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feat: 策略复盘闭环 Phase1

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- 新增 scripts/strategy_review.py: 遍历所有active策略
  - 腾讯API实时价对比止损/止盈/入场点
  - 分类: correct/wrong/partial/pending
  - 失败模式归因: 止损过紧/入场过早/止盈过远等
  - 写入 accuracy_stats 表(首条真实数据)
- 新增 docs/strategy-review-loop.md: 完整闭环设计文档
- 含失败模式→修复方向映射表

Phase1 结果: 38条策略, 94.7%准确率(19条待定), 1条止损过紧
This commit is contained in:
知微
2026-06-25 19:58:00 +08:00
parent 147d6d0fa2
commit b053103377
35 changed files with 56075 additions and 51863 deletions
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data/macro_context.json
+133 -133
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@@ -1,154 +1,154 @@
{
"updated_at": "2026-06-24 12:00:22",
"data_timestamp": "2026-06-24 12:00:00",
"updated_at": "2026-06-25 12:00:51",
"data_timestamp": "2026-06-25 12:00:00",
"session": "midday",
"has_valid_data": true,
"indices": {
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"change_pct": -0.25,
"high": 4113.19,
"low": 4075.49
"price": 4125.76,
"change_pct": 0.36,
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"low": 4093.01
},
"深证成指": {
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"change_pct": 0.33,
"high": 15943.66,
"low": 15730.16
"price": 16285.83,
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},
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"change_pct": 0.42,
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"科创50": {
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"high": 1975.25,
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"price": 2072.5,
"change_pct": 4.18,
"high": 2076.88,
"low": 2000.8
},
"恒生指数": {
"price": 23353.31,
"change_pct": 0.07,
"high": 23521.52,
"low": 23248.87
"price": 23038.52,
"change_pct": -1.6,
"high": 23388.5,
"low": 23004.75
},
"国企指数": {
"price": 7756.13,
"change_pct": -0.04,
"high": 7817.92,
"low": 7718.92
"price": 7601.15,
"change_pct": -2.11,
"high": 7757.49,
"low": 7583.03
}
},
"structure": {
"overall": "bullish",
"overall": "strong_bullish",
"description": "科技成长领涨"
},
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{
"name": "国证芯片",
"change_pct": 3.2
"change_pct": 5.17
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{
"name": "上证信息",
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},
{
"name": "通用航空",
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},
{
"name": "上证周期",
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{
"name": "新能电池",
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{
"name": "上证资源",
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{
"name": "治理指数",
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"change_pct": 4.32
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{
"name": "机器人产业",
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"change_pct": -1.11
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{
"name": "通用航空",
"change_pct": -1.05
},
{
"name": "上证资源",
"change_pct": -0.88
},
{
"name": "新能电池",
"change_pct": -0.38
},
{
"name": "上证周期",
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},
{
"name": "治理指数",
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}
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{
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"name": "机场航运",
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"lead_stock": "华夏航空",
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{
"name": "生物制品",
"name": "保险",
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"down_count": 7,
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"lead_stock": "赛升药业",
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"up_count": 5,
"down_count": 0,
"avg_price": 30.59,
"lead_stock": "中国人保",
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{
"name": "医疗服务",
"name": "证券",
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{
"name": "医药商业",
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"up_count": 50,
"down_count": 0,
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"lead_stock": "中信建投",
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},
{
"name": "中药",
"name": "元件",
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"down_count": 20,
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"lead_stock": "中京电子",
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},
{
"name": "白酒",
"code": "",
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"lead_stock": "酒鬼酒",
"lead_stock_change": 7.88
}
],
"top_losers": [
@@ -156,45 +156,45 @@
"name": "贵金属",
"code": "",
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"lead_stock_change": -1.23
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{
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"name": "教育",
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"net_inflow": -1.14,
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"down_count": 13,
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"lead_stock": "*ST高科",
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},
{
"name": "工业金属",
"name": "农化制品",
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}
],
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"sector_mood": "neutral"
"sector_up_ratio": 11.1,
"sector_mood": "bearish"
}