feat: 港股选股scanner——hk_scanner扫港股通池找hk_mr1信号(深度超卖反弹,港股trend_down温区门控,腾讯日K,复用公共框架)
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""hk_scanner.py — 港股通深度超卖反弹扫描器（hk_mr1 实盘选股，2026-08-14）
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策略：hk_mr1（港股原生，归因研发）——港股通大盘蓝筹深度超卖反弹。
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入场条件（与 strategy_lab hk_mr1 config 严格对齐）：
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1. bias60 <= -15 : 深度超跌（港股稳健区间 -15~-20，归因：bias60∈[-30,-20] 20日均+3.01%）
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2. RSI14 <= 25 : 深度超卖（归因：RSI<25 胜率55.6%/20日均+3.09%）
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3. ret60 <= -25 : 中期深跌
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4. mom20 <= 5 : 低动量（未反弹）
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5. rsi_delta >= 2 : RSI 5日回升（止跌确认）
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6. vol_ratio >= 1.8: 放量确认（归因：量比>=1.8 胜率49.4%/20日均+1.74%）
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温区门控：只在港股 trend_down 温区扫描（hk_mr1 主战场，该温区胜率55%/+3.59%）。
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数据源：腾讯前复权日K（hk前缀，fetch_tx_klines）。
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输出：candidates 表（sector='hk_mr1'），与 mr_scanner 同 UPSERT 模式。
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用法：
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python3 hk_scanner.py # 港股温区门控扫描（trend_down才扫）
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python3 hk_scanner.py --force # 忽略门控强制扫描
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python3 hk_scanner.py --top N # 输出前 N 只（默认 10）
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"""
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import sys
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import time
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import sqlite3
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from pathlib import Path
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from datetime import datetime
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from market_data import fetch_tx_klines, get_stock_pool
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from market_config import MARKETS
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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# hk_mr1 入场参数（与 strategy_lab hk_mr1 config 一致，港股归因定稿）
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HK_MR1_CFG = {
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"bias60_max": -15, # 深度超跌
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"rsi_max": 25, # 深度超卖
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"ret60_max": -25, # 中期深跌
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"mom20_max": 5, # 低动量
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"rsi_delta_min": 2, # 止跌回升
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"vol_ratio_min": 1.8, # 放量确认
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}
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EXIT_CFG = {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30}
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def calc_rsi(closes, n=14):
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if len(closes) < n + 1:
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return None
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g, l = [], []
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for i in range(-n, 0):
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ch = closes[i] - closes[i - 1]
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g.append(max(ch, 0)); l.append(max(-ch, 0))
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ag, al = sum(g) / n, sum(l) / n
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return 100 if al == 0 else 100 - 100 / (1 + ag / al)
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def check_hk_mr1(code):
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"""拉日K检查 hk_mr1 条件。命中返回信号 dict，否则 None"""
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bars = fetch_tx_klines(code, datalen=120)
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if not bars or len(bars) < 65:
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return None
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closes = [b[2] for b in bars] # close 在第3列（date,open,close,...）
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vols = [b[5] if len(b) > 5 else 0 for b in bars]
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c = closes[-1]
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ma60 = sum(closes[-60:]) / 60
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if not c or ma60 <= 0:
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return None
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bias60 = (c - ma60) / ma60 * 100
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if bias60 > HK_MR1_CFG["bias60_max"]:
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return None
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rsi = calc_rsi(closes)
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if rsi is None or rsi > HK_MR1_CFG["rsi_max"]:
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return None
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ret60 = (c - closes[-60]) / closes[-60] * 100
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if ret60 > HK_MR1_CFG["ret60_max"]:
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return None
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mom20 = (c - closes[-20]) / closes[-20] * 100
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if mom20 > HK_MR1_CFG["mom20_max"]:
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return None
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rsi5 = calc_rsi(closes[:-5]) if len(closes) > 20 else None
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rsi_delta = (rsi - rsi5) if rsi5 is not None else 0
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if rsi_delta < HK_MR1_CFG["rsi_delta_min"]:
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return None
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v20 = [v for v in vols[-20:-1] if v > 0]
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vol_ratio = (vols[-1] / (sum(v20) / len(v20))) if v20 and vols[-1] else 0
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if vol_ratio < HK_MR1_CFG["vol_ratio_min"]:
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return None
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return {"code": code, "price": c, "bias60": round(bias60, 1), "rsi": round(rsi, 1),
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"ret60": round(ret60, 1), "mom20": round(mom20, 1),
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"rsi_delta": round(rsi_delta, 1), "vol_ratio": round(vol_ratio, 2),
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"stop_loss": round(c * (1 - EXIT_CFG["sl_pct"]), 2),
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"target": round(c * (1 + EXIT_CFG["tp_pct"]), 2)}
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def get_hk_regime():
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"""港股当前温区（smoothed markets.hk，回退 market_regime 表）"""
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import json
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try:
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p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json")
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if p.exists():
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d = json.loads(p.read_text(encoding="utf-8"))
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mk = (d.get("markets") or {}).get("hk") or {}
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if mk.get("current_regime"):
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return mk["current_regime"]
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except Exception:
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pass
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try:
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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row = conn.execute(
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"SELECT regime FROM market_regime WHERE market='hk' ORDER BY date DESC LIMIT 1").fetchone()
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conn.close()
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return row[0] if row else "unknown"
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except Exception:
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return "unknown"
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def main():
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force = "--force" in sys.argv
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top_n = 10
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for i, a in enumerate(sys.argv):
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if a == "--top" and i + 1 < len(sys.argv):
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top_n = int(sys.argv[i + 1])
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print(f"[hk_scanner] {datetime.now().strftime('%H:%M:%S')} 港股通深度超卖反弹扫描", flush=True)
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# ── 温区门控：只在港股 trend_down 扫描（hk_mr1 主战场）──
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regime = get_hk_regime()
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print(f" 港股温区: {regime}", flush=True)
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if regime != "trend_down" and not force:
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print(f" ⏭ 港股 {regime} 非 hk_mr1 主战场（trend_down 才扫），跳过", flush=True)
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return
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# ── 股票池：港股通名单 ──
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all_stocks, existing = get_stock_pool(market='hk')
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print(f" 港股通池: {len(all_stocks)}只", flush=True)
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if not all_stocks:
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print(" ⚠ 港股通名单为空（hk_connect_stocks 表未采集）", flush=True)
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return
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# ── 逐股扫描（串行+限速，港股通620只量小不需并发）──
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pool = [c for c in all_stocks if c not in existing]
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found = []
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for done, code in enumerate(pool):
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sig = check_hk_mr1(code)
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if sig:
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found.append(sig)
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if (done + 1) % 100 == 0:
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print(f" 已扫描 {done+1}/{len(pool)}", flush=True)
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time.sleep(0.05) # 限速防封
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print(f" 命中 hk_mr1 条件: {len(found)} 只", flush=True)
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found.sort(key=lambda x: x["bias60"]) # 最深超跌优先
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# ── 写 candidates 表（UPSERT）──
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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inserted = 0
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for sig in found[:top_n]:
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code = sig["code"]
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name = code
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try:
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r = conn.execute("SELECT name FROM stocks WHERE code=?", (code,)).fetchone()
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if r and r[0]:
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name = r[0]
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except Exception:
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pass
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price = sig["price"]
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reasons = (f"hk_mr1(bias60={sig['bias60']}% rsi={sig['rsi']} "
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f"ret60={sig['ret60']}% rsi_delta={sig['rsi_delta']} "
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f"量比={sig['vol_ratio']} 深度超卖反弹)")
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exists = conn.execute(
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"SELECT code FROM candidates WHERE code=? AND (promoted IS NULL OR promoted=0)",
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(code,)).fetchone()
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if exists:
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continue
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conn.execute(
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"INSERT INTO candidates (code, name, sector, reason, "
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"entry_range, stop_loss, target, created_at) "
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"VALUES (?,?,?,?,?,?,?,datetime('now','localtime')) "
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"ON CONFLICT(code) DO UPDATE SET "
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"name=excluded.name, sector=excluded.sector, reason=excluded.reason, "
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"entry_range=excluded.entry_range, stop_loss=excluded.stop_loss, target=excluded.target",
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(code, name, "hk_mr1", reasons,
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f"{round(price*0.97,2)}~{round(price*1.02,2)}", sig["stop_loss"], sig["target"]))
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inserted += 1
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print(f" 🟢 {code} {name} 价{price} bias60={sig['bias60']}% rsi={sig['rsi']} {reasons}", flush=True)
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conn.commit()
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conn.close()
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print(f" ✅ 新增 {inserted} 只 hk_mr1 候选（前 {top_n}）", flush=True)
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if __name__ == "__main__":
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main()
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