知微
715 lines
27 KiB
Python
715 lines
27 KiB
Python
#!/usr/bin/env python3
|
||
"""price_monitor.py — 高频价格监控脚本（批量版）
|
||
规则：进入区间报一次，离开区间报一次，中间不重复。
|
||
每次运行时一次性刷新所有持仓+自选股的实时价。
|
||
"""
|
||
import json
|
||
import urllib.request
|
||
import os
|
||
import sys
|
||
import time
|
||
from datetime import datetime
|
||
|
||
# ── MoFin unified model ──────────────────────────────────────────────
|
||
from mo_models import is_hk_stock, get_hk_rate, calc_total_assets, calc_total_mv, calc_position_pct
|
||
from mofin_db import get_conn, write_holdings_batch, write_portfolio_summary, write_price_event, write_watchlist_stock
|
||
|
||
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
|
||
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
|
||
WATCHLIST_PATH = "/home/hmo/web-dashboard/data/watchlist.json"
|
||
BREACH_PATH = "/home/hmo/.hermes/zone_breach.json"
|
||
STATE_PATH = os.path.expanduser("~/.hermes/price_trigger_state.json")
|
||
EVENTS_PATH = "/home/hmo/web-dashboard/data/price_events.json"
|
||
|
||
# 策略重评依赖（技术面驱动，非机械百分比）
|
||
sys.path.insert(0, "/home/hmo/web-dashboard")
|
||
try:
|
||
from strategy_lifecycle import reassess_strategy
|
||
HAS_REASSESS = True
|
||
except ImportError:
|
||
HAS_REASSESS = False
|
||
|
||
try:
|
||
HK_RATE = get_hk_rate()
|
||
except Exception:
|
||
HK_RATE = 0.87 # ultimate fallback
|
||
|
||
# 分支系统与情景检测
|
||
try:
|
||
sys.path.insert(0, '/home/hmo/MoFin')
|
||
from strategy_tree import detect_scenario, evaluate_branches
|
||
HAS_TREE = True
|
||
except Exception:
|
||
HAS_TREE = False
|
||
def detect_scenario(): return {}
|
||
def evaluate_branches(*a, **kw): return []
|
||
|
||
# 情景缓存（每次run_once刷新）
|
||
_SCENARIO_CACHE = {}
|
||
_BRANCH_CACHE = {} # code -> branches list
|
||
|
||
UA = "Mozilla/5.0"
|
||
|
||
# ── 批量拉取价格 ──────────────────────────────────────────────────────────
|
||
|
||
def fetch_all_prices(codes):
|
||
"""腾讯批量行情API：仅用于A股（沪市/深市）
|
||
A股：sh600110 / sz000001
|
||
港股已迁移至 fetch_hk_eastmoney()（东方财富实时行情）
|
||
返回 {code: (price, change, change_pct)}
|
||
"""
|
||
if not codes:
|
||
return {}
|
||
|
||
# 只处理A股（6位代码），港股走东方财富
|
||
a_codes = [c for c in codes if len(str(c).strip()) == 6]
|
||
if not a_codes:
|
||
return {}
|
||
|
||
symbols = []
|
||
code_map = {}
|
||
for code in a_codes:
|
||
code_s = str(code).strip()
|
||
if code_s.startswith(('5', '6', '9')):
|
||
sym = f"sh{code_s}"
|
||
else:
|
||
sym = f"sz{code_s}"
|
||
symbols.append(sym)
|
||
code_map[sym] = code_s
|
||
|
||
url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
|
||
try:
|
||
req = urllib.request.Request(url, headers={"User-Agent": UA})
|
||
with urllib.request.urlopen(req, timeout=10) as r:
|
||
text = r.read().decode("gbk")
|
||
except Exception as e:
|
||
print(f"⚠️ 腾讯A股拉取失败: {e}", file=sys.stderr)
|
||
return {}
|
||
|
||
results = {}
|
||
for line in text.strip().split("\n"):
|
||
line = line.strip()
|
||
if not line or "=" not in line:
|
||
continue
|
||
try:
|
||
raw_value = line.split("=", 1)[1].strip().strip('"').strip(";")
|
||
fields = raw_value.split("~")
|
||
if len(fields) < 6:
|
||
continue
|
||
sym = line.split("=", 1)[0].strip().lstrip("v_")
|
||
orig_code = code_map.get(sym)
|
||
if not orig_code:
|
||
continue
|
||
price = float(fields[3]) if fields[3] else 0
|
||
prev_close = float(fields[4]) if fields[4] else 0
|
||
change = price - prev_close if prev_close > 0 else 0
|
||
change_pct = fields[32] if len(fields) > 32 and fields[32] else "0"
|
||
results[orig_code] = (price, change, change_pct)
|
||
except (ValueError, IndexError):
|
||
continue
|
||
|
||
return results
|
||
|
||
|
||
# ── 港股实时行情（东方财富，无15分钟延迟）──────────────────────────────
|
||
|
||
def fetch_hk_eastmoney(codes):
|
||
"""东方财富港股实时行情 API — 免费、实时、无15分钟延迟。
|
||
|
||
API: push2.eastmoney.com
|
||
市场代码: 116 (港交所)
|
||
格式: 116.00700
|
||
|
||
返回 {code: (price, change, change_pct)}
|
||
|
||
Fallback: 失败时回退到腾讯 qt.gtimg.cn（15分钟延迟）
|
||
"""
|
||
if not codes:
|
||
return {}
|
||
|
||
hk_codes = [str(c).strip() for c in codes if len(str(c).strip()) <= 5]
|
||
if not hk_codes:
|
||
return {}
|
||
|
||
results = {}
|
||
|
||
# 主通道：东方财富实时行情（逐股查询，港股最多~10只，可接受）
|
||
for code in hk_codes:
|
||
try:
|
||
url = (f"https://push2.eastmoney.com/api/qt/stock/get"
|
||
f"?secid=116.{code}"
|
||
f"&fields=f43,f170,f60,f57,f58"
|
||
f"&fltt=2")
|
||
req = urllib.request.Request(url, headers={"User-Agent": UA})
|
||
with urllib.request.urlopen(req, timeout=5) as r:
|
||
resp = json.loads(r.read().decode("utf-8"))
|
||
|
||
if resp.get("rc") != 0:
|
||
continue
|
||
item = resp.get("data", {})
|
||
if not item:
|
||
continue
|
||
price = float(item.get("f43", 0)) if item.get("f43") else 0
|
||
prev_close = float(item.get("f60", 0)) if item.get("f60") else 0
|
||
change = round(price - prev_close, 2) if prev_close > 0 else 0
|
||
change_pct = str(item.get("f170", "0"))
|
||
if price > 0:
|
||
results[code] = (price, change, change_pct)
|
||
# 东方财富有频率限制，每请求间隔 0.2s
|
||
time.sleep(0.2)
|
||
except Exception as e:
|
||
print(f"⚠️ 东方财富 {code} 拉取失败: {e}", file=sys.stderr)
|
||
continue
|
||
|
||
# Fallback: 腾讯 qt.gtimg.cn（15分钟延迟）
|
||
missing = [c for c in hk_codes if c not in results]
|
||
if missing:
|
||
try:
|
||
fallback = _fetch_hk_tencent_fallback(missing)
|
||
results.update(fallback)
|
||
except Exception:
|
||
pass
|
||
|
||
return results
|
||
|
||
|
||
def _fetch_hk_tencent_fallback(codes):
|
||
"""腾讯港股行情（15分钟延迟，仅作 fallback）"""
|
||
symbols = [f"hk{c}" for c in codes]
|
||
url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
|
||
req = urllib.request.Request(url, headers={"User-Agent": UA})
|
||
with urllib.request.urlopen(req, timeout=10) as r:
|
||
text = r.read().decode("gbk")
|
||
|
||
code_map = {f"hk{c}": c for c in codes}
|
||
results = {}
|
||
for line in text.strip().split("\n"):
|
||
if "=" not in line:
|
||
continue
|
||
try:
|
||
raw = line.split("=", 1)[1].strip().strip('"').strip(";")
|
||
fields = raw.split("~")
|
||
if len(fields) < 6:
|
||
continue
|
||
sym = line.split("=", 1)[0].strip().lstrip("v_")
|
||
orig = code_map.get(sym)
|
||
if not orig:
|
||
continue
|
||
price = float(fields[3]) if fields[3] else 0
|
||
prev_close = float(fields[4]) if fields[4] else 0
|
||
change = price - prev_close if prev_close > 0 else 0
|
||
change_pct = fields[32] if len(fields) > 32 and fields[32] else "0"
|
||
results[orig] = (price, change, change_pct)
|
||
except (ValueError, IndexError):
|
||
continue
|
||
return results
|
||
|
||
|
||
def refresh_data_prices():
|
||
"""一次性刷新portfolio.json和watchlist.json的所有实时价"""
|
||
all_codes = set()
|
||
|
||
# 收集所有需要拉取的代码
|
||
try:
|
||
pf = json.load(open(PORTFOLIO_PATH))
|
||
for s in pf.get('holdings', []):
|
||
all_codes.add(s['code'])
|
||
except:
|
||
pf = {"holdings": []}
|
||
|
||
try:
|
||
wl = json.load(open(WATCHLIST_PATH))
|
||
for s in wl.get('stocks', []):
|
||
all_codes.add(s['code'])
|
||
except:
|
||
wl = {"stocks": []}
|
||
|
||
if not all_codes:
|
||
return 0
|
||
|
||
# 分批拉取：A股走腾讯（实时） + 港股走东方财富（实时）
|
||
all_list = list(all_codes)
|
||
prices = fetch_all_prices(all_list) # A股（腾讯，实时）
|
||
hk_prices = fetch_hk_eastmoney(all_list) # 港股（东方财富，实时）
|
||
prices.update(hk_prices)
|
||
updated = 0
|
||
|
||
# 保存全量实时价快照（供报告管道消费，确保分析用最新数据）
|
||
try:
|
||
live = {"updated_at": datetime.now().isoformat(), "prices": {}}
|
||
for code in all_codes:
|
||
if code in prices:
|
||
p, c, chg = prices[code]
|
||
live["prices"][code] = {"price": p, "change_pct": chg}
|
||
json.dump(live, open("/home/hmo/web-dashboard/data/live_prices.json", "w"), indent=2)
|
||
except Exception:
|
||
pass
|
||
|
||
# 更新portfolio（只在价格变化时写入，避免触发文件变更通知）
|
||
changed = False
|
||
for s in pf.get('holdings', []):
|
||
if s['code'] in prices:
|
||
price, _, change_pct = prices[s['code']]
|
||
if price > 0:
|
||
# 港股：API返回HKD，需转RMB
|
||
if is_hk_stock(s['code']):
|
||
price = round(price * HK_RATE, 2)
|
||
old = s.get('price', 0)
|
||
if abs(old - price) > 0.001:
|
||
s['price'] = round(price, 2)
|
||
s['change_pct'] = float(change_pct) if change_pct else 0
|
||
updated += 1
|
||
changed = True
|
||
if changed:
|
||
pf['updated_at'] = datetime.now().strftime('%Y-%m-%d %H:%M')
|
||
pf['total_mv'] = calc_total_mv(pf.get('holdings', []))
|
||
pf['total_assets'] = calc_total_assets(pf)
|
||
pf['position_pct'] = calc_position_pct(pf)
|
||
# DB 写入（替代 json.dump，强制币种约束）
|
||
try:
|
||
conn = get_conn()
|
||
write_holdings_batch(conn, pf['holdings'])
|
||
write_portfolio_summary(conn, pf)
|
||
conn.close()
|
||
except Exception as e:
|
||
print(f" [DB写入失败] {e}", flush=True)
|
||
# 保留 JSON 副本作为冷备
|
||
json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
elif pf.get('updated_at'):
|
||
try:
|
||
last_ts = datetime.strptime(pf['updated_at'], '%Y-%m-%d %H:%M')
|
||
if (datetime.now() - last_ts).total_seconds() > 600:
|
||
pf['updated_at'] = datetime.now().strftime('%Y-%m-%d %H:%M')
|
||
json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
except:
|
||
pass
|
||
|
||
# 更新watchlist（只在价格变化时写入）
|
||
changed = False
|
||
for s in wl.get('stocks', []):
|
||
if s['code'] in prices:
|
||
price, _, change_pct = prices[s['code']]
|
||
if price > 0:
|
||
# 港股：API返回HKD，需转RMB
|
||
if is_hk_stock(s['code']):
|
||
price = round(price * HK_RATE, 2)
|
||
old = s.get('price', 0)
|
||
if abs(old - price) > 0.001:
|
||
s['price'] = round(price, 2)
|
||
s['change_pct'] = float(change_pct) if change_pct else 0
|
||
updated += 1
|
||
changed = True
|
||
if changed:
|
||
wl['updated_at'] = datetime.now().isoformat()
|
||
# DB 写入（替代 json.dump）
|
||
try:
|
||
conn = get_conn()
|
||
for s in wl.get('stocks', []):
|
||
s['currency'] = 'CNY' # 自选股价格统一CNY
|
||
write_watchlist_stock(conn, s)
|
||
conn.close()
|
||
except Exception as e:
|
||
print(f" [DB watchlist写入失败] {e}", flush=True)
|
||
# 保留 JSON 冷备
|
||
json.dump(wl, open(WATCHLIST_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
|
||
# --- 汇总值重算（使用 mo_models 唯一公式）---
|
||
try:
|
||
live_market_value = calc_total_mv(pf.get('holdings', []))
|
||
old_mv = pf.get('total_mv', 0)
|
||
|
||
if abs(old_mv - live_market_value) > 0.01:
|
||
pf['total_mv'] = round(live_market_value, 2)
|
||
|
||
pf['total_assets'] = calc_total_assets(pf)
|
||
if pf['total_assets'] > 0:
|
||
pf['position_pct'] = calc_position_pct(pf)
|
||
pf['updated_at'] = datetime.now().strftime('%Y-%m-%d %H:%M')
|
||
# DB 写入
|
||
try:
|
||
conn = get_conn()
|
||
write_portfolio_summary(conn, pf)
|
||
conn.close()
|
||
except Exception as e:
|
||
print(f" [DB汇总写入失败] {e}", flush=True)
|
||
# JSON 冷备
|
||
json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
except Exception as e:
|
||
print(f" [汇总重算失败] {e}", flush=True)
|
||
# --- 结束汇总重算 ---
|
||
|
||
return updated
|
||
|
||
|
||
# ── 分支系统辅助函数 ──────────────────────────────────────────────────────
|
||
|
||
def _branch_alert_suffix(code, price, shares=0, cost=0):
|
||
"""返回分支信息后缀：「 | 情景→动作」"""
|
||
if not HAS_TREE or not _SCENARIO_CACHE.get('id'):
|
||
return ""
|
||
try:
|
||
sc_id = _SCENARIO_CACHE['id']
|
||
results = evaluate_branches(code, sc_id, price, shares, cost)
|
||
for r in results:
|
||
if r.get('applicable'):
|
||
_record_branch_trigger(code, r.get('branch_id',''), price)
|
||
branch_action = r.get('action_type', r.get('action', 'hold'))
|
||
return f" | {sc_id}→{branch_action}"
|
||
except Exception:
|
||
pass
|
||
return ""
|
||
|
||
|
||
def _record_branch_trigger(code, branch_id, price):
|
||
"""记录分支触发事件（自成长：trigger_count+1）"""
|
||
try:
|
||
raw = json.load(open(DECISIONS_PATH))
|
||
for d in raw.get('decisions', []):
|
||
if d.get('code') == code and d.get('strategy_tree',{}).get('branches'):
|
||
for b in d['strategy_tree']['branches']:
|
||
if b['id'] == branch_id:
|
||
b.setdefault('trigger_count', 0)
|
||
b['trigger_count'] += 1
|
||
b['last_trigger_price'] = round(price, 2)
|
||
b['last_triggered'] = datetime.now().isoformat()
|
||
break
|
||
json.dump(raw, open(DECISIONS_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
except Exception:
|
||
pass
|
||
|
||
|
||
# ── 区间偏离检测 ──────────────────────────────────────────────────────────
|
||
|
||
def load_state():
|
||
try:
|
||
with open(STATE_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {}
|
||
|
||
def save_state(state):
|
||
os.makedirs(os.path.dirname(STATE_PATH), exist_ok=True)
|
||
with open(STATE_PATH, 'w') as f:
|
||
json.dump(state, f, ensure_ascii=False, indent=2)
|
||
|
||
def load_breaches():
|
||
try:
|
||
with open(BREACH_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {}
|
||
|
||
def save_breaches(data):
|
||
os.makedirs(os.path.dirname(BREACH_PATH), exist_ok=True)
|
||
with open(BREACH_PATH, 'w') as f:
|
||
json.dump(data, f, ensure_ascii=False, indent=2)
|
||
|
||
|
||
def load_events():
|
||
try:
|
||
with open(EVENTS_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {"events": []}
|
||
|
||
|
||
def save_events(events):
|
||
os.makedirs(os.path.dirname(EVENTS_PATH), exist_ok=True)
|
||
with open(EVENTS_PATH, 'w') as f:
|
||
json.dump(events, f, ensure_ascii=False, indent=2)
|
||
|
||
|
||
def record_event(code, name, event_type, price, trigger_value, event_label=""):
|
||
"""记录一次价格触发事件到 price_events.json + SQLite"""
|
||
events = load_events()
|
||
now = datetime.now().isoformat()
|
||
events["events"].append({
|
||
"code": code,
|
||
"name": name,
|
||
"event_type": event_type, # entry_zone, stop_loss, take_profit, exit_zone
|
||
"price": round(price, 2),
|
||
"trigger_value": trigger_value,
|
||
"event_label": event_label,
|
||
"timestamp": now,
|
||
"date": datetime.now().strftime("%Y-%m-%d"),
|
||
})
|
||
# 保留最近10000条
|
||
events["events"] = events["events"][-10000:]
|
||
save_events(events)
|
||
|
||
# ── SQLite 双写 ──
|
||
try:
|
||
from mofin_db import get_conn, init_all_tables, write_price_event
|
||
conn = get_conn()
|
||
init_all_tables(conn)
|
||
write_price_event(conn, code, name, event_type, price, trigger_value, event_label)
|
||
conn.close()
|
||
except Exception:
|
||
pass # SQLite 写入失败不影响主流程
|
||
|
||
|
||
def get_trigger_zones(d):
|
||
"""返回该decision所有可监控的区间列表，从顶层字段读取"""
|
||
zones = []
|
||
is_holding = d.get('shares', 0) > 0
|
||
# 买入区间（自选和持仓都监控）
|
||
el = d.get("entry_low", 0)
|
||
eh = d.get("entry_high", 0)
|
||
if el and eh and float(el) > 0 and float(eh) > 0:
|
||
try:
|
||
zones.append(("entry_zone", "买入区间", float(el), float(eh)))
|
||
except:
|
||
pass
|
||
# 止损+止盈（只有持仓才监控，自选无意义）
|
||
if is_holding:
|
||
sl = d.get("stop_loss", 0)
|
||
if sl and float(sl) > 0:
|
||
try:
|
||
zones.append(("stop_loss", "止损", 0, float(sl)))
|
||
except:
|
||
pass
|
||
tp = d.get("take_profit", 0)
|
||
if tp and float(tp) > 0:
|
||
try:
|
||
zones.append(("take_profit_zone", "止盈区间", 0, float(tp)))
|
||
except:
|
||
pass
|
||
return zones
|
||
|
||
|
||
def run_once(round_label=""):
|
||
"""执行一轮完整的监控流程"""
|
||
global _SCENARIO_CACHE, _BRANCH_CACHE
|
||
label = f" [{round_label}]" if round_label else ""
|
||
start = time.time()
|
||
|
||
# 刷新情景与分支缓存（每轮更新）
|
||
_SCENARIO_CACHE = detect_scenario() if HAS_TREE else {}
|
||
_BRANCH_CACHE = {}
|
||
try:
|
||
raw = json.load(open(DECISIONS_PATH))
|
||
for d in raw.get('decisions', []):
|
||
tree = d.get('strategy_tree', {})
|
||
if tree and tree.get('branches'):
|
||
_BRANCH_CACHE[d['code']] = tree['branches']
|
||
except Exception:
|
||
pass
|
||
|
||
# === 第一步：一次性刷新所有价格 ===
|
||
refreshed = refresh_data_prices()
|
||
|
||
# === 第二步：检查触发条件 ===
|
||
try:
|
||
with open(DECISIONS_PATH) as f:
|
||
dec = json.load(f)
|
||
except:
|
||
print(f"❌{label} 无法读取decisions.json", file=sys.stderr)
|
||
return
|
||
|
||
active = [d for d in dec.get("decisions", []) if d.get("status") in ("active", "updated")]
|
||
state = load_state()
|
||
outputs = []
|
||
state_updated = False
|
||
|
||
# 收集所有需要检查的代码
|
||
check_codes = set()
|
||
for d in active:
|
||
if get_trigger_zones(d):
|
||
check_codes.add(d["code"])
|
||
|
||
# 批量拉取这些股票的价格
|
||
prices = fetch_all_prices(list(check_codes))
|
||
|
||
for d in active:
|
||
code = d["code"]
|
||
|
||
zones = get_trigger_zones(d)
|
||
if not zones:
|
||
continue
|
||
|
||
price_info = prices.get(code)
|
||
if not price_info:
|
||
continue
|
||
price, _, _ = price_info
|
||
if price == 0:
|
||
continue
|
||
|
||
name = d.get("name", code)
|
||
if code not in state:
|
||
state[code] = {}
|
||
|
||
for key, label, lo, hi in zones:
|
||
in_zone = lo <= price <= hi
|
||
prev_in_zone = state[code].get(key, None)
|
||
|
||
if in_zone and prev_in_zone != True:
|
||
if key == "stop_loss":
|
||
branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
|
||
outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！{branch_sfx}")
|
||
record_event(code, name, "stop_loss", price, str(hi))
|
||
else:
|
||
extra = ""
|
||
if "_price" in key:
|
||
batch_shares = d.get(key.replace("_price", "_shares"), "")
|
||
action = d.get(key.replace("_price", "_action"), "")
|
||
if batch_shares:
|
||
extra = f" {action}{batch_shares}股" if action else f" {batch_shares}股"
|
||
elif key in ("take_profit_zone",):
|
||
act = d.get("take_profit_action", "")
|
||
if act:
|
||
extra = f"（{act}）"
|
||
branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
|
||
outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}{branch_sfx}")
|
||
record_event(code, name, "entry_zone", price, f"{lo}~{hi}", label)
|
||
state[code][key] = True
|
||
state_updated = True
|
||
|
||
elif not in_zone and prev_in_zone == True:
|
||
if key != "stop_loss":
|
||
outputs.append(f"📌 {name}({code}) {price} → 离开{label}{lo}~{hi}")
|
||
state[code][key] = False
|
||
state_updated = True
|
||
|
||
# === 第三步：买入区偏离检测 + 自动重评 ===
|
||
reassesed_codes = []
|
||
for d in active:
|
||
code = d["code"]
|
||
name = d.get("name", code)
|
||
price_info = prices.get(code)
|
||
if not price_info:
|
||
continue
|
||
price, _, _ = price_info
|
||
if price == 0:
|
||
continue
|
||
|
||
# 从 decisions.json 中读取 analysis 的买入区
|
||
entry_low = d.get("entry_low", 0)
|
||
entry_high = d.get("entry_high", 0)
|
||
if not entry_low or not entry_high:
|
||
continue
|
||
|
||
in_buy_zone = entry_low <= price <= entry_high
|
||
prev_in_buy_zone = state.get(code, {}).get("__buy_zone", None)
|
||
|
||
# 状态变化时才触发
|
||
if in_buy_zone and prev_in_buy_zone == False:
|
||
# 重新进入买入区 → 重评确认区间是否仍然有效
|
||
outputs.append(f"🔄 {name}({code}) {price} → 重新进入买入区{entry_low}~{entry_high}，触发技术面重评")
|
||
do_reassess = True
|
||
elif not in_buy_zone and prev_in_buy_zone == True:
|
||
# 离开买入区 → 立即重评，更新止损/止盈/区间
|
||
outputs.append(f"🔄 {name}({code}) {price} → 离开买入区{entry_low}~{entry_high}，立即技术面重评")
|
||
do_reassess = True
|
||
else:
|
||
do_reassess = False
|
||
|
||
if do_reassess and HAS_REASSESS:
|
||
try:
|
||
cost = d.get("cost", 0) or 0
|
||
shares = d.get("shares", 0) or 0
|
||
profit_pct = (price - cost) / cost * 100 if cost else 0
|
||
is_deep_loss = profit_pct < -20
|
||
sentiment = "neutral"
|
||
if d.get("tech_snapshot"):
|
||
if "bearish" in d["tech_snapshot"]:
|
||
sentiment = "bearish"
|
||
elif "bullish" in d["tech_snapshot"]:
|
||
sentiment = "bullish"
|
||
|
||
# 调用技术面驱动重评（非机械百分比）
|
||
result = reassess_strategy(
|
||
code, name, price, cost, shares,
|
||
current_action=d.get("action", ""),
|
||
volume_signal="中性", sentiment=sentiment,
|
||
)
|
||
outputs.append(f" 📊 新策略: 损{result['stop_loss']} 盈{result['take_profit']} 区{result['entry_low']}~{result['entry_high']} RR={result['rr_ratio']}")
|
||
reassesed_codes.append(code)
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 重评失败: {e}")
|
||
|
||
# 更新买入区状态
|
||
if "__buy_zone" not in state.get(code, {}):
|
||
if code not in state:
|
||
state[code] = {}
|
||
state[code]["__buy_zone"] = in_buy_zone
|
||
state_updated = True
|
||
|
||
# 如果有重评过的股票，更新 decisions.json
|
||
if reassesed_codes and HAS_REASSESS:
|
||
try:
|
||
# 重新 regenerate_all 只针对受影响的股票效率太低
|
||
# 直接全量重评（regenerate_all 内部会批量拉价格、做技术分析）
|
||
from strategy_lifecycle import regenerate_all
|
||
r = regenerate_all(stdout=False)
|
||
outputs.append(f" ✅ 策略已全量重评: {r.get('ok',0)}/{r.get('total',0)}成功")
|
||
outputs.append(f" 📌 触发股票: {', '.join(reassesed_codes)}")
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 全量重评失败: {e}")
|
||
|
||
# === 3.5 资金流异常检测（2026-06-27 新增）===
|
||
try:
|
||
cf = json.load(open("/home/hmo/web-dashboard/data/capital_flow_cache.json"))
|
||
# 检查所有 active decision 中的资金流异常
|
||
for d in active:
|
||
code = d["code"]
|
||
stock_cf = cf.get("stocks", {}).get(code, {})
|
||
analysis = stock_cf.get("analysis", {})
|
||
alerts = analysis.get("alerts", [])
|
||
if alerts:
|
||
name = d.get("name", code)
|
||
for a in alerts:
|
||
outputs.append(f" 💰 {name}({code}) {a}")
|
||
except Exception:
|
||
pass
|
||
|
||
# === 第四步：情景变化检测 + 输出 → 直接推XMPP ===
|
||
now_str = datetime.now().strftime("%H:%M:%S")
|
||
elapsed = time.time() - start
|
||
|
||
# 情景变化检测（跨轮对比）
|
||
if HAS_TREE and _SCENARIO_CACHE.get('id'):
|
||
prev_scenario = state.get('_system', {}).get('last_scenario', '')
|
||
curr_scenario = _SCENARIO_CACHE['id']
|
||
if prev_scenario and curr_scenario != prev_scenario:
|
||
combo = _SCENARIO_CACHE.get('combo_action', '')
|
||
outputs.insert(0, f"🌀 情景切换: {prev_scenario}→{curr_scenario} | {combo}")
|
||
if outputs:
|
||
state.setdefault('_system', {})['last_scenario'] = curr_scenario
|
||
state_updated = True
|
||
elif not prev_scenario:
|
||
state.setdefault('_system', {})['last_scenario'] = curr_scenario
|
||
state_updated = True
|
||
|
||
if outputs:
|
||
# 简短一行一个触发
|
||
for o in outputs:
|
||
print(o)
|
||
# 推送XMPP（只推关键事件：止损跌破+情景切换+资金流异动，不推买入区进出/重评等操作细节）
|
||
critical = [o for o in outputs if o.startswith(("⚠️", "🌀", "💰"))]
|
||
if critical:
|
||
try:
|
||
body = "\n".join([f"{now_str}"] + critical)
|
||
payload = json.dumps({
|
||
"to": "hmo@yoin.fun", "body": body, "type": "chat",
|
||
}).encode("utf-8")
|
||
req = urllib.request.Request(
|
||
"http://127.0.0.1:5805/", data=payload,
|
||
headers={"Content-Type": "application/json"},
|
||
)
|
||
urllib.request.urlopen(req, timeout=5)
|
||
except Exception:
|
||
pass
|
||
# else: SILENT — 无触发，无输出，不推
|
||
|
||
if state_updated:
|
||
save_state(state)
|
||
|
||
|
||
def main():
|
||
"""每cron触发跑一轮"""
|
||
run_once()
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|