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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/strategy_staleness_report.json
+114 -162
View File
@@ -1,293 +1,245 @@
{
"checked_at": "2026-06-24T09:00:31",
"total_active": 51,
"flagged_count": 18,
"checked_at": "2026-06-25T11:35:00",
"total_active": 52,
"flagged_count": 15,
"flagged": [
{
"code": "000657",
"name": "中钨高新",
"price": 106.0,
"name": "\u4e2d\u94a8\u9ad8\u65b0",
"price": 100.08,
"flags": [
"现价106.00在买入区104~108（是否可买需结合timing_signal判断）"
"\u73b0\u4ef7100.08\u5728\u4e70\u5165\u533a98~102\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:00",
"entry_zone": "104~108",
"current": "盈利持有 | 目标119.16 | 止损102.39 | 买入区103.88~108.12",
"last_update": "2026-06-24 16:44",
"entry_zone": "98~102",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u6807112.75 | \u6b62\u635f95.93 | \u4e70\u5165\u533a98.08~102.08",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "000711",
"name": "ST京蓝",
"price": 5.22,
"name": "ST\u4eac\u84dd",
"price": 5.04,
"flags": [
"[STRATEGY_STALE] 信号不良(timing_signal含['等企稳'])",
"现价5.22在买入区5~5（是否可买需结合timing_signal判断）"
"\u73b0\u4ef75.04\u5728\u4e70\u5165\u533a5~5\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"last_update": "2026-06-24 16:44",
"entry_zone": "5~5",
"current": "盈利持有 | 目标5.66 | 止损5.06 | 买入区5.12~5.3 | 信号:放量下跌，等企稳再入",
"current": "\u76c8\u5229\u6301\u6709 | \u26a0\ufe0f\u76c8\u4e8f\u6bd4\u504f\u4f4e(1:1.8)\uff0c\u8c28\u614e\u4e70\u5165 | \u76ee\u68075.38 | \u6b62\u635f4.33 | \u4e70\u5165\u533a4.94~5.06 | \u4fe1\u53f7:\u89c2\u671b",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "002594",
"name": "比亚迪",
"price": 85.94,
"name": "\u6bd4\u4e9a\u8fea",
"price": 83.3,
"flags": [
"[STRATEGY_STALE] 信号不良(timing_signal含['等企稳'])",
"现价85.94在买入区84~88（是否可买需结合timing_signal判断）"
"\u73b0\u4ef783.30\u5728\u4e70\u5165\u533a82~85\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "84~88",
"current": "盈利持有 | 目标94.0 | 止损83.36 | 买入区84.22~87.62 | 信号:放量下跌，等企稳再入",
"last_update": "2026-06-24 16:44",
"entry_zone": "82~85",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u680792.71 | \u6b62\u635f75.24 | \u4e70\u5165\u533a81.63~84.97 | \u4fe1\u53f7:\u89c2\u671b",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "00968",
"name": "信义光能",
"price": 2.11,
"name": "\u4fe1\u4e49\u5149\u80fd",
"price": 2.0,
"flags": [
"现价2.11在买入区2~2（是否可买需结合timing_signal判断）"
"\u73b0\u4ef72.00\u5728\u4e70\u5165\u533a2~2\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"last_update": "2026-06-24 16:44",
"entry_zone": "2~2",
"current": "盈利持有 | 目标2.57 | 止损2.05 | 买入区2.07~2.15",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u68072.58 | \u6b62\u635f1.8 | \u4e70\u5165\u533a1.96~2.04",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "01070",
"name": "TCL电子",
"name": "TCL\u7535\u5b50",
"price": 13.1,
"flags": [
"现价13.10在买入区13~13（是否可买需结合timing_signal判断）"
"[STRATEGY_STALE] \u4fe1\u53f7\u4e0d\u826f(timing_signal\u542b['\u5f31\u52bf\u6301\u6709'])",
"\u73b0\u4ef713.10\u5728\u4e70\u5165\u533a13~13\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"last_update": "2026-06-24 16:44",
"entry_zone": "13~13",
"current": "盈利持有 | 目标15.29 | 止损12.71 | 买入区12.84~13.36 | 信号:接近支撑位，关注",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u680715.51 | \u6b62\u635f12.29 | \u4e70\u5165\u533a12.84~13.36 | \u4fe1\u53f7:\u5f31\u52bf\u6301\u6709",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "02359",
"name": "药明康德",
"price": 131.8,
"name": "\u836f\u660e\u5eb7\u5fb7",
"price": 141.7,
"flags": [
"现价131.80在买入区129~134（是否可买需结合timing_signal判断）"
"\u73b0\u4ef7141.70\u5728\u4e70\u5165\u533a139~144\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "129~134",
"current": "盈利持有 | 目标147.67 | 止损127.85 | 买入区129.16~134.44 | 信号:接近支撑位，关注",
"last_update": "2026-06-24 16:45",
"entry_zone": "139~144",
"current": "\u76c8\u5229\u6301\u6709 | \u26a0\ufe0f\u76c8\u4e8f\u6bd4\u504f\u4f4e(1:2.0)\uff0c\u8c28\u614e\u4e70\u5165 | \u76ee\u6807163.23 | \u6b62\u635f126.88 | \u4e70\u5165\u533a138.87~143.77 | \u4fe1\u53f7:\u4e70\u5165",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "02628",
"name": "中国人寿",
"price": 29.5,
"name": "\u4e2d\u56fd\u4eba\u5bff",
"price": 28.32,
"flags": [
"现价29.50在买入区29~30（是否可买需结合timing_signal判断）"
"\u73b0\u4ef728.32\u5728\u4e70\u5165\u533a28~29\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "29~30",
"current": "盈利持有 | 目标33.9 | 止损28.61 | 买入区28.91~30.09 | 信号:接近支撑位，关注",
"last_update": "2026-06-24 16:45",
"entry_zone": "28~29",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u680732.72 | \u6b62\u635f25.58 | \u4e70\u5165\u533a27.75~28.89",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "06160",
"name": "百济神州",
"price": 163.5,
"name": "\u767e\u6d4e\u795e\u5dde",
"price": 165.2,
"flags": [
"现价163.50在买入区160~167（是否可买需结合timing_signal判断）"
"\u73b0\u4ef7165.20\u5728\u4e70\u5165\u533a162~168\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "160~167",
"current": "盈利持有 | 目标178.73 | 止损158.59 | 买入区160.23~166.65 | 信号:接近支撑位，关注",
"last_update": "2026-06-24 16:45",
"entry_zone": "162~168",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u6807180.64 | \u6b62\u635f149.22 | \u4e70\u5165\u533a161.9~168.4",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "06869",
"name": "长飞光纤",
"price": 267.6,
"code": "09988",
"name": "\u963f\u91cc\u5df4\u5df4-W",
"price": 99.4,
"flags": [
"现价267.60在买入区262~273（是否可买需结合timing_signal判断）"
"\u73b0\u4ef799.40\u5728\u4e70\u5165\u533a97~101\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "262~273",
"current": "盈利持有 | 目标367.2 | 止损251.8 | 买入区262.25~272.95",
"last_update": "2026-06-24 16:45",
"entry_zone": "97~101",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u6807115.07 | \u6b62\u635f89.79 | \u4e70\u5165\u533a97.41~101.39 | \u4fe1\u53f7:\u5173\u6ce8",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "300124",
"name": "汇川技术",
"price": 67.81,
"name": "\u6c47\u5ddd\u6280\u672f",
"price": 66.31,
"flags": [
"[STRATEGY_STALE] 信号不良(timing_signal含['等企稳'])",
"现价67.81在买入区66~69（是否可买需结合timing_signal判断）"
"\u73b0\u4ef766.31\u5728\u4e70\u5165\u533a65~68\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "66~69",
"current": "盈利持有 | 目标73.65 | 止损65.78 | 买入区66.45~68.93 | 信号:放量下跌，等企稳再入",
"last_update": "2026-06-24 16:45",
"entry_zone": "65~68",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u680773.13 | \u6b62\u635f62.39 | \u4e70\u5165\u533a64.98~67.64 | \u4fe1\u53f7:\u89c2\u671b",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "300308",
"name": "中际旭创",
"price": 1327.13,
"name": "\u4e2d\u9645\u65ed\u521b",
"price": 1312.18,
"flags": [
"现价1327.13在买入区1301~1354（是否可买需结合timing_signal判断）"
"\u73b0\u4ef71312.18\u5728\u4e70\u5165\u533a1286~1338\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "1301~1354",
"current": "盈利持有 | 目标1453.2 | 止损1287.32 | 买入区1300.59~1353.67",
"last_update": "2026-06-24 16:45",
"entry_zone": "1286~1338",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u68071447.8 | \u6b62\u635f1272.81 | \u4e70\u5165\u533a1285.94~1338.42",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "600519",
"name": "贵州茅台",
"price": 1228.61,
"name": "\u8d35\u5dde\u8305\u53f0",
"price": 1207.68,
"flags": [
"现价1228.61在买入区1204~1235（是否可买需结合timing_signal判断）"
"\u73b0\u4ef71207.68\u5728\u4e70\u5165\u533a1184~1231\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "1204~1235",
"current": "盈利持有 | ⚠️盈亏比偏低(1:2.0)，谨慎买入 | 目标1300.67 | 止损1191.75 | 买入区1204.04~1235.32 | 信号:接近支撑位，关注",
"last_update": "2026-06-24 16:45",
"entry_zone": "1184~1231",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u68071320.83 | \u6b62\u635f1171.45 | \u4e70\u5165\u533a1183.53~1231.2 | \u4fe1\u53f7:\u5173\u6ce8",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "601318",
"name": "中国平安",
"price": 51.02,
"name": "\u4e2d\u56fd\u5e73\u5b89",
"price": 49.12,
"flags": [
"[STRATEGY_STALE] 信号不良(timing_signal含['等企稳'])",
"现价51.02在买入区50~52（是否可买需结合timing_signal判断）"
"\u73b0\u4ef749.12\u5728\u4e70\u5165\u533a48~50\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "50~52",
"current": "盈利持有 | 止损参考49.42 | 买入区49.93~51.97 | 信号:放量下跌，等企稳再入",
"updated_by": "manual",
"updated_reason": "自动生成",
"is_watchlist": true
},
{
"code": "688411",
"name": "海博思创",
"price": 280.11,
"flags": [
"现价280.11在买入区275~286（是否可买需结合timing_signal判断）"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "275~286",
"current": "盈利良好 | 目标323.7 | 止损271.71 | 买入区274.51~285.71 | 信号:缩量回踩支撑，可买入",
"updated_by": "manual",
"updated_reason": "自动生成",
"is_watchlist": true
},
{
"code": "688630",
"name": "芯碁微装",
"price": 471.27,
"flags": [
"现价471.27在买入区462~481（是否可买需结合timing_signal判断）"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "462~481",
"current": "盈利持有 | 目标526.57 | 止损457.52 | 买入区461.84~480.7",
"last_update": "2026-06-24 16:45",
"entry_zone": "48~50",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u680753.61 | \u6b62\u635f47.65 | \u4e70\u5165\u533a48.14~50.03 | \u4fe1\u53f7:\u89c2\u671b",
"updated_by": "auto",
"updated_reason": "自动生成",
"is_watchlist": true
},
{
"code": "688639",
"name": "华恒生物",
"price": 21.93,
"flags": [
"现价21.93在买入区21~22（是否可买需结合timing_signal判断）"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "21~22",
"current": "盈利持有 | 目标24.5 | 止损21.27 | 买入区21.49~22.37",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "688795",
"name": "摩尔线程-U",
"price": 718.68,
"name": "\u6469\u5c14\u7ebf\u7a0b-U",
"price": 704.8,
"flags": [
"[STRATEGY_STALE] 信号不良(timing_signal含['等企稳'])",
"现价718.68在买入区704~724（是否可买需结合timing_signal判断）"
"\u73b0\u4ef7704.80\u5728\u4e70\u5165\u533a691~719\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "704~724",
"current": "盈利持有 | ⚠️盈亏比偏低(1:1.8)，谨慎买入 | 目标804.6 | 止损683.91 | 买入区704.31~724.14 | 信号:放量下跌，等企稳再入",
"last_update": "2026-06-24 16:45",
"entry_zone": "691~719",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u6807831.78 | \u6b62\u635f683.66 | \u4e70\u5165\u533a690.7~718.9 | \u4fe1\u53f7:\u89c2\u671b",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
},
{
"code": "688802",
"name": "沐曦股份-U",
"price": 786.0,
"name": "\u6c90\u66e6\u80a1\u4efd-U",
"price": 770.19,
"flags": [
"现价786.00在买入区770~802（是否可买需结合timing_signal判断）"
"\u73b0\u4ef7770.19\u5728\u4e70\u5165\u533a755~786\uff08\u662f\u5426\u53ef\u4e70\u9700\u7ed3\u5408timing_signal\u5224\u65ad\uff09"
],
"age_days": 0,
"last_update": "2026-06-23 12:01",
"entry_zone": "770~802",
"current": "盈利持有 | 目标899.0 | 止损756.85 | 买入区770.28~801.72",
"last_update": "2026-06-24 16:45",
"entry_zone": "755~786",
"current": "\u76c8\u5229\u6301\u6709 | \u76ee\u6807882.43 | \u6b62\u635f747.08 | \u4e70\u5165\u533a754.79~785.59",
"updated_by": "auto",
"updated_reason": "自动生成",
"updated_reason": "\u81ea\u52a8\u751f\u6210",
"is_watchlist": true
}
],
"portfolio": {
"position_pct": 91.95,
"cash": 80476,
"weak_position_pct": 36.4,
"all_weak_pct": 39.2,
"total_assets": 1212445.58,
"cash": 150624.58,
"position_pct": 87.6,
"weak_position_pct": 47.8,
"all_weak_pct": 47.8,
"signals": [
"[PORTFOLIO_WEAK_MILD] 组合弱势占比36.4%，需关注",
"[PORTFOLIO_FULL] 总仓位91.95%（现金80476元），买入建议受限"
"[PORTFOLIO_WEAK] \u7ec4\u5408\u5f31\u52bf\u5360\u6bd448%>40%\uff0c\u5efa\u8bae\u7cfb\u7edf\u6027\u51cf\u4ed3",
"[PORTFOLIO_FULL] \u603b\u4ed3\u4f4d87.6%\uff08\u73b0\u91d1150625\u5143\uff09\uff0c\u4e70\u5165\u5efa\u8bae\u53d7\u9650"
]
},
"summary": "扫描51个策略，18个需关注"
"summary": "\u626b\u63cf52\u4e2a\u7b56\u7565\uff0c15\u4e2a\u9700\u5173\u6ce8"
}