#!/usr/bin/env python3 """ mo_alphasift_bridge.py — AlphaSift 选股 → MoFin 自选池自动对接 流程: 1. 调用 DSA AlphaSift API → 获取候选股列表 2. 过滤(评分阈值 + 去重自选池/持仓) 3. 写入 MoFin watchlist.json 4. 调用 regenerate_all() 生成策略 → decisions.json 5. price_monitor 自动接管监控 用法: python3 mo_alphasift_bridge.py # 默认策略 balanced_alpha python3 mo_alphasift_bridge.py --strategy dual_low # 指定策略 python3 mo_alphasift_bridge.py --dry-run # 只看不写 python3 mo_alphasift_bridge.py --min-score 6 # 最低评分阈值 集成到 cron: 0 10 * * 1-5 cd /home/hmo/MoFin && python3 mo_alphasift_bridge.py """ import sys, os, json, argparse, urllib.request, time from datetime import datetime from pathlib import Path # ── 配置 ───────────────────────────────────────────────────────────── DSA_API = "http://127.0.0.1:8001" MOFIN_DATA = Path("/home/hmo/web-dashboard/data") WATCHLIST_PATH = MOFIN_DATA / "watchlist.json" PORTFOLIO_PATH = MOFIN_DATA / "portfolio.json" DEFAULT_STRATEGY = "balanced_alpha" DEFAULT_MARKET = "cn" DEFAULT_MAX = 15 MIN_SCORE = 5 # 最低评分 MAX_ADD = 5 # 每次最多加几只 def load_json(path): try: return json.loads(path.read_text(encoding="utf-8")) except: return None def save_json(path, data): path.parent.mkdir(parents=True, exist_ok=True) path.write_text(json.dumps(data, ensure_ascii=False, indent=2), encoding="utf-8") def call_api(endpoint, method="GET", body=None): url = f"{DSA_API}{endpoint}" data = json.dumps(body).encode() if body else None req = urllib.request.Request(url, data=data, method=method, headers={"Content-Type": "application/json"}) try: with urllib.request.urlopen(req, timeout=120) as r: return json.loads(r.read()) except Exception as e: print(f"API 错误: {e}") return None # ── 核心逻辑 ───────────────────────────────────────────────────────── def run_screen(strategy, market, max_results, dry_run=False): """运行 AlphaSift 选股并写入 MoFin 自选池""" # 1. AlphaSift 选股 print(f"🔍 AlphaSift 选股: 策略={strategy} 市场={market}", flush=True) result = call_api("/api/v1/alphasift/screen", "POST", { "strategy": strategy, "market": market, "max_results": max_results }) if not result or not result.get("candidates"): print(" ❌ 无候选股或 AlphaSift 返回空") return candidates = result["candidates"] print(f" AlphaSift 返回 {len(candidates)} 只候选股") if result.get("llm_market_view"): print(f" 市场观点: {result['llm_market_view'][:80]}...") # 2. 加载现有自选池和持仓,去重 wl = load_json(WATCHLIST_PATH) or {"stocks": []} pf = load_json(PORTFOLIO_PATH) or {"holdings": []} existing_codes = set() for s in wl.get("stocks", []): existing_codes.add(str(s.get("code", "")).strip()) for h in pf.get("holdings", []): existing_codes.add(str(h.get("code", "")).strip()) # 3. 过滤:评分达标 + 不在现有自选/持仓中 new_stocks = [] for c in candidates: code = str(c.get("code", "")).strip() score = c.get("score", 0) or c.get("llm_score", 0) or 0 name = c.get("name", "") or c.get("llm_thesis", "")[:20] or code if score < MIN_SCORE: continue if code in existing_codes: print(f" ⏭ {code} {name} (已在自选/持仓中)") continue entry = { "code": code, "name": name, "price": c.get("price", 0), "tag": f"alpha_sift_{strategy}", "source": "alpha_sift", "added_at": datetime.now().strftime("%Y-%m-%d %H:%M"), "alpha_score": score, "alpha_reason": (c.get("reason", "") or c.get("llm_thesis", ""))[:200], "analysis": {}, } new_stocks.append(entry) existing_codes.add(code) if not new_stocks: print(" ℹ️ 没有符合条件的新标的") return # 限制数量 new_stocks = new_stocks[:MAX_ADD] print(f"\n ✅ 新增 {len(new_stocks)} 只到自选池:") for s in new_stocks: print(f" {s['code']} {s['name']} (评分{s['alpha_score']})") if dry_run: print("\n [DRY RUN] 未实际写入") return # 4. 写入 watchlist.json wl["stocks"].extend(new_stocks) wl["updated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M") save_json(WATCHLIST_PATH, wl) print(f" 已写入 {WATCHLIST_PATH}") # 5. 触发策略生成 print("\n🔄 调用 regenerate_all() 生成策略...") try: sys.path.insert(0, str(MOFIN_DATA.parent)) from strategy_lifecycle import regenerate_all result = regenerate_all(stdout=True) if result: print(f" 策略生成完成: total={result.get('total',0)} ok={result.get('ok',0)}") except Exception as e: print(f" ⚠️ regenerate_all() 失败: {e}") print(" 新股票已加入自选池,下次 cron 会自动生成策略") # ── CLI ────────────────────────────────────────────────────────────── def main(): parser = argparse.ArgumentParser(description="AlphaSift → MoFin 自动对接") parser.add_argument("--strategy", default=DEFAULT_STRATEGY, help=f"选股策略 (默认: {DEFAULT_STRATEGY})") parser.add_argument("--market", default=DEFAULT_MARKET, help=f"市场 (默认: {DEFAULT_MARKET})") parser.add_argument("--max", type=int, default=DEFAULT_MAX, help=f"AlphaSift 最多返回 (默认: {DEFAULT_MAX})") parser.add_argument("--min-score", type=int, default=MIN_SCORE, help=f"最低评分 (默认: {MIN_SCORE})") parser.add_argument("--dry-run", action="store_true", help="只看不写") args = parser.parse_args() # 列出可用策略 if args.strategy == "list": r = call_api("/api/v1/alphasift/strategies") if r and r.get("strategies"): print("可用策略:") for s in r["strategies"]: print(f" {s['id']}: {s.get('name','?')} - {s.get('description','')[:60]}") return run_screen(args.strategy, args.market, args.max, args.dry_run) if __name__ == "__main__": main()