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第4条CRITICAL红线：GATE_9D_ANALYSIS

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质量门禁新增9维交叉验证检查：
- sector_context不空且非neutral
- signal_factors≥1个因子 或 tech_snapshot含技术位
不通过→标记review_needed不写入DB
防止模塑科技式空壳策略（无止盈/无行业上下文/无分析过程）
This commit is contained in:
知微
2026-07-02 13:50:53 +08:00
parent 7c0e85af28
commit c36479f481
4 changed files with 48 additions and 31 deletions
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data/mofin.db-shm
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data/portfolio.json
+31 -31
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@@ -5,9 +5,9 @@
"name": "中际旭创",
"shares": 100,
"cost": 1316.53,
"price": 1135.18,
"price": 1136.12,
"market_value": 113604.0,
"change_pct": -7.19,
"change_pct": -7.12,
"currency": "CNY",
"position_pct": 15.27,
"_currency": "CNY"
@@ -29,9 +29,9 @@
"name": "丘钛科技",
"shares": 11000,
"cost": 13.47,
"price": 5.99,
"price": 5.98,
"market_value": 65890.0,
"change_pct": 0.729,
"change_pct": 0.583,
"currency": "CNY",
"position_pct": 7.97,
"_currency": "CNY"
@@ -41,9 +41,9 @@
"name": "紫金矿业",
"shares": 2400,
"cost": 39.89,
"price": 26.35,
"price": 26.34,
"market_value": 63048.0,
"change_pct": 4.94,
"change_pct": 4.9,
"currency": "CNY",
"position_pct": 7.34,
"_currency": "CNY"
@@ -53,9 +53,9 @@
"name": "海博思创",
"shares": 200,
"cost": 266.95,
"price": 258.3,
"price": 259.0,
"market_value": 51776.0,
"change_pct": -1.75,
"change_pct": -1.48,
"currency": "CNY",
"position_pct": 6.31,
"_currency": "CNY"
@@ -65,7 +65,7 @@
"name": "中芯国际",
"shares": 300,
"cost": 126.07,
"price": 146.32,
"price": 146.33,
"market_value": 44112.0,
"change_pct": -5.28,
"currency": "CNY",
@@ -77,9 +77,9 @@
"name": "建滔积层板",
"shares": 500,
"cost": 88.23,
"price": 72.83,
"price": 73.52,
"market_value": 36415.0,
"change_pct": -15.28,
"change_pct": -14.473,
"currency": "CNY",
"position_pct": 5.28,
"_currency": "CNY"
@@ -101,9 +101,9 @@
"name": "宁德时代",
"shares": 100,
"cost": 401.78,
"price": 386.3,
"price": 386.01,
"market_value": 38495.0,
"change_pct": 0.64,
"change_pct": 0.57,
"currency": "CNY",
"position_pct": 4.64,
"_currency": "CNY"
@@ -113,9 +113,9 @@
"name": "比亚迪股份",
"shares": 600,
"cost": 104.87,
"price": 68.41,
"price": 68.36,
"market_value": 41070.0,
"change_pct": 8.903,
"change_pct": 8.834,
"currency": "CNY",
"position_pct": 4.62,
"_currency": "CNY"
@@ -125,9 +125,9 @@
"name": "万科企业",
"shares": 19700,
"cost": 4.67,
"price": 1.92,
"price": 1.93,
"market_value": 38021.0,
"change_pct": 4.717,
"change_pct": 5.19,
"currency": "CNY",
"position_pct": 4.6,
"_currency": "CNY"
@@ -149,9 +149,9 @@
"name": "中芯国际",
"shares": 500,
"cost": 75.94,
"price": 69.88,
"price": 69.62,
"market_value": 34635.0,
"change_pct": -9.843,
"change_pct": -10.179,
"currency": "CNY",
"position_pct": 4.2,
"_currency": "CNY"
@@ -161,9 +161,9 @@
"name": "长芯博创",
"shares": 100,
"cost": 231.46,
"price": 225.0,
"price": 226.07,
"market_value": 22592.0,
"change_pct": -11.42,
"change_pct": -11.0,
"currency": "CNY",
"position_pct": 3.2,
"_currency": "CNY"
@@ -175,7 +175,7 @@
"cost": 12.19,
"price": 8.45,
"market_value": 20280.0,
"change_pct": 2.13,
"change_pct": 2.14,
"currency": "CNY",
"position_pct": 2.45,
"_currency": "CNY"
@@ -185,9 +185,9 @@
"name": "中科电气",
"shares": 1400,
"cost": 22.29,
"price": 14.33,
"price": 14.31,
"market_value": 20062.0,
"change_pct": -0.76,
"change_pct": -0.9,
"currency": "CNY",
"position_pct": 2.42,
"_currency": "CNY"
@@ -209,9 +209,9 @@
"name": "法拉电子",
"shares": 100,
"cost": 147.18,
"price": 164.32,
"price": 164.3,
"market_value": 16460.0,
"change_pct": -9.99,
"change_pct": -10.0,
"currency": "CNY",
"position_pct": 2.3,
"_currency": "CNY"
@@ -221,20 +221,20 @@
"name": "中国神华",
"shares": 500,
"cost": 45.89,
"price": 34.26,
"price": 34.13,
"market_value": 17115.0,
"change_pct": 1.503,
"change_pct": 1.092,
"currency": "CNY",
"position_pct": 2.14,
"_currency": "CNY"
}
],
"total_assets": 902797.0,
"total_mv": 822321.0,
"total_assets": 903265.0,
"total_mv": 822789.0,
"stock_value": null,
"cash": 80476.0,
"frozen_cash": 0.0,
"position_pct": 91.09,
"currency": "CNY",
"updated_at": "2026-07-02 13:46"
"updated_at": "2026-07-02 13:50"
}
strategy_lifecycle.py
+17
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@@ -89,6 +89,23 @@ STRATEGY_QUALITY_GATES = [
"severity": "HIGH",
"fix": "设置 d['currency']='HKD'"
},
# --- 第4条 CRITICAL 红线：9维交叉验证 (2026-07-02 Dad要求) ---
# 策略不能只有价格数字，必须有证据经过了多维分析:
# 横切面: 大盘+行业+个股 | 纵切面: 基本面+消息面+技术面+资金流
# 代码层面可验证: sector_context(行业) + signal_factors(多因子) 或 tech_snapshot
{
"id": "GATE_9D_ANALYSIS",
"desc": "策略必须经过多维分析(sector_context + signal_factors)",
"check": lambda d: (
bool(d.get("sector_context") and str(d.get("sector_context","")).strip() not in ("neutral","","N/A","-"))
and (
bool(d.get("signal_factors") and isinstance(d.get("signal_factors"), (list,tuple)) and len(d["signal_factors"]) >= 1)
or bool(d.get("tech_snapshot") and any(c in str(d.get("tech_snapshot","")) for c in "支撑阻力压强"))
)
),
"severity": "CRITICAL",
"fix": "重新运行 reassess_with_context() 完整重评确保 sector_context/signal_factors/tech_snapshot 均已填充"
},
]