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

strategy_evaluator.py

@@ -0,0 +1,551 @@
+#!/usr/bin/env python3
+"""strategy_evaluator.py — 策略双维度评估引擎
+
+两阶段评估模型：
+
+阶段一（策略制定→价格达标）：
+  理论：策略设定的买入区/止损/止盈 → 股价是否达到过这些价位 → 理论盈亏
+  实际：老爸是否按策略执行 → 实际买入/卖出价格 → 实际盈亏
+
+阶段二（价格回落后→新止损验证）：
+  理论：价格未按预期走 → 给出新止损 → 股价是否继续下跌验证止损正确性
+  实际：老爸实际卖出价格 → 对比新止损 → 验证止损有效性
+
+输出：写入 decisions.json 的 evaluation 字段 + accuracy_stats.json
+"""
+import json
+import urllib.request
+import os
+import sys
+import re
+from datetime import datetime, timedelta
+from pathlib import Path
+
+DATA_DIR = Path(__file__).parent / "data"
+DECISIONS_PATH = DATA_DIR / "decisions.json"
+PORTFOLIO_PATH = DATA_DIR / "portfolio.json"
+ACCURACY_PATH = DATA_DIR / "accuracy_stats.json"
+
+UA = "Mozilla/5.0"
+
+
+def load_json(path, default=None):
+    try:
+        with open(path, encoding="utf-8") as f:
+            return json.load(f)
+    except (FileNotFoundError, json.JSONDecodeError):
+        return {} if default is None else default
+
+
+def save_json(path, data):
+    Path(path).parent.mkdir(parents=True, exist_ok=True)
+    with open(path, "w", encoding="utf-8") as f:
+        json.dump(data, f, ensure_ascii=False, indent=2)
+
+
+def fetch_prices(codes):
+    """批量拉腾讯行情"""
+    if not codes:
+        return {}
+    symbols = []
+    code_map = {}
+    for c in codes:
+        sym = f"hk{c}" if len(c) == 5 else f"sh{c}" if c.startswith(("5", "6", "9")) else f"sz{c}"
+        symbols.append(sym)
+        code_map[sym] = c
+    url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
+    try:
+        req = urllib.request.Request(url, headers={"User-Agent": UA})
+        resp = urllib.request.urlopen(req, timeout=10)
+        text = resp.read().decode("gbk")
+    except Exception as e:
+        print(f"行情拉取失败: {e}", file=sys.stderr)
+        return {}
+    prices = {}
+    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_")
+        orig = code_map.get(sym)
+        if not orig:
+            continue
+        prices[orig] = {
+            "name": fields[1],
+            "price": float(fields[3]) if fields[3] else 0,
+            "prev_close": float(fields[4]) if fields[4] else 0,
+            "change_pct": float(fields[32]) if fields[32] else 0,
+            "high": float(fields[33]) if fields[33] else 0,
+            "low": float(fields[34]) if fields[34] else 0,
+        }
+    return prices
+
+
+def parse_tech_snapshot(decision):
+    """
+    从 decision 的 tech_snapshot 中提取技术面参数。
+    返回 dict: { 'pattern', 'volume', '强撑', '弱撑', '弱压', '强压' }
+    """
+    trig = decision.get("trigger", {})
+    raw = trig.get("tech_snapshot", decision.get("tech_snapshot", ""))
+    result = {}
+    if not raw:
+        return result
+    # 形态:XXX/bullish 或 形态:XXX/neutral
+    m = re.search(r'形态:([^\s]+)', raw)
+    if m:
+        result["pattern"] = m.group(1)
+    # 量价:XXX
+    m = re.search(r'量价:([^\s]+)', raw)
+    if m:
+        result["volume"] = m.group(1)
+    # 强撑:N / 弱撑:N / 弱压:N / 强压:N
+    for key in ["强撑", "弱撑", "弱压", "强压"]:
+        m = re.search(rf'{key}:([\d.]+)', raw)
+        if m:
+            result[key] = float(m.group(1))
+    return result
+
+
+def build_strategy_rationale(sl_p, tp_p, tech, decision, actual_pnl_pct):
+    """
+    基于 tech_snapshot 的支撑/压力位，解释止损和止盈的设定依据。
+    返回 dict:
+      - sl_basis: 止损设定依据（对应哪个支撑位）
+      - tp_basis: 止盈设定依据（对应哪个压力位）  
+      - analysis: 综合技术面文字分析
+      - tech_used: 实际使用的 tech 参数
+    """
+    code = decision.get("code", "")
+    name = decision.get("name", code)
+    rationale = {
+        "sl_basis": "未设定",
+        "tp_basis": "未设定",
+        "analysis": "",
+        "tech_used": tech,
+    }
+
+    # 解析支撑/压力
+    强撑 = tech.get("强撑")
+    弱撑 = tech.get("弱撑")
+    弱压 = tech.get("弱压")
+    强压 = tech.get("强压")
+    形态 = tech.get("pattern", "无记录")
+    量价 = tech.get("volume", "数据不足")
+
+    # ---- 止损依据 ----
+    if sl_p and 强撑 and 弱撑:
+        # 止损在强撑附近 (±1%)
+        if abs(sl_p - 强撑) / 强撑 < 0.02:
+            rationale["sl_basis"] = f"技术面强支撑{强撑}（距{abs(sl_p-强撑)/强撑*100:.1f}%）"
+        # 止损在弱撑附近
+        elif abs(sl_p - 弱撑) / 弱撑 < 0.02:
+            rationale["sl_basis"] = f"技术面弱支撑{弱撑}（距{abs(sl_p-弱撑)/弱撑*100:.1f}%）"
+        # 止损在强撑和弱撑之间
+        elif 强撑 < sl_p < 弱撑:
+            diff_down = (sl_p - 强撑) / 强撑 * 100
+            diff_up = (弱撑 - sl_p) / sl_p * 100
+            rationale["sl_basis"] = f"技术面强撑{强撑}-弱撑{弱撑}之间（比强撑高{diff_down:.1f}%，比弱撑低{diff_up:.1f}%）"
+        # 止损低于强撑（宽止损，多见于深套）
+        elif sl_p < 强撑:
+            diff = (强撑 - sl_p) / sl_p * 100
+            actual = actual_pnl_pct if actual_pnl_pct else 0
+            if actual < -20:
+                rationale["sl_basis"] = f"低于技术面强撑{强撑}{diff:.1f}%（深套宽止损）"
+            else:
+                rationale["sl_basis"] = f"低于技术面强撑{强撑}{diff:.1f}%（宽止损）"
+        # 止损高于弱撑（紧止损）
+        elif sl_p > 弱撑:
+            rationale["sl_basis"] = f"高于弱撑{弱撑}（紧止损）"
+    elif sl_p and 强撑 and not 弱撑:
+        if abs(sl_p - 强撑) / 强撑 < 0.02:
+            rationale["sl_basis"] = f"技术面强支撑{强撑}"
+        else:
+            rationale["sl_basis"] = f"参考强撑{强撑}调整至{sl_p}"
+    elif sl_p:
+        rationale["sl_basis"] = f"直接设定为{sl_p}（无技术面支撑位参考）"
+
+    # ---- 止盈依据 ----
+    if tp_p and 强压:
+        if abs(tp_p - 强压) / 强压 < 0.03:
+            rationale["tp_basis"] = f"技术面强压力{强压}（距{abs(tp_p-强压)/强压*100:.1f}%）"
+        elif tp_p > 强压:
+            diff = (tp_p - 强压) / 强压 * 100
+            rationale["tp_basis"] = f"技术面强压{强压}上方{diff:.1f}%（趋势延伸目标）"
+        elif 弱压 and 弱压 < tp_p < 强压:
+            rationale["tp_basis"] = f"技术面弱压{弱压}-强压{强压}之间"
+        elif 弱压 and tp_p <= 弱压:
+            rationale["tp_basis"] = f"接近弱压{弱压}（保守目标）"
+        else:
+            rationale["tp_basis"] = f"参考强压{强压}调整至{tp_p}"
+    elif tp_p and not 强压:
+        rationale["tp_basis"] = f"直接设定为{tp_p}（无技术面压力位参考）"
+    elif not tp_p:
+        rationale["tp_basis"] = "未设定止盈价"
+
+    # ---- 综合技术面分析 ----
+    parts = []
+    if 形态:
+        parts.append(f"K线形态:{形态}")
+    if 量价:
+        parts.append(f"量价:{量价}")
+    if 强撑 or 弱撑 or 弱压 or 强压:
+        levels = []
+        if 强撑: levels.append(f"强撑{强撑}")
+        if 弱撑: levels.append(f"弱撑{弱撑}")
+        if 弱压: levels.append(f"弱压{弱压}")
+        if 强压: levels.append(f"强压{强压}")
+        parts.append("技术位:" + "/".join(levels))
+    rationale["analysis"] = " | ".join(parts)
+
+    return rationale
+
+
+def evaluate_phase1(decision, price_info, holding):
+    """
+    阶段一评估：策略制定→价格是否达到过目标价位
+    返回 evaluation dict
+    """
+    trig = decision.get("trigger", {})
+    code = decision["code"]
+    name = decision.get("name", code)
+    price = price_info.get("price", 0)
+    change = price_info.get("change_pct", 0)
+
+    # 策略区间 — 支持两种数据格式：
+    # 1) trigger 子对象（含 entry_zone/stop_loss/take_profit）
+    # 2) 顶层字段（entry_low+entry_high / stop_loss / take_profit）
+    el = trig.get("entry_zone", "")
+    sl = trig.get("stop_loss", "")
+    tp = trig.get("take_profit", "")
+    if not el and decision.get("entry_low") is not None:
+        el_low = decision.get("entry_low")
+        el_high = decision.get("entry_high")
+        el = f"{el_low}~{el_high}" if el_low is not None and el_high is not None else ""
+    if not sl:
+        sl = decision.get("stop_loss", "")
+    if not tp:
+        tp = decision.get("take_profit", "")
+
+    el_low = el_high = None
+    if el and "~" in str(el):
+        try:
+            parts = str(el).split("~")
+            el_low, el_high = float(parts[0]), float(parts[1])
+        except:
+            pass
+    sl_p = float(sl) if sl else None
+    tp_p = float(tp) if tp else None
+
+    # 持仓信息
+    cost = holding.get("cost", 0) if holding else 0
+    shares = holding.get("shares", 0) if holding else 0
+    position_pct = holding.get("position_pct", 0) if holding else 0
+
+    # 理论盈亏计算（基于策略区间中值）
+    entry_mid = (el_low + el_high) / 2 if el_low and el_high else price
+    theoretical_pnl_pct = (tp_p - entry_mid) / entry_mid * 100 if tp_p and entry_mid else 0
+    theoretical_pnl_amount = theoretical_pnl_pct / 100 * entry_mid * (shares or 100) / 100 if shares else 0
+
+    # 实际盈亏
+    actual_pnl_pct = (price - cost) / cost * 100 if cost > 0 and price > 0 else 0
+    actual_pnl_amount = actual_pnl_pct / 100 * cost * shares if cost > 0 and shares > 0 else 0
+
+    # === 策略依据分析（2026-06-18 新增）===
+    tech = parse_tech_snapshot(decision)
+    rationale = build_strategy_rationale(sl_p, tp_p, tech, decision, actual_pnl_pct)
+
+    # === R/R 盈亏比计算（2026-06-18 新增）===
+    # 以现价为基准计算：向下风险（到止损）vs 向上空间（到止盈）
+    # 止损价作为风险基准，止盈价作为收益目标
+    rr = None
+    rr_risk_pct = None
+    rr_reward_pct = None
+    rr_interpretation = ""
+    rr_level = ""
+    if sl_p and tp_p and price > 0 and sl_p > 0 and price > sl_p:
+        rr_risk_pct = round((price - sl_p) / price * 100, 2)          # 距止损%
+        rr_reward_pct = round((tp_p - price) / price * 100, 2)        # 距止盈%
+        rr = round(rr_reward_pct / rr_risk_pct, 2) if rr_risk_pct > 0 else None
+        # 判断场景：深套/已持仓盈利/已持仓亏损/新买入
+        is_deep_loss = actual_pnl_pct < -20
+        has_profit = actual_pnl_pct >= 0
+        held = (cost > 0 and shares > 0)
+        if not held:
+            # 新买入/自选股场景
+            if rr is not None and rr < 1.5:
+                rr_level = "⚠️盈亏比不足"
+                rr_interpretation = f"新买入要求R/R≥1.5，现{rr}每亏1元仅赚{rr}元，不建议买入"
+            elif rr is not None and rr < 2.0:
+                rr_level = "⚠️盈亏比偏低"
+                rr_interpretation = f"新买入要求R/R≥1.5，现{rr}每亏1元赚{rr}元，谨慎"
+            else:
+                rr_level = "R/R达标"
+                rr_interpretation = f"每亏1元赚{rr}元，盈亏比合理"
+        elif is_deep_loss:
+            # 深套场景 — 不限R/R
+            rr_level = "深套持有"
+            rr_interpretation = f"浮亏{actual_pnl_pct:.1f}%>20%深套，R/R={rr}仅参考，不补不割等反弹"
+        elif has_profit:
+            # 已持仓盈利场景
+            if rr is not None and rr < 0.5:
+                rr_level = "⚠️R/R极低"
+                rr_interpretation = f"盈利持仓R/R={rr}，每亏1元仅赚{rr}元，考虑止盈或上移止损保护利润"
+            elif rr is not None and rr < 1.5:
+                rr_level = "⚠️R/R偏低"
+                rr_interpretation = f"盈利持仓R/R={rr}，不建议加仓，当前仓位持有观察"
+            else:
+                rr_level = "R/R合理"
+                rr_interpretation = f"盈利持仓R/R={rr}，每亏1元赚{rr}元，持有合理"
+        else:
+            # 已持仓浮亏(但非深套)
+            if rr is not None and rr < 0.5:
+                rr_level = "⚠️R/R极低"
+                rr_interpretation = f"浮亏持仓R/R={rr}，每亏1元仅赚{rr}元，不建议加仓，关注止损"
+            elif rr is not None and rr < 1.0:
+                rr_level = "⚠️R/R不足"
+                rr_interpretation = f"浮亏持仓要求加仓R/R≥1.0，现{rr}，不加仓"
+            else:
+                rr_level = "R/R可接受"
+                rr_interpretation = f"浮亏持仓R/R={rr}，每亏1元赚{rr}元，持有等反弹"
+    elif price and sl_p and price <= sl_p:
+        rr_level = "已跌破止损"
+        rr_interpretation = f"现价{price}已破止损{sl_p}，R/R不适用"
+    else:
+        rr_interpretation = "止损或止盈缺失，无法计算R/R"
+
+    # 当前状态判断
+    status = "safe"
+    if sl_p and price > 0 and price <= sl_p:
+        status = "stop_loss_hit"
+    elif tp_p and price > 0 and price >= tp_p:
+        status = "take_profit_hit"
+    elif el_low and el_high and price > 0 and el_low <= price <= el_high:
+        status = "in_entry_zone"
+    elif el_low and price > 0 and price < el_low:
+        status = "below_entry"
+    elif el_high and price > 0 and price > el_high:
+        status = "above_entry"
+
+    # 理论阶段评估
+    theoretical = {
+        "entry_zone": f"{el_low}~{el_high}" if el_low else "N/A",
+        "stop_loss": sl_p,
+        "take_profit": tp_p,
+        "entry_mid_price": round(entry_mid, 2),
+        "target_price": tp_p,
+        "theoretical_pnl_pct": round(theoretical_pnl_pct, 2),
+        "theoretical_pnl_amount": round(theoretical_pnl_amount, 2),
+        "status": status,
+        "current_price": price,
+        "current_change_pct": change,
+        "rr": rr,
+        "rr_risk_pct": rr_risk_pct,
+        "rr_reward_pct": rr_reward_pct,
+        "rr_level": rr_level,
+        "sl_basis": rationale["sl_basis"],
+        "tp_basis": rationale["tp_basis"],
+        "tech_analysis": rationale["analysis"],
+    }
+
+    # 实际阶段评估
+    actual = {
+        "cost_price": cost,
+        "shares": shares,
+        "position_pct": position_pct,
+        "actual_pnl_pct": round(actual_pnl_pct, 2),
+        "actual_pnl_amount": round(actual_pnl_amount, 2),
+        "status": status,
+        "current_price": price,
+    }
+
+    return {
+        "code": code,
+        "name": name,
+        "evaluated_at": datetime.now().isoformat(),
+        "phase": 1,
+        "theoretical": theoretical,
+        "actual": actual,
+        "rr_level": rr_level,
+        "rr_interpretation": rr_interpretation,
+        "strategy_rationale": {
+            "sl_basis": rationale["sl_basis"],
+            "tp_basis": rationale["tp_basis"],
+            "tech_analysis": rationale["analysis"],
+        },
+        "summary": f"{name}({code}) | 损{sl_p}({rationale['sl_basis']})/"
+                   f"盈{tp_p}({rationale['tp_basis']}) | "
+                   f"现价{price}({change:+.2f}%) | "
+                   f"距损{rr_risk_pct}%/距盈{rr_reward_pct}% | RR={rr} | "
+                   f"{rr_level} | 理{theoretical_pnl_pct:+.1f}%实{actual_pnl_pct:+.1f}%",
+    }
+
+
+def evaluate_phase2(decision, price_info, holding, prev_eval):
+    """
+    阶段二评估：价格回落后→新止损验证
+    需要 prev_eval 中记录了之前的目标价和新止损价
+    """
+    trig = decision.get("trigger", {})
+    code = decision["code"]
+    name = decision.get("name", code)
+    price = price_info.get("price", 0)
+
+    sl = trig.get("stop_loss", "")
+    if not sl:
+        sl = decision.get("stop_loss", "")
+    sl_p = float(sl) if sl else None
+
+    # 从 prev_eval 中获取阶段一的止损
+    prev_sl = None
+    if prev_eval:
+        prev_sl = prev_eval.get("theoretical", {}).get("stop_loss")
+
+    # 检查新止损是否被跌破
+    new_sl_hit = False
+    days_to_hit = None
+    if sl_p and price > 0 and price <= sl_p:
+        new_sl_hit = True
+        # 无法精确知道多少天跌破，标记为当前
+        days_to_hit = 0
+
+    result = {
+        "code": code,
+        "name": name,
+        "evaluated_at": datetime.now().isoformat(),
+        "phase": 2,
+        "new_stop_loss": sl_p,
+        "previous_stop_loss": prev_sl,
+        "current_price": price,
+        "new_sl_hit": new_sl_hit,
+        "days_to_hit": days_to_hit,
+        "summary": f"{name}({code}) 新止损{sl_p} {'已跌破' if new_sl_hit else '未触及'} 现价{price}",
+    }
+    return result
+
+
+def run():
+    decisions = load_json(DECISIONS_PATH, {"decisions": []})
+    portfolio = load_json(PORTFOLIO_PATH, {"holdings": []})
+    holdings_map = {h["code"]: h for h in portfolio.get("holdings", [])}
+
+    # 收集所有代码
+    all_codes = [d["code"] for d in decisions["decisions"]]
+    prices = fetch_prices(all_codes)
+
+    results = []
+    stats = {
+        "phase1_correct": 0, "phase1_wrong": 0, "phase1_pending": 0,
+        "phase2_correct": 0, "phase2_wrong": 0, "phase2_pending": 0,
+    }
+
+    for d in decisions["decisions"]:
+        code = d["code"]
+        pi = prices.get(code, {})
+        h = holdings_map.get(code)
+
+        # 获取已有的 evaluation 记录
+        existing_eval = d.get("evaluation", [])
+
+        # 阶段一评估
+        eval1 = evaluate_phase1(d, pi, h)
+        results.append(eval1)
+
+        # 阶段二评估（如果有前次止损记录）
+        prev_eval = existing_eval[-1] if existing_eval else None
+        if prev_eval and prev_eval.get("phase") == 1:
+            eval2 = evaluate_phase2(d, pi, h, prev_eval)
+            results.append(eval2)
+
+        # 更新 decisions.json 的 evaluation 字段
+        d["evaluation"] = [e for e in [eval1] + ([eval2] if prev_eval and prev_eval.get("phase") == 1 else [])]
+
+    # 保存更新
+    save_json(DECISIONS_PATH, decisions)
+
+    # 汇总统计
+    for r in results:
+        phase = r["phase"]
+        if phase == 1:
+            status = r["theoretical"]["status"]
+            if status in ("take_profit_hit",):
+                stats["phase1_correct"] += 1
+            elif status in ("stop_loss_hit",):
+                stats["phase1_wrong"] += 1
+            else:
+                stats["phase1_pending"] += 1
+        elif phase == 2:
+            if r.get("new_sl_hit"):
+                stats["phase2_correct"] += 1
+            else:
+                stats["phase2_pending"] += 1
+
+    # 写入 accuracy_stats
+    accuracy = {
+        "updated_at": datetime.now().isoformat(),
+        "phase1": {
+            "correct": stats["phase1_correct"],
+            "wrong": stats["phase1_wrong"],
+            "pending": stats["phase1_pending"],
+            "accuracy_pct": round(stats["phase1_correct"] / max(stats["phase1_correct"] + stats["phase1_wrong"], 1) * 100, 1),
+        },
+        "phase2": {
+            "correct": stats["phase2_correct"],
+            "wrong": stats["phase2_wrong"],
+            "pending": stats["phase2_pending"],
+            "accuracy_pct": round(stats["phase2_correct"] / max(stats["phase2_correct"] + stats["phase2_wrong"], 1) * 100, 1),
+        },
+        "total_evaluated": len(results),
+        "details": [r["summary"] for r in results],
+    }
+    save_json(ACCURACY_PATH, accuracy)
+
+    # 输出报告
+    print("=" * 70)
+    print(f"策略双维度评估报告 | {datetime.now().strftime('%Y-%m-%d %H:%M')}")
+    print("=" * 70)
+
+    print(f"\n📊 阶段一（策略制定→价格达标）")
+    print(f"  正确(达到止盈): {stats['phase1_correct']}")
+    print(f"  错误(跌破止损): {stats['phase1_wrong']}")
+    print(f"  待验证: {stats['phase1_pending']}")
+    print(f"  准确率: {accuracy['phase1']['accuracy_pct']}%")
+
+    print(f"\n📊 阶段二（价格回落→新止损验证）")
+    print(f"  正确(新止损验证有效): {stats['phase2_correct']}")
+    print(f"  错误: {stats['phase2_wrong']}")
+    print(f"  待验证: {stats['phase2_pending']}")
+
+    print(f"\n📋 逐股评估:")
+    for r in results:
+        if r["phase"] == 1:
+            print(f"  {r['summary']}")
+            if r.get("rr_interpretation"):
+                print(f"    RR: {r['rr_interpretation']}")
+            sr = r.get("strategy_rationale", {})
+            if sr.get("tech_analysis"):
+                print(f"    技术:{sr['tech_analysis']}")
+        else:
+            print(f"  {r['summary']}")
+
+    # R/R 统计
+    rr_count = sum(1 for r in results if r.get("rr_level") and r["phase"] == 1)
+    rr_warn = sum(1 for r in results if "⚠️" in r.get("rr_level", "") and r["phase"] == 1)
+    print(f"\n📊 盈亏比R/R统计:")
+    print(f"  有R/R评估: {rr_count}只 | ⚠️异常: {rr_warn}只")
+    for r in results:
+        if r["phase"] == 1 and r.get("rr_level"):
+            level = r["rr_level"]
+            if "⚠️" in level:
+                name_code = r['summary'].split('|')[0].strip()
+                print(f"  ⚠️ {name_code} → {level} | {r['rr_interpretation']}")
+
+    print(f"\n✅ 评估完成，已写入 decisions.json 和 accuracy_stats.json")
+
+
+if __name__ == "__main__":
+    run()