From 880d3848860af376745c4e108cc142490157c254 Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Mon, 3 Aug 2026 23:09:37 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E8=87=AA=E9=80=89=E9=80=80=E5=87=BA?=
 =?UTF-8?q?=E5=9B=9E=E5=BD=92=E9=80=89=E8=82=A1=E6=B1=A0(watchlist=5Fauto?=
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老莫指出策略需退出机制且回归选股池。发现现役watchlist_auto_exit.py已是完整退出机制
(卖出信号/超买区20%/跌破买区15%/死水3连/RR<1.5), 但DELETE后票直接消失不回归。
改造: DELETE前 INSERT candidates(清除dropped/promoted), 票回归选股池重走完整流程。
删除重复的strategy_expiry.py(与现役机制冲突)
---
 deploy/profile-scripts/strategy_expiry.py     | 90 -------------------
 deploy/profile-scripts/watchlist_auto_exit.py | 11 +++
 2 files changed, 11 insertions(+), 90 deletions(-)
 delete mode 100644 deploy/profile-scripts/strategy_expiry.py

diff --git a/deploy/profile-scripts/strategy_expiry.py b/deploy/profile-scripts/strategy_expiry.py
deleted file mode 100644
index e3faa9bd..00000000
--- a/deploy/profile-scripts/strategy_expiry.py
+++ /dev/null
@@ -1,90 +0,0 @@
-#!/usr/bin/env python3
-"""strategy_expiry.py — 策略失效机制（2026-08-03 新增）
-
-背景：老莫指出策略越来越多、缺乏退出机制。自选策略(候选)设定买入区后，
-如果价格跌穿买入区太远、或超时未回到买入区、或涨过头不再可能回落，
-原策略应废除，票回归选股池，下次重新走完整流程。
-
-只处理"候选/自选策略"(未持仓)，不动已持仓策略(有止损止盈管理)。
-
-失效规则（对齐老莫 2026-08-03 描述）：
-  1. 跌穿失效: price < entry_low × 0.85   (跌破买入区下沿15%——跌太远，原买入逻辑失效)
-  2. 涨过头失效: price > entry_high × 1.20 (超过买入区上沿20%——不可能回落到买入区)
-  3. 超时失效: updated_at 距今 > 30交易日(约45自然日) 且 期间价格未回到买入区
-     (简化: 用当前价 vs 买入区 + 时间, 后续可细化区间内价格轨迹)
-
-失效动作:
-  - status → 'closed', superseded_at → now, reason 记录
-  - 票回归选股池（下次扫描重新走 Stage1→Stage2 完整流程）
-
-用法: python3 strategy_expiry.py [--dry-run]
-"""
-import sys, sqlite3, json
-from datetime import datetime, timedelta
-from pathlib import Path
-
-DB = Path("/home/hmo/MoFin/data/mofin.db")
-DRY = "--dry-run" in sys.argv
-
-# ── 参数（可调）──
-DOWN_DEV = 0.85    # 跌破买入区下沿至 85% 即失效（跌 15%）
-UP_DEV = 1.20      # 超过买入区上沿 120% 即失效（涨 20%）
-STALE_DAYS = 45    # 超时：45 自然日(约30交易日)未回到买入区
-
-
-def check_expiry(conn):
-    """扫描 active 自选策略(未持仓候选)，返回失效清单"""
-    rows = conn.execute("""
-        SELECT id, code, name, entry_low, entry_high, price, updated_at, decision_type
-        FROM holding_strategies
-        WHERE status='active' AND (shares IS NULL OR shares=0) AND (cost IS NULL OR cost=0)
-    """).fetchall()
-    expired = []
-    now = datetime.now()
-    for rid, code, name, el, eh, price, upd, dtype in rows:
-        if not el or not eh or not price:
-            continue
-        reason = None
-        # 1. 跌穿失效
-        if price < el * DOWN_DEV:
-            reason = f"跌穿买入区: price={price} < entry_low×{DOWN_DEV}={el*DOWN_DEV:.2f} (跌{ (1-price/el)*100:.0f}%)"
-        # 2. 涨过头失效
-        elif price > eh * UP_DEV:
-            reason = f"涨过头: price={price} > entry_high×{UP_DEV}={eh*UP_DEV:.2f} (涨{ (price/eh-1)*100:.0f}%)"
-        # 3. 超时失效（用 updated_at，created_at 基本为空）
-        elif upd:
-            try:
-                upd_dt = datetime.strptime(str(upd)[:19], "%Y-%m-%d %H:%M:%S")
-                if (now - upd_dt).days > STALE_DAYS:
-                    # 且当前价不在买入区（若在买入区说明还在等回调，不失效）
-                    if not (el <= price <= eh):
-                        reason = f"超时{ (now-upd_dt).days }天未回到买入区(当前{price} 区间{el}~{eh})"
-            except Exception:
-                pass
-        if reason:
-            expired.append({"id": rid, "code": code, "name": name, "reason": reason, "dtype": dtype})
-    return expired
-
-
-def main():
-    conn = sqlite3.connect(str(DB))
-    expired = check_expiry(conn)
-    print(f"扫描 active 候选策略: {len(expired)} 条需失效")
-    if DRY:
-        print("(--dry-run 不执行)")
-    for e in expired:
-        print(f"  ⛔ {e['code']} {e['name']} [{e['dtype']}]: {e['reason']}")
-    if not DRY and expired:
-        for e in expired:
-            conn.execute("""
-                UPDATE holding_strategies
-                SET status='closed', superseded_at=datetime('now','localtime'), reason=?
-                WHERE id=?
-            """, (f"策略失效: {e['reason']}", e["id"]))
-        conn.commit()
-        print(f"✅ 已失效 {len(expired)} 条策略，票已回归选股池")
-    conn.close()
-
-
-if __name__ == "__main__":
-    main()
diff --git a/deploy/profile-scripts/watchlist_auto_exit.py b/deploy/profile-scripts/watchlist_auto_exit.py
index fd281f25..40e14dca 100644
--- a/deploy/profile-scripts/watchlist_auto_exit.py
+++ b/deploy/profile-scripts/watchlist_auto_exit.py
@@ -98,6 +98,17 @@ def main(dry_run=False):
                     "DELETE FROM holding_strategies WHERE code=? AND status='active' AND decision_type='自选策略'",
                     (code,)
                 )
+                # 回归选股池（2026-08-03 老莫修正：废除策略后票回归候选池，下次重走完整流程）
+                _stock_name = conn.execute("SELECT name FROM stocks WHERE code=?", (code,)).fetchone()
+                conn.execute(
+                    "INSERT INTO candidates (code, name, sector, reason, dropped, drop_reason, promoted, created_at) "
+                    "VALUES (?,?,?,?,0,NULL,0,datetime('now','localtime')) "
+                    "ON CONFLICT(code) DO UPDATE SET "
+                    "name=excluded.name, dropped=0, drop_reason=NULL, promoted=0, "
+                    "reason=excluded.reason, created_at=excluded.created_at",
+                    (code, (_stock_name[0] if _stock_name else name) or "", "v_mr",
+                     "自选退出回归选股池: " + reason_text)
+                )
                 print(f"  🔴 删除: {code} {name or ''} | {reason_text}")
         else:
             kept.append(code)