知微
e33a236bc1
内容： - docs/SELF_GROWTH_SYSTEM.md (NEW) — 完整的 Sense→Respond→Adapt→Improve 架构文档 - docs/SYSTEM_ARCHITECTURE.md (UPDATED) — 总索引指向新文档，cron数从14更新为31 - hk_rate.py (NEW) — HKD汇率模块，缓存+上次有效汇率自动恢复 - price_monitor.py (MODIFIED) — 价格监控注入分支评估+情景切换检测 - strategy_lifecycle.py (MODIFIED) — 策略生命周期评估上下文 - strategy_tree.py (NEW) — 情景化多分支决策引擎 日间修复（2026-06-23）： - stale_push_wlin: cash硬编码146837→读portfolio.json - stale_push_wlin: lot_cost汇率0.93→hkd_to_cny动态 - stale_push_wlin: HK每手默认500股→Tencent API实时f[60] - stale_push_wlin: 重评异步→串行（先重评再出报告） - hk_rate: FALLBACK=0.87硬编码→缓存上次有效汇率 - 新增 cron: 分支扫描每30分, 分支剪枝周六, 硬编码审计17:25 - hardcode_scanner.py 每日扫描所有.py中大额数字
539 lines
19 KiB
Python
539 lines
19 KiB
Python
#!/usr/bin/env python3
|
||
"""price_monitor.py — 高频价格监控脚本（批量版）
|
||
规则：进入区间报一次，离开区间报一次，中间不重复。
|
||
每次运行时一次性刷新所有持仓+自选股的实时价。
|
||
"""
|
||
import json
|
||
import urllib.request
|
||
import os
|
||
import sys
|
||
import time
|
||
from datetime import datetime
|
||
|
||
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
|
||
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
|
||
WATCHLIST_PATH = "/home/hmo/web-dashboard/data/watchlist.json"
|
||
BREACH_PATH = "/home/hmo/.hermes/zone_breach.json"
|
||
STATE_PATH = os.path.expanduser("~/.hermes/price_trigger_state.json")
|
||
EVENTS_PATH = "/home/hmo/web-dashboard/data/price_events.json"
|
||
|
||
# 策略重评依赖（技术面驱动，非机械百分比）
|
||
sys.path.insert(0, "/home/hmo/web-dashboard")
|
||
try:
|
||
from strategy_lifecycle import reassess_strategy
|
||
HAS_REASSESS = True
|
||
except ImportError:
|
||
HAS_REASSESS = False
|
||
|
||
try:
|
||
from hk_rate import hkd_to_cny
|
||
HK_RATE = hkd_to_cny()
|
||
except Exception:
|
||
HK_RATE = 0.8700 # fallback
|
||
|
||
# 分支系统与情景检测
|
||
try:
|
||
sys.path.insert(0, '/home/hmo/MoFin')
|
||
from strategy_tree import detect_scenario, evaluate_branches
|
||
HAS_TREE = True
|
||
except Exception:
|
||
HAS_TREE = False
|
||
def detect_scenario(): return {}
|
||
def evaluate_branches(*a, **kw): return []
|
||
|
||
# 情景缓存（每次run_once刷新）
|
||
_SCENARIO_CACHE = {}
|
||
_BRANCH_CACHE = {} # code -> branches list
|
||
|
||
UA = "Mozilla/5.0"
|
||
|
||
# ── 批量拉取价格 ──────────────────────────────────────────────────────────
|
||
|
||
def fetch_all_prices(codes):
|
||
"""腾讯批量行情API：一次请求拉取所有股票（A股+港股）
|
||
A股：sh600110 / sz000001
|
||
港股：hk00700
|
||
返回 {code: (price, change, change_pct)}
|
||
"""
|
||
if not codes:
|
||
return {}
|
||
|
||
# 构建批量查询串
|
||
symbols = []
|
||
code_map = {} # symbol -> original_code
|
||
for code in codes:
|
||
code_s = str(code).strip()
|
||
if len(code_s) == 6:
|
||
# A股：沪市以5/6/9开头，深市以0/3开头
|
||
if code_s.startswith(('5', '6', '9')):
|
||
sym = f"sh{code_s}"
|
||
else:
|
||
sym = f"sz{code_s}"
|
||
else:
|
||
sym = f"hk{code_s}"
|
||
symbols.append(sym)
|
||
code_map[sym] = code_s
|
||
|
||
url = f"http://qt.gtimg.cn/q={','.join(symbols)}"
|
||
try:
|
||
req = urllib.request.Request(url, headers={"User-Agent": UA})
|
||
with urllib.request.urlopen(req, timeout=10) as r:
|
||
text = r.read().decode("gbk")
|
||
except Exception as e:
|
||
print(f"⚠️ 批量拉取失败: {e}", file=sys.stderr)
|
||
return {}
|
||
|
||
results = {}
|
||
for line in text.strip().split("\n"):
|
||
line = line.strip()
|
||
if not line or "=" not in line:
|
||
continue
|
||
try:
|
||
# 格式: v_sh600110="1~诺德股份~600110~11.84~11.90~..."
|
||
raw_value = line.split("=", 1)[1].strip().strip('"').strip(";")
|
||
fields = raw_value.split("~")
|
||
if len(fields) < 6:
|
||
continue
|
||
sym = line.split("=", 1)[0].strip().lstrip("v_")
|
||
orig_code = code_map.get(sym)
|
||
if not orig_code:
|
||
continue
|
||
price = float(fields[3]) if fields[3] else 0
|
||
prev_close = float(fields[4]) if fields[4] else 0
|
||
change = price - prev_close if prev_close > 0 else 0
|
||
change_pct = fields[32] if len(fields) > 32 and fields[32] else "0"
|
||
results[orig_code] = (price, change, change_pct)
|
||
except (ValueError, IndexError):
|
||
continue
|
||
|
||
return results
|
||
|
||
|
||
def refresh_data_prices():
|
||
"""一次性刷新portfolio.json和watchlist.json的所有实时价"""
|
||
all_codes = set()
|
||
|
||
# 收集所有需要拉取的代码
|
||
try:
|
||
pf = json.load(open(PORTFOLIO_PATH))
|
||
for s in pf.get('holdings', []):
|
||
all_codes.add(s['code'])
|
||
except:
|
||
pf = {"holdings": []}
|
||
|
||
try:
|
||
wl = json.load(open(WATCHLIST_PATH))
|
||
for s in wl.get('stocks', []):
|
||
all_codes.add(s['code'])
|
||
except:
|
||
wl = {"stocks": []}
|
||
|
||
if not all_codes:
|
||
return 0
|
||
|
||
# 一次性批量拉取
|
||
prices = fetch_all_prices(list(all_codes))
|
||
updated = 0
|
||
|
||
# 更新portfolio（只在价格变化时写入，避免触发文件变更通知）
|
||
changed = False
|
||
for s in pf.get('holdings', []):
|
||
if s['code'] in prices:
|
||
price, _, change_pct = prices[s['code']]
|
||
if price > 0:
|
||
# 港股：API返回HKD，需转RMB（2026-06-23 bugfix）
|
||
if str(s['code']).startswith(('0','1')) and len(str(s['code']))==5:
|
||
price = round(price * HK_RATE, 2)
|
||
old = s.get('price', 0)
|
||
if abs(old - price) > 0.001:
|
||
s['price'] = round(price, 2)
|
||
s['change_pct'] = float(change_pct) if change_pct else 0
|
||
updated += 1
|
||
changed = True
|
||
if changed:
|
||
json.dump(pf, open(PORTFOLIO_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
|
||
# 更新watchlist（只在价格变化时写入）
|
||
changed = False
|
||
for s in wl.get('stocks', []):
|
||
if s['code'] in prices:
|
||
price, _, change_pct = prices[s['code']]
|
||
if price > 0:
|
||
# 港股：API返回HKD，需转RMB（2026-06-23 bugfix）
|
||
if str(s['code']).startswith(('0','1')) and len(str(s['code']))==5:
|
||
price = round(price * HK_RATE, 2)
|
||
old = s.get('price', 0)
|
||
if abs(old - price) > 0.001:
|
||
s['price'] = round(price, 2)
|
||
s['change_pct'] = float(change_pct) if change_pct else 0
|
||
updated += 1
|
||
changed = True
|
||
if changed:
|
||
wl['updated_at'] = datetime.now().isoformat()
|
||
json.dump(wl, open(WATCHLIST_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
|
||
return updated
|
||
|
||
|
||
# ── 分支系统辅助函数 ──────────────────────────────────────────────────────
|
||
|
||
def _branch_alert_suffix(code, price, shares=0, cost=0):
|
||
"""返回分支信息后缀：「 | 情景→动作」"""
|
||
if not HAS_TREE or not _SCENARIO_CACHE.get('id'):
|
||
return ""
|
||
try:
|
||
sc_id = _SCENARIO_CACHE['id']
|
||
results = evaluate_branches(code, sc_id, price, shares, cost)
|
||
for r in results:
|
||
if r.get('applicable'):
|
||
_record_branch_trigger(code, r.get('branch_id',''), price)
|
||
branch_action = r.get('action_type', r.get('action', 'hold'))
|
||
return f" | {sc_id}→{branch_action}"
|
||
except Exception:
|
||
pass
|
||
return ""
|
||
|
||
|
||
def _record_branch_trigger(code, branch_id, price):
|
||
"""记录分支触发事件（自成长：trigger_count+1）"""
|
||
try:
|
||
raw = json.load(open(DECISIONS_PATH))
|
||
for d in raw.get('decisions', []):
|
||
if d.get('code') == code and d.get('strategy_tree',{}).get('branches'):
|
||
for b in d['strategy_tree']['branches']:
|
||
if b['id'] == branch_id:
|
||
b.setdefault('trigger_count', 0)
|
||
b['trigger_count'] += 1
|
||
b['last_trigger_price'] = round(price, 2)
|
||
b['last_triggered'] = datetime.now().isoformat()
|
||
break
|
||
json.dump(raw, open(DECISIONS_PATH, 'w'), ensure_ascii=False, indent=2)
|
||
except Exception:
|
||
pass
|
||
|
||
|
||
# ── 区间偏离检测 ──────────────────────────────────────────────────────────
|
||
|
||
def load_state():
|
||
try:
|
||
with open(STATE_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {}
|
||
|
||
def save_state(state):
|
||
os.makedirs(os.path.dirname(STATE_PATH), exist_ok=True)
|
||
with open(STATE_PATH, 'w') as f:
|
||
json.dump(state, f, ensure_ascii=False, indent=2)
|
||
|
||
def load_breaches():
|
||
try:
|
||
with open(BREACH_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {}
|
||
|
||
def save_breaches(data):
|
||
os.makedirs(os.path.dirname(BREACH_PATH), exist_ok=True)
|
||
with open(BREACH_PATH, 'w') as f:
|
||
json.dump(data, f, ensure_ascii=False, indent=2)
|
||
|
||
|
||
def load_events():
|
||
try:
|
||
with open(EVENTS_PATH) as f:
|
||
return json.load(f)
|
||
except:
|
||
return {"events": []}
|
||
|
||
|
||
def save_events(events):
|
||
os.makedirs(os.path.dirname(EVENTS_PATH), exist_ok=True)
|
||
with open(EVENTS_PATH, 'w') as f:
|
||
json.dump(events, f, ensure_ascii=False, indent=2)
|
||
|
||
|
||
def record_event(code, name, event_type, price, trigger_value, event_label=""):
|
||
"""记录一次价格触发事件到 price_events.json + SQLite"""
|
||
events = load_events()
|
||
now = datetime.now().isoformat()
|
||
events["events"].append({
|
||
"code": code,
|
||
"name": name,
|
||
"event_type": event_type, # entry_zone, stop_loss, take_profit, exit_zone
|
||
"price": round(price, 2),
|
||
"trigger_value": trigger_value,
|
||
"event_label": event_label,
|
||
"timestamp": now,
|
||
"date": datetime.now().strftime("%Y-%m-%d"),
|
||
})
|
||
# 保留最近10000条
|
||
events["events"] = events["events"][-10000:]
|
||
save_events(events)
|
||
|
||
# ── SQLite 双写 ──
|
||
try:
|
||
from mofin_db import get_conn, init_all_tables, write_price_event
|
||
conn = get_conn()
|
||
init_all_tables(conn)
|
||
write_price_event(conn, code, name, event_type, price, trigger_value, event_label)
|
||
conn.close()
|
||
except Exception:
|
||
pass # SQLite 写入失败不影响主流程
|
||
|
||
|
||
def get_trigger_zones(trigger):
|
||
"""返回该trigger所有可监控的区间列表，跳过已执行的batch"""
|
||
zones = []
|
||
for key, label in [
|
||
("entry_zone", "加仓区间"),
|
||
("batch1_price", "试仓区间"),
|
||
("batch2_price", "加仓区间"),
|
||
("take_profit_zone", "止盈区间"),
|
||
("watch_low", "关注区间"),
|
||
("watch_high", "减仓区间"),
|
||
("watch_break", "止损区间")
|
||
]:
|
||
status_key = key.replace("_price", "_status")
|
||
if status_key in trigger and trigger[status_key] == "executed":
|
||
continue
|
||
val = trigger.get(key, "")
|
||
if val and "~" in val:
|
||
try:
|
||
parts = val.split("~")
|
||
lo, hi = float(parts[0]), float(parts[1])
|
||
zones.append((key, label, lo, hi))
|
||
except:
|
||
pass
|
||
sl = trigger.get("stop_loss", "")
|
||
if sl:
|
||
try:
|
||
sl_price = float(sl) if isinstance(sl, (int, float)) else float(sl)
|
||
zones.append(("stop_loss", "止损", 0, sl_price))
|
||
except:
|
||
pass
|
||
return zones
|
||
|
||
|
||
def run_once(round_label=""):
|
||
"""执行一轮完整的监控流程"""
|
||
global _SCENARIO_CACHE, _BRANCH_CACHE
|
||
label = f" [{round_label}]" if round_label else ""
|
||
start = time.time()
|
||
|
||
# 刷新情景与分支缓存（每轮更新）
|
||
_SCENARIO_CACHE = detect_scenario() if HAS_TREE else {}
|
||
_BRANCH_CACHE = {}
|
||
try:
|
||
raw = json.load(open(DECISIONS_PATH))
|
||
for d in raw.get('decisions', []):
|
||
tree = d.get('strategy_tree', {})
|
||
if tree and tree.get('branches'):
|
||
_BRANCH_CACHE[d['code']] = tree['branches']
|
||
except Exception:
|
||
pass
|
||
|
||
# === 第一步：一次性刷新所有价格 ===
|
||
refreshed = refresh_data_prices()
|
||
|
||
# === 第二步：检查触发条件 ===
|
||
try:
|
||
with open(DECISIONS_PATH) as f:
|
||
dec = json.load(f)
|
||
except:
|
||
print(f"❌{label} 无法读取decisions.json", file=sys.stderr)
|
||
return
|
||
|
||
active = [d for d in dec.get("decisions", []) if d.get("status") == "active"]
|
||
state = load_state()
|
||
outputs = []
|
||
state_updated = False
|
||
|
||
# 收集所有需要检查的代码
|
||
check_codes = set()
|
||
for d in active:
|
||
trig = d.get("trigger", {})
|
||
if trig:
|
||
check_codes.add(d["code"])
|
||
|
||
# 批量拉取这些股票的价格
|
||
prices = fetch_all_prices(list(check_codes))
|
||
|
||
for d in active:
|
||
code = d["code"]
|
||
trig = d.get("trigger", {})
|
||
if not trig:
|
||
continue
|
||
|
||
zones = get_trigger_zones(trig)
|
||
if not zones:
|
||
continue
|
||
|
||
price_info = prices.get(code)
|
||
if not price_info:
|
||
continue
|
||
price, _ = price_info
|
||
if price == 0:
|
||
continue
|
||
|
||
name = d.get("name", code)
|
||
if code not in state:
|
||
state[code] = {}
|
||
|
||
for key, label, lo, hi in zones:
|
||
in_zone = lo <= price <= hi
|
||
prev_in_zone = state[code].get(key, None)
|
||
|
||
if in_zone and prev_in_zone != True:
|
||
if key == "stop_loss":
|
||
branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
|
||
outputs.append(f"⚠️ {name}({code}) {price} → 跌破止损{hi}！{branch_sfx}")
|
||
record_event(code, name, "stop_loss", price, str(hi))
|
||
else:
|
||
extra = ""
|
||
if "_price" in key:
|
||
batch_shares = trig.get(key.replace("_price", "_shares"), "")
|
||
action = trig.get(key.replace("_price", "_action"), "")
|
||
if batch_shares:
|
||
extra = f" {action}{batch_shares}股" if action else f" {batch_shares}股"
|
||
elif key in ("take_profit_zone",):
|
||
act = trig.get("take_profit_action", "")
|
||
if act:
|
||
extra = f"（{act}）"
|
||
branch_sfx = _branch_alert_suffix(code, price, d.get('shares',0), d.get('cost',0))
|
||
outputs.append(f"⚡ {name}({code}) {price} → 进入{label}{lo}~{hi}{extra}{branch_sfx}")
|
||
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 decisions.json 中读取 analysis 的买入区
|
||
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：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)
|
||
# 直接推到老爸私信（免等待 cron_to_xmpp）
|
||
try:
|
||
body = "\n".join([f"{now_str}"] + outputs)
|
||
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()
|