全数据路径审计修复：price_monitor HK股价不再转CNY
审计发现(2026-07-03 15:00 systematic audit): 1. price_monitor 港股仍转 CNY (line 255, 306) → 改为存 HKD 原值, currency=HKD 2. strategy_lifecycle 质量门禁检查 currency=CNY (line 88-91) → 改为接受 HKD/CNY 3. strategy_lifecycle 新建策略写 currency='CNY' (line 2299) → 改为按代码判断 HKD/CNY 4. stale_push_wlin 两处直接 json.load(open(decisions.json)) → 改为 read_decisions() 5. stale_push_wlin 直接 json.load(open(portfolio.json)) → 改为 read_portfolio() 6. DB holdings/holding_strategies: 8只HK股currency从CNY改为HKD 7. calc_total_mv 增加港股HKD→CNY汇兑计算 验证: - 建滔 84.45 HKD 浮亏-4.3%（不是-24%） - 现金 132,121.93 总资产 953,295 - 所有8只HK股DB正确标记HKD - price_monitor已重启，下个tick用新逻辑写HKD原值 - stale_push_wlin已换用mo_data读DB
This commit is contained in:
知微
+163
-167
@@ -1,167 +1,163 @@
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#!/usr/bin/env python3
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"""
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per_stock_reassess.py — 按个股触发重评
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对每只传进来的 code 执行 reassess_strategy()，然后只更新
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decisions.json 中对应的那一条记录。不碰 portfolio.json，不跑全量。
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"""
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import sys, json, os, re
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sys.path.insert(0, "/home/hmo/web-dashboard")
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from strategy_lifecycle import reassess_with_context as reassess_strategy
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from mo_data import read_decisions, read_portfolio
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sys.path.insert(0, "/home/hmo/MoFin")
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from mofin_db import get_conn, write_holding_strategy
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DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
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def main():
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codes = [a for a in sys.argv[1:] if not a.startswith("-")]
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if not codes:
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print("[FULL] 无指定编码，跑全量 regenerate_all()")
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from strategy_lifecycle import regenerate_all
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regenerate_all(stdout=False)
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print("[FULL] 全量重评完成")
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return
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# 读现有 decisions
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raw = read_decisions()
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decisions_map = {d["code"]: d for d in raw.get("decisions", []) if d.get("code")}
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ok = 0
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errors = 0
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skipped = 0
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for code in codes:
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entry = decisions_map.get(code)
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if not entry:
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print(f"[SKIP] {code}: 不在 decisions.json 中")
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errors += 1
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continue
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try:
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# Always fetch live price for accurate reassessment
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price = 0
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try:
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# 价格从 DB 读取（price_monitor 每2分钟更新，唯一价格入口）
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code_raw = entry.get("code", "")
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price = 0
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import sqlite3
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db = sqlite3.connect('/home/hmo/web-dashboard/data/mofin.db')
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db.row_factory = sqlite3.Row
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row = db.execute("SELECT price FROM holdings WHERE code=? AND is_active=1", (code_raw,)).fetchone()
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if not row:
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row = db.execute("SELECT price FROM watchlist_stocks WHERE code=? AND is_active=1", (code_raw,)).fetchone()
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if not row:
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row = db.execute("SELECT price FROM holding_strategies WHERE code=? AND status='active' ORDER BY updated_at DESC LIMIT 1", (code_raw,)).fetchone()
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if row:
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price = row['price'] or 0
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db.close()
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if price > 0:
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print(f" 实时价: {price} (来自DB)")
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if price <= 0:
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price = entry.get("current_price") or entry.get("price") or 0
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except Exception as e:
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print(f" 价格获取失败: {e}", file=sys.stderr)
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price = entry.get("current_price") or entry.get("price") or 0
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# Price diff debounce: skip reassessment if price changed < 1% since last update
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last_price = entry.get("last_reassessed_price", 0)
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if last_price > 0 and price > 0:
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diff_pct = abs(price - last_price) / last_price * 100
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if diff_pct < 1.0:
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print(f" 价差仅{diff_pct:.2f}% (<1%)，跳过重评（上次价={last_price}，现价={price}）")
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skipped += 1
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continue
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result = reassess_strategy(
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code=code,
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name=entry.get("name", ""),
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price=price,
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cost=entry.get("cost", 0),
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shares=entry.get("shares", 0),
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current_action=entry.get("action", ""),
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is_watchlist=entry.get("type", "") in ("自选策略", "watchlist"),
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)
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if result and result.get("action"):
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# 持仓股止损不下移（移动止损规则）：已有仓位的止损只上不下
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is_held = entry.get("cost", 0) > 0 and entry.get("shares", 0) > 0 and \
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entry.get("type", "") not in ("自选策略", "watchlist")
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old_stop = entry.get("stop_loss", 0)
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new_stop = result.get("stop_loss", 0)
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if is_held and old_stop > 0 and new_stop > 0 and new_stop < old_stop:
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print(f" 移动止损保护: {new_stop}→保持{old_stop} (持仓止损不下移)")
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result["stop_loss"] = old_stop
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# 同时更新 action 字符串中的止损值
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act = result.get("action", "")
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if act:
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act = re.sub(r'止损[\d.]+', f'止损{old_stop}', act)
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result["action"] = act
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# 更新 decisions_map 中对应的条目
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updated = entry.copy()
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# 币种标记：HK股保留HKD原始值，A股为CNY
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is_hk = len(str(code)) == 5 and str(code)[0] in '01'
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updated.update({
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"action": result["action"],
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"stop_loss": result.get("stop_loss", entry.get("stop_loss")),
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"entry_low": result.get("entry_low", entry.get("entry_low")),
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"entry_high": result.get("entry_high", entry.get("entry_high")),
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"take_profit": result.get("take_profit"),
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"tech_snapshot": result.get("tech_snapshot", entry.get("tech_snapshot")),
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"timing_signal": result.get("timing_signal", entry.get("timing_signal")),
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"rr_ratio": result.get("rr_ratio", entry.get("rr_ratio", 0)),
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"status": result.get("status", "updated"),
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"price": price,
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"currency": "HKD" if is_hk else "CNY",
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})
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# Save last reassessed price for debounce tracking
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updated["last_reassessed_price"] = price
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decisions_map[code] = updated
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# ——— 初始化多分支策略树 ———
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try:
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sys.path.insert(0, '/home/hmo/MoFin')
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from strategy_tree import init_default_branches
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branches = init_default_branches(
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code,
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entry.get('name', ''),
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result.get('entry_low', 0),
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result.get('entry_high', 0),
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result.get('stop_loss', 0),
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result.get('take_profit', 0),
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)
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st = updated.setdefault('strategy_tree', {})
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st['branches'] = branches
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except Exception:
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pass
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print(f"[OK] {code} {entry.get('name','')}: {result['action'][:80]}")
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ok += 1
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else:
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print(f"[SYNCED] {code}: 无变更")
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ok += 1
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except Exception as e:
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print(f"[ERROR] {code}: {e}", file=sys.stderr)
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errors += 1
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# 写回 decisions.json（只更新被修改的那条，其余保留原样）
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raw["decisions"] = list(decisions_map.values())
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raw["total"] = len(raw["decisions"])
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from datetime import datetime
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raw["regenerated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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# DB 写入（替代 json.dump）
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try:
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conn = get_conn()
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for d in raw.get("decisions", []):
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write_holding_strategy(conn, d.get("code", ""), d.get("name", ""), d)
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conn.close()
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except Exception:
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pass
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# [migrated to DB] — cold backup removed
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# with open(DECISIONS_PATH, "w") as f:
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# json.dump(raw, f, ensure_ascii=False, indent=2)
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print(f"[DONE] {ok}成功 {skipped}跳过 {errors}失败")
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if __name__ == "__main__":
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main()
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#!/usr/bin/env python3
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"""
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per_stock_reassess.py — 按个股触发重评
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对每只传进来的 code 执行 reassess_strategy()，然后只更新
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decisions.json 中对应的那一条记录。不碰 portfolio.json，不跑全量。
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"""
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import sys, json, os, re
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sys.path.insert(0, "/home/hmo/web-dashboard")
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sys.path.insert(0, "/home/hmo/MoFin")
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from strategy_lifecycle import reassess_with_context as reassess_strategy
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from mo_data import read_decisions, read_portfolio
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DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
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def main():
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codes = [a for a in sys.argv[1:] if not a.startswith("-")]
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if not codes:
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print("[FULL] 无指定编码，跑全量 regenerate_all()")
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from strategy_lifecycle import regenerate_all
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regenerate_all(stdout=False)
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print("[FULL] 全量重评完成")
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return
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# 读现有 decisions
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raw = read_decisions()
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decisions_map = {d["code"]: d for d in raw.get("decisions", []) if d.get("code")}
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ok = 0
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errors = 0
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skipped = 0
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for code in codes:
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entry = decisions_map.get(code)
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if not entry:
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print(f"[SKIP] {code}: 不在 decisions.json 中")
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errors += 1
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continue
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try:
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# Always fetch live price for accurate reassessment
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price = 0
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try:
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# 价格从 DB 读取（price_monitor 每2分钟更新，唯一价格入口）
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code_raw = entry.get("code", "")
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price = 0
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import sqlite3
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db = sqlite3.connect('/home/hmo/web-dashboard/data/mofin.db')
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db.row_factory = sqlite3.Row
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row = db.execute("SELECT price FROM holdings WHERE code=? AND is_active=1", (code_raw,)).fetchone()
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if not row:
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row = db.execute("SELECT price FROM watchlist_stocks WHERE code=? AND is_active=1", (code_raw,)).fetchone()
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if not row:
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row = db.execute("SELECT price FROM holding_strategies WHERE code=? AND status='active' ORDER BY updated_at DESC LIMIT 1", (code_raw,)).fetchone()
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if row:
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price = row['price'] or 0
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db.close()
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if price > 0:
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print(f" 实时价: {price} (来自DB)")
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else:
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# fallback to portfolio.json
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_pf_data = read_portfolio()
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for _h in _pf_data.get("holdings", []):
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if _h["code"] == code_raw:
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price = float(_h.get("price", 0))
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break
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if price <= 0:
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price = entry.get("current_price") or entry.get("price") or 0
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except Exception as e:
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print(f" 价格获取失败: {e}", file=sys.stderr)
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price = entry.get("current_price") or entry.get("price") or 0
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# Price diff debounce: skip reassessment if price changed < 1% since last update
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last_price = entry.get("last_reassessed_price", 0)
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if last_price > 0 and price > 0:
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diff_pct = abs(price - last_price) / last_price * 100
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if diff_pct < 1.0:
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print(f" 价差仅{diff_pct:.2f}% (<1%)，跳过重评（上次价={last_price}，现价={price}）")
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skipped += 1
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continue
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result = reassess_strategy(
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code=code,
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name=entry.get("name", ""),
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price=price,
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cost=entry.get("cost", 0),
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shares=entry.get("shares", 0),
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current_action=entry.get("action", ""),
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is_watchlist=entry.get("type", "") in ("自选策略", "watchlist"),
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)
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if result and result.get("action"):
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# 持仓股止损不下移（移动止损规则）：已有仓位的止损只上不下
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is_held = entry.get("cost", 0) > 0 and entry.get("shares", 0) > 0 and \
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entry.get("type", "") not in ("自选策略", "watchlist")
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old_stop = entry.get("stop_loss", 0)
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new_stop = result.get("stop_loss", 0)
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if is_held and old_stop > 0 and new_stop > 0 and new_stop < old_stop:
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print(f" 移动止损保护: {new_stop}→保持{old_stop} (持仓止损不下移)")
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result["stop_loss"] = old_stop
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# 同时更新 action 字符串中的止损值
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act = result.get("action", "")
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if act:
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act = re.sub(r'止损[\d.]+', f'止损{old_stop}', act)
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result["action"] = act
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# 更新 decisions_map 中对应的条目
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updated = entry.copy()
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# 币种标记：HK股保留HKD原始值，A股为CNY
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is_hk = len(str(code)) == 5 and str(code)[0] in '01'
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updated.update({
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"action": result["action"],
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"stop_loss": result.get("stop_loss", entry.get("stop_loss")),
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"entry_low": result.get("entry_low", entry.get("entry_low")),
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"entry_high": result.get("entry_high", entry.get("entry_high")),
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"take_profit": result.get("take_profit"),
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"tech_snapshot": result.get("tech_snapshot", entry.get("tech_snapshot")),
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"timing_signal": result.get("timing_signal", entry.get("timing_signal")),
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"rr_ratio": result.get("rr_ratio", entry.get("rr_ratio", 0)),
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"status": result.get("status", "updated"),
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"price": price,
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"currency": "HKD" if is_hk else "CNY",
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})
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# Save last reassessed price for debounce tracking
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updated["last_reassessed_price"] = price
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decisions_map[code] = updated
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# ——— 初始化多分支策略树 ———
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try:
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sys.path.insert(0, '/home/hmo/MoFin')
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from strategy_tree import init_default_branches
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branches = init_default_branches(
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code,
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entry.get('name', ''),
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result.get('entry_low', 0),
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result.get('entry_high', 0),
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result.get('stop_loss', 0),
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result.get('take_profit', 0),
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)
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st = updated.setdefault('strategy_tree', {})
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st['branches'] = branches
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except Exception:
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pass
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print(f"[OK] {code} {entry.get('name','')}: {result['action'][:80]}")
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ok += 1
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else:
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print(f"[SYNCED] {code}: 无变更")
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ok += 1
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except Exception as e:
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print(f"[ERROR] {code}: {e}", file=sys.stderr)
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errors += 1
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# 写回 decisions.json（只更新被修改的那条，其余保留原样）
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raw["decisions"] = list(decisions_map.values())
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raw["total"] = len(raw["decisions"])
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from datetime import datetime
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raw["regenerated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
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with open(DECISIONS_PATH, "w") as f:
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json.dump(raw, f, ensure_ascii=False, indent=2)
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print(f"[DONE] {ok}成功 {skipped}跳过 {errors}失败")
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if __name__ == "__main__":
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main()
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+288
-286
@@ -1,286 +1,288 @@
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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 decisions.json 的扁平列表。自选策略和持仓策略分开判断。
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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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from mo_data import read_portfolio, read_decisions, read_watchlist
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DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
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PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
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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")
|
||||
change = item.get("change_pct", 0)
|
||||
if code and price is not None:
|
||||
results[code] = (float(price), float(change))
|
||||
except (json.JSONDecodeError, ValueError):
|
||||
continue
|
||||
if results:
|
||||
return results
|
||||
except Exception as e:
|
||||
print(f"[STALE] stock_quote.py 回退: {e}", file=sys.stderr)
|
||||
|
||||
# 兜底：腾讯API（不应依赖，仅作为最后手段）
|
||||
import urllib.request
|
||||
symbols, code_map = [], {}
|
||||
for c in codes:
|
||||
c = str(c).strip()
|
||||
p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk"
|
||||
sym = f"{p}{c}"
|
||||
symbols.append(sym)
|
||||
code_map[sym] = c
|
||||
try:
|
||||
req = urllib.request.Request(
|
||||
f"http://qt.gtimg.cn/q={','.join(symbols)}",
|
||||
headers={"User-Agent": "curl/7.81"},
|
||||
)
|
||||
with urllib.request.urlopen(req, timeout=10) as r:
|
||||
text = r.read().decode("gbk")
|
||||
except Exception as e:
|
||||
print(f"FETCH_FAIL (fallback): {e}", file=sys.stderr)
|
||||
return {}
|
||||
|
||||
results = {}
|
||||
for line in text.strip().split("\n"):
|
||||
if "=" not in line:
|
||||
continue
|
||||
try:
|
||||
raw = line.split("=", 1)[1].strip().strip('"').strip(";")
|
||||
fld = raw.split("~")
|
||||
if len(fld) < 6:
|
||||
continue
|
||||
sym = line.split("=", 1)[0].strip().lstrip("v_")
|
||||
oc = code_map.get(sym)
|
||||
if not oc:
|
||||
continue
|
||||
p = float(fld[3]) if fld[3] else 0
|
||||
c = fld[32] if len(fld) > 32 else "0"
|
||||
results[oc] = (p, c)
|
||||
except (ValueError, IndexError):
|
||||
continue
|
||||
return results
|
||||
|
||||
|
||||
def main():
|
||||
decisions_list = mo_data.read_decisions()
|
||||
if not isinstance(decisions_list, list):
|
||||
decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
|
||||
|
||||
# 只保留有买入区的条目，排除已关闭的（inactive/closed）
|
||||
EXCLUDED_STATUSES = ("closed", "inactive")
|
||||
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]
|
||||
if not to_check:
|
||||
print("[SILENT] 无需要检查的策略")
|
||||
return 0
|
||||
|
||||
# ----- 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 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]")
|
||||
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
|
||||
issues.append(f"[STRATEGY_STALE] {prefix}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:
|
||||
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
|
||||
issues.append(f"[PUSH] {prefix}价{price:.2f}入买入区{el}~{eh}")
|
||||
elif price > eh * 1.35:
|
||||
flags.append("[WL_HIGH]")
|
||||
issues.append(f"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]")
|
||||
issues.append(f"价{price:.2f}高于买入区+{((price/eh)-1)*100:.0f}%")
|
||||
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:
|
||||
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()
|
||||
#!/usr/bin/env python3
|
||||
"""stale_detector.py — 检查所有策略，标记价格偏离/过期的策略
|
||||
|
||||
读取 decisions.json 的扁平列表。自选策略和持仓策略分开判断。
|
||||
可被 cron no_agent 模式调用：stdout 注入到后续 LLM 分析。
|
||||
|
||||
输出格式：
|
||||
[FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题
|
||||
|
||||
用法：
|
||||
python3 stale_detector.py
|
||||
"""
|
||||
import json
|
||||
import sys
|
||||
import os
|
||||
from datetime import datetime, timezone
|
||||
sys.path.insert(0, '/home/hmo/MoFin')
|
||||
from mo_data import read_portfolio, read_decisions, read_watchlist
|
||||
|
||||
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
|
||||
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
|
||||
|
||||
|
||||
def fetch_prices(codes):
|
||||
"""统一价格源：优先 stock_quote.py，腾讯API降级为兜底"""
|
||||
if not codes:
|
||||
return {}
|
||||
# 尝试用 stock_quote.py 获取（脚本强制规范）
|
||||
try:
|
||||
import subprocess
|
||||
script = None
|
||||
for p in ["/home/hmo/MoFin/scripts/stock_quote.py", "/home/hmo/MoFin/stock_quote.py"]:
|
||||
if os.path.exists(p):
|
||||
script = p
|
||||
break
|
||||
if script:
|
||||
result = subprocess.run(
|
||||
[sys.executable, script] + [str(c) for c in codes],
|
||||
capture_output=True, text=True, timeout=30
|
||||
)
|
||||
if result.returncode == 0 and result.stdout.strip():
|
||||
results = {}
|
||||
for line in result.stdout.strip().split("\n"):
|
||||
if not line.strip():
|
||||
continue
|
||||
try:
|
||||
item = json.loads(line)
|
||||
code = str(item.get("code", ""))
|
||||
price = item.get("price")
|
||||
change = item.get("change_pct", 0)
|
||||
if code and price is not None:
|
||||
results[code] = (float(price), float(change))
|
||||
except (json.JSONDecodeError, ValueError):
|
||||
continue
|
||||
if results:
|
||||
return results
|
||||
except Exception as e:
|
||||
print(f"[STALE] stock_quote.py 回退: {e}", file=sys.stderr)
|
||||
|
||||
# 兜底：腾讯API（不应依赖，仅作为最后手段）
|
||||
import urllib.request
|
||||
symbols, code_map = [], {}
|
||||
for c in codes:
|
||||
c = str(c).strip()
|
||||
p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk"
|
||||
sym = f"{p}{c}"
|
||||
symbols.append(sym)
|
||||
code_map[sym] = c
|
||||
try:
|
||||
req = urllib.request.Request(
|
||||
f"http://qt.gtimg.cn/q={','.join(symbols)}",
|
||||
headers={"User-Agent": "curl/7.81"},
|
||||
)
|
||||
with urllib.request.urlopen(req, timeout=10) as r:
|
||||
text = r.read().decode("gbk")
|
||||
except Exception as e:
|
||||
print(f"FETCH_FAIL (fallback): {e}", file=sys.stderr)
|
||||
return {}
|
||||
|
||||
results = {}
|
||||
for line in text.strip().split("\n"):
|
||||
if "=" not in line:
|
||||
continue
|
||||
try:
|
||||
raw = line.split("=", 1)[1].strip().strip('"').strip(";")
|
||||
fld = raw.split("~")
|
||||
if len(fld) < 6:
|
||||
continue
|
||||
sym = line.split("=", 1)[0].strip().lstrip("v_")
|
||||
oc = code_map.get(sym)
|
||||
if not oc:
|
||||
continue
|
||||
p = float(fld[3]) if fld[3] else 0
|
||||
c = fld[32] if len(fld) > 32 else "0"
|
||||
results[oc] = (p, c)
|
||||
except (ValueError, IndexError):
|
||||
continue
|
||||
return results
|
||||
|
||||
|
||||
def main():
|
||||
decisions_list = read_decisions()
|
||||
if not isinstance(decisions_list, list):
|
||||
decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
|
||||
|
||||
# 只保留有买入区的条目，排除已关闭的（inactive/closed）
|
||||
EXCLUDED_STATUSES = ("closed", "inactive")
|
||||
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]
|
||||
if not to_check:
|
||||
print("[SILENT] 无需要检查的策略")
|
||||
return 0
|
||||
|
||||
# ----- 组合级监测：读取总仓位 + 弱势比例 -----
|
||||
position_pct = 0
|
||||
cash = 0
|
||||
total_assets = 0
|
||||
try:
|
||||
with open(PORTFOLIO_PATH) as f:
|
||||
pf = json.load(f)
|
||||
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 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]")
|
||||
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
|
||||
issues.append(f"[STRATEGY_STALE] {prefix}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:
|
||||
prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
|
||||
issues.append(f"[PUSH] {prefix}价{price:.2f}入买入区{el}~{eh}")
|
||||
elif price > eh * 1.35:
|
||||
flags.append("[WL_HIGH]")
|
||||
issues.append(f"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]")
|
||||
issues.append(f"价{price:.2f}高于买入区+{((price/eh)-1)*100:.0f}%")
|
||||
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:
|
||||
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()
|
||||
|
||||
+901
-900
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user