From 6f3a95601c1db7de120bd55a715bb266ebaf8db7 Mon Sep 17 00:00:00 2001 From: hmo Date: Mon, 27 Jul 2026 09:56:48 +0800 Subject: [PATCH] =?UTF-8?q?chore:=20=E6=B8=85=E7=90=86generate=5Freport.py?= =?UTF-8?q?+mo=5Falphasift=5Fbridge.py=E5=BD=B1=E5=AD=90=E5=89=AF=E6=9C=AC?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- mo_alphasift_bridge.py | 263 ----------------------------------------- 1 file changed, 263 deletions(-) delete mode 100644 mo_alphasift_bridge.py diff --git a/mo_alphasift_bridge.py b/mo_alphasift_bridge.py deleted file mode 100644 index fe4989bf..00000000 --- a/mo_alphasift_bridge.py +++ /dev/null @@ -1,263 +0,0 @@ -#!/usr/bin/env python3 -""" -mo_alphasift_bridge.py — AlphaSift 多策略并行选股 → MoFin 自选池 - -支持同时跑多个策略，合并去重后写入自选池。 -默认三策略: balanced_alpha + dual_low + quality_value - -用法: - python3 mo_alphasift_bridge.py # 默认三策略 - python3 mo_alphasift_bridge.py --strategy dual_low # 单策略 - python3 mo_alphasift_bridge.py --dry-run # 只看不写 - python3 mo_alphasift_bridge.py --strategy list # 列出所有策略 -""" - -import sys, os, json, argparse, urllib.request, time -from datetime import datetime -from pathlib import Path - -DSA_API = "http://127.0.0.1:8001" -MOFIN_DATA = Path("/home/hmo/web-dashboard/data") -# 已迁移到 DB — watchlist.json / portfolio.json 不再使用 -# 保留路径仅用于兼容 import，实际数据从 mofin.db 读取 - -DEFAULT_STRATEGIES = "balanced_alpha,dual_low,quality_value" -DEFAULT_MARKET = "cn" -DEFAULT_MAX = 15 -MIN_SCORE = 5 -MAX_ADD = 5 -POLL_INTERVAL = 5 -POLL_TIMEOUT = 300 - -# 全局开关: ALPHASIFT_ENABLED=true 才执行选股 -ALPHASIFT_ENABLED = os.environ.get("ALPHASIFT_ENABLED", "false").lower() == "true" - - -def load_json(path): - try: return json.loads(path.read_text(encoding="utf-8")) - except: return None - -def save_json(path, data): - path.parent.mkdir(parents=True, exist_ok=True) - path.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8") - -def api(endpoint, method="GET", body=None): - url = f"{DSA_API}{endpoint}" - data = json.dumps(body).encode() if body else None - req = urllib.request.Request(url, data=data, method=method, - headers={"Content-Type": "application/json"}) - try: - with urllib.request.urlopen(req, timeout=30) as r: - return json.loads(r.read()) - except Exception as e: - print(f" API错误: {e}") - return None - -def get_existing_codes(): - """从 DB 读取已有持仓+自选。JSON 已废弃。""" - codes = set() - try: - import sqlite3 - db = sqlite3.connect(str(MOFIN_DATA / "mofin.db")) - for row in db.execute("SELECT code FROM watchlist_stocks WHERE is_active=1"): - codes.add(str(row[0]).strip()) - for row in db.execute("SELECT code FROM holdings"): - codes.add(str(row[0]).strip()) - db.close() - except Exception as e: - print(f"WARN: DB读取失败: {e}") - return codes - - -def run_one_strategy(strategy, market, max_results): - """跑单个策略，返回候选股列表""" - print(f"\n{'='*50}") - print(f"策略: {strategy}") - print(f"{'='*50}") - - task = api("/api/v1/alphasift/screen/tasks", "POST", { - "strategy": strategy, "market": market, "max_results": max_results - }) - if not task or not task.get("task_id"): - print(f" FAIL: 提交失败") - return [] - - task_id = task["task_id"] - print(f" 任务: {task_id[:12]}...", flush=True) - - waited = 0 - while waited < POLL_TIMEOUT: - time.sleep(POLL_INTERVAL) - waited += POLL_INTERVAL - status = api(f"/api/v1/alphasift/screen/tasks/{task_id}") - if not status: continue - s = status.get("status", "") - if s == "completed": - print(f" 完成 ({waited}s)") - result = status.get("result", {}) - candidates = result.get("candidates", []) - print(f" 候选: {len(candidates)} 只") - if candidates: - for c in candidates[:3]: - print(f" {c.get('code','?')} {c.get('name',c.get('title','?'))} 评分{c.get('score','?'):.1f}") - return candidates - elif s == "failed": - print(f" FAIL: {status.get('error','')}") - return [] - else: - if waited % 60 == 0: - print(f" ...{s} ({status.get('progress',0)}%)", flush=True) - - print(f" FAIL: 超时") - return [] - - -def run_all(strategies_str, market, max_results, dry_run=False): - """多策略并行 → 合并去重 → MoFin 自选池""" - if not ALPHASIFT_ENABLED and not dry_run: - print("AlphaSift 已禁用。设置 ALPHASIFT_ENABLED=true 或 --enable 启用。") - return - strategies = [s.strip() for s in strategies_str.split(",") if s.strip()] - now = datetime.now() - date_str = now.strftime("%Y-%m-%d") - time_str = now.strftime("%Y-%m-%d %H:%M") - - print(f"AlphaSift 多策略选股: {', '.join(strategies)}") - print(f"开始: {time_str}") - - # 逐个跑策略，汇总 - all_candidates = [] - seen = set() - for strategy in strategies: - candidates = run_one_strategy(strategy, market, max_results) - for c in candidates: - code = str(c.get("code", "")).strip() - if code in seen: continue - seen.add(code) - c["_strategy"] = strategy - all_candidates.append(c) - - if not all_candidates: - print("\n无候选股") - return - - print(f"\n汇总: {len(all_candidates)} 只候选股 (去重后)") - for s in strategies: - cnt = sum(1 for c in all_candidates if c.get("_strategy") == s) - print(f" {s}: {cnt} 只") - - # 过滤 - existing = get_existing_codes() - new_stocks = [] - skipped_score = 0 - skipped_dup = 0 - - for c in all_candidates: - code = str(c.get("code", "")).strip() - score = c.get("score", 0) or c.get("llm_score", 0) or 0 - if score < MIN_SCORE: - skipped_score += 1; continue - if code in existing: - skipped_dup += 1; continue - - name = c.get("name", "") or c.get("title", "") or code - reason = c.get("reason", "") or c.get("llm_thesis", "") - src = c.get("_strategy", "unknown") - - factors = c.get("factor_scores", {}) - factor_note = ", ".join(f"{k}={v:.0f}" for k,v in list(factors.items())[:3]) if factors else "" - - notes = f"AlphaSift/{src} 评分{score:.0f}" - if factor_note: notes += f" [{factor_note}]" - if reason: notes += f" | {reason[:120]}" - - new_stocks.append({ - "code": code, - "name": name, - "price": c.get("price", 0), - "source": "alpha_sift", - "source_detail": { - "strategy": src, - "strategies_run": strategies, - "score": score, - "factor_scores": factors, - "date": date_str, - "reason": reason[:300], - }, - "notes": notes, - "added_at": time_str, - "added_by": "AlphaSift", - "analysis": {}, - }) - existing.add(code) - - print(f"\n过滤: {len(new_stocks)} 新标的 (评分不足{skipped_score} + 重复{skipped_dup})") - - if not new_stocks: - print("无符合条件的新标的") - return - - new_stocks.sort(key=lambda s: s["source_detail"]["score"], reverse=True) - new_stocks = new_stocks[:MAX_ADD] - - print(f"\n新增 {len(new_stocks)} 只到自选池:") - for s in new_stocks: - sd = s["source_detail"] - print(f" {s['code']} {s['name']} ({sd['strategy']} 评分{sd['score']:.0f})") - - if dry_run: - print("\n[DRY RUN] 未写入") - return - - # 写入 DB - try: - sys.path.insert(0, str(MOFIN_DATA.parent)) - from mofin_db import get_conn, write_watchlist_stock - conn = get_conn() - for s in new_stocks: - s.setdefault('currency', 'CNY') - write_watchlist_stock(conn, s) - conn.close() - print(f"\n已写入 {len(new_stocks)} 只到 DB watchlist_stocks") - except Exception as e: - print(f"WARN: DB写入失败: {e}") - return - - # 策略生成 - print("\n调用 regenerate_all()...") - try: - sys.path.insert(0, str(MOFIN_DATA.parent)) - from strategy_lifecycle import regenerate_all - r = regenerate_all(stdout=True) - if r: print(f"完成: {r.get('ok',0)}/{r.get('total',0)} 只策略已生成") - except Exception as e: - print(f"WARN: {e}") - - -def list_strategies(): - r = api("/api/v1/alphasift/strategies") - if r and r.get("strategies"): - for s in r["strategies"]: - print(f" {s['id']:22s} {s.get('name','?'):10s} {s.get('description','')[:60]}") - - -def main(): - global MIN_SCORE - p = argparse.ArgumentParser(description="AlphaSift → MoFin") - p.add_argument("--strategy", default=DEFAULT_STRATEGIES) - p.add_argument("--market", default=DEFAULT_MARKET) - p.add_argument("--max", type=int, default=DEFAULT_MAX) - p.add_argument("--min-score", type=int, default=MIN_SCORE) - p.add_argument("--enable", action="store_true", help="覆盖 ALPHASIFT_ENABLED 开关") - p.add_argument("--dry-run", action="store_true") - args = p.parse_args() - MIN_SCORE = args.min_score - if args.enable: - global ALPHASIFT_ENABLED - ALPHASIFT_ENABLED = True - if args.strategy == "list": list_strategies() - else: run_all(args.strategy, args.market, args.max, args.dry_run) - - -if __name__ == "__main__": - main()