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

price_monitor.py

@@ -0,0 +1,429 @@
+#!/usr/bin/env python3
+"""price_monitor.py — 高频价格监控脚本（批量版）
+规则：进入区间报一次，离开区间报一次，中间不重复。
+每次运行时一次性刷新所有持仓+自选股的实时价。
+"""
+import json
+import urllib.request
+import os
+import sys
+import time
+from datetime import datetime
+
+DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
+PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
+WATCHLIST_PATH = "/home/hmo/web-dashboard/data/watchlist.json"
+BREACH_PATH = "/home/hmo/.hermes/zone_breach.json"
+STATE_PATH = os.path.expanduser("~/.hermes/price_trigger_state.json")
+EVENTS_PATH = "/home/hmo/web-dashboard/data/price_events.json"
+
+# 策略重评依赖（技术面驱动，非机械百分比）
+sys.path.insert(0, "/home/hmo/web-dashboard")
+try:
+    from strategy_lifecycle import reassess_strategy
+    HAS_REASSESS = True
+except ImportError:
+    HAS_REASSESS = False
+
+UA = "Mozilla/5.0"
+
+# ── 批量拉取价格 ──────────────────────────────────────────────────────────
+
+def fetch_all_prices(codes):
+    """腾讯批量行情API：一次请求拉取所有股票（A股+港股）
+    A股：sh600110 / sz000001
+    港股：hk00700
+    返回 {code: (price, change, change_pct)}
+    """
+    if not codes:
+        return {}
+
+    # 构建批量查询串
+    symbols = []
+    code_map = {}  # symbol -> original_code
+    for code in codes:
+        code_s = str(code).strip()
+        if len(code_s) == 6:
+            # A股：沪市以5/6/9开头，深市以0/3开头
+            if code_s.startswith(('5', '6', '9')):
+                sym = f"sh{code_s}"
+            else:
+                sym = f"sz{code_s}"
+        else:
+            sym = f"hk{code_s}"
+        symbols.append(sym)
+        code_map[sym] = code_s
+
+    url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
+    try:
+        req = urllib.request.Request(url, headers={"User-Agent": UA})
+        with urllib.request.urlopen(req, timeout=10) as r:
+            text = r.read().decode("gbk")
+    except Exception as e:
+        print(f"⚠️ 批量拉取失败: {e}", file=sys.stderr)
+        return {}
+
+    results = {}
+    for line in text.strip().split("\n"):
+        line = line.strip()
+        if not line or "=" not in line:
+            continue
+        try:
+            # 格式: v_sh600110="1~诺德股份~600110~11.84~11.90~..."
+            raw_value = line.split("=", 1)[1].strip().strip('"').strip(";")
+            fields = raw_value.split("~")
+            if len(fields) < 6:
+                continue
+            sym = line.split("=", 1)[0].strip().lstrip("v_")
+            orig_code = code_map.get(sym)
+            if not orig_code:
+                continue
+            price = float(fields[3]) if fields[3] else 0
+            prev_close = float(fields[4]) if fields[4] else 0
+            change = price - prev_close if prev_close > 0 else 0
+            change_pct = fields[32] if len(fields) > 32 and fields[32] else "0"
+            results[orig_code] = (price, change, change_pct)
+        except (ValueError, IndexError):
+            continue
+
+    return results
+
+
+def refresh_data_prices():
+    """一次性刷新portfolio.json和watchlist.json的所有实时价"""
+    all_codes = set()
+
+    # 收集所有需要拉取的代码
+    try:
+        pf = json.load(open(PORTFOLIO_PATH))
+        for s in pf.get('holdings', []):
+            all_codes.add(s['code'])
+    except:
+        pf = {"holdings": []}
+
+    try:
+        wl = json.load(open(WATCHLIST_PATH))
+        for s in wl.get('stocks', []):
+            all_codes.add(s['code'])
+    except:
+        wl = {"stocks": []}
+
+    if not all_codes:
+        return 0
+
+    # 一次性批量拉取
+    prices = fetch_all_prices(list(all_codes))
+    updated = 0
+
+    # 更新portfolio（只在价格变化时写入，避免触发文件变更通知）
+    changed = False
+    for s in pf.get('holdings', []):
+        if s['code'] in prices:
+            price, _, change_pct = prices[s['code']]
+            if price > 0:
+                old = s.get('price', 0)
+                if abs(old - price) > 0.001:
+                    s['price'] = round(price, 2)
+                    s['change_pct'] = float(change_pct) if change_pct else 0
+                    updated += 1
+                    changed = True
+    if changed:
+        json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
+
+    # 更新watchlist（只在价格变化时写入）
+    changed = False
+    for s in wl.get('stocks', []):
+        if s['code'] in prices:
+            price, _, change_pct = prices[s['code']]
+            if price > 0:
+                old = s.get('price', 0)
+                if abs(old - price) > 0.001:
+                    s['price'] = round(price, 2)
+                    s['change_pct'] = float(change_pct) if change_pct else 0
+                    updated += 1
+                    changed = True
+    if changed:
+        wl['updated_at'] = datetime.now().isoformat()
+        json.dump(wl, open(WATCHLIST_PATH, 'w'), ensure_ascii=False, indent=2)
+
+    return updated
+
+
+# ── 区间偏离检测 ──────────────────────────────────────────────────────────
+
+def load_state():
+    try:
+        with open(STATE_PATH) as f:
+            return json.load(f)
+    except:
+        return {}
+
+def save_state(state):
+    os.makedirs(os.path.dirname(STATE_PATH), exist_ok=True)
+    with open(STATE_PATH, 'w') as f:
+        json.dump(state, f, ensure_ascii=False, indent=2)
+
+def load_breaches():
+    try:
+        with open(BREACH_PATH) as f:
+            return json.load(f)
+    except:
+        return {}
+
+def save_breaches(data):
+    os.makedirs(os.path.dirname(BREACH_PATH), exist_ok=True)
+    with open(BREACH_PATH, 'w') as f:
+        json.dump(data, f, ensure_ascii=False, indent=2)
+
+
+def load_events():
+    try:
+        with open(EVENTS_PATH) as f:
+            return json.load(f)
+    except:
+        return {"events": []}
+
+
+def save_events(events):
+    os.makedirs(os.path.dirname(EVENTS_PATH), exist_ok=True)
+    with open(EVENTS_PATH, 'w') as f:
+        json.dump(events, f, ensure_ascii=False, indent=2)
+
+
+def record_event(code, name, event_type, price, trigger_value, event_label=""):
+    """记录一次价格触发事件到 price_events.json"""
+    events = load_events()
+    now = datetime.now().isoformat()
+    events["events"].append({
+        "code": code,
+        "name": name,
+        "event_type": event_type,  # entry_zone, stop_loss, take_profit, exit_zone
+        "price": round(price, 2),
+        "trigger_value": trigger_value,
+        "event_label": event_label,
+        "timestamp": now,
+        "date": datetime.now().strftime("%Y-%m-%d"),
+    })
+    # 保留最近10000条
+    events["events"] = events["events"][-10000:]
+    save_events(events)
+
+
+def get_trigger_zones(trigger):
+    """返回该trigger所有可监控的区间列表，跳过已执行的batch"""
+    zones = []
+    for key, label in [
+        ("entry_zone", "加仓区间"),
+        ("batch1_price", "试仓区间"),
+        ("batch2_price", "加仓区间"),
+        ("take_profit_zone", "止盈区间"),
+        ("watch_low", "关注区间"),
+        ("watch_high", "减仓区间"),
+        ("watch_break", "止损区间")
+    ]:
+        status_key = key.replace("_price", "_status")
+        if status_key in trigger and trigger[status_key] == "executed":
+            continue
+        val = trigger.get(key, "")
+        if val and "~" in val:
+            try:
+                parts = val.split("~")
+                lo, hi = float(parts[0]), float(parts[1])
+                zones.append((key, label, lo, hi))
+            except:
+                pass
+    sl = trigger.get("stop_loss", "")
+    if sl:
+        try:
+            sl_price = float(sl) if isinstance(sl, (int, float)) else float(sl)
+            zones.append(("stop_loss", "止损", 0, sl_price))
+        except:
+            pass
+    return zones
+
+
+def run_once(round_label=""):
+    """执行一轮完整的监控流程"""
+    label = f" [{round_label}]" if round_label else ""
+    start = time.time()
+
+    # === 第一步：一次性刷新所有价格 ===
+    refreshed = refresh_data_prices()
+
+    # === 第二步：检查触发条件 ===
+    try:
+        with open(DECISIONS_PATH) as f:
+            dec = json.load(f)
+    except:
+        print(f"❌{label} 无法读取decisions.json", file=sys.stderr)
+        return
+
+    active = [d for d in dec.get("decisions", []) if d.get("status") == "active"]
+    state = load_state()
+    outputs = []
+    state_updated = False
+
+    # 收集所有需要检查的代码
+    check_codes = set()
+    for d in active:
+        trig = d.get("trigger", {})
+        if trig:
+            check_codes.add(d["code"])
+
+    # 批量拉取这些股票的价格
+    prices = fetch_all_prices(list(check_codes))
+
+    for d in active:
+        code = d["code"]
+        trig = d.get("trigger", {})
+        if not trig:
+            continue
+
+        zones = get_trigger_zones(trig)
+        if not zones:
+            continue
+
+        price_info = prices.get(code)
+        if not price_info:
+            continue
+        price, _ = price_info
+        if price == 0:
+            continue
+
+        name = d.get("name", code)
+        if code not in state:
+            state[code] = {}
+
+        for key, label, lo, hi in zones:
+            in_zone = lo <= price <= hi
+            prev_in_zone = state[code].get(key, None)
+
+            if in_zone and prev_in_zone != True:
+                if key == "stop_loss":
+                    outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！")
+                    record_event(code, name, "stop_loss", price, str(hi))
+                else:
+                    extra = ""
+                    if "_price" in key:
+                        batch_shares = trig.get(key.replace("_price", "_shares"), "")
+                        action = trig.get(key.replace("_price", "_action"), "")
+                        if batch_shares:
+                            extra = f" {action}{batch_shares}股" if action else f" {batch_shares}股"
+                    elif key in ("take_profit_zone",):
+                        act = trig.get("take_profit_action", "")
+                        if act:
+                            extra = f"（{act}）"
+                    outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}")
+                    record_event(code, name, "entry_zone", price, f"{lo}~{hi}", label)
+                state[code][key] = True
+                state_updated = True
+
+            elif not in_zone and prev_in_zone == True:
+                if key != "stop_loss":
+                    outputs.append(f"📌 {name}({code}) {price} → 离开{label}{lo}~{hi}")
+                state[code][key] = False
+                state_updated = True
+
+    # === 第三步：买入区偏离检测 + 自动重评 ===
+    reassesed_codes = []
+    for d in active:
+        code = d["code"]
+        name = d.get("name", code)
+        price_info = prices.get(code)
+        if not price_info:
+            continue
+        price, _ = price_info
+        if price == 0:
+            continue
+
+        # 从 decisions.json 中读取 analysis 的买入区
+        entry_low = d.get("entry_low", 0)
+        entry_high = d.get("entry_high", 0)
+        if not entry_low or not entry_high:
+            continue
+
+        in_buy_zone = entry_low <= price <= entry_high
+        prev_in_buy_zone = state.get(code, {}).get("__buy_zone", None)
+
+        # 状态变化时才触发
+        if in_buy_zone and prev_in_buy_zone == False:
+            # 重新进入买入区 → 重评确认区间是否仍然有效
+            outputs.append(f"🔄 {name}({code}) {price} → 重新进入买入区{entry_low}~{entry_high}，触发技术面重评")
+            do_reassess = True
+        elif not in_buy_zone and prev_in_buy_zone == True:
+            # 离开买入区 → 立即重评，更新止损/止盈/区间
+            outputs.append(f"🔄 {name}({code}) {price} → 离开买入区{entry_low}~{entry_high}，立即技术面重评")
+            do_reassess = True
+        else:
+            do_reassess = False
+
+        if do_reassess and HAS_REASSESS:
+            try:
+                cost = d.get("cost", 0) or 0
+                shares = d.get("shares", 0) or 0
+                profit_pct = (price - cost) / cost * 100 if cost else 0
+                is_deep_loss = profit_pct < -20
+                sentiment = "neutral"
+                if d.get("tech_snapshot"):
+                    if "bearish" in d["tech_snapshot"]:
+                        sentiment = "bearish"
+                    elif "bullish" in d["tech_snapshot"]:
+                        sentiment = "bullish"
+
+                # 调用技术面驱动重评（非机械百分比）
+                result = reassess_strategy(
+                    code, name, price, cost, shares,
+                    current_action=d.get("action", ""),
+                    volume_signal="中性", sentiment=sentiment,
+                )
+                outputs.append(f"  📊 新策略: 损{result['stop_loss']} 盈{result['take_profit']} 区{result['entry_low']}~{result['entry_high']} RR={result['rr_ratio']}")
+                reassesed_codes.append(code)
+            except Exception as e:
+                outputs.append(f"  ⚠️ 重评失败: {e}")
+
+        # 更新买入区状态
+        if "__buy_zone" not in state.get(code, {}):
+            if code not in state:
+                state[code] = {}
+        state[code]["__buy_zone"] = in_buy_zone
+        state_updated = True
+
+    # 如果有重评过的股票，更新 decisions.json
+    if reassesed_codes and HAS_REASSESS:
+        try:
+            # 重新 regenerate_all 只针对受影响的股票效率太低
+            # 直接全量重评（regenerate_all 内部会批量拉价格、做技术分析）
+            from strategy_lifecycle import regenerate_all
+            r = regenerate_all(stdout=False)
+            outputs.append(f"  ✅ 策略已全量重评: {r.get('ok',0)}/{r.get('total',0)}成功")
+            outputs.append(f"  📌 触发股票: {', '.join(reassesed_codes)}")
+        except Exception as e:
+            outputs.append(f"  ⚠️ 全量重评失败: {e}")
+
+    # === 第四步：输出 ===
+    now_str = datetime.now().strftime("%H:%M:%S")
+    elapsed = time.time() - start
+
+    if outputs:
+        print(f"\n🔔 {now_str}{label}")
+        for o in outputs:
+            print(o)
+        print(f"\n<structured_data>{json.dumps({'type':'价格监控','time':now_str,'triggers':outputs}, ensure_ascii=False)}</structured_data>")
+    else:
+        # 无触发时 SILENT（中继不推送）
+        print(f"[SILENT]{label} 价格正常 | {refreshed}只已刷新 | {elapsed:.1f}s")
+
+    if state_updated:
+        save_state(state)
+
+    # 输出耗时
+    print(f"⏱{label} {elapsed:.1f}s", flush=True)
+
+
+def main():
+    """每cron触发跑一轮"""
+    run_once()
+
+
+if __name__ == "__main__":
+    main()