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stale_detector: HK股价格输出加(HKD)标记，防止LLM混读CNY/HKD per_stock_reassess: 写回decisions.json的HK股加上currency: HKD docs/data-pipeline-diagnosis.md: 完整数据管道重构需求文档 避免建滔积层板CNY/HKD错配类问题复发
252 lines
9.9 KiB
Python
252 lines
9.9 KiB
Python
#!/usr/bin/env python3
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"""stale_detector.py — 检查所有策略，标记价格偏离/过期的策略
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读取 decisions.json 的扁平列表。自选策略和持仓策略分开判断。
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可被 cron no_agent 模式调用：stdout 注入到后续 LLM 分析。
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输出格式：
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[FLAG] [自选/持仓] 股票名(代码) 价XX | 买入A~B | 问题
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用法：
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python3 stale_detector.py
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"""
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import json
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import sys
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import os
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from datetime import datetime, timezone
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DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
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PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
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def fetch_prices(codes):
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import urllib.request
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if not codes:
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return {}
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symbols, code_map = [], {}
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for c in codes:
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c = str(c).strip()
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p = "sh" if (len(c) == 6 and c[0] in "569") else "sz" if len(c) == 6 else "hk"
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sym = f"{p}{c}"
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symbols.append(sym)
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code_map[sym] = c
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try:
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req = urllib.request.Request(
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f"http://qt.gtimg.cn/q={','.join(symbols)}",
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headers={"User-Agent": "curl/7.81"},
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)
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with urllib.request.urlopen(req, timeout=10) as r:
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text = r.read().decode("gbk")
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except Exception as e:
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print(f"FETCH_FAIL: {e}", file=sys.stderr)
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return {}
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results = {}
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for line in text.strip().split("\n"):
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if "=" not in line:
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continue
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try:
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raw = line.split("=", 1)[1].strip().strip('"').strip(";")
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fld = raw.split("~")
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if len(fld) < 6:
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continue
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sym = line.split("=", 1)[0].strip().lstrip("v_")
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oc = code_map.get(sym)
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if not oc:
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continue
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p = float(fld[3]) if fld[3] else 0
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# NOTE: HK stock prices kept in HKD — decisions.json also stores HK values in HKD
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# (stop_loss/take_profit/entry). Never convert here or we mismatch CNY price vs HKD stop.
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# Downstream tools that need CNY should convert at display time.
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c = fld[32] if len(fld) > 32 else "0"
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results[oc] = (p, c)
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except (ValueError, IndexError):
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continue
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return results
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def main():
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decisions_list = json.load(open(DECISIONS_PATH))
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if not isinstance(decisions_list, list):
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decisions_list = decisions_list.get("decisions", []) if isinstance(decisions_list, dict) else []
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# 只保留有买入区的条目，排除已关闭的（inactive/closed）
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EXCLUDED_STATUSES = ("closed", "inactive")
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to_check = [d for d in decisions_list if (d.get("entry_low") is not None or d.get("entry_high") is not None) and d.get("status") not in EXCLUDED_STATUSES]
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if not to_check:
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print("[SILENT] 无需要检查的策略")
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return 0
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# ----- 组合级监测：读取总仓位 + 弱势比例 -----
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position_pct = 0
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cash = 0
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total_assets = 0
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try:
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with open(PORTFOLIO_PATH) as f:
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pf = json.load(f)
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position_pct = pf.get("position_pct", 0)
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cash = pf.get("cash", 0)
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total_assets = pf.get("total_assets", 0)
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except Exception:
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pass
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# 统计持仓策略中弱势/深套的比例
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weak_count = 0
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holding_count = 0
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for d in decisions_list:
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if d.get("type") == "持仓策略" and d.get("status") not in ("closed", "inactive"):
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holding_count += 1
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cat = d.get("stock_category", "")
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if cat in ("弱势", "深套"):
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weak_count += 1
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weak_ratio = (weak_count / holding_count * 100) if holding_count > 0 else 0
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prices = fetch_prices([d["code"] for d in to_check])
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now = datetime.now(timezone.utc).astimezone()
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found = 0
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for d in to_check:
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code = d["code"]
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name = d.get("name", code)
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el = d.get("entry_low")
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eh = d.get("entry_high")
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sl = d.get("stop_loss")
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tp = d.get("take_profit")
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ts = d.get("created_at") or d.get("timestamp") or d.get("updated_at", "")
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is_wl = "自选" in (d.get("type", ""))
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pi = prices.get(code)
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if not pi:
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continue
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price, chg = pi
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if price <= 0:
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continue
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issues, flags = [], []
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tag = "[自选]" if is_wl else "[持仓]"
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# 币种标记（港股HKD vs A股CNY，辅助下游LLM避免混读）
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currency_suffix = "(HKD)" if len(str(code)) == 5 and str(code)[0] in '01' else ""
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price_str = f"{price:.2f}{currency_suffix}"
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buy_zone_str = f"{el}~{eh}{currency_suffix}" if currency_suffix else f"{el}~{eh}"
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# -- 偏离 --
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if is_wl and el and eh:
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# 读取 timing_signal 判断策略有效性（timing_signal 字段优先，fallback to action）
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current_str = d.get("current", "") or ""
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timing_signal = d.get("timing_signal", "") or current_str
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has_nonbuy_signal = any(kw in timing_signal for kw in [
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"等企稳再入", "等企稳", "弱势持有", "观望",
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"不建议买入", "谨慎买入",
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])
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# 直接计算 R/R（不依赖文本匹配）
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rr_invalid = False
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if sl and sl > 0 and tp and tp > 0 and price > sl:
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rr = (tp - price) / (price - sl)
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if rr < 1.5:
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rr_invalid = True
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# 也检查 tp 是否接近或低于成本（微盈/浮亏止盈）
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cost = d.get("cost", 0)
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if cost and cost > 0 and tp <= cost * 1.05:
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rr_invalid = True
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strategy_deficient = has_nonbuy_signal or rr_invalid
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# 对自选无止盈位的也标记（策略不完整）
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if not tp or tp == 0:
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strategy_deficient = True
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if el <= price <= eh:
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flags.append("[WL_IN]")
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if strategy_deficient:
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flags.append("[STRATEGY_STALE]")
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prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
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issues.append(f"[STRATEGY_STALE] {prefix}价{price_str}在买入区{buy_zone_str}但策略不完整（{'RR='+f'{rr:.2f}<1.5' if rr_invalid else '无止盈位' if not tp else '非买入信号'}），买入区需重评")
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else:
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prefix = "⚠️仓位挤占 " if position_pct > 80 else ""
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issues.append(f"[PUSH] {prefix}价{price_str}入买入区{buy_zone_str}")
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elif price > eh * 1.35:
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flags.append("[WL_HIGH]")
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issues.append(f"价{price_str}高出买入区+{((price/eh)-1)*100:.0f}%，买入区需重评")
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elif price > eh * 1.20:
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flags.append("[WL_DRIFT]")
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issues.append(f"价{price_str}高于买入区+{((price/eh)-1)*100:.0f}%")
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elif not is_wl and eh:
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dp = (price / eh - 1) * 100
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if dp > 35:
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flags.append("[SEVERE]")
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issues.append(f"偏离买入区上沿+{dp:.0f}%")
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elif dp > 20:
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flags.append("[DRIFT]")
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issues.append(f"偏离买入区上沿+{dp:.0f}%")
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elif dp > 10:
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flags.append("[WARN]")
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issues.append(f"偏离买入区上沿+{dp:.0f}%")
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# 持仓在买入区内但 R/R 不达标
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if el and sl and sl > 0 and tp and tp > 0 and price > sl:
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if el <= price <= eh:
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rr = (tp - price) / (price - sl)
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if rr < 1.5:
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flags.append("[RR_WARN]")
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issues.append(f"买入区内RR仅{rr:.2f}<1.5，策略需重评")
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# -- 距止损/止盈（仅持仓） --
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if not is_wl:
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if sl and sl > 0:
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dsl = (price / sl - 1) * 100
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if dsl < 5:
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flags.append("[NEAR_SL]")
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issues.append(f"距止损仅{dsl:.1f}%")
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if tp and tp > 0:
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dtp = (tp / price - 1) * 100
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if dtp < 5:
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# 成本基准校验：止盈标记只有在盈利≥5%时才有效
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cost_check = True
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cost = d.get("cost")
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if cost and cost > 0 and price < cost * 1.05:
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cost_check = False
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if cost_check:
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flags.append("[NEAR_TP]")
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issues.append(f"距止盈仅{dtp:.1f}%")
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# -- 过期 --
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stale_limit = 30 if is_wl else 14
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if ts:
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try:
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ud = datetime.fromisoformat(ts)
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if ud.tzinfo is None:
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ud = ud.replace(tzinfo=timezone.utc)
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days = (now - ud).days
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if days > stale_limit:
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flags.append("[STALE]")
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issues.append(f"{days}天未更新(>{stale_limit})")
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except (ValueError, TypeError):
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pass
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if issues:
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print(f"{' '.join(flags)} {tag} {name}({code}) 价{price_str}{chg} | 买入{el}~{eh} | {'; '.join(issues)}")
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found += 1
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if found == 0:
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print("[SILENT] 所有策略正常")
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# ----- 组合级警报 -----
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portfolio_alerts = 0
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if holding_count > 0:
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if weak_ratio > 40:
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print(f"\n[PORTFOLIO_WEAK] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})！仓位{position_pct:.1f}% → 建议系统性减仓")
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portfolio_alerts += 1
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elif weak_ratio > 30:
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print(f"\n[PORTFOLIO_WEAK_MILD] 组合弱势比例{weak_ratio:.0f}% ({weak_count}/{holding_count})，仓位{position_pct:.1f}%，关注")
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portfolio_alerts += 1
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if position_pct > 80 and holding_count > 0:
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# 仓位过满提醒
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print(f"[PORTFOLIO_FULL] 总仓位{position_pct:.1f}% > 80%，现金{cash:.0f}({cash/total_assets*100:.1f}%)")
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portfolio_alerts += 1
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if portfolio_alerts > 0:
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found += portfolio_alerts
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return found
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if __name__ == "__main__":
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main()
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