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换仓评估逻辑：现金不足时自动分析卖差票换推荐股

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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。
This commit is contained in:
知微
2026-06-24 11:42:26 +08:00
parent b145dd47c3
commit 92815aac06
3 changed files with 149 additions and 26 deletions
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data/portfolio.json
+61 -25
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@@ -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,