[zt]数据库监控脚本

本文提供了一系列Oracle数据库性能调优的方法,包括监控索引使用情况、查询数据文件I/O分布、调整隐藏参数等,帮助数据库管理员深入了解系统瓶颈并有效提升数据库性能。
--1、监控索引是否使用
--2、求数据文件的I/O分布
--3、求某个隐藏参数的值
--4、求系统中较大的latch
--5、求归档日志的切换频率(生产系统可能时间会很长)
--6、求回滚段正在处理的事务
--7、求出无效的对象
--8、求process/session的状态
--9、求当前session的状态
--10、求表的索引信息
--11、显示表的外键信息
--12、显示表的分区及子分区
--13、使用dbms_xplan生成一个执行计划
--14、求某个事务的重做信息(bytes)
--15、求cache中缓存超过其5%的对象
--16、求谁阻塞了某个session(10g)
--17、求session的OS进程ID
--18、查会话的阻塞
--19、求等待的事件及会话信息/求会话的等待及会话信息
--20、求会话等待的file_id/block_id
--21、求会话等待的对象
--22、求buffer cache中的块信息
--23、求日志文件的空间使用
--24、求等待中的对象
--25、求当前事务的重做尺寸
--26、唤醒smon去清除临时段
--27、求回退率
--28、求DISK READ较多的SQL
--29、求DISK SORT严重的SQL
--30、求对象的创建代码
--31、求表的索引
--32、求索引中行数较多的
--33、求当前会话的SID,SERIAL#
--34、求表空间的未用空间
--35、求表中定义的触发器
--36、求未定义索引的表
--37、执行常用的过程
--38、求free memory
--39、查看用户的回滚段的信息
--40、生成执行计划
--41、查看执行计划
--42、查看内存中存的使用
--43、查看表空间状态
--44、查看系统请求情况
--45、计算data buffer 命中率
--46、查看内存使用情况
--47、查看用户使用内存情况
--48、查看对象的缓存情况
--49、查看库缓存命中率
--50、查看某些用户的hash
--51、查看字典命中率
--52、查看undo段的使用情况
--53、无效的对象
--54、求出某个进程,并对它进行跟踪
--55、求出锁定的对象
--56、求当前session的跟踪文件
--57、求对象所在的文件及块号
--58、求对象发生事务时回退段及块号
--59、9i的在线重定义表
--60、常用的logmnr脚本(cybercafe)
--61、与权限相关的字典
--62、如何用dbms_stats分析表及模式?

--监控索引是否使用
alter index &index_name monitoring usage;
alter index &index_name nomonitoring usage;
select *
from v$object_usage
where index_name = &index_name;

--求数据文件的I/O分布
select df.name,phyrds,phywrts,phyblkrd,phyblkwrt,singleblkrds,readtim,writetim
from v$filestat fs,v$dbfile df
where fs.file#=df.file# order by df.name;

--求某个隐藏参数的值
col ksppinm format a54
col ksppstvl format a54
select ksppinm, ksppstvl
from x$ksppi pi, x$ksppcv cv
where cv.indx=pi.indx and pi.ksppinm like '_%' escape '' and pi.ksppinm like '%&parameer%';

--求系统中较大的latch
select name,sum(gets),sum(misses),sum(sleeps),sum(wait_time)
from v$latch_children
group by name having sum(gets) > 50 order by 2;

--5、求归档日志的切换频率(生产系统可能时间会很长)
select start_recid,start_time,end_recid,end_time,minutes from (select test.*, rownum as rn
from (select b.recid start_recid,to_char(b.first_time,'yyyy-mm-dd hh24:mi:ss') start_time,
a.recid end_recid,to_char(a.first_time,'yyyy-mm-dd hh24:mi:ss') end_time,round(((a.first_time-b.first_time)*24)*60,2) minutes
from v$log_history a,v$log_history b where a.recid=b.recid+1 and b.first_time > sysdate - 1
order by a.first_time desc) test) y where y.rn < 30

--求回滚段正在处理的事务
select a.name,b.xacts,c.sid,c.serial#,d.sql_text
from v$rollname a,v$rollstat b,v$session c,v$sqltext d,v$transaction e
where a.usn=b.usn and b.usn=e.xidusn and c.taddr=e.addr
and c.sql_address=d.address and c.sql_hash_value=d.hash_value order by a.name,c.sid,d.piece;

--求出无效的对象
select 'alter procedure '||object_name||' compile;'
from dba_objects
where status='INVALID' and wner='&' and object_type in ('PACKAGE','PACKAGE BODY');
/
select owner,object_name,object_type,status from dba_objects where status='INVALID';

--求process/session的状态
select p.pid,p.spid,s.program,s.sid,s.serial#
from v$process p,v$session s where s.paddr=p.addr;

--求当前session的状态
select sn.name,ms.value
from v$mystat ms,v$statname sn
where ms.statistic#=sn.statistic# and ms.value > 0;

--10、求表的索引信息
select ui.table_name,ui.index_name
from user_indexes ui,user_ind_columns uic
where ui.table_name=uic.table_name and ui.index_name=uic.index_name
and ui.table_name like '&table_name%' and uic.column_name='&column_name';

--显示表的外键信息
col search_condition format a54
select table_name,constraint_name
from user_constraints
where constraint_type ='R' and constraint_name in (select constraint_name from user_cons_columns where column_name='&1');

select rpad(child.table_name,25,' ') child_tablename,
rpad(cp.column_name,17,' ') referring_column,rpad(parent.table_name,25,' ') parent_tablename,
rpad(pc.column_name,15,' ') referred_column,rpad(child.constraint_name,25,' ') constraint_name
from user_constraints child,user_constraints parent,
user_cons_columns cp,user_cons_columns pc
where child.constraint_type = 'R' and child.r_constraint_name = parent.constraint_name and
child.constraint_name = cp.constraint_name and parent.constraint_name = pc.constraint_name and
cp.position = pc.position and child.table_name ='&table_name'
order by child.owner,child.table_name,child.constraint_name,cp.position;

--显示表的分区及子分区(user_tab_subpartitions)
col table_name format a16
col partition_name format a16
col high_value format a81
select table_name,partition_name,HIGH_VALUE from user_tab_partitions where table_name='&table_name'

--使用dbms_xplan生成一个执行计划
explain plan set statement_id = '&sql_id' for &sql;
select * from table(dbms_xplan.display);

--求某个事务的重做信息(bytes)
select s.name,m.value
from v$mystat m,v$statname s
where m.statistic#=s.statistic# and s.name like '%redo size%';

--15、求cache中缓存超过其5%的对象
select o.owner,o.object_type,o.object_name,count(b.objd)
from v$bh b,dba_objects o
where b.objd = o.object_id
group by o.owner,o.object_type,o.object_name
having count(b.objd) > (select to_number(value)*0.05 from v$parameter where name = 'db_block_buffers');

--求谁阻塞了某个session(10g)
select sid, username, event, blocking_session,
seconds_in_wait, wait_time
from v$session where state in ('WAITING') and wait_class != 'Idle';

--求session的OS进程ID
col program format a54
select p.spid "OS Thread", b.name "Name-User", s.program
from v$process p, v$session s, v$bgprocess b
where p.addr = s.paddr and p.addr = b.paddr
UNION ALL
select p.spid "OS Thread", s.username "Name-User", s.program
from v$process p, v$session s where p.addr = s.paddr and s.username is not null;

--查会话的阻塞
col user_name format a32
select /*+ rule */ lpad(' ',decode(l.xidusn ,0,3,0))||l.oracle_username user_name, o.owner,o.object_name,s.sid,s.serial#
from v$locked_object l,dba_objects o,v$session s
where l.object_id=o.object_id and l.session_id=s.sid order by o.object_id,xidusn desc ;

col username format a15
col lock_level format a8
col owner format a18
col object_name format a32
select /*+ rule */ s.username, decode(l.type,'tm','table lock', 'tx','row lock', null) lock_level, o.owner,o.object_name,s.sid,s.serial#
from v$session s,v$lock l,dba_objects o
where l.sid = s.sid and l.id1 = o.object_id(+) and s.username is not null ;

--求等待的事件及会话信息/求会话的等待及会话信息
select se.sid,s.username,se.event,se.total_waits,se.time_waited,se.average_wait
from v$session s,v$session_event se
where s.username is not null and se.sid=s.sid and s.status='ACTIVE' and se.event not like '%SQL*Net%' order by s.username;

select s.sid,s.username,sw.event,sw.wait_time,sw.state,sw.seconds_in_wait
from v$session s,v$session_wait sw
where s.username is not null and sw.sid=s.sid and sw.event not like '%SQL*Net%' order by s.username;

--20、求会话等待的file_id/block_id
col event format a24
col p1text format a12
col p2text format a12
col p3text format a12
select sid,event,p1text, p1, p2text, p2, p3text, p3
from v$session_wait
where event not like '%SQL%' and event not like '%rdbms%' and event not like '%mon%' order by event;

select name,wait_time from v$latch l where exists (select 1 from (select sid,event,p1text, p1, p2text, p2, p3text, p3
from v$session_wait
where event not like '%SQL%' and event not like '%rdbms%' and event not like '%mon%'
) x where x.p1= l.latch#);

--求会话等待的对象
col owner format a18
col segment_name format a32
col segment_type format a32
select owner,segment_name,segment_type
from dba_extents
where file_id = &file_id and &block_id between block_id and block_id + blocks - 1;

--求buffer cache中的块信息
select o.OBJECT_TYPE, substr(o.OBJECT_NAME,1,10) objname , b.objd , b.status, count(b.objd)
from v$bh b, dba_objects o
where b.objd = o.data_object_id and o.owner = '&1' group by o.object_type, o.object_name,b.objd, b.status ;

--求日志文件的空间使用
select le.leseq current_log_sequence#, 100*cp.cpodr_bno/le.lesiz percentage_full
from x$kcccp cp,x$kccle le
where le.leseq =cp.cpodr_seq;

--求等待中的对象
select /*+rule */ s.sid, s.username, w.event, o.owner, o.segment_name, o.segment_type,
o.partition_name, w.seconds_in_wait seconds, w.state
from v$session_wait w, v$session s, dba_extents o
where w.event in (select name from v$event_name where parameter1 = 'file#'
and parameter2 = 'block#' and name not like 'control%')
and o.owner <> 'sys' and w.sid = s.sid and w.p1 = o.file_id and w.p2 >= o.block_id and w.p2 < o.block_id + o.blocks

--求当前事务的重做尺寸
select value
from v$mystat, v$statname
where v$mystat.statistic# = v$statname.statistic# and v$statname.name = 'redo size';

--唤醒smon去清除临时段
column pid new_value Smon
set termout off
select p.pid from sys.v_$bgprocess b,sys.v_$process p where b.name = 'SMON' and p.addr = b.paddr
/
set termout on
oradebug wakeup &Smon
undefine Smon

--求回退率
select b.value/(a.value + b.value),a.value,b.value from v$sysstat a,v$sysstat b
where a.statistic#=4 and b.statistic#=5;

--求DISK READ较多的SQL
select st.sql_text from v$sql s,v$sqltext st
where s.address=st.address and s.hash_value=st.hash_value and s.disk_reads > 300;

--求DISK SORT严重的SQL
select sess.username, sql.sql_text, sort1.blocks
from v$session sess, v$sqlarea sql, v$sort_usage sort1
where sess.serial# = sort1.session_num
and sort1.sqladdr = sql.address
and sort1.sqlhash = sql.hash_value and sort1.blocks > 200;

--30、求对象的创建代码
column column_name format a36
column sql_text format a99
select dbms_metadata.get_ddl('TABLE','&1') from dual;
select dbms_metadata.get_ddl('INDEX','&1') from dual;

--求表的索引
set linesize 131
select a.index_name,a.column_name,b.status, b.index_type
from user_ind_columns a,user_indexes b
where a.index_name=b.index_name and a.table_name='&1';

求索引中行数较多的
select index_name,blevel,num_rows,CLUSTERING_FACTOR,status from user_indexes where num_rows > 10000 and blevel > 0
select table_name,index_name,blevel,num_rows,CLUSTERING_FACTOR,status from user_indexes where status <> 'VALID'

--求当前会话的SID,SERIAL#
select sid, serial# from v$session where audsid = SYS_CONTEXT('USERENV','SESSIONID');

--求表空间的未用空间
col mbytes format 9999.9999
select tablespace_name,sum(bytes)/1024/1024 mbytes from dba_free_space group by tablespace_name;

--求表中定义的触发器
select table_name,index_type,index_name,uniqueness from user_indexes where table_name='&1';
select trigger_name from user_triggers where table_name='&1';

--求未定义索引的表
select table_name from user_tables where table_name not in (select table_name from user_ind_columns);

--执行常用的过程
exec print_sql('select count(*) from tab');
exec show_space2('table_name');

--求free memory
select * from v$sgastat where name='free memory';
select a.name,sum(b.value) from v$statname a,v$sesstat b where a.statistic# = b.statistic# group by a.name;

--查看一下谁在使用那个可以得回滚段,或者查看一下某个可以得用户在使用回滚段,找出领回滚段不断增长的事务,再看看如何处理它,
是否可以将它commit,再不行就看看能否kill它,等等, 查看当前正在使用的回滚段的用户信息和回滚段信息:
set linesize 121
SELECT r.name "ROLLBACK SEGMENT NAME ",l.sid "ORACLE PID",p.spid "SYSTEM PID ",s.username "ORACLE USERNAME"
FROM v$lock l, v$process p, v$rollname r, v$session s
WHERE l.sid = p.pid(+) AND s.sid=l.sid AND TRUNC(l.id1(+)/65536) = r.usn AND l.type(+) = 'TX' AND l.lmode(+) = 6 ORDER BY r.name;

--查看用户的回滚段的信息
select s.username, rn.name from v$session s, v$transaction t, v$rollstat r, v$rollname rn
where s.saddr = t.ses_addr and t.xidusn = r.usn and r.usn = rn.usn

--生成执行计划
explain plan set statement_id='a1' for &1;
--查看执行计划
select lpad(' ',2*(level-1))||operation operation,options,OBJECT_NAME,position from plan_table
start with id=0 and statement_id='a1' connect by prior id=parent_id and statement_id='a1'

--查看内存中存的使用
select decode(greatest(class,10),10,decode(class,1,'Data',2,'Sort',4,'Header',to_char(class)),'Rollback') "Class",
sum(decode(bitand(flag,1),1,0,1)) "Not Dirty",sum(decode(bitand(flag,1),1,1,0)) "Dirty",
sum(dirty_queue) "On Dirty",count(*) "Total"
from x$bh group by decode(greatest(class,10),10,decode(class,1,'Data',2,'Sort',4,'Header',to_char(class)),'Rollback');

-- 查看表空间状态
select tablespace_name,extent_management,segment_space_management from dba_tablespaces;
select table_name,freelists,freelist_groups from user_tables;

--查看系统请求情况
SELECT DECODE (name, 'summed dirty write queue length', value)/
DECODE (name, 'write requests', value) "Write Request Length"
FROM v$sysstat WHERE name IN ( 'summed dirty queue length', 'write requests') and value>0;

--计算data buffer 命中率
select a.value + b.value "logical_reads", c.value "phys_reads",
round(100 * ((a.value+b.value)-c.value) / (a.value+b.value)) "BUFFER HIT RATIO"
from v$sysstat a, v$sysstat b, v$sysstat c
where a.statistic# = 40 and b.statistic# = 41 and c.statistic# = 42;

SELECT name, (1-(physical_reads/(db_block_gets+consistent_gets)))*100 H_RATIO FROM v$buffer_pool_statistics;

--查看内存使用情况
select least(max(b.value)/(1024*1024),sum(a.bytes)/(1024*1024)) shared_pool_used,
max(b.value)/(1024*1024) shared_pool_size,greatest(max(b.value)/(1024*1024),sum(a.bytes)/(1024*1024))-
(sum(a.bytes)/(1024*1024)) shared_pool_avail,((sum(a.bytes)/(1024*1024))/(max(b.value)/(1024*1024)))*100 avail_pool_pct
from v$sgastat a, v$parameter b where (a.pool='shared pool' and a.name not in ('free memory')) and b.name='shared_pool_size';

--查看用户使用内存情况
select username, sum(sharable_mem), sum(persistent_mem), sum(runtime_mem)
from sys.v_$sqlarea a, dba_users b
where a.parsing_user_id = b.user_id group by username;

--查看对象的缓存情况
select OWNER,NAMESPACE,TYPE,NAME,SHARABLE_MEM,LOADS,EXECUTIONS,LOCKS,PINS,KEPT
from v$db_object_cache where type not in ('NOT LOADED','NON-EXISTENT','VIEW','TABLE','SEQUENCE')
and executions>0 and loads>1 and kept='NO' order by owner,namespace,type,executions desc;

select type,count(*) from v$db_object_cache group by type;

--查看库缓存命中率
select namespace,gets, gethitratio*100 gethitratio,pins,pinhitratio*100 pinhitratio,RELOADS,INVALIDATIONS from v$librarycache;

--查看某些用户的hash
select a.username, count(b.hash_value) total_hash,count(b.hash_value)-count(unique(b.hash_value)) same_hash,
(count(unique(b.hash_value))/count(b.hash_value))*100 u_hash_ratio
from dba_users a, v$sqlarea b where a.user_id=b.parsing_user_id group by a.username;

--查看字典命中率
select (sum(getmisses)/sum(gets)) ratio from v$rowcache;

--查看undo段的使用情况
SELECT d.segment_name,extents,optsize,shrinks,aveshrink,aveactive,d.status
FROM v$rollname n,v$rollstat s,dba_rollback_segs d
WHERE d.segment_id=n.usn(+) and d.segment_id=s.usn(+);

--无效的对象
select owner,object_type,object_name from dba_objects where status='INVALID';
select constraint_name,table_name from dba_constraints where status='INVALID';

--求出某个进程,并对它进行跟踪
select s.sid,s.serial# from v$session s,v$process p where s.paddr=p.addr and p.spid=&1;
exec dbms_system.SET_SQL_TRACE_IN_SESSION(&1,&2,true);
exec dbms_system.SET_SQL_TRACE_IN_SESSION(&1,&2,false);

--求出锁定的对象
select do.object_name,session_id,process,locked_mode
from v$locked_object lo, dba_objects do where lo.object_id=do.object_id;

--求当前session的跟踪文件
SELECT p1.value || '/' || p2.value || '_ora_' || p.spid || '.ora' filename
FROM v$process p, v$session s, v$parameter p1, v$parameter p2
WHERE p1.name = 'user_dump_dest' AND p2.name = 'instance_name'
AND p.addr = s.paddr AND s.audsid = USERENV('SESSIONID') AND p.background is null AND instr(p.program,'CJQ') = 0;

--求对象所在的文件及块号
select segment_name,header_file,header_block
from dba_segments where segment_name like '&1';

--求对象发生事务时回退段及块号
select a.segment_name,a.header_file,a.header_block
from dba_segments a,dba_rollback_segs b
where a.segment_name=b.segment_name and b.segment_id='&1'

--9i的在线重定义表
/*如果在线重定义的表没有主键需要创建主键*/
exec dbms_redefinition.can_redef_table('cybercafe','announcement');
create table anno2 as select * from announcement
exec dbms_redefinition.start_redef_table('cybercafe','announcement','anno2');
exec dbms_redefinition.sync_interim_table('cybercafe','announcement','anno2');
exec dbms_redefinition.finish_redef_table('cybercafe','announcement','anno2');
drop table anno2
exec dbms_redefinition.abort_redef_table('cybercafe','announcement','anno2');

--常用的logmnr脚本(cybercafe)
exec sys.dbms_logmnr_d.build(dictionary_filename =>'esal',dictionary_location =>'/home/oracle/logmnr');
exec sys.dbms_logmnr.add_logfile(logfilename=>'/home/oracle/oradata/esal/archive/1_24050.dbf', ptions=>sys.dbms_logmnr.new);

exec sys.dbms_logmnr.add_logfile(logfilename=>'/home/oracle/oradata/esal/archive/1_22912.dbf', ptions=>sys.dbms_logmnr.addfile);
exec sys.dbms_logmnr.add_logfile(logfilename=>'/home/oracle/oradata/esal/archive/1_22913.dbf', ptions=>sys.dbms_logmnr.addfile);
exec sys.dbms_logmnr.add_logfile(logfilename=>'/home/oracle/oradata/esal/archive/1_22914.dbf', ptions=>sys.dbms_logmnr.addfile);

exec sys.dbms_logmnr.start_logmnr(dictfilename=>'/home/oracle/logmnr/esal.ora');
create table logmnr2 as select * from v$logmnr_contents;

--与权限相关的字典
ALL_COL_PRIVS 表示列上的授权,用户和PUBLIC是被授予者
ALL_COL_PRIVS_MADE 表示列上的授权,用户是属主和被授予者
ALL_COL_RECD 表示列上的授权,用户和PUBLIC是被授予者
ALL_TAB_PRIVS 表示对象上的授权,用户是PUBLIC或被授予者或用户是属主
ALL_TAB_PRIVS_MADE 表示对象上的权限,用户是属主或授予者
ALL_TAB_PRIVS_RECD 表示对象上的权限, 用户是PUBLIC或被授予者
DBA_COL_PRIVS 数据库列上的所有授权
DBA_ROLE_PRIVS 显示已授予用户或其他角色的角色
DBA_SYS_PRIVS 已授予用户或角色的系统权限
DBA_TAB_PRIVS 数据库对象上的所有权限
ROLE_ROLE_PRIVS 显示已授予用户的角色
ROLE_SYS_PRIVS 显示通过角色授予用户的系统权限
ROLE_TAB_PRIVS 显示通过角色授予用户的对象权限
SESSION_PRIVS 显示用户现在可利用的所有系统权限
USER_COL_PRIVS 显示列上的权限,用户是属主、授予者或被授予者
USER_COL_PRIVS_MADE 显示列上已授予的权限,用户是属主或授予者
USER_COL_PRIVS_RECD 显示列上已授予的权限,用户是属主或被授予者
USER_ROLE_PRIVS 显示已授予给用户的所有角色
USER_SYS_PRIVS 显示已授予给用户的所有系统权限
USER_TAB_PRIVS 显示已授予给用户的所有对象权限
USER_TAB_PRIVS_MADE 显示已授予给其他用户的对象权限,用户是属主
USER_TAB_PRIVS_RECD 显示已授予给其他用户的对象权限,用户是被授予者

--如何用dbms_stats分析表及模式?
exec dbms_stats.gather_schema_stats(ownname=>'&USER_NAME',estimate_percent=>dbms_stats.auto_sample_size,
method_opt => 'for all columns size auto',degree=> DBMS_STATS.DEFAULT_DEGREE);
exec dbms_stats.gather_schema_stats(ownname=>'&USER_NAME',estimate_percent=>dbms_stats.auto_sample_size,cascade=>true);
/*
FOR ALL [INDEXED | HIDDEN] COLUMNS [size_clause]
FOR COLUMNS [size clause] column|attribute [size_clause] [,column|attribute [size_clause]...],
where size_clause is defined as size_clause := SIZE {integer | REPEAT | AUTO | SKEWONLY}
integer--Number of histogram buckets. Must be in the range [1,254].
REPEAT--Collects histograms only on the columns that already have histograms.
AUTO--Oracle determines the columns to collect histograms based on data distribution and the workload of the columns.
SKEWONLY--Oracle determines the columns to collect histograms based on the data distribution of the columns
*/

 

来自 “ ITPUB博客 ” ,链接:http://blog.itpub.net/35489/viewspace-440751/,如需转载,请注明出处,否则将追究法律责任。

转载于:http://blog.itpub.net/35489/viewspace-440751/

```sql -- 修正后的完整SQL查询 WITH base_data AS ( SELECT date, instrument, name, close, total_market_cap, float_market_cap, -- 明确命名流通市值 open_gap, zt_count_60d, ret_5d, open_proximity, -- 计算综合评分(修正ret_d错误) 0.5 * PERCENT_RANK() OVER (ORDER BY open_proximity) + 0.3 * PERCENT_RANK() OVER (ORDER BY zt_count_60d) + 0.2 * PERCENT_RANK() OVER (ORDER BY ret_5d) AS strategy_score FROM stock_data WHERE date = '2025-10-30' AND is_risk_warning = 0 AND suspended = 0 AND list_days >= 60 ), filtered_data AS ( SELECT *, -- 明确字段命名 float_market_cap AS circulation_market_cap, strategy_score AS rank_score FROM base_data WHERE open_gap BETWEEN 0.02 AND 0.07 -- 开盘跳空2%-7% AND zt_count_60d >= 1 AND ret_5d > 0 ) SELECT date, instrument, name, close, total_market_cap, circulation_market_cap, open_gap, zt_count_60d, ret_5d, rank_score FROM filtered_data ORDER BY rank_score DESC LIMIT 5; ``` 📊 策略优化增强版 ```python import pandas as pd import numpy as np def enhanced_strategy_analysis(df): """ 增强版策略分析函数 """ # 1. 数据质量检查 print("=== 数据质量检查 ===") print(f"数据总数: {len(df)}") print(f"字段信息:") for col in df.columns: print(f" {col}: {df[col].dtype}, 缺失值: {df[col].isnull().sum()}") # 2. 策略绩效分析 if len(df) > 0: print("\n=== 策略选股分析 ===") print(f"选股数量: {len(df)}") print(f"综合评分范围: {df['rank_score'].min():.3f} - {df['rank_score'].max():.3f}") print(f"平均开盘跳空: {df['open_gap'].mean():.2%}") print(f"平均60日涨停次数: {df['zt_count_60d'].mean():.1f}") print(f"平均5日收益率: {df['ret_5d'].mean():.2%}") # 3. 风险收益特征 print("\n=== 风险收益特征 ===") print(f"总市值分布: {df['total_market_cap'].min():.0f} - {df['total_market_cap'].max():.0f} 亿") print(f"流通市值分布: {df['circulation_market_cap'].min():.0f} - {df['circulation_market_cap'].max():.0f} 亿") # 4. 选股明细 print("\n=== 策略选股明细 ===") result_df = df[[ 'instrument', 'name', 'close', 'open_gap', 'zt_count_60d', 'ret_5d', 'rank_score' ]].copy() result_df['open_gap'] = result_df['open_gap'].apply(lambda x: f"{x:.2%}") result_df['ret_5d'] = result_df['ret_5d'].apply(lambda x: f"{x:.2%}") result_df['rank_score'] = result_df['rank_score'].round(3) return result_df else: print("⚠️ 未筛选到符合条件的股票") return pd.DataFrame() # 执行查询和分析 try: # 执行修正后的查询 sql_query = """ -- 上面修正后的SQL代码 """ df = dai.query(sql_query) print("✅ 查询执行成功") # 进行策略分析 result_df = enhanced_strategy_analysis(df) if not result_df.empty: print("\n🎯 最终选股结果:") print(result_df.to_string(index=False)) except Exception as e: print(f"❌ 查询执行失败: {e}") ``` 💡 进一步优化建议 ```python def strategy_optimization_suggestions(df): """ 基于结果数据的策略优化建议 """ if len(df) == 0: return suggestions = [] # 1. 流动性筛选建议 avg_circulation = df['circulation_market_cap'].mean() if avg_circulation < 50: # 50亿以下 suggestions.append("🔍 增加流动性筛选:当前选股偏向小盘股,建议加入成交量过滤条件") # 2. 风险集中度分析 industry_concentration = len(df) / len(set([name[:2] for name in df['name']])) if len(df) > 0 else 0 if industry_concentration > 3: suggestions.append("📊 行业分散度不足:建议增加行业分散度约束") # 3. 动量持续性检查 high_momentum_stocks = len(df[df['ret_5d'] > 0.1]) # 5日涨幅超过10% if high_momentum_stocks / len(df) > 0.6: suggestions.append("⚡ 动量过热:当前选股动量较强,注意回调风险") # 4. 涨停基因质量 avg_zt_count = df['zt_count_60d'].mean() if avg_zt_count < 2: suggestions.append("🎯 提高涨停基因标准:建议将60日涨停次数要求提高到2次以上") if suggestions: print("\n💡 策略优化建议:") for suggestion in suggestions: print(f" {suggestion}") # 执行优化建议分析 strategy_optimization_suggestions(df) ``` 🚀 高级功能扩展 ```python def advanced_strategy_features(): """ 高级策略功能扩展 """ advanced_sql = """ -- 1. 加入流动性筛选 AND volume > (SELECT AVG(volume_20d) FROM stock_liquidity WHERE instrument = base_data.instrument) -- 2. 加入波动率控制 AND volatility_20d < 0.5 -- 20日波动率小于50% -- 3. 行业分散度约束 AND industry NOT IN ( SELECT industry FROM ( SELECT industry, COUNT(*) as count FROM filtered_data GROUP BY industry ORDER BY count DESC LIMIT 1 ) t -- 避免过度集中在单一行业 ) """ return advanced_sql ``` df 数据样本 1. 🔬 进行详细的策略回测分析 2. 📈 评估选股的质量和风险特征 3. 🎯 给出具体的参数调优建议 4. ⚡ 提供实盘监控代码模板
最新发布
11-01
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