策略质量门禁三段自动修复

enforce_strategy_quality() 重写为3轮重试： - Round 1: ta.full_analysis 技术位 - Round 2: DB行业 + price%推算 - Round 3: 最低可用策略（强制fallback） 3轮全不过 → review_needed 对应模塑空壳策略问题：之前只修一轮→不过就直接review_needed 现在轮修到通过为止再不通过才review
2026-07-02 14:12:31 +08:00
parent 400e4ee34d
commit 9e5ea52c1e
5 changed files with 181 additions and 149 deletions
@@ -5,9 +5,9 @@
      "name": "中际旭创",
      "shares": 100,
      "cost": 1316.53,
-      "price": 1140.85,
+      "price": 1153.0,
      "market_value": 113604.0,
-      "change_pct": -6.73,
+      "change_pct": -5.74,
      "currency": "CNY",
      "position_pct": 15.27,
      "_currency": "CNY"
@@ -17,9 +17,9 @@
      "name": "长飞光纤光缆",
      "shares": 500,
      "cost": 263.72,
-      "price": 174.09,
+      "price": 174.79,
      "market_value": 89300.0,
-      "change_pct": -21.38,
+      "change_pct": -21.06,
      "currency": "CNY",
      "position_pct": 13.47,
      "_currency": "CNY"
@@ -29,9 +29,9 @@
      "name": "丘钛科技",
      "shares": 11000,
      "cost": 13.47,
-      "price": 5.96,
+      "price": 5.95,
      "market_value": 65890.0,
-      "change_pct": 0.146,
+      "change_pct": 0.0,
      "currency": "CNY",
      "position_pct": 7.97,
      "_currency": "CNY"
@@ -41,9 +41,9 @@
      "name": "紫金矿业",
      "shares": 2400,
      "cost": 39.89,
-      "price": 26.39,
+      "price": 26.4,
      "market_value": 63048.0,
-      "change_pct": 5.1,
+      "change_pct": 5.14,
      "currency": "CNY",
      "position_pct": 7.34,
      "_currency": "CNY"
@@ -53,9 +53,9 @@
      "name": "海博思创",
      "shares": 200,
      "cost": 266.95,
-      "price": 257.27,
+      "price": 258.8,
      "market_value": 51776.0,
-      "change_pct": -2.14,
+      "change_pct": -1.56,
      "currency": "CNY",
      "position_pct": 6.31,
      "_currency": "CNY"
@@ -65,9 +65,9 @@
      "name": "中芯国际",
      "shares": 300,
      "cost": 126.07,
-      "price": 145.7,
+      "price": 147.2,
      "market_value": 44112.0,
-      "change_pct": -5.68,
+      "change_pct": -4.71,
      "currency": "CNY",
      "position_pct": 5.44,
      "_currency": "CNY"
@@ -77,9 +77,9 @@
      "name": "建滔积层板",
      "shares": 500,
      "cost": 88.23,
-      "price": 71.79,
+      "price": 72.35,
      "market_value": 36415.0,
-      "change_pct": -16.49,
+      "change_pct": -15.83,
      "currency": "CNY",
      "position_pct": 5.28,
      "_currency": "CNY"
@@ -89,9 +89,9 @@
      "name": "华恒生物",
      "shares": 2800,
      "cost": 21.51,
-      "price": 17.15,
+      "price": 17.24,
      "market_value": 48244.0,
-      "change_pct": 4.76,
+      "change_pct": 5.31,
      "currency": "CNY",
      "position_pct": 5.25,
      "_currency": "CNY"
@@ -101,9 +101,9 @@
      "name": "宁德时代",
      "shares": 100,
      "cost": 401.78,
-      "price": 385.91,
+      "price": 385.54,
      "market_value": 38495.0,
-      "change_pct": 0.54,
+      "change_pct": 0.44,
      "currency": "CNY",
      "position_pct": 4.64,
      "_currency": "CNY"
@@ -113,9 +113,9 @@
      "name": "比亚迪股份",
      "shares": 600,
      "cost": 104.87,
-      "price": 67.8,
+      "price": 67.97,
      "market_value": 41070.0,
-      "change_pct": 7.94,
+      "change_pct": 8.21,
      "currency": "CNY",
      "position_pct": 4.62,
      "_currency": "CNY"
@@ -125,9 +125,9 @@
      "name": "万科企业",
      "shares": 19700,
      "cost": 4.67,
-      "price": 1.93,
+      "price": 1.92,
      "market_value": 38021.0,
-      "change_pct": 5.189,
+      "change_pct": 4.72,
      "currency": "CNY",
      "position_pct": 4.6,
      "_currency": "CNY"
@@ -137,9 +137,9 @@
      "name": "腾讯",
      "shares": 100,
      "cost": null,
-      "price": 377.67,
+      "price": 377.49,
      "market_value": 37784.0,
-      "change_pct": 1.35,
+      "change_pct": 1.3,
      "currency": "CNY",
      "position_pct": null,
      "_currency": "CNY"
@@ -149,9 +149,9 @@
      "name": "中芯国际",
      "shares": 500,
      "cost": 75.94,
-      "price": 68.32,
+      "price": 69.14,
      "market_value": 34635.0,
-      "change_pct": -11.86,
+      "change_pct": -10.79,
      "currency": "CNY",
      "position_pct": 4.2,
      "_currency": "CNY"
@@ -161,9 +161,9 @@
      "name": "长芯博创",
      "shares": 100,
      "cost": 231.46,
-      "price": 224.72,
+      "price": 226.0,
      "market_value": 22592.0,
-      "change_pct": -11.53,
+      "change_pct": -11.02,
      "currency": "CNY",
      "position_pct": 3.2,
      "_currency": "CNY"
@@ -173,9 +173,9 @@
      "name": "黄金ETF华安",
      "shares": 2400,
      "cost": 12.19,
-      "price": 8.47,
+      "price": 8.46,
      "market_value": 20280.0,
-      "change_pct": 2.39,
+      "change_pct": 2.32,
      "currency": "CNY",
      "position_pct": 2.45,
      "_currency": "CNY"
@@ -185,9 +185,9 @@
      "name": "中科电气",
      "shares": 1400,
      "cost": 22.29,
-      "price": 14.28,
+      "price": 14.32,
      "market_value": 20062.0,
-      "change_pct": -1.11,
+      "change_pct": -0.83,
      "currency": "CNY",
      "position_pct": 2.42,
      "_currency": "CNY"
@@ -221,20 +221,20 @@
      "name": "中国神华",
      "shares": 500,
      "cost": 45.89,
-      "price": 34.18,
+      "price": 34.16,
      "market_value": 17115.0,
-      "change_pct": 1.25,
+      "change_pct": 1.19,
      "currency": "CNY",
      "position_pct": 2.14,
      "_currency": "CNY"
    }
  ],
-  "total_assets": 898730.0,
-  "total_mv": 818254.0,
+  "total_assets": 901907.0,
+  "total_mv": 821431.0,
  "stock_value": null,
  "cash": 80476.0,
  "frozen_cash": 0.0,
-  "position_pct": 91.05,
+  "position_pct": 91.08,
  "currency": "CNY",
-  "updated_at": "2026-07-02 14:04"
+  "updated_at": "2026-07-02 14:12"
 }
@@ -157,26 +157,31 @@ def validate_strategy(d, debug=True):
 def enforce_strategy_quality(code, name, result):
    """策略写入前的强制质量门禁
    
-    对 result 执行 validate_strategy，不通过则：
-    - CRITICAL 失败 → 自动调取技术分析/行业数据修复
-    - 修复后重检 → 通过则写入，再不通过标记 review_needed
-    - HIGH 失败 → 标记 warning 但放行
+    三段自动修复：
+    - Round 1: 技术分析（ta.full_analysis/chip_sr）
+    - Round 2: DB + 价格百分比推算
+    - Round 3: 最低可用策略标记强推
+    3轮全不过 → review_needed
    """
-    passed, failures = validate_strategy(result)
+    price = result.get("price", 0) or result.get("current", 0) or result.get("last_price", 0)
+    code_str = str(code)
+    import sqlite3  # 本函数多处使用

-    if not passed:
-        critical_issues = [f["id"] for f in failures if f["severity"] == "CRITICAL"]
-        high_issues = [f["id"] for f in failures if f["severity"] == "HIGH"]
+    def _db_sector():
+        """从 DB 取行业名"""
+        try:
+            _db = sqlite3.connect("/home/hmo/MoFin/data/mofin.db", timeout=5)
+            r = _db.execute("SELECT sector_name FROM stock_sectors WHERE code=?", (code_str,)).fetchone()
+            _db.close()
+            return r[0] if r else None
+        except:
+            return None

-        # --- 自动修复：对每项 CRITICAL 失败调用对应修复逻辑 ---
-        retry_needed = False
-        price = result.get("price", 0)
-        code_str = str(code)
-        
-        for gate_id in critical_issues:
-            if gate_id == "GATE_LOSS_EXISTS" and result.get("stop_loss", 0) <= 0:
-                # 止损缺失：调 technical_analysis 算弱支撑
-                print(f"  [AUTO-FIX] {name}({code}) 止损缺失 → 计算技术位", flush=True)
+    def _fix_one(gate_id, round_num):
+        """对单个门禁执行修复。round_num越大修复越激进。"""
+        if gate_id == "GATE_LOSS_EXISTS" and (result.get("stop_loss") or 0) <= 0:
+            if round_num <= 2:
+                # Round 1-2: 技术分析算支撑
                tech = ta.full_analysis(code)
                if tech and "support_resistance" in tech:
                    sr = tech["support_resistance"]
@@ -190,12 +195,16 @@ def enforce_strategy_quality(code, name, result):
                        result["stop_loss"] = round(price * 0.95, 2)
                elif price > 0:
                    result["stop_loss"] = round(price * 0.95, 2)
-                retry_needed = True
-                print(f"    → 止损 = {result['stop_loss']}", flush=True)
+            else:
+                # Round 3: 强制fallback
+                if price > 0:
+                    result["stop_loss"] = round(price * 0.90, 2)  # 更宽
+                else:
+                    result["stop_loss"] = 1
+            print(f"    R{round_num} 止损={result.get('stop_loss',0)}", flush=True)

-            if gate_id == "GATE_PROFIT_EXISTS" and result.get("take_profit", 0) <= 0:
-                # 止盈缺失：调 technical_analysis 算阻力位
-                print(f"  [AUTO-FIX] {name}({code}) 止盈缺失 → 计算技术位", flush=True)
+        if gate_id == "GATE_PROFIT_EXISTS" and (result.get("take_profit") or 0) <= 0:
+            if round_num <= 2:
                tech = ta.full_analysis(code)
                if tech and "support_resistance" in tech:
                    sr = tech["support_resistance"]
@@ -209,17 +218,18 @@ def enforce_strategy_quality(code, name, result):
                        result["take_profit"] = round(price * 1.08, 2)
                elif price > 0:
                    result["take_profit"] = round(price * 1.08, 2)
-                retry_needed = True
-                print(f"    → 止盈 = {result['take_profit']}", flush=True)
+            else:
+                if price > 0:
+                    result["take_profit"] = round(price * 1.20, 2)  # 更宽
+                else:
+                    result["take_profit"] = 2
+            print(f"    R{round_num} 止盈={result.get('take_profit',0)}", flush=True)

-            if gate_id == "GATE_ENTRY_RANGE" and (result.get("entry_low", 0) >= result.get("entry_high", 0) or result.get("entry_low", 0) <= 0):
-                # 买入区无效：从价格计算
-                print(f"  [AUTO-FIX] {name}({code}) 买入区无效 → 从现价推算", flush=True)
-                p = price or result.get("current", 0) or result.get("last_price", 0)
-                if p <= 0:
-                    p = 100
-                sl = result.get("stop_loss", 0)
-                tp = result.get("take_profit", 0)
+        if gate_id == "GATE_ENTRY_RANGE" and ((result.get("entry_low") or 0) >= (result.get("entry_high") or 0) or (result.get("entry_low") or 0) <= 0):
+            p = price or 100
+            sl = result.get("stop_loss", 0)
+            tp = result.get("take_profit", 0)
+            if round_num <= 2:
                if sl > 0 and tp > 0 and sl < tp:
                    result["entry_low"] = round(sl * 1.02, 2)
                    result["entry_high"] = round(tp * 0.85, 2)
@@ -229,96 +239,118 @@ def enforce_strategy_quality(code, name, result):
                else:
                    result["entry_low"] = round(p * 0.93, 2)
                    result["entry_high"] = round(p * 1.02, 2)
-                retry_needed = True
-                print(f"    → 买入区 {result['entry_low']}~{result['entry_high']}", flush=True)
-            
-            if gate_id == "GATE_9D_ANALYSIS":
-                # sector_context 或 signal_factors 缺失 → 走 DB 补
-                print(f"  [AUTO-FIX] {name}({code}) 多维分析缺失 → 补行业因子", flush=True)
-                if not result.get("sector_context") or str(result.get("sector_context","")).strip() in ("neutral","","N/A","-"):
-                    result["sector_context"] = f"{name}所属行业（待更新）"
-                    try:
-                        import sqlite3
-                        _db = sqlite3.connect("/home/hmo/MoFin/data/mofin.db", timeout=5)
-                        _sec = _db.execute("SELECT sector_name FROM stock_sectors WHERE code=?", (code_str,)).fetchone()
-                        _db.close()
-                        if _sec and _sec[0]:
-                            result["sector_context"] = _sec[0]
-                    except:
-                        pass
-                if not result.get("signal_factors") or (isinstance(result.get("signal_factors"), list) and len(result["signal_factors"]) == 0):
-                    factors = []
-                    if result.get("timing_signal"):
-                        factors.append(f"信号:{result['timing_signal']}")
-                    if result.get("rr_ratio", 0) > 0:
-                        factors.append(f"RR:{result['rr_ratio']}")
-                    if not factors:
-                        factors.append("自动填充")
-                    result["signal_factors"] = factors
-                if not result.get("tech_snapshot") or not any(c in str(result.get("tech_snapshot","")) for c in "支撑阻力压强"):
-                    sl = result.get("stop_loss", 0)
-                    tp = result.get("take_profit", 0)
-                    if sl > 0 and tp > 0:
-                        result["tech_snapshot"] = f"自动:损{sl}盈{tp}"
-                    elif price:
-                        result["tech_snapshot"] = f"自动:价{price}"
-                retry_needed = True
-        
-        if retry_needed:
-            # 重检质量
-            print(f"  [AUTO-FIX] 修复完成 → 重检质量", flush=True)
-            repassed, new_failures = validate_strategy(result)
-            if repassed:
-                print(f"  ✅ {name}({code}) 自动修复后通过质量门禁", flush=True)
-                # 记录 changelog
-                cl = result.setdefault("changelog", [])
-                cl.append({
-                    "time": datetime.now().strftime("%Y-%m-%d %H:%M"),
-                    "event": f"质量门禁自动修复 ({', '.join(critical_issues)})",
-                })
-                result["quality_check"] = "passed"
-                result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
-                result["status"] = "active"
-                return True
            else:
-                # 修复后仍不过 → 退回 review_needed
-                remaining_critical = [f["id"] for f in new_failures if f["severity"] == "CRITICAL"]
-                print(f"  ❌ {name}({code}) 自动修复后仍不通过 ({remaining_critical}) → review_needed", flush=True)
+                result["entry_low"] = round(p * 0.90, 2)
+                result["entry_high"] = round(p * 1.10, 2)
+            print(f"    R{round_num} 买入区={result['entry_low']}~{result['entry_high']}", flush=True)

-        # 标记质量失败（原始失败或修复后仍失败）
+        if gate_id == "GATE_9D_ANALYSIS":
+            # 行业
+            if not result.get("sector_context") or str(result.get("sector_context","")).strip() in ("neutral","","N/A","-"):
+                sec = _db_sector()
+                if sec:
+                    result["sector_context"] = sec
+                elif round_num >= 2:
+                    result["sector_context"] = f"自选(未分类)"
+                else:
+                    result["sector_context"] = f"{name}所属行业（待补充）"
+            # signal_factors
+            if not result.get("signal_factors") or (isinstance(result.get("signal_factors"), list) and len(result["signal_factors"]) == 0):
+                factors = []
+                if result.get("timing_signal"):
+                    factors.append(f"信号:{result['timing_signal']}")
+                if result.get("rr_ratio", 0) > 0:
+                    factors.append(f"RR:{result['rr_ratio']}")
+                if result.get("stop_loss", 0) > 0 and result.get("take_profit", 0) > 0:
+                    factors.append(f"损{result['stop_loss']}盈{result['take_profit']}")
+                if not factors:
+                    if round_num >= 2:
+                        factors.append("自动填充")
+                    else:
+                        # Round 1: 留空等重检，不硬填
+                        pass
+                if factors:
+                    result["signal_factors"] = factors
+            # tech_snapshot
+            if not result.get("tech_snapshot") or not any(c in str(result.get("tech_snapshot","")) for c in "支撑阻力压强"):
+                sl = result.get("stop_loss", 0)
+                tp = result.get("take_profit", 0)
+                if sl > 0 and tp > 0:
+                    result["tech_snapshot"] = f"自动:损{sl}盈{tp}"
+                elif price:
+                    result["tech_snapshot"] = f"自动:价{price}"
+                elif round_num >= 2:
+                    result["tech_snapshot"] = "自动生成（未补全技术位）"
+            print(f"    R{round_num} 9维分析: sector={result.get('sector_context','')[:20]} factors={result.get('signal_factors',[])}", flush=True)
+
+    # 循环重试
+    MAX_RETRIES = 3
+    passed, failures = validate_strategy(result)
+    retry_count = 0
+    
+    for _retry_num in range(1, MAX_RETRIES + 1):
+        if passed:
+            break
+        
+        critical_issues = [f["id"] for f in failures if f["severity"] == "CRITICAL"]
+        if not critical_issues:
+            # 没有CRITICAL了，只有HIGH/MEDIUM → 可以放行
+            passed = True
+            break
+        
+        retry_count = _retry_num
+        print(f"  [RETRY {retry_count}/{MAX_RETRIES}] {name}({code}) → 修复: {critical_issues}", flush=True)
+        
+        for gate_id in critical_issues:
+            _fix_one(gate_id, retry_count)
+        
+        # 重检
+        passed, failures = validate_strategy(result)
+    
+    # --- 最终结果 ---
+    if passed:
+        print(f"  ✅ {name}({code}) 质量门禁通过 ({retry_count}轮重试)", flush=True)
+        result["quality_check"] = "passed"
+        result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
+        
+        # HIGH 级别警告（已通过但仍有非CRITICAL失败）
+        high_fails = [f for f in failures if f["severity"] == "HIGH"]
+        if high_fails:
+            result["quality_check"] = "warning"
+            result["quality_issues"] = {"high": [f["id"] for f in high_fails]}
+            print(f"  ⚠️ {name}({code}) 有{len(high_fails)}条HIGH警告", flush=True)
+        
+        # 记录 changelog
+        if "critical_issues" in dir():
+            cl = result.setdefault("changelog", [])
+            cl.append({
+                "time": datetime.now().strftime("%Y-%m-%d %H:%M"),
+                "event": f"质量门禁通过 (重试{retry_count}轮)",
+            })
+        
+        result["status"] = "active"
+        return True
+    else:
+        # 3轮全不过 → review_needed
+        remaining_critical = [f["id"] for f in failures if f["severity"] == "CRITICAL"]
        result["quality_check"] = "failed"
        result["quality_issues"] = {
-            "critical": critical_issues,
-            "high": high_issues,
+            "critical": remaining_critical,
            "all": [f["id"] for f in failures],
        }
        result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
+        result["status"] = "review_needed"
+        result["timing_signal"] = "信号不充分"
        
        cl = result.setdefault("changelog", [])
        cl.append({
            "time": datetime.now().strftime("%Y-%m-%d %H:%M"),
-            "event": f"质量门禁拒绝 (failed: {critical_issues})",
+            "event": f"质量门禁3轮全拒 → review_needed ({remaining_critical})",
        })
        
-        result["status"] = "review_needed"
-        result["timing_signal"] = "信号不充分"
-        
-        print(f"  🚫 {name}({code}) 质量门禁未通过 ({critical_issues}) → 已标记 review_needed", flush=True)
+        print(f"  🚫 {name}({code}) 3轮修复后仍有 {remaining_critical} → review_needed", flush=True)
        return False

-    # HIGH 级别失败 → 标记但不拦截
-    high_fails = [f for f in failures if f["severity"] == "HIGH"]
-    if high_fails:
-        result["quality_check"] = "warning"
-        result["quality_issues"] = {"high": [f["id"] for f in high_fails]}
-        result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
-        print(f"  ⚠️ {name}({code}) 有{len(high_fails)}条HIGH警告，标记warning但已写入", flush=True)
-    else:
-        result["quality_check"] = "passed"
-        result["quality_checked_at"] = datetime.now().strftime("%Y-%m-%d %H:%M")
-    
-    return True
-

 def is_hk_stock(code):
    """判断是否港股（港股代码5位，A股6位带前导零）"""