知微
80d59c9331
- deploy/bot/ — XMPP bot核心(xmpp_agent_core + xmpp_zhiwei_bot) - deploy/profile-scripts/ — cron脚本(price_monitor等) - 运行时文件已替换为指向MoFin的符号链接 - 改代码只需改MoFin，系统自动生效
232 lines
8.4 KiB
Python
232 lines
8.4 KiB
Python
#!/usr/bin/env python3
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"""
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pre-flight-check.py — 策略上线前检查清单的自动化部分
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检查三项可自动验证的关卡，输出结构化结果供知微在报告中引用。
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只检查，不拦报告。不过的项目标记 @preflight:fail。
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用法：
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python3 pre-flight-check.py [code]
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不传 code → 校验版本一致性 + 数据时效 + 全量持仓成本检查
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传 code → 只检查单只股票（止损技术位 + R/R + 成本）
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依赖：
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- /home/hmo/projects/MoFin/data/prompts/registry.json（版本一致性）
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- mofin.db: holding_strategies 表（策略+成本）
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- mofin.db: holdings + holding_strategies 表（持仓+策略数据）
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输出格式：
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✅ 项目名 — 通过
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❌ 项目名 — 失败原因
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⚠️ 项目名 — 警告
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"""
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import json
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import sys
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from pathlib import Path
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from datetime import datetime, timezone
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from mo_data import read_decisions
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# === 路径 ===
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REGISTRY = Path("/home/hmo/projects/MoFin/data/prompts/registry.json")
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# === 检查 7：版本一致性 ===
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def check_version_consistency():
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"""analysis-rules.depends_on.version == strategy-generation.current_version"""
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try:
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reg = json.loads(REGISTRY.read_text())
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except Exception as e:
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return ("⚠️ 版本一致性", f"无法读取 registry.json: {e}")
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sg = None
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ar = None
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for p in reg["prompts"]:
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if p["id"] == "strategy-generation":
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sg = p
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if p["id"] == "analysis-rules":
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ar = p
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if not sg or not ar:
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return ("⚠️ 版本一致性", "registry.json 中缺少 strategy-generation 或 analysis-rules")
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sg_ver = sg["current_version"]
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ar_dep_ver = ar.get("depends_on", {}).get("version", "none")
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if sg_ver == ar_dep_ver:
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return ("✅ 版本一致性", f"strategy-generation@{sg_ver} == analysis-rules.depends_on@{ar_dep_ver}")
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else:
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return ("❌ 版本一致性",
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f"strategy-generation@{sg_ver} != analysis-rules.depends_on@{ar_dep_ver}。"
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f"运行 check-prompt-deps.py 修复")
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# === 检查 1：数据时效 ===
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def check_data_freshness():
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"""检查 holding_strategies 表的最新更新时间"""
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from datetime import datetime, timezone
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try:
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import sqlite3
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c = sqlite3.connect(str(WEB_DATA / "mofin.db"))
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row = c.execute("SELECT MAX(updated_at) FROM holding_strategies WHERE status IN ('active','updated')").fetchone()
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c.close()
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if row and row[0]:
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mtime_dt = datetime.strptime(row[0][:19], '%Y-%m-%d %H:%M:%S')
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age_minutes = (datetime.now() - mtime_dt).total_seconds() / 60
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else:
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return ("⚠️ 数据时效", "策略表无有效数据")
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except Exception as e:
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return ("⚠️ 数据时效", f"无法检查策略表: {e}")
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if age_minutes < 60:
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return ("✅ 数据时效",
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f"策略数据 更新于 {age_minutes:.0f} 分钟前 ({mtime_dt.strftime('%H:%M')})")
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elif age_minutes < 240:
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return ("⚠️ 数据时效",
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f"策略数据 已 {age_minutes:.0f} 分钟未更新（可能已收盘），数据视为陈旧")
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else:
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return ("❌ 数据时效",
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f"策略数据 已 {age_minutes:.0f} 分钟未更新，数据过期，请检查数据管线")
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# === 检查 5：成本有效 ===
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def check_cost_validity():
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"""检查所有持仓的成本是否有效"""
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try:
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dec = read_decisions()
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except Exception as e:
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return ("⚠️ 成本有效性", f"无法读取策略数据: {e}")
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stocks = dec.get("stocks", dec.get("holdings", dec.get("strategies", [])))
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if not stocks:
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stocks = dec.get("portfolio", [])
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issues = []
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ok = 0
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total = 0
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for s in stocks:
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# 支持 stocks[] 和 strategies[] 两种结构
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cost = s.get("cost") or s.get("actual", {}).get("cost", None)
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code = s.get("code") or s.get("symbol", "?")
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name = s.get("name", "")
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if cost is None or cost == 0:
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issues.append(f"{code} {name}: cost={'null' if cost is None else cost}")
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else:
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ok += 1
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total += 1
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if not issues:
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return ("✅ 成本有效性", f"全部 {total} 条持仓成本有效")
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else:
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return ("⚠️ 成本有效性",
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f"{len(issues)}/{total} 条持仓成本缺失：{'，'.join(issues[:5])}"
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f"{'...' if len(issues) > 5 else ''}")
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# === 检查 3（单股）：止损技术依据 ===
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def check_stop_technical(code):
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"""检查单只股票的止损是否基于技术位（仅对单股模式生效）"""
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try:
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dec = read_decisions()
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except Exception as e:
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return ("⚠️ 止损技术位", f"无法读取策略数据: {e}")
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stocks = dec.get("stocks", dec.get("strategies", []))
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for s in stocks:
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c = s.get("code", "")
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if c.replace(".", "").replace("SZ", "").replace("SH", "").replace("HK", "") == code.replace(".", "").replace("SZ", "").replace("SH", "").replace("HK", ""):
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stop = s.get("stop_loss", s.get("actual", {}).get("stop_loss"))
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buy_zone = s.get("entry_low", s.get("buy_zone", [None, None]))
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if isinstance(buy_zone, list):
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entry_low = buy_zone[0]
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else:
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entry_low = buy_zone
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if stop and entry_low and stop < entry_low * 0.95:
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return ("⚠️ 止损技术位",
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f"{code} 止损{stop} < 买入区下沿{entry_low}×0.95，"
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f"检查是否用了固定百分比而非技术位")
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return ("✅ 止损技术位", f"{code} 止损{stop}，需要人工确认是否基于支撑位")
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return ("⚠️ 止损技术位", f"代码 {code} 未在策略数据中找到")
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# === 检查 4（单股）：R/R 达标 ===
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def check_rr(code, price=None):
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"""检查单只股票的 R/R 是否达标"""
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try:
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dec = read_decisions()
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except Exception as e:
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return ("⚠️ R/R 达标", f"无法读取策略数据: {e}")
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stocks = dec.get("stocks", dec.get("strategies", []))
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for s in stocks:
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c = s.get("code", "")
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if c.replace(".", "").replace("SZ", "").replace("SH", "").replace("HK", "") == code.replace(".", "").replace("SZ", "").replace("SH", "").replace("HK", ""):
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stop = s.get("stop_loss", s.get("actual", {}).get("stop_loss"))
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target = s.get("take_profit", s.get("actual", {}).get("take_profit"))
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p = price or s.get("price", s.get("current_price"))
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if not all([stop, target, p]):
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return ("⚠️ R/R 达标", f"{code} 缺少止损/止盈/现价之一")
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risk = p - stop
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reward = target - p
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if risk <= 0:
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return ("❌ R/R 达标", f"{code} 现价{p}已低于止损{stop}，无R/R可言")
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rr = reward / risk
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cost = s.get("cost", s.get("actual", {}).get("cost"))
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is_new = (cost is None or cost == 0)
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min_rr = 2.5 if is_new else 2.0 # 简化处理，弱阻距检测需额外输入
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if rr >= min_rr:
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return ("✅ R/R 达标", f"{code} R/R={rr:.2f} >= {min_rr}")
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else:
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return ("❌ R/R 达标", f"{code} R/R={rr:.2f} < {min_rr}")
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return ("⚠️ R/R 达标", f"代码 {code} 未在策略数据中找到")
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def main():
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print("「策略上线前检查」自动化部分")
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print(f"检查时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}")
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print()
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if len(sys.argv) > 1:
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# 单股模式
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code = sys.argv[1]
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price = float(sys.argv[2]) if len(sys.argv) > 2 else None
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results = [
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check_stop_technical(code),
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check_rr(code, price),
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]
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else:
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# 全量模式
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results = [
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check_version_consistency(),
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check_data_freshness(),
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check_cost_validity(),
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]
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for tag, msg in results:
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print(f" {tag} — {msg}")
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# 汇总
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fails = sum(1 for tag, _ in results if tag.startswith("❌"))
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warns = sum(1 for tag, _ in results if tag.startswith("⚠️"))
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total = len(results)
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print()
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if fails == 0 and warns == 0:
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print(f" ✅ {total}/{total} 项通过")
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elif fails == 0:
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print(f" ⚠️ {warns} 项警告，{total - warns} 项通过")
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else:
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print(f" ❌ {fails} 项失败，{warns} 项警告，{total - fails - warns} 项通过")
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if __name__ == "__main__":
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main()
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