feat: 换仓套取排序升级为v7.1因子评分升序——新信号超现金预算时，从因子评分最低的持仓开始套取(实测:影石20分/海博25分/华恒27分优先)

2026-07-29 03:52:07 +08:00
parent 228c40c970
commit c0a4bb0c1f
1 changed files with 27 additions and 2 deletions
@@ -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 = []