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换仓评估修复：沉没成本不参与决策

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之前逻辑：expected_gain > locked_loss * 1.5 → 沉没成本谬误
错的：把已发生的亏损当成了交易成本

修复后：
1. 已亏损是沉没成本，卖不卖都已损失，不参与决策
2. 只比较持有 old 票的未来预期 vs 换到 new 票的未来预期
3. 深套票(<-15%)默认=死钱，继续持有预期≈-5%~0%
4. 目标票(RR>=3+买入信号)才有换仓资格
5. 最多卖2只、不超过总资产50%
6. 优先选亏损比例小、市值大的（效率高）

输出示例（已实测）：
  换仓建议：卖双一科技(亏-15.9%)；阿里(亏-21.7%)→腾69k→买海博思创1手(53k)
  理由：已深套，回本需涨19~28%不现实，死钱换有信号票，止损-3%可控，+17%空间明确
This commit is contained in:
知微
2026-06-24 11:48:27 +08:00
parent 92815aac06
commit 68e530a4be
3 changed files with 135 additions and 96 deletions
Download Patch File Download Diff File Expand all files Collapse all files
data/decisions.json
+43 -43
View File
@@ -110,9 +110,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
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"success_rate": null,
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"last_triggered": "2026-06-24"
},
{
"id": "000657_breakout_chase",
@@ -260,9 +260,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
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"last_triggered": "2026-06-24"
},
{
"id": "000700_breakout_chase",
@@ -555,9 +555,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
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"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -772,9 +772,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -5482,9 +5482,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
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"last_triggered": "2026-06-24"
},
{
"id": "300035_breakout_chase",
@@ -5902,9 +5902,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
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"last_triggered": "2026-06-24"
},
{
"id": "300308_breakout_chase",
@@ -6133,9 +6133,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
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"last_triggered": "2026-06-24"
},
{
"id": "300548_breakout_chase",
@@ -6350,9 +6350,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
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"last_triggered": "2026-06-24"
},
{
"id": "300690_breakout_chase",
@@ -6652,9 +6652,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -6784,9 +6784,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
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{
"id": "518880_breakout_chase",
@@ -7008,9 +7008,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
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"last_triggered": "2026-06-24"
},
{
"id": "600036_breakout_chase",
@@ -7197,9 +7197,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
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"last_triggered": "2026-06-24"
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{
"id": "600519_breakout_chase",
@@ -7478,9 +7478,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
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}
],
"created_at": "2026-06-24"
@@ -7645,9 +7645,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
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"last_triggered": "2026-06-24"
},
{
"id": "600739_breakout_chase",
@@ -8044,9 +8044,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
},
{
"id": "601899_breakout_chase",
@@ -8304,9 +8304,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -8401,9 +8401,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
},
{
"id": "688411_breakout_chase",
@@ -8703,9 +8703,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -8870,9 +8870,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
},
{
"id": "688639_breakout_chase",
@@ -9332,9 +9332,9 @@
},
"priority": 1,
"rationale": "价格回调到支撑区，弱势市场低吸",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
},
{
"id": "688802_breakout_chase",
@@ -9613,9 +9613,9 @@
},
"priority": 99,
"rationale": "没有分支匹配时的默认动作",
"trigger_count": 0,
"trigger_count": 1,
"success_rate": null,
"last_triggered": null
"last_triggered": "2026-06-24"
}
],
"created_at": "2026-06-24"
@@ -9623,5 +9623,5 @@
}
],
"total": 42,
"regenerated_at": "2026-06-24 11:41"
"regenerated_at": "2026-06-24 11:47"
}
data/portfolio.json
+22 -22
View File
@@ -54,8 +54,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 7.59,
"change_pct": -3.68
"price": 7.66,
"change_pct": -2.79
},
{
"code": "600739",
@@ -167,8 +167,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 98.3,
"change_pct": -0.66
"price": 98.85,
"change_pct": -0.1
},
{
"code": "603259",
@@ -252,8 +252,8 @@
"action_note": "短炒强趋势持",
"timing_signal": "持有"
},
"price": 95.6,
"change_pct": 9.57
"price": 96.3,
"change_pct": 10.37
},
{
"code": "02202",
@@ -281,8 +281,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 2.35,
"change_pct": -2.08
"price": 2.37,
"change_pct": -1.25
},
{
"code": "02388",
@@ -310,8 +310,8 @@
"action_note": "",
"timing_signal": "持有"
},
"price": 46.16,
"change_pct": -1.79
"price": 46.26,
"change_pct": -1.57
},
{
"code": "300750",
@@ -367,8 +367,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 74.45,
"change_pct": -1.85
"price": 74.8,
"change_pct": -1.38
},
{
"code": "00700",
@@ -396,8 +396,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 417.4,
"change_pct": 0.63
"price": 418.8,
"change_pct": 0.82
},
{
"code": "00981",
@@ -425,8 +425,8 @@
"action_note": "",
"timing_signal": "持有"
},
"price": 84.15,
"change_pct": 8.09
"price": 85.05,
"change_pct": 9.31
},
{
"code": "09868",
@@ -454,8 +454,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 49.58,
"change_pct": 0.45
"price": 50.0,
"change_pct": 1.22
},
{
"code": "600036",
@@ -539,8 +539,8 @@
"action_note": "⚠️盈亏比偏低(1:1.2)，不建议加仓",
"timing_signal": "持有"
},
"price": 52.5,
"change_pct": -2.05
"price": 52.75,
"change_pct": -1.59
},
{
"code": "300035",
@@ -652,8 +652,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 41.76,
"change_pct": -0.71
"price": 41.84,
"change_pct": -0.52
},
{
"code": "600563",
scripts/stale_push_wlin.py
+68 -29
View File
@@ -396,14 +396,25 @@ def main():
# ── 换仓评估 ──────────────────────────────────────────────────────
def evaluate_swap(lot_cost_target, rr, sig, tp, sl, name, code, price_in, total_assets_in, cash_in, pf_in):
"""现金不足时评估是否卖差票换推荐股。仅在目标信号强时触发。
返回（推荐文案str, 需补充的现金缺口float）或 (None, gap)"""
"""现金不足时评估是否卖差票换推荐股。
核心逻辑：已发生的亏损是沉没成本，不参与决策。
只比较：持有 old 票的未来预期 vs 换到 new 票的未来预期。
对深套票(<-15%)默认未来预期收益≈-5%~0%（死钱）。
对目标票(RR>=3+买入信号)默认未来预期收益≈(tp-price)/price×胜率。
如果目标票的未来收益预期显著更好，推荐切换。
返回（推荐文案str, 缺口float）或 (None, gap)
"""
gap = lot_cost_target - cash_in
if rr < 2.0 or gap <= 0 or gap > total_assets_in * 0.5:
# 目标票质量门槛：换仓需要比普通买入更高的置信度
if rr < 3.0 or gap <= 0 or gap > total_assets_in * 0.5:
return None, gap
if not any(kw in sig for kw in ["买入", "加仓", "建仓", "追"]):
if not any(kw in sig for kw in ["买入", "加仓", "建仓"]):
return None, gap
# 收集持仓，按盈亏率升序（最差排前）
# 收集持仓盈亏数据
ph = []
for h in pf_in.get("holdings", []):
hs = h.get("shares", 0) or 0
@@ -415,40 +426,50 @@ def main():
h_code = str(h.get("code", ""))
if len(h_code) <= 5:
hmv *= 0.866
hpl = (hp - hc) * hs
hpl_pct = (hp - hc) / hc * 100 if hc else 0
ph.append({"code": h_code, "name": h.get("name", ""),
"shares": hs, "price": hp, "cost": hc,
"mv": round(hmv), "pl": round(hpl),
"pl_pct": round(hpl_pct, 1)})
"mv": round(hmv), "pl_pct": round(hpl_pct, 1)})
# 只考虑深套票(<-15%)作为减仓候候选 — 死钱，不如换到有信号的位置
ph.sort(key=lambda x: x["pl_pct"])
candidates = [h for h in ph if h["pl_pct"] < -10]
candidates = [h for h in ph if h["pl_pct"] < -15]
if not candidates:
return None, gap
# 优先选"锁亏效率高"的（锁定亏损占市值比例低的）
# 效率 = mv / abs(pl) ，越大说明亏损占比越小
for h in candidates:
h["eff"] = round(h["mv"] / max(abs(h["pl_pct"]) / 100 * h["mv"], 1), 1)
candidates.sort(key=lambda x: -x["eff"]) # 效率高的优先
selected = []
cash_freed = 0
locked_loss = 0
total_mv_sold = 0
for h in candidates:
if cash_freed >= gap:
break
cash_freed += h["mv"]
locked_loss += abs(h["pl"])
total_mv_sold += h["mv"]
selected.append(h)
if cash_freed < gap or len(selected) > 3:
if cash_freed < gap or len(selected) > 2:
return None, gap
# 估算目标预期盈利（到止盈）
if tp and tp > 0 and lot_cost_target > 0:
target_gain_pct = (tp - price_in) / price_in
expected_gain = lot_cost_target * max(target_gain_pct, 0.05)
# 计算目标票的预期涨幅（到期权价值）
if tp and tp > 0:
target_gain_pct = (tp - price_in) / price_in * 100 # e.g. 16.9%
else:
target_gain_pct = rr * 0.03
expected_gain = lot_cost_target * target_gain_pct
if expected_gain <= locked_loss * 1.5:
return None, gap
sell_desc = "；".join(f"{h['name']}({h['code']}) {h['shares']}股 亏{h['pl_pct']}%"
for h in selected)
sell_total = cash_freed
new_budget = cash_in + sell_total
target_gain_pct = rr * 3 # RR*3%~粗略
# 沉没成本不参与决策 — 直接描述方案
sell_desc = "；".join(
f"{h['name']}({h['code']}) {h['shares']}股 亏{h['pl_pct']}%"
for h in selected
)
sell_note = "、".join(h['name'] for h in selected)
new_budget = cash_in + cash_freed
new_lots = int(new_budget / lot_cost_target) if lot_cost_target > 0 else 0
if new_lots == 0:
return None, gap
@@ -460,13 +481,31 @@ def main():
new_shares = new_lots * 100
new_cost = new_lots * lot_cost_target
new_pct = round(new_cost / total_assets_in * 100) if total_assets_in > 0 else 0
ratio_vs_loss = round(expected_gain / locked_loss, 1) if locked_loss else 0
text = (f"换仓建议：卖{sell_desc}"
f"→腾{round(sell_total):,}元（锁定亏损{locked_loss:,}）"
# 盈亏回本期望对比
# 深套票继续持有预期：这些票已深套恢复遥遥无期，继续持有预期收益≈-5%~0%
# 新票预期：止损-3%~止盈+target_gain_pct，RR指引正向
# 更实用的表述：卖掉的票回本需涨多少 vs 新票上涨潜力
recovery_needed = []
for h in selected:
if h["pl_pct"] < 0:
recover = round(-h["pl_pct"] / (100 + h["pl_pct"]) * 100, 1) if h["pl_pct"] > -100 else 999
recovery_needed.append(f"{h['name']}需涨{recover}%回本")
recover_str = "，".join(recovery_needed)
text = (
f"换仓建议：卖{sell_desc}"
f"→腾{round(cash_freed):,}元"
f"→买{name}({code}) {new_lots}手({new_shares}股,{round(new_cost):,}元)"
f"占{new_pct}%仓位"
f"（目标{tp} +{round(target_gain_pct*100,1)}%预期={round(expected_gain):,}元"
f"≈锁定亏损的{ratio_vs_loss}倍，划算）")
f"（止损{sl}(-{round((price_in-sl)/price_in*100,1)}%)"
f"止盈{tp}(+{round(target_gain_pct,1)}%)"
f" RR={rr}）\n"
f" 理由：{sell_note}已深套，回本需{recover_str}不现实，"
f"继续持有大概率继续亏（死钱）；"
f"换仓到有信号票，止损可控(-3%)，"
f"上行空间(+{round(target_gain_pct,1)}%)明确。"
)
return text, gap
# 标准格式：每个可操作标的 — 大盘/行业/个股三面 + 仓位