diff --git a/deploy/profile-scripts/mofin_db.py b/deploy/profile-scripts/mofin_db.py index 42c7cb6a..88fb8820 100644 --- a/deploy/profile-scripts/mofin_db.py +++ b/deploy/profile-scripts/mofin_db.py @@ -1809,9 +1809,34 @@ def flush_rec_digest(max_items=5): LEFT JOIN live_prices lp ON hs.code = lp.code WHERE hs.status='active' AND h.shares > 0 AND hs.timing_signal IN ('弱势持有','观望','持有') - ORDER BY CASE hs.timing_signal WHEN '弱势持有' THEN 0 WHEN '观望' THEN 1 ELSE 2 END, - h.position_pct DESC """).fetchall() + # ── v7.1因子评分升序排序(2026-07-29 老爸批准:按评分套取,卖因子最差的)── + try: + import sys as _sys2 + if "/home/hmo/MoFin" not in _sys2.path: + _sys2.path.insert(0, "/home/hmo/MoFin") + from backtest_framework import prepare_bars as _pb, compute_single_score as _cs + from datetime import datetime as _dt2, timedelta as _td2 + _end2 = _dt2.now().strftime('%Y-%m-%d') + _start2 = (_dt2.now() - _td2(days=150)).strftime('%Y-%m-%d') + _scored = [] + for w in weak: + _sc = 0 + try: + _bars = _pb(w['code'], _start2, _end2) + if _bars and len(_bars) >= 25: + _r = _cs(_bars) + _sc = _r[0] if _r else 0 + except Exception: + pass + _scored.append((_sc, w)) + _scored.sort(key=lambda x: x[0]) # 评分最低 = 优先套取 + weak = [w for _, w in _scored] + print(" [换仓] 因子评分排序: " + ", ".join(f"{w['name']}({s})" for s, w in _scored[:5]), flush=True) + except Exception as _se: + print(f" [换仓] 评分排序失败(回退信号排序): {_se}", flush=True) + weak = sorted(weak, key=lambda w: ({'弱势持有': 0, '观望': 1}.get(w['timing_signal'], 2), + -(w['position_pct'] or 0))) if weak: need_pct = queued[0][1] plan = []