feat: mo_alphasift_bridge.py — AlphaSift screening → MoFin watchlist auto-bridge
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#!/usr/bin/env python3
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"""
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mo_alphasift_bridge.py — AlphaSift 选股 → MoFin 自选池自动对接
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流程：
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1. 调用 DSA AlphaSift API → 获取候选股列表
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2. 过滤（评分阈值 + 去重自选池/持仓）
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3. 写入 MoFin watchlist.json
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4. 调用 regenerate_all() 生成策略 → decisions.json
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5. price_monitor 自动接管监控
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用法：
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python3 mo_alphasift_bridge.py # 默认策略 balanced_alpha
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python3 mo_alphasift_bridge.py --strategy dual_low # 指定策略
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python3 mo_alphasift_bridge.py --dry-run # 只看不写
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python3 mo_alphasift_bridge.py --min-score 6 # 最低评分阈值
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集成到 cron:
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0 10 * * 1-5 cd /home/hmo/MoFin && python3 mo_alphasift_bridge.py
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"""
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import sys, os, json, argparse, urllib.request, time
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from datetime import datetime
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from pathlib import Path
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# ── 配置 ─────────────────────────────────────────────────────────────
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DSA_API = "http://127.0.0.1:8001"
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MOFIN_DATA = Path("/home/hmo/web-dashboard/data")
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WATCHLIST_PATH = MOFIN_DATA / "watchlist.json"
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PORTFOLIO_PATH = MOFIN_DATA / "portfolio.json"
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DEFAULT_STRATEGY = "balanced_alpha"
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DEFAULT_MARKET = "cn"
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DEFAULT_MAX = 15
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MIN_SCORE = 5 # 最低评分
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MAX_ADD = 5 # 每次最多加几只
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def load_json(path):
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try:
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return json.loads(path.read_text(encoding="utf-8"))
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except:
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return None
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def save_json(path, data):
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path.parent.mkdir(parents=True, exist_ok=True)
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path.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8")
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def call_api(endpoint, method="GET", body=None):
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url = f"{DSA_API}{endpoint}"
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data = json.dumps(body).encode() if body else None
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req = urllib.request.Request(url, data=data, method=method,
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headers={"Content-Type": "application/json"})
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try:
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with urllib.request.urlopen(req, timeout=120) as r:
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return json.loads(r.read())
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except Exception as e:
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print(f"API 错误: {e}")
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return None
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# ── 核心逻辑 ─────────────────────────────────────────────────────────
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def run_screen(strategy, market, max_results, dry_run=False):
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"""运行 AlphaSift 选股并写入 MoFin 自选池"""
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# 1. AlphaSift 选股
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print(f"🔍 AlphaSift 选股: 策略={strategy} 市场={market}", flush=True)
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result = call_api("/api/v1/alphasift/screen", "POST", {
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"strategy": strategy, "market": market, "max_results": max_results
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})
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if not result or not result.get("candidates"):
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print(" ❌ 无候选股或 AlphaSift 返回空")
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return
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candidates = result["candidates"]
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print(f" AlphaSift 返回 {len(candidates)} 只候选股")
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if result.get("llm_market_view"):
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print(f" 市场观点: {result['llm_market_view'][:80]}...")
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# 2. 加载现有自选池和持仓，去重
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wl = load_json(WATCHLIST_PATH) or {"stocks": []}
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pf = load_json(PORTFOLIO_PATH) or {"holdings": []}
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existing_codes = set()
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for s in wl.get("stocks", []):
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existing_codes.add(str(s.get("code", "")).strip())
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for h in pf.get("holdings", []):
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existing_codes.add(str(h.get("code", "")).strip())
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# 3. 过滤：评分达标 + 不在现有自选/持仓中
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new_stocks = []
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for c in candidates:
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code = str(c.get("code", "")).strip()
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score = c.get("score", 0) or c.get("llm_score", 0) or 0
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name = c.get("name", "") or c.get("llm_thesis", "")[:20] or code
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if score < MIN_SCORE:
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continue
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if code in existing_codes:
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print(f" ⏭ {code} {name} (已在自选/持仓中)")
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continue
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entry = {
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"code": code,
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"name": name,
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"price": c.get("price", 0),
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"tag": f"alpha_sift_{strategy}",
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"source": "alpha_sift",
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"added_at": datetime.now().strftime("%Y-%m-%d %H:%M"),
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"alpha_score": score,
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"alpha_reason": (c.get("reason", "") or c.get("llm_thesis", ""))[:200],
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"analysis": {},
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}
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new_stocks.append(entry)
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existing_codes.add(code)
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if not new_stocks:
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print(" ℹ️ 没有符合条件的新标的")
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return
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# 限制数量
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new_stocks = new_stocks[:MAX_ADD]
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print(f"\n ✅ 新增 {len(new_stocks)} 只到自选池:")
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for s in new_stocks:
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print(f" {s['code']} {s['name']} (评分{s['alpha_score']})")
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if dry_run:
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print("\n [DRY RUN] 未实际写入")
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return
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# 4. 写入 watchlist.json
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wl["stocks"].extend(new_stocks)
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wl["updated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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save_json(WATCHLIST_PATH, wl)
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print(f" 已写入 {WATCHLIST_PATH}")
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# 5. 触发策略生成
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print("\n🔄 调用 regenerate_all() 生成策略...")
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try:
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sys.path.insert(0, str(MOFIN_DATA.parent))
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from strategy_lifecycle import regenerate_all
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result = regenerate_all(stdout=True)
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if result:
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print(f" 策略生成完成: total={result.get('total',0)} ok={result.get('ok',0)}")
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except Exception as e:
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print(f" ⚠️ regenerate_all() 失败: {e}")
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print(" 新股票已加入自选池，下次 cron 会自动生成策略")
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# ── CLI ──────────────────────────────────────────────────────────────
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def main():
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parser = argparse.ArgumentParser(description="AlphaSift → MoFin 自动对接")
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parser.add_argument("--strategy", default=DEFAULT_STRATEGY,
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help=f"选股策略 (默认: {DEFAULT_STRATEGY})")
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parser.add_argument("--market", default=DEFAULT_MARKET,
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help=f"市场 (默认: {DEFAULT_MARKET})")
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parser.add_argument("--max", type=int, default=DEFAULT_MAX,
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help=f"AlphaSift 最多返回 (默认: {DEFAULT_MAX})")
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parser.add_argument("--min-score", type=int, default=MIN_SCORE,
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help=f"最低评分 (默认: {MIN_SCORE})")
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parser.add_argument("--dry-run", action="store_true",
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help="只看不写")
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args = parser.parse_args()
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# 列出可用策略
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if args.strategy == "list":
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r = call_api("/api/v1/alphasift/strategies")
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if r and r.get("strategies"):
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print("可用策略:")
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for s in r["strategies"]:
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print(f" {s['id']}: {s.get('name','?')} - {s.get('description','')[:60]}")
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return
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run_screen(args.strategy, args.market, args.max, args.dry_run)
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if __name__ == "__main__":
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main()
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