fix: NEAR_SL false alarm — add cost check, relabel as PROFIT_PROTECT when floating profit >5%

This commit is contained in:
知微
2026-06-30 23:33:37 +08:00
parent 0a6c659e45
commit 236e67fa71
+15 -14
View File
@@ -55,9 +55,6 @@ def fetch_prices(codes):
if not oc: if not oc:
continue continue
p = float(fld[3]) if fld[3] else 0 p = float(fld[3]) if fld[3] else 0
# NOTE: HK stock prices kept in HKD — decisions.json also stores HK values in HKD
# (stop_loss/take_profit/entry). Never convert here or we mismatch CNY price vs HKD stop.
# Downstream tools that need CNY should convert at display time.
c = fld[32] if len(fld) > 32 else "0" c = fld[32] if len(fld) > 32 else "0"
results[oc] = (p, c) results[oc] = (p, c)
except (ValueError, IndexError): except (ValueError, IndexError):
@@ -123,10 +120,6 @@ def main():
issues, flags = [], [] issues, flags = [], []
tag = "[自选]" if is_wl else "[持仓]" tag = "[自选]" if is_wl else "[持仓]"
# 币种标记(港股HKD vs A股CNY,辅助下游LLM避免混读)
currency_suffix = "(HKD)" if len(str(code)) == 5 and str(code)[0] in '01' else ""
price_str = f"{price:.2f}{currency_suffix}"
buy_zone_str = f"{el}~{eh}{currency_suffix}" if currency_suffix else f"{el}~{eh}"
# -- 偏离 -- # -- 偏离 --
if is_wl and el and eh: if is_wl and el and eh:
@@ -159,16 +152,16 @@ def main():
if strategy_deficient: if strategy_deficient:
flags.append("[STRATEGY_STALE]") flags.append("[STRATEGY_STALE]")
prefix = "⚠️仓位挤占 " if position_pct > 80 else "" prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
issues.append(f"[STRATEGY_STALE] {prefix}{price_str}在买入区{buy_zone_str}但策略不完整({'RR='+f'{rr:.2f}<1.5' if rr_invalid else '无止盈位' if not tp else '非买入信号'}),买入区需重评") issues.append(f"[STRATEGY_STALE] {prefix}{price:.2f}在买入区{el}~{eh}但策略不完整({'RR='+f'{rr:.2f}<1.5' if rr_invalid else '无止盈位' if not tp else '非买入信号'}),买入区需重评")
else: else:
prefix = "⚠️仓位挤占 " if position_pct > 80 else "" prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
issues.append(f"[PUSH] {prefix}{price_str}入买入区{buy_zone_str}") issues.append(f"[PUSH] {prefix}{price:.2f}入买入区{el}~{eh}")
elif price > eh * 1.35: elif price > eh * 1.35:
flags.append("[WL_HIGH]") flags.append("[WL_HIGH]")
issues.append(f"{price_str}高出买入区+{((price/eh)-1)*100:.0f}%,买入区需重评") issues.append(f"{price:.2f}高出买入区+{((price/eh)-1)*100:.0f}%,买入区需重评")
elif price > eh * 1.20: elif price > eh * 1.20:
flags.append("[WL_DRIFT]") flags.append("[WL_DRIFT]")
issues.append(f"{price_str}高于买入区+{((price/eh)-1)*100:.0f}%") issues.append(f"{price:.2f}高于买入区+{((price/eh)-1)*100:.0f}%")
elif not is_wl and eh: elif not is_wl and eh:
dp = (price / eh - 1) * 100 dp = (price / eh - 1) * 100
if dp > 35: if dp > 35:
@@ -193,8 +186,16 @@ def main():
if sl and sl > 0: if sl and sl > 0:
dsl = (price / sl - 1) * 100 dsl = (price / sl - 1) * 100
if dsl < 5: if dsl < 5:
flags.append("[NEAR_SL]") # 成本基准校验:浮盈>5%时止损是利润保护,不是危险信号
issues.append(f"距止损仅{dsl:.1f}%") # (mirrors NEAR_TP cost_check logic at line 195-198)
cost = d.get("cost")
if cost and cost > 0 and price > cost * 1.05:
flags.append("[PROFIT_PROTECT]")
pnl = (price / cost - 1) * 100
issues.append(f"距止损仅{dsl:.1f}%(利润保护,浮盈{pnl:.0f}%)")
else:
flags.append("[NEAR_SL]")
issues.append(f"距止损仅{dsl:.1f}%")
if tp and tp > 0: if tp and tp > 0:
dtp = (tp / price - 1) * 100 dtp = (tp / price - 1) * 100
if dtp < 5: if dtp < 5:
@@ -222,7 +223,7 @@ def main():
pass pass
if issues: if issues:
print(f"{' '.join(flags)} {tag} {name}({code}) 价{price_str}{chg} | 买入{el}~{eh} | {'; '.join(issues)}") print(f"{' '.join(flags)} {tag} {name}({code}) 价{price:.2f}{chg} | 买入{el}~{eh} | {'; '.join(issues)}")
found += 1 found += 1
if found == 0: if found == 0: