MoFin 初始提交
完整数据采集+分析管道： - market_watch.py：90行业板块采集（同花顺/东方财富） - 市场精选推荐 cron：全市场分析+候选池+星级推荐 - price_monitor.py：持仓/自选高频价格监控 - refresh_mtf_cache.py：多周期K线缓存 - 策略评估/知识萃取管道 文档：docs/ 含完整需求+架构设计 注意：尚未配置 git remote，笑笑接手后自行配置
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知微 (MoFin)
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#!/usr/bin/env python3
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"""advice_reconciliation.py — 建议对账脚本
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每周运行一次，对比 decisions.json 的 advice_timeline 与 portfolio.json
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的实际持仓变化，统计准确率。
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用法：
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python3 advice_reconciliation.py # 正常对账
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python3 advice_reconciliation.py --force # 强制重新对账所有建议
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"""
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import json
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import sys
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from datetime import datetime, timedelta
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from pathlib import Path
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DATA_DIR = Path(__file__).parent / "data"
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DECISIONS_PATH = DATA_DIR / "decisions.json"
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PORTFOLIO_PATH = DATA_DIR / "portfolio.json"
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ACCURACY_PATH = DATA_DIR / "accuracy_stats.json"
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def load_json(path, default=None):
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try:
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with open(path, encoding="utf-8") as f:
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return json.load(f)
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except (FileNotFoundError, json.JSONDecodeError):
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return {} if default is None else default
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def save_json(path, data):
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Path(path).parent.mkdir(parents=True, exist_ok=True)
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with open(path, "w", encoding="utf-8") as f:
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json.dump(data, f, ensure_ascii=False, indent=2)
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def get_holding_change(portfolio, code):
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"""获取某只股票的当前持仓信息"""
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holdings = portfolio.get("holdings", [])
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for h in holdings:
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if h["code"] == code:
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return {
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"code": code,
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"name": h.get("name", ""),
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"shares": h.get("shares", 0),
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"cost": h.get("cost", 0),
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"price": h.get("price", 0),
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"position_pct": h.get("position_pct", 0),
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}
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return None # 已清仓
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def evaluate_advice(advice, current_holding):
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"""评估一条建议是否正确
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Returns: 'correct', 'partial', 'wrong', 'pending', 'unknown'
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"""
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direction = advice.get("direction", "")
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status = advice.get("status", "pending")
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if status == "ignored":
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return "ignored"
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if status == "pending":
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return "pending"
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if not current_holding:
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# 股票已清仓
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if direction in ("卖出", "清仓", "减仓"):
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return "correct"
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elif direction in ("买入", "加仓", "补仓"):
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return "wrong"
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else:
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return "unknown"
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shares = current_holding.get("shares", 0)
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cost = current_holding.get("cost", 0)
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price = current_holding.get("price", 0)
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pnl_pct = (price - cost) / cost * 100 if cost > 0 else 0
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if direction in ("买入", "加仓", "补仓"):
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# 如果建议买入时价格低于现价，或浮盈为正 → 正确
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try:
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advised_price = float(advice.get("price", 0))
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if advised_price > 0 and price > 0:
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if price >= advised_price * 0.95: # 允许5%误差
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return "correct"
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else:
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return "wrong"
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else:
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return "unknown"
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except:
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return "unknown"
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elif direction in ("卖出", "清仓", "减仓"):
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# 如果建议卖出时价格高于现价 → 正确（规避了下跌）
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try:
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advised_price = float(advice.get("price", 0))
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if advised_price > 0 and price > 0:
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if price <= advised_price * 1.05:
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return "correct"
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else:
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return "wrong"
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else:
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return "unknown"
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except:
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return "unknown"
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elif direction in ("持有", "观望"):
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# 持有建议 → 看后续是否涨
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try:
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advised_price = float(advice.get("price", 0))
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if advised_price > 0 and price > 0:
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change = (price - advised_price) / advised_price * 100
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if change > -5: # 没跌超过5%
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return "correct"
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else:
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return "wrong"
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else:
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return "unknown"
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except:
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return "unknown"
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elif direction == "自选":
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# 自选建议无法直接对账
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return "unknown"
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return "unknown"
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def run():
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force = "--force" in sys.argv
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decisions = load_json(DECISIONS_PATH, {"decisions": []})
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portfolio = load_json(PORTFOLIO_PATH, {"holdings": []})
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old_stats = load_json(ACCURACY_PATH, {})
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results = []
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total = {"correct": 0, "wrong": 0, "partial": 0, "unknown": 0, "pending": 0, "ignored": 0}
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for entry in decisions.get("decisions", []):
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code = entry["code"]
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name = entry.get("name", code)
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timeline = entry.get("advice_timeline", [])
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if not timeline:
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continue
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current_holding = get_holding_change(portfolio, code)
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for i, advice in enumerate(timeline):
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# 跳过已评估过的（除非 --force）
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if not force and advice.get("evaluated"):
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# 计数已有结果
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result = advice.get("result", "unknown")
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total[result] = total.get(result, 0) + 1
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continue
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result = evaluate_advice(advice, current_holding)
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advice["evaluated"] = True
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advice["result"] = result
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advice["evaluated_at"] = datetime.now().isoformat()
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total[result] = total.get(result, 0) + 1
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results.append({
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"code": code,
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"name": name,
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"date": advice.get("date", ""),
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"direction": advice.get("direction", ""),
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"summary": advice.get("summary", ""),
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"result": result,
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})
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# 保存更新后的 decisions.json（含评估标记）
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save_json(DECISIONS_PATH, decisions)
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# 计算准确率
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evaluated = total["correct"] + total["wrong"] + total["partial"]
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accuracy = round(total["correct"] / evaluated * 100, 1) if evaluated > 0 else 0
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stats = {
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"updated_at": datetime.now().isoformat(),
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"period_start": old_stats.get("period_start", (datetime.now() - timedelta(days=7)).isoformat()),
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"period_end": datetime.now().isoformat(),
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"total_advice": sum(total.values()),
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"correct": total["correct"],
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"wrong": total["wrong"],
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"partial": total["partial"],
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"unknown": total["unknown"],
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"pending": total["pending"],
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"ignored": total["ignored"],
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"evaluated": evaluated,
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"accuracy_pct": accuracy,
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"details": results,
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# 累计统计
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"cumulative": {
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"total": old_stats.get("cumulative", {}).get("total", 0) + evaluated,
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"correct": old_stats.get("cumulative", {}).get("correct", 0) + total["correct"],
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"wrong": old_stats.get("cumulative", {}).get("wrong", 0) + total["wrong"],
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},
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}
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cum = stats["cumulative"]
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cum_accuracy = round(cum["correct"] / cum["total"] * 100, 1) if cum["total"] > 0 else 0
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stats["cumulative_accuracy_pct"] = cum_accuracy
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save_json(ACCURACY_PATH, stats)
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# 输出摘要
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print(f"📊 建议对账报告")
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print(f" 周期: {stats['period_start'][:10]} ~ {stats['period_end'][:10]}")
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print(f" 总建议: {stats['total_advice']}")
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print(f" ✅ 正确: {stats['correct']}")
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print(f" ❌ 错误: {stats['wrong']}")
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print(f" ⏳ 待确认: {stats['pending']}")
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print(f" ✗ 已忽略: {stats['ignored']}")
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print(f" ❓ 无法判断: {stats['unknown']}")
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print(f" 📈 本期准确率: {accuracy}%")
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print(f" 📈 累计准确率: {cum_accuracy}%")
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if results:
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print(f"\n 详情:")
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for r in results[:20]:
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icon = {"correct": "✅", "wrong": "❌", "partial": "🟡", "unknown": "❓", "pending": "⏳", "ignored": "✗"}
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print(f" {icon.get(r['result'], '?')} {r['name']}({r['code']}) {r['direction']} → {r['result']}")
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if __name__ == "__main__":
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run()
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