Standalone intraday A-share limit-up signal bot.

It reads the fixed stock universe from config/universe.xlsx, dynamically fetches recent market data through AkShare, computes the same dimensionless window_60 features used in research, scores every stock with the bundled LightGBM models, and pushes the top candidates through Bark.

• Universe: stocks in config/universe.xlsx.
• Data: fetched dynamically; no dependency on local historical .npy files.
• Default source in automation: intraday, which fetches historical daily bars and appends a temporary current-day bar aggregated from 1-minute data through 14:30.
• Model: LightGBM raw/window_60 up model plus LightGBM raw/window_60 down-risk model.
• Rank score: up_score * (1 - down_risk_score).
• Default filter: up_score >= 0.60 and down_risk_score <= 0.10.
• Default actionability filter: exclude stocks whose latest daily gain is >= 9.8%, because they are already near limit-up.
• Default output: top 10 candidates.

python -m venv .venv
source .venv/bin/activate
python -m pip install --upgrade pip
python -m pip install -r requirements.txt

PYTHONPATH=src python -m limitup_signal_bot.run_daily \
  --dry-run \
  --limit 5 \
  --data-source intraday \
  --intraday-time 14:30 \
  --workers 4 \
  --progress-every 1

Send a Bark notification locally:

export BARK_URL="https://api.day.app/<your-device-key>"
PYTHONPATH=src python -m limitup_signal_bot.run_daily

BARK_URL may also contain placeholders:

https://api.day.app/<your-device-key>/{title}/{body}

The workflow is in .github/workflows/daily-signal.yml.

It runs at 06:30 UTC on weekdays, which is 14:30 Asia/Shanghai, for the final 30 minutes decision window.

Before enabling the action, add this repository secret:

BARK_URL=https://api.day.app/<your-device-key>

You can also run it manually from the Actions tab with workflow_dispatch.

• config/universe.xlsx: current 834-stock universe.
• models/up_window60: bundled limit-up LightGBM model and scaler.
• models/down_window60: bundled limit-down risk model and scaler.
• src/limitup_signal_bot: fetch, feature, predict, notify code.
• outputs: JSON output from each run.

In intraday mode, the bot uses complete historical daily bars plus a temporary current-day daily bar aggregated from minute data between 09:30 and --intraday-time. The temporary bar is an approximation for decision-making before the close.

The data fetcher supports --data-source intraday, --data-source daily, --data-source hist, and --data-source auto. Increase --workers cautiously if the vendor endpoint is healthy; decrease it if you see throttling or many connection errors.