feat: 策略复盘闭环 Phase1

- 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
+234 -8
View File
@@ -53,6 +53,12 @@
"high": 116.94,
"low": 105.76,
"close": 115.4
},
{
"date": "2026-06-25",
"high": 118.5,
"low": 106.9,
"close": 117.36
}
],
"002594": [
@@ -109,6 +115,12 @@
"high": 88.32,
"low": 82.78,
"close": 83.3
},
{
"date": "2026-06-25",
"high": 84.7,
"low": 81.34,
"close": 82.2
}
],
"00700": [
@@ -165,6 +177,12 @@
"high": 439.8,
"low": 412.6,
"close": 428.8
},
{
"date": "2026-06-25",
"high": 439.8,
"low": 412.6,
"close": 418.6
}
],
"000700": [
@@ -221,6 +239,12 @@
"high": 15.6,
"low": 14.3,
"close": 14.52
},
{
"date": "2026-06-25",
"high": 15.22,
"low": 13.81,
"close": 13.89
}
],
"001309": [
@@ -277,6 +301,12 @@
"high": 816.88,
"low": 706.0,
"close": 810.0
},
{
"date": "2026-06-25",
"high": 891.0,
"low": 743.51,
"close": 891.0
}
],
"00968": [
@@ -333,6 +363,12 @@
"high": 2.26,
"low": 1.93,
"close": 2.0
},
{
"date": "2026-06-25",
"high": 2.08,
"low": 1.93,
"close": 2.06
}
],
"00981": [
@@ -389,6 +425,12 @@
"high": 86.45,
"low": 76.5,
"close": 84.8
},
{
"date": "2026-06-25",
"high": 88.7,
"low": 77.6,
"close": 86.0
}
],
"01070": [
@@ -445,6 +487,12 @@
"high": 13.47,
"low": 12.55,
"close": 13.1
},
{
"date": "2026-06-25",
"high": 13.29,
"low": 12.55,
"close": 12.55
}
],
"01088": [
@@ -501,6 +549,12 @@
"high": 43.14,
"low": 41.26,
"close": 41.9
},
{
"date": "2026-06-25",
"high": 42.18,
"low": 40.44,
"close": 40.4
}
],
"01211": [
@@ -557,6 +611,12 @@
"high": 78.3,
"low": 74.2,
"close": 75.95
},
{
"date": "2026-06-25",
"high": 77.45,
"low": 74.2,
"close": 76.2
}
],
"01478": [
@@ -613,6 +673,12 @@
"high": 8.54,
"low": 7.51,
"close": 7.69
},
{
"date": "2026-06-25",
"high": 7.88,
"low": 7.11,
"close": 7.16
}
],
"01888": [
@@ -669,6 +735,12 @@
"high": 97.4,
"low": 83.7,
"close": 93.55
},
{
"date": "2026-06-25",
"high": 107.2,
"low": 87.6,
"close": 104.2
}
],
"02202": [
@@ -725,6 +797,12 @@
"high": 2.53,
"low": 2.31,
"close": 2.31
},
{
"date": "2026-06-25",
"high": 2.45,
"low": 2.21,
"close": 2.24
}
],
"02318": [
@@ -781,6 +859,12 @@
"high": 55.5,
"low": 52.3,
"close": 52.85
},
{
"date": "2026-06-25",
"high": 53.9,
"low": 51.2,
"close": 51.45
}
],
"02359": [
@@ -837,6 +921,12 @@
"high": 145.0,
"low": 130.0,
"close": 141.7
},
{
"date": "2026-06-25",
"high": 148.9,
"low": 131.3,
"close": 145.2
}
],
"02388": [
@@ -893,6 +983,12 @@
"high": 47.86,
"low": 45.9,
"close": 46.52
},
{
"date": "2026-06-25",
"high": 47.58,
"low": 45.9,
"close": 46.32
}
],
"02628": [
@@ -949,6 +1045,12 @@
"high": 30.56,
"low": 28.06,
"close": 28.32
},
{
"date": "2026-06-25",
"high": 29.48,
"low": 27.62,
"close": 28.3
}
],
"06160": [
@@ -1005,6 +1107,12 @@
"high": 168.6,
"low": 160.0,
"close": 165.2
},
{
"date": "2026-06-25",
"high": 168.9,
"low": 162.8,
"close": 166.2
}
],
"06869": [
@@ -1061,6 +1169,12 @@
"high": 305.0,
"low": 251.2,
"close": 261.2
},
{
"date": "2026-06-25",
"high": 288.0,
"low": 251.2,
"close": 287.0
}
],
"09868": [
@@ -1117,6 +1231,12 @@
"high": 52.3,
"low": 48.82,
"close": 49.14
},
{
"date": "2026-06-25",
"high": 50.8,
"low": 46.56,
"close": 47.42
}
],
"09988": [
@@ -1173,6 +1293,12 @@
"high": 103.4,
"low": 97.65,
"close": 99.4
},
{
"date": "2026-06-25",
"high": 101.5,
"low": 94.0,
"close": 94.6
}
],
"300035": [
@@ -1229,6 +1355,12 @@
"high": 17.1,
"low": 15.96,
"close": 16.08
},
{
"date": "2026-06-25",
"high": 16.41,
"low": 14.96,
"close": 15.13
}
],
"300124": [
@@ -1285,17 +1417,15 @@
"high": 68.8,
"low": 65.74,
"close": 66.31
},
{
"date": "2026-06-25",
"high": 70.32,
"low": 65.74,
"close": 66.84
}
],
"300548": [
{
"date": "2026-03-27",
"open": 145.73,
"close": 150.7,
"high": 154.82,
"low": 142.25,
"volume": 192929.0
},
{
"date": "2026-03-30",
"open": 146.71,
@@ -1757,6 +1887,12 @@
"high": 309.6,
"low": 275.86,
"close": 282.23
},
{
"date": "2026-06-25",
"high": 299.97,
"low": 274.59,
"close": 281.9
}
],
"300750": [
@@ -1813,6 +1949,12 @@
"high": 414.04,
"low": 386.66,
"close": 395.36
},
{
"date": "2026-06-25",
"high": 402.55,
"low": 386.66,
"close": 401.9
}
],
"518880": [
@@ -1869,6 +2011,12 @@
"high": 8.674,
"low": 8.426,
"close": 8.515
},
{
"date": "2026-06-25",
"high": 8.53,
"low": 8.267,
"close": 8.287
}
],
"600036": [
@@ -2031,6 +2179,12 @@
"high": 178.76,
"low": 160.6,
"close": 178.76
},
{
"date": "2026-06-25",
"high": 191.55,
"low": 161.95,
"close": 190.04
}
],
"600739": [
@@ -2149,6 +2303,12 @@
"high": 30.0,
"low": 27.33,
"close": 27.65
},
{
"date": "2026-06-25",
"high": 27.97,
"low": 25.73,
"close": 25.92
}
],
"688411": [
@@ -2205,6 +2365,12 @@
"high": 285.98,
"low": 261.8,
"close": 266.19
},
{
"date": "2026-06-25",
"high": 283.6,
"low": 261.66,
"close": 275.89
}
],
"688639": [
@@ -2261,6 +2427,12 @@
"high": 22.47,
"low": 20.99,
"close": 21.4
},
{
"date": "2026-06-25",
"high": 22.03,
"low": 17.12,
"close": 17.12
}
],
"688795": [
@@ -2317,6 +2489,12 @@
"high": 745.2,
"low": 660.01,
"close": 704.8
},
{
"date": "2026-06-25",
"high": 717.58,
"low": 669.0,
"close": 700.0
}
],
"688802": [
@@ -2373,6 +2551,12 @@
"high": 808.0,
"low": 726.1,
"close": 770.19
},
{
"date": "2026-06-25",
"high": 786.8,
"low": 726.1,
"close": 770.52
}
],
"688981": [
@@ -2429,6 +2613,12 @@
"high": 156.35,
"low": 139.6,
"close": 151.53
},
{
"date": "2026-06-25",
"high": 158.66,
"low": 141.32,
"close": 156.86
}
],
"000711": [
@@ -2467,6 +2657,12 @@
"high": 5.38,
"low": 4.86,
"close": 5.04
},
{
"date": "2026-06-25",
"high": 5.25,
"low": 4.79,
"close": 4.79
}
],
"688630": [
@@ -2499,6 +2695,12 @@
"high": 515.85,
"low": 455.55,
"close": 513.88
},
{
"date": "2026-06-25",
"high": 563.89,
"low": 455.55,
"close": 555.5
}
],
"300690": [
@@ -2551,6 +2753,12 @@
"high": 113.99,
"low": 94.79,
"close": 100.08
},
{
"date": "2026-06-25",
"high": 107.58,
"low": 94.79,
"close": 105.68
}
],
"300308": [
@@ -2571,6 +2779,12 @@
"high": 1395.0,
"low": 1282.15,
"close": 1312.18
},
{
"date": "2026-06-25",
"high": 1345.09,
"low": 1280.02,
"close": 1323.4
}
],
"600519": [
@@ -2591,6 +2805,12 @@
"high": 1264.0,
"low": 1207.51,
"close": 1207.68
},
{
"date": "2026-06-25",
"high": 1241.87,
"low": 1200.0,
"close": 1212.1
}
],
"601318": [
@@ -2611,6 +2831,12 @@
"high": 52.43,
"low": 49.03,
"close": 49.12
},
{
"date": "2026-06-25",
"high": 50.88,
"low": 48.56,
"close": 49.3
}
],
"002171": [