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
+252 -251
View File
@@ -1,251 +1,252 @@
#!/usr/bin/env python3
"""stale_detector.py — 检查所有策略,标记价格偏离/过期的策略
读取 decisions.json 的扁平列表。自选策略和持仓策略分开判断。
可被 cron no_agent 模式调用:stdout 注入到后续 LLM 分析。
输出格式:
[FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题
用法:
python3 stale_detector.py
"""
import json
import sys
import os
from datetime import datetime, timezone
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
def fetch_prices(codes):
import urllib.request
if not codes:
return {}
symbols, code_map = [], {}
for c in codes:
c = str(c).strip()
p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk"
sym = f"{p}{c}"
symbols.append(sym)
code_map[sym] = c
try:
req = urllib.request.Request(
f"http://qt.gtimg.cn/q={','.join(symbols)}",
headers={"User-Agent": "curl/7.81"},
)
with urllib.request.urlopen(req, timeout=10) as r:
text = r.read().decode("gbk")
except Exception as e:
print(f"FETCH_FAIL: {e}", file=sys.stderr)
return {}
results = {}
for line in text.strip().split("\n"):
if "=" not in line:
continue
try:
raw = line.split("=", 1)[1].strip().strip('"').strip(";")
fld = raw.split("~")
if len(fld) < 6:
continue
sym = line.split("=", 1)[0].strip().lstrip("v_")
oc = code_map.get(sym)
if not oc:
continue
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"
results[oc] = (p, c)
except (ValueError, IndexError):
continue
return results
def main():
decisions_list = json.load(open(DECISIONS_PATH))
if not isinstance(decisions_list, list):
decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
# 只保留有买入区的条目,排除已关闭的(inactive/closed
EXCLUDED_STATUSES = ("closed", "inactive")
to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
if not to_check:
print("[SILENT] 无需要检查的策略")
return 0
# ----- 组合级监测:读取总仓位 + 弱势比例 -----
position_pct = 0
cash = 0
total_assets = 0
try:
with open(PORTFOLIO_PATH) as f:
pf = json.load(f)
position_pct = pf.get("position_pct", 0)
cash = pf.get("cash", 0)
total_assets = pf.get("total_assets", 0)
except Exception:
pass
# 统计持仓策略中弱势/深套的比例
weak_count = 0
holding_count = 0
for d in decisions_list:
if d.get("type") == "持仓策略" and d.get("status") not in ("closed", "inactive"):
holding_count += 1
cat = d.get("stock_category", "")
if cat in ("弱势", "深套"):
weak_count += 1
weak_ratio = (weak_count / holding_count * 100) if holding_count > 0 else 0
prices = fetch_prices([d["code"] for d in to_check])
now = datetime.now(timezone.utc).astimezone()
found = 0
for d in to_check:
code = d["code"]
name = d.get("name", code)
el = d.get("entry_low")
eh = d.get("entry_high")
sl = d.get("stop_loss")
tp = d.get("take_profit")
ts = d.get("created_at") or d.get("timestamp") or d.get("updated_at", "")
is_wl = "自选" in (d.get("type", ""))
pi = prices.get(code)
if not pi:
continue
price, chg = pi
if price <= 0:
continue
issues, flags = [], []
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 --
if is_wl and el and eh:
# 读取 timing_signal 判断策略有效性(timing_signal 字段优先,fallback to action
current_str = d.get("current", "") or ""
timing_signal = d.get("timing_signal", "") or current_str
has_nonbuy_signal = any(kw in timing_signal for kw in [
"等企稳再入", "等企稳", "弱势持有", "观望",
"不建议买入", "谨慎买入",
])
# 直接计算 R/R(不依赖文本匹配)
rr_invalid = False
if sl and sl > 0 and tp and tp > 0 and price > sl:
rr = (tp - price) / (price - sl)
if rr < 1.5:
rr_invalid = True
# 也检查 tp 是否接近或低于成本(微盈/浮亏止盈)
cost = d.get("cost", 0)
if cost and cost > 0 and tp <= cost * 1.05:
rr_invalid = True
strategy_deficient = has_nonbuy_signal or rr_invalid
# 对自选无止盈位的也标记(策略不完整)
if not tp or tp == 0:
strategy_deficient = True
if el <= price <= eh:
flags.append("[WL_IN]")
if strategy_deficient:
flags.append("[STRATEGY_STALE]")
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")
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}")
elif price > eh * 1.35:
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")
elif price > eh * 1.20:
flags.append("[WL_DRIFT]")
issues.append(f"{price_str}高于买入区+{((price/eh)-1)*100:.0f}%")
elif not is_wl and eh:
dp = (price / eh - 1) * 100
if dp > 35:
flags.append("[SEVERE]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
elif dp > 20:
flags.append("[DRIFT]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
elif dp > 10:
flags.append("[WARN]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
# 持仓在买入区内但 R/R 不达标
if el and sl and sl > 0 and tp and tp > 0 and price > sl:
if el <= price <= eh:
rr = (tp - price) / (price - sl)
if rr < 1.5:
flags.append("[RR_WARN]")
issues.append(f"买入区内RR仅{rr:.2f}<1.5,策略需重评")
# -- 距止损/止盈(仅持仓) --
if not is_wl:
if sl and sl > 0:
dsl = (price / sl - 1) * 100
if dsl < 5:
flags.append("[NEAR_SL]")
issues.append(f"距止损仅{dsl:.1f}%")
if tp and tp > 0:
dtp = (tp / price - 1) * 100
if dtp < 5:
# 成本基准校验:止盈标记只有在盈利≥5%时才有效
cost_check = True
cost = d.get("cost")
if cost and cost > 0 and price < cost * 1.05:
cost_check = False
if cost_check:
flags.append("[NEAR_TP]")
issues.append(f"距止盈仅{dtp:.1f}%")
# -- 过期 --
stale_limit = 30 if is_wl else 14
if ts:
try:
ud = datetime.fromisoformat(ts)
if ud.tzinfo is None:
ud = ud.replace(tzinfo=timezone.utc)
days = (now - ud).days
if days > stale_limit:
flags.append("[STALE]")
issues.append(f"{days}天未更新(>{stale_limit})")
except (ValueError, TypeError):
pass
if issues:
print(f"{' '.join(flags)} {tag} {name}({code}) 价{price_str}{chg} | 买入{el}~{eh} | {'; '.join(issues)}")
found += 1
if found == 0:
print("[SILENT] 所有策略正常")
# ----- 组合级警报 -----
portfolio_alerts = 0
if holding_count > 0:
if weak_ratio > 40:
print(f"\n[PORTFOLIO_WEAK] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})!仓位{position_pct:.1f}% → 建议系统性减仓")
portfolio_alerts += 1
elif weak_ratio > 30:
print(f"\n[PORTFOLIO_WEAK_MILD] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count}),仓位{position_pct:.1f}%,关注")
portfolio_alerts += 1
if position_pct > 80 and holding_count > 0:
# 仓位过满提醒
print(f"[PORTFOLIO_FULL] 总仓位{position_pct:.1f}% > 80%,现金{cash:.0f}({cash/total_assets*100:.1f}%)")
portfolio_alerts += 1
if portfolio_alerts > 0:
found += portfolio_alerts
return found
if __name__ == "__main__":
main()
#!/usr/bin/env python3
"""stale_detector.py — 检查所有策略,标记价格偏离/过期的策略
读取 decisions.json 的扁平列表。自选策略和持仓策略分开判断。
可被 cron no_agent 模式调用:stdout 注入到后续 LLM 分析。
输出格式:
[FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题
用法:
python3 stale_detector.py
"""
import json
import sys
import os
from datetime import datetime, timezone
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
def fetch_prices(codes):
import urllib.request
if not codes:
return {}
symbols, code_map = [], {}
for c in codes:
c = str(c).strip()
p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk"
sym = f"{p}{c}"
symbols.append(sym)
code_map[sym] = c
try:
req = urllib.request.Request(
f"http://qt.gtimg.cn/q={','.join(symbols)}",
headers={"User-Agent": "curl/7.81"},
)
with urllib.request.urlopen(req, timeout=10) as r:
text = r.read().decode("gbk")
except Exception as e:
print(f"FETCH_FAIL: {e}", file=sys.stderr)
return {}
results = {}
for line in text.strip().split("\n"):
if "=" not in line:
continue
try:
raw = line.split("=", 1)[1].strip().strip('"').strip(";")
fld = raw.split("~")
if len(fld) < 6:
continue
sym = line.split("=", 1)[0].strip().lstrip("v_")
oc = code_map.get(sym)
if not oc:
continue
p = float(fld[3]) if fld[3] else 0
c = fld[32] if len(fld) > 32 else "0"
results[oc] = (p, c)
except (ValueError, IndexError):
continue
return results
def main():
decisions_list = json.load(open(DECISIONS_PATH))
if not isinstance(decisions_list, list):
decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
# 只保留有买入区的条目,排除已关闭的(inactive/closed
EXCLUDED_STATUSES = ("closed", "inactive")
to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
if not to_check:
print("[SILENT] 无需要检查的策略")
return 0
# ----- 组合级监测:读取总仓位 + 弱势比例 -----
position_pct = 0
cash = 0
total_assets = 0
try:
with open(PORTFOLIO_PATH) as f:
pf = json.load(f)
position_pct = pf.get("position_pct", 0)
cash = pf.get("cash", 0)
total_assets = pf.get("total_assets", 0)
except Exception:
pass
# 统计持仓策略中弱势/深套的比例
weak_count = 0
holding_count = 0
for d in decisions_list:
if d.get("type") == "持仓策略" and d.get("status") not in ("closed", "inactive"):
holding_count += 1
cat = d.get("stock_category", "")
if cat in ("弱势", "深套"):
weak_count += 1
weak_ratio = (weak_count / holding_count * 100) if holding_count > 0 else 0
prices = fetch_prices([d["code"] for d in to_check])
now = datetime.now(timezone.utc).astimezone()
found = 0
for d in to_check:
code = d["code"]
name = d.get("name", code)
el = d.get("entry_low")
eh = d.get("entry_high")
sl = d.get("stop_loss")
tp = d.get("take_profit")
ts = d.get("created_at") or d.get("timestamp") or d.get("updated_at", "")
is_wl = "自选" in (d.get("type", ""))
pi = prices.get(code)
if not pi:
continue
price, chg = pi
if price <= 0:
continue
issues, flags = [], []
tag = "[自选]" if is_wl else "[持仓]"
# -- 偏离 --
if is_wl and el and eh:
# 读取 timing_signal 判断策略有效性(timing_signal 字段优先,fallback to action
current_str = d.get("current", "") or ""
timing_signal = d.get("timing_signal", "") or current_str
has_nonbuy_signal = any(kw in timing_signal for kw in [
"等企稳再入", "等企稳", "弱势持有", "观望",
"不建议买入", "谨慎买入",
])
# 直接计算 R/R(不依赖文本匹配)
rr_invalid = False
if sl and sl > 0 and tp and tp > 0 and price > sl:
rr = (tp - price) / (price - sl)
if rr < 1.5:
rr_invalid = True
# 也检查 tp 是否接近或低于成本(微盈/浮亏止盈)
cost = d.get("cost", 0)
if cost and cost > 0 and tp <= cost * 1.05:
rr_invalid = True
strategy_deficient = has_nonbuy_signal or rr_invalid
# 对自选无止盈位的也标记(策略不完整)
if not tp or tp == 0:
strategy_deficient = True
if el <= price <= eh:
flags.append("[WL_IN]")
if strategy_deficient:
flags.append("[STRATEGY_STALE]")
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
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:
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
issues.append(f"[PUSH] {prefix}{price:.2f}入买入区{el}~{eh}")
elif price > eh * 1.35:
flags.append("[WL_HIGH]")
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:
flags.append("[WL_DRIFT]")
issues.append(f"{price:.2f}高于买入区+{((price/eh)-1)*100:.0f}%")
elif not is_wl and eh:
dp = (price / eh - 1) * 100
if dp > 35:
flags.append("[SEVERE]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
elif dp > 20:
flags.append("[DRIFT]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
elif dp > 10:
flags.append("[WARN]")
issues.append(f"偏离买入区上沿+{dp:.0f}%")
# 持仓在买入区内但 R/R 不达标
if el and sl and sl > 0 and tp and tp > 0 and price > sl:
if el <= price <= eh:
rr = (tp - price) / (price - sl)
if rr < 1.5:
flags.append("[RR_WARN]")
issues.append(f"买入区内RR仅{rr:.2f}<1.5,策略需重评")
# -- 距止损/止盈(仅持仓) --
if not is_wl:
if sl and sl > 0:
dsl = (price / sl - 1) * 100
if dsl < 5:
# 成本基准校验:浮盈>5%时止损是利润保护,不是危险信号
# (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:
dtp = (tp / price - 1) * 100
if dtp < 5:
# 成本基准校验:止盈标记只有在盈利≥5%时才有效
cost_check = True
cost = d.get("cost")
if cost and cost > 0 and price < cost * 1.05:
cost_check = False
if cost_check:
flags.append("[NEAR_TP]")
issues.append(f"距止盈仅{dtp:.1f}%")
# -- 过期 --
stale_limit = 30 if is_wl else 14
if ts:
try:
ud = datetime.fromisoformat(ts)
if ud.tzinfo is None:
ud = ud.replace(tzinfo=timezone.utc)
days = (now - ud).days
if days > stale_limit:
flags.append("[STALE]")
issues.append(f"{days}天未更新(>{stale_limit})")
except (ValueError, TypeError):
pass
if issues:
print(f"{' '.join(flags)} {tag} {name}({code}) 价{price:.2f}{chg} | 买入{el}~{eh} | {'; '.join(issues)}")
found += 1
if found == 0:
print("[SILENT] 所有策略正常")
# ----- 组合级警报 -----
portfolio_alerts = 0
if holding_count > 0:
if weak_ratio > 40:
print(f"\n[PORTFOLIO_WEAK] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})!仓位{position_pct:.1f}% → 建议系统性减仓")
portfolio_alerts += 1
elif weak_ratio > 30:
print(f"\n[PORTFOLIO_WEAK_MILD] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count}),仓位{position_pct:.1f}%,关注")
portfolio_alerts += 1
if position_pct > 80 and holding_count > 0:
# 仓位过满提醒
print(f"[PORTFOLIO_FULL] 总仓位{position_pct:.1f}% > 80%,现金{cash:.0f}({cash/total_assets*100:.1f}%)")
portfolio_alerts += 1
if portfolio_alerts > 0:
found += portfolio_alerts
return found
if __name__ == "__main__":
main()