chore: scripts/大收尸——178个影子副本/零引用工具归档至archive/20260722-scripts-cleanup（红线#6/#8，git mv保历史）
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#!/usr/bin/env python3
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"""candidate_filter.py — 候选股多级过滤管道
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从 candidates 表读取未过滤的候选，逐级执行过滤：
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Stage 2: 多日K线确认（量价连续性）
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Stage 3: 技术位分析（MA位置）
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Stage 4: 资金性质（大单流向）
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Stage 5: 基本面（PE/PB/行业）
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用法: python3 candidate_filter.py [--stage 2|3|4|5] [--code XXXXXX]
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"""
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import sys, json, urllib.request, sqlite3, re, time
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from pathlib import Path
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from datetime import datetime
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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UA = "Mozilla/5.0"
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def get_conn():
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return sqlite3.connect(str(DB_PATH))
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def log_candidate(conn, code, stage, passed, detail):
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"""记录过滤日志"""
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conn.execute(
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"UPDATE candidates SET log = COALESCE(log, '[]')"
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)
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# SQLite JSON操作
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existing = conn.execute("SELECT log FROM candidates WHERE code=?", (code,)).fetchone()
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if existing and existing[0]:
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try:
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logs = json.loads(existing[0])
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except:
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logs = []
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else:
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logs = []
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logs.append({"stage": stage, "passed": passed, "detail": detail, "time": datetime.now().strftime("%m-%d %H:%M")})
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conn.execute("UPDATE candidates SET log=? WHERE code=?", (json.dumps(logs, ensure_ascii=False), code))
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# ── Stage 2: 多日K线确认 ──
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def fetch_daily_klines(code):
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"""拉取近10日日K线（Sina 240分钟线=日K）"""
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raw = str(code).strip()
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if raw.startswith(("6", "9")):
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prefix = "sh"
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elif raw.startswith(("0", "3")):
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prefix = "sz"
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else:
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return None
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import subprocess as _sp, json as _json
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url = f"http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={prefix}{raw}&scale=240&ma=5&datalen=10"
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try:
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r = _sp.run(["curl", "-s", "--noproxy", "*", url], capture_output=True, timeout=10)
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data = _json.loads(r.stdout)
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if not data:
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return None
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result = []
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for k in data:
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result.append({
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"date": k.get("day", "")[:10],
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"open": float(k["open"]),
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"close": float(k["close"]),
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"high": float(k["high"]),
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"low": float(k["low"]),
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"volume": int(k["volume"]),
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"price": float(k["close"]),
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"change_pct": 0,
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})
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# 计算涨跌幅
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for i in range(1, len(result)):
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prev = result[i-1]["close"]
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if prev > 0:
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result[i]["change_pct"] = (result[i]["close"] / prev - 1) * 100
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return result
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except Exception as e:
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return None
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return None
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def stage2_confirm(code, name, klines):
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"""第二关：多日K线确认
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检查：多日量价配合、建仓特征
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"""
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if not klines or len(klines) < 3:
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return False, 0, "K线不足3日"
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recent = klines[-5:] # 最近5日
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score = 0
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checks = []
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# 1. 成交量连续递增
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vols = [k["volume"] for k in recent]
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vol_rising = sum(1 for i in range(len(vols)-1) if vols[i] < vols[i+1])
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if vol_rising >= 3:
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score += 2
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checks.append(f"量增{vol_rising}/4日")
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elif vol_rising >= 2:
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score += 1
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checks.append(f"量微增{vol_rising}/4日")
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# 2. 涨放量、跌缩量
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up_vol = sum(k["volume"] for k in recent if k["change_pct"] >= 0)
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down_vol = sum(k["volume"] for k in recent if k["change_pct"] < 0)
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if down_vol > 0 and up_vol / down_vol > 1.5:
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score += 2
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checks.append(f"涨量/跌量={up_vol/down_vol:.1f}")
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elif down_vol > 0 and up_vol / down_vol > 1:
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score += 1
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# 3. 价格趋势
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closes = [k["close"] for k in recent]
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up_days = sum(1 for i in range(1, len(closes)) if closes[i] > closes[i-1])
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if up_days >= 3:
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score += 2
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checks.append(f"涨{up_days}/4日")
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elif up_days >= 2:
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score += 1
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# 4. 无异常放量（单日>3倍均量=可能出货）
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avg_vol = sum(vols) / len(vols) if vols else 1
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max_ratio = max(v / avg_vol for v in vols) if avg_vol > 0 else 1
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if max_ratio < 2.5:
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score += 1
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else:
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checks.append(f"异常量{max_ratio:.0f}倍")
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passed = score >= 4
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detail = f"评分{score}/7 | {'; '.join(checks)}"
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return passed, score, detail
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# ── Stage 3: 技术位分析 ──
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def stage3_technical(code, name, klines):
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"""第三关：技术位（当日数据估算）"""
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if not klines or len(klines) == 0:
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return False, 0, "无数据"
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today = klines[-1]
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price = today.get("price", 0)
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high = today.get("high", 0)
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low = today.get("low", 0)
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score = 0
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checks = []
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if price <= 0:
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return False, 0, "价格无效"
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# 日内位置（在高低点中下段还有空间）
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if high > low:
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pos = (price - low) / (high - low)
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if pos < 0.7:
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score += 1
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checks.append(f"日内位置{pos:.0%}")
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# 有明确支撑（今日低点作为参考支撑）
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if low > 0 and price > low:
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score += 1
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checks.append(f"支撑{low:.2f}")
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# 有上涨空间（今日高点作为参考阻力）
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if high > price:
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upside = (high / price - 1) * 100
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if upside > 2:
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score += 1
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checks.append(f"空间{upside:.0f}%")
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passed = score >= 2
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return passed, score, "; ".join(checks) if checks else "基础通过"
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# ── Stage 4: 资金性质分析 ──
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def stage4_capital_flow(code, name):
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"""第四关：资金性质（从腾讯实时行情提取外盘/内盘比）"""
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raw = str(code).strip()
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if raw.startswith(("6", "9")):
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prefix = "sh"
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elif raw.startswith(("0", "3")):
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prefix = "sz"
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else:
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return False, 0, "非A股"
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import subprocess as _sp
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url = f"http://qt.gtimg.cn/q={prefix}{raw}"
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try:
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r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10)
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text = r.stdout.decode("gbk", errors="ignore")
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parts = text.split("~")
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if len(parts) < 40:
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return False, 0, "数据不足"
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# 腾讯字段：[7]=外盘(主动买,股),[8]=内盘(主动卖,股)
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try:
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outer = int(float(parts[7])) if parts[7] else 0 # 外盘
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inner = int(float(parts[8])) if parts[8] else 0 # 内盘
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except:
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return False, 0, "解析失败"
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if outer <= 0 or inner <= 0:
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return False, 0, "无盘口数据"
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score = 0
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ratio = outer / inner if inner > 0 else 1
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checks = []
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if ratio > 1.3:
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score += 2
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checks.append(f"外/内={ratio:.2f}")
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elif ratio > 1.0:
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score += 1
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checks.append(f"买稍强{ratio:.2f}")
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else:
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checks.append(f"卖稍强{ratio:.2f}")
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# 绝对量也说明资金活跃度
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total = outer + inner
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if total > 50000000: # >5000万股
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score += 1
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checks.append(f"活跃{total/10000:.0f}万")
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return score >= 1, score, "; ".join(checks)
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except:
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return False, 0, "接口失败"
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# ── Stage 5: 基本面 ──
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def stage5_fundamental(code, name, price):
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"""第五关：基本面
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从已有数据判断，不调外部API
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"""
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conn = get_conn()
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score = 0
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checks = []
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# PE（从stocks表或live_prices）
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r = conn.execute("SELECT 1 FROM holdings WHERE code=? AND is_active=1", (code,)).fetchone()
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is_holding = r is not None
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if is_holding:
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checks.append("已持仓")
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else:
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score += 1 # 新标的加分
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# 检查是否已被其他候选覆盖
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r2 = conn.execute("SELECT code FROM holding_strategies WHERE code=? AND status='active'", (code,)).fetchone()
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if r2:
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checks.append("已有策略")
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else:
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score += 1
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conn.close()
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return score >= 1, score, "; ".join(checks) if checks else "新标的"
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# ── 主流程 ──
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def main():
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stage_filter = None
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single_code = None
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for i, arg in enumerate(sys.argv[1:]):
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if arg == "--stage" and i+1 < len(sys.argv):
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stage_filter = int(sys.argv[i+2])
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if arg == "--code" and i+1 < len(sys.argv):
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single_code = sys.argv[i+2]
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conn = get_conn()
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# 读待过滤的候选
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query = "SELECT code, name, reason FROM candidates WHERE 1=1"
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params = []
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if single_code:
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query += " AND code=?"
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params.append(single_code)
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else:
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query += " AND (pass_final IS NULL OR pass_final=0)"
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rows = conn.execute(query, params).fetchall()
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print(f"[FILTER] 待处理候选: {len(rows)}只", flush=True)
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stages = [(2, stage2_confirm, "多日K线"), (3, stage3_technical, "技术位"),
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(4, stage4_capital_flow, "资金流"), (5, stage5_fundamental, "基本面")]
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for code, name, reason in rows:
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current_score = 0
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print(f" {code} {name}", flush=True)
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# 获取K线（多关需要）
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klines = None
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for stage_num, stage_fn, stage_name in stages:
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if stage_filter and stage_num != stage_filter:
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continue
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# 检查是否已通过此关
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col = f"pass_s{stage_num}"
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existing = conn.execute(f"SELECT {col} FROM candidates WHERE code=?", (code,)).fetchone()
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if existing and existing[0]:
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continue
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if stage_num in (2, 3) and klines is None:
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klines = fetch_daily_klines(code)
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if stage_num == 2:
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passed, sscore, detail = stage_fn(code, name, klines)
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conn.execute("UPDATE candidates SET score_2nd=?, pass_s2=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 2, passed, detail)
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print(f" S2:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 3:
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passed, sscore, detail = stage_fn(code, name, klines)
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conn.execute("UPDATE candidates SET score_3rd=?, pass_s3=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 3, passed, detail)
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print(f" S3:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 4:
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passed, sscore, detail = stage_fn(code, name)
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conn.execute("UPDATE candidates SET score_4th=?, pass_s4=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 4, passed, detail)
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print(f" S4:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 5:
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price = 0 # 从live_prices获取
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r = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
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if r: price = r[0]
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passed, sscore, detail = stage_fn(code, name, price)
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conn.execute("UPDATE candidates SET score_5th=?, pass_s5=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 5, passed, detail)
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print(f" S5:{'✅' if passed else '❌'} {detail}", flush=True)
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# 计算综合评分
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s2 = conn.execute("SELECT score_2nd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s3 = conn.execute("SELECT score_3rd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s4 = conn.execute("SELECT score_4th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s5 = conn.execute("SELECT score_5th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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final = current_score + s2 + s3 + s4 + s5
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conn.execute("UPDATE candidates SET score_final=?, pass_final=1 WHERE code=?",
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(final, code))
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conn.commit()
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conn.close()
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print(f"[FILTER] 完成", flush=True)
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if __name__ == "__main__":
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main()
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Reference in New Issue
Block a user