diff --git a/deploy/profile-scripts/mofin_db.py b/deploy/profile-scripts/mofin_db.py index 0350e33b..9cbab104 100644 --- a/deploy/profile-scripts/mofin_db.py +++ b/deploy/profile-scripts/mofin_db.py @@ -2083,73 +2083,28 @@ def write_holding_strategy(conn, code: str, name: str, data: dict, data['timing_signal'] = _old_sig except Exception: pass - # ── 策略参数权威保护(2026-07-27 老爸:技术路径每2分钟覆写12维的Zone/SL/TP/Position→RR波动→盯盘和XMPP不一致)── - # 新鲜(<20h)12维分析的技术参数+仓位不允许被技术路径覆写。 - # 2026-07-27 坑:_old_ra=None 时权威保护永不触发(很多股票的reassessed_at为空), - # 导致系统自动计算的仓位被反复踩回"中等仓位"。加入兜底:仓位含"%(系统按"即永保。 - if source_trigger in _TECHNICAL_PATHS: - # 兜底:系统自动计算的仓位永久保护(不含 %(系统按 的不保护,即只有 LLM 仓和系统仓被保护) - _old_pos = conn.execute( - "SELECT position_advice FROM holding_strategies WHERE code=? AND status='active'", - (code,)).fetchone() - _old_pos_val = (_old_pos[0] or '') if _old_pos else '' - if _old_pos_val and '系统按' in str(_old_pos_val): - data['position_advice'] = _old_pos_val - # 被保护仓位触发时顺便保护参数(无论 _old_ra 是否空) - _op = conn.execute( - "SELECT entry_low, entry_high, stop_loss, take_profit FROM holding_strategies WHERE code=? AND status='active'", - (code,)).fetchone() - # ── per_stock 重评保护(2026-08-19 老莫:参数覆写保护)── - # per_stock_reassess 重评后 24h 内,其他 source_trigger 不得覆写参数 - # 判断:最近的 per_stock_12d 快照时间戳(source_trigger='per_stock_12d') - _ps = conn.execute( - "SELECT snapshotted_at FROM strategy_history WHERE code=? AND source_trigger='per_stock_12d' ORDER BY snapshotted_at DESC LIMIT 1", - (code,)).fetchone() - if _ps and _ps[0]: + # ── 策略参数权威保护(2026-08-19 重写:白名单机制,根治交叉覆写)── + # 只有 LLM 重评路径(per_stock_12d/batch_12d) 和 提拔(promote) 能写策略参数。 + # 其他调用方(辅助模块/默认write_holding_strategy):保留 DB 当前参数,不覆写。 + # 解决:无 per_stock_12d 快照的票(如00020)参数被辅助模块(clean_watchlist/branch_scanner等)反复覆写。 + _PARAM_WHITELIST = ('per_stock_12d', 'batch_12d', 'promote') + if source_trigger not in _PARAM_WHITELIST: try: - from datetime import datetime as _ddt, timedelta as _dtd - _ps_dt = _ddt.fromisoformat(str(_ps[0])[:19]) - if (_ddt.now() - _ps_dt) < _dtd(hours=24): - # 24h 内重评过 → 保护参数不被覆写 - _op2 = conn.execute( - "SELECT entry_low, entry_high, stop_loss, take_profit, rr_ratio FROM holding_strategies WHERE code=? AND status='active'", - (code,)).fetchone() - if _op2 and _op2[0] and _op2[0] > 0: - # 参数保护:当前值保留(除非调用方是 per_stock_12d 本身) - if source_trigger != 'per_stock_12d': - data['entry_low'] = float(_op2[0]) - data['entry_high'] = float(_op2[1]) if _op2[1] else _op2[0] - data['stop_loss'] = float(_op2[2]) if _op2[2] else data.get('stop_loss') - data['take_profit'] = float(_op2[3]) if _op2[3] else data.get('take_profit') - data['rr_ratio'] = float(_op2[4]) if _op2[4] else data.get('rr_ratio') - print(f" [AUTHORITY-24H] {code} per_stock重评24h内,保留参数(区{_op2[0]}~{_op2[1]} 损{_op2[2]})", flush=True) + _cur = conn.execute( + "SELECT entry_low, entry_high, stop_loss, take_profit, rr_ratio, position_advice " + "FROM holding_strategies WHERE code=? AND status='active'", (code,)).fetchone() + if _cur and _cur[0] and float(_cur[0] or 0) > 0: + data['entry_low'] = float(_cur[0]) + data['entry_high'] = float(_cur[1]) if _cur[1] else _cur[0] + data['stop_loss'] = float(_cur[2]) if _cur[2] else data.get('stop_loss') + data['take_profit'] = float(_cur[3]) if _cur[3] else data.get('take_profit') + data['rr_ratio'] = float(_cur[4]) if _cur[4] else data.get('rr_ratio') + # 仓位保护:LLM/系统算的仓位不被辅助覆盖 + if _cur[5] and str(_cur[5]).strip(): + data['position_advice'] = str(_cur[5]) + print(f" [AUTHORITY-PARAM] {code} 保护策略参数(区{_cur[0]}~{_cur[1]} 损{_cur[2]}) source={source_trigger}", flush=True) except Exception: pass - if _op and float(_op[0] or 0) > 0: - data['entry_low'] = float(_op[0]) - data['entry_high'] = float(_op[1]) - data['stop_loss'] = float(_op[2]) - data['take_profit'] = float(_op[3]) - print(f" [AUTHORITY-POS] {code} 保护系统仓位'{_old_pos_val[:30]}'", flush=True) - elif _old_ra: - try: - from datetime import datetime as _ddt3, timedelta as _dtd3 - _ra_dt3 = _ddt3.fromisoformat(str(_old_ra)[:19]) - if (_ddt3.now() - _ra_dt3) < _dtd3(hours=20): - _old_params = conn.execute( - "SELECT entry_low, entry_high, stop_loss, take_profit, position_advice FROM holding_strategies WHERE code=? AND status='active'", - (code,)).fetchone() - if _old_params: - _keys = ['entry_low','entry_high','stop_loss','take_profit','position_advice'] - _vals = [v if v else '' for v in _old_params] - for i, k in enumerate(_keys): - if i < 4 and float(_vals[i] or 0) > 0: - data[k] = float(_vals[i]) - elif i == 4 and str(_vals[i]).strip(): - data[k] = str(_vals[i]) - print(f" [AUTHORITY-PARAM] {code} 保留12维参数(区{_vals[0]}~{_vals[1]} 损{_vals[2]} 盈{_vals[3]} pos={_vals[4]})", flush=True) - except Exception: - pass # ── action 权限保护(与信号同一权威层级,2026-07-22)── # 技术路径不得覆盖新鲜(<20h)12维 action。 # 根治:技术路径写的"盈亏比不足1:1.5不建议买入"旧 action 与12维买入分析同框矛盾。