969 lines
42 KiB
Python
969 lines
42 KiB
Python
#!/usr/bin/env python3
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"""price_monitor.py — 高频价格监控脚本（批量版）
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规则：进入区间报一次，离开区间报一次，中间不重复。
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每次运行时一次性刷新所有持仓+自选股的实时价。
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"""
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import urllib.request
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import os, sys, time, json
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import sqlite3
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from datetime import datetime
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from mo_data import read_decisions
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from alert_logger import record_alert, clear_alert
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# ── 温区感知 + 信号溯源（2026-08-13）──
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try:
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from regime_gate import _load_weights
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except Exception:
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_load_weights = None
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def _load_active_strats():
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"""当前温区激活策略集合（strategy_weights.json matched）"""
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if _load_weights is None:
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return None
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try:
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w = _load_weights()
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if w and w.get("weights"):
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return {k for k, v in w["weights"].items() if v.get("matched")}
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except Exception:
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pass
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return None
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def _is_strategy_active(d_entry):
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"""该持仓策略是否在当前温区激活。未标记策略默认激活（兼容持仓管理/风控）"""
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act = _load_active_strats()
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if act is None:
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return True
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for key in ("tag", "version", "strategy_type", "decision_type"):
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v = d_entry.get(key)
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if v and str(v) in act:
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return True
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# 该策略在权重表中但不在激活集 → 非激活
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try:
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w = _load_weights() or {}
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wmap = w.get("weights") or {}
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for key in ("tag", "version", "strategy_type", "decision_type"):
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v = d_entry.get(key)
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if v and v in wmap:
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return v in act
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except Exception:
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pass
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return True
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def _record_signal(code, name, reason, strategy=""):
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"""信号溯源：记录到 signal_ledger（温区/温度按标的市场，2026-08-14 阶段4）"""
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try:
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from signal_ledger import record_signal
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from market_config import get_regime_temp
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_regime, _temp = get_regime_temp(code)
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record_signal(code=code, name=name, strategy=strategy, version=strategy,
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regime=_regime, temp_band=_temp,
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reason=reason, source_module="price_monitor")
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except Exception:
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pass
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BREACH_PATH = "/home/hmo/.hermes/zone_breach.json"
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STATE_PATH = "/home/hmo/.hermes/price_trigger_state.json"
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# DB 模块（同步实时价到 mofin.db）
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sys.path.insert(0, "/home/hmo/MoFin")
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try:
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from mofin_db import get_conn, DB_PATH
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from mo_models import calc_total_mv, calc_total_assets
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HAS_DB = True
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except ImportError:
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HAS_DB = False
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# 市场抽象层（阶段1：行情符号/市场判断唯一事实源）
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from market_config import kline_symbol, market_for_code
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# 策略重评依赖（技术面驱动，非机械百分比）
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sys.path.insert(0, "/home/hmo/web-dashboard")
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try:
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from strategy_lifecycle import reassess_strategy, reassess_with_context
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HAS_REASSESS = True
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except ImportError:
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HAS_REASSESS = False
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UA = "Mozilla/5.0"
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# ── XMPP推送 ──────────────────────────────────────────────────────────
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XMPP_USER = "hmo@yoin.fun"
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XMPP_BRIDGE = "http://127.0.0.1:5805/"
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def push_to_xmpp(text):
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"""原始直推（已废弃直用）——保留给极少数必须原样的场景。
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新代码请用 _push_action/_push_digest。"""
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if not text.strip():
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return
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try:
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payload = json.dumps({
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"to": XMPP_USER,
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"body": text.strip(),
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"type": "chat",
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}).encode("utf-8")
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req = urllib.request.Request(XMPP_BRIDGE, data=payload, headers={"Content-Type": "application/json"})
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urllib.request.urlopen(req, timeout=5)
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except Exception as e:
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print(f"[XMPP推送失败] {e}", file=sys.stderr)
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# ── 分级推送（2026-07-21 信噪比纪律，红线#12）──
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# ACTION: 破止损/重评确认的操作信号 — 直通不限速
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# INFO: 未确认的进区提示 — 聚合成摘要，30min 限 1 条
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def _push_action(category, text):
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try:
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from alert_helper import notify, ACTION
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notify(category, text, ACTION)
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except Exception as e:
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print(f"[ACTION推送失败] {e}", file=sys.stderr)
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def _push_digest(category, text):
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try:
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from alert_helper import notify, INFO
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notify(category, text, INFO)
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except Exception as e:
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print(f"[INFO推送失败] {e}", file=sys.stderr)
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# ── 批量拉取价格 ──────────────────────────────────────────────────────────
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def fetch_all_prices(codes):
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"""腾讯批量行情API：一次请求拉取所有股票（A股+港股）
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A股：sh600110 / sz000001
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港股：hk00700
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返回 {code: (price, change, change_pct)}
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"""
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if not codes:
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return {}
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# 构建批量查询串
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symbols = []
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code_map = {} # symbol -> original_code
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for code in codes:
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code_s = str(code).strip()
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sym = kline_symbol(code_s)
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if sym is None:
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sym = f"hk{code_s}" # 兜底：非5/6位数字 → 沿用旧 else 分支 hk 前缀
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symbols.append(sym)
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code_map[sym] = code_s
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url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
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try:
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req = urllib.request.Request(url, headers={"User-Agent": UA})
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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"⚠️ 批量拉取失败: {e}", file=sys.stderr)
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try:
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record_alert(level="warning", source="price_monitor", title="批量拉取失败", detail=str(e)[:200])
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except Exception:
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pass
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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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line = line.strip()
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if not line or "=" not in line:
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continue
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try:
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# 格式: v_sh600110="1~诺德股份~600110~11.84~11.90~..."
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raw_value = line.split("=", 1)[1].strip().strip('"').strip(";")
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fields = raw_value.split("~")
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if len(fields) < 6:
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continue
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sym = line.split("=", 1)[0].strip().lstrip("v_")
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orig_code = code_map.get(sym)
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if not orig_code:
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continue
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price = float(fields[3]) if fields[3] else 0
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prev_close = float(fields[4]) if fields[4] else 0
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change = price - prev_close if prev_close > 0 else 0
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change_pct = fields[32] if len(fields) > 32 and fields[32] else "0"
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results[orig_code] = (price, change, change_pct)
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except (ValueError, IndexError):
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continue
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return results
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def refresh_data_prices():
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"""一次性刷新所有持仓+自选股的实时价（完全DB版，不写JSON）"""
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all_codes = set()
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# 从DB读所有需要拉取价格的代码
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try:
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conn = get_conn()
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for r in conn.execute("SELECT code FROM holdings WHERE is_active=1"):
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all_codes.add(r['code'])
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for r in conn.execute("SELECT code FROM watchlist_stocks"):
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all_codes.add(r['code'])
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for r in conn.execute("SELECT code FROM holding_strategies WHERE status='active'"):
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all_codes.add(r['code'])
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conn.close()
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except Exception as e:
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print(f"⚠️ 从DB读代码失败: {e}", file=sys.stderr)
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try:
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record_alert(level="warning", source="price_monitor", title="读取持仓失败", detail=str(e)[:200])
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except Exception:
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pass
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return 0
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if not all_codes:
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return 0
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# 一次性批量拉取
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prices = fetch_all_prices(list(all_codes))
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updated = len(prices)
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# === 弹性同步实时价到 mofin.db ===
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# 防死锁策略（经2026-07-14 WAL死锁复盘改进）：
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# ① 启动时 checkpoint WAL（清理残留事务）
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# ② 统一 BEGIN IMMEDIATE 包裹整个写操作
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# ③ 5次重试 + 指数退避: 1s → 2s → 4s → 8s → 16s（共~31s）
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# ④ get_conn() 的 busy_timeout=30000 保证等待上限
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# ⑤ 每个写操作检查返回值，任一失败立即 rollback + 重试
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# ⑥ try/finally 确保连接始终释放
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if HAS_DB and prices:
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# 先checkpoint一次，清理上次被kill残留的WAL
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try:
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c = get_conn()
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c.execute("PRAGMA wal_checkpoint(TRUNCATE)")
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c.close()
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except Exception:
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pass
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max_tries = 5
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conn = None
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for db_attempt in range(max_tries):
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try:
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conn = get_conn()
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# BEGIN IMMEDIATE 立即获取写锁——失败则等 busy_timeout(30s)
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conn.execute("BEGIN IMMEDIATE")
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# ── 构建 holdings 更新数据 ──
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db_holdings = []
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for r in conn.execute("SELECT * FROM holdings WHERE is_active=1"):
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h = dict(r)
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code = str(h.get('code', ''))
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if code in prices:
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price_val, _, change_pct = prices[code]
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if price_val > 0:
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h['price'] = round(price_val, 2)
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h['change_pct'] = float(change_pct) if change_pct else 0
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db_holdings.append(h)
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# ── 写 holdings 表 ──
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for h in db_holdings:
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currency = str(h.get('currency', 'CNY')).upper()
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if currency not in ('CNY', 'HKD'):
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raise ValueError(f"非法币种: {currency}")
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conn.execute("""
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INSERT INTO holdings (code, name, shares, cost, price, market_value,
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change_pct, currency, position_pct, added_at, is_active)
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VALUES (?,?,?,?,?,?,?,?,?,datetime('now','localtime'),1)
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ON CONFLICT(code) DO UPDATE SET
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name=excluded.name, shares=excluded.shares, cost=excluded.cost,
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price=excluded.price, market_value=excluded.market_value,
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change_pct=excluded.change_pct, currency=excluded.currency,
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position_pct=excluded.position_pct
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""", (
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h.get('code'), h.get('name'), h.get('shares', 0),
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h.get('cost'), h.get('price'),
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h.get('market_value'), h.get('change_pct'),
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h.get('currency', 'CNY'), h.get('position_pct'),
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))
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# ── 写 portfolio_summary ──
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mv = calc_total_mv(db_holdings)
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existing = conn.execute(
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'SELECT cash, frozen_cash FROM portfolio_summary WHERE id=1'
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).fetchone()
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db_cash = existing['cash'] if existing else 0.0
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db_frozen = existing['frozen_cash'] if existing else 0.0
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assets = calc_total_assets({'holdings': db_holdings, 'cash': db_cash, 'frozen_cash': db_frozen})
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position_pct = round(mv / assets * 100, 2) if assets > 0 else 0
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conn.execute("""
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INSERT INTO portfolio_summary (id, total_assets, total_mv, stock_value,
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cash, frozen_cash, position_pct, total_pnl, currency, updated_at)
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VALUES (1,?,?,?,?,?,?,?,?,datetime('now','localtime'))
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ON CONFLICT(id) DO UPDATE SET
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total_assets=excluded.total_assets, total_mv=excluded.total_mv,
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stock_value=excluded.stock_value, cash=excluded.cash,
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frozen_cash=excluded.frozen_cash, position_pct=excluded.position_pct,
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total_pnl=excluded.total_pnl, currency=excluded.currency,
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updated_at=datetime('now','localtime')
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""", (
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assets, mv, mv, db_cash, db_frozen,
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position_pct, 0, 'CNY',
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))
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# ── 写 live_prices ──
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for h in db_holdings:
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code = h.get('code', '')
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if code:
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p = h.get('price', 0)
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cp = h.get('change_pct', 0)
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conn.execute(
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"INSERT OR REPLACE INTO live_prices (code, price, change_pct, updated_at) "
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"VALUES (?,?,?,datetime('now','localtime'))",
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(code, p, cp)
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)
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# 补充策略股/自选股的价格（不在holdings中的）
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for code, pdata in prices.items():
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if code not in {h.get('code') for h in db_holdings}:
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price_val = pdata[0] if isinstance(pdata, (list, tuple)) else pdata.get('price', 0)
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cp_val = pdata[1] if isinstance(pdata, (list, tuple)) else pdata.get('change_pct', 0)
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conn.execute(
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"INSERT OR REPLACE INTO live_prices (code, price, change_pct, updated_at) "
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"VALUES (?,?,?,datetime('now','localtime'))",
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(code, price_val, cp_val)
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)
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conn.commit()
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conn.close()
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conn = None
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if db_attempt > 0:
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print(f"DB同步成功（第{db_attempt+1}次重试）")
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break # success
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except (sqlite3.OperationalError, sqlite3.DatabaseError) as e:
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if conn:
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try: conn.rollback()
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except Exception: pass
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try: conn.close()
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except Exception: pass
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conn = None
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err_str = str(e)
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if "locked" in err_str or "cannot commit" in err_str or "busy" in err_str:
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if db_attempt < max_tries - 1:
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wait = 2 ** db_attempt # 1, 2, 4, 8, 16
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print(f"⏳ DB锁(尝试{db_attempt+1}/{max_tries}): {e} → {wait}s后重试", file=sys.stderr)
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time.sleep(wait)
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else:
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print(f"❌ DB锁(重试{max_tries}次耗尽): {e}", file=sys.stderr)
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else:
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print(f"❌ DB错误: {e}", file=sys.stderr)
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break
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except Exception as e:
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if conn:
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try: conn.rollback()
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except Exception: pass
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try: conn.close()
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except Exception: pass
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conn = None
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print(f"⚠️ DB同步异常: {e}", file=sys.stderr)
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try:
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record_alert(level="error", source="price_monitor", title="DB同步异常", detail=str(e)[:200])
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except Exception:
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pass
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break
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else:
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# for-else: loop exhausted without break
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print("❌ DB同步失败（所有重试耗尽）", file=sys.stderr)
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# 尝试紧急 WAL checkpoint（释放死锁）
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try:
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c = sqlite3.connect(str(DB_PATH), timeout=1)
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c.execute("PRAGMA wal_checkpoint(TRUNCATE)")
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c.close()
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print(" ↪ 紧急WAL checkpoint完成", file=sys.stderr)
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except Exception as we:
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print(f" ↪ WAL checkpoint也失败: {we}", file=sys.stderr)
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return updated
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# ── 区间偏离检测 ──────────────────────────────────────────────────────────
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def load_state():
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try:
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with open(STATE_PATH) as f:
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return json.load(f)
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except:
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return {}
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def save_state(state):
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os.makedirs(os.path.dirname(STATE_PATH), exist_ok=True)
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with open(STATE_PATH, 'w') as f:
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json.dump(state, f, ensure_ascii=False, indent=2)
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def load_breaches():
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try:
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with open(BREACH_PATH) as f:
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return json.load(f)
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except:
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return {}
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def save_breaches(data):
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os.makedirs(os.path.dirname(BREACH_PATH), exist_ok=True)
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with open(BREACH_PATH, 'w') as f:
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json.dump(data, f, ensure_ascii=False, indent=2)
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def record_event(code, name, event_type, price, trigger_value, event_label=""):
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"""记录一次价格触发事件到 DB price_events 表（唯一权威存储，JSON 已退役）。
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price_events.code 有 FK -> stocks(code)，未注册的股票（新候选/港股）
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先注册再写事件，否则 FK 失败事件丢失。
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"""
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now = datetime.now().isoformat()
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if HAS_DB:
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try:
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from mofin_db import get_conn, write_price_event
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_c = get_conn()
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# 市场判断统一走 market_for_code（港股=5位0/1开头）；A股再按 6/9 区分沪深
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if market_for_code(code) == 'hk':
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_exch, _typ = ("HK", "H")
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elif str(code).startswith(("6", "9")):
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_exch, _typ = ("SH", "A")
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else:
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_exch, _typ = ("SZ", "A")
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_c.execute("INSERT OR IGNORE INTO stocks (code, name, exchange, type, updated_at) VALUES (?,?,?,?,?)",
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(str(code), name or str(code), _exch, _typ, now))
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_c.commit()
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write_price_event(_c, code=code, name=name, event_type=event_type,
|
||
price=round(price, 2), trigger_value=str(trigger_value),
|
||
event_label=event_label)
|
||
_c.close()
|
||
except Exception as e:
|
||
print(f"[price_events DB写入失败] {e}", file=sys.stderr)
|
||
|
||
|
||
def get_trigger_zones(trigger):
|
||
"""返回该trigger所有可监控的区间列表，跳过已执行的batch"""
|
||
zones = []
|
||
for key, label in [
|
||
("entry_zone", "加仓区间"),
|
||
("batch1_price", "试仓区间"),
|
||
("batch2_price", "加仓区间"),
|
||
("take_profit_zone", "止盈区间"),
|
||
("watch_low", "关注区间"),
|
||
("watch_high", "减仓区间"),
|
||
("watch_break", "止损区间")
|
||
]:
|
||
status_key = key.replace("_price", "_status")
|
||
if status_key in trigger and trigger[status_key] == "executed":
|
||
continue
|
||
val = trigger.get(key, "")
|
||
if val and "~" in val:
|
||
try:
|
||
parts = val.split("~")
|
||
lo, hi = float(parts[0]), float(parts[1])
|
||
zones.append((key, label, lo, hi))
|
||
except:
|
||
pass
|
||
sl = trigger.get("stop_loss", "")
|
||
if sl:
|
||
try:
|
||
sl_price = float(sl) if isinstance(sl, (int, float)) else float(sl)
|
||
zones.append(("stop_loss", "止损", 0, sl_price))
|
||
except:
|
||
pass
|
||
return zones
|
||
|
||
|
||
def _cleanup_lock():
|
||
"""清理进程锁文件"""
|
||
try:
|
||
os.remove("/tmp/price_monitor.lock")
|
||
except Exception:
|
||
pass
|
||
|
||
def _handle_sigterm(signum, frame):
|
||
"""收到SIGTERM时清理锁文件后退出"""
|
||
_cleanup_lock()
|
||
sys.exit(0)
|
||
|
||
def _handle_sigalrm(signum, frame):
|
||
"""收到SIGALRM强制超时时清理锁文件后退出"""
|
||
_cleanup_lock()
|
||
print(f"[TIMEOUT] 本轮执行超时({signum}s)，已清理锁文件", file=sys.stderr, flush=True)
|
||
sys.exit(0)
|
||
|
||
def run_once(round_label=""):
|
||
"""执行一轮完整的监控流程"""
|
||
import os, signal # 必须在开头import，否则os变量会被后面的局部import绑定覆盖
|
||
signal.signal(signal.SIGTERM, _handle_sigterm)
|
||
signal.signal(signal.SIGALRM, _handle_sigalrm)
|
||
os.nice(10) # 降低优先级，避免与DB其他写操作抢占
|
||
# ── 进程锁：同一时间只跑一个实例 ──
|
||
_lk = "/tmp/price_monitor.lock"
|
||
_pid = None
|
||
try:
|
||
with open(_lk) as _f:
|
||
_pid = int(_f.read().strip())
|
||
os.kill(_pid, 0)
|
||
print(f"[LOCK] 已有实例(PID {_pid})在运行，跳过本轮", file=sys.stderr, flush=True)
|
||
return
|
||
except (FileNotFoundError, ProcessLookupError, ValueError):
|
||
pass
|
||
with open(_lk, "w") as _f:
|
||
_f.write(str(os.getpid()))
|
||
signal.alarm(120) # 硬上限120s，超时自动清理锁退出
|
||
|
||
label = f" [{round_label}]" if round_label else ""
|
||
start = time.time()
|
||
TIME_BUDGET = 90 # 预留30s给输出和清理，90s内必须完成核心逻辑
|
||
|
||
# === 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:
|
||
dec = read_decisions()
|
||
except:
|
||
print(f"❌{label} 无法读取decisions(DB)", file=sys.stderr)
|
||
return
|
||
|
||
active = [d for d in dec.get("decisions", []) if d.get("status") == "active"]
|
||
state = load_state()
|
||
outputs = []
|
||
state_updated = False
|
||
# 时间冷却：同股同区间30分钟内不重复推
|
||
_push_cooldown = {}
|
||
_cooldown_file = "/home/hmo/.hermes/.price_push_cooldown.json"
|
||
try:
|
||
import os
|
||
if os.path.exists(_cooldown_file):
|
||
with open(_cooldown_file) as _f:
|
||
_push_cooldown = json.load(_f)
|
||
except Exception:
|
||
_push_cooldown = {}
|
||
|
||
def _can_push(code, zone_key):
|
||
now = time.time()
|
||
key = f"{code}_{zone_key}"
|
||
last = _push_cooldown.get(key, 0)
|
||
if now - last < 1800: # 30分钟
|
||
return False
|
||
_push_cooldown[key] = now
|
||
# 持久化写入
|
||
try:
|
||
with open(_cooldown_file, "w") as _f:
|
||
json.dump(_push_cooldown, _f)
|
||
except Exception:
|
||
pass
|
||
return True
|
||
|
||
# 收集所有需要检查的代码
|
||
check_codes = set()
|
||
for d in active:
|
||
trig = d.get("trigger", {})
|
||
if trig:
|
||
check_codes.add(d["code"])
|
||
|
||
# 批量拉取这些股票的价格
|
||
prices = fetch_all_prices(list(check_codes))
|
||
|
||
# 本轮进区事件收集（聚合成一条摘要推送，替代逐条轰炸）
|
||
_zone_entries = []
|
||
|
||
for d in active:
|
||
code = d["code"]
|
||
trig = d.get("trigger", {})
|
||
if not trig:
|
||
continue
|
||
|
||
zones = get_trigger_zones(trig)
|
||
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] = {}
|
||
|
||
# ── v_combo波段出场（2026-08-13 已移除硬编码）──
|
||
# 老莫原则：k线形态判断在LLM提示词上体现（batch_reassess 提示词已含波段出场形态），
|
||
# 不在代码里硬编码"连续2日收破MA10"特定规则。
|
||
# swing持仓的 stop_loss/entry_zone/take_profit_zone 已由通用 zones 循环触发 LLM 重评，
|
||
# timing_signal 含"卖出/止盈"才发推荐 → 统一"进区→重评→维持才发"。
|
||
|
||
# 时间预算检查：如果超时，跳过重评只做状态记录
|
||
_budget_low = (time.time() - start) > TIME_BUDGET
|
||
|
||
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":
|
||
outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！")
|
||
record_event(code, name, "stop_loss", price, str(hi))
|
||
# 止损触发 → 立即重评并推送给Dad（时间不够则直接推原始告警）
|
||
if _budget_low:
|
||
outputs.append(f" 📨 止损触发(超时跳过重评)→已推送Dad")
|
||
if _can_push(code, "stop_loss"):
|
||
_push_action("止损告警", f"⚠️ {name}({code}) {price} → 跌破止损{hi}！")
|
||
else:
|
||
try:
|
||
cost = d.get("cost", 0) or 0
|
||
shares = d.get("shares", 0) or 0
|
||
current_action = d.get("action", "")
|
||
result = reassess_with_context(code, name, price, cost, shares, current_action)
|
||
if result:
|
||
timing_signal = result.get("timing_signal", "")
|
||
action = result.get("action", "")
|
||
# ── 2026-08-17 老莫：进操作区间→重评→按重评发推荐，且带详细原因 ──
|
||
# 推送内容 = 重评的完整操作结论（timing_signal + action 全文），不自拼价格/RR
|
||
buy_lo = d.get("entry_low", 0)
|
||
buy_hi = d.get("entry_high", 0)
|
||
rr = result.get("rr_ratio", 0)
|
||
sl_new = result.get("stop_loss", 0)
|
||
tp_new = result.get("take_profit", 0)
|
||
# 汇总重评原因（信号因子/备注）
|
||
reason_extra = ""
|
||
for k in ("action_note", "signal_factors"):
|
||
v = result.get(k)
|
||
if v:
|
||
if isinstance(v, list):
|
||
v = "、".join(str(x) for x in v)
|
||
reason_extra += f" [{k}={v}]"
|
||
if timing_signal in ("卖出", "止盈") and (d.get("shares") or 0) > 0:
|
||
if _can_push(code, "stop_loss"):
|
||
msg = (f"🔔 {name}({code}) 价{price} → 跌破止损，重评结论【{timing_signal}】| RR={rr}"
|
||
f" | 止损{sl_new}/止盈{tp_new}"
|
||
f" | 操作: {str(action)[:250]}{reason_extra}")
|
||
_push_action("操作信号", msg)
|
||
elif "持有" in timing_signal or "关注" in timing_signal or "观望" in timing_signal:
|
||
# 破止损但重评确认持有 → 不推卖出（逻辑自洽），更新止损位到重评值
|
||
try:
|
||
import sqlite3 as _sq
|
||
_c = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=10)
|
||
if sl_new:
|
||
_c.execute(
|
||
"UPDATE holding_strategies SET stop_loss=?, updated_at=datetime('now','localtime') "
|
||
"WHERE code=? AND status='active'", (sl_new, code))
|
||
_c.commit()
|
||
_c.close()
|
||
except Exception:
|
||
pass
|
||
_zone_entries.append(f"{name}({code}) {price}→破止损但重评{timing_signal}，止损已更新至{sl_new}")
|
||
outputs.append(f" 📨 破止损→重评{timing_signal}（不卖出，止损更新{sl_new}）: {str(action)[:120]}")
|
||
else:
|
||
_zone_entries.append(f"{name}({code}) {price}→入区+重评{timing_signal}|RR={rr}")
|
||
outputs.append(f" 📨 止损重评→{timing_signal}: {str(action)[:120]}")
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 止损重评失败: {e}")
|
||
try:
|
||
record_alert(level="error", source="price_monitor", title="止损重评失败", detail=str(e)[:200], code=code)
|
||
except Exception:
|
||
pass
|
||
else:
|
||
extra = ""
|
||
if "_price" in key:
|
||
batch_shares = trig.get(key.replace("_price", "_shares"), "")
|
||
action = trig.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 = trig.get("take_profit_action", "")
|
||
if act:
|
||
extra = f"（{act}）"
|
||
outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}")
|
||
record_event(code, name, "entry_zone", price, f"{lo}~{hi}", label)
|
||
# 进入区间 → 立即重评并推送给Dad（时间不够则记入摘要，不逐条轰炸）
|
||
if _budget_low:
|
||
if _can_push(code, key):
|
||
_zone_entries.append(f"{name}({code}) {price}→{label}{lo}~{hi}")
|
||
outputs.append(f" 📨 区间触发(超时)→记入摘要")
|
||
else:
|
||
try:
|
||
cost = d.get("cost", 0) or 0
|
||
shares = d.get("shares", 0) or 0
|
||
current_action = d.get("action", "")
|
||
result = reassess_with_context(code, name, price, cost, shares, current_action)
|
||
if result:
|
||
timing_signal = result.get("timing_signal", "")
|
||
action = result.get("action", "")
|
||
# 格式化区间描述（止盈区lo=0时美化显示）
|
||
if key == "take_profit_zone" and lo == 0:
|
||
zone_desc = f"止盈监控(目标{hi:.0f})"
|
||
else:
|
||
zone_desc = f"操作区间{lo}~{hi}"
|
||
if "买入" in timing_signal or "加仓" in timing_signal or timing_signal in ("卖出","止盈"):
|
||
rr = result.get("rr_ratio", 0)
|
||
# 分级（老爸规则：只有持仓风控动作才ACTION直推；买入/加仓机会进摘要）
|
||
if timing_signal in ("卖出","止盈") and (d.get("shares") or 0) > 0:
|
||
if _can_push(code, key):
|
||
msg = f"🔔 {name}({code}) 价{price}→触发{zone_desc}，已触发重评|RR={rr}"
|
||
_push_action("操作信号", msg)
|
||
outputs.append(f" 📨 区间触发重评→已推送Dad: {action}")
|
||
# 2026-08-13 信号溯源：风控动作记录
|
||
_record_signal(code, name, f"风控:{timing_signal} {zone_desc}", strategy=d.get("tag") or d.get("version") or "")
|
||
else:
|
||
# 2026-08-13 温区感知：非激活策略的买入/加仓机会抑制（不进摘要）
|
||
if _is_strategy_active(d):
|
||
_zone_entries.append(f"{name}({code}) {price}→{zone_desc}+重评{timing_signal}|RR={rr}")
|
||
outputs.append(f" 📋 机会记入摘要: {timing_signal} RR={rr}")
|
||
# 2026-08-13 信号溯源：买入机会记录
|
||
_record_signal(code, name, f"买入机会:{zone_desc} {timing_signal}", strategy=d.get("tag") or d.get("version") or "")
|
||
else:
|
||
outputs.append(f" 🧊 温区未激活跳过: {name}({code}) {timing_signal} RR={rr}")
|
||
else:
|
||
reason = f"重评结果:{timing_signal}，不构成操作建议"
|
||
outputs.append(f" 📋 本地日志(不推): {reason}")
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 区间重评失败: {e}")
|
||
try:
|
||
record_alert(level="error", source="price_monitor", title="区间重评失败", detail=str(e)[:200], code=code)
|
||
except Exception:
|
||
pass
|
||
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
|
||
|
||
# === 第二步收尾：进区事件只记日志不推送（2026-07-22 老爸：进区提示=噪音，关停）===
|
||
# 正式推荐由 12维→tag→摘要队列 通道负责；破止损/卖出/止盈(持仓)仍走 ACTION 直推。
|
||
if _zone_entries:
|
||
outputs.append(f"📋 进区事件{len(_zone_entries)}只（仅记日志不推送）: {'; '.join(_zone_entries[:5])}")
|
||
|
||
# === 第三步：买入区偏离检测 + 自动重评 ===
|
||
# 2026-08-11 修复：告警/重评只在连续竞价时段执行（避开集合竞价虚拟撮合价误报）。
|
||
# 2026-08-14 港股接入：时段判断按市场——A股 9:30-11:30/13:00-15:00，港股 9:30-12:00/13:00-16:00。
|
||
# 港股16:00收盘，15:00-16:00 仍需监控持仓（A股已收盘价格不变，不会误报）。
|
||
from market_config import is_trading_now
|
||
_now_hm = datetime.now().strftime("%H:%M")
|
||
_trading = is_trading_now('a') or is_trading_now('hk')
|
||
if not _trading:
|
||
print(f"[时段] {_now_hm} 非连续竞价时段（集合竞价/午休/盘后），跳过告警与重评（价格已刷新）", flush=True)
|
||
# 仍提交状态（防止告警标记滞留）
|
||
if state_updated:
|
||
save_state(state)
|
||
return
|
||
|
||
reassesed_codes = []
|
||
# 先做急跌检测（仅持仓，自选股不推送暴跌告警）
|
||
holdings_codes = set()
|
||
for d in active:
|
||
shares = d.get("shares", 0)
|
||
if isinstance(shares, (int, float)):
|
||
if shares > 0:
|
||
holdings_codes.add(d["code"])
|
||
else:
|
||
# 非数值shares（如被错误写入的字符串），兜底处理
|
||
holdings_codes.add(d["code"])
|
||
print(f" [WARN] {d.get('code')} shares为非数值({shares!r})，视为持仓处理", flush=True)
|
||
for d in active:
|
||
code = d["code"]
|
||
# 非持仓跳过
|
||
if code not in holdings_codes:
|
||
continue
|
||
name = d.get("name", code)
|
||
price_info = prices.get(code)
|
||
if not price_info:
|
||
continue
|
||
price, _, change_pct = price_info
|
||
if price == 0:
|
||
continue
|
||
# 单日跌幅>7%告警（不依赖zone边界，盘中急跌即触发）
|
||
try:
|
||
cp = float(change_pct) if change_pct else 0
|
||
except:
|
||
cp = 0
|
||
if cp <= -7:
|
||
prev_alert = state.get(code, {}).get("__sharp_decline_triggered", False)
|
||
if not prev_alert:
|
||
stop_loss = d.get("stop_loss", 0)
|
||
sl_note = f" 止损{stop_loss}" if stop_loss else ""
|
||
msg = f"🔻 {name}({code}) {price} 暴跌{cp:.1f}%！{sl_note}"
|
||
_push_action("急跌告警", msg)
|
||
outputs.append(msg)
|
||
state.setdefault(code, {})["__sharp_decline_triggered"] = True
|
||
state_updated = True
|
||
# 立即持久化，防止后续超时导致状态丢失而重复推送
|
||
save_state(state)
|
||
elif cp > -5:
|
||
# 反弹后清除告警标记，下次再跌还能报
|
||
state.setdefault(code, {}).pop("__sharp_decline_triggered", None)
|
||
|
||
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 (DB holding_strategies) 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 DB holding_strategies（此前写入 decisions.json，已废弃）
|
||
if reassesed_codes and HAS_REASSESS:
|
||
# ── 5分钟冷却：regenerate_all 开销太大，不每2分钟跑一次 ──
|
||
_regen_marker = "/tmp/price_monitor_regen_at"
|
||
_skip_regen = False
|
||
try:
|
||
if os.path.exists(_regen_marker):
|
||
with open(_regen_marker) as _f:
|
||
_last_regen = float(_f.read().strip())
|
||
if time.time() - _last_regen < 300:
|
||
_skip_regen = True
|
||
except:
|
||
pass
|
||
|
||
if _skip_regen:
|
||
outputs.append(f" ⏭ 跳过全量重评（距上次<5min），下次再跑")
|
||
else:
|
||
try:
|
||
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)}")
|
||
try:
|
||
with open(_regen_marker, "w") as _f:
|
||
_f.write(str(time.time()))
|
||
except:
|
||
pass
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 全量重评失败: {e}")
|
||
|
||
# === 第四步：输出 ===
|
||
now_str = datetime.now().strftime("%H:%M:%S")
|
||
elapsed = time.time() - start
|
||
|
||
if outputs:
|
||
print(f"\n🔔 {now_str}{label}")
|
||
for o in outputs:
|
||
print(o)
|
||
print(f"\n<structured_data>{json.dumps({'type':'价格监控','time':now_str,'triggers':outputs}, ensure_ascii=False)}</structured_data>")
|
||
else:
|
||
# 无触发时 SILENT（中继不推送）
|
||
print(f"[SILENT]{label} 价格正常 | {refreshed}只已刷新 | {elapsed:.1f}s")
|
||
|
||
if state_updated:
|
||
save_state(state)
|
||
|
||
# 输出耗时
|
||
print(f"⏱{label} {elapsed:.1f}s", flush=True)
|
||
|
||
# 取消超时定时器（正常完成）
|
||
signal.alarm(0)
|
||
|
||
# ── 策略追踪评估（2026-07-27 老爸：检查推荐是否触发止盈/止损）──
|
||
try:
|
||
import mofin_db
|
||
_conn = mofin_db.get_conn()
|
||
tracked = mofin_db.check_strategy_outcomes(_conn)
|
||
_conn.close()
|
||
if tracked:
|
||
print(f" [TRACK] {tracked}条推荐触发止盈/止损", flush=True)
|
||
except Exception as e:
|
||
print(f" [TRACK] 检查失败: {e}", flush=True)
|
||
|
||
# 清理进程锁
|
||
try:
|
||
os.remove("/tmp/price_monitor.lock")
|
||
except Exception:
|
||
pass
|
||
|
||
|
||
def _singleton_guard(max_age_sec=300):
|
||
"""自愈式单例守卫（2026-08-05 进程堆积事故修复）
|
||
背景：cron每2分钟拉起本脚本，外网抖动时实例挂起不退，timeout(仅SIGTERM)杀不动，
|
||
5个并发烧~155% CPU。规则：
|
||
- 有其他"新鲜"实例（存活<max_age）在跑 → 本实例立即退出（防堆积）
|
||
- 有"卡死"实例（存活>max_age）→ SIGKILL 接管（自愈）
|
||
"""
|
||
import subprocess as _sp, os as _os, sys as _sys
|
||
my_pid = _os.getpid()
|
||
try:
|
||
out = _sp.run(["ps", "-C", "python3", "-o", "pid,etimes,cmd"],
|
||
capture_output=True, text=True, timeout=10).stdout
|
||
for line in out.splitlines():
|
||
if "price_monitor.py" not in line:
|
||
continue
|
||
parts = line.split(None, 2)
|
||
if len(parts) < 3:
|
||
continue
|
||
try:
|
||
pid = int(parts[0]); age = int(parts[1])
|
||
except ValueError:
|
||
continue
|
||
if pid == my_pid:
|
||
continue
|
||
if age > max_age_sec:
|
||
try:
|
||
_os.kill(pid, 9)
|
||
print(f"[guard] SIGKILL卡死实例 pid={pid} age={age}s", flush=True)
|
||
except ProcessLookupError:
|
||
pass
|
||
else:
|
||
print(f"[guard] 已有新鲜实例 pid={pid} age={age}s 在跑, 本实例退出", flush=True)
|
||
_sys.exit(0)
|
||
except Exception as _e:
|
||
print(f"[guard] 守卫异常(放行): {_e}", flush=True)
|
||
|
||
|
||
def main():
|
||
"""每cron触发跑一轮"""
|
||
_singleton_guard(max_age_sec=300)
|
||
run_once()
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|