refactor: phase 0-2 MoFin architecture reform — single source of truth
Phase 0 (止血):
- mo_models.py: unified calc_total_assets(), is_hk_stock(), get_hk_rate() — single source of truth
- Fixed 3 files missing frozen_cash: holdings_reconciliation, server, import_holding_xls
- Fixed stale_push_wlin: unified is_hk_stock detection, removed hardcoded 0.866
- Fixed price_monitor: consolidated 2 duplicate total_assets blocks into mo_models calls
- Fixed stock_scorer: replaced broken len()<=5 is_hk_stock heuristic
- Fixed strategy_lifecycle: replaced non-existent currency_utils import with mo_models
Phase 1 (DSA adapter):
- mo_provider.py: wraps DSA DataFetcherManager (16 fetchers, auto-fallback)
- TDX relay as primary, DSA as backup for realtime/kline/news/fundamentals
Phase 2 (Integration):
- mo_bridge.py: injects DSA market review + news context into MoFin analysis prompts
- Graceful degradation if DSA not installed
Infrastructure:
- mo_config.py: centralized Config singleton replacing scattered hardcoded paths
- All 11 changed files pass python compile check
Impact: total_assets now computed in ONE place (mo_models).
is_hk_stock now ONE implementation (no more false negatives).
HK rate now ONE source (hk_rate API → cache → 0.87 fallback).
No more hardcoded 0.866/0.8664/0.8700 divergence.
This commit is contained in:
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# -*- coding: utf-8 -*-
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"""
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mo_models.py — MoFin 唯一数据模型（Single Source of Truth）
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⚠️ 铁律：MoFin 中所有以下操作必须走这个文件，严禁各自实现：
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1. 判断港股 — 用 is_hk_stock(code)
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2. 计算总资产 — 用 calc_total_assets(pf)
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3. 获取港币汇率 — 用 get_hk_rate()
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4. 币种转换 — 用 to_cny(price, code)
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创建日期: 2026-06-29
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原因: 之前 total_assets 在 6+ 文件中各自计算，公式不一致（3个漏了 frozen_cash）；
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is_hk_stock 有 3 种不同实现，存在误判风险；
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hk_rate 在多个文件中硬编码不同值（0.866/0.87/0.8664/0.8700）。
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"""
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import sys
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import os
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# ── 港股检测 ────────────────────────────────────────────────────────
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def is_hk_stock(code):
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"""判断是否为港股。
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规则：港股代码为5位数字，以0或1开头。
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例：00700(腾讯), 01888(建滔积层板), 00981(中芯国际)
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排除：
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- A股6位代码如 000657(中钨高新) — len==6 不会被误判
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- 美股字母代码如 AAPL
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- 带前缀的代码如 hk00700 → 自动去前缀后判断
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"""
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code = (str(code or '')).strip().upper()
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# 去常见前缀
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for prefix in ('HK', 'SH', 'SZ', 'BJ'):
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if code.startswith(prefix):
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code = code[len(prefix):]
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# 港股: 5位数字, 0或1开头
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return len(code) == 5 and code.isdigit() and code[0] in ('0', '1')
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def is_a_stock(code):
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"""判断是否为A股（沪深京）"""
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code = (str(code or '')).strip().upper()
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for prefix in ('SH', 'SZ', 'BJ'):
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if code.startswith(prefix):
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code = code[len(prefix):]
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if len(code) == 6 and code.isdigit():
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if code.startswith(('0', '3', '6')):
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return True
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if code.startswith(('4', '8', '9')):
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return True # 北交所/科创板
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return False
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def normalize_code(code):
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"""归一化股票代码：去市场前缀，去后缀，统一大写"""
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code = (str(code or '')).strip().upper()
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for prefix in ('HK', 'SH', 'SZ', 'BJ'):
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if code.startswith(prefix):
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code = code[len(prefix):]
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return code
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# ── 港币汇率 ──────────────────────────────────────────────────────────
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def get_hk_rate():
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"""获取 HKD→CNY 汇率。优先用 hk_rate 模块（支持API+缓存），失败回退 0.87"""
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try:
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from hk_rate import hkd_to_cny
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return hkd_to_cny()
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except Exception:
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pass
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# 最后的兜底
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return 0.87
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def to_cny(price, code):
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"""如果 code 是港股，把 price 从 HKD 转为 CNY；否则原样返回"""
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if price is None or price == 0:
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return price
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if is_hk_stock(code):
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return round(float(price) * get_hk_rate(), 2)
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return price
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# ── 总资产计算（唯一公式） ────────────────────────────────────────────
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def calc_total_mv(holdings):
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"""计算持仓总市值（所有价格已为 CNY）"""
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return round(sum(
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(h.get('shares', 0) or 0) * (h.get('price', 0) or 0)
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for h in (holdings or [])
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), 2)
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def calc_total_assets(pf):
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"""
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计算总资产 = 持仓市值 + 可用现金 + 冻结资金
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这是 MoFin 中 total_assets 的 **唯一正确公式**。
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所有文件必须调用此函数，严禁各自实现。
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Args:
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pf: dict，包含 holdings、cash、frozen_cash 字段
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Returns:
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float: 总资产（人民币）
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"""
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total_mv = calc_total_mv(pf.get('holdings', []))
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cash = float(pf.get('cash', 0) or 0)
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frozen = float(pf.get('frozen_cash', 0) or 0)
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return round(total_mv + cash + frozen, 2)
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def calc_position_pct(pf):
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"""计算仓位百分比"""
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total = calc_total_assets(pf)
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if total > 0:
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total_mv = calc_total_mv(pf.get('holdings', []))
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return round(total_mv / total * 100, 2)
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return 0
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# ── 数据验证 ──────────────────────────────────────────────────────────
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def validate_portfolio(pf):
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"""验证 portfolio.json 数据一致性，返回 issues 列表"""
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issues = []
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holdings = pf.get('holdings', [])
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# 1. 总资产校验
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stored = pf.get('total_assets', 0)
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calculated = calc_total_assets(pf)
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if stored > 0 and abs(stored - calculated) / max(stored, 1) > 0.01:
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issues.append(
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f"total_assets 不匹配: 存储{stored:.2f} ≠ 计算{calculated:.2f}"
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f" (市值{calc_total_mv(holdings):.2f}+现金{pf.get('cash',0):.2f}+冻结{pf.get('frozen_cash',0):.2f})"
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)
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# 2. 币种一致性
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for h in holdings:
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code = str(h.get('code', ''))
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currency = h.get('currency', h.get('_currency', ''))
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if is_hk_stock(code) and currency == 'HKD':
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issues.append(
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f"⚠️ 港股{code}({h.get('name','?')}) currency=HKD，"
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f"portfolio.json 应全部存 CNY"
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)
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# 3. 零股检查
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for h in holdings:
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if (h.get('shares', 0) or 0) <= 0 and h.get('code'):
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issues.append(f"持仓{h.get('code')}({h.get('name','?')}) 股数为0或负数")
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return issues
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# ── 向后兼容别名 ──────────────────────────────────────────────────────
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# 让旧代码中散落的 is_hk_stock 引用也能正确工作
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__all__ = [
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'is_hk_stock',
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'is_a_stock',
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'normalize_code',
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'get_hk_rate',
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'to_cny',
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'calc_total_mv',
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'calc_total_assets',
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'calc_position_pct',
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'validate_portfolio',
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]
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# 模块自检
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if __name__ == '__main__':
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# 测试 is_hk_stock
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test_cases = [
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('00700', True), # 腾讯
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('01888', True), # 建滔积层板
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('000657', False), # 中钨高新 A股
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('600519', False), # 茅台 A股
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('AAPL', False), # 苹果 美股
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('hk00700', True), # 带前缀港股
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('SH600519', False), # 带前缀A股
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]
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print("=== is_hk_stock 测试 ===")
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all_ok = True
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for code, expected in test_cases:
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result = is_hk_stock(code)
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status = '✅' if result == expected else '❌'
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if result != expected:
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all_ok = False
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print(f" {status} is_hk_stock('{code}') = {result} (expected {expected})")
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# 测试 calc_total_assets
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print("\n=== calc_total_assets 测试 ===")
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pf = {
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'holdings': [
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{'code': '00700', 'shares': 100, 'price': 365.0},
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{'code': '600519', 'shares': 200, 'price': 1700.0},
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],
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'cash': 50000.0,
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'frozen_cash': 10000.0,
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}
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expected_mv = 100 * 365.0 + 200 * 1700.0 # 36500 + 340000 = 376500
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expected_ta = expected_mv + 50000 + 10000 # 436500
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calc_ta = calc_total_assets(pf)
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print(f" total_mv = {calc_total_mv(pf['holdings'])} (expected {expected_mv})")
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print(f" total_assets = {calc_ta} (expected {expected_ta})")
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print(f" {'✅' if abs(calc_ta - expected_ta) < 0.01 else '❌'} calc_total_assets")
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# 测试 validate
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print("\n=== validate_portfolio 测试 ===")
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issues = validate_portfolio(pf)
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if issues:
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for i in issues:
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print(f" ⚠️ {i}")
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else:
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print(" ✅ 无问题")
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print(f"\n{'全部通过 ✅' if all_ok else '有失败 ❌'}")
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