feat: 策略研究Tab全流程回测框架 + API端点 + 前端渲染 + 盘中大跌分析日志
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#!/usr/bin/env python3
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"""
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mo_data.py — MoFin 统一数据层（纯 DB）
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所有数据从 SQLite 读取。不做 JSON fallback。
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JSON 文件已弃用，仅保留为历史备份。
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用法:
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from mo_data import read_portfolio, read_decisions, read_watchlist
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pf = read_portfolio() # 返回和 portfolio.json 一样的 dict 结构
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dec = read_decisions() # 返回和 decisions.json 一样的 dict 结构
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wl = read_watchlist() # 返回和 watchlist.json 一样的 dict 结构
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"""
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import sqlite3, json, sys
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from datetime import datetime
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from pathlib import Path
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DB_PATH = '/home/hmo/MoFin/data/mofin.db'
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SCRIPT_DIR = Path('/home/hmo/MoFin/scripts')
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def _get_db():
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db = sqlite3.connect(DB_PATH)
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db.row_factory = sqlite3.Row
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return db
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# ── portfolio ─────────────────────────────────────────────────────
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def read_portfolio():
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"""返回 portfolio.json 等价 dict。纯 DB。"""
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db = _get_db()
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rows = db.execute(
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"SELECT code, name, shares, cost, price, market_value, "
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"change_pct, currency, position_pct "
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"FROM holdings WHERE is_active=1"
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).fetchall()
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holdings = []
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for r in rows:
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h = dict(r)
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h['_currency'] = h.get('currency', 'CNY')
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holdings.append(h)
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sum_row = db.execute("SELECT * FROM portfolio_summary WHERE id=1").fetchone()
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summary = dict(sum_row) if sum_row else {}
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db.close()
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return {
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"holdings": holdings,
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"total_assets": summary.get("total_assets", 0),
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"total_mv": summary.get("total_mv", 0),
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"stock_value": summary.get("stock_value", summary.get("total_mv", 0)),
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"cash": summary.get("cash", 0),
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"frozen_cash": summary.get("frozen_cash", 0),
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"position_pct": summary.get("position_pct", 0),
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"currency": summary.get("currency", "CNY"),
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"updated_at": summary.get("updated_at", ""),
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}
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# ── decisions ─────────────────────────────────────────────────────
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def _parse_json(val, default):
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if val:
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try: return json.loads(val)
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except: pass
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return default
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def read_decisions():
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"""返回 decisions.json 等价 dict。纯 DB。"""
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db = _get_db()
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rows = db.execute(
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"SELECT code, name, version, price, cost, shares, "
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"stop_loss, take_profit, entry_low, entry_high, "
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"currency, strategy_type, action, timing_signal, "
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"rr_ratio, tech_snapshot, stock_category, sector_context, "
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"status, trigger_json, changelog_json, source, reason, "
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"created_at, updated_at, "
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"avg_price, decision_timestamp, note, quality_check, "
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"quality_checked_at, quality_issues_json, position_advice, "
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"signal_factors_json, time_horizon, decision_type, tag "
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"FROM holding_strategies WHERE status IN ('active','updated') "
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"ORDER BY code"
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).fetchall()
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decisions = []
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for r in rows:
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d = dict(r)
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d['trigger'] = _parse_json(r['trigger_json'], {})
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d['changelog'] = _parse_json(r['changelog_json'], [])
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d['quality_issues'] = _parse_json(r['quality_issues_json'], {})
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d['signal_factors'] = _parse_json(r['signal_factors_json'], [])
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d['timestamp'] = r['decision_timestamp'] or r['created_at'] or ''
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d['type'] = r['decision_type'] or r['strategy_type'] or '持仓策略'
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decisions.append(d)
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db.close()
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return {
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"decisions": decisions,
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"total": len(decisions),
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"regenerated_at": datetime.now().strftime('%Y-%m-%d %H:%M'),
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}
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# ── watchlist ─────────────────────────────────────────────────────
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def read_watchlist():
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"""返回 watchlist 等价 dict。纯 DB。
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从 holding_strategies（自选策略）读取，watchlist_stocks 已废弃。"""
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db = _get_db()
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# 主数据源：holding_strategies 自选策略
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rows = db.execute(
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"SELECT code, name, price, entry_low, entry_high, "
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"stop_loss, currency, updated_at "
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"FROM holding_strategies WHERE status='active' AND decision_type='自选策略'"
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).fetchall()
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stocks = []
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seen = set()
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for r in rows:
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code = str(r["code"])
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if code in seen:
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continue
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seen.add(code)
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stocks.append({
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"code": code,
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"name": r["name"] or "",
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"price": r["price"] or 0,
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"entry_low": r["entry_low"] or 0,
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"entry_high": r["entry_high"] or 0,
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"stop_loss": r["stop_loss"] or 0,
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"currency": r["currency"] or "CNY",
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"added_at": r["updated_at"] or "",
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"analysis": {},
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})
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return {"stocks": stocks, "total": len(stocks)}
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db.close()
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return {
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"stocks": stocks,
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"updated_at": datetime.now().strftime('%Y-%m-%d %H:%M'),
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}
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# ── 便捷别名 ───────────────────────────────────────────────────────
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def read_portfolio_json():
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return read_portfolio()
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def read_decisions_json():
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return read_decisions()
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def read_watchlist_json():
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return read_watchlist()
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# ── 统一价格获取（唯一入口，禁止各脚本自拉API）──
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def get_price(code, max_age_minutes=5, use_stale_fallback=True):
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"""获取单只股票最新价格。
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优先级: live_prices(DB) → stock_quote(API兜底)
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- live_prices 有且不超过 max_age_minutes → 直接返回
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- 没有或过期 → 调 stock_quote 拉，写回 live_prices
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- 都失败 → 返回 (None, None)
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返回 (price, change_pct)，两值都是 float 或 None。
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"""
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from mofin_db import get_price_from_db
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from datetime import datetime, timedelta
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# 1. 先读 DB
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try:
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db_price, db_chg = get_price_from_db(code)
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if db_price is not None and db_price > 0:
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# 检查时效性
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conn = __import__('sqlite3').connect(str(DB_PATH))
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row = conn.execute(
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"SELECT updated_at FROM live_prices WHERE code=?",
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(str(code).strip(),)
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).fetchone()
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conn.close()
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if row and row[0]:
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try:
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updated = datetime.strptime(row[0], "%Y-%m-%d %H:%M:%S")
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age = (datetime.now() - updated).total_seconds() / 60
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if age <= max_age_minutes:
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return (db_price, db_chg)
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except:
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pass
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else:
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return (db_price, db_chg)
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except Exception:
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pass
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# 2. DB 没有或过期 → 调 stock_quote
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if not use_stale_fallback:
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return (None, None)
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try:
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import subprocess, json
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r = subprocess.run(
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[sys.executable, str(SCRIPT_DIR / "stock_quote.py"), str(code)],
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capture_output=True, text=True, timeout=15
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)
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if r.returncode == 0:
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data = json.loads(r.stdout.strip())
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price = float(data.get("price", 0))
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chg = float(data.get("change_pct", 0))
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if price > 0:
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# 写回 live_prices
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try:
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conn = __import__('sqlite3').connect(str(DB_PATH))
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conn.execute("""
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INSERT OR REPLACE INTO live_prices (code, price, change_pct, updated_at)
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VALUES (?, ?, ?, datetime('now','localtime'))
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""", (str(code).strip(), price, chg))
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conn.commit()
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conn.close()
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except:
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pass
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return (price, chg)
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except Exception:
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pass
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return (None, None)
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def get_prices_batch(codes, max_age_minutes=5):
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"""批量获取价格，返回 {code: (price, change_pct)}"""
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from mofin_db import get_prices_batch_from_db
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result = {}
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need_api = []
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# 1. 批量读 DB
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try:
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db_prices = get_prices_batch_from_db(codes)
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for code in codes:
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cs = str(code).strip()
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if cs in db_prices:
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p, c = db_prices[cs]
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if p and p > 0:
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result[cs] = (p, c)
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continue
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need_api.append(cs)
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except:
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need_api = [str(c).strip() for c in codes]
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# 2. 缺失的调 API
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if need_api:
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try:
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import subprocess, json
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r = subprocess.run(
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[sys.executable, str(SCRIPT_DIR / "stock_quote.py")] + need_api,
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capture_output=True, text=True, timeout=30
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)
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if r.returncode == 0:
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for line in r.stdout.strip().split("\n"):
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if not line:
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continue
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try:
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data = json.loads(line)
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code = str(data.get("code", "")).strip()
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price = float(data.get("price", 0))
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chg = float(data.get("change_pct", 0))
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if code and price > 0:
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result[code] = (price, chg)
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except:
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pass
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except:
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pass
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return result
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# ── cash_log 写入 ──────────────────────────────────────────────────
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def write_cash_log(cash_before, cash_after, frozen_before, frozen_after,
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source, note, verified=0):
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"""记录现金变更到 cash_log 表。"""
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change_amount = round(cash_after - cash_before, 2) if cash_after is not None and cash_before is not None else 0
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db = sqlite3.connect(DB_PATH)
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try:
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cur = db.execute(
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"""INSERT INTO cash_log
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(timestamp, cash_before, cash_after, frozen_before, frozen_after,
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change_amount, source, note, verified)
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VALUES (datetime('now','localtime'), ?, ?, ?, ?, ?, ?, ?, ?)""",
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(cash_before, cash_after, frozen_before, frozen_after,
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change_amount, source, note, verified)
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)
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db.commit()
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return cur.lastrowid
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finally:
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db.close()
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# ── 自检 ───────────────────────────────────────────────────────────
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if __name__ == "__main__":
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pf = read_portfolio()
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print(f"portfolio: {len(pf.get('holdings',[]))} holdings, total_assets={pf.get('total_assets',0)}")
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dec = read_decisions()
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print(f"decisions: {len(dec.get('decisions',[]))} entries")
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wl = read_watchlist()
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print(f"watchlist: {len(wl.get('stocks',[]))} stocks")
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