From 56e132656998ed3b559999f49887371162538949 Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Wed, 22 Jul 2026 20:49:59 +0800
Subject: [PATCH] =?UTF-8?q?fix(rec):=20RR=E5=9F=BA=E5=87=86=E4=BB=B7?=
 =?UTF-8?q?=E6=94=B9=E7=94=A8=E4=B9=B0=E5=85=A5=E5=8C=BA=E4=B8=AD=E5=80=BC?=
 =?UTF-8?q?=EF=BC=88=E8=80=81=E7=88=B8=E5=86=B3=E7=AD=96=EF=BC=89?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- 区/损/盈三数同出一份分析, 自洽闭环; 不随价格波动; 脏区间自动算出RR=0现形
- 区间缺失才兜底现价
---
 mofin_db.py | 26 ++++++++++++++------------
 1 file changed, 14 insertions(+), 12 deletions(-)

diff --git a/mofin_db.py b/mofin_db.py
index cb0e11aa..1b0aad2b 100644
--- a/mofin_db.py
+++ b/mofin_db.py
@@ -1145,26 +1145,28 @@ def reconcile_signal_from_analysis(conn, code: str) -> str:
 
 
 def recompute_rr(conn, code: str) -> float:
-    """用现价+已存止损/止盈重算 RR 并写回 rr_ratio。
+    """用买入区中值+已存止损/止盈重算 RR 并写回 rr_ratio。
     根治"LLM 不输出 RR → rr_ratio 永远 0"的断链（红线：RR 由系统算，不信 LLM）。
-    公式: RR = (止盈 - 基准价) / (基准价 - 止损)；基准价=现价，兜底区间上沿。
+    公式: RR = (止盈 - 基准价) / (基准价 - 止损)；基准价=买入区中值（与策略自洽、
+    不随价格波动、脏区间自动算出 RR=0 现形），区间缺失时兜底现价。
     损/盈缺失或基准价<=止损 → RR=0（不达标，不参与排序）。"""
     try:
         row = conn.execute(
-            "SELECT entry_high, stop_loss, take_profit FROM holding_strategies WHERE code=? AND status='active'",
+            "SELECT entry_low, entry_high, stop_loss, take_profit FROM holding_strategies WHERE code=? AND status='active'",
             (code,)).fetchone()
         if not row:
             return 0.0
-        eh, sl, tp = (row[0] or 0), (row[1] or 0), (row[2] or 0)
+        el, eh, sl, tp = (row[0] or 0), (row[1] or 0), (row[2] or 0), (row[3] or 0)
         ref = 0.0
-        try:
-            pr = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
-            if pr and (pr[0] or 0) > 0:
-                ref = float(pr[0])
-        except Exception:
-            pass
-        if ref <= 0:
-            ref = float(eh or 0)
+        if el > 0 and eh > el:
+            ref = (el + eh) / 2.0  # 买入区中值：策略自洽的期望入场价
+        else:
+            try:
+                pr = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
+                if pr and (pr[0] or 0) > 0:
+                    ref = float(pr[0])
+            except Exception:
+                pass
         rr = 0.0
         if sl > 0 and tp > 0 and ref > sl:
             rr = round((tp - ref) / (ref - sl), 2)