feat: holdings_reconciliation + process_trade + import_holding_xls → DB writes
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知微
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-130
@@ -1,130 +1,141 @@
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#!/usr/bin/env python3
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"""holdings_reconciliation.py — 每日持仓数据一致性校验
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在 decisions.json 和 portfolio.json 之间做双向核对：
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1. 股数不一致 → 以 portfolio.json 为准（券商导入为源头真理）
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2. 股票存在一个文件但不存在另一个 → 同步到双方一致
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3. 总资产重新计算并写入双方
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24小时内禁止修改策略参数（止盈/止损/买入区），只修股数和总资产。
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"""
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import json, sys
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from datetime import datetime
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DECISIONS = "/home/hmo/web-dashboard/data/decisions.json"
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PORTFOLIO = "/home/hmo/web-dashboard/data/portfolio.json"
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def main():
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dec = json.load(open(DECISIONS))
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pf = json.load(open(PORTFOLIO))
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# Build maps
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dmap = {d["code"]: d for d in dec.get("decisions", [])}
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pmap = {h["code"]: h for h in pf.get("holdings", []) if h.get("shares", 0) > 0}
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changes = []
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# 1. Remove from decisions if not in portfolio (ghost holdings)
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for code in list(dmap.keys()):
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d = dmap[code]
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in_portfolio = code in pmap
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if not in_portfolio:
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if d.get("shares", 0) > 0:
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old = d["shares"]
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d["shares"] = 0
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d["type"] = "自选策略"
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d.setdefault("changelog", []).append({
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"from": old,
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"to": 0,
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"reason": "reconciliation: 不在券商持仓"
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})
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changes.append(f" {d.get('name','')}({code}): 清仓{old}→0股(不在portfolio)")
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continue
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# Same stock in both: sync share count (portfolio is source of truth)
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p_shares = pmap[code]["shares"]
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if d.get("shares", 0) != p_shares:
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old = d.get("shares", 0)
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d["shares"] = p_shares
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d["type"] = "持仓策略"
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d.setdefault("changelog", []).append({
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"from": old,
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"to": p_shares,
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"reason": "reconciliation: 股数与券商一致"
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})
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changes.append(f" {d.get('name','')}({code}): 股数{old}→{p_shares}(对齐portfolio)")
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# 2. Add to decisions if in portfolio but not in decisions
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for code in pmap:
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h = pmap[code]
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if code not in dmap:
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# Stock is in portfolio but not in decisions → add stub
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stub = {
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"code": code,
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"name": h.get("name", f"STOCK_{code}"),
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"shares": h["shares"],
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"price": h.get("price", 0),
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"stop_loss": 0,
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"take_profit": 0,
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"entry_low": 0,
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"entry_high": 0,
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"cost": h.get("cost", 0),
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"type": "持仓策略",
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"status": "active",
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"timing_signal": "持有",
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"action": "持仓策略 | 等待技术分析完善",
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"tech_snapshot": "",
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"action_note": "reconciliation: 自动补充",
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"reassessed_at": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"updated_at": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"changelog": [{
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"reason": "reconciliation: 券商持仓→自动补充策略"
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}],
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"trigger": {},
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"analysis": {},
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"currency": "CNY"
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}
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dec["decisions"].append(stub)
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changes.append(f" {stub['name']}({code}): decisions新增持仓({h['shares']}股,来自portfolio)")
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# 3. Recalculate total_assets in portfolio (use mo_models for unified formula)
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import sys, os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from mo_models import calc_total_assets
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total_assets = calc_total_assets(pf)
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dec_total = 0
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for d in dec.get("decisions", []):
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if d.get("shares", 0) > 0 and d.get("price", 0) > 0:
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dec_total += d["shares"] * d["price"]
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old_total = pf.get("total_assets", 0)
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pf["total_assets"] = total_assets
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pf["updated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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# 4. Report
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now = datetime.now().strftime("%Y-%m-%d %H:%M")
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print(f"【持仓一致性校验】{now}")
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print(f"")
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if changes:
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print(f"修正项 ({len(changes)}):")
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for c in changes:
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print(c)
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else:
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print("无差异，全部一致 ✅")
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print(f"")
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print(f"portfolio stock_value: {stock_value:.2f}")
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print(f"portfolio cash: {cash:.2f}")
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print(f"portfolio total_assets: {old_total} → {total_assets}")
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print(f"decisions stock_value: {dec_total:.2f}")
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print(f"decisions count(shares>0): {len([d for d in dec['decisions'] if d.get('shares',0)>0])}")
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# Write
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dec["total"] = len(dec["decisions"])
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json.dump(dec, open(DECISIONS, "w"), ensure_ascii=False, indent=2)
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json.dump(pf, open(PORTFOLIO, "w"), ensure_ascii=False, indent=2)
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print(f"done")
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if __name__ == "__main__":
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main()
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#!/usr/bin/env python3
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"""holdings_reconciliation.py — 每日持仓数据一致性校验
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在 decisions.json 和 portfolio.json 之间做双向核对：
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1. 股数不一致 → 以 portfolio.json 为准（券商导入为源头真理）
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2. 股票存在一个文件但不存在另一个 → 同步到双方一致
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3. 总资产重新计算并写入双方
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24小时内禁止修改策略参数（止盈/止损/买入区），只修股数和总资产。
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"""
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import json, sys
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from datetime import datetime
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DECISIONS = "/home/hmo/web-dashboard/data/decisions.json"
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PORTFOLIO = "/home/hmo/web-dashboard/data/portfolio.json"
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def main():
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dec = json.load(open(DECISIONS))
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pf = json.load(open(PORTFOLIO))
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# Build maps
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dmap = {d["code"]: d for d in dec.get("decisions", [])}
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pmap = {h["code"]: h for h in pf.get("holdings", []) if h.get("shares", 0) > 0}
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changes = []
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# 1. Remove from decisions if not in portfolio (ghost holdings)
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for code in list(dmap.keys()):
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d = dmap[code]
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in_portfolio = code in pmap
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if not in_portfolio:
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if d.get("shares", 0) > 0:
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old = d["shares"]
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d["shares"] = 0
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d["type"] = "自选策略"
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d.setdefault("changelog", []).append({
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"from": old,
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"to": 0,
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"reason": "reconciliation: 不在券商持仓"
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})
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changes.append(f" {d.get('name','')}({code}): 清仓{old}→0股(不在portfolio)")
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continue
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# Same stock in both: sync share count (portfolio is source of truth)
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p_shares = pmap[code]["shares"]
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if d.get("shares", 0) != p_shares:
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old = d.get("shares", 0)
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d["shares"] = p_shares
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d["type"] = "持仓策略"
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d.setdefault("changelog", []).append({
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"from": old,
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"to": p_shares,
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"reason": "reconciliation: 股数与券商一致"
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})
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changes.append(f" {d.get('name','')}({code}): 股数{old}→{p_shares}(对齐portfolio)")
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# 2. Add to decisions if in portfolio but not in decisions
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for code in pmap:
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h = pmap[code]
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if code not in dmap:
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# Stock is in portfolio but not in decisions → add stub
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stub = {
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"code": code,
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"name": h.get("name", f"STOCK_{code}"),
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"shares": h["shares"],
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"price": h.get("price", 0),
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"stop_loss": 0,
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"take_profit": 0,
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"entry_low": 0,
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"entry_high": 0,
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"cost": h.get("cost", 0),
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"type": "持仓策略",
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"status": "active",
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"timing_signal": "持有",
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"action": "持仓策略 | 等待技术分析完善",
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"tech_snapshot": "",
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"action_note": "reconciliation: 自动补充",
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"reassessed_at": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"updated_at": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"changelog": [{
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"reason": "reconciliation: 券商持仓→自动补充策略"
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}],
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"trigger": {},
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"analysis": {},
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"currency": "CNY"
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}
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dec["decisions"].append(stub)
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changes.append(f" {stub['name']}({code}): decisions新增持仓({h['shares']}股,来自portfolio)")
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# 3. Recalculate total_assets in portfolio (use mo_models for unified formula)
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import sys, os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from mo_models import calc_total_assets
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total_assets = calc_total_assets(pf)
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dec_total = 0
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for d in dec.get("decisions", []):
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if d.get("shares", 0) > 0 and d.get("price", 0) > 0:
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dec_total += d["shares"] * d["price"]
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old_total = pf.get("total_assets", 0)
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pf["total_assets"] = total_assets
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pf["updated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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# 4. Report
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now = datetime.now().strftime("%Y-%m-%d %H:%M")
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print(f"【持仓一致性校验】{now}")
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print(f"")
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if changes:
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print(f"修正项 ({len(changes)}):")
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for c in changes:
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print(c)
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else:
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print("无差异，全部一致 ✅")
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print(f"")
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print(f"portfolio stock_value: {stock_value:.2f}")
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print(f"portfolio cash: {cash:.2f}")
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print(f"portfolio total_assets: {old_total} → {total_assets}")
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print(f"decisions stock_value: {dec_total:.2f}")
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print(f"decisions count(shares>0): {len([d for d in dec['decisions'] if d.get('shares',0)>0])}")
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# Write — DB 优先（强制币种约束），JSON 冷备
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dec["total"] = len(dec["decisions"])
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try:
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from mofin_db import get_conn, write_holdings_batch, write_portfolio_summary, write_holding_strategy
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conn = get_conn()
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write_holdings_batch(conn, pf.get('holdings', []))
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write_portfolio_summary(conn, pf)
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for d in dec.get('decisions', []):
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write_holding_strategy(conn, d.get('code', ''), d.get('name', ''), d)
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conn.close()
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except Exception as e:
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print(f" [DB写入失败] {e}")
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json.dump(dec, open(DECISIONS, "w"), ensure_ascii=False, indent=2)
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json.dump(pf, open(PORTFOLIO, "w"), ensure_ascii=False, indent=2)
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print(f"done")
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if __name__ == "__main__":
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main()
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