156 lines
5.8 KiB
Python
156 lines
5.8 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""hk_scanner.py — 港股通组合策略扫描器（按温区调度，2026-08-14）
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基于港股 12 维面板（/tmp/panel_12d_hk.pkl，每日盘后构建），按当前温区选策略扫描：
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trend_up → hk_pe_mom（低PE+小市值+行业动量）
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trend_down → hk_mr1（深度超卖，trend_down 连续>5天时暂停）
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choppy → hk_pe_oversold（低PE+超卖）
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数据：面板为日频（盘后构建，含收盘因子）。盘中扫描用最近可用面板日。
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输出：candidates 表（sector='hk_pe_mom'/'hk_mr1'/'hk_pe_oversold'）
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"""
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import json
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import sqlite3
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import sys
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import time
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from pathlib import Path
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from datetime import datetime
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from hk_strategies import HK_STRATEGIES, strategies_for_regime
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# ── 消息通道统一路由(broadcast/xmpp by delivery) ──
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try:
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from messenger import install_stdio_hook as _msh
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_msh()
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except Exception:
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pass
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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PANEL = "/tmp/panel_12d_hk.pkl"
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TD_GUARD = 5 # trend_down 连续>5天暂停超卖（组合级防守）
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def get_hk_regime():
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"""港股当前温区（smoothed markets.hk，回退 market_regime 表）"""
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try:
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p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json")
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if p.exists():
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d = json.loads(p.read_text(encoding="utf-8"))
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mk = (d.get("markets") or {}).get("hk") or {}
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if mk.get("current_regime"):
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return mk["current_regime"]
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except Exception:
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pass
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try:
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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conn.execute("PRAGMA busy_timeout=30000") # 2026-08-18 整点撞锁等待
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row = conn.execute(
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"SELECT regime FROM market_regime WHERE market='hk' ORDER BY date DESC LIMIT 1").fetchone()
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conn.close()
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return row[0] if row else "unknown"
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except Exception:
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return "unknown"
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def trend_down_streak():
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"""trend_down 连续天数（防守用）"""
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try:
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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conn.execute("PRAGMA busy_timeout=30000") # 2026-08-18 整点撞锁等待
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rows = conn.execute(
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"SELECT date, regime FROM market_regime WHERE market='hk' ORDER BY date DESC LIMIT 30").fetchall()
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conn.close()
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except Exception:
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return 0
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run = 0
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for _, reg in rows:
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if reg == "trend_down":
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run += 1
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else:
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break
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return run
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def scan_panel(strat):
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"""用面板最新日扫描策略信号。返回命中股票列表"""
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import pandas as pd
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panel = pd.read_pickle(PANEL)
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latest = panel["date"].max()
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p = panel[panel["date"] == latest]
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e = strat["entry"]
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cond = pd.Series(True, index=p.index)
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if "pe_q_max" in e:
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cond &= p["pe_q"] < e["pe_q_max"]
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if "mcap_q_max" in e:
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cond &= p["mcap_q"] < e["mcap_q_max"]
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if "sec_ret20_min" in e:
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cond &= p["sec_ret20"] > e["sec_ret20_min"]
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if "rsi_max" in e:
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cond &= p["rsi"] < e["rsi_max"]
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if "bias60_max" in e:
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cond &= p["bias60"] < e["bias60_max"]
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if "vol_ratio_min" in e:
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cond &= p["vol_ratio"] > e["vol_ratio_min"]
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if "rsi_delta_min" in e:
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cond &= p["rsi"] - p.groupby("code")["rsi"].transform(lambda x: x.shift(1).fillna(0)) * 0 >= e["rsi_delta_min"]
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hits = p[cond]
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return latest, hits[["code", "close"]].to_dict("records")
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def main():
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print(f"[hk_scanner] {datetime.now().strftime('%H:%M:%S')} 港股组合扫描", flush=True)
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regime = get_hk_regime()
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td_streak = trend_down_streak()
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print(f" 港股温区: {regime} (trend_down连续{td_streak}天)", flush=True)
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# 按温区选策略
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versions = strategies_for_regime(regime)
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if not versions:
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print(f" {regime} 温区无激活策略，跳过", flush=True)
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return
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# trend_down 连续>N天防守：暂停超卖策略
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if regime == "trend_down" and td_streak > TD_GUARD:
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versions = [v for v in versions if v != "hk_mr1"]
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print(f" ⚠ trend_down连续{td_streak}天>守卫{TD_GUARD}，暂停 hk_mr1（防守）", flush=True)
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print(f" 激活策略: {versions}", flush=True)
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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conn.execute("PRAGMA busy_timeout=30000") # 2026-08-18 整点撞锁等待
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inserted = 0
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for v in versions:
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strat = HK_STRATEGIES[v]
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try:
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latest, hits = scan_panel(strat)
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except Exception as ex:
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print(f" {v} 扫描失败: {ex}", flush=True)
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continue
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print(f" {v}（{strat['name']}）: 命中 {len(hits)} 只（面板日 {latest}）", flush=True)
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for h in hits[:10]:
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code = h["code"]
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price = h["close"]
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ex = strat["exit"]
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exists = conn.execute(
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"SELECT code FROM candidates WHERE code=? AND (promoted IS NULL OR promoted=0)",
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(code,)).fetchone()
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if exists:
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continue
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conn.execute(
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"INSERT INTO candidates (code, name, sector, reason, entry_range, stop_loss, target, created_at) "
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"VALUES (?,?,?,?,?,?,?,datetime('now','localtime')) "
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"ON CONFLICT(code) DO UPDATE SET name=excluded.name, sector=excluded.sector, "
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"reason=excluded.reason, entry_range=excluded.entry_range, "
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"stop_loss=excluded.stop_loss, target=excluded.target",
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(code, code, v, f"{v}({regime}温区,{strat['summary'][:30]})",
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f"{round(price*0.97,2)}~{round(price*1.02,2)}",
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round(price*(1-ex['sl_pct']), 2), round(price*(1+ex['tp_pct']), 2)))
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inserted += 1
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print(f" 🟢 {code} 价{price} → {v}", flush=True)
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conn.commit()
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conn.close()
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print(f" ✅ 新增 {inserted} 只港股候选", flush=True)
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if __name__ == "__main__":
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main()
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