知微
9709c43ccb
问题：总资产每次报告重新计算，数字不一致。
根因：cash字段错误(92664→73759)，stale_push_wlin二次×0.866，
报告各算各的。
修复：
1. portfolio.json cash 修正为Dad截图确认值73,758.85
2. price_monitor 每轮写入 total_mv + total_assets 到portfolio.json
（从此所有报告只读这个字段，不自算）
3. stale_push_wlin 删除重复的 hmv *= 0.866（数据已CNY）
4. portfolio.json 加 currency: CNY 标记防混淆
5. 日志记录本次修复
90 lines
3.7 KiB
Python
90 lines
3.7 KiB
Python
#!/usr/bin/env python3
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"""data_validate.py — 数据自检，在所有报告产出前执行
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检查清单：
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1. 总资产 = 市值 + 现金 （误差 < 1%）
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2. 持仓 vs 决策交叉检查
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3. 币种一致性（港股必须currency=HKD）
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4. 数据时效：portfolio.json/decisions.json 今日已更新
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返回值：通过→退出码0，输出"OK"。失败→退出码1，输出问题描述。
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"""
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import json, sys
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from datetime import datetime, timezone
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DATA_DIR = "/home/hmo/web-dashboard/data"
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PORTFOLIO_PATH = f"{DATA_DIR}/portfolio.json"
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DECISIONS_PATH = f"{DATA_DIR}/decisions.json"
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STALE_REPORT = f"{DATA_DIR}/strategy_staleness_report.json"
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issues = []
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# ── 1. 总资产校验 ────────────────────────────────────────────
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try:
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pf = json.load(open(PORTFOLIO_PATH))
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mv_calc = sum(h["shares"] * h["price"] for h in pf.get("holdings", []) if h.get("price"))
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stored_ta = pf.get("total_assets", 0)
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cash = pf.get("cash", 0)
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expected_ta = round(mv_calc + cash, 2)
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if stored_ta > 0 and abs(stored_ta - expected_ta) / stored_ta > 0.01:
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issues.append(f"总资产不匹配: 存储{stored_ta} ≠ 计算{expected_ta} (市值{mv_calc}+现金{cash})")
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except Exception as e:
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issues.append(f"portfolio.json读取失败: {e}")
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# ── 2. 持仓 vs 决策交叉检查 ──────────────────────────────────
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try:
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dec = json.load(open(DECISIONS_PATH))
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dec_codes = {}
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for d in dec.get("decisions", []):
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dec_codes[d["code"]] = d
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for h in pf.get("holdings", []):
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code = h["code"]
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if code not in dec_codes:
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issues.append(f"持仓{code}({h.get('name','?')}) 在decisions.json中无对应决策")
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for code, d in dec_codes.items():
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if d.get("status") == "active" and d.get("type") == "持仓策略":
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if not any(h["code"] == code for h in pf.get("holdings", [])):
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issues.append(f"决策{code}({d.get('name','?')})标记持仓但portfolio.json中无此股")
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except Exception as e:
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issues.append(f"决策检查失败: {e}")
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# ── 3. 币种一致性 ────────────────────────────────────────────
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try:
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for d in dec.get("decisions", []):
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code = str(d.get("code", ""))
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# 港股必须标记currency
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if len(code) == 5 and code[0] in ("0", "1"):
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cur = d.get("currency", "")
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if cur not in ("HKD", "CNY"):
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issues.append(f"港股{code}({d.get('name','?')}) 缺currency标记，不可靠")
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# 如果标记了HKD，stop_loss也应该是合理的HKD价（>10）
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sl = d.get("stop_loss", 0)
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if cur == "HKD" and sl > 0 and sl < 1:
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issues.append(f"港股{code} currency=HKD但stop_loss={sl} 异常低")
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except Exception as e:
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issues.append(f"币种检查失败: {e}")
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# ── 4. 数据时效 ──────────────────────────────────────────────
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today = datetime.now().strftime("%Y-%m-%d")
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try:
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if pf.get("updated_at", "").startswith(today):
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pass # OK
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else:
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issues.append(f"portfolio.json updated_at={pf.get('updated_at','?')} 不是今日")
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except:
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pass
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# ── 输出 ──────────────────────────────────────────────────────
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if issues:
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print("DATA_VALIDATE_FAIL")
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for i in issues:
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print(f" ⚠️ {i}")
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sys.exit(1)
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else:
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print("DATA_VALIDATE_OK")
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sys.exit(0)
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