fix(parser): 节标题锚定解析+脏区间清洗+三值RR

- parse_response: 只认行首【买入区间】【综合结论】等节行(原先取首个关键词行, 命中修改点段落引用的旧脏值→95~99区间反复写回,17只股票受害); 信号锚定】后首词,防'观望(不建议买入)'误判; 【买入区间】无→显式清空 - save_result: 区间-现价距离门禁(eh<0.5px或el>1.5px→拒写并清空,不再保留原值养脏) - recompute_rr: 三值RR(rr_low/rr_ratio中/rr_high,分别对应区下沿/中值/上沿入场) - 迁移: holding_strategies+rr_low/rr_high列; digest显示RR中(低~高); watch API+前端展示
2026-07-22 22:59:18 +08:00
parent 56e1326569
commit f7f7fe3ca0
4 changed files with 120 additions and 65 deletions
@@ -336,49 +336,68 @@ PE={data.get('pe','?')}（最新财报）  市值={data.get('mcap','?')}亿
 2. 禁止输出 <structured_data> 或任何 XML/JSON/代码块
 3. 所有【】节标题一个都不能少"""
 def parse_response(text):
-    """从LLM回复中提取策略参数"""
-    result = {"signal": "", "entry_low": 0, "entry_high": 0, "stop_loss": 0, "take_profit": 0, "position": ""}
+    """从LLM回复中提取策略参数。
+    ⚠️ 节标题精确匹配：只认行首【买入区间】【综合结论】等节行。
+    绝不用"包含关键词的第一行"——修改点段落会引用旧脏值（如"原买入区间95.0~99.0"），
+    曾导致脏数据被反复写回（17只股票背着95~99区间，LLM新区间形同虚设）。"""
+    result = {"signal": "", "entry_low": 0, "entry_high": 0, "stop_loss": 0, "take_profit": 0, "position": "",
+              "zone_cleared": False}

-    # 信号
-    sl = [l for l in text.split("\n") if "综合结论" in l]
+    def _section_line(name):
+        """匹配节标题行：行首(可含空白)【名称】，返回该行内容"""
+        for l in text.split("\n"):
+            if re.match(r'^\s*【' + name + r'】', l):
+                return l
+        return ""
+
+    # 信号（只认【综合结论】节行，且锚定】后的首个词，防"观望（不建议买入）"误判为买入）
+    sl = _section_line("综合结论")
    if sl:
-        for kw in ["买入","关注","观望","卖出"]:
-            if kw in sl[0]:
-                result["signal"] = kw
+        m = re.search(r'综合结论】\s*[（(]?\s*(弱势持有|可加仓|可买入|买入|卖出|止盈|关注|观望|持有)', sl)
+        if m:
+            result["signal"] = m.group(1)
+
+    # 买入区间（只认【买入区间】节行；"无"→显式清空，不保留旧值）
+    zl = _section_line("买入区间")
+    if zl:
+        if re.search(r'】\s*(无|不设|不参与|空仓)', zl):
+            result["zone_cleared"] = True
+        else:
+            nums = re.findall(r'\d+\.?\d*', zl)
+            if len(nums) >= 2:
+                a, b = float(nums[0]), float(nums[1])
+                result["entry_low"] = min(a, b)
+                result["entry_high"] = max(a, b)
+
+    # 止损（只认【建议止损】节行）
+    for name in ("建议止损", "止损"):
+        l = _section_line(name)
+        if l:
+            nums = re.findall(r'\d+\.?\d*', l)
+            if nums:
+                result["stop_loss"] = float(nums[0])
            break

-    # 买入区间
-    zl = [l for l in text.split("\n") if "买入区间" in l]
-    if zl:
-        nums = re.findall(r'[\d.]+', zl[0])
-        if len(nums) >= 2:
-            result["entry_low"] = float(nums[0])
-            result["entry_high"] = float(nums[1])
+    # 止盈（只认【建议止盈】节行）
+    for name in ("建议止盈", "止盈"):
+        l = _section_line(name)
+        if l:
+            nums = re.findall(r'\d+\.?\d*', l)
+            if nums:
+                result["take_profit"] = float(nums[0])
+            break

-    # 止损
-    for l in text.split("\n"):
-        if "建议止损" in l:
-            nums = re.findall(r'[\d.]+', l)
-            if nums: result["stop_loss"] = float(nums[0])
-    
-    # 止盈
-    for l in text.split("\n"):
-        if "建议止盈" in l:
-            nums = re.findall(r'[\d.]+', l)
-            if nums: result["take_profit"] = float(nums[0])
-    
-    # 仓位：只有买入信号才需要，提取百分比数字
+    # 仓位：只有买入信号才需要，提取百分比数字（只认【建议仓位】节行）
    result["position"] = ""
    if result["signal"] == "买入":
-        for l in text.split("\n"):
-            if "建议仓位" in l:
-                nums = re.findall(r'[\d.]+', l)
+        l = _section_line("建议仓位")
+        if l:
+            nums = re.findall(r'\d+\.?\d*', l)
            for n in nums:
                f = float(n)
                if 1 <= f <= 30:  # 合理的仓位范围
                    result["position"] = f"{f:.0f}%"
                    break
-                break

    return result

@@ -402,7 +421,24 @@ def save_result(code, full_text, parsed):
    # 区间写入门禁：上下沿都必须为正且 下沿<上沿<下沿x3，否则视为解析错误整体跳过
    # （防 214.68~2.52 类解析污染，与 GATE_ZONE_SANITY 同级防护）
    _el, _eh = parsed["entry_low"], parsed["entry_high"]
-    if _el > 0 and _eh > _el and _eh < _el * 3:
+    if parsed.get("zone_cleared"):
+        # LLM 显式输出【买入区间】无 → 清空区间（不再保留可能脏的旧值）
+        updates.append("entry_low=0")
+        updates.append("entry_high=0")
+    elif _el > 0 and _eh > _el and _eh < _el * 3:
+        # 区间-现价距离门禁：整体偏离现价过远（区上沿<现价0.5x 或 区下沿>现价1.5x）
+        # → 判定脏数据/解析错误，拒写并清空（不再"保留原值"养脏，如95~99 vs 现价60）
+        _px = 0.0
+        try:
+            _pr = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
+            _px = float(_pr[0]) if _pr and _pr[0] else 0.0
+        except Exception:
+            pass
+        if _px > 0 and (_eh < _px * 0.5 or _el > _px * 1.5):
+            print(f"  ⚠️ 买入区{_el}~{_eh}偏离现价{_px}过远，拒写并清空（防脏数据残留）", flush=True)
+            updates.append("entry_low=0")
+            updates.append("entry_high=0")
+        else:
            updates.append("entry_low=?")
            params.append(_el)
            updates.append("entry_high=?")
@@ -582,6 +582,13 @@ def init_all_tables(conn: sqlite3.Connection):
        conn.execute("ALTER TABLE holding_strategies ADD COLUMN tag TEXT DEFAULT ''")
    except sqlite3.OperationalError:
        pass
+    # ── 三值 RR 迁移（2026-07-22 老爸）：买入区下沿/中值/上沿三个 RR ──
+    # rr_ratio 保留=中值 RR（排序/门槛沿用），新增 rr_low / rr_high 展示用。
+    for _col in ("rr_low REAL DEFAULT 0", "rr_high REAL DEFAULT 0"):
+        try:
+            conn.execute(f"ALTER TABLE holding_strategies ADD COLUMN {_col}")
+        except sqlite3.OperationalError:
+            pass
    conn.commit()


@@ -1145,11 +1152,11 @@ def reconcile_signal_from_analysis(conn, code: str) -> str:


 def recompute_rr(conn, code: str) -> float:
-    """用买入区中值+已存止损/止盈重算 RR 并写回 rr_ratio。
+    """用买入区+已存止损/止盈重算三值 RR 并写回（rr_low/rr_ratio中值/rr_high）。
    根治"LLM 不输出 RR → rr_ratio 永远 0"的断链（红线：RR 由系统算，不信 LLM）。
-    公式: RR = (止盈 - 基准价) / (基准价 - 止损)；基准价=买入区中值（与策略自洽、
-    不随价格波动、脏区间自动算出 RR=0 现形），区间缺失时兜底现价。
-    损/盈缺失或基准价<=止损 → RR=0（不达标，不参与排序）。"""
+    公式: RR(x) = (止盈 - x) / (x - 止损)；x 分别取买入区下沿/中值/上沿。
+    rr_ratio=中值 RR 用于排序与1.5门槛；rr_low/rr_high 展示入场价敏感度。
+    区间缺失 → 中值兜底现价（low/high=0）；损/盈缺失或 x<=止损 → 该值=0。"""
    try:
        row = conn.execute(
            "SELECT entry_low, entry_high, stop_loss, take_profit FROM holding_strategies WHERE code=? AND status='active'",
@@ -1157,24 +1164,31 @@ def recompute_rr(conn, code: str) -> float:
        if not row:
            return 0.0
        el, eh, sl, tp = (row[0] or 0), (row[1] or 0), (row[2] or 0), (row[3] or 0)
-        ref = 0.0
+
+        def _rr(x):
+            if sl > 0 and tp > 0 and x > sl:
+                v = round((tp - x) / (x - sl), 2)
+                return v if v > 0 else 0.0
+            return 0.0
+
+        rr_low = rr_mid = rr_high = 0.0
        if el > 0 and eh > el:
-            ref = (el + eh) / 2.0  # 买入区中值：策略自洽的期望入场价
+            rr_low = _rr(el)           # 下沿买入：最乐观
+            rr_mid = _rr((el + eh) / 2.0)
+            rr_high = _rr(eh)          # 上沿买入：最保守
        else:
+            # 区间缺失 → 中值兜底现价
            try:
                pr = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone()
                if pr and (pr[0] or 0) > 0:
-                    ref = float(pr[0])
+                    rr_mid = _rr(float(pr[0]))
            except Exception:
                pass
-        rr = 0.0
-        if sl > 0 and tp > 0 and ref > sl:
-            rr = round((tp - ref) / (ref - sl), 2)
-            if rr < 0:
-                rr = 0.0
-        conn.execute("UPDATE holding_strategies SET rr_ratio=? WHERE code=? AND status='active'", (rr, code))
+        conn.execute(
+            "UPDATE holding_strategies SET rr_ratio=?, rr_low=?, rr_high=? WHERE code=? AND status='active'",
+            (rr_mid, rr_low, rr_high, code))
        conn.commit()
-        return rr
+        return rr_mid
    except Exception as e:
        print(f"  [RR] {code} 重算失败: {e}", flush=True)
        return 0.0
@@ -1223,11 +1237,11 @@ def enqueue_recommend(conn, code: str):
        from datetime import datetime as _dt
        row = conn.execute(
            "SELECT name, timing_signal, tag, entry_low, entry_high, stop_loss, take_profit, "
-            "rr_ratio, position_advice, full_analysis FROM holding_strategies WHERE code=? AND status='active'",
+            "rr_ratio, rr_low, rr_high, position_advice, full_analysis FROM holding_strategies WHERE code=? AND status='active'",
            (code,)).fetchone()
        if not row:
            return
-        name, sig, tag, el, eh, sl, tp, rr, pos, fa = row
+        name, sig, tag, el, eh, sl, tp, rr, rr_lo, rr_hi, pos, fa = row
        if tag != 'current_recommend' or sig not in ("买入", "可买入", "可加仓", "卖出", "止盈"):
            print(f"  [REC] {code} 非有效推荐(tag={tag},sig={sig})，不入队", flush=True)
            return False
@@ -1245,7 +1259,8 @@ def enqueue_recommend(conn, code: str):
        with open(qf, 'a', encoding='utf-8') as f:
            f.write(_j.dumps({"code": code, "name": name, "signal": sig,
                              "entry_low": el, "entry_high": eh, "stop_loss": sl,
-                              "take_profit": tp, "rr": rr, "position": pos,
+                              "take_profit": tp, "rr": rr, "rr_low": rr_lo, "rr_high": rr_hi,
+                              "position": pos,
                              "strategy_excerpt": strat,
                              "full_analysis": fa_text[:2500],
                              "ts": _dt.now().isoformat()}, ensure_ascii=False) + "\n")
@@ -1337,10 +1352,14 @@ def flush_rec_digest(max_items=5):

    lines = [f"📈 新增推荐 {len(items)} 只（按RR排序）:"]
    for i, it in enumerate(top):
+        _rr_mid = it.get('rr') or 0
+        _rr_lo, _rr_hi = it.get('rr_low') or 0, it.get('rr_high') or 0
+        _rr_txt = (f"RR={_rr_mid}({_rr_lo}~{_rr_hi})" if _rr_lo and _rr_hi and _rr_lo != _rr_hi
+                   else f"RR={_rr_mid}")
        lines.append(f"• {it.get('name') or it['code']}({it['code']}) {it['signal']}"
                     f" 区{it.get('entry_low') or '—'}~{it.get('entry_high') or '—'}"
                     f" 损{it.get('stop_loss') or '—'} 盈{it.get('take_profit') or '—'}"
-                     f" RR={it.get('rr') or 0} 仓位{it.get('position') or '—'}")
+                     f" {_rr_txt} 仓位{it.get('position') or '—'}")
        # 头部 2 只附策略依据（12维全文节选）
        if i < 2:
            if it.get('strategy_excerpt'):
@@ -147,7 +147,7 @@ def get_watch():
        SELECT hs.code, hs.name, hs.decision_type, hs.timing_signal,
               hs.action, hs.position_advice, hs.tag,
               hs.entry_low, hs.entry_high, hs.stop_loss, hs.take_profit,
-               hs.rr_ratio, hs.full_analysis, hs.reassessed_at,
+               hs.rr_ratio, hs.rr_low, hs.rr_high, hs.full_analysis, hs.reassessed_at,
               lp.price, lp.change_pct,
               h.shares, h.position_pct
        FROM holding_strategies hs
@@ -453,7 +453,7 @@ function renderWatchlist() {
              <td class="p-3 text-right font-mono text-sm">${priceDisplay}</td>
              <td class="p-3 text-right font-mono text-sm ${chg>=0?'text-green-400':'text-red-400'}">${chg>=0?'+':''}${chg.toFixed(2)}</td>
              <td class="p-3 text-right font-mono text-xs text-slate-300">${buyZone}<br><span class="text-slate-500">损${sl} 盈${tp}</span></td>
-              <td class="p-3 text-right font-mono text-sm ${rr>=1.5?'text-green-400':rr>0?'text-yellow-400':'text-slate-500'}">${rr>0?rr.toFixed(2):'—'}</td>
+              <td class="p-3 text-right font-mono text-sm ${rr>=1.5?'text-green-400':rr>0?'text-yellow-400':'text-slate-500'}">${rr>0?rr.toFixed(2):'—'}${(s.rr_low&&s.rr_high&&s.rr_low!==s.rr_high)?'<br><span class="text-[10px] text-slate-500">'+s.rr_low.toFixed(2)+'~'+s.rr_high.toFixed(2)+'</span>':''}</td>
              <td class="p-3 text-right"><span class="text-xs px-2 py-1 rounded ${signal.includes('买入')?'bg-green-900/50 text-green-300':signal.includes('关注')?'bg-yellow-900/50 text-yellow-300':'bg-slate-800 text-slate-400'}">${signal||'—'}</span></td>
              <td class="p-3 text-right text-xs text-slate-400">${s.position_advice || '—'}</td>
            </tr>