From 0e592e5c027060dd89a1ebcce9c54adab1e2a461 Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Mon, 3 Aug 2026 23:03:36 +0800
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老莫指出策略越来越多缺乏退出机制。自选策略(候选)设定买入区后:
- 跌穿失效: price<entry_low×0.85 跌破买入区15%
- 涨过头失效: price>entry_high×1.20 涨过20%不再可能回落
- 超时失效: 45天未回到买入区
失效动作: status→closed+superseded_at, 票回归选股池重走完整流程
只处理未持仓候选, 不动已持仓(有止损止盈管理)
cron: 每日16:00 1-5
---
 deploy/profile-scripts/strategy_expiry.py | 90 +++++++++++++++++++++++
 1 file changed, 90 insertions(+)
 create mode 100644 deploy/profile-scripts/strategy_expiry.py

diff --git a/deploy/profile-scripts/strategy_expiry.py b/deploy/profile-scripts/strategy_expiry.py
new file mode 100644
index 00000000..e3faa9bd
--- /dev/null
+++ b/deploy/profile-scripts/strategy_expiry.py
@@ -0,0 +1,90 @@
+#!/usr/bin/env python3
+"""strategy_expiry.py — 策略失效机制（2026-08-03 新增）
+
+背景：老莫指出策略越来越多、缺乏退出机制。自选策略(候选)设定买入区后，
+如果价格跌穿买入区太远、或超时未回到买入区、或涨过头不再可能回落，
+原策略应废除，票回归选股池，下次重新走完整流程。
+
+只处理"候选/自选策略"(未持仓)，不动已持仓策略(有止损止盈管理)。
+
+失效规则（对齐老莫 2026-08-03 描述）：
+  1. 跌穿失效: price < entry_low × 0.85   (跌破买入区下沿15%——跌太远，原买入逻辑失效)
+  2. 涨过头失效: price > entry_high × 1.20 (超过买入区上沿20%——不可能回落到买入区)
+  3. 超时失效: updated_at 距今 > 30交易日(约45自然日) 且 期间价格未回到买入区
+     (简化: 用当前价 vs 买入区 + 时间, 后续可细化区间内价格轨迹)
+
+失效动作:
+  - status → 'closed', superseded_at → now, reason 记录
+  - 票回归选股池（下次扫描重新走 Stage1→Stage2 完整流程）
+
+用法: python3 strategy_expiry.py [--dry-run]
+"""
+import sys, sqlite3, json
+from datetime import datetime, timedelta
+from pathlib import Path
+
+DB = Path("/home/hmo/MoFin/data/mofin.db")
+DRY = "--dry-run" in sys.argv
+
+# ── 参数（可调）──
+DOWN_DEV = 0.85    # 跌破买入区下沿至 85% 即失效（跌 15%）
+UP_DEV = 1.20      # 超过买入区上沿 120% 即失效（涨 20%）
+STALE_DAYS = 45    # 超时：45 自然日(约30交易日)未回到买入区
+
+
+def check_expiry(conn):
+    """扫描 active 自选策略(未持仓候选)，返回失效清单"""
+    rows = conn.execute("""
+        SELECT id, code, name, entry_low, entry_high, price, updated_at, decision_type
+        FROM holding_strategies
+        WHERE status='active' AND (shares IS NULL OR shares=0) AND (cost IS NULL OR cost=0)
+    """).fetchall()
+    expired = []
+    now = datetime.now()
+    for rid, code, name, el, eh, price, upd, dtype in rows:
+        if not el or not eh or not price:
+            continue
+        reason = None
+        # 1. 跌穿失效
+        if price < el * DOWN_DEV:
+            reason = f"跌穿买入区: price={price} < entry_low×{DOWN_DEV}={el*DOWN_DEV:.2f} (跌{ (1-price/el)*100:.0f}%)"
+        # 2. 涨过头失效
+        elif price > eh * UP_DEV:
+            reason = f"涨过头: price={price} > entry_high×{UP_DEV}={eh*UP_DEV:.2f} (涨{ (price/eh-1)*100:.0f}%)"
+        # 3. 超时失效（用 updated_at，created_at 基本为空）
+        elif upd:
+            try:
+                upd_dt = datetime.strptime(str(upd)[:19], "%Y-%m-%d %H:%M:%S")
+                if (now - upd_dt).days > STALE_DAYS:
+                    # 且当前价不在买入区（若在买入区说明还在等回调，不失效）
+                    if not (el <= price <= eh):
+                        reason = f"超时{ (now-upd_dt).days }天未回到买入区(当前{price} 区间{el}~{eh})"
+            except Exception:
+                pass
+        if reason:
+            expired.append({"id": rid, "code": code, "name": name, "reason": reason, "dtype": dtype})
+    return expired
+
+
+def main():
+    conn = sqlite3.connect(str(DB))
+    expired = check_expiry(conn)
+    print(f"扫描 active 候选策略: {len(expired)} 条需失效")
+    if DRY:
+        print("(--dry-run 不执行)")
+    for e in expired:
+        print(f"  ⛔ {e['code']} {e['name']} [{e['dtype']}]: {e['reason']}")
+    if not DRY and expired:
+        for e in expired:
+            conn.execute("""
+                UPDATE holding_strategies
+                SET status='closed', superseded_at=datetime('now','localtime'), reason=?
+                WHERE id=?
+            """, (f"策略失效: {e['reason']}", e["id"]))
+        conn.commit()
+        print(f"✅ 已失效 {len(expired)} 条策略，票已回归选股池")
+    conn.close()
+
+
+if __name__ == "__main__":
+    main()