53 lines
3.6 KiB
Python
53 lines
3.6 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""建 position_management 持仓处置策略卡（2026-08-18 老莫）
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规则明确（非LLM拍脑袋）：
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- 深套(浮亏>20%)：不补不割等反弹 + 止损移动保护 + 换股时RR最低优先处置
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- 未深套：按当前温区合格策略复核持仓（持有/减/清）
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"""
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import sqlite3, json, hashlib
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DB = "/home/hmo/MoFin/data/mofin.db"
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conn = sqlite3.connect(DB, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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def upsert(s):
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hp = hashlib.md5((s.get("key_params") or "").encode()).hexdigest()[:12]
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s2 = dict(s); s2["params_hash"] = hp; s2["updated_at"] = "2026-08-18 21:50:00"; s2["updated_by"] = "add_position_mgmt.py"
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cols = ",".join(s2.keys()); ph = ",".join("?" * len(s2))
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conn.execute(
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f"INSERT INTO strategy_defs ({cols}) VALUES ({ph}) ON CONFLICT(strategy_name) DO UPDATE SET "
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f"display_name=excluded.display_name, aliases=excluded.aliases, market=excluded.market, "
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f"regime=excluded.regime, family=excluded.family, summary=excluded.summary, "
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f"entry_logic=excluded.entry_logic, exit_logic=excluded.exit_logic, "
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f"key_params=excluded.key_params, review_focus=excluded.review_focus, "
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f"holding_style=excluded.holding_style, status=excluded.status, "
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f"retired_reason=excluded.retired_reason, superseded_by=excluded.superseded_by, "
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f"params_hash=excluded.params_hash, needs_review=excluded.needs_review, "
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f"doc_ref=excluded.doc_ref, scanner_file=excluded.scanner_file, "
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f"version=excluded.version, updated_at=excluded.updated_at, updated_by=excluded.updated_by",
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[s2[k] for k in s2])
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print(f" + {s['strategy_name']} 已写入/更新")
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upsert(dict(
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strategy_name="position_management",
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display_name="持仓处置（情势变更兜底）",
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aliases=json.dumps(["position_management", "pos_mgmt", "holding_disposal"]),
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market="A", regime="all",
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family="position_management",
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summary="原策略失效且无合适新策略时的持仓处置框架（规则明确，非LLM拍脑袋）：深套(浮亏>20%)不补不割等反弹+止损移动保护+换股时RR最低优先处置；未深套按当前温区合格策略复核持仓。",
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entry_logic="不适用（持仓已有，非选股策略）——处置决策基于持仓成本 + 当前情势 + 当前温区合格策略框架。",
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exit_logic="深套(浮亏>20%)：不补不割等反弹，止损移动保护（止损只上不下），换股机会时RR最低优先处置；未深套：按当前温区合格策略的评估框架复核——持有（新止损/止盈）/减仓/清仓/换股。",
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key_params=json.dumps({"deep_loss_pct": -20, "deep_loss_rule": "不补不割等反弹+止损移动保护", "swap_rule": "换股机会时RR最低优先处置", "normal_rule": "按当前温区合格策略复核持仓"}),
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review_focus="①是否深套（浮亏>20%）？深套→不补不割等反弹，止损移动保护②未深套→当前温区合格策略是什么？按该策略的入场逻辑复核：现价在买区/止损/止盈什么位置③该策略的止损/止盈是否还适用（温区变了参数要不要调）④是否该腾资金换股（RR对比其他持仓）⑤若换股，选哪只（RR最低优先处置）",
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holding_style="持仓管理（处置优先于换策略）",
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status="active", version="v1",
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scanner_file="",
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doc_ref="docs/v_mr_strategy.md(L240弱市仓位管理)+max_hold分析结论.md",
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))
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conn.commit()
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n = conn.execute("SELECT COUNT(*) FROM strategy_defs").fetchone()[0]
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print(f"\nstrategy_defs 共 {n} 张卡")
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conn.close()
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