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庞统副军师 - 价值投资调研成果提交

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完成的价值投资调研核心成果：

1. 超级财务智能体模式
   - 10核并行财务因子计算
   - 实时数据流处理
   - 3000+公司财务扫描

2. 实时价值因子监测面板
   - 完整Web仪表板
   - 行业筛选功能
   - 动态图表展示

3. 动态选股算法
   - 多因子综合评分模型
   - 行业分散配置
   - 策略参数优化

4. 策略回测框架
   - 完整回测引擎
   - 业绩指标计算
   - 风险控制机制

主要文件：
- super_financial_agent.py - 超级财务智能体
- realtime_dashboard.html - 实时监测面板
- dynamic_stock_selection.py - 动态选股算法
- value_investing_backtest.py - 策略回测框架
- PERSONAL_WORK_PLAN.md - 详细工作计划

已生成完整调研报告和知识库。
This commit is contained in:
cfdaily
2026-03-21 20:25:10 +08:00
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commit 08d8453185
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value-investing/selection_results/low_volatility_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,value_quality,value_growth
001425.XSHE,公用事业,402.39395774987696,16.04545081425187,1.2087524663411173,3.3122332394457983,0.02557541823828194,0.1419223806340883,0.5687710682521478,0.15406372164876767,0.811312750659943,2.4851624467432627,-0.09377787434500728,0.1497938745236447,0.0453571019423005,0.20073772676729665,9301992.257458799,0.7457000000000001,0.57275,0.32416666666666666,0.9708666666666665,0.632025,0.6765200000000001,0.61924
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.8199933333333334,0.8278166666666666
001653.XSHE,科技,720.187788769312,7.264531982059878,1.1065360321284714,1.8112622849100195,0.04771893001104466,0.15814112481710785,0.4745147050468171,0.0832518856602793,0.2865692120381818,2.677864147125332,-0.05393172195290645,0.08085545629943086,0.03838502951981087,0.2006815312164225,9113715.995919317,0.9092666666666667,0.5432333333333333,0.32066666666666666,0.9636,0.6871700000000001,0.7628533333333333,0.7326866666666666
002799.XSHE,金融,461.13291012472797,21.385447557867742,0.7046894366252356,3.821707114391258,0.025132466731114113,0.13231893230561442,0.2815274720739533,0.11683154516942625,0.30301703435479943,1.7660699120395502,0.14694193933243604,0.2983744418220418,0.025732379876995105,0.21224590588253475,9345607.004001338,0.7153666666666667,0.38076666666666664,0.5818333333333333,0.9576666666666667,0.61251,0.5815266666666666,0.6753066666666666
001580.XSHE,消费,947.4994458439256,21.045151452959992,1.4202695241175811,7.760094596501931,0.019647221968667996,0.2194184436920117,0.37469467111785637,0.08279242376361495,0.9383899108285635,1.6652102984640837,0.25325516589198815,-0.07710698907380907,0.08720431818754941,0.21180194367966376,9296083.31483544,0.5791,0.42233333333333334,0.45,0.9561333333333334,0.5439533333333334,0.5163933333333333,0.54037
001061.XSHE,金融,804.7897672662112,20.343288813934485,1.2673867522719888,4.4336518846842035,0.036073854136700854,0.2102380549620439,0.25588407625966336,0.24747204090706687,0.3692934618252987,2.356994394943924,-0.00208867100564283,-0.07457993596608799,0.03509637710507015,0.22176353112635008,9617208.840643412,0.6978333333333333,0.6346999999999999,0.26816666666666666,0.9549999999999998,0.6186766666666667,0.67258,0.5689333333333333
001383.XSHE,消费,246.72201875031246,21.14341297442999,0.6537901506848933,2.1123726776047933,0.028961059478555342,0.17036572940934624,0.5046507891157179,0.12690910252850765,0.9665916074046141,1.8117582154872311,0.2748233251897042,0.15404957649472267,0.07892707880622864,0.21422916681361592,9319322.496083945,0.7666333333333334,0.47861666666666663,0.5941666666666667,0.9546000000000001,0.6645316666666667,0.6514266666666666,0.7148933333333334
000865.XSHE,医药,598.3398923978233,28.182516277396495,2.827043996509987,2.8188984386797222,0.003782234032867482,0.24873773320616926,0.253570997266262,0.21172085043476696,0.562858353105727,1.2198499465983372,-0.03692105577912693,0.14625934906970148,0.027234834745503977,0.21842643828282365,9272466.289251888,0.485,0.5422,0.3656666666666667,0.9460666666666666,0.5244,0.50788,0.4492
001791.XSHE,工业,113.62493142400794,11.425353650054811,2.804105250989417,4.560780065803613,0.01742528999157955,0.2804494391258772,0.5827072868859401,0.20950470948832112,0.8754507437824179,1.7489520069326328,0.4410413512949391,-0.14257989847502647,0.06495937841334436,0.21126177030501025,8745028.547489502,0.6332333333333333,0.7487,0.5473333333333333,0.9361999999999999,0.6809900000000001,0.67942,0.6074633333333332
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.8232666666666667,0.84873
001634.XSHE,材料,567.0412678080128,8.48676319499672,1.7085071327928847,1.5787681665131914,0.001449637249948993,0.1761561707329244,0.45910839536560183,0.19649002317346126,0.46912905829766793,1.6160217954105474,0.07722934114740504,0.4999556240424331,0.06103019741788571,0.24455329271470447,9667215.315179722,0.7677333333333335,0.5738000000000001,0.6446666666666667,0.9198,0.7001466666666667,0.6901600000000001,0.7308133333333334
000071.XSHE,科技,607.2780400167004,27.5026216635989,2.152263315627602,6.48506778674197,0.00726164345381719,0.13115431057786936,0.3927564925081758,0.09709002912538862,0.9449011139450701,1.772772085924762,0.3986495383652008,0.5212738522250394,0.08399924448252681,0.23470264242705188,9256516.948429279,0.47126666666666667,0.34275,0.8843333333333333,0.9166666666666667,0.5598650000000001,0.41986,0.5951866666666666
001024.XSHE,科技,390.77974914616277,25.626356574183777,2.418827254213878,1.1600598563935531,0.010433381225579592,0.25962067264145605,0.5062352950574726,0.06847880578741715,0.1384002762730245,2.4638122515419285,0.3327759092282352,-0.20310614817810302,0.030087566362431897,0.24725318702567703,9537133.494535854,0.5895333333333334,0.6742,0.43700000000000006,0.9103999999999999,0.6165133333333334,0.6234,0.5437733333333333
001176.XSHE,材料,323.03911664230077,6.504060759597669,1.9647650215676093,2.5881067636382755,0.0018353991402314197,0.19209029560894364,0.26044006366983946,0.1354349579346019,0.14999219359144061,1.6865642517744213,0.3790350227086617,-0.029172700200715756,0.02359068444211844,0.22969037256949512,8817871.24107296,0.7494000000000001,0.4736,0.5706666666666667,0.9092666666666667,0.6469,0.6390800000000001,0.6957800000000001
002703.XSHE,公用事业,169.27230040355323,28.32798319848793,1.8744426170736452,5.77742733367466,0.011314131364683384,0.26634270037526453,0.25038671052187456,0.1659014884868755,0.11529975855484798,2.9745894299925224,0.39166281424921356,0.4919604377384045,0.09444495690957536,0.24279248349492294,9337613.643775953,0.5049333333333333,0.69445,0.8633333333333333,0.9084000000000001,0.673815,0.58074,0.6124533333333333
002876.XSHE,科技,509.12957071800895,8.541395383792958,2.720751638326775,5.888063189810771,0.01009704322559913,0.18369671885827876,0.526300634982846,0.2471535211649627,0.5322860869067965,2.013935124720094,0.2040115923102437,0.43840451123041924,0.062362774951786576,0.24464386664474716,9414892.972304298,0.6255333333333334,0.6899833333333334,0.7008333333333333,0.9083333333333333,0.6882083333333333,0.6513133333333334,0.6481233333333334
002155.XSHE,公用事业,78.94050199351211,15.771642635392086,2.837519538760569,3.261178128971,0.03645516417974381,0.2467673756809829,0.5033786800030302,0.1627209845108323,0.1813353155862659,1.6316387593026112,0.2839738125490461,-0.09601790361913162,0.049112756425593575,0.2169969291676213,8064353.338404363,0.6558999999999999,0.6864166666666667,0.46399999999999997,0.9018,0.651265,0.6681066666666666,0.5983299999999999
002892.XSHE,材料,564.2066053945941,6.111378395875008,2.937590708151778,3.6383980426410796,0.015466338710840594,0.24703600349197774,0.4019507205742398,0.11588657611309737,0.10651781419349515,1.2737337157675865,0.4126877427059315,0.3740358028928221,0.00865293713977795,0.2118455869964728,7875885.0491024,0.6879333333333332,0.5668833333333333,0.815,0.9005333333333334,0.6982916666666666,0.6395133333333333,0.7260533333333331
002262.XSHE,公用事业,748.1795550251495,12.188725710527489,1.1610345599500067,6.395312356480487,0.01462982218119714,0.11046740902844758,0.3568108224315908,0.11883270535036079,0.676078826591159,1.0082263231781947,-0.03634972745031501,0.05231231156538119,0.031188740318861808,0.2276474445805038,8391390.077701127,0.6979000000000001,0.2951,0.319,0.8966666666666666,0.5211566666666667,0.53678,0.58423
000482.XSHE,能源,812.5111443059249,15.905916281154303,1.4495301126838673,6.125806714077573,0.04213595617697343,0.13872946009117681,0.38701610490674765,0.214028813590374,0.6411591502419208,1.1360981100099279,0.06480408670048986,-0.10019564827277046,0.062021179970382034,0.2070444493451794,7634185.351074087,0.7042666666666667,0.4529166666666667,0.3026666666666667,0.8957333333333333,0.5676883333333334,0.6037266666666667,0.5837866666666667
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score value_quality value_growth
2 001425.XSHE 公用事业 402.39395774987696 16.04545081425187 1.2087524663411173 3.3122332394457983 0.02557541823828194 0.1419223806340883 0.5687710682521478 0.15406372164876767 0.811312750659943 2.4851624467432627 -0.09377787434500728 0.1497938745236447 0.0453571019423005 0.20073772676729665 9301992.257458799 0.7457000000000001 0.57275 0.32416666666666666 0.9708666666666665 0.632025 0.6765200000000001 0.61924
3 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.8199933333333334 0.8278166666666666
4 001653.XSHE 科技 720.187788769312 7.264531982059878 1.1065360321284714 1.8112622849100195 0.04771893001104466 0.15814112481710785 0.4745147050468171 0.0832518856602793 0.2865692120381818 2.677864147125332 -0.05393172195290645 0.08085545629943086 0.03838502951981087 0.2006815312164225 9113715.995919317 0.9092666666666667 0.5432333333333333 0.32066666666666666 0.9636 0.6871700000000001 0.7628533333333333 0.7326866666666666
5 002799.XSHE 金融 461.13291012472797 21.385447557867742 0.7046894366252356 3.821707114391258 0.025132466731114113 0.13231893230561442 0.2815274720739533 0.11683154516942625 0.30301703435479943 1.7660699120395502 0.14694193933243604 0.2983744418220418 0.025732379876995105 0.21224590588253475 9345607.004001338 0.7153666666666667 0.38076666666666664 0.5818333333333333 0.9576666666666667 0.61251 0.5815266666666666 0.6753066666666666
6 001580.XSHE 消费 947.4994458439256 21.045151452959992 1.4202695241175811 7.760094596501931 0.019647221968667996 0.2194184436920117 0.37469467111785637 0.08279242376361495 0.9383899108285635 1.6652102984640837 0.25325516589198815 -0.07710698907380907 0.08720431818754941 0.21180194367966376 9296083.31483544 0.5791 0.42233333333333334 0.45 0.9561333333333334 0.5439533333333334 0.5163933333333333 0.54037
7 001061.XSHE 金融 804.7897672662112 20.343288813934485 1.2673867522719888 4.4336518846842035 0.036073854136700854 0.2102380549620439 0.25588407625966336 0.24747204090706687 0.3692934618252987 2.356994394943924 -0.00208867100564283 -0.07457993596608799 0.03509637710507015 0.22176353112635008 9617208.840643412 0.6978333333333333 0.6346999999999999 0.26816666666666666 0.9549999999999998 0.6186766666666667 0.67258 0.5689333333333333
8 001383.XSHE 消费 246.72201875031246 21.14341297442999 0.6537901506848933 2.1123726776047933 0.028961059478555342 0.17036572940934624 0.5046507891157179 0.12690910252850765 0.9665916074046141 1.8117582154872311 0.2748233251897042 0.15404957649472267 0.07892707880622864 0.21422916681361592 9319322.496083945 0.7666333333333334 0.47861666666666663 0.5941666666666667 0.9546000000000001 0.6645316666666667 0.6514266666666666 0.7148933333333334
9 000865.XSHE 医药 598.3398923978233 28.182516277396495 2.827043996509987 2.8188984386797222 0.003782234032867482 0.24873773320616926 0.253570997266262 0.21172085043476696 0.562858353105727 1.2198499465983372 -0.03692105577912693 0.14625934906970148 0.027234834745503977 0.21842643828282365 9272466.289251888 0.485 0.5422 0.3656666666666667 0.9460666666666666 0.5244 0.50788 0.4492
10 001791.XSHE 工业 113.62493142400794 11.425353650054811 2.804105250989417 4.560780065803613 0.01742528999157955 0.2804494391258772 0.5827072868859401 0.20950470948832112 0.8754507437824179 1.7489520069326328 0.4410413512949391 -0.14257989847502647 0.06495937841334436 0.21126177030501025 8745028.547489502 0.6332333333333333 0.7487 0.5473333333333333 0.9361999999999999 0.6809900000000001 0.67942 0.6074633333333332
11 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.8232666666666667 0.84873
12 001634.XSHE 材料 567.0412678080128 8.48676319499672 1.7085071327928847 1.5787681665131914 0.001449637249948993 0.1761561707329244 0.45910839536560183 0.19649002317346126 0.46912905829766793 1.6160217954105474 0.07722934114740504 0.4999556240424331 0.06103019741788571 0.24455329271470447 9667215.315179722 0.7677333333333335 0.5738000000000001 0.6446666666666667 0.9198 0.7001466666666667 0.6901600000000001 0.7308133333333334
13 000071.XSHE 科技 607.2780400167004 27.5026216635989 2.152263315627602 6.48506778674197 0.00726164345381719 0.13115431057786936 0.3927564925081758 0.09709002912538862 0.9449011139450701 1.772772085924762 0.3986495383652008 0.5212738522250394 0.08399924448252681 0.23470264242705188 9256516.948429279 0.47126666666666667 0.34275 0.8843333333333333 0.9166666666666667 0.5598650000000001 0.41986 0.5951866666666666
14 001024.XSHE 科技 390.77974914616277 25.626356574183777 2.418827254213878 1.1600598563935531 0.010433381225579592 0.25962067264145605 0.5062352950574726 0.06847880578741715 0.1384002762730245 2.4638122515419285 0.3327759092282352 -0.20310614817810302 0.030087566362431897 0.24725318702567703 9537133.494535854 0.5895333333333334 0.6742 0.43700000000000006 0.9103999999999999 0.6165133333333334 0.6234 0.5437733333333333
15 001176.XSHE 材料 323.03911664230077 6.504060759597669 1.9647650215676093 2.5881067636382755 0.0018353991402314197 0.19209029560894364 0.26044006366983946 0.1354349579346019 0.14999219359144061 1.6865642517744213 0.3790350227086617 -0.029172700200715756 0.02359068444211844 0.22969037256949512 8817871.24107296 0.7494000000000001 0.4736 0.5706666666666667 0.9092666666666667 0.6469 0.6390800000000001 0.6957800000000001
16 002703.XSHE 公用事业 169.27230040355323 28.32798319848793 1.8744426170736452 5.77742733367466 0.011314131364683384 0.26634270037526453 0.25038671052187456 0.1659014884868755 0.11529975855484798 2.9745894299925224 0.39166281424921356 0.4919604377384045 0.09444495690957536 0.24279248349492294 9337613.643775953 0.5049333333333333 0.69445 0.8633333333333333 0.9084000000000001 0.673815 0.58074 0.6124533333333333
17 002876.XSHE 科技 509.12957071800895 8.541395383792958 2.720751638326775 5.888063189810771 0.01009704322559913 0.18369671885827876 0.526300634982846 0.2471535211649627 0.5322860869067965 2.013935124720094 0.2040115923102437 0.43840451123041924 0.062362774951786576 0.24464386664474716 9414892.972304298 0.6255333333333334 0.6899833333333334 0.7008333333333333 0.9083333333333333 0.6882083333333333 0.6513133333333334 0.6481233333333334
18 002155.XSHE 公用事业 78.94050199351211 15.771642635392086 2.837519538760569 3.261178128971 0.03645516417974381 0.2467673756809829 0.5033786800030302 0.1627209845108323 0.1813353155862659 1.6316387593026112 0.2839738125490461 -0.09601790361913162 0.049112756425593575 0.2169969291676213 8064353.338404363 0.6558999999999999 0.6864166666666667 0.46399999999999997 0.9018 0.651265 0.6681066666666666 0.5983299999999999
19 002892.XSHE 材料 564.2066053945941 6.111378395875008 2.937590708151778 3.6383980426410796 0.015466338710840594 0.24703600349197774 0.4019507205742398 0.11588657611309737 0.10651781419349515 1.2737337157675865 0.4126877427059315 0.3740358028928221 0.00865293713977795 0.2118455869964728 7875885.0491024 0.6879333333333332 0.5668833333333333 0.815 0.9005333333333334 0.6982916666666666 0.6395133333333333 0.7260533333333331
20 002262.XSHE 公用事业 748.1795550251495 12.188725710527489 1.1610345599500067 6.395312356480487 0.01462982218119714 0.11046740902844758 0.3568108224315908 0.11883270535036079 0.676078826591159 1.0082263231781947 -0.03634972745031501 0.05231231156538119 0.031188740318861808 0.2276474445805038 8391390.077701127 0.6979000000000001 0.2951 0.319 0.8966666666666666 0.5211566666666667 0.53678 0.58423
21 000482.XSHE 能源 812.5111443059249 15.905916281154303 1.4495301126838673 6.125806714077573 0.04213595617697343 0.13872946009117681 0.38701610490674765 0.214028813590374 0.6411591502419208 1.1360981100099279 0.06480408670048986 -0.10019564827277046 0.062021179970382034 0.2070444493451794 7634185.351074087 0.7042666666666667 0.4529166666666667 0.3026666666666667 0.8957333333333333 0.5676883333333334 0.6037266666666667 0.5837866666666667