feat(P2-B+C): 权威保护加固——per_stock重评24h内其他源不得覆写参数(解决参数覆盖反复出bug)。A+D快照瘦身已前置

2026-08-19 16:40:25 +08:00
parent 88885eae76
commit 3cbd76f7ee
1 changed files with 26 additions and 0 deletions
@@ -2099,6 +2099,32 @@ def write_holding_strategy(conn, code: str, name: str, data: dict,
                _op = conn.execute(
                    "SELECT entry_low, entry_high, stop_loss, take_profit FROM holding_strategies WHERE code=? AND status='active'",
                    (code,)).fetchone()
+        # ── per_stock 重评保护（2026-08-19 老莫：参数覆写保护）──
+        # per_stock_reassess 重评后 24h 内，其他 source_trigger 不得覆写参数
+        # 判断：最近的 per_stock_12d 快照时间戳（source_trigger='per_stock_12d'）
+        _ps = conn.execute(
+            "SELECT snapshotted_at FROM strategy_history WHERE code=? AND source_trigger='per_stock_12d' ORDER BY snapshotted_at DESC LIMIT 1",
+            (code,)).fetchone()
+        if _ps and _ps[0]:
+            try:
+                from datetime import datetime as _ddt, timedelta as _dtd
+                _ps_dt = _ddt.fromisoformat(str(_ps[0])[:19])
+                if (_ddt.now() - _ps_dt) < _dtd(hours=24):
+                    # 24h 内重评过 → 保护参数不被覆写
+                    _op2 = conn.execute(
+                        "SELECT entry_low, entry_high, stop_loss, take_profit, rr_ratio FROM holding_strategies WHERE code=? AND status='active'",
+                        (code,)).fetchone()
+                    if _op2 and _op2[0] and _op2[0] > 0:
+                        # 参数保护：当前值保留（除非调用方是 per_stock_12d 本身）
+                        if source_trigger != 'per_stock_12d':
+                            data['entry_low'] = float(_op2[0])
+                            data['entry_high'] = float(_op2[1]) if _op2[1] else _op2[0]
+                            data['stop_loss'] = float(_op2[2]) if _op2[2] else data.get('stop_loss')
+                            data['take_profit'] = float(_op2[3]) if _op2[3] else data.get('take_profit')
+                            data['rr_ratio'] = float(_op2[4]) if _op2[4] else data.get('rr_ratio')
+                            print(f"  [AUTHORITY-24H] {code} per_stock重评24h内,保留参数(区{_op2[0]}~{_op2[1]} 损{_op2[2]})", flush=True)
+            except Exception:
+                pass
                if _op and float(_op[0] or 0) > 0:
                    data['entry_low'] = float(_op[0])
                    data['entry_high'] = float(_op[1])