feat: 历史K线(Sina)驱动S2多日确认+10只新候选入自选

2026-07-09 19:42:35 +08:00
parent a83c0ea11e
commit bd744c252c
4 changed files with 200 additions and 74 deletions
@@ -40,7 +40,7 @@ def log_candidate(conn, code, stage, passed, detail):
 # ── Stage 2: 多日K线确认 ──

 def fetch_daily_klines(code):
-    """拉取近N日K线（如API不可用则返回当日单日数据）"""
+    """拉取近10日日K线（Sina 240分钟线=日K）"""
    raw = str(code).strip()
    if raw.startswith(("6", "9")):
        prefix = "sh"
@@ -49,78 +49,85 @@ def fetch_daily_klines(code):
    else:
        return None
    
-    import subprocess as _sp
-    url = f"http://qt.gtimg.cn/q={prefix}{raw}"
+    import subprocess as _sp, json as _json
+    url = f"http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol={prefix}{raw}&scale=240&ma=5&datalen=10"
    try:
-        r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10)
-        raw_text = r.stdout.decode("gbk", errors="ignore")
-        for line in raw_text.strip().split("\n"):
-            if "~" not in line: continue
-            parts = line.split("~")
-            if len(parts) < 40: continue
-            price = float(parts[3]) if parts[3] else 0
-            prev_close = float(parts[4]) if parts[4] else 0
-            high = float(parts[33]) if parts[33] else 0
-            low = float(parts[34]) if parts[34] else 0
-            volume = int(float(parts[6])) if parts[6] else 0
-            change = float(parts[32]) if parts[32] else 0
-            if price > 0:
-                # 返回当日单条K线（后续扫描积累多日数据）
-                return [{
-                    "date": "today", "open": prev_close, "close": price,
-                    "high": high, "low": low, "volume": volume,
-                    "change_pct": change, "price": price
-                }]
+        r = _sp.run(["curl", "-s", "--noproxy", "*", url], capture_output=True, timeout=10)
+        data = _json.loads(r.stdout)
+        if not data:
+            return None
+        result = []
+        for k in data:
+            result.append({
+                "date": k.get("day", "")[:10],
+                "open": float(k["open"]),
+                "close": float(k["close"]),
+                "high": float(k["high"]),
+                "low": float(k["low"]),
+                "volume": int(k["volume"]),
+                "price": float(k["close"]),
+                "change_pct": 0,
+            })
+        # 计算涨跌幅
+        for i in range(1, len(result)):
+            prev = result[i-1]["close"]
+            if prev > 0:
+                result[i]["change_pct"] = (result[i]["close"] / prev - 1) * 100
+        return result
+    except Exception as e:
        return None
-    except:
        return None


 def stage2_confirm(code, name, klines):
    """第二关：多日K线确认
-    当日有量价配合信号即可通过初筛。
-    多日连续性需要多日扫描数据积累后验证。
+    检查：多日量价配合、建仓特征
    """
-    if not klines or len(klines) == 0:
-        return False, 0, "无行情数据"
-    
-    today = klines[-1]
-    price = today.get("price", 0)
-    volume = today.get("volume", 0)
-    change = today.get("change_pct", 0)
-    high = today.get("high", 0)
-    low = today.get("low", 0)
+    if not klines or len(klines) < 3:
+        return False, 0, "K线不足3日"
    
+    recent = klines[-5:]  # 最近5日
    score = 0
    checks = []
    
-    # 1. 有成交量
-    if volume > 100000:  # 至少10万股
+    # 1. 成交量连续递增
+    vols = [k["volume"] for k in recent]
+    vol_rising = sum(1 for i in range(len(vols)-1) if vols[i] < vols[i+1])
+    if vol_rising >= 3:
+        score += 2
+        checks.append(f"量增{vol_rising}/4日")
+    elif vol_rising >= 2:
        score += 1
-        checks.append(f"量{volume/10000:.0f}万")
-    else:
-        checks.append("量太小")
+        checks.append(f"量微增{vol_rising}/4日")
    
-    # 2. 跌幅不过大
-    if change >= -2:
+    # 2. 涨放量、跌缩量
+    up_vol = sum(k["volume"] for k in recent if k["change_pct"] >= 0)
+    down_vol = sum(k["volume"] for k in recent if k["change_pct"] < 0)
+    if down_vol > 0 and up_vol / down_vol > 1.5:
+        score += 2
+        checks.append(f"涨量/跌量={up_vol/down_vol:.1f}")
+    elif down_vol > 0 and up_vol / down_vol > 1:
+        score += 1
+    
+    # 3. 价格趋势
+    closes = [k["close"] for k in recent]
+    up_days = sum(1 for i in range(1, len(closes)) if closes[i] > closes[i-1])
+    if up_days >= 3:
+        score += 2
+        checks.append(f"涨{up_days}/4日")
+    elif up_days >= 2:
+        score += 1
+    
+    # 4. 无异常放量（单日>3倍均量=可能出货）
+    avg_vol = sum(vols) / len(vols) if vols else 1
+    max_ratio = max(v / avg_vol for v in vols) if avg_vol > 0 else 1
+    if max_ratio < 2.5:
        score += 1
    else:
-        checks.append(f"跌{change:.1f}%")
+        checks.append(f"异常量{max_ratio:.0f}倍")
    
-    # 3. 日内有波动空间
-    if high > low and price > low:
-        score += 1
-    
-    # 4. 价格不为0
-    if price > 0:
-        score += 1
-    
-    # 多日确认需要后续扫描积累（暂标记）
-    if len(klines) < 3:
-        checks.append("待多日确认")
-    
-    passed = score >= 3
-    detail = f"评分{score}/4 | {'; '.join(checks)}"
+    passed = score >= 4
+    detail = f"评分{score}/7 | {'; '.join(checks)}"
    return passed, score, detail


@@ -0,0 +1,107 @@
+#!/usr/bin/env python3
+"""import_full_stocks.py — 导入全量A股+港股列表到stocks表
+
+数据来源：深交所/上交所公开列表（通过akshare或腾讯API）
+运行：python3 import_full_stocks.py
+"""
+import sys, json, time, urllib.request
+from pathlib import Path
+
+DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
+
+def fetch_tencent_batch(codes):
+    """腾讯批量查询股票名称"""
+    url = f"http://qt.gtimg.cn/q={','.join(codes)}"
+    try:
+        req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
+        proxy = urllib.request.ProxyHandler({})
+        opener = urllib.request.build_opener(proxy)
+        with opener.open(req, timeout=15) as r:
+            text = r.read().decode("gbk")
+        results = {}
+        for line in text.strip().split("\n"):
+            if "~" not in line:
+                continue
+            parts = line.split("~")
+            name_part = parts[0] if parts else ""
+            code = ""
+            m = __import__('re').search(r'_(sh|sz|hk)(\d+)', name_part)
+            if m:
+                code = m.group(2)
+            name = parts[1] if len(parts) > 1 else ""
+            market = parts[2] if len(parts) > 2 else ""
+            if code and name:
+                results[code] = (name, market)
+        return results
+    except Exception as e:
+        print(f"  腾讯API错误: {e}", file=sys.stderr)
+        return {}
+
+def main():
+    import sqlite3
+    conn = sqlite3.connect(str(DB_PATH))
+    
+    # 获取已有代码
+    existing = set(r[0] for r in conn.execute("SELECT code FROM stocks").fetchall())
+    print(f"当前stocks表已有: {len(existing)}只")
+    
+    # 生成待查询的A股代码范围（深市000/001/002/003/300/301，沪市600/601/603/605/688/689）
+    prefixes = {
+        "深市A": [f"{i:03d}" for i in range(0, 10)],  # 000-009
+        "深市中小": [f"{i:03d}" for i in range(10, 50)],  # 010-049→实际用001/002
+        "深市创业": [f"{i:03d}" for i in range(300, 302)],  # 300-301→实际用300
+        "沪市A": [f"{i:03d}" for i in range(600, 606)],  # 600-605
+        "沪市科创": [f"{i:03d}" for i in range(688, 690)],  # 688-689
+    }
+    
+    # 实际代码规则：深市000/001/002/003/300/301，沪市600/601/603/605/688
+    code_ranges = []
+    for prefix in ["000", "001", "002", "003", "300", "301"]:
+        for suffix in range(1, 1000):
+            code_ranges.append(f"{prefix}{suffix:03d}")
+    for prefix in ["600", "601", "603", "605", "688"]:
+        for suffix in range(1, 1000):
+            code_ranges.append(f"{prefix}{suffix:03d}")
+    
+    print(f"待查代码总量: {len(code_ranges)}")
+    
+    # 分批查询（每批30个）
+    batch_size = 30
+    new_count = 0
+    for i in range(0, len(code_ranges), batch_size):
+        batch = code_ranges[i:i+batch_size]
+        # 过滤已存在的
+        batch = [c for c in batch if c not in existing]
+        if not batch:
+            continue
+        
+        symbols = []
+        for c in batch:
+            if c.startswith(("5", "6", "9")):
+                symbols.append(f"sh{c}")
+            else:
+                symbols.append(f"sz{c}")
+        
+        results = fetch_tencent_batch(symbols)
+        for code, (name, market) in results.items():
+            if code not in existing:
+                try:
+                    conn.execute(
+                        "INSERT OR IGNORE INTO stocks (code, name) VALUES (?, ?)",
+                        (code, name)
+                    )
+                    new_count += 1
+                    existing.add(code)
+                except Exception:
+                    pass
+        
+        if (i // batch_size) % 50 == 0:
+            print(f"  进度: {i}/{len(code_ranges)}, 新增{new_count}")
+    
+    conn.commit()
+    total = conn.execute("SELECT COUNT(*) FROM stocks").fetchone()[0]
+    print(f"\n完成: 新增{new_count}, 总{total}只")
+    conn.close()
+
+if __name__ == "__main__":
+    main()
@@ -125,6 +125,8 @@ def refresh_data_prices():
            all_codes.add(r['code'])
        for r in conn.execute("SELECT code FROM watchlist_stocks"):
            all_codes.add(r['code'])
+        for r in conn.execute("SELECT code FROM holding_strategies WHERE status='active'"):
+            all_codes.add(r['code'])
        conn.close()
    except Exception as e:
        print(f"⚠️ 从DB读代码失败: {e}", file=sys.stderr)
@@ -190,6 +192,11 @@ def refresh_data_prices():
                # 写实时价格表（供 read_live_prices 消费）
                live = {h['code']: {'price': h.get('price',0), 'change_pct': h.get('change_pct',0)}
                        for h in db_holdings if h.get('code')}
+                # 补充自选股/策略股的价格（它们不在holdings表中）
+                for code, pdata in prices.items():
+                    if code not in live:
+                        live[code] = {'price': pdata[0] if isinstance(pdata, (list, tuple)) else pdata.get('price',0),
+                                      'change_pct': pdata[1] if isinstance(pdata, (list, tuple)) else pdata.get('change_pct',0)}
                write_live_prices(conn, live)
                conn.commit()
                conn.close()
@@ -15,11 +15,12 @@ def main():
    
    # 读未提拔候选（按评分降序）
    rows = conn.execute("""
-        SELECT * FROM candidates 
-        WHERE (promoted IS NULL OR promoted = 0) 
-        AND (dropped IS NULL OR dropped = 0)
-        AND score >= 6
-        ORDER BY score DESC
+        SELECT c.code, c.name, c.score_final, c.entry_range, c.stop_loss, c.target
+        FROM candidates c
+        WHERE (c.promoted IS NULL OR c.promoted = 0)
+        AND (c.dropped IS NULL OR c.dropped = 0)
+        AND c.score_final >= 4
+        ORDER BY c.score_final DESC
    """).fetchall()
    
    if not rows:
@@ -29,16 +30,21 @@ def main():
    
    promoted = 0
    for r in rows:
-        code = str(r["code"])
-        name = r["name"] or code
-        price = r["price"] or 0
-        el = r["entry_low"] or 0
-        eh = r["entry_high"] or 0
-        sl = r["stop_loss"] or 0
-        tp = r["take_profit"] or 0
-        score = r["score"] or 0
-        sector = r["sector"] or ""
-        reason = r["reason"] or ""
+        code = str(r[0])
+        name = r[1] or code
+        score = r[2] or 0
+        entry_range = r[3] or ""
+        sl = r[4] or 0
+        tp = r[5] or 0
+        
+        # 解析 entry_range
+        el, eh = 0, 0
+        if "~" in entry_range:
+            parts = entry_range.split("~")
+            try:
+                el = float(parts[0])
+                eh = float(parts[1])
+            except: pass
        
        # 查是否已在 holding_strategies
        exists = conn.execute(
@@ -46,7 +52,6 @@ def main():
            (code,)
        ).fetchone()
        if exists:
-            # 标记已提拔但不重复加
            conn.execute("UPDATE candidates SET promoted=1 WHERE code=?", (code,))
            print(f"  ⏭ {code} {name} 已在自选中，标记promoted")
            continue
@@ -54,7 +59,7 @@ def main():
        # 构建策略
        now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
        timing_signal = "买入" if score >= 7 else "关注"
-        action = f"市场扫描发现({reason})" if reason else "市场扫描发现"
+        action = f"市场扫描发现(评分{score})"
        
        conn.execute("""
            INSERT INTO holding_strategies 
@@ -64,7 +69,7 @@ def main():
             sector_context, quality_check)
            VALUES (?,?,?,?,?,?,?,?,?,'自选策略','scan',
                    'active',0,'关注',?,?,'', 'pending')
-        """, (code, name, price, el, eh, sl, tp, timing_signal, action, now, now))
+        """, (code, name, 0, el, eh, sl, tp, timing_signal, action, now, now))
        
        conn.execute("UPDATE candidates SET promoted=1 WHERE code=?", (code,))
        promoted += 1