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6维评分通用模块 + 港股通T+2延迟标注

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1. stock_scorer.py — 共享的6维评分模块
   - score_future_outlook(code, data) → (score, reasons)
   - rank_by_outlook(holdings, data) → 排序列表
   - settlement_delay_note(sell_code, buy_code) → 结算延迟说明
   - is_hk_stock(code) → 判断港股通标的

2. stale_push_wlin.py 改用共享模块（去掉本地函数定义）

3. 换仓评估增加港股通结算延迟检测：
   - 卖港股→买A股时标注⚠️T+2到账限制
   - 本次推荐（招商银行+A股→海博思创）无需标注，全是A股
This commit is contained in:
知微
2026-06-24 11:59:55 +08:00
parent c7f15ebe0b
commit 9a984dd4dc
4 changed files with 193 additions and 99 deletions
Download Patch File Download Diff File Expand all files Collapse all files
data/decisions.json
+1 -1
View File
@@ -9623,5 +9623,5 @@
}
],
"total": 42,
"regenerated_at": "2026-06-24 11:54"
"regenerated_at": "2026-06-24 11:59"
}
data/portfolio.json
+19 -19
View File
@@ -54,8 +54,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 7.71,
"change_pct": -2.16
"price": 7.67,
"change_pct": -2.54
},
{
"code": "600739",
@@ -167,7 +167,7 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 98.95,
"price": 98.85,
"change_pct": -0.1
},
{
@@ -252,8 +252,8 @@
"action_note": "短炒强趋势持",
"timing_signal": "持有"
},
"price": 95.1,
"change_pct": 9.11
"price": 94.7,
"change_pct": 8.54
},
{
"code": "02202",
@@ -281,7 +281,7 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 2.36,
"price": 2.35,
"change_pct": -1.67
},
{
@@ -310,8 +310,8 @@
"action_note": "",
"timing_signal": "持有"
},
"price": 46.22,
"change_pct": -1.57
"price": 46.1,
"change_pct": -1.91
},
{
"code": "300750",
@@ -367,8 +367,8 @@
"action_note": "深套持有",
"timing_signal": "持有"
},
"price": 74.85,
"change_pct": -1.38
"price": 74.75,
"change_pct": -1.45
},
{
"code": "00700",
@@ -396,8 +396,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 419.0,
"change_pct": 1.06
"price": 418.8,
"change_pct": 0.96
},
{
"code": "00981",
@@ -425,8 +425,8 @@
"action_note": "",
"timing_signal": "持有"
},
"price": 84.75,
"change_pct": 9.12
"price": 84.7,
"change_pct": 8.8
},
{
"code": "09868",
@@ -454,8 +454,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 49.94,
"change_pct": 1.05
"price": 49.92,
"change_pct": 1.13
},
{
"code": "600036",
@@ -540,7 +540,7 @@
"timing_signal": "持有"
},
"price": 52.8,
"change_pct": -1.4
"change_pct": -1.49
},
{
"code": "300035",
@@ -652,8 +652,8 @@
"action_note": "⚠️盈亏比偏低(1:1.0)，不建议加仓",
"timing_signal": "持有"
},
"price": 41.84,
"change_pct": -0.33
"price": 41.8,
"change_pct": -0.62
},
{
"code": "600563",
scripts/stale_push_wlin.py
+17 -79
View File
@@ -23,6 +23,9 @@ try:
from urllib.request import Request, urlopen
except ImportError:
from urllib2 import Request, urlopen
# 6维评分系统
sys.path.insert(0, "/home/hmo/MoFin/scripts")
from stock_scorer import score_future_outlook, is_hk_stock, settlement_delay_note
XMPP_BRIDGE = "http://127.0.0.1:5805/"
XMPP_USER = "hmo@yoin.fun"
@@ -395,80 +398,7 @@ def main():
return theo_pct, pct_actual, details, lots, lot_cost_total
# ── 换仓评估 ──────────────────────────────────────────────────────
def score_future_outlook(code_in, h_data, cd_in):
"""基于决策系统已有的分析数据，评估持仓的未来前景评分。
评分越低（负数越大）= 前景越差，越值得考虑卖出。
评分越高（正数越大）= 前景越好，应该保留。
考虑维度（按重要度排序）：
1. timing_signal — 决策系统输出的主信号
2. 技术形态 — bearish/bullish/neutral
3. 量价关系 — 买卖盘主导
4. 行业背景 — 板块强弱
5. 盈亏比RR — 预期收益/风险
6. 股票类别 — 蓝筹/深套/题材
"""
d = cd_in.get(code_in, {})
if not d:
return -999 # 无数据=前景未知，保守视为差
score = 0
reasons = []
# 1. timing_signal — 最直接的信号
signal = (d.get('timing_signal') or '').strip()
if '买入' in signal or '加仓' in signal:
score += 3
reasons.append('有买入信号')
elif '深套持有' in signal or '弱势持有' in signal:
score -= 2
reasons.append('深套/弱势持有')
elif signal in ('持有', '') or not signal:
score -= 0.5 # 中性偏弱（没有积极信号就是消极信号）
reasons.append('无积极信号')
# 2. 技术形态
tech = (d.get('tech_snapshot') or '') or ''
if '/bearish' in tech:
score -= 1.5
reasons.append('技术偏空')
elif '/bullish' in tech:
score += 1.5
reasons.append('技术偏多')
# 3. 量价关系
if '主动卖盘占优' in tech:
score -= 1
reasons.append('卖盘主导')
elif '主动买盘占优' in tech:
score += 1
reasons.append('买盘主导')
# 4. 行业背景（大跌/大涨）
sector = (d.get('sector_context') or '') or ''
if '大跌' in sector or '偏弱' in sector:
score -= 0.5
if '大涨' in sector or '偏强' in sector:
score += 0.5
# 5. 盈亏比RR
rr = d.get('rr_ratio', 0) or 0
if rr >= 2:
score += 1
reasons.append(f'RR{rr:.1f}≥2')
elif rr < 1:
score -= 0.5
reasons.append(f'RR{rr:.1f}<1')
# 6. 股票类别
cat = (d.get('stock_category') or '') or ''
if '蓝筹' in cat or '白马' in cat:
score += 0.5
elif '深套' in cat or '弱势' in cat:
score -= 0.5
return round(score, 1)
# score_future_outlook 从 stock_scorer 模块导入（6维评分）
def evaluate_swap(lot_cost_target, rr, sig, tp, sl, name, code, price_in,
total_assets_in, cash_in, pf_in, cd_in):
@@ -476,8 +406,9 @@ def main():
核心逻辑：
- 已发生的亏损是沉没成本，不参与决策
- 用"全面分析"法评估每个持仓的未来前景（基于决策系统既有数据）
- 用6维评分法评估每个持仓的未来前景（基于决策系统既有数据）
- 优先卖前景最差的票，保留前景好的票（无论当前盈亏%）
- 卖港股→买A股需T+2到账，如果推荐此方案则标注延迟风险
- 对目标票(RR>=3+买入信号)才有换仓资格
返回（推荐文案str, 缺口float）或 (None, gap)
@@ -503,8 +434,8 @@ def main():
hmv *= 0.866 # approximate HKD→CNY
hpl_pct = (hp - hc) / hc * 100 if hc else 0
# 全面评分（越低越差，越建议卖）
fscore = score_future_outlook(h_code, h, cd_in)
# 6维全面评分（越低越差，越建议卖）
fscore, _ = score_future_outlook(h_code, cd_in)
ph.append({
"code": h_code,
@@ -549,17 +480,22 @@ def main():
target_gain_pct = rr * 3
# 构建推荐文案
buy_is_a = not is_hk_stock(code) # 目标是否是A股
sell_parts = []
sell_names = []
settlement_warnings = []
for h in selected:
# 每个被选股票配一句"为什么卖它"
reason = f"前景评分{h['score']}"
reason = f"评分{h['score']}"
if h['pl_pct'] <= -30:
reason += "深套"
elif h['pl_pct'] <= -15:
reason += f"亏损{h['pl_pct']}%"
sell_parts.append(f"{h['name']}({h['code']}) {h['shares']}股 亏{h['pl_pct']}% ({reason})")
sell_names.append(h['name'])
# 检查结算延迟：卖港股→买A股
if is_hk_stock(h['code']) and buy_is_a:
settlement_warnings.append(f"{h['name']}是港股通，卖出需T+2到账才能买A股")
sell_desc = "；".join(sell_parts)
new_budget = cash_in + cash_freed
@@ -583,10 +519,12 @@ def main():
f"（止损{sl}(-{round((price_in-sl)/price_in*100,1)}%)"
f"止盈{tp}(+{round(target_gain_pct,1)}%)"
f" RR={rr}）\n"
f" 理由：{', '.join(sell_names)}前景评分最低，"
f" 理由：{', '.join(sell_names)}评分最低，"
f"继续持有无积极信号且技术偏弱；"
f"换到有明确信号和止损的标的，预期收益更优。"
)
if settlement_warnings:
text += "\n ⚠️ " + " | ".join(settlement_warnings)
return text, gap
# 标准格式：每个可操作标的 — 大盘/行业/个股三面 + 仓位
scripts/stock_scorer.py
+156
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@@ -0,0 +1,156 @@
#!/usr/bin/env python3
"""
stock_scorer.py — 6维股票前景评分系统
用于全面评估持仓或自选股的前景。
评分越低（负数越大）= 前景越差，越值得考虑卖出。
评分越高（正数越大）= 前景越好，越值得持有或买入。
使用场景：
- 换仓评估（决定卖什么）
- 持仓审查（定期排名）
- 组合优化（识别需清理的票）
调用方式：
from stock_scorer import score_future_outlook
score, reasons = score_future_outlook(code, decisions_dict)
# 批量评估
from stock_scorer import rank_by_outlook
rankings = rank_by_outlook(portfolio_holdings, decisions_dict)
"""
def score_future_outlook(code, decisions_data):
"""6维评分：基于决策系统分析数据评估股票前景。
评分维度（按重要度排序）：
1. timing_signal — 决策系统主信号（买入/持有/深套持有）
2. 技术形态 — bearish/bullish/neutral
3. 量价关系 — 买卖盘主导
4. 行业背景 — 板块强弱
5. 盈亏比RR — 预期收益/风险
6. 股票类别 — 蓝筹/深套/题材
Args:
code: 股票代码
decisions_data: decisions.json 的 "decisions" 数组或 dict(code→数据)
Returns:
(score, reasons) — score浮点数，reasons字符串列表
"""
# 支持两种输入格式
if isinstance(decisions_data, dict):
d = decisions_data.get(code, {})
elif isinstance(decisions_data, list):
d = {}
for e in decisions_data:
if e.get("code") == code:
d = e
break
else:
return -999, ["无数据"]
if not d:
return -999, ["无数据"]
score = 0.0
reasons = []
# 1. timing_signal — 最直接的信号
signal = (d.get('timing_signal') or '').strip()
if '买入' in signal or '加仓' in signal:
score += 3
reasons.append('有买入信号')
elif '深套持有' in signal or '弱势持有' in signal:
score -= 2
reasons.append('深套/弱势持有')
elif signal in ('持有', '') or not signal:
score -= 0.5 # 中性偏弱（没有积极信号就是消极信号）
reasons.append('无积极信号')
# 2. 技术形态
tech = (d.get('tech_snapshot') or '') or ''
if '/bearish' in tech:
score -= 1.5
reasons.append('技术偏空')
elif '/bullish' in tech:
score += 1.5
reasons.append('技术偏多')
# 3. 量价关系
if '主动卖盘占优' in tech:
score -= 1
reasons.append('卖盘主导')
elif '主动买盘占优' in tech:
score += 1
reasons.append('买盘主导')
# 4. 行业背景
sector = (d.get('sector_context') or '') or ''
if '大跌' in sector or '偏弱' in sector:
score -= 0.5
if '大涨' in sector or '偏强' in sector:
score += 0.5
# 5. 盈亏比RR
rr = d.get('rr_ratio', 0) or 0
if rr >= 2:
score += 1
reasons.append(f'RR{rr:.1f}')
elif rr < 1:
score -= 0.5
reasons.append(f'RR{rr:.1f}<1')
else:
reasons.append(f'RR{rr:.1f}')
# 6. 股票类别
cat = (d.get('stock_category') or '') or ''
if '蓝筹' in cat or '白马' in cat:
score += 0.5
elif '深套' in cat or '弱势' in cat:
score -= 0.5
return round(score, 1), reasons
def rank_by_outlook(holdings_list, decisions_data):
"""批量评估持仓的前景，返回排序后的列表（最差排前）。
Args:
holdings_list: 持仓列表，每项有 code, name, shares, cost, price 等
decisions_data: decisions.json 数据
Returns:
排序后的列表，每项增加了 score, reasons 字段
"""
results = []
for h in holdings_list:
code = h.get("code", "")
if not code:
continue
score, reasons = score_future_outlook(code, decisions_data)
results.append({**h, "score": score, "reasons": reasons})
results.sort(key=lambda x: x["score"])
return results
def is_hk_stock(code):
"""判断是否为港股（港股通标的代码通常5位）"""
return len(str(code)) <= 5
def is_a_stock(code):
"""判断是否为A股（6位代码）"""
return len(str(code)) == 6
def settlement_delay_note(sell_code, buy_code):
"""返回资金结算延迟说明（如有）。"""
sell_is_hk = is_hk_stock(sell_code)
buy_is_hk = is_hk_stock(buy_code)
if sell_is_hk and not buy_is_hk:
return "（港股通卖出需T+2到账后才能买A股，注意时间差）"
return ""