#!/usr/bin/env python3 """stale_detector.py — 检查所有策略，标记价格偏离/过期的策略 读取 decisions.json 的扁平列表。自选策略和持仓策略分开判断。 可被 cron no_agent 模式调用：stdout 注入到后续 LLM 分析。 输出格式： [FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题 用法： python3 stale_detector.py """ import json import sys import os from datetime import datetime, timezone from mo_data import read_portfolio, read_decisions, read_watchlist DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json" PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json" def fetch_prices(codes): """统一价格源：优先 stock_quote.py，腾讯API降级为兜底""" if not codes: return {} # 尝试用 stock_quote.py 获取（脚本强制规范） try: import subprocess script = None for p in ["/home/hmo/MoFin/scripts/stock_quote.py", "/home/hmo/MoFin/stock_quote.py"]: if os.path.exists(p): script = p break if script: result = subprocess.run( [sys.executable, script] + [str(c) for c in codes], capture_output=True, text=True, timeout=30 ) if result.returncode == 0 and result.stdout.strip(): results = {} for line in result.stdout.strip().split("\n"): if not line.strip(): continue try: item = json.loads(line) code = str(item.get("code", "")) price = item.get("price") change = item.get("change_pct", 0) if code and price is not None: results[code] = (float(price), float(change)) except (json.JSONDecodeError, ValueError): continue if results: return results except Exception as e: print(f"[STALE] stock_quote.py 回退: {e}", file=sys.stderr) # 兜底：腾讯API（不应依赖，仅作为最后手段） import urllib.request symbols, code_map = [], {} for c in codes: c = str(c).strip() p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk" sym = f"{p}{c}" symbols.append(sym) code_map[sym] = c try: req = urllib.request.Request( f"http://qt.gtimg.cn/q={','.join(symbols)}", headers={"User-Agent": "curl/7.81"}, ) with urllib.request.urlopen(req, timeout=10) as r: text = r.read().decode("gbk") except Exception as e: print(f"FETCH_FAIL (fallback): {e}", file=sys.stderr) return {} results = {} for line in text.strip().split("\n"): if "=" not in line: continue try: raw = line.split("=", 1)[1].strip().strip('"').strip(";") fld = raw.split("~") if len(fld) < 6: continue sym = line.split("=", 1)[0].strip().lstrip("v_") oc = code_map.get(sym) if not oc: continue p = float(fld[3]) if fld[3] else 0 c = fld[32] if len(fld) > 32 else "0" results[oc] = (p, c) except (ValueError, IndexError): continue return results def main(): decisions_list = mo_data.read_decisions() if not isinstance(decisions_list, list): decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else [] # 只保留有买入区的条目，排除已关闭的（inactive/closed） EXCLUDED_STATUSES = ("closed", "inactive") 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] if not to_check: print("[SILENT] 无需要检查的策略") return 0 # ----- 组合级监测：读取总仓位 + 弱势比例 ----- position_pct = 0 cash = 0 total_assets = 0 try: with open(PORTFOLIO_PATH) as f: pf = json.load(f) position_pct = pf.get("position_pct", 0) cash = pf.get("cash", 0) total_assets = pf.get("total_assets", 0) except Exception: pass # 统计持仓策略中弱势/深套的比例 weak_count = 0 holding_count = 0 for d in decisions_list: if d.get("type") == "持仓策略" and d.get("status") not in ("closed", "inactive"): holding_count += 1 cat = d.get("stock_category", "") if cat in ("弱势", "深套"): weak_count += 1 weak_ratio = (weak_count / holding_count * 100) if holding_count > 0 else 0 prices = fetch_prices([d["code"] for d in to_check]) now = datetime.now(timezone.utc).astimezone() found = 0 for d in to_check: code = d["code"] name = d.get("name", code) el = d.get("entry_low") eh = d.get("entry_high") sl = d.get("stop_loss") tp = d.get("take_profit") ts = d.get("created_at") or d.get("timestamp") or d.get("updated_at", "") is_wl = "自选" in (d.get("type", "")) pi = prices.get(code) if not pi: continue price, chg = pi if price <= 0: continue issues, flags = [], [] tag = "[自选]" if is_wl else "[持仓]" # -- 偏离 -- if is_wl and el and eh: # 读取 timing_signal 判断策略有效性（timing_signal 字段优先，fallback to action） current_str = d.get("current", "") or "" timing_signal = d.get("timing_signal", "") or current_str has_nonbuy_signal = any(kw in timing_signal for kw in [ "等企稳再入", "等企稳", "弱势持有", "观望", "不建议买入", "谨慎买入", ]) # 直接计算 R/R（不依赖文本匹配） rr_invalid = False if sl and sl > 0 and tp and tp > 0 and price > sl: rr = (tp - price) / (price - sl) if rr < 1.5: rr_invalid = True # 也检查 tp 是否接近或低于成本（微盈/浮亏止盈） cost = d.get("cost", 0) if cost and cost > 0 and tp <= cost * 1.05: rr_invalid = True strategy_deficient = has_nonbuy_signal or rr_invalid # 对自选无止盈位的也标记（策略不完整） if not tp or tp == 0: strategy_deficient = True if el <= price <= eh: flags.append("[WL_IN]") if strategy_deficient: flags.append("[STRATEGY_STALE]") prefix = "⚠️仓位挤占 " if position_pct > 80 else "" issues.append(f"[STRATEGY_STALE] {prefix}价{price:.2f}在买入区{el}~{eh}但策略不完整（{'RR='+f'{rr:.2f}<1.5' if rr_invalid else '无止盈位' if not tp else '非买入信号'}），买入区需重评") else: prefix = "⚠️仓位挤占 " if position_pct > 80 else "" issues.append(f"[PUSH] {prefix}价{price:.2f}入买入区{el}~{eh}") elif price > eh * 1.35: flags.append("[WL_HIGH]") issues.append(f"价{price:.2f}高出买入区+{((price/eh)-1)*100:.0f}%，买入区需重评") elif price > eh * 1.20: flags.append("[WL_DRIFT]") issues.append(f"价{price:.2f}高于买入区+{((price/eh)-1)*100:.0f}%") elif not is_wl and eh: dp = (price / eh - 1) * 100 if dp > 35: flags.append("[SEVERE]") issues.append(f"偏离买入区上沿+{dp:.0f}%") elif dp > 20: flags.append("[DRIFT]") issues.append(f"偏离买入区上沿+{dp:.0f}%") elif dp > 10: flags.append("[WARN]") issues.append(f"偏离买入区上沿+{dp:.0f}%") # 持仓在买入区内但 R/R 不达标 if el and sl and sl > 0 and tp and tp > 0 and price > sl: if el <= price <= eh: rr = (tp - price) / (price - sl) if rr < 1.5: flags.append("[RR_WARN]") issues.append(f"买入区内RR仅{rr:.2f}<1.5，策略需重评") # -- 距止损/止盈（仅持仓） -- if not is_wl: if sl and sl > 0: dsl = (price / sl - 1) * 100 if dsl < 5: # 成本基准校验：浮盈>5%时止损是利润保护，不是危险信号 # (mirrors NEAR_TP cost_check logic at line 195-198) cost = d.get("cost") if cost and cost > 0 and price > cost * 1.05: flags.append("[PROFIT_PROTECT]") pnl = (price / cost - 1) * 100 issues.append(f"距止损仅{dsl:.1f}%(利润保护,浮盈{pnl:.0f}%)") else: flags.append("[NEAR_SL]") issues.append(f"距止损仅{dsl:.1f}%") if tp and tp > 0: dtp = (tp / price - 1) * 100 if dtp < 5: # 成本基准校验：止盈标记只有在盈利≥5%时才有效 cost_check = True cost = d.get("cost") if cost and cost > 0 and price < cost * 1.05: cost_check = False if cost_check: flags.append("[NEAR_TP]") issues.append(f"距止盈仅{dtp:.1f}%") # -- 过期 -- stale_limit = 30 if is_wl else 14 if ts: try: ud = datetime.fromisoformat(ts) if ud.tzinfo is None: ud = ud.replace(tzinfo=timezone.utc) days = (now - ud).days if days > stale_limit: flags.append("[STALE]") issues.append(f"{days}天未更新(>{stale_limit})") except (ValueError, TypeError): pass if issues: print(f"{' '.join(flags)} {tag} {name}({code}) 价{price:.2f}{chg} | 买入{el}~{eh} | {'; '.join(issues)}") found += 1 if found == 0: print("[SILENT] 所有策略正常") # ----- 组合级警报 ----- portfolio_alerts = 0 if holding_count > 0: if weak_ratio > 40: print(f"\n[PORTFOLIO_WEAK] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})！仓位{position_pct:.1f}% → 建议系统性减仓") portfolio_alerts += 1 elif weak_ratio > 30: print(f"\n[PORTFOLIO_WEAK_MILD] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})，仓位{position_pct:.1f}%，关注") portfolio_alerts += 1 if position_pct > 80 and holding_count > 0: # 仓位过满提醒 print(f"[PORTFOLIO_FULL] 总仓位{position_pct:.1f}% > 80%，现金{cash:.0f}({cash/total_assets*100:.1f}%)") portfolio_alerts += 1 if portfolio_alerts > 0: found += portfolio_alerts return found if __name__ == "__main__": main()