feat-rotation-llm-driven

deploy/profile-scripts/mofin_db.py

@@ -1876,39 +1876,23 @@ def flush_rec_digest(max_items=5):
                          + (f"（合计≈{cum:.0f}%）" if buys else ""))
             # ── 换仓策略：有排队推荐时，找可减的弱持仓来腾挪 ──
             if queued:
-                weak = conn.execute("""
-                    SELECT hs.code, hs.name, hs.timing_signal, h.position_pct, h.cost, lp.price, lp.change_pct
-                    FROM holding_strategies hs
-                    JOIN holdings h ON hs.code = h.code AND h.is_active = 1
-                    LEFT JOIN live_prices lp ON hs.code = lp.code
-                    WHERE hs.status='active' AND h.shares > 0
-                      AND hs.timing_signal IN ('弱势持有','观望','持有')
-                """).fetchall()
-                # ── v7.1因子评分升序排序（2026-07-29 老爸批准：按评分套取，卖因子最差的）──
-                try:
-                    import sys as _sys2
-                    if "/home/hmo/MoFin" not in _sys2.path:
-                        _sys2.path.insert(0, "/home/hmo/MoFin")
-                    from backtest_framework import prepare_bars as _pb, compute_single_score as _cs
-                    from datetime import datetime as _dt2, timedelta as _td2
-                    _end2 = _dt2.now().strftime('%Y-%m-%d')
-                    _start2 = (_dt2.now() - _td2(days=150)).strftime('%Y-%m-%d')
-                    _scored = []
-                    for w in weak:
-                        _sc = 0
-                        try:
-                            _bars = _pb(w['code'], _start2, _end2)
-                            if _bars and len(_bars) >= 25:
-                                _r = _cs(_bars)
-                                _sc = _r[0] if _r else 0
-                        except Exception:
-                            pass
-                        _scored.append((_sc, w))
-                    _scored.sort(key=lambda x: x[0])  # 评分最低 = 优先套取
-                    weak = [w for _, w in _scored]
-                    print("  [换仓] 因子评分排序: " + ", ".join(f"{w['name']}({s})" for s, w in _scored[:5]), flush=True)
-                except Exception as _se:
-                    print(f"  [换仓] 评分排序失败(回退信号排序): {_se}", flush=True)
+                weak = []
+            # 2026-08-26: LLM rotation
+            for item in items:
+                sj = item.get('signal_json') or {}
+                rc = sj.get('rotation_candidate') or {}
+                if rc.get('code') and rc.get('reason'):
+                    _rot = conn.execute(
+                        "SELECT code, name, timing_signal, position_pct, cost FROM holding_strategies hs "
+                        "JOIN holdings h ON hs.code = h.code AND h.is_active = 1 "
+                        "WHERE hs.code = ? AND h.shares > 0", (rc['code'],)
+                    ).fetchone()
+                    if _rot:
+                        _d = dict(_rot)
+                        _d['_rotation_reason'] = rc.get('reason', '')
+                        weak.append(_d)
+            if weak:
+                print(f"  [换仓] LLM推荐 {len(weak)} 只", flush=True)
 weak = sorted(weak, key=lambda w: ({'弱势持有': 0, '观望': 1}.get(w['timing_signal'], 2),
                                                        -(w['position_pct'] or 0)))
                 if weak: