MoFin/archive/hermes-dead-tools-20260820/market_scanner.py

#!/usr/bin/env python3
"""market_scanner.py — 全市场异动扫描（替代小果扫描线）

每15分钟扫描：
  1. 板块轮动检测（从已采集的 sector_snapshots 读）
  2. 热门板块领涨股扫描（从腾讯API批量拉）
  3. 资金流向异常检测（从已有 capital_flow_cache 读）
  4. 输出候选股到 candidates 表

不依赖小果LLM，纯数据驱动。
"""
import sys, json, sqlite3, urllib.request, re, time
from pathlib import Path
from datetime import datetime

# XMPP 日志 hook
try:
    sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
    from xmpp_logger import log_xmpp
except ImportError:
    def log_xmpp(*a, **kw): pass

DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
CANDIDATES_FILE = Path("/home/hmo/web-dashboard/data/candidate_pool.json")

UA = "Mozilla/5.0"

def get_conn():
    return sqlite3.connect(str(DB_PATH))

def fetch_qq_batch(symbols):
    """腾讯批量行情"""
    if not symbols:
        return {}
    url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
    try:
        req = urllib.request.Request(url, headers={"User-Agent": UA})
        proxy = urllib.request.ProxyHandler({})
        opener = urllib.request.build_opener(proxy)
        with opener.open(req, timeout=15) as r:
            text = r.read().decode("gbk")
        results = {}
        for line in text.strip().split("\n"):
            if "~" not in line:
                continue
            parts = line.split("~")
            if len(parts) < 40:
                continue
            m = re.search(r'_(\w+)=', parts[0])
            market = m.group(1) if m else ""
            code = parts[2]
            name = parts[1]
            price = float(parts[3]) if parts[3] else 0
            chg_pct = float(parts[32]) if parts[32] else 0
            high = float(parts[33]) if parts[33] else 0
            low = float(parts[34]) if parts[34] else 0
            volume = int(parts[6]) if parts[6] else 0
            amount = float(parts[37]) if len(parts) > 37 and parts[37] else 0
            if price > 0:
                results[code] = {"code": code, "name": name, "price": price,
                                 "change_pct": chg_pct, "high": high, "low": low,
                                 "volume": volume, "amount": amount,
                                 "market": "SH" if market == "sh" else "SZ" if market == "sz" else "HK"}
        return results
    except Exception as e:
        print(f"[SCANNER] 腾讯API错误: {e}", file=sys.stderr)
        return {}

def scan_hot_sectors():
    """从DB读热门板块，返回板块名+领涨股"""
    conn = get_conn()
    latest = conn.execute("SELECT MAX(id) FROM market_snapshots").fetchone()[0]
    if not latest:
        conn.close()
        return []
    sectors = conn.execute("""
        SELECT name, change_pct, lead_stock, lead_stock_code, up_count, down_count
        FROM sector_snapshots WHERE snapshot_id=?
        ORDER BY change_pct DESC LIMIT 15
    """, (latest,)).fetchall()
    conn.close()
    return [{"name": s[0], "change": s[1], "lead_stock": s[2],
             "lead_code": s[3], "up": s[4], "down": s[5]} for s in sectors if s[1] > 2.0]

def scan_candidates():
    """主扫描流程"""
    print(f"[SCANNER] {datetime.now().strftime('%H:%M')} 开始扫描", flush=True)
    
    # 1. 热门板块领涨股
    hot = scan_hot_sectors()
    print(f"  热门板块(涨幅>2%): {len(hot)}个", flush=True)
    
    candidates = {}
    
    # 从热门板块拉领涨股
    lead_codes = []
    for s in hot:
        if s.get("lead_code"):
            lc = str(s["lead_code"]).strip()
            if lc and lc not in candidates:
                lead_codes.append(lc)
                candidates[lc] = {"source": f"板块:{s['name']}(+{s['change']:.1f}%)", "sector": s["name"]}
    
    print(f"  领涨股待查: {len(lead_codes)}只", flush=True)
    
    # 2. 腾讯API批量查行情
    symbols = []
    for c in lead_codes:
        if len(c) == 6:
            if c.startswith(("5", "6", "9")):
                symbols.append(f"sh{c}")
            else:
                symbols.append(f"sz{c}")
        else:
            symbols.append(f"hk{c}")
    
    prices = fetch_qq_batch(symbols)
    print(f"  行情返回: {len(prices)}只", flush=True)
    
    # 3. 评估候选
    new_candidates = []
    for code, info in prices.items():
        if code not in candidates:
            continue
        src = candidates[code]
        price = info["price"]
        chg = info["change_pct"]
        name = info["name"]
        vol = info["volume"]
        amt = info["amount"]
        
        # 条件：涨幅>3%，有量
        if chg < 3.0:
            continue
        if vol <= 0:
            continue
        
        score = min(10, round(3 + chg * 0.5 + (amt / 1e8 if amt > 0 else 0) * 0.1, 1))
        
        _mofin_zone = False
        try:
            import sqlite3 as _sq2
            _r2 = _sq2.connect('/home/hmo/MoFin/data/mofin.db').execute(
                'SELECT entry_low,entry_high FROM holding_strategies WHERE code=? AND status=?',
                (code, 'active')).fetchone()
            if _r2 and _r2[0] and _r2[1] and _r2[0] > 0 and _r2[1] > _r2[0]:
                entry_low, entry_high = _r2[0], _r2[1]
                _mofin_zone = True
        except Exception:
            pass
        if not _mofin_zone:
            entry_low = round(price * 0.95, 2)
            entry_high = round(price, 2)
        stop_loss = round(price * 0.92, 2)
        take_profit = round(price * 1.15, 2)
        
        candidate = {
            "code": code,
            "name": name,
            "price": price,
            "change_pct": chg,
            "score": score,
            "entry_low": entry_low,
            "entry_high": entry_high,
            "stop_loss": stop_loss,
            "take_profit": take_profit,
            "source": src["source"],
            "sector": src.get("sector", ""),
            "reason": f"热门板块{src['sector']}领涨+{chg:.1f}%"
        }
        new_candidates.append(candidate)
        print(f"  ✅ {code} {name} 价{price} (+{chg:.1f}%) 评分{score}", flush=True)
    
    # 4. 写入candidates表（对齐真实表结构：表无 price/change_pct/score/entry_low/entry_high/
    # take_profit/source 列，原 INSERT 必失败——2026-07-23 审计实测确认。
    # UPSERT 只更新扫描器自有列，保留 score_*/pass_*/promoted/log 等计算列）
    if new_candidates:
        conn = get_conn()
        for c in new_candidates:
            conn.execute(
                "INSERT INTO candidates (code, name, sector, reason, "
                "entry_range, stop_loss, target, created_at) "
                "VALUES (?,?,?,?,?,?,?,datetime('now','localtime')) "
                "ON CONFLICT(code) DO UPDATE SET "
                "name=excluded.name, sector=excluded.sector, reason=excluded.reason, "
                "entry_range=excluded.entry_range, stop_loss=excluded.stop_loss, target=excluded.target",
                (c["code"], c["name"], c.get("sector") or c.get("source", "market_scanner"),
                 f"{c['reason']} 价{c['price']}(+{c['change_pct']:.1f}%) 评分{c['score']}",
                 f"{c['entry_low']}~{c['entry_high']}", c["stop_loss"], c["take_profit"])
            )
        conn.commit()
        conn.close()
        print(f"  ✅ 写入{len(new_candidates)}只候选", flush=True)
    else:
        print(f"  ⚪ 无新候选", flush=True)
    
    # 5. 推送到Dad（只推高分）
    high_score = [c for c in new_candidates if c["score"] >= 6]
    if high_score:
        lines = ["🔍 市场扫描发现潜在机会："]
        for c in high_score[:3]:
            lines.append(
                f"  {c['name']}({c['code']}) 价{c['price']:.2f}(+{c['change_pct']:.1f}%) "
                f"评分{c['score']}/10 | {c['reason']}"
            )
        msg = "\n".join(lines)
        # 推XMPP（通过知微 Bot HTTP 桥 :5805）
        import time as _time
        t0 = _time.time()
        try:
            payload = json.dumps({"to": "hmo@yoin.fun", "body": msg, "type": "chat"}).encode()
            req = urllib.request.Request("http://127.0.0.1:5805/", data=payload,
                                        headers={"Content-Type": "application/json"})
            urllib.request.urlopen(req, timeout=5)
            print(f"  📨 已推送{len(high_score)}只高评分候选", flush=True)
            log_xmpp("out", "zhiwei@yoin.fun", "hmo@yoin.fun", msg, "ok", None, int((_time.time()-t0)*1000))
        except Exception as e:
            print(f"  ⚠️ 推送失败: {e}", file=sys.stderr)
            log_xmpp("out", "zhiwei@yoin.fun", "hmo@yoin.fun", msg, "error", str(e)[:200], int((_time.time()-t0)*1000))

if __name__ == "__main__":
    scan_candidates()