
| // Use async=false to request execution order (best-effort) | |
| s.src = oldS.src; | |
| try { s.async = false; } catch(e){} | |
| // Append and then remove the old node (if still attached) | |
| document.head.appendChild(s); | |
| if (parent && parent.contains(oldS)) { | |
| try { parent.removeChild(oldS); } catch(e){ /* ignore */ } | |
| } | |
| } else { | |
| // Inline script: copy text and replace if possible | |
| const code = oldS.textContent || oldS.innerHTML || ''; | |
| s.text = code; | |
| if (parent && parent.contains(oldS)) { | |
| try { | |
| parent.replaceChild(s, oldS); | |
| } catch (e) { | |
| // fallback: append to container | |
| console.warn('replaceChild failed for inline script, appending instead', e); | |
| container.appendChild(s); | |
| try { parent.removeChild(oldS); } catch(e){} | |
| } | |
| } else { | |
| // parent missing (script detached) -> just append | |
| container.appendChild(s); | |
| } | |
| } | |
| } catch (err) { | |
| // 打印出错信息并尽量继续处理其它脚本 | |
| console.error('injectHTMLAndRunScripts error while handling a script node:', err); | |
| try { | |
| console.log('Problematic script:', oldS && (oldS.src || oldS.textContent || oldS.innerHTML)); | |
| } catch(e){ console.warn('Could not read script content:', e); } | |
| } | |
| }); | |
| } | |
| async function init(){ | |
| const meta = await jget('/meta'); | |
| selIndex.innerHTML = meta.indexes.map(v=>`<option value="${v}">${v}</option>`).join(''); | |
| selMetric.innerHTML = meta.metrics.map(v=>`<option value="${v}">${v}</option>`).join(''); | |
| selMethod.innerHTML = meta.methods.map(v=>`<option value="${v}">${v}</option>`).join(''); | |
| await render(); | |
| } | |
| async function render(){ | |
| const params = new URLSearchParams({ | |
| index_code: selIndex.value, metric: selMetric.value, method: selMethod.value, window: selWindow.value | |
| }); | |
| const chartHTML = await getText('/chart?' + params.toString()); | |
| injectHTMLAndRunScripts(document.getElementById('chart'), chartHTML); | |
| const summary = await jget('/summary?' + params.toString()); | |
| const tbody = document.querySelector('#summary tbody'); | |
| const fmt = n => (n==null || isNaN(n)) ? '' : Number(n).toFixed(4); | |
| tbody.innerHTML = `<tr> | |
| <td style="text-align:left">${summary.date || ''}</td> | |
| <td>${fmt(summary.value)}</td> | |
| <td>${fmt(summary.pct_3Y)}</td> | |
| <td>${fmt(summary.pct_10Y)}</td> | |
| <td>${fmt(summary.pct_Expanding)}</td> | |
| <td>${fmt(summary.mu)}</td> | |
| <td>${fmt(summary.n1)}</td> | |
| <td>${fmt(summary.p1)}</td> | |
| <td>${fmt(summary.n2)}</td> | |
| <td>${fmt(summary.p2)}</td> | |
| <td>${fmt(summary.n3)}</td> | |
| <td>${fmt(summary.p3)}</td> | |
| </tr>`; | |
| } | |
| selIndex.addEventListener('change', render); | |
| selMetric.addEventListener('change', render); | |
| selMethod.addEventListener('change', render); | |
| selWindow.addEventListener('change', render); | |
| init(); | |
| </script> | |
| </body> | |
| </html> | |
| """ | |
| return HTMLResponse(content=html) | |
| # ---------------- 5) 元数据 ---------------- | |
| def meta() -> JSONResponse: | |
| return JSONResponse({"indexes": INDEXES, "metrics": METRICS, "methods": METHODS, "windows": WINDOWS}) | |
| # ---------------- 6) 图表 ---------------- | |
| def chart_offline( | |
| index_code: str = Query(...), | |
| metric: str = Query(...), | |
| method: str = Query(...), | |
| window: str = Query(..., pattern="^(3Y|10Y|Expanding)$") | |
| ) -> str: | |
| import json | |
| base_col = KEY_TO_BASE.get((metric, method)) | |
| if base_col is None: | |
| return HTMLResponse("<div style='padding:12px;color:#b00'>未找到对应列</div>") | |
| g = df[df[INDEX_COL] == index_code].sort_values(DATE_COL) | |
| if g.empty: | |
| return HTMLResponse("<div style='padding:12px;color:#b00'>无该指数数据</div>") | |
| # 根据窗口类型过滤数据，显示不同的起始点 | |
| mu_col = f"{base_col}_mu_{window}" | |
| if mu_col not in g.columns: | |
| return HTMLResponse("<div style='padding:12px;color:#b00'>无该窗口数据</div>") | |
| # 找到第一个非NaN的数据点作为起始点 | |
| first_valid_idx = g[mu_col].first_valid_index() | |
| if first_valid_idx is None: | |
| return HTMLResponse("<div style='padding:12px;color:#b00'>该窗口无有效数据</div>") | |
| # 从第一个有效数据点开始 | |
| g_filtered = g.loc[first_valid_idx:].copy() | |
| dates = g_filtered["date_str"].tolist() | |
| y_value = g_filtered[base_col].tolist() | |
| def col_or_nan(c): | |
| if c in g_filtered.columns: | |
| return g_filtered[c].tolist() | |
| return [None] * len(g_filtered) | |
| mu = col_or_nan(f"{base_col}_mu_{window}") | |
| p1 = col_or_nan(f"{base_col}_band_p1_{window}") | |
| n1 = col_or_nan(f"{base_col}_band_n1_{window}") | |
| p2 = col_or_nan(f"{base_col}_band_p2_{window}") | |
| n2 = col_or_nan(f"{base_col}_band_n2_{window}") | |
| p3 = col_or_nan(f"{base_col}_band_p3_{window}") | |
| n3 = col_or_nan(f"{base_col}_band_n3_{window}") | |
| # 构建图表 | |
| line = ( | |
| Line(init_opts=opts.InitOpts(width="100%", height="560px")) | |
| .add_xaxis(dates) | |
| .add_yaxis( | |
| "主线", | |
| y_value, | |
| is_symbol_show=False, | |
| label_opts=opts.LabelOpts(is_show=False), # 不显示标签 | |
| tooltip_opts=opts.TooltipOpts( # 自定义tooltip | |
| trigger="axis", | |
| formatter=JsCode(""" | |
| function(params) { | |
| var date = params[0].axisValue; | |
| var value = params[0].value; | |
| return '日期: ' + date + '<br/>值: ' + (value ? value.toFixed(4) : 'N/A'); | |
| } | |
| """) | |
| ) | |
| ) | |
| .add_yaxis( | |
| "μ", | |
| mu, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) # 其他线不显示tooltip | |
| ) | |
| .add_yaxis( | |
| "μ+1σ", | |
| p1, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .add_yaxis( | |
| "μ-1σ", | |
| n1, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .add_yaxis( | |
| "μ+2σ", | |
| p2, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .add_yaxis( | |
| "μ-2σ", | |
| n2, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .add_yaxis( | |
| "μ+3σ", | |
| p3, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .add_yaxis( | |
| "μ-3σ", | |
| n3, | |
| is_symbol_show=False, | |
| linestyle_opts=opts.LineStyleOpts(width=1), | |
| tooltip_opts=opts.TooltipOpts(is_show=False) | |
| ) | |
| .set_global_opts( | |
| title_opts=opts.TitleOpts(title=f"{index_code} {metric} ({method}) - {window} 历史分位图"), | |
| legend_opts=opts.LegendOpts(pos_top="5%"), | |
| xaxis_opts=opts.AxisOpts(type_="category", name="日期"), | |
| yaxis_opts=opts.AxisOpts(type_="value", name=metric), | |
| datazoom_opts=[opts.DataZoomOpts(type_="inside"), opts.DataZoomOpts()], | |
| tooltip_opts=opts.TooltipOpts( | |
| trigger="axis", | |
| axis_pointer_type="cross" | |
| ) | |
| ) | |
| ) | |
| # 读取 echarts.min.js 内容 | |
| echarts_js = (Path("./static/echarts.min.js")).read_text(encoding="utf-8") | |
| # 生成完整 HTML | |
| full_html = f""" | |
| <!DOCTYPE html> | |
| <html> | |
| <head> | |
| <meta charset="utf-8"> | |
| <title>{index_code} {metric} 图表</title> | |
| <script>{echarts_js}</script> | |
| </head> | |
| <body> | |
| {line.render_embed()} | |
| </body> | |
| </html> | |
| """ | |
| return HTMLResponse(full_html) | |
| # ---------------- 7) 摘要 ---------------- | |
| def summary(index_code: str = Query(...), metric: str = Query(...), method: str = Query(...), | |
| window: str = Query(..., regex="^(3Y|10Y|Expanding)$")) -> JSONResponse: | |
| base_col = KEY_TO_BASE.get((metric, method)) | |
| if base_col is None: | |
| return JSONResponse({"error": "bad metric/method"}, status_code=400) | |
| g = df[df[INDEX_COL] == index_code].copy() | |
| if g.empty: return JSONResponse({"error": "no data"}, status_code=404) | |
| last_date = g[DATE_COL].max() | |
| row = g[g[DATE_COL] == last_date].iloc[0] | |
| def get_safe(c): | |
| if c in g.columns: | |
| v = row[c] | |
| try: return None if pd.isna(v) else float(v) | |
| except: return None | |
| return None | |
| return JSONResponse({ | |
| "date": last_date.strftime("%Y-%m-%d"), | |
| "value": get_safe(base_col), | |
| "pct_3Y": get_safe(f"{base_col}_pct_3Y"), | |
| "pct_10Y": get_safe(f"{base_col}_pct_10Y"), | |
| "pct_Expanding": get_safe(f"{base_col}_pct_Expanding"), | |
| "mu": get_safe(f"{base_col}_band_mu_{window}"), | |
| "n1": get_safe(f"{base_col}_band_n1_{window}"), | |
| "p1": get_safe(f"{base_col}_band_p1_{window}"), | |
| "n2": get_safe(f"{base_col}_band_n2_{window}"), | |
| "n3": get_safe(f"{base_col}_band_n3_{window}"), | |
| "p2": get_safe(f"{base_col}_band_p2_{window}"), | |
| "p3": get_safe(f"{base_col}_band_p3_{window}"), | |
| }) |