知微
02d1c93923
- 统一一个BEGIN IMMEDIATE事务包裹所有写操作，替代独立写函数调用 - 5次重试 + 指数退避 (1s,2s,4s,8s,16s)，原3次+固定2s - 重试耗尽后自动 emergency WAL checkpoint(TRUNCATE)释放死锁 - try/except确保连接始终释放，修复conn泄漏 - 三副本同步：profile/scripts + MoFin/scripts + MoFin/root
555 lines
21 KiB
Python
555 lines
21 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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import sqlite3
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from datetime import datetime
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# ⚠️ 以下常量已废弃：数据在 mofin.db 的 holding_strategies / holdings / watchlist_stocks 表
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# 保留仅防止 import 报错，新代码勿用
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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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# DB 模块（同步实时价到 mofin.db）
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sys.path.insert(0, "/home/hmo/MoFin")
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try:
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from mofin_db import get_conn, DB_PATH
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from mo_models import calc_total_mv, calc_total_assets
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from mo_data import read_decisions
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HAS_DB = True
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except ImportError:
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HAS_DB = False
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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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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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"""一次性刷新所有持仓+自选股的实时价（完全DB版，不写JSON）"""
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all_codes = set()
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# 从DB读所有需要拉取价格的代码
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try:
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conn = get_conn()
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for r in conn.execute("SELECT code FROM holdings WHERE is_active=1"):
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all_codes.add(r['code'])
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for r in conn.execute("SELECT code FROM watchlist_stocks"):
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all_codes.add(r['code'])
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conn.close()
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except Exception as e:
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print(f"⚠️ 从DB读代码失败: {e}", file=sys.stderr)
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return 0
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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 = len(prices)
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# === 弹性同步实时价到 mofin.db ===
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# 防死锁策略（经2026-07-14 WAL死锁复盘改进）：
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# ① 启动时 checkpoint WAL（清理残留事务）
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# ② 统一 BEGIN IMMEDIATE 包裹整个写操作
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# ③ 5次重试 + 指数退避: 1s → 2s → 4s → 8s → 16s（共~31s）
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# ④ get_conn() 的 busy_timeout=30000 保证等待上限
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# ⑤ 每个写操作检查返回值，任一失败立即 rollback + 重试
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# ⑥ try/finally 确保连接始终释放
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if HAS_DB and prices:
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# 先checkpoint一次，清理上次被kill残留的WAL
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try:
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c = get_conn()
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c.execute("PRAGMA wal_checkpoint(TRUNCATE)")
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c.close()
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except Exception:
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pass
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max_tries = 5
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conn = None
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for db_attempt in range(max_tries):
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try:
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conn = get_conn()
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# BEGIN IMMEDIATE 立即获取写锁——失败则等 busy_timeout(30s)
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conn.execute("BEGIN IMMEDIATE")
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# ── 构建 holdings 更新数据 ──
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db_holdings = []
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for r in conn.execute("SELECT * FROM holdings WHERE is_active=1"):
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h = dict(r)
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code = str(h.get('code', ''))
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if code in prices:
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price_val, _, change_pct = prices[code]
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if price_val > 0:
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h['price'] = round(price_val, 2)
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h['change_pct'] = float(change_pct) if change_pct else 0
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db_holdings.append(h)
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# ── 写 holdings 表 ──
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for h in db_holdings:
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currency = str(h.get('currency', 'CNY')).upper()
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if currency not in ('CNY', 'HKD'):
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raise ValueError(f"非法币种: {currency}")
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conn.execute("""
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INSERT INTO holdings (code, name, shares, cost, price, market_value,
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change_pct, currency, position_pct, added_at, is_active)
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VALUES (?,?,?,?,?,?,?,?,?,datetime('now','localtime'),1)
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ON CONFLICT(code) DO UPDATE SET
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name=excluded.name, shares=excluded.shares, cost=excluded.cost,
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price=excluded.price, market_value=excluded.market_value,
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change_pct=excluded.change_pct, currency=excluded.currency,
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position_pct=excluded.position_pct
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""", (
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h.get('code'), h.get('name'), h.get('shares', 0),
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h.get('cost'), h.get('price'),
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h.get('market_value'), h.get('change_pct'),
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h.get('currency', 'CNY'), h.get('position_pct'),
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))
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# ── 写 portfolio_summary ──
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mv = calc_total_mv(db_holdings)
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# 从cash_log读取最新verified现金（Dad确认的才是权威），不读portfolio_summary
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latest = conn.execute(
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'SELECT cash_after, frozen_after FROM cash_log '
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'WHERE verified=1 ORDER BY id DESC LIMIT 1'
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).fetchone()
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if latest:
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db_cash = latest['cash_after'] or 0.0
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db_frozen = latest['frozen_after'] or 0.0
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else:
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existing = conn.execute(
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'SELECT cash, frozen_cash FROM portfolio_summary WHERE id=1'
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).fetchone()
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db_cash = existing['cash'] if existing else 0.0
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db_frozen = existing['frozen_cash'] if existing else 0.0
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assets = calc_total_assets({'holdings': db_holdings, 'cash': db_cash, 'frozen_cash': db_frozen})
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position_pct = round(mv / assets * 100, 2) if assets > 0 else 0
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conn.execute("""
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INSERT INTO portfolio_summary (id, total_assets, total_mv, stock_value,
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cash, frozen_cash, position_pct, total_pnl, currency, updated_at)
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VALUES (1,?,?,?,?,?,?,?,?,datetime('now','localtime'))
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ON CONFLICT(id) DO UPDATE SET
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total_assets=excluded.total_assets, total_mv=excluded.total_mv,
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stock_value=excluded.stock_value, cash=excluded.cash,
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frozen_cash=excluded.frozen_cash, position_pct=excluded.position_pct,
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total_pnl=excluded.total_pnl, currency=excluded.currency,
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updated_at=datetime('now','localtime')
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""", (
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assets, mv, mv, db_cash, db_frozen,
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position_pct, 0, 'CNY',
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))
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# ── 写 live_prices ──
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for h in db_holdings:
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code = h.get('code', '')
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if code:
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p = h.get('price', 0)
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cp = h.get('change_pct', 0)
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conn.execute(
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"INSERT OR REPLACE INTO live_prices (code, price, change_pct, updated_at) "
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"VALUES (?,?,?,datetime('now','localtime'))",
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(code, p, cp)
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)
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conn.commit()
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conn.close()
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conn = None
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if db_attempt > 0:
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print(f"DB同步成功（第{db_attempt+1}次重试）")
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break # success
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except (sqlite3.OperationalError, sqlite3.DatabaseError) as e:
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if conn:
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try: conn.rollback()
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except Exception: pass
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try: conn.close()
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except Exception: pass
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conn = None
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err_str = str(e)
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if "locked" in err_str or "cannot commit" in err_str or "busy" in err_str:
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if db_attempt < max_tries - 1:
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wait = 2 ** db_attempt # 1, 2, 4, 8, 16
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print(f"⏳ DB锁(尝试{db_attempt+1}/{max_tries}): {e} → {wait}s后重试", file=sys.stderr)
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time.sleep(wait)
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else:
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print(f"❌ DB锁(重试{max_tries}次耗尽): {e}", file=sys.stderr)
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else:
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print(f"❌ DB错误: {e}", file=sys.stderr)
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break
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except Exception as e:
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if conn:
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try: conn.rollback()
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except Exception: pass
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try: conn.close()
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except Exception: pass
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conn = None
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print(f"⚠️ DB同步异常: {e}", file=sys.stderr)
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break
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else:
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print("❌ DB同步失败（所有重试耗尽）", file=sys.stderr)
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try:
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c = sqlite3.connect(str(DB_PATH), timeout=1)
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c.execute("PRAGMA wal_checkpoint(TRUNCATE)")
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c.close()
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print(" ↪ 紧急WAL checkpoint完成", file=sys.stderr)
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except Exception as we:
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print(f" ↪ WAL checkpoint也失败: {we}", file=sys.stderr)
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return updated
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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"""
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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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def get_trigger_zones(trigger):
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"""返回该trigger所有可监控的区间列表，跳过已执行的batch"""
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zones = []
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for key, label in [
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("entry_zone", "加仓区间"),
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("batch1_price", "试仓区间"),
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("batch2_price", "加仓区间"),
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("take_profit_zone", "止盈区间"),
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("watch_low", "关注区间"),
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("watch_high", "减仓区间"),
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("watch_break", "止损区间")
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]:
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status_key = key.replace("_price", "_status")
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if status_key in trigger and trigger[status_key] == "executed":
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continue
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val = trigger.get(key, "")
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if val and "~" in val:
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try:
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parts = val.split("~")
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lo, hi = float(parts[0]), float(parts[1])
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zones.append((key, label, lo, hi))
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except:
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pass
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sl = trigger.get("stop_loss", "")
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if sl:
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try:
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sl_price = float(sl) if isinstance(sl, (int, float)) else float(sl)
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zones.append(("stop_loss", "止损", 0, sl_price))
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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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label = f" [{round_label}]" if round_label else ""
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start = time.time()
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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（纯DB，不读JSON） ===
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try:
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dec = read_decisions()
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except Exception as e:
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print(f"❌{label} 无法从DB读取决策数据: {e}", file=sys.stderr)
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return
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active = [d for d in dec.get("decisions", []) if d.get("status") == "active"]
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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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trig = d.get("trigger", {})
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if trig:
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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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trig = d.get("trigger", {})
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if not trig:
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continue
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zones = get_trigger_zones(trig)
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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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outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！")
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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 = trig.get(key.replace("_price", "_shares"), "")
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action = trig.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 = trig.get("take_profit_action", "")
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if act:
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extra = f"（{act}）"
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outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}")
|
||
record_event(code, name, "entry_zone", price, f"{lo}~{hi}", label)
|
||
state[code][key] = True
|
||
state_updated = True
|
||
|
||
elif not in_zone and prev_in_zone == True:
|
||
if key != "stop_loss":
|
||
outputs.append(f"📌 {name}({code}) {price} → 离开{label}{lo}~{hi}")
|
||
state[code][key] = False
|
||
state_updated = True
|
||
|
||
# === 第三步：买入区偏离检测 + 自动重评 ===
|
||
reassesed_codes = []
|
||
for d in active:
|
||
code = d["code"]
|
||
name = d.get("name", code)
|
||
price_info = prices.get(code)
|
||
if not price_info:
|
||
continue
|
||
price, _ = price_info
|
||
if price == 0:
|
||
continue
|
||
|
||
# 从 DB holding_strategies 读取买入区
|
||
entry_low = d.get("entry_low", 0)
|
||
entry_high = d.get("entry_high", 0)
|
||
if not entry_low or not entry_high:
|
||
continue
|
||
|
||
in_buy_zone = entry_low <= price <= entry_high
|
||
prev_in_buy_zone = state.get(code, {}).get("__buy_zone", None)
|
||
|
||
# 状态变化时才触发
|
||
if in_buy_zone and prev_in_buy_zone == False:
|
||
# 重新进入买入区 → 重评确认区间是否仍然有效
|
||
outputs.append(f"🔄 {name}({code}) {price} → 重新进入买入区{entry_low}~{entry_high}，触发技术面重评")
|
||
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：输出 ===
|
||
now_str = datetime.now().strftime("%H:%M:%S")
|
||
elapsed = time.time() - start
|
||
|
||
if outputs:
|
||
print(f"\n🔔 {now_str}{label}")
|
||
for o in outputs:
|
||
print(o)
|
||
print(f"\n<structured_data>{json.dumps({'type':'价格监控','time':now_str,'triggers':outputs}, ensure_ascii=False)}</structured_data>")
|
||
else:
|
||
# 无触发时 SILENT（中继不推送）
|
||
print(f"[SILENT]{label} 价格正常 | {refreshed}只已刷新 | {elapsed:.1f}s")
|
||
|
||
if state_updated:
|
||
save_state(state)
|
||
|
||
# 输出耗时
|
||
print(f"⏱{label} {elapsed:.1f}s", flush=True)
|
||
|
||
|
||
def main():
|
||
"""每cron触发跑一轮"""
|
||
run_once()
|
||
|
||
|
||
if __name__ == "__main__":
|
||
main()
|