138 lines
5.6 KiB
Python
138 lines
5.6 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""leader_scanner.py — MoFin 龙头识别策略（bull_trend 适用，2026-08-13 落地）
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核心逻辑（12维方法论 + 龙头识别低波动优化版理念）：
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- 适用状态：bull_trend（above_ma20 + rsi>55 + adx>20）
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- 入场：龙头股回调到 MA20 附近（趋势中的健康回调，不追高）
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- 12维条件（复用 stock_indicators 已有字段，无拍脑袋）：
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1. 个股 close > MA20（趋势向上）
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2. dist_ma20 ∈ [-3%, +2%]（回调到 MA20 附近，不追高）
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3. 行业强势（sector_above_ma20=1 或 sector_ret20>0，需 sector 数据）
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4. 市值/流动性过滤（mcap_q > 0.3，龙头非小盘）
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5. RSI ∈ [45, 65]（强势但未超买）
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6. 量能配合（vol_ratio > 0.8，非极度缩量）
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- 出场：跌破 MA20 或达到上方压力位
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- RR：压力位（前高/筹码阻力）/ 支撑位（MA20）计算
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注意：这是初版框架，需 MoFin 引擎验证达标（年化≥13.2%）才正式上线
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"""
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import os
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import sqlite3
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import json
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from datetime import datetime
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from pathlib import Path
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DB = "/home/hmo/MoFin/data/mofin.db"
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OUT = Path("/home/hmo/MoFin/data/leader_signals.json")
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def load_market_state():
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p = Path("/home/hmo/MoFin/data/market_state.json")
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if p.exists():
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return json.loads(p.read_text(encoding="utf-8"))
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return {"state": "neutral"}
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def scan_leaders():
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"""扫描龙头股回调买点（bull_trend 状态）"""
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ms = load_market_state()
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state = ms.get("state", "neutral")
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if state != "bull_trend":
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print(f"当前状态 {state}，非 bull_trend，不扫描龙头（避免追高）")
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return []
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c = sqlite3.connect(DB)
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# 最新交易日
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row = c.execute("SELECT MAX(date) FROM stock_indicators").fetchone()
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if not row or not row[0]:
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c.close()
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return []
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latest = row[0]
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print(f"扫描日期: {latest}")
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# 龙头条件（12维）
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rows = c.execute(
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"""SELECT code, ma20, rsi, dist_ma20, mcap_q, pe_q, vol_ratio, trend_aligned
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FROM stock_indicators
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WHERE date=? AND ma20 IS NOT NULL AND rsi IS NOT NULL""",
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(latest,)
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).fetchall()
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c.close()
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signals = []
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for r in rows:
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code, ma20, rsi, dist_ma20, mcap_q, pe_q, vol_ratio, trend_aligned = r
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# 条件1: 趋势向上（close > MA20 → dist_ma20 > 0，或接近）
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if dist_ma20 is None or dist_ma20 < -3 or dist_ma20 > 2:
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continue
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# 条件2: RSI 强势未超买
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if rsi < 45 or rsi > 65:
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continue
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# 条件3: 市值/流动性（龙头非小盘，mcap_q > 0.3）
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if mcap_q is not None and mcap_q < 0.3:
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continue
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# 条件4: 量能配合
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if vol_ratio is not None and vol_ratio < 0.8:
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continue
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# 条件5: 趋势共振（trend_aligned=1）
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if trend_aligned != 1:
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continue
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signals.append({
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"code": code, "ma20": ma20, "rsi": rsi,
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"dist_ma20": dist_ma20, "mcap_q": mcap_q, "pe_q": pe_q,
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"vol_ratio": vol_ratio, "entry_reason": "龙头回调MA20",
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})
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# 按 dist_ma20 排序（最接近 MA20 的优先）
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signals.sort(key=lambda x: abs(x["dist_ma20"]))
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print(f"龙头信号: {len(signals)} 只")
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for s in signals[:5]:
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print(f" {s['code']}: dist_ma20={s['dist_ma20']:.1f}% rsi={s['rsi']:.1f} mcap_q={s['mcap_q']}")
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return signals
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def main():
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signals = scan_leaders()
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# 2026-08-18 补写 candidates（trend_up 激活策略真正进入选股管道）
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_strategy_tag = os.environ.get("LEADER_STRATEGY", "v_next")
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try:
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_c = sqlite3.connect(DB, timeout=30)
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_c.execute("PRAGMA busy_timeout=30000")
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_now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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_ins = 0
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for s in signals:
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code = str(s["code"])
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_price = s.get("ma20") or 0 # 用 MA20 附近作为参考价
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if _price <= 0:
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continue
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_sl = round(_price * 0.92, 2) # 跌破 MA20 容忍 8%
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_tp = round(_price * 1.15, 2) # +15% 压力位
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_mid = (_price * 0.98 + _price) / 2
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_rr = round((_tp - _mid) / (_mid - _sl), 2) if _mid > _sl else 0
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_en = f"{_price*0.98:.2f}~{_price:.2f}"
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try:
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_c.execute(
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"INSERT INTO candidates (code, name, sector, reason, entry_range, stop_loss, target, rr, source_strategy, created_at) "
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"VALUES (?,?,?,?,?,?,?,?,?,datetime('now','localtime')) "
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"ON CONFLICT(code) DO UPDATE SET reason=excluded.reason, entry_range=excluded.entry_range, "
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"stop_loss=excluded.stop_loss, target=excluded.target, rr=excluded.rr, source_strategy=excluded.source_strategy",
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(code, code, _strategy_tag,
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f"龙头回调MA20: rsi={s.get('rsi')} dist={s.get('dist_ma20')}% mcap_q={s.get('mcap_q')}",
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_en, _sl, _tp, _rr, _strategy_tag))
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_ins += 1
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except Exception:
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pass
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_c.commit(); _c.close()
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print(f"写入 candidates: {_ins} 只 (策略 {_strategy_tag})")
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except Exception as e:
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print(f"candidates 写入失败: {e}")
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out = {
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"state": load_market_state().get("state", "neutral"),
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"signals": signals,
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"count": len(signals),
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"updated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
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}
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OUT.write_text(json.dumps(out, ensure_ascii=False, indent=1), encoding="utf-8")
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print(f"leader_signals.json 写入")
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if __name__ == "__main__":
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main()
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