fix: currency+PnL+is_hk_stock+gate+zone+total_pnl

2026-07-03 10:27:17 +08:00
parent cc55ff76ad
commit 6eecc4d4eb
4 changed files with 5397 additions and 5376 deletions
@@ -521,8 +521,13 @@ def run_once(round_label=""):
        if get_trigger_zones(d):
            check_codes.add(d["code"])

-    # 批量拉取这些股票的价格
-    prices = fetch_all_prices(list(check_codes))
+    # 批量拉取这些股票的价格（A股走腾讯 + 港股走东方财富）
+    all_codes = list(check_codes)
+    prices = fetch_all_prices(all_codes)
+    hk_codes = [c for c in all_codes if is_hk_stock(str(c))]
+    if hk_codes:
+        hk_prices = fetch_hk_eastmoney(hk_codes)
+        prices.update(hk_prices)

    for d in active:
        code = d["code"]
@@ -67,20 +67,29 @@ def main():
        currency = 'HKD' if '港币' in price_raw or '港' in r[10] else 'CNY'
        price_str = price_raw.replace('港币', '').replace('港元', '').replace('港', '').strip()
        price = float(price_str)
-        cost_price = float(clean_cell(r[5]))
+        cost_price_raw = float(clean_cell(r[5]))
        pl = float(clean_cell(r[6])) if r[6].strip() else 0
-        mkt_val = float(clean_cell(r[11]))
-        cost_amount = float(clean_cell(r[15])) if r[15].strip() and r[15].strip() != '--' else 0
+        mkt_val_raw = float(clean_cell(r[11]))
+        cost_amount_raw = float(clean_cell(r[15])) if r[15].strip() and r[15].strip() != '--' else 0
        rate_str = clean_cell(r[16])
        rate = float(rate_str) if rate_str and rate_str != '--' else 0.8664
-        mv_cny = mkt_val
+
+        # 港股：所有金额必须转为 CNY 再存储（mo_models 设计规范：portfolio 应全部存 CNY）
+        if currency == 'HKD':
+            cost_price = round(cost_price_raw * rate, 2)
+            mv_cny = round(mkt_val_raw * rate, 2)
+            price_cny = round(price * rate, 2)
+        else:
+            cost_price = round(cost_price_raw, 2)
+            mv_cny = mkt_val_raw
+            price_cny = price
        total_mv_cny += mv_cny

        holdings.append({
            'code': code, 'name': name, 'shares': shares,
-            'price': price, 'cost_price': round(cost_price, 2),
-            'currency': currency, 'market_val': mkt_val,
-            'cost_amount': cost_amount, 'exchange_rate': rate,
+            'price': price_cny, 'cost_price': cost_price,
+            'currency': 'CNY', 'market_val': mv_cny,
+            'cost_amount_raw': cost_amount_raw, 'exchange_rate': rate,
        })

    if cash <= 0:
@@ -105,9 +114,9 @@ def main():
    c.execute('DELETE FROM portfolio_summary')
    for h in holdings:
        c.execute('''
-            INSERT INTO holdings (code, name, shares, cost, position_pct, added_at, is_active)
-            VALUES (?, ?, ?, ?, ?, ?, 1)
-        ''', (h['code'], h['name'], h['shares'], h['cost_price'],
+            INSERT INTO holdings (code, name, shares, cost, currency, position_pct, added_at, is_active)
+            VALUES (?, ?, ?, ?, ?, ?, ?, 1)
+        ''', (h['code'], h['name'], h['shares'], h['cost_price'], 'CNY',
              round(h['market_val'] / total_assets * 100, 2),
              datetime.now().strftime('%Y-%m-%d')))
    c.execute('''
@@ -18,11 +18,9 @@ from datetime import datetime
 import technical_analysis as ta
 import multi_timeframe as mtf
 from mo_data import read_portfolio, read_decisions, read_watchlist
+from mo_models import is_hk_stock, to_cny, get_hk_rate

-
-def is_hk_stock(code):
-    """判断是否港股（港股代码5位，A股6位带前导零）"""
-    return len(str(code)) <= 5
+# is_hk_stock 已从 mo_models 导入，不再在此复写。


 def calc_atr(code, period=14):
@@ -18,6 +18,7 @@ from datetime import datetime
 import technical_analysis as ta
 import multi_timeframe as mtf
 from mo_data import read_portfolio, read_decisions, read_watchlist
+from mo_models import is_hk_stock, to_cny, get_hk_rate
 from strategy_tree import detect_scenario

 # ─── 策略准入门禁 — 硬性质量红线 ───────────────────────────────
@@ -84,10 +85,10 @@ STRATEGY_QUALITY_GATES = [
    },
    {
        "id": "GATE_CURRENCY_SET",
-        "desc": "港股必须标 currency=HKD",
-        "check": lambda d: not (len(str(d.get("code",""))) == 5 and str(d.get("code",""))[0] in "01") or d.get("currency") == "HKD",
-        "severity": "HIGH",
-        "fix": "设置 d['currency']='HKD'"
+        "desc": "港股决策金额应为人民币标价(currency=CNY)",
+        "check": lambda d: not is_hk_stock(d.get("code","")) or d.get("currency") in ("CNY", None),
+        "severity": "MEDIUM",
+        "fix": "设置 d['currency']='CNY'（系统统一存CNY）"
    },
    # --- 第4条 CRITICAL 红线：9维交叉验证 (2026-07-02 Dad要求) ---
    # 策略不能只有价格数字，必须有证据经过了多维分析:
@@ -352,9 +353,7 @@ def enforce_strategy_quality(code, name, result):
        return False


-def is_hk_stock(code):
-    """判断是否港股（港股代码5位，A股6位带前导零）"""
-    return len(str(code)) <= 5
+# is_hk_stock 已从 mo_models 导入（见文件头部 import），不再在此复写。


 def calc_atr(code, period=14):
@@ -823,8 +822,12 @@ def batch_fetch_prices(codes):
                            return float(fields[i]) if fields[i].strip() else 0.0
                        except:
                            return 0.0
+                    price_raw = f(3)
+                    # 港股：腾讯 API 返回 HKD，需转 CNY
+                    if is_hk_stock(orig_code) and price_raw > 0:
+                        price_raw = to_cny(price_raw)
                    all_results[orig_code] = {
-                        "price": f(3), "close": f(4), "high": f(33), "low": f(34),
+                        "price": price_raw, "close": f(4), "high": f(33), "low": f(34),
                        "code": orig_code,
                    }
                except Exception:
@@ -2294,8 +2297,9 @@ def regenerate_all(stdout=True):
            new_entry = {
                "code": code, "name": name, "price": price,
                "cost": old_entry.get("cost", cost) if old_entry else cost,  # 优先保留旧成本（holding.xls权威）
-                "shares": old_entry.get("shares", 0),  # 保留持仓股数
+                "shares": shares,  # 当前实际持仓股数（不继承旧决策的可能为0的值）
                "avg_price": old_entry.get("avg_price", 0),  # 保留持仓均价
+                "currency": "CNY",  # 系统统一存人民币标价（mo_models规范）
                "action": result["action"],
                "stop_loss": result.get("stop_loss"),
                "entry_low": result["entry_low"],
@@ -2499,17 +2503,22 @@ def regenerate_all(stdout=True):
    # 重新计算 portfolio 汇总（保留已存在的 cash，用最新价格算市值）
    try:
        total_mv = 0.0
+        total_cost = 0.0
        for h in existing_pf.get('holdings', []):
            p = h.get('price') or 0
            s = h.get('shares') or 0
+            c = h.get('cost') or 0
            total_mv += p * s
+            total_cost += c * s
            if p and s and total_mv > 0:
                h['market_value'] = round(p * s, 2)
        old_cash = existing_pf.get('cash') or 80476  # fallback 6/23 backup
+        frozen_cash = existing_pf.get('frozen_cash') or 0
        existing_pf['cash'] = old_cash
        existing_pf['total_mv'] = round(total_mv, 2)
-        existing_pf['total_assets'] = round(total_mv + old_cash, 2)
-        existing_pf['position_pct'] = round(total_mv / (total_mv + old_cash) * 100, 2) if (total_mv + old_cash) > 0 else 0
+        existing_pf['total_assets'] = round(total_mv + old_cash + frozen_cash, 2)
+        existing_pf['total_pnl'] = round(total_mv - total_cost, 2)
+        existing_pf['position_pct'] = round(total_mv / (total_mv + old_cash + frozen_cash) * 100, 2) if (total_mv + old_cash + frozen_cash) > 0 else 0
    except Exception as e:
        print(f"  [汇总计算失败] {e}", flush=True)