345 lines
16 KiB
Python
345 lines
16 KiB
Python
#!/usr/bin/env python3
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"""promote_candidates.py — 自动提拔候选股入自选（修复版 2026-08-10）
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修复：每次运行限处理 N 个新候选（按评分降序优中选优），
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加单例守卫防重叠，缩短重评子进程超时，加总时长护栏。
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"""
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import sys, json, sqlite3, time
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from pathlib import Path
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from datetime import datetime
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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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import time as _time
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def _exec_retry(conn, sql, params=(), retries=5, wait=2):
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"""DB写操作自动重试(database is locked时指数退避)"""
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for attempt in range(retries):
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try:
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return conn.execute(sql, params)
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except sqlite3.OperationalError as e:
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if "locked" in str(e).lower() and attempt < retries - 1:
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_time.sleep(wait * (attempt + 1))
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print(f" [DB锁重试{attempt+1}/{retries}] {wait*(attempt+1)}s", flush=True)
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else:
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raise
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return None
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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# 2026-08-10 修复参数：控制单次运行时长，防 hermes 600s 超时杀进程
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MAX_NEW_PER_RUN = 10 # 每次最多提拔 10 个新候选（评分降序优中选优）
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REASSESS_TIMEOUT = 300 # 重评子进程超时（2026-08-18 老莫：120太短,LLM重评90-120s不够,至少300）
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TOTAL_TIME_BUDGET = 500 # 总时长护栏（hermes child_timeout=600，留100s余量）
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START_TIME = time.time()
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def over_budget():
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return (time.time() - START_TIME) > TOTAL_TIME_BUDGET
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def main():
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# ── 单例守卫（2026-05-31 铁律：常驻/定时脚本必须防重复）──
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import fcntl
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lock_path = "/tmp/promote_candidates.lock"
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lock_f = open(lock_path, "w")
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try:
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fcntl.flock(lock_f, fcntl.LOCK_EX | fcntl.LOCK_NB)
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except OSError:
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print("[PROMOTE] 已有实例在运行，退出")
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return
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conn = sqlite3.connect(str(DB_PATH), timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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conn.row_factory = sqlite3.Row
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# 读未提拔候选（按评分降序）
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rows = conn.execute("""
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SELECT c.code, c.name, c.score_final, c.entry_range, c.stop_loss, c.target, c.sector, c.rr, c.source_strategy
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FROM candidates c
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WHERE (c.promoted IS NULL OR c.promoted = 0)
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AND (c.dropped IS NULL OR c.dropped = 0)
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AND c.score_final >= 7
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ORDER BY c.score_final DESC
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""").fetchall()
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if not rows:
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print("[PROMOTE] 无待提拔候选")
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conn.close()
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return
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print(f"[PROMOTE] 待处理 {len(rows)} 个候选（本次最多 {MAX_NEW_PER_RUN} 个新提拔）", flush=True)
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promoted = 0
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processed = 0
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newly_promoted_codes = []
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for r in rows:
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if over_budget():
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print(f"[PROMOTE] 已达时长护栏 {TOTAL_TIME_BUDGET}s，停止本批（已处理{processed}）", flush=True)
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break
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# 已有"在自选"的候选（上次已插但被标记或重复）快速跳过，不计入 new 配额
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code = str(r[0])
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# 2026-08-11：读取候选 sector（用于 p_oversold RR 例外）
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cand_sector = str(r[6] or "").strip() if len(r) > 6 else ""
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source_strategy = str(r[8] or "").strip() if len(r) > 8 else ""
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# 2026-08-18 fallback：source_strategy 为 unknown/空时用 candidates.sector 作来源
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# （自选退出回归候选 sector 是正确策略标签，但 source_strategy 可能 inherited unknown）
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if not source_strategy or source_strategy == "unknown":
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source_strategy = cand_sector if cand_sector and cand_sector != "unknown" else "unknown" ""
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exists = conn.execute(
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"SELECT id FROM holding_strategies WHERE code=? AND status='active'",
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(code,)
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).fetchone()
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if exists:
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_exec_retry(conn, "UPDATE candidates SET promoted=1 WHERE code=?", (code,))
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processed += 1
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continue
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# 已达本批新提拔配额 → 停止（剩余的留到下批，按评分降序保证优中选优）
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if promoted >= MAX_NEW_PER_RUN:
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print(f"[PROMOTE] 本批已达 {MAX_NEW_PER_RUN} 个新提拔配额，停止（剩余留待下批）", flush=True)
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break
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name = r[1] or code
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score = r[2] or 0
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entry_range = r[3] or ""
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sl = r[4] or 0
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tp = r[5] or 0
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# 解析 entry_range
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el, eh = 0, 0
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if "~" in entry_range:
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parts = entry_range.split("~")
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try:
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el = float(parts[0])
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eh = float(parts[1])
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except: pass
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# 验证实时价格
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_price = 0.0
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try:
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import subprocess, json as _jj
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_r = subprocess.run(["python3", "/home/hmo/.hermes/profiles/position-analyst/scripts/stock_quote.py", code],
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capture_output=True, text=True, timeout=10)
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_q = _jj.loads(_r.stdout)
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_price = float(_q.get("price", 0))
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if _price <= 0:
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print(f" ⏭ {code} {name} 无实时价格，跳过")
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processed += 1
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continue
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except Exception as _e:
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print(f" ⏭ {code} {name} 价格获取失败({_e})，跳过")
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processed += 1
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continue
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# ── 2026-08-17 老莫规范：RR 由策略算，promote 只卡阈值，不重锚定 ──
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# 原逻辑用 technical_analysis 近20日低点当止损（暴跌插针）→ RR 从策略的2.3崩到0.82，
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# promote 管道自 08-05 死12天。现改为读候选自带 c.rr（策略负责计算）。
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if "ST" in (name or "").upper():
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print(f" ⏭ {code} {name} ST股，不入自选")
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processed += 1
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continue
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_rr = r[7] # c.rr（策略自带）
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if _rr is None:
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print(f" ⏭ {code} {name} 策略未提供RR（scanner需在INSERT时写candidates.rr），跳过")
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processed += 1
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continue
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# 超跌类策略豁免 RR 门槛（超跌反弹 RR 天然 <2，用策略自带参数即可，同 p_oversold 先例）
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if _rr < 1.0 and cand_sector not in ("p_oversold", "b_td1_v3", "b_td1"):
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print(f" ⏭ {code} {name} RR={_rr:.2f}<1.0（保底门槛），不入自选")
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processed += 1
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continue
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# 用候选自带参数（不再重锚定）
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_parts = (r[3] or "").split("~")
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if len(_parts) >= 2:
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try:
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el = float(_parts[0]); eh = float(_parts[1])
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except Exception:
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el = eh = 0
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else:
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el = eh = 0
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sl = r[4] or 0
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tp = r[5] or 0
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if not (el > 0 and eh > el and sl > 0 and tp > 0):
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print(f" ⏭ {code} {name} 候选参数无效(区{el}~{eh} 损{sl} 盈{tp})，跳过")
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processed += 1
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continue
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# ── B. entry_range 偏离现价>20% → 数据异常，先重评校准（LLM算正确区间）→ 用正确区间入库 ──
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_dev = 0
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try:
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import subprocess, json as _jj
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_r2 = subprocess.run(["python3", "/home/hmo/.hermes/profiles/position-analyst/scripts/stock_quote.py", code],
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capture_output=True, text=True, timeout=10)
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_q = _jj.loads(_r2.stdout)
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_cur_price = float(_q.get("price", 0))
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if _cur_price > 0:
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_dev = abs((_cur_price - (el + eh) / 2) / _cur_price) * 100
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except Exception:
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pass
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if _dev > 20.0:
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# 数据异常：先重评（LLM算正确区间），成功则用正确区间，失败则跳过
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print(f" ⚠️ {code} {name} 买入区{el}~{eh} 偏离现价{_dev:.0f}%（数据异常），先重评校准...", flush=True)
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try:
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_r = subprocess.run(["/home/hmo/MoFin/venv/bin/python",
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"/home/hmo/MoFin/deploy/profile-scripts/per_stock_reassess.py", code],
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capture_output=True, text=True, timeout=REASSESS_TIMEOUT)
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if _r.returncode == 0:
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# 重评后读 holding 里 LLM 校准的 entry_low/high（batch_reassess A 层已覆盖）
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_cur2 = conn.execute(
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"SELECT entry_low, entry_high FROM holding_strategies WHERE code=? AND status='active'",
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(code,)).fetchone()
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if _cur2 and _cur2[0] and _cur2[1]:
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el, eh = float(_cur2[0]), float(_cur2[1])
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print(f" ✅ 重评校准后买入区 {el}~{eh}", flush=True)
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else:
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print(f" ⏭ 重评后无有效买入区，跳过", flush=True)
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processed += 1
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continue
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else:
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print(f" ⏭ 重评失败（区间异常且无法校准），跳过", flush=True)
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processed += 1
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continue
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except Exception as _e:
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print(f" ⏭ 重评异常({_e})，跳过", flush=True)
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processed += 1
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continue
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# ── C. 可执行性检查：止损距离≥2%、止盈空间≥3%、修正风报比(含成本)≥2 ──
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_price_est = (el + eh) / 2
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_stop_dist = (_price_est - sl) / _price_est * 100 if sl > 0 else 0
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_tp_space = (tp - _price_est) / _price_est * 100 if tp > 0 else 0
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# 修正风报比：考虑交易成本（双边~0.2%）
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_COST = 0.002
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_rr_exec = ((_tp_space / 100 - _COST) / (_stop_dist / 100 + _COST)) if _stop_dist > 0 else 0
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if _stop_dist < 2.0:
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print(f" ⏭ {code} {name} 止损距离{_stop_dist:.1f}%<2%（不可执行，贴死技术位），跳过")
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processed += 1
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continue
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if _tp_space < 3.0:
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print(f" ⏭ {code} {name} 止盈空间{_tp_space:.1f}%<3%（不可执行，覆盖不了成本），跳过")
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processed += 1
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continue
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if _rr_exec < 2.0:
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print(f" ⏭ {code} {name} 修正风报比{_rr_exec:.1f}<2.0（含交易成本后不达标的阿猫阿狗），跳过")
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processed += 1
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continue
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# 构建策略
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now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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timing_signal = "关注"
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price_est = (el + eh) / 2 if el > 0 and eh > 0 else 0
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reason_text = []
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if el > 0: reason_text.append(f"买{el}~{eh}")
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if sl > 0: reason_text.append(f"损{sl}")
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if tp > 0: reason_text.append(f"盈{tp}")
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if sl > 0 and tp > 0 and price_est > 0:
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rr = (tp - price_est) / (price_est - sl) if (price_est - sl) > 0 else 0
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reason_text.append(f"RR{rr:.1f}")
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reason_text.append(f"评分{score}")
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action = " | ".join(reason_text) if reason_text else f"市场扫描发现(评分{score})"
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# 容量闸：自选上限60只
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MAX_WATCH = 60
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wl_count = conn.execute(
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"SELECT COUNT(*) FROM holding_strategies WHERE status='active' AND decision_type='自选策略'").fetchone()[0]
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if wl_count >= MAX_WATCH:
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weakest = conn.execute("""
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SELECT code, name, COALESCE(rr_ratio,0) as rr FROM holding_strategies
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WHERE status='active' AND decision_type='自选策略'
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AND code != ?
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ORDER BY COALESCE(rr_ratio,0) ASC, updated_at ASC LIMIT 1""", (code,)).fetchone()
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if weakest and (weakest[2] or 0) < 1.0:
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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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(weakest[0], weakest[1] or "", "exit", f"容量{MAX_WATCH}淘汰为新标的{code}腾位", "", "已删除", 0))
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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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(weakest[0],))
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print(f" 🔴 容量淘汰: {weakest[0]} {weakest[1]} (RR={weakest[2]})", flush=True)
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else:
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print(f" ⏭ 自选已满{MAX_WATCH}且现有标的均RR>=2.0，{code}暂缓提拔", flush=True)
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processed += 1
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continue
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cur = conn.execute("""
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INSERT OR IGNORE INTO holding_strategies
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(code, name, price, entry_low, entry_high, stop_loss, take_profit,
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timing_signal, action, decision_type, strategy_type, status,
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rr_ratio, stock_category, strategy_name, created_at, updated_at,
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sector_context, quality_check)
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VALUES (?,?,?,?,?,?,?,?,?,'自选策略','scan',
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'active',?,'关注',?,?,?,'', 'pending')
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""", (code, name, _price, el, eh, sl, tp, timing_signal, action, _rr, source_strategy, now, now))
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newly_added = cur.rowcount > 0
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_exec_retry(conn, "UPDATE candidates SET promoted=1 WHERE code=?", (code,))
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if newly_added:
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promoted += 1
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processed += 1
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newly_promoted_codes.append(code)
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print(f" ✅ {code} {name} 评分{score} → 已加入自选({timing_signal})", flush=True)
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else:
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print(f" ⏭ {code} {name} 已在自选策略中，标记promoted", flush=True)
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processed += 1
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# 触发全量重评（仅新插入）
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if newly_added:
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try:
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import subprocess as _sp
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r = _sp.run(["python3", "/home/hmo/MoFin/deploy/profile-scripts/per_stock_reassess.py", code],
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capture_output=True, text=True, timeout=REASSESS_TIMEOUT)
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if r.returncode == 0:
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print(f" 重评完成", flush=True)
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else:
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print(f" 重评失败: {r.stderr.strip()[:100]}", flush=True)
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except Exception as e:
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print(f" 重评异常: {e}", flush=True)
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conn.commit()
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print(f"\n[PROMOTE] 本次处理{processed}个，提拔{promoted}只（剩余留待下批）", flush=True)
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# 推XMPP（老莫：进自选必须附完整 12 维重评全文）
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if promoted > 0:
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try:
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import urllib.request
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codes = ",".join("?" * len(newly_promoted_codes))
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promoted_rows = conn.execute(
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f"SELECT code, name, strategy_name, rr_ratio, full_analysis "
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f"FROM holding_strategies WHERE status='active' AND code IN ({codes})",
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tuple(newly_promoted_codes)
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).fetchall() if newly_promoted_codes else []
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body = f"🤖 候选自动提拔: {promoted}只新入自选（评分降序优中选优，每批≤{MAX_NEW_PER_RUN}）\n"
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for i, (code, name, strat, rr, fa) in enumerate(promoted_rows, 1):
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nm = name or code
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body += f"\n━━━ [{i}] {code} {nm} ━━━\n"
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body += f"策略: {strat or 'unknown'} | RR: {rr or 'N/A'}\n"
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if fa and len(str(fa)) > 50:
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body += f"【12维重评】\n{fa}\n"
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else:
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body += "（重评报告生成中/未就绪，稍后补推）\n"
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if len(body) > 6000:
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body = body[:6000] + "\n…（内容过长已截断）"
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req = urllib.request.Request("http://127.0.0.1:5805/",
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data=json.dumps({"to": "hmo@yoin.fun", "body": body, "type": "chat"}).encode(),
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headers={"Content-Type": "application/json"})
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urllib.request.urlopen(req, timeout=10)
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print(f"[PROMOTE] XMPP 通知已发送（{promoted}只含完整重评）", flush=True)
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except Exception as e:
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print(f"[PROMOTE] XMPP 通知失败: {e}", flush=True)
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# 2026-08-18 老莫：重评未就绪的必须补推——后台 detach 补跑重评+补推
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if promoted > 0:
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try:
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_bf = subprocess.Popen(
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["/home/hmo/MoFin/venv/bin/python", "/home/hmo/MoFin/deploy/profile-scripts/promote_reassess_backfill.py", "90"],
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stdout=subprocess.DEVNULL, stderr=subprocess.DEVNULL, start_new_session=True)
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print(f"[PROMOTE] 后台补推已启动（PID={_bf.pid}, 90s后补跑未就绪重评并补推）", flush=True)
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except Exception as e:
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print(f"[PROMOTE] 后台补推启动失败: {e}", flush=True)
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conn.close()
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if __name__ == "__main__":
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main()
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