#!/usr/bin/env python3 # -*- coding: utf-8 -*- """hk_scanner.py — 港股通深度超卖反弹扫描器（hk_mr1 实盘选股，2026-08-14） 策略：hk_mr1（港股原生，归因研发）——港股通大盘蓝筹深度超卖反弹。 入场条件（与 strategy_lab hk_mr1 config 严格对齐）： 1. bias60 <= -15 : 深度超跌（港股稳健区间 -15~-20，归因：bias60∈[-30,-20] 20日均+3.01%） 2. RSI14 <= 25 : 深度超卖（归因：RSI<25 胜率55.6%/20日均+3.09%） 3. ret60 <= -25 : 中期深跌 4. mom20 <= 5 : 低动量（未反弹） 5. rsi_delta >= 2 : RSI 5日回升（止跌确认） 6. vol_ratio >= 1.8: 放量确认（归因：量比>=1.8 胜率49.4%/20日均+1.74%） 温区门控：只在港股 trend_down 温区扫描（hk_mr1 主战场，该温区胜率55%/+3.59%）。 数据源：腾讯前复权日K（hk前缀，fetch_tx_klines）。 输出：candidates 表（sector='hk_mr1'），与 mr_scanner 同 UPSERT 模式。 用法： python3 hk_scanner.py # 港股温区门控扫描（trend_down才扫） python3 hk_scanner.py --force # 忽略门控强制扫描 python3 hk_scanner.py --top N # 输出前 N 只（默认 10） """ import sys import time import sqlite3 from pathlib import Path from datetime import datetime from market_data import fetch_tx_klines, get_stock_pool from market_config import MARKETS DB_PATH = Path("/home/hmo/MoFin/data/mofin.db") # hk_mr1 入场参数（与 strategy_lab hk_mr1 config 一致，港股归因定稿） HK_MR1_CFG = { "bias60_max": -15, # 深度超跌 "rsi_max": 25, # 深度超卖 "ret60_max": -25, # 中期深跌 "mom20_max": 5, # 低动量 "rsi_delta_min": 2, # 止跌回升 "vol_ratio_min": 1.8, # 放量确认 } EXIT_CFG = {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30} def calc_rsi(closes, n=14): if len(closes) < n + 1: return None g, l = [], [] for i in range(-n, 0): ch = closes[i] - closes[i - 1] g.append(max(ch, 0)); l.append(max(-ch, 0)) ag, al = sum(g) / n, sum(l) / n return 100 if al == 0 else 100 - 100 / (1 + ag / al) def check_hk_mr1(code): """拉日K检查 hk_mr1 条件。命中返回信号 dict，否则 None""" bars = fetch_tx_klines(code, datalen=120) if not bars or len(bars) < 65: return None closes = [b["close"] for b in bars] # fetch_tx_klines 返回 dict 列表 vols = [b.get("volume", 0) for b in bars] c = closes[-1] ma60 = sum(closes[-60:]) / 60 if not c or ma60 <= 0: return None bias60 = (c - ma60) / ma60 * 100 if bias60 > HK_MR1_CFG["bias60_max"]: return None rsi = calc_rsi(closes) if rsi is None or rsi > HK_MR1_CFG["rsi_max"]: return None ret60 = (c - closes[-60]) / closes[-60] * 100 if ret60 > HK_MR1_CFG["ret60_max"]: return None mom20 = (c - closes[-20]) / closes[-20] * 100 if mom20 > HK_MR1_CFG["mom20_max"]: return None rsi5 = calc_rsi(closes[:-5]) if len(closes) > 20 else None rsi_delta = (rsi - rsi5) if rsi5 is not None else 0 if rsi_delta < HK_MR1_CFG["rsi_delta_min"]: return None v20 = [v for v in vols[-20:-1] if v > 0] vol_ratio = (vols[-1] / (sum(v20) / len(v20))) if v20 and vols[-1] else 0 if vol_ratio < HK_MR1_CFG["vol_ratio_min"]: return None return {"code": code, "price": c, "bias60": round(bias60, 1), "rsi": round(rsi, 1), "ret60": round(ret60, 1), "mom20": round(mom20, 1), "rsi_delta": round(rsi_delta, 1), "vol_ratio": round(vol_ratio, 2), "stop_loss": round(c * (1 - EXIT_CFG["sl_pct"]), 2), "target": round(c * (1 + EXIT_CFG["tp_pct"]), 2)} def get_hk_regime(): """港股当前温区（smoothed markets.hk，回退 market_regime 表）""" import json try: p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json") if p.exists(): d = json.loads(p.read_text(encoding="utf-8")) mk = (d.get("markets") or {}).get("hk") or {} if mk.get("current_regime"): return mk["current_regime"] except Exception: pass try: conn = sqlite3.connect(str(DB_PATH), timeout=5) row = conn.execute( "SELECT regime FROM market_regime WHERE market='hk' ORDER BY date DESC LIMIT 1").fetchone() conn.close() return row[0] if row else "unknown" except Exception: return "unknown" def main(): force = "--force" in sys.argv top_n = 10 for i, a in enumerate(sys.argv): if a == "--top" and i + 1 < len(sys.argv): top_n = int(sys.argv[i + 1]) print(f"[hk_scanner] {datetime.now().strftime('%H:%M:%S')} 港股通深度超卖反弹扫描", flush=True) # ── 温区门控：只在港股 trend_down 扫描（hk_mr1 主战场）── regime = get_hk_regime() print(f" 港股温区: {regime}", flush=True) if regime != "trend_down" and not force: print(f" ⏭ 港股 {regime} 非 hk_mr1 主战场（trend_down 才扫），跳过", flush=True) return # ── 股票池：港股通名单 ── all_stocks, existing = get_stock_pool(market='hk') print(f" 港股通池: {len(all_stocks)}只", flush=True) if not all_stocks: print(" ⚠ 港股通名单为空（hk_connect_stocks 表未采集）", flush=True) return # ── 逐股扫描（串行+限速，港股通620只量小不需并发）── pool = [c for c in all_stocks if c not in existing] found = [] for done, code in enumerate(pool): sig = check_hk_mr1(code) if sig: found.append(sig) if (done + 1) % 100 == 0: print(f" 已扫描 {done+1}/{len(pool)}", flush=True) time.sleep(0.05) # 限速防封 print(f" 命中 hk_mr1 条件: {len(found)} 只", flush=True) found.sort(key=lambda x: x["bias60"]) # 最深超跌优先 # ── 写 candidates 表（UPSERT）── conn = sqlite3.connect(str(DB_PATH), timeout=5) inserted = 0 for sig in found[:top_n]: code = sig["code"] name = code try: r = conn.execute("SELECT name FROM stocks WHERE code=?", (code,)).fetchone() if r and r[0]: name = r[0] except Exception: pass price = sig["price"] reasons = (f"hk_mr1(bias60={sig['bias60']}% rsi={sig['rsi']} " f"ret60={sig['ret60']}% rsi_delta={sig['rsi_delta']} " f"量比={sig['vol_ratio']} 深度超卖反弹)") exists = conn.execute( "SELECT code FROM candidates WHERE code=? AND (promoted IS NULL OR promoted=0)", (code,)).fetchone() if exists: continue conn.execute( "INSERT INTO candidates (code, name, sector, reason, " "entry_range, stop_loss, target, created_at) " "VALUES (?,?,?,?,?,?,?,datetime('now','localtime')) " "ON CONFLICT(code) DO UPDATE SET " "name=excluded.name, sector=excluded.sector, reason=excluded.reason, " "entry_range=excluded.entry_range, stop_loss=excluded.stop_loss, target=excluded.target", (code, name, "hk_mr1", reasons, f"{round(price*0.97,2)}~{round(price*1.02,2)}", sig["stop_loss"], sig["target"])) inserted += 1 print(f" 🟢 {code} {name} 价{price} bias60={sig['bias60']}% rsi={sig['rsi']} {reasons}", flush=True) conn.commit() conn.close() print(f" ✅ 新增 {inserted} 只 hk_mr1 候选（前 {top_n}）", flush=True) if __name__ == "__main__": main()