知微
2762ddf3ae
- 量价分析: full_analysis输出volume_deep+成交量存储在price_history.json - FK约束移除: holding_strategies外键->holdings阻止自选股写入 - #000850 重评已写入(止损3.74/止盈4.06/RR1.67)含量价信号
367 lines
16 KiB
Python
367 lines
16 KiB
Python
#!/usr/bin/env python3
|
||
"""
|
||
per_stock_reassess.py — 按个股触发重评
|
||
|
||
对每只传进来的 code 执行 reassess_strategy()，然后只更新
|
||
decisions.json 中对应的那一条记录。不碰 portfolio.json，不跑全量。
|
||
"""
|
||
import sys, json, os, re
|
||
|
||
sys.path.insert(0, "/home/hmo/web-dashboard")
|
||
sys.path.insert(0, "/home/hmo/MoFin")
|
||
from strategy_lifecycle import reassess_with_context as reassess_strategy
|
||
from mo_data import read_decisions, read_portfolio
|
||
|
||
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
|
||
|
||
|
||
def main():
|
||
codes = [a for a in sys.argv[1:] if not a.startswith("-")]
|
||
if not codes:
|
||
print("[FULL] 无指定编码，跑全量 regenerate_all()")
|
||
from strategy_lifecycle import regenerate_all
|
||
regenerate_all(stdout=False)
|
||
print("[FULL] 全量重评完成")
|
||
return
|
||
|
||
# 读现有 decisions
|
||
raw = read_decisions()
|
||
decisions_map = {d["code"]: d for d in raw.get("decisions", []) if d.get("code")}
|
||
|
||
ok = 0
|
||
errors = 0
|
||
skipped = 0
|
||
for code in codes:
|
||
entry = decisions_map.get(code)
|
||
if not entry:
|
||
# 可能是不在 decisions.json 的自选股 → 从 DB watchlist_stocks 构建entry
|
||
import sqlite3
|
||
_db = sqlite3.connect('/home/hmo/web-dashboard/data/mofin.db')
|
||
_db.row_factory = sqlite3.Row
|
||
_wl = _db.execute("SELECT * FROM watchlist_stocks WHERE code=? AND is_active=1", (code,)).fetchone()
|
||
_db.close()
|
||
if _wl:
|
||
entry = {
|
||
"code": code,
|
||
"name": _wl["name"],
|
||
"price": _wl["price"] or 0,
|
||
"cost": 0,
|
||
"shares": 0,
|
||
"entry_low": _wl["entry_low"] or 0,
|
||
"entry_high": _wl["entry_high"] or 0,
|
||
"stop_loss": _wl["stop_loss"] or 0,
|
||
"take_profit": 0,
|
||
"action": "",
|
||
"type": "自选策略",
|
||
"is_watchlist": True,
|
||
"analysis": json.loads(_wl["analysis_json"]) if _wl["analysis_json"] else {}
|
||
}
|
||
print(f"[WL] {code} {_wl['name']}: 从自选表构建entry")
|
||
if not entry:
|
||
print(f"[SKIP] {code}: 不在 decisions.json 或 watchlist_stocks 中")
|
||
errors += 1
|
||
continue
|
||
|
||
try:
|
||
# Always fetch live price for accurate reassessment
|
||
price = 0
|
||
try:
|
||
# 价格从 DB 读取（price_monitor 每2分钟更新，唯一价格入口）
|
||
code_raw = entry.get("code", "")
|
||
price = 0
|
||
import sqlite3
|
||
db = sqlite3.connect('/home/hmo/web-dashboard/data/mofin.db')
|
||
db.row_factory = sqlite3.Row
|
||
row = db.execute("SELECT price FROM holdings WHERE code=? AND is_active=1", (code_raw,)).fetchone()
|
||
if not row:
|
||
row = db.execute("SELECT price FROM watchlist_stocks WHERE code=? AND is_active=1", (code_raw,)).fetchone()
|
||
if not row:
|
||
row = db.execute("SELECT price FROM holding_strategies WHERE code=? AND status='active' ORDER BY updated_at DESC LIMIT 1", (code_raw,)).fetchone()
|
||
if row:
|
||
price = row['price'] or 0
|
||
db.close()
|
||
if price > 0:
|
||
print(f" 实时价: {price} (来自DB)")
|
||
else:
|
||
# fallback to portfolio.json
|
||
_pf_data = read_portfolio()
|
||
for _h in _pf_data.get("holdings", []):
|
||
if _h["code"] == code_raw:
|
||
price = float(_h.get("price", 0))
|
||
break
|
||
if price <= 0:
|
||
price = entry.get("current_price") or entry.get("price") or 0
|
||
except Exception as e:
|
||
print(f" 价格获取失败: {e}", file=sys.stderr)
|
||
price = entry.get("current_price") or entry.get("price") or 0
|
||
|
||
# Price diff debounce: skip reassessment if price changed < 1% since last update
|
||
last_price = entry.get("last_reassessed_price", 0)
|
||
if last_price > 0 and price > 0:
|
||
diff_pct = abs(price - last_price) / last_price * 100
|
||
if diff_pct < 1.0:
|
||
print(f" 价差仅{diff_pct:.2f}% (<1%)，跳过重评（上次价={last_price}，现价={price}）")
|
||
skipped += 1
|
||
continue
|
||
result = reassess_strategy(
|
||
code=code,
|
||
name=entry.get("name", ""),
|
||
price=price,
|
||
cost=entry.get("cost", 0),
|
||
shares=entry.get("shares", 0),
|
||
current_action=entry.get("action", ""),
|
||
is_watchlist=entry.get("type", "") in ("自选策略", "watchlist"),
|
||
)
|
||
if result and result.get("action"):
|
||
# 持仓股止损不下移（移动止损规则）：已有仓位的止损只上不下
|
||
is_held = entry.get("cost", 0) > 0 and entry.get("shares", 0) > 0 and \
|
||
entry.get("type", "") not in ("自选策略", "watchlist")
|
||
old_stop = entry.get("stop_loss", 0)
|
||
new_stop = result.get("stop_loss", 0)
|
||
if is_held and old_stop > 0 and new_stop > 0 and new_stop < old_stop:
|
||
print(f" 移动止损保护: {new_stop}→保持{old_stop} (持仓止损不下移)")
|
||
result["stop_loss"] = old_stop
|
||
# 同时更新 action 字符串中的止损值
|
||
act = result.get("action", "")
|
||
if act:
|
||
act = re.sub(r'止损[\d.]+', f'止损{old_stop}', act)
|
||
result["action"] = act
|
||
|
||
# 更新 decisions_map 中对应的条目
|
||
updated = entry.copy()
|
||
# 币种标记：HK股保留HKD原始值，A股为CNY
|
||
is_hk = len(str(code)) == 5 and str(code)[0] in '01'
|
||
updated.update({
|
||
"action": result["action"],
|
||
"stop_loss": result.get("stop_loss", entry.get("stop_loss")),
|
||
"entry_low": result.get("entry_low", entry.get("entry_low")),
|
||
"entry_high": result.get("entry_high", entry.get("entry_high")),
|
||
"take_profit": result.get("take_profit"),
|
||
"tech_snapshot": result.get("tech_snapshot", entry.get("tech_snapshot")),
|
||
"timing_signal": result.get("timing_signal", entry.get("timing_signal")),
|
||
"rr_ratio": result.get("rr_ratio", entry.get("rr_ratio", 0)),
|
||
"status": result.get("status", "updated"),
|
||
"price": price,
|
||
"currency": "HKD" if is_hk else "CNY",
|
||
})
|
||
# Save last reassessed price for debounce tracking
|
||
updated["last_reassessed_price"] = price
|
||
decisions_map[code] = updated
|
||
# ——— 初始化多分支策略树 ———
|
||
try:
|
||
sys.path.insert(0, '/home/hmo/MoFin')
|
||
from strategy_tree import init_default_branches
|
||
branches = init_default_branches(
|
||
code,
|
||
entry.get('name', ''),
|
||
result.get('entry_low', 0),
|
||
result.get('entry_high', 0),
|
||
result.get('stop_loss', 0),
|
||
result.get('take_profit', 0),
|
||
)
|
||
st = updated.setdefault('strategy_tree', {})
|
||
st['branches'] = branches
|
||
except Exception:
|
||
pass
|
||
print(f"[OK] {code} {entry.get('name','')}: {result['action'][:80]}")
|
||
ok += 1
|
||
else:
|
||
print(f"[SYNCED] {code}: 无变更")
|
||
ok += 1
|
||
except Exception as e:
|
||
print(f"[ERROR] {code}: {e}", file=sys.stderr)
|
||
errors += 1
|
||
|
||
# 策略数据已通过DB写入（holding_strategies表），json.dump到decisions.json已废弃
|
||
# 同步自选股更新回 watchlist_stocks 表
|
||
try:
|
||
from datetime import datetime as _dt
|
||
import sqlite3
|
||
_db2 = sqlite3.connect('/home/hmo/web-dashboard/data/mofin.db')
|
||
for _code in codes:
|
||
_entry = decisions_map.get(_code)
|
||
if _entry and _entry.get("is_watchlist"):
|
||
_db2.execute("""
|
||
UPDATE watchlist_stocks
|
||
SET entry_low=?, entry_high=?, stop_loss=?, price=?,
|
||
analysis_json=json(?)
|
||
WHERE code=? AND is_active=1
|
||
""", (
|
||
_entry.get("entry_low", 0),
|
||
_entry.get("entry_high", 0),
|
||
_entry.get("stop_loss", 0),
|
||
_entry.get("price", 0),
|
||
json.dumps({
|
||
"action": _entry.get("action",""),
|
||
"take_profit": _entry.get("take_profit", 0),
|
||
"stop_loss": _entry.get("stop_loss", 0),
|
||
"tech_snapshot": _entry.get("tech_snapshot", ""),
|
||
"rr": _entry.get("rr_ratio", 0),
|
||
"reassessed_at": _dt.now().strftime("%Y-%m-%d")
|
||
}, ensure_ascii=False),
|
||
_code
|
||
))
|
||
_db2.commit()
|
||
_db2.close()
|
||
if any(e.get("is_watchlist") for e in [decisions_map.get(c) for c in codes] if e):
|
||
print("[SYNC] 自选股策略已同步回 watchlist_stocks 表")
|
||
except Exception as e:
|
||
print(f"[SYNC FAIL] watchlist_stocks 同步失败: {e}", file=sys.stderr)
|
||
|
||
print(f"[DONE] {ok}成功 {skipped}跳过 {errors}失败")
|
||
|
||
# ── 第二步：扫描自选股（watchlist），价格偏离买入区>20%触发重评 ──
|
||
scan_watchlist_stocks()
|
||
|
||
|
||
# ════════════════════════════════════════════════════════════════════
|
||
# 自选股扫描
|
||
# ════════════════════════════════════════════════════════════════════
|
||
|
||
def scan_watchlist_stocks():
|
||
"""扫描自选股表 (watchlist_stocks)，对价格偏离买入区 >20% 的股票自动重评。
|
||
|
||
偏离公式: max(|price - entry_low|, |price - entry_high|) / entry_low * 100 > 20
|
||
|
||
通过 technical_analysis.full_analysis() 获取最新支撑/阻力位，
|
||
更新 entry_low / entry_high / stop_loss / price / analysis_json。
|
||
每轮最多处理 3 只，超过时标记剩余数量待下次扫描。
|
||
"""
|
||
import sqlite3, json
|
||
from datetime import datetime
|
||
from technical_analysis import full_analysis
|
||
from mo_models import is_hk_stock
|
||
|
||
DB = '/home/hmo/web-dashboard/data/mofin.db'
|
||
db = sqlite3.connect(DB)
|
||
db.row_factory = sqlite3.Row
|
||
|
||
rows = db.execute(
|
||
"SELECT * FROM watchlist_stocks WHERE is_active=1"
|
||
).fetchall()
|
||
|
||
if not rows:
|
||
print("[WL-SCAN] 自选股表为空，跳过")
|
||
db.close()
|
||
return
|
||
|
||
# ── 筛选偏离 >20% 的股票 ──
|
||
candidates = [] # (code, name, price, entry_low, entry_high, stop_loss, deviation, analysis_json)
|
||
for r in rows:
|
||
code = r["code"]
|
||
name = r["name"]
|
||
price = r["price"] or 0
|
||
entry_low = r["entry_low"] or 0
|
||
entry_high = r["entry_high"] or 0
|
||
stop_loss = r["stop_loss"] or 0
|
||
analysis_json = r["analysis_json"]
|
||
|
||
if entry_low <= 0 or price <= 0:
|
||
continue
|
||
|
||
dev_low = abs(price - entry_low)
|
||
dev_high = abs(price - entry_high)
|
||
deviation = max(dev_low, dev_high) / entry_low * 100
|
||
|
||
if deviation > 20:
|
||
candidates.append((code, name, price, entry_low, entry_high, stop_loss, deviation, analysis_json))
|
||
|
||
total_needed = len(candidates)
|
||
print(f"[WL-SCAN] 自选股共{len(rows)}只，偏离>20%需重评: {total_needed}只")
|
||
|
||
MAX_PER_RUN = 3
|
||
to_process = candidates[:MAX_PER_RUN]
|
||
remaining = max(0, total_needed - MAX_PER_RUN)
|
||
|
||
if remaining > 0:
|
||
print(f"[WL-SCAN] 本轮限{MAX_PER_RUN}只，剩余{remaining}只待下次扫描")
|
||
|
||
if not to_process:
|
||
print("[WL-SCAN] 无需重评")
|
||
db.close()
|
||
return
|
||
|
||
ok = 0
|
||
errors = 0
|
||
for code, name, price, old_low, old_high, old_stop, deviation, old_analysis_json in to_process:
|
||
print(f"[WL-REASSESS] {code} {name}: 偏离{deviation:.1f}%，触发重评")
|
||
try:
|
||
ta = full_analysis(code)
|
||
if not ta or "error" in ta:
|
||
print(f" [WARN] TA失败: {ta}")
|
||
errors += 1
|
||
continue
|
||
|
||
sr = ta.get("support_resistance", {})
|
||
if "error" in sr:
|
||
print(f" [WARN] 支撑/阻力计算失败: {sr}")
|
||
errors += 1
|
||
continue
|
||
|
||
new_price = ta.get("quote", {}).get("price", price)
|
||
new_entry_low = round(sr.get("weak_support", old_low), 2)
|
||
new_entry_high = round(sr.get("weak_resist", old_high), 2)
|
||
new_stop_loss = round(sr.get("strong_support", old_stop), 2)
|
||
new_take_profit = round(sr.get("strong_resist", 0), 2)
|
||
|
||
# ── 更新 analysis_json + changelog ──
|
||
old_analysis = json.loads(old_analysis_json) if old_analysis_json else {}
|
||
changelog = old_analysis.get("changelog", [])
|
||
changelog.append({
|
||
"action": "auto_reassess_watchlist",
|
||
"reason": f"价格偏离买入区{deviation:.1f}%",
|
||
"old_entry_low": old_low,
|
||
"old_entry_high": old_high,
|
||
"new_entry_low": new_entry_low,
|
||
"new_entry_high": new_entry_high,
|
||
"old_stop_loss": old_stop,
|
||
"new_stop_loss": new_stop_loss,
|
||
"take_profit": new_take_profit,
|
||
"price": new_price,
|
||
"deviation_pct": round(deviation, 1),
|
||
"timestamp": datetime.now().strftime("%Y-%m-%d %H:%M"),
|
||
})
|
||
|
||
new_analysis = {
|
||
**old_analysis,
|
||
"take_profit": new_take_profit,
|
||
"tech_snapshot": {
|
||
"support_resistance": sr,
|
||
"candlestick": ta.get("candlestick", {}),
|
||
"volume": ta.get("volume", {}),
|
||
"analyzed_at": ta.get("analyzed_at", ""),
|
||
},
|
||
"reassessed_at": datetime.now().strftime("%Y-%m-%d"),
|
||
"changelog": changelog,
|
||
}
|
||
|
||
currency = "HKD" if is_hk_stock(code) else "CNY"
|
||
|
||
db.execute("""
|
||
UPDATE watchlist_stocks
|
||
SET entry_low=?, entry_high=?, stop_loss=?, price=?,
|
||
currency=?, analysis_json=?
|
||
WHERE code=? AND is_active=1
|
||
""", (
|
||
new_entry_low, new_entry_high, new_stop_loss,
|
||
new_price, currency, json.dumps(new_analysis, ensure_ascii=False),
|
||
code,
|
||
))
|
||
db.commit()
|
||
print(f" [OK] {code} {name}: 买入区{old_low}-{old_high} -> {new_entry_low}-{new_entry_high}, "
|
||
f"止损{new_stop_loss}, 止盈{new_take_profit}")
|
||
ok += 1
|
||
except Exception as e:
|
||
import traceback
|
||
print(f" [ERROR] {code}: {e}", file=sys.stderr)
|
||
traceback.print_exc(file=sys.stderr)
|
||
errors += 1
|
||
|
||
db.close()
|
||
remaining_msg = f" (剩余{remaining}只)" if remaining else ""
|
||
print(f"[WL-SCAN] DONE: {ok}成功 {errors}失败{remaining_msg}")
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|