<?php
session_start();
error_reporting(0);
ini_set('display_errors', 0);
ini_set('max_execution_time', 300);
ini_set('memory_limit', '512M');

define('DATA_DIR', __DIR__ . '/data/');
if (!is_dir(DATA_DIR)) mkdir(DATA_DIR, 0755, true);
if (!is_dir(DATA_DIR . 'stocks')) mkdir(DATA_DIR . 'stocks', 0755, true);

function jread($file) { 
    $path = DATA_DIR . $file . '.json'; 
    if (!file_exists($path)) return []; 
    $content = file_get_contents($path);
    if ($content === false) return [];
    return json_decode($content, true) ?: []; 
}

function jsave($file, $data) { 
    $path = DATA_DIR . $file . '.json';
    $tmpPath = $path . '.tmp';
    $json = json_encode($data, JSON_UNESCAPED_UNICODE | JSON_PRETTY_PRINT);
    if (file_put_contents($tmpPath, $json, LOCK_EX) === false) return false;
    if (!rename($tmpPath, $path)) { @unlink($tmpPath); return false; }
    return true;
}

foreach (['kline_cache', 'market_cache'] as $f) { 
    if (!file_exists(DATA_DIR . $f . '.json')) jsave($f, []); 
}

function curlGet($url, $timeout = 10, $retry = 3) {
    for ($i = 0; $i < $retry; $i++) {
        $ch = curl_init();
        curl_setopt_array($ch, [
            CURLOPT_URL => $url, CURLOPT_RETURNTRANSFER => true, CURLOPT_TIMEOUT => $timeout,
            CURLOPT_CONNECTTIMEOUT => 5, CURLOPT_SSL_VERIFYPEER => false,
            CURLOPT_HTTPHEADER => ['Referer: https://finance.sina.com.cn'],
            CURLOPT_USERAGENT => 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36'
        ]);
        $r = curl_exec($ch); $httpCode = curl_getinfo($ch, CURLINFO_HTTP_CODE); curl_close($ch);
        if ($httpCode == 200 && !empty($r)) return $r;
        if ($i < $retry - 1) usleep(300000 * ($i + 1));
    }
    return '';
}

function getMarketIndices() {
    $cache = jread('market_cache');
    if (isset($cache['t']) && time() - $cache['t'] < 10) {
        return $cache['data'] ?? [];
    }
    
    $resp = curlGet("https://hq.sinajs.cn/list=s_sh000001,s_sz399001,s_sz399006", 5, 1);
    $indices = [];
    $names = ['上证', '深证', '创业板'];
    
    if (!empty($resp)) {
        $resp = mb_convert_encoding($resp, 'UTF-8', 'GBK');
        $lines = explode("\n", trim($resp));
        foreach ($lines as $i => $line) {
            if (preg_match('/"([^"]+)"/', $line, $m)) {
                $d = explode(',', $m[1]);
                if (count($d) > 3) {
                    $price = floatval($d[3]);
                    $yest = floatval($d[2]);
                    $pct = $yest > 0 ? round(($price - $yest) / $yest * 100, 2) : 0;
                    $indices[] = [
                        'name' => $names[$i] ?? '指数',
                        'price' => $price,
                        'pct' => $pct,
                        'volume' => floatval($d[8] ?? 0),
                        'amount' => floatval($d[9] ?? 0)
                    ];
                }
            }
        }
    }
    
    $data = $indices;
    jsave('market_cache', ['data' => $data, 't' => time()]);
    return $data;
}

function batchGetStocks($codes) { 
    $results = []; 
    foreach (array_chunk($codes, 80) as $batch) { 
        $fullCodes = array_map(function($c) { return (strpos($c, '6') === 0 ? 'sh' : 'sz') . $c; }, $batch); 
        $resp = curlGet("https://hq.sinajs.cn/list=" . implode(',', $fullCodes)); 
        if (empty($resp)) continue; 
        $resp = mb_convert_encoding($resp, 'UTF-8', 'GBK'); 
        foreach (explode("\n", trim($resp)) as $line) { 
            preg_match('/var hq_str_(?:sh|sz)(\d+)="([^"]+)"/', $line, $m); 
            if (empty($m)) continue; 
            $d = explode(',', $m[2]); if (count($d) < 32) continue; 
            $price = floatval($d[3]); $yest = floatval($d[2]); $code = $m[1];
            $isChuang = (strpos($code, '300') === 0 || strpos($code, '688') === 0 || strpos($code, '301') === 0);
            if ($isChuang) { 
                $rawTurnover = floatval($d[37] ?? 0); 
                $pe = floatval($d[44] ?? 0); 
                $floatCap = floatval($d[45] ?? 0); 
                if ($floatCap > 10000000) $floatCap = round($floatCap / 100000000, 2); 
            } else { 
                $rawTurnover = floatval($d[10] ?? 0); 
                $pe = floatval($d[38] ?? 0); 
                $floatCap = floatval($d[45] ?? 0) / 100000000; 
            }
            if ($rawTurnover > 50) $rawTurnover = round($rawTurnover / 100, 2);
            $results[$code] = [
                'name' => $d[0], 'code' => $code, 'price' => $price, 
                'pct' => $yest > 0 ? round(($price - $yest) / $yest * 100, 2) : 0, 
                'open' => floatval($d[1]), 'high' => floatval($d[4]), 
                'low' => floatval($d[5]), 'yest' => $yest, 
                'volume' => floatval($d[8]), 'amount' => floatval($d[9]), 
                'turnover' => $rawTurnover, 'pe' => $pe, 
                'float_cap' => $floatCap,
                'pb' => floatval($d[46] ?? 0) / 100  // PB来自新浪数据位46
            ]; 
        } 
    } 
    return $results; 
}

function getKlineData($code, $days = 500) { 
    $cache = jread('kline_cache'); 
    $now = new DateTime(); $today = $now->format('Y-m-d'); $hour = (int)$now->format('H'); $dayOfWeek = (int)$now->format('N');
    $isTradeTime = ($dayOfWeek <= 5 && $hour >= 9 && $hour < 15);
    if (!$isTradeTime && isset($cache[$code]) && substr($cache[$code]['t'] ?? '', 0, 10) === $today && count($cache[$code]['d'] ?? []) > 300) return $cache[$code]['d']; 
    if ($isTradeTime && isset($cache[$code]) && time() - strtotime($cache[$code]['t']) < 300) return $cache[$code]['d']; 
    $fullCode = (strpos($code, '6') === 0 ? 'sh' : 'sz') . $code; 
    $resp = curlGet("https://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={$fullCode}&scale=240&ma=no&datalen={$days}"); 
    if (empty($resp)) { if (isset($cache[$code]) && count($cache[$code]['d'] ?? []) > 60) return $cache[$code]['d']; return []; }
    $json = json_decode($resp, true); if (!$json) { if (isset($cache[$code]) && count($cache[$code]['d'] ?? []) > 60) return $cache[$code]['d']; return []; }
    $kl = []; foreach ($json as $item) $kl[] = ['date' => $item['day'] ?? '', 'open' => floatval($item['open'] ?? 0), 'close' => floatval($item['close'] ?? 0), 'high' => floatval($item['high'] ?? 0), 'low' => floatval($item['low'] ?? 0), 'volume' => floatval($item['volume'] ?? 0)]; 
    $cache[$code] = ['d' => $kl, 't' => $now->format('Y-m-d H:i:s')]; jsave('kline_cache', $cache); return $kl; 
}

function StdDev($arr) { $n = count($arr); if ($n < 2) return 0; $mean = array_sum($arr) / $n; $sum = 0; foreach ($arr as $v) $sum += ($v - $mean) ** 2; return sqrt($sum / ($n - 1)); }

function scoreStock($code, $kl, $stockInfo = null) {
    $n = count($kl); if ($n < 60) return null;
    $cl = array_column($kl, 'close'); $vl = array_column($kl, 'volume');
    $current = $cl[$n-1];
    
    // ========== 动量因子 ==========
    $mom5 = $n >= 6 && $cl[$n-6] > 0 ? ($current - $cl[$n-6]) / $cl[$n-6] : 0;
    $mom10 = $n >= 11 && $cl[$n-11] > 0 ? ($current - $cl[$n-11]) / $cl[$n-11] : 0;
    $mom20 = $n >= 21 && $cl[$n-21] > 0 ? ($current - $cl[$n-21]) / $cl[$n-21] : 0;
    $mom60 = $n >= 61 && $cl[$n-61] > 0 ? ($current - $cl[$n-61]) / $cl[$n-61] : 0;
    $mom120 = $n >= 121 && $cl[$n-121] > 0 ? ($current - $cl[$n-121]) / $cl[$n-121] : 0;
    
    // ========== 波动率因子 ==========
    $rets = [];
    for ($i = max(1, $n-20); $i < $n; $i++) { 
        if ($cl[$i-1] > 0) $rets[] = ($cl[$i] - $cl[$i-1]) / $cl[$i-1]; 
    }
    $volatility = count($rets) > 1 ? StdDev($rets) : 0.03;
    
    $downRets = array_filter($rets, function($r) { return $r < 0; });
    $downsideVol = count($downRets) > 1 ? StdDev(array_values($downRets)) : $volatility;
    
    $priceChanges = [];
    for ($i = max(1, $n-60); $i < $n; $i++) {
        if ($cl[$i-1] > 0) $priceChanges[] = ($cl[$i] - $cl[$i-1]) / $cl[$i-1];
    }
    $beta = count($priceChanges) > 1 ? StdDev($priceChanges) / ($volatility + 0.001) : 1;
    $beta = max(0.3, min(3, $beta));
    
    // ========== 均线因子 ==========
    $ma20 = array_sum(array_slice($cl, -20)) / 20;
    $ma60 = array_sum(array_slice($cl, -60)) / 60;
    $ma120 = $n >= 120 ? array_sum(array_slice($cl, -120)) / 120 : $ma60;
    $distMa20 = $ma20 > 0 ? ($current - $ma20) / $ma20 : 0;
    $distMa60 = $ma60 > 0 ? ($current - $ma60) / $ma60 : 0;
    $maAlignment = ($ma20 > $ma60 && $ma60 > $ma120) ? 1 : (($ma20 > $ma60) ? 0.5 : 0);
    
    // ========== 成交量因子 ==========
    $v5 = array_sum(array_slice($vl, -5)) / 5;
    $v20 = array_sum(array_slice($vl, -20)) / 20;
    $volRatio = $v20 > 0 ? $v5 / $v20 : 1;
    $priceDown = $cl[$n-1] < $cl[$n-6];
    $volShrink = $volRatio < 0.7;
    $shrinkScore = ($priceDown && $volShrink) ? 3 : 0;
    
    // ========== RSI因子 ==========
    $g = 0; $l = 0;
    for ($i = max(1, $n-14); $i < $n; $i++) { 
        $d = $cl[$i] - $cl[$i-1]; 
        if ($d > 0) $g += $d; else $l += abs($d); 
    }
    $rsi = $l > 0 ? 100 - 100 / (1 + $g / $l) : 50;
    $amount = array_sum(array_slice($vl, -5)) / 5;
    
    // ========== 🆕 质量因子 ==========
    $qualityScore = 0;
    
    // 最大回撤
    $maxDrawdown = 0;
    $peak = $cl[$n-60];
    for ($i = $n-60; $i < $n; $i++) {
        if ($cl[$i] > $peak) $peak = $cl[$i];
        $drawdown = $peak > 0 ? ($peak - $cl[$i]) / $peak : 0;
        if ($drawdown > $maxDrawdown) $maxDrawdown = $drawdown;
    }
    if ($maxDrawdown < 0.10) $qualityScore += 10;
    elseif ($maxDrawdown < 0.15) $qualityScore += 8;
    elseif ($maxDrawdown < 0.25) $qualityScore += 4;
    elseif ($maxDrawdown > 0.40) $qualityScore -= 6;
    elseif ($maxDrawdown > 0.30) $qualityScore -= 3;
    
    // 收益稳定性
    $monthlyRets = [];
    for ($i = 20; $i < $n; $i += 20) {
        if ($cl[$i-20] > 0) $monthlyRets[] = ($cl[$i] - $cl[$i-20]) / $cl[$i-20];
    }
    $positiveMonths = count(array_filter($monthlyRets, function($r) { return $r > 0; }));
    $stabilityRatio = count($monthlyRets) > 0 ? $positiveMonths / count($monthlyRets) : 0.5;
    if ($stabilityRatio > 0.75) $qualityScore += 6;
    elseif ($stabilityRatio > 0.60) $qualityScore += 3;
    elseif ($stabilityRatio < 0.40) $qualityScore -= 4;
    
    // ========== 🆕 价值因子 ==========
    $valueScore = 0;
    
    if ($stockInfo) {
        $pe = $stockInfo['pe'] ?? 0;
        $pb = $stockInfo['pb'] ?? 0;
        $floatCap = $stockInfo['float_cap'] ?? 0;
        
        // PE因子
        if ($pe > 0 && $pe < 10) $valueScore += 12;
        elseif ($pe > 0 && $pe < 15) $valueScore += 8;
        elseif ($pe > 0 && $pe < 20) $valueScore += 5;
        elseif ($pe > 0 && $pe < 30) $valueScore += 2;
        elseif ($pe > 60) $valueScore -= 5;
        elseif ($pe > 100) $valueScore -= 8;
        
        // PB因子
        if ($pb > 0 && $pb < 1) $valueScore += 10;
        elseif ($pb > 0 && $pb < 1.5) $valueScore += 6;
        elseif ($pb > 0 && $pb < 3) $valueScore += 2;
        elseif ($pb > 8) $valueScore -= 5;
        
        // 市值因子（小盘溢价）
        if ($floatCap > 0 && $floatCap < 100) $valueScore += 4;
        elseif ($floatCap > 0 && $floatCap < 300) $valueScore += 2;
        elseif ($floatCap > 5000) $valueScore -= 2;
    } else {
        // 无基本面数据，用价格位置代理
        if ($distMa60 < -0.20) $valueScore += 6;
        elseif ($distMa60 < -0.10) $valueScore += 3;
        elseif ($distMa60 > 0.40) $valueScore -= 4;
    }
    
    // ========== 🆕 分红因子 ==========
    $dividendScore = 0;
    
    if ($stockInfo) {
        $floatCap = $stockInfo['float_cap'] ?? 0;
        $pe = $stockInfo['pe'] ?? 0;
        // 大市值 + 低PE + 低波动 ≈ 红利股
        if ($floatCap > 1000 && $pe > 0 && $pe < 20 && $volatility < 0.025) {
            $dividendScore += 8;
        } elseif ($floatCap > 500 && $pe > 0 && $pe < 30 && $volatility < 0.03) {
            $dividendScore += 4;
        }
    }
    
    // 低波动 + 稳定上涨 + 小回撤 = 红利股技术特征
    if ($volatility < 0.02 && $mom60 > 0.05 && $maxDrawdown < 0.20) {
        $dividendScore += 5;
    } elseif ($volatility < 0.025 && $stabilityRatio > 0.6) {
        $dividendScore += 2;
    }
    
    // ========== 综合评分 ==========
    $score = 0;
    
    // 动量因子
    $score += $mom5 * 25;
    $score += $mom10 * 15;
    $score += $mom20 * 8;
    $score += $mom60 * 5;
    $score += $mom120 * 3;
    
    // 波动率因子
    $score += max(0, (0.03 - $volatility) * 40);
    $score += max(0, (0.025 - $downsideVol) * 20);
    if ($beta < 0.8) $score += 3;
    elseif ($beta > 1.5) $score -= 2;
    
    // 均线因子
    $score += $distMa20 * 10;
    $score += $maAlignment * 5;
    
    // 成交量因子
    if ($volRatio > 1.2 && $mom5 > 0) $score += 5;
    elseif ($volRatio > 1.2) $score += 2;
    if ($volRatio < 0.5) $score -= 4;
    $score += $shrinkScore;
    
    // RSI因子
    if ($rsi > 40 && $rsi < 70) $score += 5;
    if ($rsi < 30) $score -= 8;
    if ($rsi > 80) $score -= 5;
    
    // 流动性
    if ($amount > 100000) $score += 5;
    elseif ($amount < 10000) $score -= 3;
    
    // 🆕 三大新因子
    $score += $qualityScore;
    $score += $valueScore;
    $score += $dividendScore;
    
    // 止损止盈
    $stopLoss = round($current * (1 - $volatility * 2.5), 2);
    $takeProfit = round($current * (1 + $volatility * 5), 2);
    
    // 仓位计算
    $histRets = [];
    for ($i = 60; $i < $n - 5; $i += 5) {
        if ($cl[$i] > 0) $histRets[] = ($cl[$i+5] - $cl[$i]) / $cl[$i];
    }
    $wins = count(array_filter($histRets, function($r) { return $r > 0; }));
    $winRate = count($histRets) > 0 ? $wins / count($histRets) : 0.5;
    $avgWin = $wins > 0 ? array_sum(array_filter($histRets, function($r) { return $r > 0; })) / $wins : 0.02;
    $losses = count($histRets) - $wins;
    $avgLoss = $losses > 0 ? abs(array_sum(array_filter($histRets, function($r) { return $r < 0; }))) / $losses : 0.02;
    
    $b = $avgLoss > 0 ? $avgWin / $avgLoss : 1;
    $kelly = $b > 0 ? max(0, ($b * $winRate - (1 - $winRate)) / $b) : 0;
    $position = round($kelly * 0.5 * 100, 1);
    
    return [
        'code' => $code, 
        'score' => round($score, 1),
        'mom5' => round($mom5 * 100, 1), 
        'mom10' => round($mom10 * 100, 1), 
        'mom20' => round($mom20 * 100, 1),
        'mom60' => round($mom60 * 100, 1),
        'volatility' => round($volatility * 100, 1), 
        'downside_vol' => round($downsideVol * 100, 1),
        'beta' => round($beta, 2),
        'rsi' => round($rsi, 1),
        'max_drawdown' => round($maxDrawdown * 100, 1),
        'dist_ma20' => round($distMa20 * 100, 1), 
        'dist_ma60' => round($distMa60 * 100, 1),
        'ma_alignment' => $maAlignment,
        'vol_ratio' => round($volRatio, 2),
        'quality_score' => $qualityScore,
        'value_score' => $valueScore,
        'dividend_score' => $dividendScore,
        'stability' => round($stabilityRatio * 100, 1),
        'stop_loss' => $stopLoss, 
        'take_profit' => $takeProfit,
        'position' => $position, 
        'win_rate' => round($winRate * 100, 1)
    ];
}

function rankAndBacktest($codes, $lookback = 250) {
    $currentResults = [];
    $backtestResults = [];
    
    $stockInfos = batchGetStocks($codes);
    
    foreach ($codes as $code) {
        $kl = getKlineData($code, 500);
        if (count($kl) < $lookback) continue;
        
        $stockInfo = $stockInfos[$code] ?? null;
        $currentScore = scoreStock($code, $kl, $stockInfo);
        
        if ($currentScore) {
            $stock = $stockInfo;
            if ($stock) {
                $currentScore['name'] = $stock['name'];
                $currentScore['price'] = $stock['price'];
                $currentScore['pct'] = $stock['pct'];
                $currentScore['turnover'] = $stock['turnover'];
                $currentScore['pe'] = $stock['pe'];
                $currentScore['pb'] = $stock['pb'] ?? 0;
                $currentScore['float_cap'] = $stock['float_cap'];
                $currentResults[] = $currentScore;
            }
        }
        
        $cl = array_column($kl, 'close');
        for ($i = $lookback; $i < count($kl) - 10; $i += 10) {
            $hd = array_slice($kl, 0, $i + 1);
            $score = scoreStock($code, $hd, null);
            if (!$score) continue;
            
            $startPrice = $cl[$i];
            $endPrice = $cl[$i + 10];
            if ($startPrice <= 0) continue;
            $actualRet = ($endPrice - $startPrice) / $startPrice;
            
            $stopPrice = $score['stop_loss'];
            $lowestPrice = min(array_slice(array_column($hd, 'low'), -10));
            $stoppedOut = $lowestPrice <= $stopPrice;
            
            $backtestResults[] = [
                'code' => $code, 'date' => $kl[$i]['date'], 'score' => $score['score'],
                'actual_return' => round($actualRet * 100, 2), 'stopped_out' => $stoppedOut,
                'return_with_stop' => $stoppedOut ? round(($stopPrice - $startPrice) / $startPrice * 100, 2) : round($actualRet * 100, 2)
            ];
        }
    }
    
    usort($currentResults, function($a, $b) { return $b['score'] <=> $a['score']; });
    usort($backtestResults, function($a, $b) { return $b['score'] <=> $a['score']; });
    
    $btStats = ['total' => count($backtestResults), 'avg_return' => 0, 'sharpe' => 0, 'top5_accuracy' => 0, 'top5_avg_return' => 0, 'stopped_count' => 0];
    
    if (count($backtestResults) > 10) {
        $topQuintile = array_slice($backtestResults, 0, max(1, floor(count($backtestResults) / 5)));
        $bottomQuintile = array_slice($backtestResults, -max(1, floor(count($backtestResults) / 5)));
        $topRet = array_sum(array_column($topQuintile, 'actual_return')) / count($topQuintile);
        $bottomRet = array_sum(array_column($bottomQuintile, 'actual_return')) / count($bottomQuintile);
        
        $allRets = array_column($backtestResults, 'actual_return');
        $btStats['avg_return'] = round(array_sum($allRets) / count($allRets), 2);
        $btStats['sharpe'] = count($allRets) > 1 ? round((array_sum($allRets) / count($allRets)) / (StdDev($allRets) + 0.001), 2) : 0;
        $btStats['top5_avg_return'] = round($topRet, 2);
        $btStats['spread'] = round($topRet - $bottomRet, 2);
        $btStats['top5_accuracy'] = round(count(array_filter($topQuintile, function($r) { return $r['actual_return'] > 0; })) / count($topQuintile) * 100, 1);
        
        $stopRets = array_column($backtestResults, 'return_with_stop');
        $btStats['avg_return_with_stop'] = round(array_sum($stopRets) / count($stopRets), 2);
        $btStats['stopped_count'] = count(array_filter($backtestResults, function($r) { return $r['stopped_out']; }));
    }
    
    return ['current' => $currentResults, 'backtest' => $btStats];
}

// ===== 路由 =====
$action = $_POST['action'] ?? $_GET['action'] ?? '';

if ($action == 'scan') {
    header('Content-Type: application/json; charset=utf-8');
    set_time_limit(60);
    
    $codes = [
        '600519','000858','300750','002594','601318','600036','000333','600900','601899',
        '600276','300059','002230','688981','601012','600030','000100','002475','600809',
        '600585','601166','601398','600050','000063','002415','000977','300474',
        '601857','600028','601088','600150','601111','000002','000725','002156',
        '002460','300014','600438','601865','000001','002142','600016',
        '600887','000895','603288','300760','688185','300347','601127','600733',
        '002920','601689','600741','002050','600893','000768','002025',
        '600879','000547','600031','000157','600010','000932','601668',
        '601390','601800','601919','600026','300433','601138','002456','002241',
        '002049','603501','600460','002368','300738','603881'
    ];
    
    $results = rankAndBacktest($codes);
    $indices = getMarketIndices();
    
    echo json_encode(['ok' => true, 'data' => $results, 'indices' => $indices], JSON_UNESCAPED_UNICODE); exit;
}

if ($action == 'indices') {
    header('Content-Type: application/json; charset=utf-8');
    echo json_encode(['ok' => true, 'data' => getMarketIndices()], JSON_UNESCAPED_UNICODE); exit;
}

if ($action == 'analyze') {
    header('Content-Type: application/json; charset=utf-8');
    $code = trim($_GET['code'] ?? ''); 
    if (!preg_match('/^\d{6}$/', $code)) { echo json_encode(['ok' => false, 'error' => '请输入6位代码']); exit; }
    $pool = batchGetStocks([$code]); $s = $pool[$code] ?? null; if (!$s) { echo json_encode(['ok' => false, 'error' => '未找到']); exit; }
    $kl = getKlineData($code, 500); if (count($kl) < 60) { echo json_encode(['ok' => false, 'error' => '数据不足']); exit; }
    $score = scoreStock($code, $kl, $s);
    $score['name'] = $s['name']; $score['price'] = $s['price']; $score['pct'] = $s['pct']; $score['open_price'] = $s['open']; $score['turnover'] = $s['turnover']; $score['pe'] = $s['pe']; $score['pb'] = $s['pb'] ?? 0; $score['float_cap'] = $s['float_cap'];
    
    $n = count($kl); $cl = array_column($kl, 'close');
    $btHits = 0; $btTotal = 0; $btRets = [];
    for ($i = 200; $i < $n - 10; $i += 10) {
        $hd = array_slice($kl, 0, $i + 1);
        $btScore = scoreStock($code, $hd, null);
        if (!$btScore || $btScore['score'] < 5) continue;
        $startPrice = $cl[$i]; $endPrice = $cl[$i + 10]; if ($startPrice <= 0) continue;
        $ac = ($endPrice - $startPrice) / $startPrice;
        $btRets[] = $ac; $btTotal++;
        if ($ac > 0) $btHits++;
    }
    
    $score['backtest_total'] = $btTotal;
    $score['backtest_accuracy'] = $btTotal > 5 ? round($btHits / $btTotal * 100, 1) : 0;
    $score['backtest_avg_return'] = $btTotal > 0 ? round(array_sum($btRets) / $btTotal * 100, 2) : 0;
    
    $saveData = ['time' => date('Y-m-d H:i:s'), 'code' => $code, 'name' => $s['name'], 'price' => $s['price'], 'open_price' => $s['open'], 'pct' => $s['pct'], 'score' => $score];
    jsave('stocks/' . $code, $saveData);
    
    echo json_encode(['ok' => true, 'data' => $score], JSON_UNESCAPED_UNICODE); exit;
}

if ($action == 'check') {
    header('Content-Type: application/json; charset=utf-8');
    $code = trim($_GET['code'] ?? ''); if (!preg_match('/^\d{6}$/', $code)) { echo json_encode(['ok' => false, 'error' => '请输入6位代码']); exit; }
    $saved = jread('stocks/' . $code); if (empty($saved)) { echo json_encode(['ok' => false, 'error' => '未找到记录']); exit; }
    $pool = batchGetStocks([$code]); $current = $pool[$code] ?? null; if (!$current) { echo json_encode(['ok' => false, 'error' => '无法获取实时价格']); exit; }
    $actualPrice = $current['price']; $openPrice = $saved['open_price'] ?? $saved['price'];
    $dailyChange = $openPrice > 0 ? round(($actualPrice - $openPrice) / $openPrice * 100, 2) : 0;
    $totalChange = round(($actualPrice - $saved['price']) / $saved['price'] * 100, 2);
    $saved['checked_at'] = date('Y-m-d H:i:s'); $saved['actual_price'] = $actualPrice; $saved['daily_change'] = $dailyChange; $saved['total_change'] = $totalChange; $saved['verified'] = true;
    jsave('stocks/' . $code, $saved);
    echo json_encode(['ok' => true, 'data' => $saved], JSON_UNESCAPED_UNICODE); exit;
}
?>
<!DOCTYPE html>
<html lang="zh-CN">
<head>
    <meta charset="UTF-8">
    <meta name="viewport" content="width=device-width, initial-scale=1.0">
    <title>QuantX · 多因子量化系统</title>
    <style>
        :root {
            --bg: #090b10; --surface: #111620; --card: #161c28; --border: #1e293b;
            --text: #e2e8f0; --text-muted: #64748b; --red: #ef4444; --green: #22c55e;
            --gold: #f59e0b; --blue: #3b82f6; --cyan: #06b6d4; --purple: #8b5cf6; --orange: #f97316;
        }
        * { margin: 0; padding: 0; box-sizing: border-box; }
        body { font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', 'PingFang SC', 'Microsoft YaHei', sans-serif; background: var(--bg); color: var(--text); min-height: 100vh; font-size: 13px; line-height: 1.5; }
        
        .header { background: rgba(17,22,32,0.95); backdrop-filter: blur(20px); border-bottom: 1px solid var(--border); padding: 12px 24px; display: flex; align-items: center; justify-content: space-between; position: sticky; top: 0; z-index: 100; }
        .header-left { display: flex; align-items: center; gap: 12px; }
        .logo { width: 34px; height: 34px; background: linear-gradient(135deg, #3b82f6, #8b5cf6); border-radius: 10px; display: flex; align-items: center; justify-content: center; font-size: 17px; font-weight: 800; color: #fff; }
        .title { font-size: 18px; font-weight: 700; }
        .title span { color: var(--blue); }
        .badge { font-size: 10px; padding: 2px 8px; background: rgba(139,92,246,0.15); color: var(--purple); border-radius: 20px; font-weight: 600; }
        
        .container { max-width: 1200px; margin: 0 auto; padding: 16px 20px; }
        .action-bar { display: flex; gap: 8px; margin-bottom: 16px; align-items: center; }
        .input-wrap { flex: 1; position: relative; }
        .input-wrap input { width: 100%; padding: 11px 16px; background: var(--card); border: 1px solid var(--border); border-radius: 10px; color: #fff; font-size: 14px; outline: none; transition: all 0.2s; }
        .input-wrap input:focus { border-color: var(--blue); box-shadow: 0 0 0 3px rgba(59,130,246,0.1); }
        .input-wrap input::placeholder { color: var(--text-muted); }
        .btn { padding: 9px 16px; border: none; border-radius: 10px; font-size: 13px; font-weight: 600; cursor: pointer; transition: all 0.2s; white-space: nowrap; display: flex; align-items: center; gap: 5px; }
        .btn:hover { transform: translateY(-1px); }
        .btn:active { transform: translateY(0); }
        .btn-primary { background: linear-gradient(135deg, #3b82f6, #8b5cf6); color: #fff; }
        .btn-accent { background: linear-gradient(135deg, #f59e0b, #ef4444); color: #fff; }
        .btn-ghost { background: var(--card); color: var(--text-muted); border: 1px solid var(--border); }
        .btn-ghost:hover { color: #fff; }
        
        .stats-grid { display: grid; grid-template-columns: repeat(5, 1fr); gap: 10px; margin-bottom: 14px; }
        .stat-card { background: var(--card); border: 1px solid var(--border); border-radius: 12px; padding: 14px; text-align: center; }
        .stat-val { font-size: 20px; font-weight: 800; font-variant-numeric: tabular-nums; }
        .stat-label { font-size: 10px; color: var(--text-muted); margin-top: 2px; }
        .stat-sub { font-size: 9px; color: var(--text-muted); margin-top: 1px; }
        
        .table-container { background: var(--surface); border: 1px solid var(--border); border-radius: 14px; overflow: hidden; }
        .table-header { padding: 14px 18px; border-bottom: 1px solid var(--border); display: flex; justify-content: space-between; align-items: center; }
        .table-title { font-weight: 700; font-size: 14px; }
        .table-count { font-size: 10px; color: var(--text-muted); background: var(--card); padding: 3px 8px; border-radius: 6px; }
        table { width: 100%; border-collapse: collapse; }
        th { padding: 9px 8px; text-align: left; font-size: 10px; color: var(--text-muted); font-weight: 600; text-transform: uppercase; letter-spacing: 0.3px; border-bottom: 1px solid var(--border); background: rgba(0,0,0,0.15); white-space: nowrap; }
        td { padding: 9px 8px; border-bottom: 1px solid rgba(30,41,59,0.4); font-size: 12px; }
        tr:last-child td { border-bottom: none; }
        tr:hover td { background: rgba(59,130,246,0.02); }
        
        .rank { width: 26px; height: 26px; border-radius: 7px; display: flex; align-items: center; justify-content: center; font-weight: 700; font-size: 11px; }
        .rank-1 { background: rgba(245,158,11,0.2); color: var(--gold); }
        .rank-2 { background: rgba(148,163,184,0.2); color: #94a3b8; }
        .rank-3 { background: rgba(180,83,9,0.2); color: #b45309; }
        .rank-n { color: var(--text-muted); }
        
        .stock-name { font-weight: 600; }
        .stock-code { font-size: 10px; color: var(--text-muted); }
        .price { font-weight: 700; font-variant-numeric: tabular-nums; }
        
        .score-tag { display: inline-block; padding: 3px 10px; border-radius: 6px; font-weight: 700; font-size: 12px; }
        .score-hi { background: rgba(239,68,68,0.15); color: var(--red); }
        .score-md { background: rgba(245,158,11,0.15); color: var(--gold); }
        .score-lo { background: rgba(100,116,139,0.15); color: var(--text-muted); }
        
        .up { color: var(--red); }
        .down { color: var(--green); }
        
        .pos-tag { display: inline-block; padding: 2px 8px; border-radius: 4px; font-weight: 600; font-size: 10px; }
        .pos-buy { background: rgba(239,68,68,0.12); color: var(--red); }
        .pos-hold { background: rgba(100,116,139,0.12); color: var(--text-muted); }
        .stop { font-size: 11px; color: var(--red); font-weight: 600; }
        
        .factor-badge { display: inline-block; padding: 1px 5px; border-radius: 3px; font-size: 9px; font-weight: 600; margin-left: 2px; }
        .factor-quality { background: rgba(139,92,246,0.15); color: var(--purple); }
        .factor-value { background: rgba(6,182,212,0.15); color: var(--cyan); }
        .factor-dividend { background: rgba(245,158,11,0.15); color: var(--gold); }
        .factor-momentum { background: rgba(239,68,68,0.12); color: var(--red); }
        
        .analyze-card { background: var(--surface); border: 1px solid var(--border); border-radius: 14px; overflow: hidden; }
        .analyze-top { padding: 18px 20px; border-bottom: 1px solid var(--border); display: flex; justify-content: space-between; align-items: flex-start; }
        .analyze-name { font-size: 19px; font-weight: 700; }
        .analyze-price { font-size: 30px; font-weight: 800; letter-spacing: -1px; }
        .analyze-score-section { padding: 18px 20px; text-align: center; border-bottom: 1px solid var(--border); }
        .analyze-grid { padding: 18px 20px; display: grid; grid-template-columns: 1fr 1fr 1fr; gap: 14px; }
        .factor-group-title { font-size: 11px; font-weight: 700; margin-bottom: 8px; padding-bottom: 6px; border-bottom: 1px solid rgba(30,41,59,0.5); }
        .factor-row { display: flex; justify-content: space-between; padding: 6px 0; border-bottom: 1px solid rgba(30,41,59,0.2); font-size: 12px; }
        .factor-label { color: var(--text-muted); }
        .factor-val { font-weight: 600; }
        .trade-row { padding: 18px 20px; border-top: 1px solid var(--border); display: grid; grid-template-columns: repeat(3, 1fr); gap: 10px; text-align: center; }
        
        .loading { display: flex; align-items: center; justify-content: center; padding: 60px; gap: 10px; }
        .spinner { width: 22px; height: 22px; border: 2px solid var(--border); border-top-color: var(--blue); border-radius: 50%; animation: spin 0.7s linear infinite; }
        @keyframes spin { to { transform: rotate(360deg); } }
        
        .empty { text-align: center; padding: 80px 20px; }
        .empty-icon { font-size: 56px; margin-bottom: 14px; opacity: 0.4; }
        .empty-title { font-size: 17px; font-weight: 700; margin-bottom: 6px; }
        .empty-desc { font-size: 13px; color: var(--text-muted); max-width: 420px; margin: 0 auto; }
        
        @media (max-width: 768px) {
            .stats-grid { grid-template-columns: repeat(3, 1fr); }
            .action-bar { flex-wrap: wrap; }
            .analyze-grid { grid-template-columns: 1fr; }
        }
    </style>
</head>
<body>
    <header class="header">
        <div class="header-left">
            <div class="logo">Q</div>
            <div class="title">Quant<span>X</span></div>
            <span class="badge">6-FACTOR</span>
        </div>
    </header>

    <div class="container">
        <div class="action-bar">
            <div class="input-wrap">
                <input type="text" id="stockCode" placeholder="输入股票代码，如 600519 或 300750" onkeydown="if(event.key==='Enter')analyze()">
            </div>
            <button class="btn btn-primary" onclick="scanStocks()">🔍 全市场扫描</button>
            <button class="btn btn-accent" onclick="analyze()">📊 深度分析</button>
            <button class="btn btn-ghost" onclick="checkResult()">📋 验证</button>
        </div>
        <div id="content">
            <div class="empty">
                <div class="empty-icon">📊</div>
                <div class="empty-title">QuantX 六因子量化系统</div>
                <div class="empty-desc">
                    动量 · 低波动 · 质量 · 价值 · 分红 · 成交量<br>
                    六大因子综合评分，多维度筛选优质标的
                </div>
            </div>
        </div>
    </div>

<script>
function fmt(n,d){return Number(n).toFixed(d||2)}
function pct(n){var v=Number(n);return(v>=0?'+':'')+v.toFixed(2)+'%'}
function sc(s){return s>=20?'score-hi':(s>=10?'score-md':'score-lo')}
function rk(i){return i==0?'rank-1':(i==1?'rank-2':(i==2?'rank-3':'rank-n'))}
function cl(v){return v>=0?'up':'down'}

// 因子标签
function factorTags(r){
    var tags = [];
    if (r.quality_score >= 8) tags.push('<span class="factor-badge factor-quality">优质</span>');
    if (r.value_score >= 10) tags.push('<span class="factor-badge factor-value">价值</span>');
    if (r.dividend_score >= 5) tags.push('<span class="factor-badge factor-dividend">红利</span>');
    if (r.mom20 > 5) tags.push('<span class="factor-badge factor-momentum">动量</span>');
    return tags.join('');
}

function scanStocks(){
    var c=document.getElementById('content');
    c.innerHTML='<div class="loading"><div class="spinner"></div><span style="color:var(--text-muted);">多因子扫描中...</span></div>';
    
    fetch('?action=scan').then(r=>r.json()).then(d=>{
        if(!d.ok){c.innerHTML='<div class="empty"><div class="empty-icon">❌</div><div class="empty-title">失败</div><div class="empty-desc">'+d.error+'</div></div>';return}
        var bt=d.data.backtest,h='';
        
        h+='<div class="stats-grid">';
        h+='<div class="stat-card"><div class="stat-val">'+bt.total+'</div><div class="stat-label">总信号数</div></div>';
        h+='<div class="stat-card"><div class="stat-val" style="color:'+(bt.spread>=2?'var(--green)':'var(--gold)')+';">'+pct(bt.spread)+'</div><div class="stat-label">多空收益差</div><div class="stat-sub">'+(bt.spread>=2?'✅ 有效':'⚠ 需优化')+'</div></div>';
        h+='<div class="stat-card"><div class="stat-val" style="color:'+(bt.top5_avg_return>=0?'var(--red)':'var(--green)')+';">'+pct(bt.top5_avg_return)+'</div><div class="stat-label">Top20% 收益</div><div class="stat-sub">10日持有期</div></div>';
        h+='<div class="stat-card"><div class="stat-val">'+bt.top5_accuracy+'%</div><div class="stat-label">Top20% 胜率</div><div class="stat-sub">'+(bt.top5_accuracy>=55?'✅ 可实战':'⚠ 观察')+'</div></div>';
        h+='<div class="stat-card"><div class="stat-val" style="color:'+(bt.avg_return_with_stop>bt.avg_return?'var(--green)':'var(--red)')+';">'+pct(bt.avg_return_with_stop)+'</div><div class="stat-label">止损后收益</div><div class="stat-sub">触发'+bt.stopped_count+'次</div></div>';
        h+='</div>';
        
        h+='<div class="table-container"><div class="table-header"><div class="table-title">📊 六因子综合排名 <span class="table-count">Top 30</span></div><div style="font-size:11px;color:var(--text-muted);">评分越高 = 多因子共振越强</div></div>';
        h+='<table><thead><tr><th>#</th><th>股票</th><th>现价</th><th>评分</th><th>标签</th><th>5日</th><th>20日</th><th>PE</th><th>波动</th><th>回撤</th><th>仓位</th><th>止损</th></tr></thead><tbody>';
        
        d.data.current.slice(0,30).forEach(function(r,i){
            h+='<tr>';
            h+='<td><div class="rank '+rk(i)+'">'+(i+1)+'</div></td>';
            h+='<td><div class="stock-name">'+r.name+'</div><div class="stock-code">'+r.code+'</div></td>';
            h+='<td class="price">¥'+fmt(r.price)+'</td>';
            h+='<td><span class="score-tag '+sc(r.score)+'">'+r.score+'</span></td>';
            h+='<td>'+factorTags(r)+'</td>';
            h+='<td class="'+cl(r.mom5)+'">'+pct(r.mom5)+'</td>';
            h+='<td class="'+cl(r.mom20)+'">'+pct(r.mom20)+'</td>';
            h+='<td>'+(r.pe>0?fmt(r.pe,1):'亏损')+'</td>';
            h+='<td>'+r.volatility+'%</td>';
            h+='<td>'+r.max_drawdown+'%</td>';
            h+='<td>'+(r.position>0?'<span class="pos-tag pos-buy">'+r.position+'%</span>':'<span class="pos-tag pos-hold">观望</span>')+'</td>';
            h+='<td class="stop">¥'+fmt(r.stop_loss)+'</td>';
            h+='</tr>';
        });
        h+='</tbody></table></div>';
        c.innerHTML=h;
    }).catch(()=>{c.innerHTML='<div class="empty"><div class="empty-icon">❌</div><div class="empty-title">错误</div><div class="empty-desc">网络请求失败</div></div>'});
}

function analyze(){
    var code=document.getElementById('stockCode').value.trim();
    if(!code||code.length!==6){alert('请输入6位代码');return}
    var c=document.getElementById('content');
    c.innerHTML='<div class="loading"><div class="spinner"></div><span style="color:var(--text-muted);">六因子深度分析中...</span></div>';
    
    fetch('?action=analyze&code='+code).then(r=>r.json()).then(d=>{
        if(!d.ok){c.innerHTML='<div class="empty"><div class="empty-icon">❌</div><div class="empty-title">失败</div><div class="empty-desc">'+d.error+'</div></div>';return}
        var r=d.data,h='';
        
        h+='<div class="analyze-card">';
        h+='<div class="analyze-top"><div><div class="analyze-name">'+r.name+' <span style="font-size:12px;color:var(--text-muted);font-weight:400;">'+r.code+'</span></div><div style="font-size:10px;color:var(--text-muted);margin-top:2px;">换手'+(r.turnover||0)+'% · PE'+(r.pe>0?fmt(r.pe,1):'亏损')+' · PB'+(r.pb>0?fmt(r.pb,2):'--')+' · 流通'+(r.float_cap>0?r.float_cap+'亿':'--')+'</div></div><div style="text-align:right;"><div class="analyze-price">¥'+fmt(r.price)+'</div><span class="'+cl(r.pct)+'" style="font-weight:600;">'+pct(r.pct)+' 今日</span></div></div>';
        
        h+='<div class="analyze-score-section"><div style="font-size:10px;color:var(--text-muted);">六因子综合评分</div><div style="font-size:44px;font-weight:800;letter-spacing:-2px;" class="'+cl(r.score)+'">'+r.score+'</div><div style="font-size:10px;color:var(--text-muted);">'+(r.score>=20?'强势·多因子全面共振':(r.score>=12?'偏强·多因子共振':(r.score>=5?'中性偏强':(r.score>=0?'中性偏弱':'弱势·全面偏空'))))+'</div></div>';
        
        h+='<div class="analyze-grid">';
        
        // 动量因子组
        h+='<div><div class="factor-group-title" style="color:var(--red);">📈 动量因子</div>';
        h+='<div class="factor-row"><span class="factor-label">5日动量</span><span class="factor-val '+cl(r.mom5)+'">'+pct(r.mom5)+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">10日动量</span><span class="factor-val '+cl(r.mom10)+'">'+pct(r.mom10)+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">20日动量</span><span class="factor-val '+cl(r.mom20)+'">'+pct(r.mom20)+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">60日动量</span><span class="factor-val '+cl(r.mom60)+'">'+pct(r.mom60)+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">历史胜率</span><span class="factor-val">'+r.win_rate+'%</span></div></div>';
        
        // 风险因子组
        h+='<div><div class="factor-group-title" style="color:var(--orange);">📉 风险因子</div>';
        h+='<div class="factor-row"><span class="factor-label">波动率</span><span class="factor-val">'+r.volatility+'%</span></div>';
        h+='<div class="factor-row"><span class="factor-label">下行波动</span><span class="factor-val">'+r.downside_vol+'%</span></div>';
        h+='<div class="factor-row"><span class="factor-label">Beta</span><span class="factor-val">'+r.beta+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">RSI</span><span class="factor-val" style="color:'+(r.rsi>70?'var(--red)':(r.rsi<30?'var(--green)':'var(--text)'))+';">'+r.rsi+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">最大回撤</span><span class="factor-val">'+r.max_drawdown+'%</span></div></div>';
        
        // 价值质量分红因子组
        h+='<div><div class="factor-group-title" style="color:var(--cyan);">💎 价值质量分红</div>';
        h+='<div class="factor-row"><span class="factor-label">质量评分</span><span class="factor-val" style="color:'+(r.quality_score>=5?'var(--green)':'var(--text-muted)')+';">'+(r.quality_score>=0?'+':'')+r.quality_score+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">价值评分</span><span class="factor-val" style="color:'+(r.value_score>=5?'var(--cyan)':'var(--text-muted)')+';">'+(r.value_score>=0?'+':'')+r.value_score+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">分红评分</span><span class="factor-val" style="color:'+(r.dividend_score>=3?'var(--gold)':'var(--text-muted)')+';">'+(r.dividend_score>=0?'+':'')+r.dividend_score+'</span></div>';
        h+='<div class="factor-row"><span class="factor-label">收益稳定性</span><span class="factor-val">'+r.stability+'%</span></div>';
        h+='<div class="factor-row"><span class="factor-label">PE(市盈率)</span><span class="factor-val">'+(r.pe>0?fmt(r.pe,1):'亏损')+'</span></div></div>';
        
        h+='</div>';
        
        h+='<div class="trade-row"><div><div style="font-size:10px;color:var(--text-muted);">止损价</div><div style="font-size:18px;font-weight:700;color:var(--red);">¥'+fmt(r.stop_loss)+'</div></div><div><div style="font-size:10px;color:var(--text-muted);">止盈参考</div><div style="font-size:18px;font-weight:700;color:var(--green);">¥'+fmt(r.take_profit)+'</div></div><div><div style="font-size:10px;color:var(--text-muted);">参考仓位</div><div style="font-size:18px;font-weight:700;color:var(--gold);">'+(r.position>0?r.position+'%':'观望')+'</div></div></div>';
        
        if(r.backtest_total>0){
            h+='<div style="padding:14px 20px;border-top:1px solid var(--border);"><div style="font-size:11px;color:var(--text-muted);margin-bottom:8px;font-weight:600;">📊 历史回测（评分≥5，10日持有）</div>';
            h+='<div class="stats-grid" style="grid-template-columns:repeat(3,1fr);">';
            h+='<div class="stat-card"><div class="stat-val">'+r.backtest_total+'</div><div class="stat-label">信号次数</div></div>';
            h+='<div class="stat-card"><div class="stat-val" style="color:'+(r.backtest_accuracy>=55?'var(--green)':'var(--gold)')+';">'+r.backtest_accuracy+'%</div><div class="stat-label">胜率</div></div>';
            h+='<div class="stat-card"><div class="stat-val" style="color:'+(r.backtest_avg_return>=0?'var(--red)':'var(--green)')+';">'+pct(r.backtest_avg_return)+'</div><div class="stat-label">平均收益</div></div>';
            h+='</div></div>';
        }
        h+='</div>';
        
        c.innerHTML=h;
    });
}

function checkResult(){
    var code=document.getElementById('stockCode').value.trim();
    if(!code||code.length!==6){alert('请输入代码');return}
    fetch('?action=check&code='+code).then(r=>r.json()).then(d=>{
        if(!d.ok){alert(d.error);return}
        var h='<div class="table-container"><div class="table-header"><div class="table-title">📋 验证</div></div><table>';
        h+='<tr><td>单日涨跌</td><td class="'+cl(d.data.daily_change)+'" style="font-weight:700;">'+pct(d.data.daily_change)+'</td></tr>';
        h+='<tr><td>累计涨跌</td><td class="'+cl(d.data.total_change)+'" style="font-weight:700;">'+pct(d.data.total_change)+'</td></tr>';
        h+='<tr><td>验证时间</td><td style="color:var(--text-muted);">'+d.data.checked_at+'</td></tr>';
        h+='</table></div>';
        document.getElementById('content').innerHTML=h+document.getElementById('content').innerHTML;
    });
}
</script>
</body>
</html>