129 lines
5.3 KiB
Python
129 lines
5.3 KiB
Python
import time
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""b_td1_v3_scanner.py — B组超跌·原池优选 实盘扫描器（v4 纯 SQL，2026-08-17）
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架构铁律（老莫）：数据使用层不采集、不计算指标——指标是数据加工层的事。
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采集层 daily_kline_collector → stock_daily（原始K线）
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加工层 factor_engine(17:05 cron) → stock_indicators（bias60/rsi/dist_lo20/r5f/mcap_q/pe_q 全算好）
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使用层 本扫描器 → 只 SQL 查询，零计算零网络
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stock_indicators 覆盖 3972只(08-14)，close 需联表 stock_daily 取。
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"""
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import sys, sqlite3
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).parent))
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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TOP_N = 5
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def load_regime():
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try:
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from regime_gate import get_current_regime
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rg = get_current_regime()
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if rg and rg.get("regime") != "unknown":
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return rg.get("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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r = conn.execute("SELECT regime FROM market_regime WHERE market='a' ORDER BY date DESC LIMIT 1").fetchone()
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conn.close()
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return r[0] if r else "unknown"
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except Exception:
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return "unknown"
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def _sql_scan():
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"""纯 SQL：stock_indicators(加工层指标) JOIN stock_daily(close) 最新完整日，池条件过滤"""
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conn = sqlite3.connect(str(DB_PATH), timeout=10)
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day = conn.execute(
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"SELECT MAX(date) FROM stock_indicators WHERE date < date('now','localtime')").fetchone()[0]
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if not day:
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conn.close()
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return []
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rows = conn.execute(
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"SELECT i.code, sd.close, i.bias60, i.rsi, i.dist_lo20, i.r5f, i.mcap_q, i.pe_q "
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"FROM stock_indicators i JOIN stock_daily sd ON sd.code=i.code AND sd.date=i.date "
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"WHERE i.date=? AND i.mcap_q<0.3 AND i.pe_q<0.3 "
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"AND i.bias60<-20 AND i.rsi<40 AND i.dist_lo20>5", (day,)).fetchall()
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conn.close()
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hits = []
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for code, close, b60, rsi, dist, r5, mq, pq in rows:
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if not close or close <= 0:
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continue
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sc = 0
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sc += 40 if b60 < -30 else 32 if b60 < -20 else 20
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sc += 30 if rsi < 30 else 24 if rsi < 40 else 14
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if r5 is not None:
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sc += 10 if r5 < -25 else 7 if r5 < -15 else 4
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hits.append((code, code, {
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"price": close, "bias60": round(b60, 2), "rsi": round(rsi, 2),
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"dist_lo20": round(dist, 2), "ret5": round(r5 or 0, 2),
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"mcap_q": mq, "score": sc, "target": round(close * 1.15, 2),
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"stop_loss": round(close * 0.92, 2), "date": day,
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}))
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hits.sort(key=lambda x: -x[2]["score"])
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return hits
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def main():
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import argparse
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from datetime import datetime
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ap = argparse.ArgumentParser()
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ap.add_argument("--force", action="store_true")
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ap.add_argument("--top", type=int, default=TOP_N)
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args = ap.parse_args()
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regime = load_regime()
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print(f"[b_td1_v3] {datetime.now().strftime('%H:%M')} 扫描开始 温区={regime}", flush=True)
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if not args.force and regime not in ("trend_down", "choppy"):
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print(f" 温区 {regime} 非超跌池主战场，跳过", flush=True)
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return
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hits = _sql_scan()
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if not hits:
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print(" SQL扫描无命中（最新完整日无满足池条件的小市值超跌股）", flush=True)
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return
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hits = hits[: args.top]
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print(f" SQL扫描命中 {len(hits)} 只（score降序前{args.top}）", flush=True)
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conn = sqlite3.connect(str(DB_PATH), timeout=10)
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inserted = 0
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for code, name, sig in hits:
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reasons = (f"dist_lo20={sig['dist_lo20']}% bias60={sig['bias60']}% "
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f"rsi={sig['rsi']} ret5={sig['ret5']}% mcap_q={sig['mcap_q']} score={sig['score']}")
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_mid_v = (sig['price'] * 0.98 + sig['price']) / 2
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_rr_v = round((sig['target'] - _mid_v) / (_mid_v - sig['stop_loss']), 2) if _mid_v > sig['stop_loss'] > 0 else 0
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# 2026-08-18 database is locked 重试（整点调度撞锁致崩溃,工单P1）
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import random as _rd
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_w_ok = False
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for _try in range(4):
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try:
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conn.execute(
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"INSERT INTO candidates (code, name, sector, reason, entry_range, stop_loss, target, rr, source_strategy, created_at) "
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"VALUES (?,?,?,?,?,?,?,?,?,datetime('now','localtime')) "
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"ON CONFLICT(code) DO UPDATE SET "
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"name=excluded.name, sector=excluded.sector, reason=excluded.reason, "
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"entry_range=excluded.entry_range, stop_loss=excluded.stop_loss, target=excluded.target, rr=excluded.rr, source_strategy=excluded.source_strategy",
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(code, code, "b_td1_v3", reasons,
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f"{sig['price']*0.98:.2f}~{sig['price']:.2f}", sig["stop_loss"], sig["target"], _rr_v, "b_td1_v3"))
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_w_ok = True
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break
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except Exception as _e:
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if "locked" in str(_e).lower():
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time.sleep(0.4 * (2 ** _try) + _rd.uniform(0, 0.2))
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else:
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raise
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if _w_ok:
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inserted += 1
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print(f" 🟢 {code} {code} 价{sig['price']} score={sig['score']} {reasons}", flush=True)
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conn.commit()
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conn.close()
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print(f" ✅ 新增 {inserted} 只 b_td1_v3 候选", flush=True)
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if __name__ == "__main__":
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main()
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