hmo
481acfb18f
- enqueue_recommend加严: RR>=2.0+仓位必须明确%+买入区有效+不追高(防今早RR1.49/仓位观望/区缺失的垃圾digest) - promote: score>=7(原4=91%通过率)+ST排除+RR>=2.0 - watchlist_auto_exit: 新增死水3连退+RR<1.5退; 退出方式改为直接DELETE(非inactive) - 盯盘可执行门槛1.5→2.0
128 lines
5.1 KiB
Python
128 lines
5.1 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：
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- 连续N天信号为"卖出" → 自动退出
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- 连续N天评级极低且价格远离买入区 → 自动退出
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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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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)
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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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# 条件2: 信号=观望/信号不充分 且 价格远离买入区
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if "观望" in signal_str or "信号不充分" in signal_str:
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if price and el and eh and el > 0 and eh > 0:
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if price > eh * 1.20: # 高于买入区上沿20%
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reasons.append(f"价{price}超买区上沿+{((price/eh)-1)*100:.0f}%")
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elif el > 0 and price < el * 0.85: # 低于买入区下沿15%
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reasons.append(f"价{price}低于买区下沿{(1-price/el)*100:.0f}%")
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# 条件3: 已清仓/零仓位且信号差
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pos_str = str(pos_advice or "")
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if rank <= 1 and ("0%" in pos_str or "清仓" in pos_str or "不参与" in pos_str):
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reasons.append(f"仓位建议={pos_str}")
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# ── 优中选优新增（2026-07-24 老爸）──
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# 条件4: 死水闸——最近3次重评信号均为 观望/信号不充分/弱势持有 → 退出
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_weak = ("观望", "信号不充分", "弱势持有")
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try:
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_hist = conn.execute(
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"SELECT timing_signal FROM strategy_history WHERE code=? "
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"ORDER BY snapshotted_at DESC LIMIT 3", (code,)).fetchall()
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if len(_hist) >= 3 and all((h[0] or "") in _weak for h in _hist):
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reasons.append(f"死水3连（{','.join((h[0] or '?') for h in _hist)}）")
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except Exception:
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pass
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# 条件5: RR闸——RR<1.5 的平庸标的直接出（老爸：1.5边缘也是阿猫阿狗）
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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] < 1.5:
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reasons.append(f"RR={_rr[0]}<1.5")
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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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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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