#!/usr/bin/env python3 """candidate_filter.py — 候选股多级过滤管道 从 candidates 表读取未过滤的候选,逐级执行过滤: Stage 2: 多日K线确认(量价连续性) Stage 3: 技术位分析(MA位置) Stage 4: 资金性质(大单流向) Stage 5: 基本面(PE/PB/行业) 用法: python3 candidate_filter.py [--stage 2|3|4|5] [--code XXXXXX] """ import sys, json, urllib.request, sqlite3, re, time from pathlib import Path from datetime import datetime DB_PATH = Path("/home/hmo/MoFin/data/mofin.db") UA = "Mozilla/5.0" def get_conn(): return sqlite3.connect(str(DB_PATH)) def log_candidate(conn, code, stage, passed, detail): """记录过滤日志""" conn.execute( "UPDATE candidates SET log = COALESCE(log, '[]')" ) # SQLite JSON操作 existing = conn.execute("SELECT log FROM candidates WHERE code=?", (code,)).fetchone() if existing and existing[0]: try: logs = json.loads(existing[0]) except: logs = [] else: logs = [] logs.append({"stage": stage, "passed": passed, "detail": detail, "time": datetime.now().strftime("%m-%d %H:%M")}) conn.execute("UPDATE candidates SET log=? WHERE code=?", (json.dumps(logs, ensure_ascii=False), code)) # ── Stage 2: 多日K线确认 ── def fetch_daily_klines(code): """拉取近N日K线(如API不可用则返回当日单日数据)""" raw = str(code).strip() if raw.startswith(("6", "9")): prefix = "sh" elif raw.startswith(("0", "3")): prefix = "sz" else: return None import subprocess as _sp url = f"http://qt.gtimg.cn/q={prefix}{raw}" try: r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10) raw_text = r.stdout.decode("gbk", errors="ignore") for line in raw_text.strip().split("\n"): if "~" not in line: continue parts = line.split("~") if len(parts) < 40: continue price = float(parts[3]) if parts[3] else 0 prev_close = float(parts[4]) if parts[4] else 0 high = float(parts[33]) if parts[33] else 0 low = float(parts[34]) if parts[34] else 0 volume = int(float(parts[6])) if parts[6] else 0 change = float(parts[32]) if parts[32] else 0 if price > 0: # 返回当日单条K线(后续扫描积累多日数据) return [{ "date": "today", "open": prev_close, "close": price, "high": high, "low": low, "volume": volume, "change_pct": change, "price": price }] return None except: return None def stage2_confirm(code, name, klines): """第二关:多日K线确认 当日有量价配合信号即可通过初筛。 多日连续性需要多日扫描数据积累后验证。 """ if not klines or len(klines) == 0: return False, 0, "无行情数据" today = klines[-1] price = today.get("price", 0) volume = today.get("volume", 0) change = today.get("change_pct", 0) high = today.get("high", 0) low = today.get("low", 0) score = 0 checks = [] # 1. 有成交量 if volume > 100000: # 至少10万股 score += 1 checks.append(f"量{volume/10000:.0f}万") else: checks.append("量太小") # 2. 跌幅不过大 if change >= -2: score += 1 else: checks.append(f"跌{change:.1f}%") # 3. 日内有波动空间 if high > low and price > low: score += 1 # 4. 价格不为0 if price > 0: score += 1 # 多日确认需要后续扫描积累(暂标记) if len(klines) < 3: checks.append("待多日确认") passed = score >= 3 detail = f"评分{score}/4 | {'; '.join(checks)}" return passed, score, detail # ── Stage 3: 技术位分析 ── def stage3_technical(code, name, klines): """第三关:技术位(当日数据估算)""" if not klines or len(klines) == 0: return False, 0, "无数据" today = klines[-1] price = today.get("price", 0) high = today.get("high", 0) low = today.get("low", 0) score = 0 checks = [] if price <= 0: return False, 0, "价格无效" # 日内位置(在高低点中下段还有空间) if high > low: pos = (price - low) / (high - low) if pos < 0.7: score += 1 checks.append(f"日内位置{pos:.0%}") # 有明确支撑(今日低点作为参考支撑) if low > 0 and price > low: score += 1 checks.append(f"支撑{low:.2f}") # 有上涨空间(今日高点作为参考阻力) if high > price: upside = (high / price - 1) * 100 if upside > 2: score += 1 checks.append(f"空间{upside:.0f}%") passed = score >= 2 return passed, score, "; ".join(checks) if checks else "基础通过" # ── Stage 4: 资金性质分析 ── def stage4_capital_flow(code, name): """第四关:资金性质(从腾讯实时行情提取外盘/内盘比)""" raw = str(code).strip() if raw.startswith(("6", "9")): prefix = "sh" elif raw.startswith(("0", "3")): prefix = "sz" else: return False, 0, "非A股" import subprocess as _sp url = f"http://qt.gtimg.cn/q={prefix}{raw}" try: r = _sp.run(["curl", "-s", url], capture_output=True, timeout=10) text = r.stdout.decode("gbk", errors="ignore") parts = text.split("~") if len(parts) < 40: return False, 0, "数据不足" # 腾讯字段:[7]=外盘(主动买,股),[8]=内盘(主动卖,股) try: outer = int(float(parts[7])) if parts[7] else 0 # 外盘 inner = int(float(parts[8])) if parts[8] else 0 # 内盘 except: return False, 0, "解析失败" if outer <= 0 or inner <= 0: return False, 0, "无盘口数据" score = 0 ratio = outer / inner if inner > 0 else 1 checks = [] if ratio > 1.3: score += 2 checks.append(f"外/内={ratio:.2f}") elif ratio > 1.0: score += 1 checks.append(f"买稍强{ratio:.2f}") else: checks.append(f"卖稍强{ratio:.2f}") # 绝对量也说明资金活跃度 total = outer + inner if total > 50000000: # >5000万股 score += 1 checks.append(f"活跃{total/10000:.0f}万") return score >= 1, score, "; ".join(checks) except: return False, 0, "接口失败" # ── Stage 5: 基本面 ── def stage5_fundamental(code, name, price): """第五关:基本面 从已有数据判断,不调外部API """ conn = get_conn() score = 0 checks = [] # PE(从stocks表或live_prices) r = conn.execute("SELECT 1 FROM holdings WHERE code=? AND is_active=1", (code,)).fetchone() is_holding = r is not None if is_holding: checks.append("已持仓") else: score += 1 # 新标的加分 # 检查是否已被其他候选覆盖 r2 = conn.execute("SELECT code FROM holding_strategies WHERE code=? AND status='active'", (code,)).fetchone() if r2: checks.append("已有策略") else: score += 1 conn.close() return score >= 1, score, "; ".join(checks) if checks else "新标的" # ── 主流程 ── def main(): stage_filter = None single_code = None for i, arg in enumerate(sys.argv[1:]): if arg == "--stage" and i+1 < len(sys.argv): stage_filter = int(sys.argv[i+2]) if arg == "--code" and i+1 < len(sys.argv): single_code = sys.argv[i+2] conn = get_conn() # 读待过滤的候选 query = "SELECT code, name, reason FROM candidates WHERE 1=1" params = [] if single_code: query += " AND code=?" params.append(single_code) else: query += " AND (pass_final IS NULL OR pass_final=0)" rows = conn.execute(query, params).fetchall() print(f"[FILTER] 待处理候选: {len(rows)}只", flush=True) stages = [(2, stage2_confirm, "多日K线"), (3, stage3_technical, "技术位"), (4, stage4_capital_flow, "资金流"), (5, stage5_fundamental, "基本面")] for code, name, reason in rows: current_score = 0 print(f" {code} {name}", flush=True) # 获取K线(多关需要) klines = None for stage_num, stage_fn, stage_name in stages: if stage_filter and stage_num != stage_filter: continue # 检查是否已通过此关 col = f"pass_s{stage_num}" existing = conn.execute(f"SELECT {col} FROM candidates WHERE code=?", (code,)).fetchone() if existing and existing[0]: continue if stage_num in (2, 3) and klines is None: klines = fetch_daily_klines(code) if stage_num == 2: passed, sscore, detail = stage_fn(code, name, klines) conn.execute("UPDATE candidates SET score_2nd=?, pass_s2=?, reason=? WHERE code=?", (sscore, 1 if passed else 0, detail, code)) log_candidate(conn, code, 2, passed, detail) print(f" S2:{'✅' if passed else '❌'} {detail}", flush=True) elif stage_num == 3: passed, sscore, detail = stage_fn(code, name, klines) conn.execute("UPDATE candidates SET score_3rd=?, pass_s3=?, reason=? WHERE code=?", (sscore, 1 if passed else 0, detail, code)) log_candidate(conn, code, 3, passed, detail) print(f" S3:{'✅' if passed else '❌'} {detail}", flush=True) elif stage_num == 4: passed, sscore, detail = stage_fn(code, name) conn.execute("UPDATE candidates SET score_4th=?, pass_s4=?, reason=? WHERE code=?", (sscore, 1 if passed else 0, detail, code)) log_candidate(conn, code, 4, passed, detail) print(f" S4:{'✅' if passed else '❌'} {detail}", flush=True) elif stage_num == 5: price = 0 # 从live_prices获取 r = conn.execute("SELECT price FROM live_prices WHERE code=?", (code,)).fetchone() if r: price = r[0] passed, sscore, detail = stage_fn(code, name, price) conn.execute("UPDATE candidates SET score_5th=?, pass_s5=?, reason=? WHERE code=?", (sscore, 1 if passed else 0, detail, code)) log_candidate(conn, code, 5, passed, detail) print(f" S5:{'✅' if passed else '❌'} {detail}", flush=True) # 计算综合评分 s2 = conn.execute("SELECT score_2nd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0 s3 = conn.execute("SELECT score_3rd FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0 s4 = conn.execute("SELECT score_4th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0 s5 = conn.execute("SELECT score_5th FROM candidates WHERE code=?", (code,)).fetchone()[0] or 0 final = current_score + s2 + s3 + s4 + s5 conn.execute("UPDATE candidates SET score_final=?, pass_final=1 WHERE code=?", (final, code)) conn.commit() conn.close() print(f"[FILTER] 完成", flush=True) if __name__ == "__main__": main()