To address challenges in stock price prediction including data nonlinearity and anomalies, we propose a hybrid CNN-BiGRU-AM framework integrated with deep learning-based anomaly detection. First, an anomaly detection module identifies irregularities in stock price data. The CNN component then extracts local features while filtering anomalous information, followed by nonlinear pattern modeling through BiGRU with attention mechanisms. Final predictions undergo secondary anomaly screening to ensure reliability. Experimental evaluation on Shanghai Composite (SSE) daily closing prices demonstrates superior performance with $R^2$ = 0.9903, RMSE = 22.027, MAE = 19.043, and a Sharpe Ratio of 0.65. It is noteworthy that the MAE of this model is reduced by 14.7%, and the RMSE is decreased by 7.7% compared to its ablation model. The framework achieves multi-level feature extraction through convolutional operations and bidirectional temporal modeling, effectively enhancing model generalization via nonlinear mapping and anomaly correction. Comparative Sharpe Ratio analysis across models provides practical insights for investment decision-making. This dual-functional system not only improves prediction accuracy but also offers interpretable references for market mechanism analysis and regulatory policy formulation.