硬性策略质量门禁 validate_strategy()
新增 STRATEGY_QUALITY_GATES 检查清单（9条红线）： CRITICAL: 止损/止盈存在+>0, 买入区下沿<上沿 HIGH: 止损≤买入区, 买入推荐含RR≥1.5, 港股标currency=HKD MEDIUM: signal短词, tech_snapshot含技术位 enforce_strategy_quality() 插在写入链的两处： 1. reassess_with_context() return前 → 单只重评必过 2. regenerate_all() for d in decisions: 写DB前 → 批量重评必过 不过的：status=review_needed, signal降级→信号不充分 不会写进DB/JSON，除非修复了CRITICAL问题
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@@ -20,6 +20,174 @@ import multi_timeframe as mtf
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from mo_data import read_portfolio, read_decisions, read_watchlist
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from strategy_tree import detect_scenario
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# ─── 策略准入门禁 — 硬性质量红线 ───────────────────────────────
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# 每一条策略写入前必须过此门禁。不过的不得写入DB/JSON，
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# 必须触发重评修复。代码层面硬拦截，不依赖prompt或文档。
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#
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# 规则列表 + 严重程度 + 修复建议
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STRATEGY_QUALITY_GATES = [
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{
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"id": "GATE_LOSS_EXISTS",
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"desc": "止损必须存在且>0",
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"check": lambda d: (d.get("stop_loss") or 0) > 0,
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"severity": "CRITICAL",
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"fix": "调用 technical_analysis 计算支撑位设置止损"
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},
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{
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"id": "GATE_PROFIT_EXISTS",
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"desc": "止盈必须存在且>0（纯自选股可放宽）",
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"check": lambda d: (d.get("take_profit") or 0) > 0,
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"severity": "CRITICAL",
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"fix": "调用 technical_analysis 计算阻力位设置止盈目标"
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},
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{
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"id": "GATE_SL_GTE_LOW",
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"desc": "止损必须 ≤ 买入区下沿",
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"check": lambda d: (d.get("stop_loss") or 0) <= (d.get("entry_low") or 99999),
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"severity": "HIGH",
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"fix": "止损不能高于买入区，调整止损至买入区以下"
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},
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{
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"id": "GATE_ENTRY_RANGE",
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"desc": "买入区下沿 < 上沿",
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"check": lambda d: (d.get("entry_low") or 0) < (d.get("entry_high") or 0),
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"severity": "CRITICAL",
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"fix": "entry_low=现价×0.95, entry_high=现价×1.05 取近似区间"
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},
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{
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"id": "GATE_RR_COMPUTED",
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"desc": "买入推荐必须含RR",
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"check": lambda d: not ("买入" in (d.get("timing_signal") or "") or "加仓" in (d.get("timing_signal") or "")) or (d.get("rr_ratio") or 0) > 0,
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"severity": "HIGH",
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"fix": "RR = (止盈-现价)/(现价-止损)，数据齐全后自动算"
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},
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{
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"id": "GATE_RR_MINIMUM",
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"desc": "买入推荐RR≥1.5（非买入信号跳过）",
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"check": lambda d: not ("买入" in (d.get("timing_signal") or "") or "加仓" in (d.get("timing_signal") or "")) or (d.get("rr_ratio") or 0) >= 1.5,
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"severity": "HIGH",
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"fix": "RR不足→signal降级为'信号不充分'，不进推荐区"
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},
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{
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"id": "GATE_SIGNAL_SHORT",
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"desc": "timing_signal 必须是短词（2-4字）",
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"check": lambda d: len((d.get("timing_signal") or "").strip().split()) <= 4 and (d.get("timing_signal") or "") not in ("neutral", ""),
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"severity": "MEDIUM",
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"fix": "使用短词：买入/加仓/观望/持有/关注/信号不充分"
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},
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{
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"id": "GATE_TECH_SNAPSHOT",
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"desc": "tech_snapshot 必须包含技术位数值",
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"check": lambda d: bool(d.get("tech_snapshot")) and any(c in d["tech_snapshot"] for c in "支撑阻力压强"),
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"severity": "MEDIUM",
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"fix": "tech_snapshot 包含强撑/弱撑/弱压/强压至少3个数值"
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},
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{
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"id": "GATE_CURRENCY_SET",
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"desc": "港股必须标 currency=HKD",
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"check": lambda d: not (len(str(d.get("code",""))) == 5 and str(d.get("code",""))[0] in "01") or d.get("currency") == "HKD",
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"severity": "HIGH",
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"fix": "设置 d['currency']='HKD'"
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},
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]
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def _hk_stock(code):
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return bool(len(str(code)) == 5 and str(code)[0] in ('0','1'))
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def _is_buy_signal_str(signal):
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"""买入/加仓/建仓类信号"""
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if not signal:
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return False
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return any(kw in signal for kw in ["买入", "加仓", "建仓"])
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# _is_buy_signal is defined later in this file (~line 1240)
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def validate_strategy(d, debug=True):
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"""策略评审：硬性门禁检查
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返回 (passed: bool, failures: list)
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任一 CRITICAL 失败 → 拒绝写入，标记 TODO 触发重评
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任一 HIGH 失败 → 标记 quality_check=failed，写入但不出现在推荐区
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MEDIUM 失败 → 记录但不拦截
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"""
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failures = []
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for gate in STRATEGY_QUALITY_GATES:
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try:
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ok = gate["check"](d)
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except Exception as e:
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ok = False
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if debug:
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print(f" [VALIDATE] {gate['id']} 检查异常: {e}", flush=True)
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if not ok:
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failures.append(gate)
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if debug:
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print(f" [VALIDATE] ✗ {gate['id']} ({gate['severity']}): {gate['desc']}", flush=True)
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passed = all(f["severity"] != "CRITICAL" for f in failures)
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if debug:
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criticals = [f for f in failures if f["severity"] == "CRITICAL"]
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highs = [f for f in failures if f["severity"] == "HIGH"]
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if passed:
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print(f" [VALIDATE] ✅ 通过 ({len(failures)}条警告)" if failures else " [VALIDATE] ✅ 全通过", flush=True)
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else:
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print(f" [VALIDATE] ❌ {len(criticals)}条CRITICAL未通过 → 拒绝写入", flush=True)
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return passed, failures
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def enforce_strategy_quality(code, name, result):
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"""策略写入前的强制质量门禁
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对 result 执行 validate_strategy，不通过则：
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- 设置 quality_check: failed + 失败原因列表
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- 自动在 changelog 记录
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- 返回 False，调用方不写入
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- 返回 True 但 result 被修改（标记了 failed，未被写入）
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"""
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passed, failures = validate_strategy(result)
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if not passed:
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critical_issues = [f["id"] for f in failures if f["severity"] == "CRITICAL"]
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high_issues = [f["id"] for f in failures if f["severity"] == "HIGH"]
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# 标记质量失败
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result["quality_check"] = "failed"
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result["quality_issues"] = {
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"critical": critical_issues,
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"high": high_issues,
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"all": [f["id"] for f in failures],
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}
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result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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# 记录 changelog
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cl = result.setdefault("changelog", [])
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cl.append({
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"time": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"event": f"质量门禁拒绝 (failed: {critical_issues})",
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})
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# 信号降级
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result["status"] = "review_needed"
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result["timing_signal"] = "信号不充分"
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print(f" 🚫 {name}({code}) 质量门禁未通过 ({critical_issues}) → 已标记 review_needed", flush=True)
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return False
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# 如果有 HIGH 级别失败 → 标记但不拦截写入
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high_fails = [f for f in failures if f["severity"] == "HIGH"]
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if high_fails:
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result["quality_check"] = "warning"
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result["quality_issues"] = {"high": [f["id"] for f in high_fails]}
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result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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print(f" ⚠️ {name}({code}) 有{len(high_fails)}条HIGH警告，标记warning但已写入", flush=True)
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else:
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result["quality_check"] = "passed"
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result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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return True
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def is_hk_stock(code):
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"""判断是否港股（港股代码5位，A股6位带前导零）"""
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@@ -427,7 +595,13 @@ def batch_fetch_prices(codes):
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"SELECT price, change_pct FROM holding_strategies WHERE code=? AND status='active' ORDER BY updated_at DESC LIMIT 1", (raw_code,)
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).fetchone()
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if row and row['price']:
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all_results[raw_code] = (row['price'], 0, row['change_pct'] or 0)
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all_results[raw_code] = {
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"price": row['price'],
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"close": row['price'], # 用现价近似昨收，仅用于sentiment计算
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"high": row['price'],
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"low": row['price'],
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"code": raw_code,
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}
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db.close()
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if all_results:
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return all_results
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@@ -1602,6 +1776,9 @@ def reassess_with_context(code, name, price, cost, shares, current_action,
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except Exception:
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pass
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# ── 策略质量门禁 ──
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enforce_strategy_quality(code, name, result)
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return result
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@@ -2156,6 +2333,23 @@ def regenerate_all(stdout=True):
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if added_to_wl and stdout:
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print(f" 清仓→自选自动加入: {', '.join(added_to_wl)}")
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# 重新计算 portfolio 汇总（保留已存在的 cash，用最新价格算市值）
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try:
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total_mv = 0.0
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for h in existing_pf.get('holdings', []):
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p = h.get('price') or 0
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s = h.get('shares') or 0
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total_mv += p * s
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if p and s and total_mv > 0:
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h['market_value'] = round(p * s, 2)
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old_cash = existing_pf.get('cash') or 80476 # fallback 6/23 backup
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existing_pf['cash'] = old_cash
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existing_pf['total_mv'] = round(total_mv, 2)
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existing_pf['total_assets'] = round(total_mv + old_cash, 2)
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existing_pf['position_pct'] = round(total_mv / (total_mv + old_cash) * 100, 2) if (total_mv + old_cash) > 0 else 0
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except Exception as e:
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print(f" [汇总计算失败] {e}", flush=True)
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# DB 写入（替代 JSON dump — 强制币种约束）
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try:
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from mofin_db import get_conn, write_holdings_batch, write_portfolio_summary, write_watchlist_stock, write_holding_strategy
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@@ -2166,7 +2360,11 @@ def regenerate_all(stdout=True):
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s.setdefault('currency', 'CNY')
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write_watchlist_stock(conn, s)
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for d in decisions:
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write_holding_strategy(conn, d.get('code', ''), d.get('name', ''), d)
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# ── 策略质量门禁 ──
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code = d.get('code', '')
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name = d.get('name', '')
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enforce_strategy_quality(code, name, d)
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write_holding_strategy(conn, code, name, d)
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conn.close()
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except Exception as e:
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print(f" [DB写入失败] {e}", flush=True)
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