 hmo
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dfd986e6cb
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feat: 首页加港股温区横幅(读strategy_weights markets.hk,与A股分别呈现温区+激活策略)
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2026-08-15 07:42:48 +08:00 |
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hmo
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9fc9bb1e2d
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fix: build_panel_hk补mcap_q市值分位计算(当前市值×价格比反推+每日分位)——修复hk_pe_mom零命中
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2026-08-15 07:31:29 +08:00 |
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hmo
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bc284b1503
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feat: 港股12维面板构建脚本正式化(补行业动量/估值分位/资金流/市值分位)
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2026-08-15 04:15:29 +08:00 |
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hmo
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9269b220d8
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feat: strategy_router港股路由用hk_strategies温区组合(替代strategy_regime_perf机制),按温区激活对应策略
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2026-08-15 04:14:26 +08:00 |
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hmo
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315ff878fe
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feat: hk_scanner按温区组合调度——trend_up低PE动量/trend_down深超卖(连续>5天防守暂停)/choppy低PE超卖,面板驱动扫描
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2026-08-15 04:12:35 +08:00 |
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hmo
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6840dbd1b3
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feat: 港股组合达标——温区互补(低PE+行业动量trend_up/深度超卖trend_down/低PE超卖choppy)+三振出局(strike2/40天)+组合级防守(trend_down连续>5天暂停超卖),年化18.6%/近1年+22.7%/近6月+10.7%/近3月+1.2%全达标
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2026-08-15 04:06:35 +08:00 |
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hmo
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6b06014b61
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feat: 三振出局防守——个股连续3笔亏损暂停15天,自动避开持续下跌被埋
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2026-08-15 03:39:01 +08:00 |
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hmo
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283c0db891
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feat: hk_mr1优化——深度超卖(RSI<20/bias60<-20)避持续下跌被埋+高止盈45%让反弹吃满,胜率72%年化10.5%
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2026-08-15 03:28:53 +08:00 |
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hmo
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8066d39f7c
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feat: 港股补mcap_q市值分位因子(+2.84pp)——hk_pe_mom加低PE+小市值+行业动量三因子组合
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2026-08-15 03:23:05 +08:00 |
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hmo
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024eccd785
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fix: hk_backtest用真实净值曲线(8槽资金管理)算窗口收益+加exit_date,修正复利失真
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2026-08-15 03:16:23 +08:00 |
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hmo
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dfb5ead698
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fix: 组合按温区调度——每笔交易只在其策略适用温区入场(修正trend_down策略在trend_up温区误入)
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2026-08-15 03:12:41 +08:00 |
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hmo
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46794959a2
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fix: window_return改复利净值(8槽等权),修正窗口收益巨值bug
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2026-08-15 03:09:54 +08:00 |
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hmo
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c051d942e6
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fix: hk_mr1去掉ret60_max(面板无ret60列,bias60已覆盖)+hk_backtest删ret60分支
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2026-08-15 03:07:33 +08:00 |
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hmo
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7c8d47a855
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fix: hk_backtest加MoFin根路径import strategy_lab.portfolio_sim
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2026-08-15 03:05:34 +08:00 |
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hmo
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57bee18ac4
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feat: 港股策略独立模块——hk_strategies(三温区策略定义)+hk_backtest(独立回测资金模拟,复用portfolio_sim纯函数,零干扰A股)
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2026-08-15 03:03:42 +08:00 |
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hmo
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216795708c
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refactor: 港股策略从strategy_lab独立——回滚mr框架改动(恢复A股行为)+移除hk_mr1定义,港股策略走独立模块,零干扰A股
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2026-08-15 02:58:33 +08:00 |
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hmo
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183361b6e7
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Revert "feat: mr框架双边条件增强——rsi_min/mom20_min/vol_ratio_min下限+mom20_max改is not None(港股趋势策略需要,A股未设不影响)"
This reverts commit 816f17ae05.
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2026-08-15 02:56:33 +08:00 |
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hmo
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816f17ae05
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feat: mr框架双边条件增强——rsi_min/mom20_min/vol_ratio_min下限+mom20_max改is not None(港股趋势策略需要,A股未设不影响)
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2026-08-15 01:44:46 +08:00 |
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hmo
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c8e1181b81
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feat: 港股接入全链路验证脚本hk_pipeline_check.py(12项端到端检查)
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2026-08-14 23:17:09 +08:00 |
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hmo
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28e1f90756
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feat: 港股日K采集cron包装器daily_kline_hk.py
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2026-08-14 23:05:36 +08:00 |
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hmo
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f5ac339bb4
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fix: hk_scanner修bars访问——fetch_tx_klines返回dict列表,用b[close]/b.get(volume)而非下标
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2026-08-14 22:57:18 +08:00 |
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hmo
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6722112b7d
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feat: 港股选股scanner——hk_scanner扫港股通池找hk_mr1信号(深度超卖反弹,港股trend_down温区门控,腾讯日K,复用公共框架)
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2026-08-14 22:54:20 +08:00 |
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hmo
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02c4c86b06
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feat: strategy_router双市场路由——A股按A股温区激活(不变),港股策略(hk_mr1)按港股温区激活(读markets.hk温区+strategy_regime_perf market=hk),输出strategy_weights.json加markets.hk维度
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2026-08-14 22:47:39 +08:00 |
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hmo
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8bc3716f1b
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feat: regime_perf支持market过滤——load_all_strategies(market),港股策略按港股温区归因(hk_mr1入strategy_regime_perf market=hk)
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2026-08-14 22:41:37 +08:00 |
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hmo
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7862ea17ea
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feat: 港股策略hk_mr1——港股深度超卖反弹v1(港股通归因研发:RSI<25+bias60<-15+ret60<-25+宽止损15%,trend_down温区55%胜率+3.59%,参数稳健bias-15~-20)
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2026-08-14 22:31:24 +08:00 |
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hmo
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1710d9821a
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feat: 港股数据补采2——hk_fundamentals_collector基本面采集(腾讯行情hk前缀,PE/PB/市值,复用A股解析模式,港股pb在field43)
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2026-08-14 21:58:52 +08:00 |
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hmo
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ad5208c6cd
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feat: 港股数据补采1——hk_sector_collector行业归属采集(东财公司档案→stock_sectors复用表,source=hk_em)
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2026-08-14 21:43:23 +08:00 |
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hmo
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8c6e41b619
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fix: 港股个股回填健壮解析——只取前6数字字段,忽略末尾dict附加字段(腾讯部分bar带dict致float报错)
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2026-08-14 21:10:09 +08:00 |
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hmo
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ddd2e12b38
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feat: 港股通个股长历史回填脚本(每只2000根约8年,腾讯hk前缀,INSERT OR IGNORE幂等)
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2026-08-14 21:03:31 +08:00 |
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hmo
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95202ab4ca
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docs: 港股cron挂载方案+港股策略路线决策材料(含温区分布数据,港股震荡市占比更高40.8%,mr类策略或更有机会)
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2026-08-14 19:30:42 +08:00 |
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hmo
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7e37fec704
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feat: price_monitor交易时段双市场——改用is_trading_now(A股9:30-15:00/港股9:30-16:00),港股持仓15:00-16:00最后一小时破止损止盈监控不再漏(A股收盘后价格不变不误报,集合竞价保护保留)
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2026-08-14 19:18:56 +08:00 |
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hmo
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1f6f461bab
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fix: 温区表迁移后读取方补market过滤——regime_gate/mr_scanner/predictive_oversold读market_regime/market_indicators加WHERE market=a,防读到港股行污染A股温区门控(明天盘中scanner要用)
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2026-08-14 19:01:41 +08:00 |
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hmo
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0a1a951b18
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docs: 港股接入文档——SYSTEM_ARCHITECTURE加五.6节(市场抽象层/数据层/温区双市场/币种规范/现状边界)+CHANGELOG记阶段0-4变更
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2026-08-14 18:14:24 +08:00 |
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hmo
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54814bb257
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feat: 阶段4重评温区按市场感知——regenerate_all批量/reassess_with_context单票重评,港股持仓用港股温区(smoothed markets.hk/market_regime表hk),A股走原路径逐字节不变
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2026-08-14 18:06:37 +08:00 |
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hmo
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21b16751c5
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feat: 阶段4温区溯源按市场感知——market_config加get_regime_temp(code)(A股行为不变读smoothed顶层,港股读markets.hk),stale_push_wlin/price_monitor信号溯源改用
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2026-08-14 17:56:10 +08:00 |
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hmo
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0e06a7e0ea
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feat: 港股温区历史回填脚本——对hkHSI全历史逐日算温区入market_regime(market=hk),复用compute_regime算法
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2026-08-14 17:36:03 +08:00 |
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hmo
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a7449332d9
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fix: 恒指回填改https+分页(腾讯接口单次上限2000根,超限向前翻页拉更早历史)
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2026-08-14 17:28:42 +08:00 |
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hmo
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3a764d587d
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feat: 温区双市场改造——market_regime/temp_band/regime_tracker/regime_perf支持market维度(A股默认行为不变,港股hkHSI独立温区)+migrate_regime_market迁移脚本(4表加market列,幂等+备份)+backfill_hk_index恒指历史回填脚本
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2026-08-14 17:20:59 +08:00 |
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hmo
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29db5efd95
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feat: 港股接入阶段2——hk_connect_list港股通名单采集器(东财MK0146板块620只,push2delay镜像避开主host封禁)+get_stock_pool(market=)参数化(默认A股行为不变)+daily_kline_collector港股批
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2026-08-14 16:39:17 +08:00 |
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hmo
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4c2821aa67
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feat: 市场抽象层market_config.py——市场判断/行情符号/市场配置唯一事实源,收敛6处散落实现(market_data/price_monitor x2/stale_push_wlin/technical_analysis/strategy_lab)。纯重构行为等价,为港股接入打底
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2026-08-14 15:56:47 +08:00 |
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hmo
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442427b214
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fix: 币种规范v3对齐——个股存HKD原币,汇总才转CNY。import_holding_xls存HKD原值;strategy_lifecycle删拉价即转CNY(价格比较与行情HKD原值单位一致);strategy_summary删硬编码0.867走get_hk_rate;mo_models validate对齐v3;refresh_macro_context修恒指前缀szHSI→hkHSI
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2026-08-14 14:41:58 +08:00 |
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hmo
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068bf1d290
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fix: memory_guardian max_tokens 100→512——deepseek对过小max_tokens返回空导致误报LLM故障
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2026-08-14 12:14:48 +08:00 |
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hmo
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b70ef8914d
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feat: 开盘简报通道统一——generate_report生成简报后推送XMPP bridge(5805)记录到xmpp_messages.jsonl,同时记录daily_brief.log统一日志
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2026-08-14 11:30:08 +08:00 |
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hmo
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f69f1c371a
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feat: generate_report简报记录统一日志(daily_brief.log)——开盘/收盘简报内容记录到gateway/logs/daily_brief.log,方便溯源
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2026-08-14 11:21:52 +08:00 |
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hmo
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c3a133e032
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fix: cron_health_monitor max_tokens 5→512——deepseek对过小max_tokens返回空导致误报LLM端点故障
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2026-08-14 11:05:58 +08:00 |
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hmo
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c5c9f40f22
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fix: 删除zone_notes垃圾消息推送——进入操作区间但重评不推荐(信号不充分/观望/弱势持有)不推送,仅记日志
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2026-08-14 10:22:26 +08:00 |
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hmo
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efaa8211fa
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refactor: llm_client空输出不换pro——依赖OCG router内部空输出自动换key(老莫:空输出用OCG代理换key,不换pro)
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2026-08-14 09:30:19 +08:00 |
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hmo
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ff6bfe4f55
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fix: news_collector并发采集——ThreadPoolExecutor 3并发+Semaphore限速(实际2-3s/只非0.9s估算,502只×2.5s=1255s>600s,3并发→418s安全)
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2026-08-14 07:39:33 +08:00 |
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hmo
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864e6f123a
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fix: self_repair call_llm加concurrent=True——走OCG router round-robin分摊key,避免直连401的key1
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2026-08-14 07:31:17 +08:00 |
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hmo
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f1c5e2762d
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fix: per_stock_reassess无参数不再跑全量regenerate_all(600s超时)——改为scan_watchlist_stocks只处理盘中到期自选(MAX_PER_RUN=3快),全量重评回归premarket职责
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2026-08-14 07:24:38 +08:00 |
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