feat: data-layering 第二批消费层读DB(divergence/staleness/accumulation/collect_eval/strategy_review/mo_provider/multi_timeframe/chip_factors)

deploy/profile-scripts/accumulation_scanner.py

@@ -13,7 +13,7 @@
 
 数据源：腾讯批量行情API（日K线+实时价）
 """
-import sys, json, urllib.request, re, time, os
+import sys, json, os
 from pathlib import Path
 from datetime import datetime, timedelta
 from collections import defaultdict
@@ -29,48 +29,71 @@ DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
 UA = "Mozilla/5.0"
 
 def fetch_qq_batch(symbols):
-    """腾讯批量实时行情"""
+    """批量行情：读 DB live_prices + stock_daily（2026-08-26 分层铁律：消费层不直连腾讯API）"""
     if not symbols: return {}
+    import sqlite3
     results = {}
-    # 分批，每批100个（腾讯推荐上限）
-    for i in range(0, len(symbols), 100):
-        batch = symbols[i:i+100]
-        url = f"http://qt.gtimg.cn/q={','.join(batch)}"
-        try:
-            req = urllib.request.Request(url, headers={"User-Agent": UA})
-            proxy = urllib.request.ProxyHandler({})
-            opener = urllib.request.build_opener(proxy)
-            with opener.open(req, timeout=15) as r:
-                text = r.read().decode("gbk")
-            for line in text.strip().split("\n"):
-                if "~" not in line: continue
-                parts = line.split("~")
-                if len(parts) < 40: continue
-                m = re.search(r'_(\w+)=', parts[0])
-                market = m.group(1) if m else ""
-                code = parts[2]
-                name = parts[1]
-                price = float(parts[3]) if parts[3] else 0
-                prev_close = float(parts[4]) if parts[4] else 0
-                high = float(parts[33]) if parts[33] else 0
-                low = float(parts[34]) if parts[34] else 0
-                volume = int(float(parts[6])) if parts[6] else 0  # 股数
-                amount = float(parts[37]) if len(parts) > 37 and parts[37] else 0
-                change_pct = float(parts[32]) if parts[32] else 0
-                # 市盈率
-                pe = float(parts[39]) if len(parts) > 39 and parts[39] else 0
-                # 流通市值
-                mcap = float(parts[44]) if len(parts) > 44 and parts[44] else 0
-                if price > 0 and volume > 0:
-                    results[code] = {
-                        "code": code, "name": name, "price": price,
-                        "prev_close": prev_close, "high": high, "low": low,
-                        "volume": volume, "amount": amount,
-                        "change_pct": change_pct, "pe": pe, "mcap": mcap,
-                    }
-        except Exception as e:
-            print(f"  批量查询错误: {e}", file=sys.stderr)
-        time.sleep(0.15)  # 批次间隔150ms（腾讯建议100ms以上，留余量）
+    # 提取纯代码（去掉 sh/sz/hk 前缀，港股5位如 00700）
+    codes = []
+    for s in symbols:
+        c = str(s).strip()
+        for pfx in ("sh", "sz", "hk"):
+            if c.startswith(pfx):
+                c = c[len(pfx):]
+                break
+        if c and c not in codes:
+            codes.append(c)
+    if not codes:
+        return results
+    try:
+        conn = sqlite3.connect(str(DB_PATH), timeout=5)
+        conn.execute("PRAGMA busy_timeout=30000")
+        # 实时价：一次查
+        ph = ",".join("?" * len(codes))
+        price_rows = conn.execute(
+            f"SELECT code, price, change_pct FROM live_prices WHERE code IN ({ph})", codes
+        ).fetchall()
+        prices = {r[0]: (r[1], r[2]) for r in price_rows}
+        # 名称
+        name_rows = conn.execute(
+            f"SELECT code, name FROM stocks WHERE code IN ({ph})", codes
+        ).fetchall()
+        names = {r[0]: r[1] or "" for r in name_rows}
+        # 最近日K（昨收/高低/量/额）
+        sd = {}
+        for c in codes:
+            row = conn.execute(
+                "SELECT close, high, low, volume, amount FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 1", (c,)
+            ).fetchone()
+            if row:
+                sd[c] = row
+        conn.close()
+
+        for code in codes:
+            if code not in prices:
+                continue
+            price = prices[code][0]
+            change_pct = prices[code][1] or 0
+            row = sd.get(code)
+            if not price or price <= 0:
+                continue
+            if not row or not row[3]:  # 无日K或无量 → 跳过（中性）
+                continue
+            prev_close = row[0] or 0
+            high = row[1] or 0
+            low = row[2] or 0
+            volume = int(row[3]) if row[3] else 0  # 股数
+            amount = row[4] or 0
+            # DB 无 PE/流通市值 → 中性 0（detect 中 pe/mcap 条件不贡献分）
+            results[code] = {
+                "code": code, "name": names.get(code, code), "price": price,
+                "prev_close": prev_close, "high": high, "low": low,
+                "volume": volume, "amount": amount,
+                "change_pct": change_pct, "pe": 0, "mcap": 0,
+            }
+    except Exception as e:
+        print(f"  批量查询错误: {e}", file=sys.stderr)
     return results
 
 def get_stock_pool():

deploy/profile-scripts/chip_factors.py

@@ -16,7 +16,7 @@
   results = cf.batch_calc(["600519", "00700", "000700"])
 """
 
-import json, os, sqlite3, time, urllib.request
+import json, sqlite3, time
 from datetime import datetime, timedelta
 from mo_data import read_decisions, get_price
 from pathlib import Path
@@ -25,8 +25,6 @@ DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
 MOFIN_ROOT = Path("/home/hmo/MoFin")
 CACHE_DIR = MOFIN_ROOT / "data" / "chip_cache"
 
-# ── 分钟数据限流 ──
-_last_minute_call = 0
 
 def _fetch_quote(code):
     """拉实时价，统一走 mo_data.get_price"""
@@ -38,21 +36,17 @@ def _fetch_quote(code):
 
 
 def _fetch_minute_kline(code, count=60):
-    """拉1分钟K线（带限流）"""
-    global _last_minute_call
-    now = time.time()
-    if now - _last_minute_call < 1.0:
-        time.sleep(1.0 - (now - _last_minute_call))
-    secid = f"1.{code}" if code.startswith(('6','5')) else f"0.{code}"
-    url = (f"https://push2.eastmoney.com/api/qt/stock/kline/get"
-           f"?secid={secid}&fields1=f1,f2,f3&fields2=f51,f52,f53,f54,f55,f56,f57"
-           f"&klt=1&fqt=1&end=20500101&lmt={min(count, 240)}")
+    """拉日K（读 stock_daily，2026-08-26 分层铁律：消费层不直连东财push2）"""
     try:
-        req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
-        resp = urllib.request.urlopen(req, timeout=8)
-        data = json.loads(resp.read())["data"]["klines"]
-        _last_minute_call = time.time()
-        return [line.split(",") for line in data]
+        import sqlite3
+        conn = sqlite3.connect(str(DB_PATH), timeout=5)
+        rows = conn.execute(
+            "SELECT date, open, close, high, low, volume FROM stock_daily "
+            "WHERE code=? ORDER BY date DESC LIMIT ?", (str(code), min(count, 240))
+        ).fetchall()
+        conn.close()
+        # 结构对齐原分钟K：m[5] = volume
+        return [[str(r[0]), r[1], r[2], r[3], r[4], r[5] or 0] for r in rows]
     except:
         return None
 
@@ -85,23 +79,21 @@ class ChipFactors:
     # ── 筹码分布估算（用日线OHLCV） ──
     def _build_chip_distribution(self, code):
         """从日线K线估算筹码分布。
-        
+
         原理：假设每日成交量在OHLC区间内均匀分布，
         每根K线的成交量按价格区间分配，累积成筹码分布。
+        （2026-08-26 分层铁律：读 DB stock_daily，不直连腾讯API）
         """
-        for k in list(os.environ.keys()):
-            if 'proxy' in k.lower():
-                os.environ.pop(k)
-        # 从腾讯API取60日K线
-        prefix = "sh" if code.startswith(('60','68','51')) else "sz" if code.startswith(('00','30','15')) else "hk"
-        url = f"http://ifzq.gtimg.cn/appstock/app/fqkline/get?param={prefix}{code},day,,,640,qfq"
         try:
-            opener = urllib.request.build_opener(urllib.request.ProxyHandler({}))
-            req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
-            resp = opener.open(req, timeout=8).read().decode('utf-8')
-            data = json.loads(resp)
-            day_key = 'qfqday' if prefix != 'hk' else 'day'
-            bars = data.get('data', {}).get(f'{prefix}{code}', {}).get(day_key, [])
+            import sqlite3
+            conn = sqlite3.connect(str(DB_PATH), timeout=5)
+            rows = conn.execute(
+                "SELECT date, open, close, high, low, volume FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 640", (str(code),)
+            ).fetchall()
+            conn.close()
+            # 对齐原 qfqday bar：[date, open, close, high, low, volume]
+            bars = [list(r) for r in rows]
         except:
             return {}
         
@@ -169,16 +161,17 @@ class ChipFactors:
         prev_winner = prev.get("winner_pct", winner_pct)
         prev_bias = prev.get("bias", 0)
         
-        # 估算换手率（近10日均量/总流通股）
+        # 估算换手率（近10日均量/总流通股；2026-08-26 分层铁律：读 stock_daily，不直连腾讯API）
         turnover = 0.02  # 默认2%
         try:
-            prefix2 = "sh" if code.startswith(('60','68','51','56','50')) else "sz" if code.startswith(('00','30','15')) else "hk"
-            url2 = f"http://ifzq.gtimg.cn/appstock/app/fkline/get?param={prefix2}{code},day,,,10,qfq"
-            req2 = urllib.request.Request(url2, headers={"User-Agent": "Mozilla/5.0"})
-            resp2 = urllib.request.urlopen(req2, timeout=5).read().decode('utf-8')
-            data2 = json.loads(resp2)
-            dk = 'qfqday' if prefix2 != 'hk' else 'day'
-            bars2 = data2.get('data', {}).get(f'{prefix2}{code}', {}).get(dk, [])
+            import sqlite3
+            conn2 = sqlite3.connect(str(DB_PATH), timeout=5)
+            rows2 = conn2.execute(
+                "SELECT date, open, close, high, low, volume FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 10", (str(code),)
+            ).fetchall()
+            conn2.close()
+            bars2 = [list(r) for r in rows2]
             if len(bars2) > 5:
                 avg_vol = sum(float(b[5]) for b in bars2[-10:] if len(b)>5) / min(len(bars2), 10)
                 # 用近60日最高量估算总流通股

deploy/profile-scripts/collect_evaluation_data.py

@@ -16,10 +16,8 @@ D6 资金面 — 成交额/换手率/量比
 """
 
 import json
-import urllib.request
 import os
 import sys
-import re
 from datetime import datetime
 from pathlib import Path
 
@@ -34,8 +32,6 @@ DATA_DIR = Path(__file__).parent.parent / "data"
 PROFILES_PATH = DATA_DIR / "stock_profiles.json"
 OUTPUT_PATH = DATA_DIR / "evaluation_input.json"
 
-UA = "Mozilla/5.0"
-
 
 def load_json(path, default=None):
     try:
@@ -52,52 +48,68 @@ def save_json(path, data):
 
 
 def fetch_tencent_data(symbols):
-    """批量拉行情。DB 优先，腾讯 API fallback"""
+    """批量拉行情。读 DB live_prices + stock_daily（2026-08-26 分层铁律：消费层不直连腾讯API）"""
     if not symbols:
         return {}
-    # DB 优先
+    import sqlite3
+    result = {}
     try:
-        from mofin_db import get_prices_batch_from_db
-        db = get_prices_batch_from_db(symbols)
-        if db:
-            return {code: {"name": "", "price": p, "prev_close": 0, "change_pct": chg or 0,
-                          "high": 0, "low": 0} for code, (p, chg) in db.items()}
-    except: pass
-    # Fallback: 腾讯
-    code_map = {}
-    query_symbols = []
-    for c in symbols:
-        sym = f"hk{c}" if len(c) == 5 else f"sh{c}" if c.startswith(("5", "6", "9")) else f"sz{c}"
-        query_symbols.append(sym)
-        code_map[sym] = c
-    url = f"http://qt.gtimg.cn/q={','.join(query_symbols)}"
-    try:
-        req = urllib.request.Request(url, headers={"User-Agent": UA})
-        resp = urllib.request.urlopen(req, timeout=15)
-        text = resp.read().decode("gbk")
+        conn = sqlite3.connect('/home/hmo/MoFin/data/mofin.db', timeout=5)
+        syms = list(symbols)
+        ph = ",".join("?" * len(syms))
+        # 实时价：一次查
+        price_rows = conn.execute(
+            f"SELECT code, price, change_pct FROM live_prices WHERE code IN ({ph})", syms
+        ).fetchall()
+        prices = {r[0]: (r[1], r[2]) for r in price_rows}
+        # 名称
+        name_rows = conn.execute(
+            f"SELECT code, name FROM stocks WHERE code IN ({ph})", syms
+        ).fetchall()
+        names = {r[0]: r[1] or "" for r in name_rows}
+        # 最近日K（昨收/今开/高低/量）
+        sd = {}
+        for c in syms:
+            row = conn.execute(
+                "SELECT close, open, high, low, volume FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 1", (c,)
+            ).fetchone()
+            if row:
+                sd[c] = row
+        conn.close()
+
+        for code in syms:
+            if code not in prices:
+                continue
+            price = prices[code][0]
+            change_pct = prices[code][1] or 0
+            if not price or price <= 0:
+                continue
+            row = sd.get(code)
+            row_c = row[0] if row else 0
+            row_o = row[1] if row else 0
+            row_h = row[2] if row else 0
+            row_l = row[3] if row else 0
+            row_v = row[4] if row else 0
+            result[code] = {
+                "name": names.get(code, ""),
+                "price": price,
+                "prev_close": row_c,
+                "open": row_o,
+                "change_pct": change_pct,
+                "high": row_h,
+                "low": row_l,
+                "volume": row_v,
+            }
     except Exception as e:
         print(f"行情拉取失败: {e}", file=sys.stderr)
         return {}
-    result = {}
-    for line in text.strip().split("\n"):
-        line = line.strip()
-        if not line or "=" not in line:
-            continue
-        raw = line.split("=", 1)[1].strip().strip('"').strip(";")
-        fields = raw.split("~")
-        if len(fields) < 35:
-            continue
-        sym = line.split("=", 1)[0].strip().lstrip("v_")
-        orig = code_map.get(sym)
-        if not orig:
-            continue
-        # 统一格式（A股和港股字段长度不同）
-        result[orig] = fields
     return result
 
 
 def fetch_indices():
-    """拉五大指数"""
+    """拉指数：读 DB stock_daily 最近收盘（2026-08-26 分层铁律：消费层不直连腾讯API）"""
+    import sqlite3
     index_codes = {
         "sh000001": "上证指数",
         "sz399001": "深证成指",
@@ -105,37 +117,33 @@ def fetch_indices():
         "hkHSI": "恒生指数",
         "hkHSTECH": "恒生科技",
     }
-    idx_map = {}
-    for c, n in index_codes.items():
-        sym = c  # 已经是完整符号
-        idx_map[sym] = n
-    url = f"http://qt.gtimg.cn/q={','.join(index_codes.keys())}"
+    result = {}
     try:
-        req = urllib.request.Request(url, headers={"User-Agent": UA})
-        resp = urllib.request.urlopen(req, timeout=10)
-        text = resp.read().decode("gbk")
+        conn = sqlite3.connect('/home/hmo/MoFin/data/mofin.db', timeout=5)
+        for c, n in index_codes.items():
+            rows = conn.execute(
+                "SELECT date, close, open, high, low FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 2", (c,)
+            ).fetchall()
+            if not rows:
+                continue  # 读不到则跳过（中性）
+            latest = rows[0]
+            prev = rows[1] if len(rows) > 1 else None
+            prev_close = prev[1] if prev else latest[1]
+            price = latest[1] or 0
+            change_pct = (price - prev_close) / prev_close * 100 if prev_close else 0
+            result[n] = {
+                "price": safe_float(price),
+                "prev_close": safe_float(prev_close if prev else None),
+                "change_pct": safe_float(change_pct),
+                "high": safe_float(latest[3] or price),
+                "low": safe_float(latest[4] or price),
+                "timestamp": latest[0],
+            }
+        conn.close()
     except Exception as e:
         print(f"指数拉取失败: {e}", file=sys.stderr)
         return {}
-    result = {}
-    for line in text.strip().split("\n"):
-        line = line.strip()
-        if not line or "=" not in line:
-            continue
-        raw = line.split("=", 1)[1].strip().strip('"').strip(";")
-        fields = raw.split("~")
-        if len(fields) < 33:
-            continue
-        sym = line.split("=", 1)[0].strip().lstrip("v_")
-        name = idx_map.get(sym, sym)
-        result[name] = {
-            "price": safe_float(fields[3]),
-            "prev_close": safe_float(fields[4]),
-            "change_pct": safe_float(fields[32]),
-            "high": safe_float(fields[33]),
-            "low": safe_float(fields[34]),
-            "timestamp": fields[30] if len(fields) > 30 else "",
-        }
     return result
 
 

deploy/profile-scripts/divergence_detector.py

@@ -14,7 +14,7 @@ divergence_detector.py — 跨市场背离监测器（no_agent）
   - 状态文件 macro_divergence_state.json
   - no_agent: 有信号才出声
 """
-import sys, json, re, datetime, os, requests
+import sys, json, datetime, os
 from pathlib import Path
 
 # ── 消息通道统一路由(broadcast/xmpp by delivery) ──
@@ -47,69 +47,45 @@ DIVERGENCE_MODERATE = 3.0 # >3% → moderate信号
 STREAK_DAYS = 3           # 连涨/连跌3天 → 信号
 
 def fetch_indices():
-    """获取所有指数实时数据（直接调用新浪API，mo_data不支持指数代码）"""
-    import requests
-    sina_map = {
-        "sh000001": "s_sh000001",
-        "sz399001": "s_sz399001",
-        "sz399006": "s_sz399006",
-        "sh000688": "s_sh000688",
-        "sh000016": "s_sh000016",
-        "sh000300": "s_sh000300",
-        "hkHSI":    "rt_hkHSI",
-        "hkHSCEI":  "rt_hkHSCEI",
+    """获取所有指数数据（读 DB stock_daily 收盘价，2026-08-26 分层铁律：消费层不直连新浪API）"""
+    import sqlite3
+    # 指数代码 → 中文名（stock_daily 表已有 sh000001/sz399001/sz399006/sh000688）
+    index_map = {
+        "sh000001": "上证指数",
+        "sz399001": "深证成指",
+        "sz399006": "创业板指",
+        "sh000688": "科创50",
+        "sh000016": "上证50",
+        "sh000300": "沪深300",
     }
-    url = "http://hq.sinajs.cn/list=" + ",".join(sina_map.values())
-    headers = {"Referer": "https://finance.sina.com.cn"}
+    indices = {}
     try:
-        r = requests.get(url, headers=headers, timeout=10)
-        r.encoding = "gbk"
+        conn = sqlite3.connect(str(DB_PATH), timeout=5)
+        for sym, cname in index_map.items():
+            rows = conn.execute(
+                "SELECT date, close, high, low FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT 2", (sym,)
+            ).fetchall()
+            if not rows:
+                continue
+            latest = rows[0]
+            prev_close = rows[1][1] if len(rows) > 1 else latest[1]
+            price = latest[1] or 0
+            change_pct = (price - prev_close) / prev_close * 100 if prev_close else 0
+            indices[sym] = {
+                "name": cname,
+                "price": price,
+                "close": price,
+                "change_pct": round(change_pct, 2),
+                "high": latest[2] or 0,
+                "low": latest[3] or 0,
+                "timestamp": latest[0],
+            }
+        conn.close()
     except Exception as e:
         print(f"[DIVERGE] 采集失败: {e}", file=sys.stderr)
         return {}
-
-    indices = {}
-    for line in r.text.strip().split("\n"):
-        line = line.strip()
-        if not line:
-            continue
-        # Parse: var hq_str_XXXX="fields,...";
-        try:
-            var_name = line.split('"')[0].rsplit("_", 1)[-1].rstrip("=")
-            fields = line.split('"')[1].split(",")
-        except (IndexError, ValueError):
-            continue
-
-        # Find the symbol
-        sym = None
-        for s, sn in sina_map.items():
-            if sn.endswith(var_name):
-                sym = s
-                break
-        if not sym:
-            continue
-
-        if sym.startswith("hk"):
-            # HK: name,price,open,high,low,prev_close,change,change_pct,...
-            name = fields[1]
-            price = float(fields[2]) if fields[2] else 0
-            change_pct = float(fields[8]) if len(fields) > 8 and fields[8] else 0
-        else:
-            # A-share: name,price,change,change_pct,...
-            name = fields[0]
-            price = float(fields[1]) if fields[1] else 0
-            change_pct = float(fields[3]) if len(fields) > 3 and fields[3] else 0
-
-        indices[sym] = {
-            "name": name,
-            "price": price,
-            "close": 0,
-            "change_pct": change_pct,
-            "high": 0,
-            "low": 0,
-            "timestamp": datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
-        }
-
+    # 港股指数 hkHSI/hkHSCEI 不在 stock_daily，读不到则不返回（中性值，由调用方跳过低检测）
     return indices
 
 def load_history():

deploy/profile-scripts/mo_provider.py

@@ -181,53 +181,38 @@ class MoDataProvider:
         
         return None
     
-    # ── 分钟级 K 线 ──────────────────────────────────────────────
-    
-    _last_minute_call = 0  # 限流时间戳
+    # ── K 线（日级，读 DB stock_daily）────────────────────────────
     
     def get_minute_kline(self, code: str, count: int = 60) -> list | None:
-        """获取1分钟K线数据（东方财富 push2）。
-        
-        限流保护：每次调用间隔至少1秒，批量查询间隔2秒。
+        """获取K线数据（读 DB stock_daily，2026-08-26 分层铁律：消费层不直连东财push2）。
         
         Args:
-            code: 股票代码（6位，如'600519'）
-            count: 获取条数（最大240，约4小时）
+            code: 股票代码（6位，如'600519'；港股5位如'00700'）
+            count: 获取条数（最大240）
         
         Returns:
-            [{"time":"09:31","open":xx,"close":xx,"high":xx,"low":xx,"volume":xx,"amount":xx}, ...]
+            [{"time":"YYYY-MM-DD","open":xx,"close":xx,"high":xx,"low":xx,"volume":xx,"amount":xx}, ...]
             或 None
         """
-        import time, urllib.request
-        now = time.time()
-        elapsed = now - self._last_minute_call
-        if elapsed < 1.0:
-            time.sleep(1.0 - elapsed)
-        
-        # A股secid: 1.上海 0.深圳
-        secid = f"1.{code}" if code.startswith(('6','5')) else f"0.{code}"
-        url = (f"https://push2.eastmoney.com/api/qt/stock/kline/get"
-               f"?secid={secid}&fields1=f1,f2,f3&fields2=f51,f52,f53,f54,f55,f56,f57"
-               f"&klt=1&fqt=1&end=20500101&lmt={min(count, 240)}")
-        
         try:
-            req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
-            resp = urllib.request.urlopen(req, timeout=8)
-            data = json.loads(resp.read())["data"]["klines"]
+            import sqlite3
+            conn = sqlite3.connect('/home/hmo/MoFin/data/mofin.db', timeout=5)
+            rows = conn.execute(
+                "SELECT date, open, close, high, low, volume, amount FROM stock_daily "
+                "WHERE code=? ORDER BY date DESC LIMIT ?", (str(code), min(count, 240))
+            ).fetchall()
+            conn.close()
             result = []
-            for line in data:
-                parts = line.split(",")
-                if len(parts) >= 6:
-                    result.append({
-                        "time": parts[0][-5:],  # "2026-07-01 09:31" → "09:31"
-                        "open": float(parts[1]),
-                        "close": float(parts[2]),
-                        "high": float(parts[3]),
-                        "low": float(parts[4]),
-                        "volume": int(parts[5]),
-                        "amount": float(parts[6]) if len(parts) > 6 else 0,
-                    })
-            self._last_minute_call = time.time()
+            for r in rows:
+                result.append({
+                    "time": str(r[0]),
+                    "open": float(r[1]),
+                    "close": float(r[2]),
+                    "high": float(r[3]),
+                    "low": float(r[4]),
+                    "volume": int(r[5] or 0),
+                    "amount": float(r[6] or 0),
+                })
             return result
         except Exception as e:
             logger.warning("get_minute_kline(%s) 失败: %s", code, e)

deploy/profile-scripts/multi_timeframe.py

@@ -12,8 +12,6 @@
 
 import json
 import os
-import urllib.request
-import urllib.error
 from datetime import datetime, date, timedelta
 from typing import Optional
 
@@ -23,11 +21,7 @@ DATA_DIR = "/home/hmo/web-dashboard/data"
 HISTORY_PATH = os.path.join(DATA_DIR, "price_history.json")
 # multi_tf_cache.json 已迁移到 DB (mtf_cache 表)
 
-# 腾讯API K线端点
-KLINE_URL = "http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={market}{code},{period},,,{count},qfq"
-
-# 腾讯实时行情端点（用于市场前缀判断）
-QUOTE_URL = "http://qt.gtimg.cn/q={market}{code}"
+# (2026-08-26 分层铁律：K线/行情读 DB stock_daily/live_prices，不再直连腾讯API)
 
 
 def _write_klines_to_db(code: str, daily: list, weekly: list, monthly: list, fundamentals: dict = None):
@@ -125,8 +119,42 @@ def _save_mtf_cache():
         pass
 
 
+def _aggregate_bars(daily_bars: list, period: str) -> list:
+    """把升序日K聚合为周K/月K（period: week/month）。
+
+    Args:
+        daily_bars: 升序日K列表 [{date,open,close,high,low,volume}]
+        period: "week" / "month"
+
+    Returns:
+        升序聚合K线 [{date,open,close,high,low,volume}]
+    """
+    from collections import OrderedDict
+    groups = OrderedDict()
+    for b in daily_bars:
+        try:
+            dt = datetime.strptime(b["date"], "%Y-%m-%d")
+        except Exception:
+            continue
+        if period == "week":
+            iso = dt.isocalendar()
+            key = (iso[0], iso[1])  # (年, ISO周)
+        else:  # month
+            key = (dt.year, dt.month)
+        if key not in groups:
+            groups[key] = dict(b)
+        else:
+            g = groups[key]
+            g["close"] = b["close"]
+            g["high"] = max(g["high"], b["high"])
+            g["low"] = min(g["low"], b["low"])
+            g["volume"] += b["volume"]
+            g["date"] = b["date"]
+    return list(groups.values())
+
+
 def fetch_kline(code: str, period: str = "day", count: int = 120) -> list:
-    """从腾讯API获取K线数据，优先使用本地缓存
+    """从 DB stock_daily 获取K线数据（2026-08-26 分层铁律：消费层不直连腾讯API）
 
     Args:
         code: 股票代码 (如 "300548")
@@ -151,61 +179,47 @@ def fetch_kline(code: str, period: str = "day", count: int = 120) -> list:
     if cached_klines and updated_at and (now - updated_at) < _KLINE_CACHE_TTL.get(period, 3600):
         return cached_klines
 
-    market = _market_prefix(code)
-    is_index = any(code.startswith(p) for p in ["sh", "sz", "hk"])
-    
-    # 指数代码已经自带前缀，API直接用code；普通股票需要加market前缀
-    api_code = code if is_index else f"{market}{code}"
-    url = f"http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={api_code},{period},,,{count},qfq"
+    # 读 DB stock_daily（2026-08-26 分层铁律：消费层不直连腾讯API）
+    # 指数代码（sh000001/sz399001）与港股（5位 00700）在 stock_daily 中直接以原 code 存储
+    raw_code = str(code).split("_")[0]
+
+    # 周/月K需要更多日K做聚合：周K≈5日/根，月K≈22日/根，留余量
+    need = count
+    if period in ("week", "month"):
+        need = count * (5 if period == "week" else 22) + 10
 
     try:
-        req = urllib.request.Request(url, headers=_user_agent())
-        with urllib.request.urlopen(req, timeout=10) as resp:
-            raw = json.loads(resp.read().decode("utf-8"))
+        import sqlite3
+        db = sqlite3.connect('/home/hmo/MoFin/data/mofin.db', timeout=5)
+        rows = db.execute(
+            "SELECT date, open, close, high, low, volume FROM stock_daily "
+            "WHERE code=? ORDER BY date DESC LIMIT ?", (raw_code, need)
+        ).fetchall()
+        db.close()
     except Exception as e:
         return {"error": str(e), "code": code, "period": period}
 
-    if not isinstance(raw, dict):
-        return {"error": f"API returned {type(raw).__name__}", "raw": str(raw)[:200]}
-
-    api_data = raw.get("data", {})
-    if not isinstance(api_data, dict):
-        return {"error": f"data field is {type(api_data).__name__}", "raw": str(api_data)[:200]}
-
-    # 指数代码已经自带前缀（sh000001/sz399001），直接用
-    # 普通股票代码需要加market前缀（sh600036/sz300750）
-    is_index = any(code.startswith(p) for p in ["sh", "sz", "hk"])
-    stock_key = code if is_index else f"{market}{code}"
-    stock_data = api_data.get(stock_key, {})
-
-    # 腾讯API的K线字段名: qfqday, qfqweek, qfqmonth
-    period_key = f"qfq{period}"
-    klines = stock_data.get(period_key, [])
-
-    if not klines:
-        # 尝试其他字段名
-        for k in stock_data:
-            if isinstance(stock_data[k], list) and len(stock_data[k]) > 0:
-                if isinstance(stock_data[k][0], list) and len(stock_data[k][0]) >= 6:
-                    klines = stock_data[k]
-                    break
-
-    result = []
-    for k in klines:
-        if len(k) >= 6:
-            try:
-                result.append({
-                    "date": str(k[0]),
-                    "open": float(k[1]),
-                    "close": float(k[2]),
-                    "high": float(k[3]),
-                    "low": float(k[4]),
-                    "volume": float(k[5]),
-                })
-            except (ValueError, IndexError):
+    bars = []
+    for r in reversed(rows):  # 升序（旧→新），与腾讯API输出时序一致
+        try:
+            if r[1] is None or r[2] is None:
                 continue
+            bars.append({
+                "date": str(r[0]),
+                "open": float(r[1]),
+                "close": float(r[2]),
+                "high": float(r[3] or r[2]),
+                "low": float(r[4] or r[2]),
+                "volume": float(r[5] or 0),
+            })
+        except (ValueError, TypeError):
+            continue
 
-    return result
+    if period == "day":
+        return bars[-count:]
+
+    # 周/月K：由日K聚合（open=首日open, close=末日close, high=max, low=min, volume=sum）
+    return _aggregate_bars(bars, period)[-count:]
 
 
 def calc_moving_averages(klines: list, windows: list = [5, 10, 20, 60]) -> dict:

deploy/profile-scripts/strategy-staleness-check.py

@@ -10,7 +10,7 @@
 输出两份：JSON报告(给系统) + 人类可读摘要(stdout for cron)
 """
 
-import json, sys, os, re, urllib.request, sqlite3
+import json, sys, os, re, sqlite3
 sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..'))
 from datetime import datetime
 from mo_data import read_decisions, read_portfolio
@@ -31,22 +31,20 @@ DIVERGENCE_WARN = 30   # 偏离买入区>30%→警告
 DIVERGENCE_CRIT = 50   # 偏离>50%→严重
 
 def get_price(code):
-    """从腾讯API获取当前价"""
+    """从 live_prices 表获取当前价（2026-08-26 分层铁律：消费层不直连腾讯API）"""
     try:
-        market = "sh" if code.startswith("6") else "sz" if code.startswith("0") or code.startswith("3") else ""
-        if code.startswith(("00", "30")) or code.startswith("68"):
-            market = "sh" if code.startswith("6") else "sz"
-        elif code.startswith(("01", "02", "03")):
-            market = "sz"
-        url = f"http://qt.gtimg.cn/q={market}{code}"
-        req = urllib.request.Request(url, headers={"User-Agent": "curl/7.81"})
-        with urllib.request.urlopen(req, timeout=5) as resp:
-            raw = resp.read().decode("gbk")
-        parts = raw.split("~")
-        if len(parts) > 3:
-            price = float(parts[3]) if parts[3] else 0
-            chg = float(parts[32]) if parts[32] else 0
-            return price, chg if price > 0 else (None, None)
+        c = str(code).strip().split("_")[0]
+        if c.lower().startswith("hk"):
+            c = c[2:]
+        conn = sqlite3.connect(DB_PATH, timeout=5)
+        row = conn.execute(
+            "SELECT price, change_pct FROM live_prices WHERE code=?", (c,)
+        ).fetchone()
+        conn.close()
+        if row and row[0]:
+            price = float(row[0])
+            chg = float(row[1] or 0)
+            return (price, chg) if price > 0 else (None, None)
     except: pass
     return None, None
 

deploy/profile-scripts/strategy_review.py

@@ -144,29 +144,32 @@ def evaluate_strategy(s, price):
     sl_recovery = False
     if tp > 0 or sl > 0:
         try:
-            prefix = "sh" if code.startswith(('60','68','51','56','50')) else "sz" if code.startswith(('00','30','15')) else "hk"
-            url = f"http://ifzq.gtimg.cn/appstock/app/fqkline/get?param={prefix}{code},day,,,60,qfq"
-            import subprocess as sp
-            r = sp.run(["curl", "-s", "--max-time", "3", url], capture_output=True, text=True, timeout=5)
-            if r.returncode == 0 and r.stdout:
-                data = json.loads(r.stdout)
-                day_key = 'qfqday' if prefix != 'hk' else 'day'
-                bars = data.get('data', {}).get(f'{prefix}{code}', {}).get(day_key, [])
-                if bars:
-                    prices = [(float(b[2]), float(b[3]), b[0]) for b in bars if len(b) > 3]  # (high, low, date)
-                    recent_high = max(p[0] for p in prices)
-                    recent_low = min(p[1] for p in prices)
-                    # 检查止损触发后的走势：是否后来反弹了？
-                    if sl > 0:
-                        # 找出价格低于SL的K线
-                        below_sl = [p for p in prices if p[1] <= sl]
-                        above_sl_later = [p for p in prices if p[1] > sl * 1.03]
-                        if below_sl and above_sl_later:
-                            # 曾跌破SL，但后来涨回去了 → 洗盘
-                            first_below = min(below_sl, key=lambda x: x[2])
-                            last_above = max(above_sl_later, key=lambda x: x[2])
-                            if last_above[2] > first_below[2]:
-                                sl_recovery = True
+            # 读 stock_daily 近60根日K（2026-08-26 分层铁律：消费层不直连腾讯API）
+            raw_code = str(code).split("_")[0]
+            if raw_code.lower().startswith("hk"):
+                raw_code = raw_code[2:]
+            _conn = sqlite3.connect(str(DB_PATH), timeout=5)
+            _bars = _conn.execute(
+                "SELECT date, high, low FROM stock_daily WHERE code=? "
+                "ORDER BY date DESC LIMIT 60", (raw_code,)
+            ).fetchall()
+            _conn.close()
+            if _bars:
+                # 转为升序（旧→新），与 qfqday 时序一致
+                prices = [(float(b[1]), float(b[2]), b[0]) for b in reversed(_bars) if b[1] and b[2]]  # (high, low, date)
+                recent_high = max(p[0] for p in prices)
+                recent_low = min(p[1] for p in prices)
+                # 检查止损触发后的走势：是否后来反弹了？
+                if sl > 0:
+                    # 找出价格低于SL的K线
+                    below_sl = [p for p in prices if p[1] <= sl]
+                    above_sl_later = [p for p in prices if p[1] > sl * 1.03]
+                    if below_sl and above_sl_later:
+                        # 曾跌破SL，但后来涨回去了 → 洗盘
+                        first_below = min(below_sl, key=lambda x: x[2])
+                        last_above = max(above_sl_later, key=lambda x: x[2])
+                        if last_above[2] > first_below[2]:
+                            sl_recovery = True
         except:
             pass