cleanup: remove stale scripts/ copies (authoritative in deploy/profile-scripts/)
This commit is contained in:
@@ -1,354 +0,0 @@
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#!/usr/bin/env python3
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"""candidate_filter.py — 候选股多级过滤管道
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从 candidates 表读取未过滤的候选，逐级执行过滤：
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Stage 2: 多日K线确认（量价连续性）
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Stage 3: 技术位分析（MA位置）
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Stage 4: 资金性质（大单流向）
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Stage 5: 基本面（PE/PB/行业）
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用法: python3 candidate_filter.py [--stage 2|3|4|5] [--code XXXXXX]
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"""
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import sys, json, urllib.request, sqlite3, re, time
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from pathlib import Path
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from datetime import datetime
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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UA = "Mozilla/5.0"
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def get_conn():
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c = sqlite3.connect(str(DB_PATH), timeout=30)
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c.execute("PRAGMA busy_timeout=30000")
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return c
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def log_candidate(conn, code, stage, passed, detail):
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"""记录过滤日志"""
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conn.execute(
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"UPDATE candidates SET log = COALESCE(log, '[]')"
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)
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# SQLite JSON操作
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existing = conn.execute("SELECT log FROM candidates WHERE code=?", (code,)).fetchone()
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if existing and existing[0]:
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try:
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logs = json.loads(existing[0])
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except:
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logs = []
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else:
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logs = []
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logs.append({"stage": stage, "passed": passed, "detail": detail, "time": datetime.now().strftime("%m-%d %H:%M")})
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conn.execute("UPDATE candidates SET log=? WHERE code=?", (json.dumps(logs, ensure_ascii=False), code))
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# ── Stage 2: 多日K线确认 ──
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def fetch_daily_klines(code):
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"""拉取近10日日K线（Sina 240分钟线=日K）"""
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raw = str(code).strip()
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if raw.startswith(("6", "9")):
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prefix = "sh"
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elif raw.startswith(("0", "3")):
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prefix = "sz"
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else:
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return None
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import subprocess as _sp, json as _json
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url = f"http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={prefix}{raw}&scale=240&ma=5&datalen=10"
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try:
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r = _sp.run(["curl", "-s", "--noproxy", "*", url], capture_output=True, timeout=10)
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data = _json.loads(r.stdout)
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if not data:
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return None
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result = []
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for k in data:
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result.append({
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"date": k.get("day", "")[:10],
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"open": float(k["open"]),
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"close": float(k["close"]),
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"high": float(k["high"]),
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"low": float(k["low"]),
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"volume": int(k["volume"]),
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"price": float(k["close"]),
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"change_pct": 0,
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})
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# 计算涨跌幅
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for i in range(1, len(result)):
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prev = result[i-1]["close"]
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if prev > 0:
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result[i]["change_pct"] = (result[i]["close"] / prev - 1) * 100
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return result
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except Exception as e:
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return None
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return None
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def stage2_confirm(code, name, klines):
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"""第二关：多日K线确认
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检查：多日量价配合、建仓特征
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"""
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if not klines or len(klines) < 3:
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return False, 0, "K线不足3日"
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recent = klines[-5:] # 最近5日
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score = 0
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checks = []
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# 1. 成交量连续递增
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vols = [k["volume"] for k in recent]
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vol_rising = sum(1 for i in range(len(vols)-1) if vols[i] < vols[i+1])
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if vol_rising >= 3:
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score += 2
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checks.append(f"量增{vol_rising}/4日")
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elif vol_rising >= 2:
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score += 1
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checks.append(f"量微增{vol_rising}/4日")
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# 2. 涨放量、跌缩量
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up_vol = sum(k["volume"] for k in recent if k["change_pct"] >= 0)
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down_vol = sum(k["volume"] for k in recent if k["change_pct"] < 0)
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if down_vol > 0 and up_vol / down_vol > 1.5:
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score += 2
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checks.append(f"涨量/跌量={up_vol/down_vol:.1f}")
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elif down_vol > 0 and up_vol / down_vol > 1:
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score += 1
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# 3. 价格趋势
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closes = [k["close"] for k in recent]
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up_days = sum(1 for i in range(1, len(closes)) if closes[i] > closes[i-1])
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if up_days >= 3:
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score += 2
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checks.append(f"涨{up_days}/4日")
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elif up_days >= 2:
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score += 1
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# 4. 无异常放量（单日>3倍均量=可能出货）
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avg_vol = sum(vols) / len(vols) if vols else 1
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max_ratio = max(v / avg_vol for v in vols) if avg_vol > 0 else 1
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if max_ratio < 2.5:
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score += 1
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else:
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checks.append(f"异常量{max_ratio:.0f}倍")
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passed = score >= 4
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detail = f"评分{score}/7 | {'; '.join(checks)}"
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return passed, score, detail
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# ── Stage 3: 技术位分析 ──
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def stage3_technical(code, name, klines):
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"""第三关：技术位（当日数据估算）"""
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if not klines or len(klines) == 0:
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return False, 0, "无数据"
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today = klines[-1]
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price = today.get("price", 0)
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high = today.get("high", 0)
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low = today.get("low", 0)
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score = 0
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checks = []
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if price <= 0:
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return False, 0, "价格无效"
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# 日内位置（在高低点中下段还有空间）
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if high > low:
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pos = (price - low) / (high - low)
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if pos < 0.7:
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score += 1
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checks.append(f"日内位置{pos:.0%}")
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# 有明确支撑（今日低点作为参考支撑）
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if low > 0 and price > low:
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score += 1
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checks.append(f"支撑{low:.2f}")
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# 有上涨空间（今日高点作为参考阻力）
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if high > price:
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upside = (high / price - 1) * 100
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if upside > 2:
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score += 1
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checks.append(f"空间{upside:.0f}%")
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passed = score >= 2
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return passed, score, "; ".join(checks) if checks else "基础通过"
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# ── Stage 4: 资金性质分析 ──
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def stage4_capital_flow(code, name):
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"""第四关：资金性质（从腾讯实时行情提取外盘/内盘比）"""
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raw = str(code).strip()
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if raw.startswith(("6", "9")):
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prefix = "sh"
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elif raw.startswith(("0", "3")):
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prefix = "sz"
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else:
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return False, 0, "非A股"
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import subprocess as _sp
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url = f"http://qt.gtimg.cn/q={prefix}{raw}"
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try:
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r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10)
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text = r.stdout.decode("gbk", errors="ignore")
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parts = text.split("~")
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if len(parts) < 40:
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return False, 0, "数据不足"
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# 腾讯字段：[7]=外盘(主动买,股),[8]=内盘(主动卖,股)
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try:
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outer = int(float(parts[7])) if parts[7] else 0 # 外盘
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inner = int(float(parts[8])) if parts[8] else 0 # 内盘
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except:
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return False, 0, "解析失败"
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if outer <= 0 or inner <= 0:
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return False, 0, "无盘口数据"
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score = 0
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ratio = outer / inner if inner > 0 else 1
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checks = []
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if ratio > 1.3:
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score += 2
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checks.append(f"外/内={ratio:.2f}")
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elif ratio > 1.0:
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score += 1
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checks.append(f"买稍强{ratio:.2f}")
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else:
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checks.append(f"卖稍强{ratio:.2f}")
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# 绝对量也说明资金活跃度
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total = outer + inner
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if total > 50000000: # >5000万股
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score += 1
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checks.append(f"活跃{total/10000:.0f}万")
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return score >= 1, score, "; ".join(checks)
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except:
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return False, 0, "接口失败"
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# ── Stage 5: 基本面 ──
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def stage5_fundamental(code, name, price):
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"""第五关：基本面
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从已有数据判断，不调外部API
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"""
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conn = get_conn()
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score = 0
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checks = []
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# PE（从stocks表或live_prices）
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r = conn.execute("SELECT 1 FROM holdings WHERE code=? AND is_active=1", (code,)).fetchone()
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is_holding = r is not None
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if is_holding:
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checks.append("已持仓")
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else:
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score += 1 # 新标的加分
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# 检查是否已被其他候选覆盖
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r2 = conn.execute("SELECT code FROM holding_strategies WHERE code=? AND status='active'", (code,)).fetchone()
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if r2:
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checks.append("已有策略")
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else:
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score += 1
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conn.close()
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return score >= 1, score, "; ".join(checks) if checks else "新标的"
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# ── 主流程 ──
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def main():
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stage_filter = None
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single_code = None
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for i, arg in enumerate(sys.argv[1:]):
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if arg == "--stage" and i+1 < len(sys.argv):
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stage_filter = int(sys.argv[i+2])
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if arg == "--code" and i+1 < len(sys.argv):
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single_code = sys.argv[i+2]
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conn = get_conn()
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# 读待过滤的候选
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query = "SELECT code, name, reason FROM candidates WHERE 1=1"
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params = []
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if single_code:
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query += " AND code=?"
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params.append(single_code)
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else:
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query += " AND (pass_final IS NULL OR pass_final=0)"
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rows = conn.execute(query, params).fetchall()
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print(f"[FILTER] 待处理候选: {len(rows)}只", flush=True)
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stages = [(2, stage2_confirm, "多日K线"), (3, stage3_technical, "技术位"),
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(4, stage4_capital_flow, "资金流"), (5, stage5_fundamental, "基本面")]
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for code, name, reason in rows:
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current_score = 0
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print(f" {code} {name}", flush=True)
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# 获取K线（多关需要）
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klines = None
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for stage_num, stage_fn, stage_name in stages:
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if stage_filter and stage_num != stage_filter:
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continue
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# 检查是否已通过此关
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col = f"pass_s{stage_num}"
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existing = conn.execute(f"SELECT {col} FROM candidates WHERE code=?", (code,)).fetchone()
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if existing and existing[0]:
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continue
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if stage_num in (2, 3) and klines is None:
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klines = fetch_daily_klines(code)
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if stage_num == 2:
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passed, sscore, detail = stage_fn(code, name, klines)
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conn.execute("UPDATE candidates SET score_2nd=?, pass_s2=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 2, passed, detail)
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print(f" S2:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 3:
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passed, sscore, detail = stage_fn(code, name, klines)
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conn.execute("UPDATE candidates SET score_3rd=?, pass_s3=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 3, passed, detail)
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print(f" S3:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 4:
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passed, sscore, detail = stage_fn(code, name)
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conn.execute("UPDATE candidates SET score_4th=?, pass_s4=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 4, passed, detail)
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print(f" S4:{'✅' if passed else '❌'} {detail}", flush=True)
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elif stage_num == 5:
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price = 0 # 从live_prices获取
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r = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
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if r: price = r[0]
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passed, sscore, detail = stage_fn(code, name, price)
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conn.execute("UPDATE candidates SET score_5th=?, pass_s5=?, reason=? WHERE code=?",
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(sscore, 1 if passed else 0, detail, code))
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log_candidate(conn, code, 5, passed, detail)
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print(f" S5:{'✅' if passed else '❌'} {detail}", flush=True)
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# 计算综合评分
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s2 = conn.execute("SELECT score_2nd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s3 = conn.execute("SELECT score_3rd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s4 = conn.execute("SELECT score_4th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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s5 = conn.execute("SELECT score_5th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0
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final = current_score + s2 + s3 + s4 + s5
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conn.execute("UPDATE candidates SET score_final=?, pass_final=1 WHERE code=?",
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(final, code))
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conn.commit()
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conn.close()
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print(f"[FILTER] 完成", flush=True)
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if __name__ == "__main__":
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main()
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@@ -1,397 +0,0 @@
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#!/usr/bin/env python3
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"""stale_detector.py — 检查所有策略，标记价格偏离/过期的策略
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读取 holding_strategies + 自选策略的DB双源数据。
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可被 cron no_agent 模式调用：stdout 注入到后续 LLM 分析。
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输出格式：
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[FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题
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用法：
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python3 stale_detector.py
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"""
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import json
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import sys
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import os
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from datetime import datetime, timezone
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sys.path.insert(0, '/home/hmo/MoFin')
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from mo_data import read_portfolio, read_decisions, read_watchlist, get_price, get_prices_batch
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def fetch_prices(codes):
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"""统一价格源：优先 stock_quote.py，腾讯API降级为兜底"""
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if not codes:
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return {}
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# 尝试用 stock_quote.py 获取（脚本强制规范）
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try:
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import subprocess
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script = None
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for p in ["/home/hmo/MoFin/scripts/stock_quote.py", "/home/hmo/MoFin/stock_quote.py"]:
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if os.path.exists(p):
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script = p
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break
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if script:
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result = subprocess.run(
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[sys.executable, script] + [str(c) for c in codes],
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capture_output=True, text=True, timeout=30
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)
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if result.returncode == 0 and result.stdout.strip():
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results = {}
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for line in result.stdout.strip().split("\n"):
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if not line.strip():
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continue
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try:
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item = json.loads(line)
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code = str(item.get("code", ""))
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price = item.get("price")
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change = item.get("change_pct", 0)
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if code and price is not None:
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results[code] = (float(price), float(change))
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except (json.JSONDecodeError, ValueError):
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continue
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if results:
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return results
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except Exception as e:
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print(f"[STALE] stock_quote.py 回退: {e}", file=sys.stderr)
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# 兜底：mo_data.get_prices_batch
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try:
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raw = get_prices_batch(codes)
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if raw:
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return {code: (p, chg) for code, (p, chg) in raw.items()}
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except Exception as e:
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print(f"FETCH_FAIL (fallback): {e}", file=sys.stderr)
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return {}
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def main():
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decisions_list = read_decisions()
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if not isinstance(decisions_list, list):
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decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
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# 只保留有买入区的条目，排除已关闭的（inactive/closed）
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EXCLUDED_STATUSES = ("closed", "inactive")
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to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
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|
||||
# ----- 补充自选（从 holding_strategies 读取，watchlist_stocks 已废弃） -----
|
||||
try:
|
||||
import sqlite3
|
||||
db = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
|
||||
db.row_factory = sqlite3.Row
|
||||
wl_rows = db.execute(
|
||||
"SELECT code, name, entry_low, entry_high, stop_loss, take_profit, rr_ratio, timing_signal, action "
|
||||
"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
|
||||
"AND entry_low IS NOT NULL AND entry_high IS NOT NULL"
|
||||
).fetchall()
|
||||
db.close()
|
||||
existing_codes = {d["code"] for d in to_check}
|
||||
for row in wl_rows:
|
||||
code = str(row["code"])
|
||||
if code in existing_codes:
|
||||
continue
|
||||
entry_low = row["entry_low"]
|
||||
entry_high = row["entry_high"]
|
||||
if not entry_low or not entry_high or entry_low <= 0:
|
||||
continue
|
||||
action = row["action"] or ""
|
||||
timing_signal = row["timing_signal"] or "买入"
|
||||
wl_entry = {
|
||||
"code": code,
|
||||
"name": row["name"] or code,
|
||||
"entry_low": entry_low,
|
||||
"entry_high": entry_high,
|
||||
"stop_loss": row["stop_loss"],
|
||||
"type": "自选策略",
|
||||
"action": action,
|
||||
"timing_signal": timing_signal,
|
||||
}
|
||||
to_check.append(wl_entry)
|
||||
except Exception as e:
|
||||
print(f"[WATCHLIST_MERGE FAIL] {e}", file=sys.stderr)
|
||||
|
||||
if not to_check:
|
||||
print("[SILENT] 无需要检查的策略")
|
||||
return 0
|
||||
|
||||
# ----- 自选股买入区偏离自动重评 (从 holding_strategies 读，watchlist_stocks 已废弃) -----
|
||||
try:
|
||||
import subprocess, sqlite3
|
||||
db = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
|
||||
db.row_factory = sqlite3.Row
|
||||
wl_stocks = db.execute(
|
||||
"SELECT code, name, entry_low, entry_high "
|
||||
"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
|
||||
"AND entry_low IS NOT NULL AND entry_high IS NOT NULL AND entry_low > 0"
|
||||
).fetchall()
|
||||
db.close()
|
||||
reassess_scripts = []
|
||||
for ws in wl_stocks:
|
||||
code, name, wl_el, wl_eh = ws
|
||||
if not wl_el or not wl_el or wl_el <= 0:
|
||||
continue
|
||||
center = (wl_el + wl_eh) / 2
|
||||
# 从 decisions 拿实时价
|
||||
price_map = fetch_prices([code])
|
||||
cur_price = price_map.get(code, (None, None))[0]
|
||||
if not cur_price or cur_price <= 0:
|
||||
continue
|
||||
drift = (cur_price / center - 1) * 100
|
||||
# 触发条件：价格偏离>15% 或 买入区明确错误（价格完全在区间外且偏离>50%）
|
||||
price_outside = cur_price < wl_el or cur_price > wl_eh
|
||||
if abs(drift) > 15 or (price_outside and abs(drift) > 50):
|
||||
reassess_scripts.append(code)
|
||||
print(f"[AUTO_REASSESS] {name}({code}) 价{cur_price:.2f}偏离买入区中心{center:.2f} {drift:+.0f}% → 触发重评")
|
||||
if reassess_scripts:
|
||||
# 调用 per_stock_reassess（每轮最多5只，防LLM慢导致整批超时；其余下轮继续）
|
||||
reassess_path = None
|
||||
for p in ['/home/hmo/MoFin/scripts/per_stock_reassess.py',
|
||||
'/home/hmo/.hermes/profiles/position-analyst/scripts/per_stock_reassess.py']:
|
||||
if os.path.exists(p):
|
||||
reassess_path = p
|
||||
break
|
||||
if reassess_path:
|
||||
MAX_PER_RUN = 5
|
||||
batch = reassess_scripts[:MAX_PER_RUN]
|
||||
if len(reassess_scripts) > MAX_PER_RUN:
|
||||
print(f"[AUTO_REASSESS] 本轮限{MAX_PER_RUN}只，剩余{len(reassess_scripts)-MAX_PER_RUN}只下轮继续")
|
||||
for code in batch:
|
||||
try:
|
||||
# LLM 重评冷启动 20-100s，deepseek-v4-pro 更慢 → 480s
|
||||
r = subprocess.run(['python3', reassess_path, code],
|
||||
capture_output=True, text=True, timeout=480)
|
||||
out = r.stdout.strip()[:200] if r.stdout else ""
|
||||
err = r.stderr.strip()[:200] if r.stderr else ""
|
||||
print(f" → {code}: exited={r.returncode} {out}")
|
||||
except subprocess.TimeoutExpired:
|
||||
print(f" → {code}: 超时480s（LLM仍慢），下轮重试")
|
||||
except Exception as e:
|
||||
print(f"[AUTO_REASSESS FAIL] {e}")
|
||||
# ----- 结束 自选股重评 -----
|
||||
# 🔁 重评后重新从DB读取策略数据，刷新to_check
|
||||
try:
|
||||
decisions_list = read_decisions()
|
||||
if not isinstance(decisions_list, list):
|
||||
decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
|
||||
to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
|
||||
# 重新合并自选（从 holding_strategies 读）
|
||||
db2 = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
|
||||
db2.row_factory = sqlite3.Row
|
||||
wl_rows2 = db2.execute(
|
||||
"SELECT code, name, entry_low, entry_high, stop_loss, take_profit, rr_ratio, timing_signal, action "
|
||||
"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
|
||||
"AND entry_low IS NOT NULL AND entry_high IS NOT NULL AND entry_low > 0"
|
||||
).fetchall()
|
||||
db2.close()
|
||||
existing_codes2 = {d["code"] for d in to_check}
|
||||
for row in wl_rows2:
|
||||
code = str(row["code"])
|
||||
if code in existing_codes2:
|
||||
continue
|
||||
entry_low = row["entry_low"]
|
||||
entry_high = row["entry_high"]
|
||||
if not entry_low or not entry_high or entry_low <= 0:
|
||||
continue
|
||||
action = row["action"] or ""
|
||||
timing_signal = row["timing_signal"] or "买入"
|
||||
wl_entry = {
|
||||
"code": code,
|
||||
"name": row["name"] or code,
|
||||
"entry_low": entry_low,
|
||||
"entry_high": entry_high,
|
||||
"stop_loss": row["stop_loss"],
|
||||
"type": "自选策略",
|
||||
"action": action,
|
||||
"timing_signal": timing_signal,
|
||||
}
|
||||
to_check.append(wl_entry)
|
||||
except Exception as e:
|
||||
print(f"[RELOAD FAIL] {e}", file=sys.stderr)
|
||||
|
||||
# ----- 组合级监测：读取总仓位 + 弱势比例 -----
|
||||
position_pct = 0
|
||||
cash = 0
|
||||
total_assets = 0
|
||||
try:
|
||||
pf = read_portfolio()
|
||||
position_pct = pf.get("position_pct", 0)
|
||||
cash = pf.get("cash", 0)
|
||||
total_assets = pf.get("total_assets", 0)
|
||||
except Exception:
|
||||
pass
|
||||
# 统计持仓策略中弱势/深套的比例
|
||||
weak_count = 0
|
||||
holding_count = 0
|
||||
for d in decisions_list:
|
||||
if d.get("type") == "持仓策略" and d.get("status") not in ("closed", "inactive"):
|
||||
holding_count += 1
|
||||
cat = d.get("stock_category", "")
|
||||
if cat in ("弱势", "深套"):
|
||||
weak_count += 1
|
||||
weak_ratio = (weak_count / holding_count * 100) if holding_count > 0 else 0
|
||||
|
||||
prices = fetch_prices([d["code"] for d in to_check])
|
||||
now = datetime.now(timezone.utc).astimezone()
|
||||
found = 0
|
||||
|
||||
for d in to_check:
|
||||
code = d["code"]
|
||||
name = d.get("name", code)
|
||||
el = d.get("entry_low")
|
||||
eh = d.get("entry_high")
|
||||
sl = d.get("stop_loss")
|
||||
tp = d.get("take_profit")
|
||||
ts = d.get("created_at") or d.get("timestamp") or d.get("updated_at", "")
|
||||
is_wl = "自选" in (d.get("type", ""))
|
||||
|
||||
pi = prices.get(code)
|
||||
if not pi:
|
||||
continue
|
||||
price, chg = pi
|
||||
if price <= 0:
|
||||
continue
|
||||
|
||||
issues, flags = [], []
|
||||
tag = "[自选]" if is_wl else "[持仓]"
|
||||
|
||||
# -- 偏离 --
|
||||
if is_wl and not issues and not flags:
|
||||
# 自选在买入区上沿与20%之间（零标记漏洞）：标记为小幅偏离
|
||||
if el and eh and price > eh:
|
||||
flags.append("[WL_DRIFT]")
|
||||
flags.append("[STRATEGY_STALE]")
|
||||
issues.append(f"[STRATEGY_STALE] 价{price:.2f}超买入区上沿+{((price/eh)-1)*100:.1f}%，买入区需重评")
|
||||
if is_wl and el and eh:
|
||||
# 读取 timing_signal 判断策略有效性（timing_signal 字段优先，fallback to action）
|
||||
current_str = d.get("current", "") or ""
|
||||
timing_signal = d.get("timing_signal", "") or current_str
|
||||
has_nonbuy_signal = any(kw in timing_signal for kw in [
|
||||
"等企稳再入", "等企稳", "弱势持有", "观望",
|
||||
"不建议买入", "谨慎买入",
|
||||
])
|
||||
|
||||
# 直接计算 R/R（不依赖文本匹配）
|
||||
rr_invalid = False
|
||||
if sl and sl > 0 and tp and tp > 0 and price > sl:
|
||||
rr = (tp - price) / (price - sl)
|
||||
if rr < 1.5:
|
||||
rr_invalid = True
|
||||
# 也检查 tp 是否接近或低于成本（微盈/浮亏止盈）
|
||||
cost = d.get("cost", 0)
|
||||
if cost and cost > 0 and tp <= cost * 1.05:
|
||||
rr_invalid = True
|
||||
|
||||
strategy_deficient = has_nonbuy_signal or rr_invalid
|
||||
# 对自选无止盈位的也标记（策略不完整）
|
||||
if not tp or tp == 0:
|
||||
strategy_deficient = True
|
||||
|
||||
if el <= price <= eh:
|
||||
flags.append("[WL_IN]")
|
||||
if strategy_deficient:
|
||||
flags.append("[STRATEGY_STALE]")
|
||||
issues.append(f"[STRATEGY_STALE] 价{price:.2f}在买入区{el}~{eh}但策略不完整（{'RR='+f'{rr:.2f}<1.5' if rr_invalid else '无止盈位' if not tp else '非买入信号'}），买入区需重评")
|
||||
else:
|
||||
issues.append(f"[PUSH] 价{price:.2f}入买入区{el}~{eh}")
|
||||
elif price > eh * 1.35:
|
||||
flags.append("[WL_HIGH]")
|
||||
flags.append("[STRATEGY_STALE]")
|
||||
issues.append(f"[STRATEGY_STALE] 价{price:.2f}高出买入区+{((price/eh)-1)*100:.0f}%，买入区需重评")
|
||||
elif price > eh * 1.20:
|
||||
flags.append("[WL_DRIFT]")
|
||||
flags.append("[STRATEGY_STALE]")
|
||||
issues.append(f"[STRATEGY_STALE] 价{price:.2f}高出买入区+{((price/eh)-1)*100:.0f}%，买入区需重评")
|
||||
elif price > eh:
|
||||
flags.append("[WL_DRIFT]")
|
||||
flags.append("[STRATEGY_STALE]")
|
||||
issues.append(f"[STRATEGY_STALE] 价{price:.2f}超买入区上沿+{((price/eh)-1)*100:.1f}%，买入区需重评")
|
||||
elif not is_wl and eh:
|
||||
dp = (price / eh - 1) * 100
|
||||
if dp > 35:
|
||||
flags.append("[SEVERE]")
|
||||
issues.append(f"偏离买入区上沿+{dp:.0f}%")
|
||||
elif dp > 20:
|
||||
flags.append("[DRIFT]")
|
||||
issues.append(f"偏离买入区上沿+{dp:.0f}%")
|
||||
elif dp > 10:
|
||||
flags.append("[WARN]")
|
||||
issues.append(f"偏离买入区上沿+{dp:.0f}%")
|
||||
# 持仓在买入区内但 R/R 不达标
|
||||
if el and sl and sl > 0 and tp and tp > 0 and price > sl:
|
||||
if el <= price <= eh:
|
||||
rr = (tp - price) / (price - sl)
|
||||
if rr < 1.5:
|
||||
flags.append("[RR_WARN]")
|
||||
issues.append(f"买入区内RR仅{rr:.2f}<1.5，策略需重评")
|
||||
|
||||
# -- 距止损/止盈（仅持仓） --
|
||||
if not is_wl:
|
||||
if sl and sl > 0:
|
||||
dsl = (price / sl - 1) * 100
|
||||
if dsl < 5:
|
||||
# 成本基准校验：浮盈>5%时止损是利润保护，不是危险信号
|
||||
# (mirrors NEAR_TP cost_check logic at line 195-198)
|
||||
cost = d.get("cost")
|
||||
if cost and cost > 0 and price > cost * 1.05:
|
||||
flags.append("[PROFIT_PROTECT]")
|
||||
pnl = (price / cost - 1) * 100
|
||||
issues.append(f"距止损仅{dsl:.1f}%(利润保护,浮盈{pnl:.0f}%)")
|
||||
else:
|
||||
flags.append("[NEAR_SL]")
|
||||
issues.append(f"距止损仅{dsl:.1f}%")
|
||||
if tp and tp > 0:
|
||||
dtp = (tp / price - 1) * 100
|
||||
if dtp < 5:
|
||||
# 成本基准校验：止盈标记只有在盈利≥5%时才有效
|
||||
cost_check = True
|
||||
cost = d.get("cost")
|
||||
if cost and cost > 0 and price < cost * 1.05:
|
||||
cost_check = False
|
||||
if cost_check:
|
||||
flags.append("[NEAR_TP]")
|
||||
issues.append(f"距止盈仅{dtp:.1f}%")
|
||||
|
||||
# -- 过期 --
|
||||
stale_limit = 30 if is_wl else 14
|
||||
if ts:
|
||||
try:
|
||||
ud = datetime.fromisoformat(ts)
|
||||
if ud.tzinfo is None:
|
||||
ud = ud.replace(tzinfo=timezone.utc)
|
||||
days = (now - ud).days
|
||||
if days > stale_limit:
|
||||
flags.append("[STALE]")
|
||||
issues.append(f"{days}天未更新(>{stale_limit})")
|
||||
except (ValueError, TypeError):
|
||||
pass
|
||||
|
||||
if issues:
|
||||
# 仅输出有明确操作信号的行：[PUSH]=推荐买入, [STRATEGY_STALE]=需重评
|
||||
# 静默其他纯信息行（如仅"价XX高出/高于买入区"而无操作建议）
|
||||
if any("[PUSH]" in i or "[STRATEGY_STALE]" in i for i in issues):
|
||||
print(f"{' '.join(flags)} {tag} {name}({code}) 价{price:.2f}{chg} | 买入{el}~{eh} | {'; '.join(issues)}")
|
||||
found += 1
|
||||
|
||||
if found == 0:
|
||||
print("[SILENT] 所有策略正常")
|
||||
|
||||
# ----- 组合级警报 -----
|
||||
portfolio_alerts = 0
|
||||
if holding_count > 0:
|
||||
if weak_ratio > 40:
|
||||
print(f"\n[PORTFOLIO_WEAK] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})！仓位{position_pct:.1f}% → 建议系统性减仓")
|
||||
portfolio_alerts += 1
|
||||
elif weak_ratio > 30:
|
||||
print(f"\n[PORTFOLIO_WEAK_MILD] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})，仓位{position_pct:.1f}%，关注")
|
||||
portfolio_alerts += 1
|
||||
if position_pct > 80 and holding_count > 0:
|
||||
# 仓位过满提醒
|
||||
print(f"[PORTFOLIO_FULL] 总仓位{position_pct:.1f}% > 80%，现金{cash:.0f}({cash/total_assets*100:.1f}%)")
|
||||
portfolio_alerts += 1
|
||||
if portfolio_alerts > 0:
|
||||
found += portfolio_alerts
|
||||
|
||||
return found
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user