fix: stale_detector零标记漏洞(买入区上沿~+20%未覆盖)
This commit is contained in:
知微
+28
-27
@@ -1,7 +1,7 @@
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#!/usr/bin/env python3
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"""stale_detector.py — 检查所有策略，标记价格偏离/过期的策略
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读取 holding_strategies + watchlist_stocks 的DB双源数据。
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读取 holding_strategies + 自选策略的DB双源数据。
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可被 cron no_agent 模式调用：stdout 注入到后续 LLM 分析。
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输出格式：
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@@ -73,14 +73,15 @@ def main():
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EXCLUDED_STATUSES = ("closed", "inactive")
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to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
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# ----- 合并 DB watchlist_stocks 自选股 -----
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# ----- 补充自选（从 holding_strategies 读取，watchlist_stocks 已废弃） -----
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try:
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import sqlite3
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db = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
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db.row_factory = sqlite3.Row
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wl_rows = db.execute(
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"SELECT code, name, price, entry_low, entry_high, stop_loss, analysis_json "
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"FROM watchlist_stocks WHERE is_active=1 AND entry_low IS NOT NULL AND entry_high IS NOT NULL"
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"SELECT code, name, entry_low, entry_high, stop_loss, take_profit, rr_ratio, timing_signal, action "
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"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
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"AND entry_low IS NOT NULL AND entry_high IS NOT NULL"
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).fetchall()
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db.close()
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existing_codes = {d["code"] for d in to_check}
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@@ -92,15 +93,8 @@ def main():
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entry_high = row["entry_high"]
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if not entry_low or not entry_high or entry_low <= 0:
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continue
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analysis = {}
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aj = row["analysis_json"]
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if aj:
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try:
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analysis = json.loads(aj)
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except (json.JSONDecodeError, TypeError):
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pass
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action = analysis.get("action", "") if isinstance(analysis, dict) else ""
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timing_signal = analysis.get("timing_signal", "买入") if isinstance(analysis, dict) else "买入"
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action = row["action"] or ""
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timing_signal = row["timing_signal"] or "买入"
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wl_entry = {
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"code": code,
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"name": row["name"] or code,
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@@ -119,19 +113,20 @@ def main():
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print("[SILENT] 无需要检查的策略")
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return 0
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# ----- 自选股买入区偏离自动重评 (2026-07-07 fix: 不只标记, 直接触发) -----
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# ----- 自选股买入区偏离自动重评 (从 holding_strategies 读，watchlist_stocks 已废弃) -----
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try:
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import subprocess, sqlite3
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db = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
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db.row_factory = sqlite3.Row
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wl_stocks = db.execute(
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"SELECT code, name, price, entry_low, entry_high, analysis_json "
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"FROM watchlist_stocks WHERE is_active=1 AND entry_low IS NOT NULL"
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"SELECT code, name, entry_low, entry_high "
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"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
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"AND entry_low IS NOT NULL AND entry_high IS NOT NULL AND entry_low > 0"
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).fetchall()
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db.close()
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reassess_scripts = []
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for ws in wl_stocks:
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code, name, wl_price, wl_el, wl_eh, wl_aj = ws
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code, name, wl_el, wl_eh = ws
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if not wl_el or not wl_el or wl_el <= 0:
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continue
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center = (wl_el + wl_eh) / 2
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@@ -168,12 +163,13 @@ def main():
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if not isinstance(decisions_list, list):
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decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
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to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
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# 重新合并watchlist_stocks
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# 重新合并自选（从 holding_strategies 读）
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db2 = sqlite3.connect('/home/hmo/MoFin/data/mofin.db')
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db2.row_factory = sqlite3.Row
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wl_rows2 = db2.execute(
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"SELECT code, name, price, entry_low, entry_high, stop_loss, analysis_json "
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"FROM watchlist_stocks WHERE is_active=1 AND entry_low IS NOT NULL AND entry_high IS NOT NULL"
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"SELECT code, name, entry_low, entry_high, stop_loss, take_profit, rr_ratio, timing_signal, action "
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"FROM holding_strategies WHERE status='active' AND decision_type='自选策略' "
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"AND entry_low IS NOT NULL AND entry_high IS NOT NULL AND entry_low > 0"
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).fetchall()
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db2.close()
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existing_codes2 = {d["code"] for d in to_check}
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@@ -185,13 +181,8 @@ def main():
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entry_high = row["entry_high"]
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if not entry_low or not entry_high or entry_low <= 0:
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continue
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analysis = {}
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try:
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analysis = json.loads(row["analysis_json"]) if row["analysis_json"] and row["analysis_json"] != "null" else {}
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except (json.JSONDecodeError, TypeError):
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pass
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action = analysis.get("action", "") if isinstance(analysis, dict) else ""
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timing_signal = analysis.get("timing_signal", "买入") if isinstance(analysis, dict) else "买入"
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action = row["action"] or ""
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timing_signal = row["timing_signal"] or "买入"
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wl_entry = {
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"code": code,
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"name": row["name"] or code,
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@@ -253,6 +244,12 @@ def main():
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tag = "[自选]" if is_wl else "[持仓]"
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# -- 偏离 --
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if is_wl and not issues and not flags:
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# 自选在买入区上沿与20%之间（零标记漏洞）：标记为小幅偏离
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if el and eh and price > eh:
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flags.append("[WL_DRIFT]")
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flags.append("[STRATEGY_STALE]")
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issues.append(f"[STRATEGY_STALE] 价{price:.2f}超买入区上沿+{((price/eh)-1)*100:.1f}%，买入区需重评")
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if is_wl and el and eh:
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# 读取 timing_signal 判断策略有效性（timing_signal 字段优先，fallback to action）
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current_str = d.get("current", "") or ""
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@@ -293,6 +290,10 @@ def main():
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flags.append("[WL_DRIFT]")
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flags.append("[STRATEGY_STALE]")
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issues.append(f"[STRATEGY_STALE] 价{price:.2f}高出买入区+{((price/eh)-1)*100:.0f}%，买入区需重评")
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elif price > eh:
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flags.append("[WL_DRIFT]")
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flags.append("[STRATEGY_STALE]")
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issues.append(f"[STRATEGY_STALE] 价{price:.2f}超买入区上沿+{((price/eh)-1)*100:.1f}%，买入区需重评")
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elif not is_wl and eh:
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dp = (price / eh - 1) * 100
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if dp > 35:
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