From 92815aac06704410dd3ba0b91fa313679110b8ed Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E7=9F=A5=E5=BE=AE?= <zhiwei@mofin.local>
Date: Wed, 24 Jun 2026 11:42:26 +0800
Subject: [PATCH] =?UTF-8?q?=E6=8D=A2=E4=BB=93=E8=AF=84=E4=BC=B0=E9=80=BB?=
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新增 evaluate_swap() 函数：
1. 仅对RR>=2.0且含买入关键词的强信号触发
2. 扫描持仓按亏损排序，找最少卖出组合凑现金缺口
3. 预期盈利 > 锁定亏损×1.5 才推荐切换
4. 最多卖3只，单次换仓不超总资产50%
5. 不划算时维持原预算不足1手消息

已验证：海博思创(688411) RR=5.6但预期盈利9k<锁定亏损46k×1.5
→ 不推荐切换，正确。沐曦如果触发也会按同一逻辑判断。
---
 data/decisions.json        |  2 +-
 data/portfolio.json        | 86 ++++++++++++++++++++++++++-----------
 scripts/stale_push_wlin.py | 87 ++++++++++++++++++++++++++++++++++++++
 3 files changed, 149 insertions(+), 26 deletions(-)

diff --git a/data/decisions.json b/data/decisions.json
index 8922927..3ad5e93 100644
--- a/data/decisions.json
+++ b/data/decisions.json
@@ -9623,5 +9623,5 @@
     }
   ],
   "total": 42,
-  "regenerated_at": "2026-06-24 11:33"
+  "regenerated_at": "2026-06-24 11:41"
 }
\ No newline at end of file
diff --git a/data/portfolio.json b/data/portfolio.json
index aaefb46..459ba65 100644
--- a/data/portfolio.json
+++ b/data/portfolio.json
@@ -25,7 +25,8 @@
         "rr_ratio": 0.24,
         "action_note": "⚠️盈亏比偏低(1:0.9)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 794.1
     },
     {
       "code": "01478",
@@ -52,7 +53,9 @@
         "rr_ratio": 1.12,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 7.59,
+      "change_pct": -3.68
     },
     {
       "code": "600739",
@@ -79,7 +82,8 @@
         "rr_ratio": 1.35,
         "action_note": "⚠️盈亏比偏低(1:1.3)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 10.48
     },
     {
       "code": "601899",
@@ -106,7 +110,8 @@
         "rr_ratio": 0.74,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 27.5
     },
     {
       "code": "688639",
@@ -133,7 +138,8 @@
         "rr_ratio": 1.09,
         "action_note": "⚠️盈亏比偏低(1:1.1)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 21.44
     },
     {
       "code": "09988",
@@ -160,7 +166,9 @@
         "rr_ratio": 1.06,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 98.3,
+      "change_pct": -0.66
     },
     {
       "code": "603259",
@@ -187,7 +195,8 @@
         "rr_ratio": 3.16,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 116.94
     },
     {
       "code": "688981",
@@ -214,7 +223,8 @@
         "rr_ratio": 2.05,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 154.23
     },
     {
       "code": "01888",
@@ -241,7 +251,9 @@
         "rr_ratio": 7.61,
         "action_note": "短炒强趋势持",
         "timing_signal": "持有"
-      }
+      },
+      "price": 95.6,
+      "change_pct": 9.57
     },
     {
       "code": "02202",
@@ -268,7 +280,9 @@
         "rr_ratio": 1.11,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 2.35,
+      "change_pct": -2.08
     },
     {
       "code": "02388",
@@ -295,7 +309,9 @@
         "rr_ratio": 2.91,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 46.16,
+      "change_pct": -1.79
     },
     {
       "code": "300750",
@@ -322,7 +338,8 @@
         "rr_ratio": 0.84,
         "action_note": "⚠️盈亏比偏低(1:0.8)，不建议加仓",
         "timing_signal": "弱势持有"
-      }
+      },
+      "price": 394.78
     },
     {
       "code": "01211",
@@ -349,7 +366,9 @@
         "rr_ratio": 1.13,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 74.45,
+      "change_pct": -1.85
     },
     {
       "code": "00700",
@@ -376,7 +395,9 @@
         "rr_ratio": 1.0,
         "action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 417.4,
+      "change_pct": 0.63
     },
     {
       "code": "00981",
@@ -403,7 +424,9 @@
         "rr_ratio": 3.0,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 84.15,
+      "change_pct": 8.09
     },
     {
       "code": "09868",
@@ -430,7 +453,9 @@
         "rr_ratio": 22.09,
         "action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 49.58,
+      "change_pct": 0.45
     },
     {
       "code": "600036",
@@ -457,7 +482,8 @@
         "rr_ratio": 1.1,
         "action_note": "⚠️盈亏比偏低(1:1.1)，不建议加仓",
         "timing_signal": "弱势持有"
-      }
+      },
+      "price": 37.04
     },
     {
       "code": "300548",
@@ -484,7 +510,8 @@
         "rr_ratio": 7.41,
         "action_note": "短炒强趋势持",
         "timing_signal": "持有"
-      }
+      },
+      "price": 278.12
     },
     {
       "code": "02318",
@@ -511,7 +538,9 @@
         "rr_ratio": 15.88,
         "action_note": "⚠️盈亏比偏低(1:1.2)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 52.5,
+      "change_pct": -2.05
     },
     {
       "code": "300035",
@@ -538,7 +567,8 @@
         "rr_ratio": 0.95,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 16.13
     },
     {
       "code": "000700",
@@ -565,7 +595,8 @@
         "rr_ratio": 3.23,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 14.64
     },
     {
       "code": "518880",
@@ -592,7 +623,8 @@
         "rr_ratio": 0.55,
         "action_note": "深套持有",
         "timing_signal": "持有"
-      }
+      },
+      "price": 8.44
     },
     {
       "code": "01088",
@@ -619,7 +651,9 @@
         "rr_ratio": 1.01,
         "action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 41.76,
+      "change_pct": -0.71
     },
     {
       "code": "600563",
@@ -646,7 +680,8 @@
         "rr_ratio": 3.54,
         "action_note": "",
         "timing_signal": "持有"
-      }
+      },
+      "price": 178.76
     },
     {
       "code": "300690",
@@ -673,7 +708,8 @@
         "rr_ratio": 1.25,
         "action_note": "⚠️盈亏比偏低(1:1.2)，不建议加仓",
         "timing_signal": "持有"
-      }
+      },
+      "price": 22.87
     }
   ],
   "cash": 20230.1,
diff --git a/scripts/stale_push_wlin.py b/scripts/stale_push_wlin.py
index 70996e0..5ae4bb8 100644
--- a/scripts/stale_push_wlin.py
+++ b/scripts/stale_push_wlin.py
@@ -394,6 +394,81 @@ def main():
 
         return theo_pct, pct_actual, details, lots, lot_cost_total
 
+    # ── 换仓评估 ──────────────────────────────────────────────────────
+    def evaluate_swap(lot_cost_target, rr, sig, tp, sl, name, code, price_in, total_assets_in, cash_in, pf_in):
+        """现金不足时评估是否卖差票换推荐股。仅在目标信号强时触发。
+        返回（推荐文案str, 需补充的现金缺口float）或 (None, gap)"""
+        gap = lot_cost_target - cash_in
+        if rr < 2.0 or gap <= 0 or gap > total_assets_in * 0.5:
+            return None, gap
+        if not any(kw in sig for kw in ["买入", "加仓", "建仓", "追"]):
+            return None, gap
+        # 收集持仓，按盈亏率升序（最差排前）
+        ph = []
+        for h in pf_in.get("holdings", []):
+            hs = h.get("shares", 0) or 0
+            hp = h.get("price", 0) or 0
+            hc = h.get("cost", 0) or 0
+            if hs <= 0 or hp <= 0:
+                continue
+            hmv = hs * hp
+            h_code = str(h.get("code", ""))
+            if len(h_code) <= 5:
+                hmv *= 0.866
+            hpl = (hp - hc) * hs
+            hpl_pct = (hp - hc) / hc * 100 if hc else 0
+            ph.append({"code": h_code, "name": h.get("name", ""),
+                       "shares": hs, "price": hp, "cost": hc,
+                       "mv": round(hmv), "pl": round(hpl),
+                       "pl_pct": round(hpl_pct, 1)})
+        ph.sort(key=lambda x: x["pl_pct"])
+        candidates = [h for h in ph if h["pl_pct"] < -10]
+        if not candidates:
+            return None, gap
+        selected = []
+        cash_freed = 0
+        locked_loss = 0
+        for h in candidates:
+            if cash_freed >= gap:
+                break
+            cash_freed += h["mv"]
+            locked_loss += abs(h["pl"])
+            selected.append(h)
+        if cash_freed < gap or len(selected) > 3:
+            return None, gap
+        # 估算目标预期盈利（到止盈）
+        if tp and tp > 0 and lot_cost_target > 0:
+            target_gain_pct = (tp - price_in) / price_in
+            expected_gain = lot_cost_target * max(target_gain_pct, 0.05)
+        else:
+            target_gain_pct = rr * 0.03
+            expected_gain = lot_cost_target * target_gain_pct
+        if expected_gain <= locked_loss * 1.5:
+            return None, gap
+        sell_desc = "；".join(f"{h['name']}({h['code']}) {h['shares']}股 亏{h['pl_pct']}%"
+                             for h in selected)
+        sell_total = cash_freed
+        new_budget = cash_in + sell_total
+        new_lots = int(new_budget / lot_cost_target) if lot_cost_target > 0 else 0
+        if new_lots == 0:
+            return None, gap
+        if code.startswith("688"):
+            new_shares = new_lots * 200
+        elif len(code) <= 5:
+            new_shares = new_lots * hk_lot_size(code)
+        else:
+            new_shares = new_lots * 100
+        new_cost = new_lots * lot_cost_target
+        new_pct = round(new_cost / total_assets_in * 100) if total_assets_in > 0 else 0
+        ratio_vs_loss = round(expected_gain / locked_loss, 1) if locked_loss else 0
+        text = (f"换仓建议：卖{sell_desc}"
+                f"→腾{round(sell_total):,}元（锁定亏损{locked_loss:,}）"
+                f"→买{name}({code}) {new_lots}手({new_shares}股,{round(new_cost):,}元)"
+                f"占{new_pct}%仓位"
+                f"（目标{tp} +{round(target_gain_pct*100,1)}%预期={round(expected_gain):,}元"
+                f"≈锁定亏损的{ratio_vs_loss}倍，划算）")
+        return text, gap
+
     # 标准格式：每个可操作标的 — 大盘/行业/个股三面 + 仓位
     lines.append(f"【💡 操作建议】（当前{n}只自选可操作 | 总资产{total_assets:,.0f}元 现金{available_cash:,.0f}元）")
     for s in actionable:
@@ -478,6 +553,15 @@ def main():
             continue
 
         action_tag = "⚠️" if lots == 0 else "🛒"
+        
+        # 换仓评估：现金不足时评估是否卖差票换推荐股
+        swap_text = None
+        if lots == 0:
+            swap_text, _ = evaluate_swap(
+                lot, rr, sig, tp, sl, name, code, price,
+                total_assets, available_cash, pf
+            )
+        
         lines.append(
             f"  {action_tag} {name}({code}) {pfx}{price:.2f} 买区{buy_low}~{buy_high} | "
             f"1手{lot:,.0f}元 RR={rr:.1f} 损{sl} 盈{tp}\n"
@@ -485,6 +569,9 @@ def main():
             f"    技术{ss['强撑']}→{ss['弱撑']}→{ss['弱压']}→{ss['强压']} | 信号{sig}\n"
             f"    仓位：理论{theo_pct}%×总资产 | 建议{actual_pct}%（{details}）"
         )
+        
+        if swap_text:
+            lines[-1] += f"\n    {swap_text}"
 
         # 分支描述
         branch_line = ""