diff --git a/deploy/profile-scripts/factor_engine.py b/deploy/profile-scripts/factor_engine.py
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+++ b/deploy/profile-scripts/factor_engine.py
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+#!/usr/bin/env python3
+"""factor_engine.py — 技术指标加工（数据加工层核心）
+
+背景（2026-08-12 架构补缺·加工层）：
+  技术指标（bias60/RSI/ADX/mom20/ma/macd/atr 等）API 拉不了，必须自己算——
+  此前分散在 5-6 个脚本现算（口径漂移风险）。本脚本统一加工：
+  读 stock_daily → 算指标 → 写 stock_indicators/market_indicators，
+  使用层（扫描器/重评/回测）直接读，不现算，口径完全一致。
+
+算法权威源：backtest_framework.calc_*（回测体系，已验证）。实盘/回测共用同一套，
+  消除 backtest_framework vs indicators 两套定义并存的口径分裂。
+
+原则（老莫定）：能拉取的拉取（PE/市值已由采集层拉），拉不了的才自己算（技术指标）。
+  mcap_q/pe_q 分位由 stock_fundamentals 算（加工层），不重复存 PE/PB/市值。
+
+调度：收盘后 5 17 * * 1-5（stock_daily 采集 16:35 完成后）
+规范：单例守卫(5.3) + INSERT OR REPLACE 幂等 + 增量（只写最近1天）+ pandas 向量化
+"""
+import sys, os, sqlite3, fcntl, time
+from pathlib import Path
+from datetime import datetime, timedelta
+
+sys.path.insert(0, "/home/hmo/MoFin")
+from backtest_framework import (calc_ma, calc_rsi, calc_macd, calc_atr,
+                                calc_trend_strength, calc_obv, calc_roc)
+
+DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
+LOOKBACK_DAYS = 130   # 算 ma60/rsi/adx 需要的历史窗口（取130天保险）
+
+
+def _singleton_guard(tag="factor_engine.py"):
+    lock_dir = Path("/tmp/mofin_locks")
+    lock_dir.mkdir(exist_ok=True)
+    try:
+        fd = os.open(str(lock_dir / f"{tag}.lock"), os.O_CREAT | os.O_RDWR)
+        fcntl.flock(fd, fcntl.LOCK_EX | fcntl.LOCK_NB)
+        return fd
+    except OSError:
+        print(f"[{tag}] 已有实例在运行，退出", flush=True)
+        sys.exit(0)
+
+
+def init_tables(conn):
+    conn.execute("""
+        CREATE TABLE IF NOT EXISTS stock_indicators (
+            code TEXT, date TEXT,
+            ma5 REAL, ma10 REAL, ma20 REAL, ma60 REAL,
+            rsi REAL, adx REAL, macd_hist REAL, atr REAL, roc REAL, obv REAL,
+            bias60 REAL, mom20 REAL, prev_ret60 REAL, dist_ma20 REAL, dist_lo20 REAL, r5f REAL,
+            vol_ratio REAL, vol_shrink REAL, amount_ma20 REAL, atr_pct REAL,
+            close_up INTEGER, trend_aligned INTEGER, hh_structure INTEGER, hl_structure INTEGER,
+            updated_at TEXT, PRIMARY KEY (code, date)
+        )""")
+    conn.execute("""
+        CREATE TABLE IF NOT EXISTS market_indicators (
+            date TEXT PRIMARY KEY,
+            mkt_rsi REAL, mkt_dd60 REAL, mkt_adx REAL, mkt_above_ma20 INTEGER,
+            mkt_down_days INTEGER, mkt_slope REAL, mkt_roc REAL,
+            updated_at TEXT
+        )""")
+    conn.commit()
+
+
+def calc_stock_indicators(code, bars):
+    """由日K bars 算个股指标（bars: [{date,open,close,high,low,volume,amount}]，需>=65根）"""
+    if len(bars) < 65:
+        return None
+    closes = [b["close"] for b in bars]
+    highs = [b["high"] for b in bars]
+    lows = [b["low"] for b in bars]
+    vols = [b["volume"] for b in bars]
+    amts = [b.get("amount") or 0 for b in bars]
+    i = len(bars) - 1  # 最后一根（当天）
+    close = closes[i]
+    if close <= 0:
+        return None
+
+    ma5 = calc_ma(closes, 5); ma10 = calc_ma(closes, 10); ma20 = calc_ma(closes, 20); ma60 = calc_ma(closes, 60)
+    rsi = calc_rsi(closes)
+    _, _, macd_hist = calc_macd(closes)
+    atr = calc_atr(highs, lows, closes)
+    adx = calc_trend_strength(highs, lows, closes)
+    obv = calc_obv(closes, vols)
+    roc = calc_roc(closes)
+
+    def g(arr, idx):
+        return arr[idx] if arr and idx < len(arr) and arr[idx] is not None else None
+
+    ma20_v, ma60_v = g(ma20, i), g(ma60, i)
+    atr_v = g(atr, i)
+    bias60 = round((close - ma60_v) / ma60_v * 100, 2) if ma60_v and ma60_v > 0 else None
+    dist_ma20 = round((close - ma20_v) / ma20_v * 100, 2) if ma20_v and ma20_v > 0 else None
+    mom20 = round((close - closes[i-20]) / closes[i-20] * 100, 2) if i >= 20 and closes[i-20] > 0 else None
+    prev_ret60 = round((close - closes[i-60]) / closes[i-60] * 100, 2) if i >= 60 and closes[i-60] > 0 else None
+    r5f = round((close - closes[i-5]) / closes[i-5] * 100, 2) if i >= 5 and closes[i-5] > 0 else None
+    lo20 = min(lows[i-19:i+1]) if i >= 19 else None
+    dist_lo20 = round((close - lo20) / lo20 * 100, 2) if lo20 and lo20 > 0 else None
+    pvol = vols[i-5] if i >= 5 and vols[i-5] > 0 else None
+    vol_ratio = round(vols[i] / pvol, 2) if pvol else None
+    vol5 = sum(vols[i-4:i+1]) / 5 if i >= 4 else None
+    vol20 = sum(vols[i-19:i+1]) / 20 if i >= 19 else None
+    vol_shrink = round(vol5 / vol20, 2) if vol5 and vol20 and vol20 > 0 else None
+    amt_valid = [a for a in amts[i-19:i+1] if a > 0] if i >= 19 else []
+    amount_ma20 = round(sum(amt_valid) / len(amt_valid) / 1000.0, 2) if amt_valid else None  # 千元→百万
+    atr_pct = round(atr_v / close * 100, 2) if atr_v and close > 0 else None
+    close_up = 1 if i >= 1 and close > closes[i-1] else 0
+    trend_aligned = 1 if (ma5[i] and ma10[i] and ma20[i] and ma5[i] > ma10[i] > ma20[i] > 0) else 0
+    hh = hl = 0
+    if i >= 10:
+        h5 = max(highs[i-4:i+1]); h10 = max(highs[i-9:i-4])
+        l5 = min(lows[i-4:i+1]); l10 = min(lows[i-9:i-4])
+        hh = 1 if h5 > h10 else 0
+        hl = 1 if l5 > l10 else 0
+
+    return {
+        "code": code, "date": bars[i]["date"],
+        "ma5": g(ma5, i), "ma10": g(ma10, i), "ma20": ma20_v, "ma60": ma60_v,
+        "rsi": g(rsi, i), "adx": g(adx, i), "macd_hist": g(macd_hist, i),
+        "atr": atr_v, "roc": g(roc, i), "obv": g(obv, i),
+        "bias60": bias60, "mom20": mom20, "prev_ret60": prev_ret60,
+        "dist_ma20": dist_ma20, "dist_lo20": dist_lo20, "r5f": r5f,
+        "vol_ratio": vol_ratio, "vol_shrink": vol_shrink, "amount_ma20": amount_ma20,
+        "atr_pct": atr_pct, "close_up": close_up, "trend_aligned": trend_aligned,
+        "hh_structure": hh, "hl_structure": hl,
+    }
+
+
+def calc_market_indicators(bars):
+    """由大盘指数日K算大盘指标（mkt_rsi/mkt_dd60/mkt_adx/mkt_above_ma20/mkt_down_days/mkt_slope/mkt_roc）"""
+    if len(bars) < 65:
+        return None
+    closes = [b["close"] for b in bars]
+    highs = [b["high"] for b in bars]
+    lows = [b["low"] for b in bars]
+    i = len(bars) - 1
+    close = closes[i]
+    ma20 = calc_ma(closes, 20)
+    rsi = calc_rsi(closes)
+    adx = calc_trend_strength(highs, lows, closes)
+    roc = calc_roc(closes)
+
+    def g(arr, idx):
+        return arr[idx] if arr and idx < len(arr) and arr[idx] is not None else None
+
+    ma20_v = g(ma20, i)
+    mkt_above = 1 if (ma20_v and close > ma20_v) else 0
+    hi60 = max(highs[max(0, i-59):i+1])
+    mkt_dd60 = round((close - hi60) / hi60 * 100, 2) if hi60 > 0 else None
+    # 连跌天数
+    down = 0
+    for k in range(i, 0, -1):
+        if closes[k] < closes[k-1]:
+            down += 1
+        else:
+            break
+    slope = None
+    if i >= 5 and g(ma20, i) and g(ma20, i-5) and g(ma20, i-5) > 0:
+        slope = round((g(ma20, i) - g(ma20, i-5)) / g(ma20, i-5) * 100, 3)
+    return {
+        "date": bars[i]["date"], "mkt_rsi": g(rsi, i), "mkt_dd60": mkt_dd60,
+        "mkt_adx": g(adx, i), "mkt_above_ma20": mkt_above, "mkt_down_days": down,
+        "mkt_slope": slope, "mkt_roc": g(roc, i),
+    }
+
+
+def load_bars(conn, code, since):
+    rows = conn.execute(
+        "SELECT date, open, close, high, low, volume, amount FROM stock_daily "
+        "WHERE code=? AND date>=? ORDER BY date", (code, since)).fetchall()
+    return [{"date": r[0], "open": r[1], "close": r[2], "high": r[3], "low": r[4],
+             "volume": r[5], "amount": r[6]} for r in rows]
+
+
+def main():
+    _fd = _singleton_guard()
+    t0 = time.time()
+    print(f"[factor_engine] {datetime.now().strftime('%H:%M:%S')} 技术指标加工开始", flush=True)
+
+    conn = sqlite3.connect(str(DB_PATH), timeout=60)
+    init_tables(conn)
+    since = (datetime.now() - timedelta(days=LOOKBACK_DAYS * 2)).strftime("%Y-%m-%d")
+    codes = [str(r[0]) for r in conn.execute(
+        "SELECT DISTINCT code FROM stock_daily WHERE length(code)=6 ORDER BY code").fetchall()]
+    limit = 0
+    for a in sys.argv[1:]:
+        if a.startswith("--limit"):
+            limit = int(a.split("=")[-1] if "=" in a else sys.argv[sys.argv.index(a) + 1])
+    if limit > 0:
+        codes = codes[:limit]
+        print(f"  [测试模式] 只跑前 {limit} 只", flush=True)
+    print(f"  股票池: {len(codes)} 只", flush=True)
+
+    cur = conn.cursor()
+    ok = fail = skip = written = 0
+    latest_date = None
+    for idx, code in enumerate(codes, 1):
+        try:
+            bars = load_bars(conn, code, since)
+            if len(bars) < LOOKBACK_DAYS:
+                skip += 1
+                continue
+            bars = bars[-LOOKBACK_DAYS:]
+            ind = calc_stock_indicators(code, bars)
+            if not ind:
+                skip += 1
+                continue
+            latest_date = ind["date"]
+            cur.execute("""
+                INSERT OR REPLACE INTO stock_indicators
+                (code, date, ma5, ma10, ma20, ma60, rsi, adx, macd_hist, atr, roc, obv,
+                 bias60, mom20, prev_ret60, dist_ma20, dist_lo20, r5f, vol_ratio, vol_shrink,
+                 amount_ma20, atr_pct, close_up, trend_aligned, hh_structure, hl_structure, updated_at)
+                VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,datetime('now','localtime'))""",
+                (ind["code"], ind["date"], ind["ma5"], ind["ma10"], ind["ma20"], ind["ma60"],
+                 ind["rsi"], ind["adx"], ind["macd_hist"], ind["atr"], ind["roc"], ind["obv"],
+                 ind["bias60"], ind["mom20"], ind["prev_ret60"], ind["dist_ma20"], ind["dist_lo20"],
+                 ind["r5f"], ind["vol_ratio"], ind["vol_shrink"], ind["amount_ma20"], ind["atr_pct"],
+                 ind["close_up"], ind["trend_aligned"], ind["hh_structure"], ind["hl_structure"]))
+            written += 1
+            ok += 1
+        except Exception as e:
+            fail += 1
+            if fail <= 5:
+                print(f"  FAIL {code}: {str(e)[:60]}", flush=True)
+        if idx % 200 == 0:
+            conn.commit()
+            print(f"  [{idx}/{len(codes)}] ok={ok} skip={skip} fail={fail} | {time.time()-t0:.0f}s", flush=True)
+    conn.commit()
+
+    # 大盘指标（上证指数 sh000001）
+    try:
+        mbars = load_bars(conn, "sh000001", since)[-LOOKBACK_DAYS:]
+        mind = calc_market_indicators(mbars)
+        if mind:
+            cur.execute("""
+                INSERT OR REPLACE INTO market_indicators
+                (date, mkt_rsi, mkt_dd60, mkt_adx, mkt_above_ma20, mkt_down_days, mkt_slope, mkt_roc, updated_at)
+                VALUES (?,?,?,?,?,?,?,?,datetime('now','localtime'))""",
+                (mind["date"], mind["mkt_rsi"], mind["mkt_dd60"], mind["mkt_adx"],
+                 mind["mkt_above_ma20"], mind["mkt_down_days"], mind["mkt_slope"], mind["mkt_roc"]))
+            conn.commit()
+            print(f"  大盘指标: {mind['date']} rsi={mind['mkt_rsi']} dd60={mind['mkt_dd60']} adx={mind['mkt_adx']}", flush=True)
+    except Exception as e:
+        print(f"  大盘指标失败: {e}", flush=True)
+
+    conn.close()
+    dt = time.time() - t0
+    print(f"[factor_engine] 完成: {written} 只写入(最新 {latest_date}), skip={skip} fail={fail}, 耗时 {dt:.0f}s", flush=True)
+
+
+if __name__ == "__main__":
+    main()