知微
2762ddf3ae
- 量价分析: full_analysis输出volume_deep+成交量存储在price_history.json - FK约束移除: holding_strategies外键->holdings阻止自选股写入 - #000850 重评已写入(止损3.74/止盈4.06/RR1.67)含量价信号
280 lines
13 KiB
Python
280 lines
13 KiB
Python
#!/usr/bin/env python3
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"""mofin_collect.py — MoFin 数据采集链
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每轮盯盘 cron 前运行，顺序执行：
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0. 策略新鲜度强制检查（代码级约束：推荐前必须先检查策略是否最新）
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1. market_watch — 拉90个行业板块数据（9:30前跳过，市场未开）
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2. trend_detector — 检测17种信号（依赖板块数据，同跳）
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3. mofin_news — 搜新闻+小果分析
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4. stock_quote — 所有持仓最新行情（CRITICAL: LLM唯一价格源）
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"""
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import subprocess, sys, time, json
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from pathlib import Path
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from datetime import datetime
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BASE = Path(__file__).parent.parent if "hermes" in str(Path(__file__).resolve()) else Path(__file__).parent
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now = datetime.now()
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market_open = (now.hour >= 9 and now.minute >= 30) or now.hour >= 10
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# ── 步骤0: 策略新鲜度强制检查（代码级约束）──
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# 在LLM看到任何数据前，先确保所有持仓策略是新鲜的
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# 策略过期(>4h未更新) → 创建TODO触发重评 + 注入STALE标记到LLM context
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# LLM看到STALE标记：禁止对该股给出任何操作建议
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print("--- strategy_freshness_check ---", flush=True)
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try:
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sys.path.insert(0, str(BASE))
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from mofin_db import get_conn
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conn = get_conn()
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cur = conn.cursor()
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# 读所有活跃持仓及其最新策略更新时间
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rows = cur.execute("""
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SELECT h.code, h.name, h.price, h.cost, h.shares, h.position_pct,
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hs.stop_loss, hs.take_profit, hs.entry_low, hs.entry_high,
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hs.created_at, hs.action
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FROM holdings h
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LEFT JOIN (
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SELECT code, stop_loss, take_profit, entry_low, entry_high,
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created_at, action,
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ROW_NUMBER() OVER (PARTITION BY code ORDER BY id DESC) AS rn
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FROM holding_strategies
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) hs ON h.code = hs.code AND hs.rn = 1
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WHERE h.is_active = 1
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ORDER BY h.code
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""").fetchall()
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stale_count = 0
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fresh_count = 0
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no_strategy_count = 0
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for r in rows:
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code = r["code"]
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name = r["name"]
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last_update = r["created_at"]
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has_strategy = last_update is not None
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if has_strategy:
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try:
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last_dt = datetime.fromisoformat(last_update)
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hours_stale = (now - last_dt).total_seconds() / 3600
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except:
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hours_stale = 999
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if hours_stale > 4:
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stale_count += 1
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# 强制代码级约束：立即执行重评，不等TODO异步处理
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# 在LLM看到数据前，策略必须是新鲜的
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try:
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from strategy_lifecycle import reassess_with_context
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result = reassess_with_context(
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code, name, r["price"],
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r["cost"] if r["cost"] else 0, r["shares"] if r["shares"] else 0,
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r["action"] or ""
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)
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if result and result.get("action"):
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print(f" 🔄 FORCE_REASSESS {code} {name}: {hours_stale:.0f}h过期→已立即重评→{result['action'][:60]}", flush=True)
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# 写strategy_evaluations（独立短连接，防锁冲突）
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try:
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eval_conn = sqlite3.connect(str(Path(__file__).parent.parent / "data" / "mofin.db"), timeout=10)
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eval_conn.execute("""
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INSERT INTO strategy_evaluations
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(code, eval_type, status, new_stop_loss, new_tp, reason, created_at)
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VALUES (?, 'reassess', 'completed', ?, ?, ?, ?)
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""", (
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code,
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result.get("stop_loss"),
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result.get("take_profit"),
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f"{result.get('action','')} RR={result.get('rr_ratio','?')} 信号={result.get('timing_signal','')}",
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now.isoformat()
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))
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eval_conn.commit()
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eval_conn.close()
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except Exception:
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pass
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else:
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print(f" ⚠️ FORCE_REASSESS {code} {name}: 重评返回空结果", flush=True)
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except Exception as e:
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print(f" ❌ FORCE_REASSESS {code} {name} 失败: {e}", flush=True)
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# 创建TODO作为兜底
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todo_sql = """
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INSERT OR IGNORE INTO todos
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(title, code, fix_action, source, priority, status, created_at)
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VALUES (?, ?, 'reassess_strategy', 'freshness_check', 'high', 'pending', ?)
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"""
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cur.execute(todo_sql, (
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f"策略过期需重评: {code} {name} ({hours_stale:.0f}h未更新)",
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code,
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now.isoformat()
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))
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print(f" ⚠️ STALE {code} {name}: {hours_stale:.0f}h未更新 → 已强制重评", flush=True)
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else:
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fresh_count += 1
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print(f" ✅ FRESH {code} {name}: {hours_stale:.1f}h前更新", flush=True)
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else:
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no_strategy_count += 1
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# 无策略→立即执行重评创建策略（代码级约束：不允许无策略就输出建议）
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try:
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from strategy_lifecycle import reassess_with_context
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result = reassess_with_context(
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code, name, r["price"],
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r["cost"] if r["cost"] else 0, r["shares"] if r["shares"] else 0,
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""
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)
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if result and result.get("action"):
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print(f" 🔄 CREATE_STRATEGY {code} {name}: 无策略→已创建→{result['action'][:60]}", flush=True)
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try:
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eval_conn = sqlite3.connect(str(Path(__file__).parent.parent / "data" / "mofin.db"), timeout=10)
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eval_conn.execute("""
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INSERT INTO strategy_evaluations
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(code, eval_type, status, new_stop_loss, new_tp, reason, created_at)
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VALUES (?, 'reassess', 'completed', ?, ?, ?, ?)
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""", (
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code,
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result.get("stop_loss"),
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result.get("take_profit"),
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f"{result.get('action','')} RR={result.get('rr_ratio','?')} 信号={result.get('timing_signal','')}",
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now.isoformat()
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))
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eval_conn.commit()
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eval_conn.close()
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except Exception:
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pass
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else:
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print(f" ⚠️ CREATE_STRATEGY {code} {name}: 重评返回空", flush=True)
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except Exception as e:
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print(f" ❌ CREATE_STRATEGY {code} {name} 失败: {e}", flush=True)
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conn.commit()
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# === 自选股策略检查 + 强制重评 ===
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wl_fresh = 0
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wl_stale = 0
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wl_error = 0
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try:
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for wr in conn.execute("SELECT code, name, price, entry_low, entry_high, stop_loss FROM watchlist_stocks WHERE is_active=1"):
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code = wr["code"]
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name = wr["name"]
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wl_price = wr["price"] or 0
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# 自选股price可能为0（新加入未更新），从实时API获取
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if wl_price <= 0:
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try:
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import urllib.request
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mkt = "hk" if len(str(code)) == 5 else "sh" if str(code)[0] in "56" else "sz"
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url = f"http://qt.gtimg.cn/q={mkt}{code}"
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req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
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resp = urllib.request.urlopen(req, timeout=5).read()
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text = resp.decode("gbk")
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parts = text.split("~")
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if len(parts) > 3:
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p = float(parts[3])
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if p > 0:
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wl_price = p
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except Exception:
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pass
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# 自选股无cost/shares，传0
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try:
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from strategy_lifecycle import reassess_with_context
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result = reassess_with_context(
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code, name, wl_price,
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0, 0, ""
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)
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if result and result.get("action"):
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wl_stale += 1
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print(f" 📋 WATCHLIST_REASSESS {code} {name}: →{result['action'][:60]}", flush=True)
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try:
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eval_conn = sqlite3.connect(str(Path(__file__).parent.parent / "data" / "mofin.db"), timeout=10)
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eval_conn.execute("""
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INSERT INTO strategy_evaluations
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(code, eval_type, status, new_stop_loss, new_tp, reason, created_at)
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VALUES (?, 'reassess', 'completed', ?, ?, ?, ?)
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""", (
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code,
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result.get("stop_loss"),
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result.get("take_profit"),
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f"自选:{result.get('action','')} RR={result.get('rr_ratio','?')} 信号={result.get('timing_signal','')}",
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now.isoformat()
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))
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eval_conn.commit()
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eval_conn.close()
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except Exception:
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pass
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else:
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wl_fresh += 1
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except Exception as e:
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wl_error += 1
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print(f" ❌ WATCHLIST_REASSESS {code} {name} 失败: {e}", flush=True)
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except Exception as e:
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print(f" ⚠️ 自选股检查跳过: {e}", flush=True)
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conn.close()
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total = len(rows)
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wl_total = wl_fresh + wl_stale + wl_error
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print(f"策略检查完成: {total}只持仓({fresh_count}新鲜/{stale_count}过期/{no_strategy_count}无策略) + {wl_total}只自选({wl_fresh}无需/{wl_stale}已重评/{wl_error}失败)", flush=True)
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if stale_count > 0 or no_strategy_count > 0 or wl_stale > 0:
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print(f"⚠️ 重评完成: {stale_count + no_strategy_count}只已强制刷新, LLM可基于最新策略给出建议", flush=True)
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except Exception as e:
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print(f"WARN: strategy_freshness_check跳过 ({e})", flush=True)
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# 步骤1-3: 行业/新闻数据
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SCRIPTS = []
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if market_open:
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SCRIPTS.append(("market_watch.py", 60))
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SCRIPTS.append(("trend_detector.py", 60))
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else:
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print(f"[{now.strftime('%H:%M')}] 市场未开盘(9:30)，跳过板块采集", flush=True)
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SCRIPTS.append(("mofin_news.py", 50))
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for script, timeout in SCRIPTS:
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path = BASE / script
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if not path.exists():
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path = Path("/home/hmo/MoFin") / script
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print(f"--- {script} ---", flush=True)
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start = time.time()
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try:
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result = subprocess.run(
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[sys.executable, str(path)],
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capture_output=True, text=True, timeout=timeout
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)
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elapsed = time.time() - start
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if result.returncode == 0:
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print(f"OK ({elapsed:.0f}s)", flush=True)
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if result.stdout.strip():
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for line in result.stdout.strip().split("\n")[-3:]:
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print(f" {line}", flush=True)
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else:
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print(f"FAIL ({elapsed:.0f}s): {result.stderr[:200]}", flush=True)
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except subprocess.TimeoutExpired:
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print(f"TIMEOUT ({timeout}s)", flush=True)
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except Exception as e:
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print(f"ERROR: {e}", flush=True)
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# ── 步骤4: 个股行情注入（唯一权威价格源）──
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# 所有持仓最新行情，注入到 LLM context
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# LLM 禁止自行调用原始API解析价格
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PRICE_SCRIPT = BASE / "stock_quote.py"
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if not PRICE_SCRIPT.exists():
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PRICE_SCRIPT = Path("/home/hmo/MoFin/scripts/stock_quote.py")
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if PRICE_SCRIPT.exists():
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print("--- stock_quote.py ---", flush=True)
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try:
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result = subprocess.run(
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[sys.executable, str(PRICE_SCRIPT), "--all-holdings"],
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capture_output=True, text=True, timeout=30
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)
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if result.returncode == 0 and result.stdout.strip():
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lines = [l for l in result.stdout.strip().split("\n") if l.strip()]
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print(f"OK ({len(lines)}只持仓)", flush=True)
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for line in lines[:50]:
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print(f" {line}", flush=True)
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else:
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print(f"WARN: stock_quote stderr={result.stderr[:100]}", flush=True)
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except Exception as e:
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print(f"WARN: stock_quote skipped ({e})", flush=True)
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else:
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print("WARN: stock_quote.py not found", flush=True)
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print("采集链完成", flush=True)
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