fix(stock): stock_paper.py 硬编码五粮液账户 → 按股票代码动态定位
根因: ACCOUNT_FILE='paper_trades_000858.json' 硬编码， execute_signal(sig) 不管传入什么股票代码都写入五粮液文件。 平安银行(000001)金叉 → 写入五粮液文件 → 产生假交易(+334万)。 修复: - load_account(code)/save_account(acct, code) 按代码动态定位文件 - execute_signal 从 sig['code'] 提取代码，传入 load/save - cmd_buy/cmd_sell/cmd_status/cmd_report 全部支持 --code 参数 - 新建账户自动写入 stock_code 字段 - 清除五粮液文件中的假交易数据 - 修复 stock_signal.py 行业判断 bug（股票名当行业名）
This commit is contained in:
小唯 A06
parent
f02d5567f2
commit
430bb46340
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@ -23,13 +23,49 @@ from pathlib import Path
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OUTPUT = Path.home() / ".hermes" / "stock_backtest"
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OUTPUT.mkdir(exist_ok=True)
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ACCOUNT_FILE = OUTPUT / "paper_trades_000858.json"
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ACCOUNT_FILE = OUTPUT / "paper_trades_000858.json" # 默认五粮液，execute_signal 会按代码动态覆盖
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# 股票名称映射（与 stock_signal.py / stock_portfolio.py 一致）
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STOCK_NAMES = {
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"000858": "五粮液",
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"600519": "贵州茅台",
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"000568": "泸州老窖",
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"002304": "洋河股份",
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"600036": "招商银行",
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"601318": "中国平安",
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"000001": "平安银行",
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"300750": "宁德时代",
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"002594": "比亚迪",
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"002415": "海康威视",
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"600030": "中信证券",
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"601899": "紫金矿业",
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"601857": "中国石油",
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"601088": "中国神华",
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"600188": "兖矿能源",
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"688981": "中芯国际",
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"000333": "美的集团",
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"600276": "恒瑞医药",
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"600941": "中国移动",
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"000002": "万科A",
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"601012": "隆基绿能",
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"000063": "中兴通讯",
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"600900": "长江电力",
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"601398": "工商银行",
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"601166": "兴业银行",
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}
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def _account_file(code=None):
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"""根据股票代码返回账户文件路径，None 时用默认五粮液"""
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if code:
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return OUTPUT / f"paper_trades_{code}.json"
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return ACCOUNT_FILE
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FEISHU_WEBHOOK = "https://open.feishu.cn/open-apis/bot/v2/hook/446db983-e392-4d2c-bfb8-f9060e5df3ad"
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def load_account():
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if ACCOUNT_FILE.exists():
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with open(ACCOUNT_FILE) as f:
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def load_account(code=None):
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acct_file = _account_file(code)
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if acct_file.exists():
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with open(acct_file) as f:
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d = json.load(f)
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# 确保字段完整(兼容旧格式)
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d.setdefault("current_capital", d.get("current_capital", 100000))
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@ -41,8 +77,9 @@ def load_account():
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return d
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return {
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"strategy": "MA20突破",
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"stock": "五粮液(000858)",
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"start_date": "2026-07-12",
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"stock": STOCK_NAMES.get(code, f"未知({code})") if code else "五粮液(000858)",
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"stock_code": code or "000858",
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"start_date": datetime.now().strftime("%Y-%m-%d"),
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"initial_capital": 100000,
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"current_capital": 100000,
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"positions": [], # [{"shares": N, "avg_cost": P}]
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@ -53,8 +90,9 @@ def load_account():
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}
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def save_account(acct):
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with open(ACCOUNT_FILE, "w") as f:
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def save_account(acct, code=None):
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acct_file = _account_file(code)
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with open(acct_file, "w") as f:
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json.dump(acct, f, ensure_ascii=False, indent=2)
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@ -82,10 +120,11 @@ def get_current_price(code="000858"):
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return None, None
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def cmd_buy(price, shares=None):
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def cmd_buy(price, shares=None, code=None):
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"""模拟买入"""
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acct = load_account()
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acct = load_account(code)
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price = float(price)
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name = STOCK_NAMES.get(code, acct.get("stock", "五粮液")) if code else acct.get("stock", "五粮液")
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shares = shares or int(acct["current_capital"] // price)
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cost = shares * price
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@ -102,9 +141,9 @@ def cmd_buy(price, shares=None):
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acct["current_capital"] -= cost
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acct["last_signal"] = "买入"
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acct["last_signal_date"] = today
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save_account(acct)
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save_account(acct, code)
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msg = f"""🟢 模拟买入 — 五粮液(000858)
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msg = f"""🟢 模拟买入 — {name}
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日期: {today}
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价格: {price:.2f}
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@ -128,14 +167,16 @@ def execute_signal(sig, dry_run=False):
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- BUY: 无持仓才买（避免重复买入）
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- SELL: 有持仓才卖（避免空卖）
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- HOLD_LONG / HOLD_SHORT: 不动
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- 弱势行业 BUY 硬拦截（2026-08-01 行业动量过滤升级）
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- 弱势行业 BUY 半仓买入（2026-08-01 回测优化：全拦截损失 α，半仓最优）
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返回: (action, detail)
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"""
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if not sig:
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return ("SKIP", "无信号")
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acct = load_account()
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# 关键修复：从信号中提取股票代码，动态定位正确的账户文件
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code = sig.get("code") or sig.get("stock_code", "000858")
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acct = load_account(code)
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has_position = bool(acct["positions"])
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signal = sig.get("signal")
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@ -145,10 +186,11 @@ def execute_signal(sig, dry_run=False):
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if signal == "BUY" and not has_position:
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price = sig.get("close") or sig.get("price")
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name = STOCK_NAMES.get(code, code)
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if dry_run:
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mode = "半仓(弱势行业)" if is_weak else "全仓"
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print(f"[DRY-RUN] 金叉{mode}买入 @ {price:.2f}")
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return ("BUY", f"{mode}金叉买入@{price:.2f}")
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print(f"[DRY-RUN] {name} 金叉{mode}买入 @ {price:.2f}")
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return ("BUY", f"{name} {mode}金叉买入@{price:.2f}")
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if is_weak:
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# 半仓：只用一半资金
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shares = int((acct["current_capital"] * 0.5) // price)
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@ -159,25 +201,71 @@ def execute_signal(sig, dry_run=False):
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acct["current_capital"] -= cost
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acct["last_signal"] = "半仓买入"
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acct["last_signal_date"] = datetime.now().strftime("%Y-%m-%d")
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save_account(acct)
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msg = (f"⚠️ 模拟半仓买入 — 弱势行业金叉\n\n"
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save_account(acct, code)
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msg = (f"⚠️ 模拟半仓买入 — {name} 弱势行业金叉\n\n"
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f"日期: {datetime.now().strftime('%Y-%m-%d')}\n"
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f"价格: {price:.2f}\n数量: {shares}股\n金额: {cost:.2f}\n"
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f"剩余现金: {acct['current_capital']:.2f}\n\n"
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f"弱势行业(白酒动量负)金叉，按半仓规则买入。")
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f"弱势行业金叉，按半仓规则买入。")
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send_feishu(msg)
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print(msg)
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return ("BUY_HALF", f"弱势行业半仓买入@{price:.2f}")
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cmd_buy(price)
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return ("BUY", f"金叉买入@{price:.2f}")
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return ("BUY_HALF", f"{name} 弱势行业半仓买入@{price:.2f}")
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# 全仓买入
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shares = int(acct["current_capital"] // price)
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if shares <= 0:
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return ("SKIP", "资金不足")
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cost = shares * price
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acct["positions"].append({"shares": shares, "avg_cost": price})
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acct["current_capital"] -= cost
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acct["last_signal"] = "买入"
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acct["last_signal_date"] = datetime.now().strftime("%Y-%m-%d")
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save_account(acct, code)
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msg = (f"🟢 模拟买入 — {name}({code})\n\n"
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f"日期: {datetime.now().strftime('%Y-%m-%d')}\n"
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f"价格: {price:.2f}\n数量: {shares}股\n金额: {cost:.2f}\n"
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f"剩余现金: {acct['current_capital']:.2f}\n\n"
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f"MA20金叉触发，已记录纸上持仓。")
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send_feishu(msg)
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print(msg)
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return ("BUY", f"{name} 金叉买入@{price:.2f}")
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elif signal == "SELL" and has_position:
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price = sig.get("close") or sig.get("price")
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name = STOCK_NAMES.get(code, code)
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if dry_run:
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print(f"[DRY-RUN] 死叉卖出 @ {price:.2f}")
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return ("SELL", f"死叉卖出@{price:.2f}")
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cmd_sell(price)
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return ("SELL", f"死叉卖出@{price:.2f}")
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print(f"[DRY-RUN] {name} 死叉卖出 @ {price:.2f}")
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return ("SELL", f"{name} 死叉卖出@{price:.2f}")
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# 卖出：平掉所有持仓
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total_shares = sum(p["shares"] for p in acct["positions"])
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total_cost = sum(p["shares"] * p["avg_cost"] for p in acct["positions"])
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revenue = total_shares * price
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pnl = revenue - total_cost
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acct["current_capital"] += revenue
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acct["positions"] = []
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acct["last_signal"] = "卖出"
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acct["last_signal_date"] = datetime.now().strftime("%Y-%m-%d")
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acct["closed_trades"].append({
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"date": datetime.now().strftime("%Y-%m-%d"),
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"buy_price": total_cost / total_shares if total_shares else 0,
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"sell_price": price,
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"shares": total_shares,
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"pnl": pnl,
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})
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acct["stats"]["total_trades"] += 1
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if pnl > 0:
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acct["stats"]["winning_trades"] += 1
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else:
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acct["stats"]["losing_trades"] += 1
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acct["stats"]["total_pnl"] = acct["stats"].get("total_pnl", 0) + pnl
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save_account(acct, code)
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msg = (f"🔴 模拟卖出 — {name}({code})\n\n"
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f"日期: {datetime.now().strftime('%Y-%m-%d')}\n"
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f"卖出价: {price:.2f}\n数量: {total_shares}股\n"
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f"盈亏: {pnl:+.2f}元\n\n"
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f"MA20死叉触发，已平仓。")
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send_feishu(msg)
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print(msg)
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return ("SELL", f"{name} 死叉卖出@{price:.2f} 盈亏{pnl:+.0f}")
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elif signal == "BUY" and has_position:
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return ("HOLD", "已持仓，忽略重复买入")
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@ -194,9 +282,10 @@ def execute_signal(sig, dry_run=False):
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return ("HOLD", "空仓观望")
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def cmd_sell(price):
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def cmd_sell(price, code=None):
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"""模拟卖出"""
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acct = load_account()
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acct = load_account(code)
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name = STOCK_NAMES.get(code, acct.get("stock", "五粮液")) if code else acct.get("stock", "五粮液")
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price = float(price)
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today = datetime.now().strftime("%Y-%m-%d")
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@ -231,9 +320,9 @@ def cmd_sell(price):
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else:
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stats["losing_trades"] += 1
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save_account(acct)
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save_account(acct, code)
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msg = f"""🔴 模拟卖出 — 五粮液(000858)
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msg = f"""🔴 模拟卖出 — {name}
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日期: {today}
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卖出价格: {price:.2f}
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@ -249,15 +338,17 @@ MA20死叉触发，已平仓。
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print(msg)
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def cmd_status():
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def cmd_status(code=None):
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"""查看当前账户状态"""
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acct = load_account()
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acct = load_account(code)
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name = acct.get("stock", "五粮液")
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stock_code = code or acct.get("stock_code", "000858")
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total_shares = sum(p["shares"] for p in acct["positions"])
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total_cost = sum(p["shares"] * p["avg_cost"] for p in acct["positions"])
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current_price, _ = get_current_price("000858")
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current_price, _ = get_current_price(stock_code)
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print(f"\n{'='*50}")
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print(f"小唯模拟账户 — 五粮液(000858) MA20突破策略")
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print(f"小唯模拟账户 — {name} MA20突破策略")
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print(f"{'='*50}")
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print(f"初始资金: {acct['initial_capital']:.2f}")
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print(f"当前现金: {acct['current_capital']:.2f}")
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@ -293,13 +384,15 @@ def cmd_status():
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return acct
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def cmd_report():
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def cmd_report(code=None):
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"""生成每日账户报告"""
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acct = load_account()
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acct = load_account(code)
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stats = acct["stats"]
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name = acct.get("stock", "五粮液")
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stock_code = code or acct.get("stock_code", "000858")
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total_shares = sum(p["shares"] for p in acct["positions"])
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total_cost = sum(p["shares"] * p["avg_cost"] for p in acct["positions"])
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current_price, _ = get_current_price("000858")
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current_price, _ = get_current_price(stock_code)
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if total_shares > 0 and current_price:
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market_val = total_shares * current_price
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@ -326,19 +419,23 @@ def cmd_report():
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if __name__ == "__main__":
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if len(sys.argv) < 2:
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cmd_status()
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elif sys.argv[1] == "status":
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cmd_status()
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code = None
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if "--code" in sys.argv:
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idx = sys.argv.index("--code")
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if idx + 1 < len(sys.argv):
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code = sys.argv[idx + 1]
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if len(sys.argv) < 2 or sys.argv[1] == "status":
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cmd_status(code)
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elif sys.argv[1] == "buy" and len(sys.argv) >= 3:
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cmd_buy(sys.argv[2])
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cmd_buy(sys.argv[2], code=code)
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elif sys.argv[1] == "sell" and len(sys.argv) >= 3:
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cmd_sell(sys.argv[2])
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cmd_sell(sys.argv[2], code=code)
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elif sys.argv[1] == "report":
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cmd_report()
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cmd_report(code)
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else:
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print("用法:")
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print(" python3 stock_paper.py status # 账户状态")
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print(" python3 stock_paper.py buy <价格> # 模拟买入")
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print(" python3 stock_paper.py sell <价格> # 模拟卖出")
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print(" python3 stock_paper.py report # 每日报告")
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print(" python3 stock_paper.py status [--code 000001]")
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print(" python3 stock_paper.py buy <价格> [--code 000001]")
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print(" python3 stock_paper.py sell <价格> [--code 000001]")
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print(" python3 stock_paper.py report [--code 000001]")
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@ -223,14 +223,11 @@ def send_daily_signal(code="000858", auto_trade=False):
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if auto_trade:
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import stock_paper
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# v2：弱势行业金叉半仓参与（2026-08-01 回测优化：全拦截损失 α，半仓最优）
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industry = STOCK_NAMES.get(code, "")
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weak_industry = {"白酒", "医药", "通信", "汽车", "地产"} # 与 stock_portfolio.WEAK_TREND_INDUSTRIES 同步
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if sig["signal"] == "BUY" and industry in weak_industry:
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action, detail = ("BUY_HALF", f"弱势行业({industry}动量负)金叉，半仓买入")
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msg += f"\n\n📝 模拟账户: [⚠️ {action}] {detail}"
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else:
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action, detail = stock_paper.execute_signal(sig)
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msg += f"\n\n📝 模拟账户: [{action}] {detail}"
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# 注意：industry 应该是行业名（如"白酒"），不是股票名（如"五粮液"）
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# stock_signal.py 的 STOCK_NAMES 映射的是股票名，不是行业
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# 弱势行业判断已在 stock_paper.execute_signal 内部完成，这里直接调用
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action, detail = stock_paper.execute_signal(sig)
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msg += f"\n\n📝 模拟账户: [{action}] {detail}"
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send_feishu(msg)
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print(msg)
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||||
|
|
|
|||
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Reference in New Issue