add index membership schema and default indices initialization

app/data/schema.py

@@ -5,6 +5,7 @@ import sqlite3
 from dataclasses import dataclass, field
 from typing import Iterable, List
 
+from app.data.schema_index import initialize_index_membership_tables, add_default_indices
 from app.utils.db import db_session
 
 
@@ -565,6 +566,10 @@ def initialize_database() -> MigrationResult:
   with db_session() as session:
     cursor = session.cursor()
 
+    # 初始化指数相关表
+    initialize_index_membership_tables(session)
+    add_default_indices()
+    
     # 创建表
     for statement in SCHEMA_STATEMENTS:
       try:

app/data/schema_index.py

@@ -0,0 +1,42 @@
+"""SQL schema for index membership."""
+from app.utils.db import db_session
+
+def initialize_index_membership_tables(conn):
+    """Create tables for tracking index membership."""
+    conn.execute("""
+    CREATE TABLE IF NOT EXISTS index_weight (
+        id INTEGER PRIMARY KEY AUTOINCREMENT,
+        index_code VARCHAR(10) NOT NULL,
+        trade_date VARCHAR(8) NOT NULL,
+        ts_code VARCHAR(10) NOT NULL,
+        weight FLOAT,
+        created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+        INDEX idx_index_weight_lookup (index_code, trade_date)
+    )
+    """)
+
+def add_default_indices():
+    """Add default index list."""
+    indices = [
+        ("000300.SH", "沪深300"),
+        ("000905.SH", "中证500"),
+        ("000852.SH", "中证1000")
+    ]
+    with db_session() as conn:
+        conn.execute("""
+        CREATE TABLE IF NOT EXISTS indices (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            index_code VARCHAR(10) NOT NULL UNIQUE,
+            name VARCHAR(50) NOT NULL,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """)
+        
+        for code, name in indices:
+            conn.execute(
+                """
+                INSERT OR IGNORE INTO indices (index_code, name)
+                VALUES (?, ?)
+                """,
+                (code, name)
+            )

app/ui/views/stock_eval.py

@@ -48,6 +48,20 @@ def render_stock_evaluation() -> None:
         "市场类因子": [f for f in DEFAULT_FACTORS if f.name.startswith("market_")]
     }
     
+    # 定义默认选中的关键常用因子
+    DEFAULT_SELECTED_FACTORS = {
+        "mom_5",   # 5日动量
+        "mom_20",  # 20日动量
+        "mom_60",  # 60日动量
+        "volat_20",  # 20日波动率
+        "turn_5",   # 5日换手率
+        "turn_20",  # 20日换手率
+        "val_pe_score",  # PE评分
+        "val_pb_score",  # PB评分
+        "volume_ratio_score",  # 量比评分
+        "risk_penalty"  # 风险惩罚项
+    }
+    
     selected_factors = []
     for group_name, factors in factor_groups.items():
         if factors:
@@ -56,7 +70,7 @@ def render_stock_evaluation() -> None:
             for i, factor in enumerate(factors):
                 if cols[i % 3].checkbox(
                     factor.name,
-                    value=factor.name in selected_factors,
+                    value=factor.name in DEFAULT_SELECTED_FACTORS,
                     help=factor.description if hasattr(factor, 'description') else None
                 ):
                     selected_factors.append(factor.name)

app/utils/data_access.py

@@ -1100,6 +1100,53 @@ class DataBroker:
             LOGGER.exception("强制刷新数据失败: %s", exc, extra=LOG_EXTRA)
             return False
 
+    def get_index_stocks(
+        self,
+        index_code: str,
+        trade_date: str,
+        min_weight: float = 0.0
+    ) -> List[str]:
+        """获取指数成分股列表。
+        
+        Args:
+            index_code: 指数代码(如 000300.SH)
+            trade_date: 交易日期
+            min_weight: 最小权重筛选
+            
+        Returns:
+            成分股代码列表
+        """
+        try:
+            with db_session(read_only=True) as conn:
+                # 获取小于等于给定日期的最新一期成分股
+                rows = conn.execute(
+                    """
+                    SELECT DISTINCT ts_code
+                    FROM index_weight
+                    WHERE index_code = ?
+                    AND trade_date = (
+                        SELECT MAX(trade_date)
+                        FROM index_weight
+                        WHERE index_code = ?
+                        AND trade_date <= ?
+                    )
+                    AND weight >= ?
+                    ORDER BY weight DESC
+                    """,
+                    (index_code, index_code, trade_date, min_weight)
+                ).fetchall()
+                
+                return [row["ts_code"] for row in rows if row and row["ts_code"]]
+        except Exception as exc:
+            LOGGER.exception(
+                "获取指数成分股失败 index=%s date=%s err=%s",
+                index_code,
+                trade_date,
+                exc,
+                extra=LOG_EXTRA
+            )
+            return []
+            
     def get_refresh_status(self) -> Dict[str, Dict[str, Any]]:
         """获取当前所有补数任务的状态。