141 lines
6.3 KiB
Python
141 lines
6.3 KiB
Python
#!/usr/bin/env python3
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"""watchlist_auto_exit.py — 自选退出机制
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每天盘前执行，扫描自选策略（2026-08-17 数据驱动修正）：
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- 信号=卖出 → 自动退出（数据验证唯一正确条件：20日后-2.2%）
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- RR<1.0 → 自动退出（保底：防负期望交易）
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- 已废除：死水3连（60%误杀，信号不充分3连71%涨）/ 远离买区 / 零仓位弱信号
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- 记录出入日志到 watchlist_log 表
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"""
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import sqlite3, sys, json
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from datetime import datetime, timedelta
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# ── 消息通道统一路由(broadcast/xmpp by delivery) ──
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try:
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from messenger import install_stdio_hook as _msh
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_msh()
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except Exception:
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pass
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DB = "/home/hmo/MoFin/data/mofin.db"
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def get_signal_rank(signal):
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"""信号排序：分值越低越差"""
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rank = {"买入": 5, "可买入": 5, "可加仓": 4, "关注": 3, "观望": 2, "卖出": 1, "信号不充分": 0, "弱势持有": 1}
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for k, v in rank.items():
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if k in str(signal):
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return v
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return 2 # 默认关注级
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def main(dry_run=False):
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conn = sqlite3.connect(DB, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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now = datetime.now()
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# 读取所有活跃自选策略
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rows = conn.execute("""
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SELECT code, name, timing_signal, entry_low, entry_high, price,
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reassessed_at, position_advice, full_analysis
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FROM holding_strategies
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WHERE status='active' AND decision_type='自选策略'
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ORDER BY code
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""").fetchall()
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exited = []
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kept = []
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for code, name, signal, el, eh, price, reassessed_at, pos_advice, fa in rows:
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signal_str = str(signal or "")
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rank = get_signal_rank(signal_str)
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# 退出条件判断
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reasons = []
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# 条件1: 信号=卖出
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if "卖出" in signal_str:
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reasons.append(f"信号={signal_str}")
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# ── 2026-08-17 淘汰逻辑修正（数据驱动，老莫确认方案A）──
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# 数据：死水3连/远离买区/RR<2.0 淘汰后20日 60%误杀（详见 docs/淘汰逻辑验证.md）
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# 只保留：信号=卖出（唯一数据支持的正确条件）+ RR<1.0 保底（防负期望交易）
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# 条件2（保底）: RR<1.0 淘汰（止损距离≥止盈距离的负期望交易）
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try:
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_rr = conn.execute(
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"SELECT rr_ratio FROM holding_strategies WHERE code=? AND status='active'",
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(code,)).fetchone()
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if _rr and _rr[0] is not None and 0 < _rr[0] < 1.0:
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reasons.append(f"RR={_rr[0]}<1.0（保底）")
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except Exception:
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pass
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# 如果有退出理由，执行退出（2026-07-24 老爸：直接删，不降级）
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if reasons:
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reason_text = "; ".join(reasons)
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exited.append((code, name, signal_str, reason_text))
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if not dry_run:
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# 记录退出日志（审计留痕）
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conn.execute(
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"INSERT INTO watchlist_log (code, name, event, reason, old_signal, new_signal, price) "
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"VALUES (?,?,?,?,?,?,?)",
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(code, name or "", "exit", reason_text, signal_str, "已删除", price)
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)
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# 直接删除（2026-07-24 老爸决策：不是降级回候选，不是inactive标记）
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conn.execute(
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"DELETE FROM holding_strategies WHERE code=? AND status='active' AND decision_type='自选策略'",
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(code,)
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)
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# 回归选股池（2026-08-03 老莫修正：废除策略后票回归候选池，下次重走完整流程）
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_stock_name = conn.execute("SELECT name FROM stocks WHERE code=?", (code,)).fetchone()
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# 2026-08-17 修复：sector 用该股自己的 strategy_name（保留来源策略语义，不再硬编码 v_mr）
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_strat = conn.execute(
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"SELECT strategy_name FROM holding_strategies WHERE code=? AND status='active'",
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(code,)).fetchone()
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_strat_name = (_strat[0] if _strat and _strat[0] else "unknown")
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# 2026-08-18 修复：holding.strategy_name 为 unknown 时，回退用 candidates 里旧的 sector
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# （候选的 sector 是正确策略标签，但 holding 早期 promote 时 source_strategy 可能没继承）
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if _strat_name == "unknown" or not _strat_name:
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_old_sec = conn.execute(
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"SELECT sector FROM candidates WHERE code=?", (code,)).fetchone()
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_old_sec_v = str(_old_sec[0]).strip() if _old_sec and _old_sec[0] else ""
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if _old_sec_v and _old_sec_v != "unknown":
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_strat_name = _old_sec_v
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conn.execute(
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"INSERT INTO candidates (code, name, sector, reason, dropped, drop_reason, promoted, "
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"source_strategy, created_at) "
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"VALUES (?,?,?,?,0,NULL,0,?,datetime('now','localtime')) "
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"ON CONFLICT(code) DO UPDATE SET "
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"name=excluded.name, dropped=0, drop_reason=NULL, promoted=0, "
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"reason=excluded.reason, source_strategy=excluded.source_strategy, created_at=excluded.created_at",
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(code, (_stock_name[0] if _stock_name else name) or "", _strat_name,
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"自选退出回归选股池: " + reason_text, _strat_name)
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)
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print(f" 🔴 删除: {code} {name or ''} | {reason_text}")
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else:
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kept.append(code)
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if not dry_run:
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conn.commit()
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print(f"\n结果: {len(exited)}只退出, {len(kept)}只保留")
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# 生成退出摘要日志
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if exited:
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summary = f"【自选退出】{now.strftime('%m/%d')} {len(exited)}只自动退出:\n"
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for code, name, sig, reason in exited:
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summary += f" {code} {name}: {sig} → {reason}\n"
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# 写入JSON供报告引用
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with open("/tmp/watchlist_exit_summary.json", "w") as f:
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json.dump({"date": now.isoformat(), "exited": len(exited), "items": [
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{"code": c, "name": n, "reason": r} for c, n, s, r in exited
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]}, f, ensure_ascii=False)
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print(summary)
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conn.close()
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return exited
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if __name__ == "__main__":
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dry = "--dry-run" in sys.argv
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main(dry_run=dry)
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