事件如何影响市场：从新闻直觉到可验证的量化研究

{
  "instrument_id": "cn:SZSE.300750",
  "start_datetime": "2026-08-10T17:55:00+08:00",
  "end_datetime": "2026-08-10T17:56:00+08:00",
  "page": 1,
  "page_size": 100,
  "has_more": false,
  "events": [{
    "event_id": "7652b26f-••••-8dfd",
    "title": "宁德时代与连云港公交签署五年战略合作",
    "summary": "双方将围绕车辆后市场服务与城市换电网络深化合作，助力城市交通低碳发展。",
    "impact_label": "合同签署",
    "event_family": "announcement",
    "event_time": "2026-08-10T17:55:35+08:00",
    "relation_role": "direct",
    "relation_direction": "positive",
    "impact_strength": 0.37,
    "relation_reason": "签署五年战略合作，拓展换电网络",
    "mechanism_text": "战略合作 → 拓展换电网络及后市场 → 提升电池需求预期",
    "mechanism_scope": "单一标的",
    "history_hit_rate": 0.418,
    "history_sample_size": 72,
    "related_instruments": [
      {
        "instrument_id": "hk:03750",
        "role": "direct",
        "direction": "positive",
        "impact_strength": 0.47,
        "reason": "签署五年战略合作，拓展换电网络"
      },
      {
        "instrument_id": "cn:SSE.601008",
        "role": "direct",
        "direction": "neutral",
        "impact_strength": 0.47,
        "reason": "标题直接点名主体"
      }
    ],
    "similar_events": [
      {
        "title": "宁德时代与福州公交集团签战略合作",
        "similarity_score": 0.9282,
        "event_date": "2026-03-10",
        "returns": {"ret_3d": 0.02402, "ret_7d": 0.01641}
      },
      {
        "title": "宁德时代与宿迁公交达成战略合作",
        "similarity_score": 0.7871,
        "event_date": "2026-01-29",
        "returns": {"ret_3d": 0.042943, "ret_7d": 0.042771}
      },
      {
        "title": "宁德时代换电业务扩张，与康迪科技合作",
        "similarity_score": 0.7598,
        "event_date": "2026-02-03",
        "returns": {"ret_3d": 0.060935, "ret_7d": 0.080366}
      }
    ]
  }]
}

{
  "since_minutes": 10,
  "page": 1,
  "page_size": 100,
  "has_more": false,
  "count": 39,
  "events": [
    {"title": "Raysearch公布订单后股价上涨4.7%"},
    {"title": "盟固利1.87亿股限售股8月12日上市流通"},
    {"title": "曙光股份7月整车销量21辆，同比降70%"},
    {"title": "阳光焦化撤回IPO，上交所终止审核"},
    {"title": "先导基电股价异动，提示多项风险"},
    {"title": "奥浦迈股东减持至5%以下"},
    {"title": "摩根士丹利增持中际旭创H股，摩根大通减持"},
    {"title": "赣粤高速上半年净利降72.81%"},
    {"title": "币安将上线美团、快手等永续合约"},
    {"title": "富维股份获合资品牌座椅项目定点，预计金额39.36亿元"},
    {"title": "… 本页 39 条；全部页合计 39 条"}
  ]
}