知微
b053103377
- 新增 scripts/strategy_review.py: 遍历所有active策略 - 腾讯API实时价对比止损/止盈/入场点 - 分类: correct/wrong/partial/pending - 失败模式归因: 止损过紧/入场过早/止盈过远等 - 写入 accuracy_stats 表(首条真实数据) - 新增 docs/strategy-review-loop.md: 完整闭环设计文档 - 含失败模式→修复方向映射表 Phase1 结果: 38条策略, 94.7%准确率(19条待定), 1条止损过紧
543 lines
20 KiB
Python
543 lines
20 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 json
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import urllib.request
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import os
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import sys
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import time
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from datetime import datetime
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DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
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PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
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WATCHLIST_PATH = "/home/hmo/web-dashboard/data/watchlist.json"
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BREACH_PATH = "/home/hmo/.hermes/zone_breach.json"
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STATE_PATH = os.path.expanduser("~/.hermes/price_trigger_state.json")
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EVENTS_PATH = "/home/hmo/web-dashboard/data/price_events.json"
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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
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HAS_REASSESS = True
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except ImportError:
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HAS_REASSESS = False
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try:
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from hk_rate import hkd_to_cny
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HK_RATE = hkd_to_cny()
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except Exception:
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HK_RATE = 0.8700 # fallback
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# 分支系统与情景检测
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try:
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sys.path.insert(0, '/home/hmo/MoFin')
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from strategy_tree import detect_scenario, evaluate_branches
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HAS_TREE = True
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except Exception:
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HAS_TREE = False
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def detect_scenario(): return {}
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def evaluate_branches(*a, **kw): return []
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# 情景缓存（每次run_once刷新）
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_SCENARIO_CACHE = {}
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_BRANCH_CACHE = {} # code -> branches list
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UA = "Mozilla/5.0"
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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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if len(code_s) == 6:
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# A股：沪市以5/6/9开头，深市以0/3开头
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if code_s.startswith(('5', '6', '9')):
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sym = f"sh{code_s}"
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else:
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sym = f"sz{code_s}"
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else:
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sym = f"hk{code_s}"
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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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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portfolio.json和watchlist.json的所有实时价"""
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all_codes = set()
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# 收集所有需要拉取的代码
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try:
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pf = json.load(open(PORTFOLIO_PATH))
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for s in pf.get('holdings', []):
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all_codes.add(s['code'])
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except:
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pf = {"holdings": []}
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try:
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wl = json.load(open(WATCHLIST_PATH))
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for s in wl.get('stocks', []):
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all_codes.add(s['code'])
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except:
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wl = {"stocks": []}
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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 = 0
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# 更新portfolio（只在价格变化时写入，避免触发文件变更通知）
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changed = False
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for s in pf.get('holdings', []):
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if s['code'] in prices:
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price, _, change_pct = prices[s['code']]
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if price > 0:
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# 港股：API返回HKD，需转RMB（2026-06-23 bugfix）
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if str(s['code']).startswith(('0','1')) and len(str(s['code']))==5:
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price = round(price * HK_RATE, 2)
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old = s.get('price', 0)
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if abs(old - price) > 0.001:
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s['price'] = round(price, 2)
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s['change_pct'] = float(change_pct) if change_pct else 0
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updated += 1
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changed = True
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if changed:
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pf['updated_at'] = datetime.now().strftime('%Y-%m-%d %H:%M')
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json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
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elif pf.get('updated_at'):
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# 即使价格无变化，每10分钟刷新一次updated_at，防健康检查误报
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try:
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last_ts = datetime.strptime(pf['updated_at'], '%Y-%m-%d %H:%M')
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if (datetime.now() - last_ts).total_seconds() > 600:
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pf['updated_at'] = datetime.now().strftime('%Y-%m-%d %H:%M')
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json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
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except:
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pass
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# 更新watchlist（只在价格变化时写入）
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changed = False
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for s in wl.get('stocks', []):
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if s['code'] in prices:
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price, _, change_pct = prices[s['code']]
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if price > 0:
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# 港股：API返回HKD，需转RMB（2026-06-23 bugfix）
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if str(s['code']).startswith(('0','1')) and len(str(s['code']))==5:
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price = round(price * HK_RATE, 2)
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old = s.get('price', 0)
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if abs(old - price) > 0.001:
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s['price'] = round(price, 2)
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s['change_pct'] = float(change_pct) if change_pct else 0
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updated += 1
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changed = True
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if changed:
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wl['updated_at'] = datetime.now().isoformat()
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json.dump(wl, open(WATCHLIST_PATH, 'w'), ensure_ascii=False, indent=2)
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return updated
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# ── 分支系统辅助函数 ──────────────────────────────────────────────────────
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def _branch_alert_suffix(code, price, shares=0, cost=0):
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"""返回分支信息后缀：「 | 情景→动作」"""
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if not HAS_TREE or not _SCENARIO_CACHE.get('id'):
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return ""
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try:
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sc_id = _SCENARIO_CACHE['id']
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results = evaluate_branches(code, sc_id, price, shares, cost)
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for r in results:
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if r.get('applicable'):
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_record_branch_trigger(code, r.get('branch_id',''), price)
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branch_action = r.get('action_type', r.get('action', 'hold'))
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return f" | {sc_id}→{branch_action}"
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except Exception:
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pass
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return ""
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def _record_branch_trigger(code, branch_id, price):
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"""记录分支触发事件（自成长：trigger_count+1）"""
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try:
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raw = json.load(open(DECISIONS_PATH))
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for d in raw.get('decisions', []):
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if d.get('code') == code and d.get('strategy_tree',{}).get('branches'):
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for b in d['strategy_tree']['branches']:
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if b['id'] == branch_id:
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b.setdefault('trigger_count', 0)
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b['trigger_count'] += 1
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b['last_trigger_price'] = round(price, 2)
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b['last_triggered'] = datetime.now().isoformat()
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break
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json.dump(raw, open(DECISIONS_PATH, 'w'), ensure_ascii=False, indent=2)
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except Exception:
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pass
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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 load_events():
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try:
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with open(EVENTS_PATH) as f:
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return json.load(f)
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except:
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return {"events": []}
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def save_events(events):
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os.makedirs(os.path.dirname(EVENTS_PATH), exist_ok=True)
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with open(EVENTS_PATH, 'w') as f:
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json.dump(events, 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 price_events.json + SQLite"""
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events = load_events()
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now = datetime.now().isoformat()
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events["events"].append({
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"code": code,
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"name": name,
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"event_type": event_type, # entry_zone, stop_loss, take_profit, exit_zone
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"price": round(price, 2),
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"trigger_value": trigger_value,
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"event_label": event_label,
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"timestamp": now,
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"date": datetime.now().strftime("%Y-%m-%d"),
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})
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# 保留最近10000条
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events["events"] = events["events"][-10000:]
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save_events(events)
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# ── SQLite 双写 ──
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try:
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from mofin_db import get_conn, init_all_tables, write_price_event
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conn = get_conn()
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init_all_tables(conn)
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write_price_event(conn, code, name, event_type, price, trigger_value, event_label)
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conn.close()
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except Exception:
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pass # SQLite 写入失败不影响主流程
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def get_trigger_zones(d):
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"""返回该decision所有可监控的区间列表，从顶层字段读取"""
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zones = []
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is_holding = d.get('shares', 0) > 0
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# 买入区间（自选和持仓都监控）
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el = d.get("entry_low", 0)
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eh = d.get("entry_high", 0)
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if el and eh and float(el) > 0 and float(eh) > 0:
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try:
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zones.append(("entry_zone", "买入区间", float(el), float(eh)))
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except:
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pass
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# 止损+止盈（只有持仓才监控，自选无意义）
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if is_holding:
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sl = d.get("stop_loss", 0)
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if sl and float(sl) > 0:
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try:
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zones.append(("stop_loss", "止损", 0, float(sl)))
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except:
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pass
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tp = d.get("take_profit", 0)
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if tp and float(tp) > 0:
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try:
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zones.append(("take_profit_zone", "止盈区间", 0, float(tp)))
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except:
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pass
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return zones
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def run_once(round_label=""):
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"""执行一轮完整的监控流程"""
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global _SCENARIO_CACHE, _BRANCH_CACHE
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label = f" [{round_label}]" if round_label else ""
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start = time.time()
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# 刷新情景与分支缓存（每轮更新）
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_SCENARIO_CACHE = detect_scenario() if HAS_TREE else {}
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_BRANCH_CACHE = {}
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try:
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raw = json.load(open(DECISIONS_PATH))
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for d in raw.get('decisions', []):
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tree = d.get('strategy_tree', {})
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if tree and tree.get('branches'):
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_BRANCH_CACHE[d['code']] = tree['branches']
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except Exception:
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pass
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# === 第一步：一次性刷新所有价格 ===
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refreshed = refresh_data_prices()
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# === 第二步：检查触发条件 ===
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try:
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with open(DECISIONS_PATH) as f:
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dec = json.load(f)
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except:
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print(f"❌{label} 无法读取decisions.json", file=sys.stderr)
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return
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active = [d for d in dec.get("decisions", []) if d.get("status") in ("active", "updated")]
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state = load_state()
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outputs = []
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state_updated = False
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# 收集所有需要检查的代码
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check_codes = set()
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for d in active:
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if get_trigger_zones(d):
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check_codes.add(d["code"])
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# 批量拉取这些股票的价格
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prices = fetch_all_prices(list(check_codes))
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for d in active:
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code = d["code"]
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zones = get_trigger_zones(d)
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if not zones:
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continue
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price_info = prices.get(code)
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if not price_info:
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continue
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price, _, _ = price_info
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if price == 0:
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continue
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name = d.get("name", code)
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if code not in state:
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state[code] = {}
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for key, label, lo, hi in zones:
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in_zone = lo <= price <= hi
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prev_in_zone = state[code].get(key, None)
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if in_zone and prev_in_zone != True:
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if key == "stop_loss":
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branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
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outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！{branch_sfx}")
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record_event(code, name, "stop_loss", price, str(hi))
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else:
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extra = ""
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if "_price" in key:
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batch_shares = d.get(key.replace("_price", "_shares"), "")
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action = d.get(key.replace("_price", "_action"), "")
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if batch_shares:
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extra = f" {action}{batch_shares}股" if action else f" {batch_shares}股"
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elif key in ("take_profit_zone",):
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act = d.get("take_profit_action", "")
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if act:
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extra = f"（{act}）"
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branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
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outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}{branch_sfx}")
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record_event(code, name, "entry_zone", price, f"{lo}~{hi}", label)
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state[code][key] = True
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state_updated = True
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elif not in_zone and prev_in_zone == True:
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if key != "stop_loss":
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outputs.append(f"📌 {name}({code}) {price} → 离开{label}{lo}~{hi}")
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state[code][key] = False
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state_updated = True
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# === 第三步：买入区偏离检测 + 自动重评 ===
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reassesed_codes = []
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for d in active:
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code = d["code"]
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name = d.get("name", code)
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price_info = prices.get(code)
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if not price_info:
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continue
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price, _, _ = price_info
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if price == 0:
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continue
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# 从 decisions.json 中读取 analysis 的买入区
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entry_low = d.get("entry_low", 0)
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entry_high = d.get("entry_high", 0)
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if not entry_low or not entry_high:
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continue
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in_buy_zone = entry_low <= price <= entry_high
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prev_in_buy_zone = state.get(code, {}).get("__buy_zone", None)
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# 状态变化时才触发
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if in_buy_zone and prev_in_buy_zone == False:
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# 重新进入买入区 → 重评确认区间是否仍然有效
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outputs.append(f"🔄 {name}({code}) {price} → 重新进入买入区{entry_low}~{entry_high}，触发技术面重评")
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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 decisions.json
|
||
if reassesed_codes and HAS_REASSESS:
|
||
try:
|
||
# 重新 regenerate_all 只针对受影响的股票效率太低
|
||
# 直接全量重评（regenerate_all 内部会批量拉价格、做技术分析）
|
||
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)}")
|
||
except Exception as e:
|
||
outputs.append(f" ⚠️ 全量重评失败: {e}")
|
||
|
||
# === 第四步：情景变化检测 + 输出 → 直接推XMPP ===
|
||
now_str = datetime.now().strftime("%H:%M:%S")
|
||
elapsed = time.time() - start
|
||
|
||
# 情景变化检测（跨轮对比）
|
||
if HAS_TREE and _SCENARIO_CACHE.get('id'):
|
||
prev_scenario = state.get('_system', {}).get('last_scenario', '')
|
||
curr_scenario = _SCENARIO_CACHE['id']
|
||
if prev_scenario and curr_scenario != prev_scenario:
|
||
combo = _SCENARIO_CACHE.get('combo_action', '')
|
||
outputs.insert(0, f"🌀 情景切换: {prev_scenario}→{curr_scenario} | {combo}")
|
||
if outputs:
|
||
state.setdefault('_system', {})['last_scenario'] = curr_scenario
|
||
state_updated = True
|
||
elif not prev_scenario:
|
||
state.setdefault('_system', {})['last_scenario'] = curr_scenario
|
||
state_updated = True
|
||
|
||
if outputs:
|
||
# 简短一行一个触发
|
||
for o in outputs:
|
||
print(o)
|
||
# 推送XMPP（只推关键事件：止损跌破+情景切换，不推买入区进出/重评等操作细节）
|
||
critical = [o for o in outputs if o.startswith(("⚠️", "🌀"))]
|
||
if critical:
|
||
try:
|
||
body = "\n".join([f"{now_str}"] + critical)
|
||
payload = json.dumps({
|
||
"to": "hmo@yoin.fun", "body": body, "type": "chat",
|
||
}).encode("utf-8")
|
||
req = urllib.request.Request(
|
||
"http://127.0.0.1:5805/", data=payload,
|
||
headers={"Content-Type": "application/json"},
|
||
)
|
||
urllib.request.urlopen(req, timeout=5)
|
||
except Exception:
|
||
pass
|
||
# else: SILENT — 无触发，无输出，不推
|
||
|
||
if state_updated:
|
||
save_state(state)
|
||
|
||
|
||
def main():
|
||
"""每cron触发跑一轮"""
|
||
run_once()
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|