From 52b808381c1762207805b279aefd3e35afb20425 Mon Sep 17 00:00:00 2001 From: hmo Date: Wed, 12 Aug 2026 10:31:56 +0800 Subject: [PATCH] =?UTF-8?q?refactor:=20p=5Foversold=E6=89=AB=E6=8F=8F?= =?UTF-8?q?=E5=99=A8=E6=94=B9=E8=AF=BB=E5=8A=A0=E5=B7=A5=E5=B1=82=E2=80=94?= =?UTF-8?q?=E2=80=94compute=5Fmarket=5Ffilters=E8=AF=BBmarket=5Findicators?= =?UTF-8?q?+bias60/mcap=5Fq/pe=5Fq=E8=AF=BBstock=5Findicators+fetch=5Fsect?= =?UTF-8?q?or=5Fmomentum=E6=94=B9=E6=9F=A5stock=5Fsectors=5Fem,=E4=B8=8D?= =?UTF-8?q?=E5=86=8Dfetch=5Ftx=5Fklines=E9=87=87=E9=9B=86(=E4=BD=BF?= =?UTF-8?q?=E7=94=A8=E5=B1=82=E5=8F=AA=E8=AF=BB=E4=B8=8D=E9=87=87=E9=9B=86?= =?UTF-8?q?,=E5=8F=A3=E5=BE=84=E4=B8=8E=E5=9B=9E=E6=B5=8B=E4=B8=80?= =?UTF-8?q?=E8=87=B4)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../predictive_oversold_scanner.py | 86 +++++++++---------- 1 file changed, 39 insertions(+), 47 deletions(-) diff --git a/deploy/profile-scripts/predictive_oversold_scanner.py b/deploy/profile-scripts/predictive_oversold_scanner.py index 2b29468a..8baef16a 100644 --- a/deploy/profile-scripts/predictive_oversold_scanner.py +++ b/deploy/profile-scripts/predictive_oversold_scanner.py @@ -96,25 +96,19 @@ def load_market_state(): def compute_market_filters(): - """计算大盘门控：mkt_rsi / mkt_dd60（用上证指数K线）""" - # 000001 = 上证指数（fetch_tx_klines 自动加 sh 前缀；不能用带前缀的 sh000001） - klines = fetch_tx_klines("000001", datalen=80) - if not klines or len(klines) < 70: + """计算大盘门控：mkt_rsi / mkt_dd60（2026-08-12 改读 market_indicators 加工层预算值， + 不再 fetch_tx_klines 自己拉指数K线算——使用层只读数据不采集，口径与回测一致）""" + try: + conn = sqlite3.connect(str(DB_PATH), timeout=5) + row = conn.execute( + "SELECT mkt_rsi, mkt_dd60, mkt_down_days FROM market_indicators ORDER BY date DESC LIMIT 1" + ).fetchone() + conn.close() + if not row: + return None + return {"mkt_rsi": row[0], "mkt_dd60": row[1], "down_days": row[2] or 0} + except Exception: return None - closes = [k["close"] for k in klines] - rsi_all = calc_rsi(closes) - mkt_rsi = rsi_all[-1] if rsi_all and rsi_all[-1] is not None else None - # 60日高点回撤 - hi60 = max(closes[-60:]) if len(closes) >= 60 else max(closes) - mkt_dd60 = (closes[-1] - hi60) / hi60 * 100 if hi60 > 0 else 0 - # 阴跌判定：连跌天数 - down_days = 0 - for i in range(len(closes) - 1, 0, -1): - if closes[i] < closes[i - 1]: - down_days += 1 - else: - break - return {"mkt_rsi": mkt_rsi, "mkt_dd60": mkt_dd60, "down_days": down_days} def check_gate(mkt): @@ -133,17 +127,12 @@ def check_gate(mkt): return True, "门控通过" -def check_stock(code, name, mcap_q, pe_q, news3, sec_ret20, klines): - """个股条件检查（v5）：bias60 + 综合过滤""" - if not klines or len(klines) < 70: - return False, "K线不足" - closes = [k["close"] for k in klines] - ma60 = calc_ma(closes, 60) - m60 = ma60[-1] - close = closes[-1] - if not m60 or m60 <= 0: - return False, "MA60不可用" - bias60 = (close - m60) / m60 * 100 +def check_stock(code, name, mcap_q, pe_q, news3, sec_ret20, bias60): + """个股条件检查（v5）：bias60 + 综合过滤。 + 2026-08-12 改：bias60 由调用方从 stock_indicators 加工层预算值传入， + 不再用 klines 现算 ma60——使用层只读数据不采集，口径与回测一致。""" + if bias60 is None: + return False, "bias60不可用" # 核心：深度超跌 if bias60 >= OVERSOLD_CFG["bias60_max"]: return False, f"bias60={bias60:.1f}>-20，不够超跌" @@ -220,27 +209,29 @@ def main(): (code, SECTOR, f"{today}%")).fetchone() if r: continue - # 拉K线 - klines = fetch_tx_klines(code) - if not klines: + # 2026-08-12 改：一次性读 stock_indicators 加工层预算值（bias60/mcap_q/pe_q）， + # 替代 fetch_tx_klines + fetch_fundamentals + get_market_percentile—— + # 使用层只读数据不采集，口径与回测完全一致（factor_engine 收盘后加工） + ind = conn.execute( + "SELECT bias60, mcap_q, pe_q FROM stock_indicators WHERE code=? ORDER BY date DESC LIMIT 1", + (code,)).fetchone() + if not ind: continue - # 基本面（PE/市值） - fund = fetch_fundamentals(code) - if not fund: + bias60, mcap_q, pe_q = ind + if bias60 is None or mcap_q is None or pe_q is None: continue - # 2026-08-11：真实分位（全市场 PE/市值分位，替代简化值） - mcap_q = get_market_percentile(code, "mcap_total") - pe_q = get_market_percentile(code, "pe") - if mcap_q is None or pe_q is None: - continue - # 2026-08-11：真实新闻数（3日）+ 行业20日动量 + # 新闻3日 + 行业20日动量（读采集/加工层数据） news3 = fetch_news_count(code) sec_ret20 = fetch_sector_momentum(code) - ok_s, msg_s = check_stock(code, code, mcap_q, pe_q, news3, sec_ret20, klines) + ok_s, msg_s = check_stock(code, code, mcap_q, pe_q, news3, sec_ret20, bias60) if ok_s: - name = code - write_candidate(conn, code, name, msg_s, klines[-1]["close"]) + # 入场价：stock_daily 最新收盘价 + pr = conn.execute("SELECT close FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 1", (code,)).fetchone() + price = pr[0] if pr and pr[0] else 0 + if price <= 0: + continue + write_candidate(conn, code, code, msg_s, price) hits += 1 print(f" 🟢 {code} {msg_s}", flush=True) if hits >= 5: # 单日限5（step39） @@ -277,12 +268,13 @@ def get_market_percentile(code, field): def fetch_sector_momentum(code): - """计算行业20日动量（%）。从 stock_sectors 拿行业，再算行业指数20日涨跌。 - 返回 None 表示无行业数据。""" + """计算行业20日动量（%）。2026-08-12 改：从 stock_sectors_em（EM体系权威映射， + 5061只/307行业，与回测 prepare_sector_context 对齐）拿行业，查 sector_index_daily + （sector_index_builder 加工层产物）算20日涨跌。返回 None 表示无行业数据。""" try: conn = sqlite3.connect(str(DB_PATH), timeout=5) sector = conn.execute( - "SELECT sector_name FROM stock_sectors WHERE code=? LIMIT 1", (code,)).fetchone() + "SELECT sector FROM stock_sectors_em WHERE code=? LIMIT 1", (code,)).fetchone() if not sector or not sector[0]: conn.close() return None