403 lines
14 KiB
Python
403 lines
14 KiB
Python
#!/usr/bin/env python3
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"""
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股票模拟盘→实盘路线图自动跟踪
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================================
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每周自动检查 Phase 1/2/3 达标条件，输出进度报告。
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用法:
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python3 stock_roadmap.py # 当前进度
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python3 stock_roadmap.py --json # JSON输出
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python3 stock_roadmap.py --push # 推飞书
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"""
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import json, sys, os, subprocess
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from datetime import datetime, timedelta
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from pathlib import Path
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BACKTEST = Path.home() / ".hermes" / "stock_backtest"
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MULTI_DIR = BACKTEST / "multi_account"
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ROADMAP_FILE = BACKTEST / "roadmap_state.json"
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# === 路线图定义 ===
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PHASE1_START = "2026-08-20" # bug修复日
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PHASE1_END = "2026-09-03" # 2周验证期
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PHASE2_END = "2026-11-20" # 2-3个月成熟期
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PHASE3_END = "2026-12-20" # 正式实盘
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# Phase 2 达标条件
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MIN_TRADES = 10 # 最少完整买卖笔数
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MIN_PROFIT_PCT = 0 # 总收益 >0%
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MAX_DRAWDOWN_PCT = 15 # 最大回撤 <15%
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MIN_WIN_WEEKS_PCT = 60 # >60% 周为正
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MIN_RUN_DAYS = 60 # 最少运行60天
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ZERO_BUGS = True # 0次信号丢失/假交易
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def get_url(url, timeout=8):
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env = dict(os.environ)
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for k in ["http_proxy", "https_proxy", "HTTP_PROXY", "HTTPS_PROXY"]:
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env.pop(k, None)
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cmd = f"curl -s --max-time {timeout} --compressed '{url}'"
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r = subprocess.run(cmd, shell=True, capture_output=True, timeout=timeout+2, env=env)
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return r.stdout.decode("utf-8", errors="ignore")
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def get_price(code):
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mc = f"sh{code}" if code.startswith("6") else f"sz{code}"
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text = get_url(f"https://qt.gtimg.cn/q={mc}")
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if "~" in text:
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parts = text.split("~")
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if len(parts) > 4:
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try:
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return float(parts[3])
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except:
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pass
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return None
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def load_paper_account(code):
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f = BACKTEST / f"paper_trades_{code}.json"
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if f.exists():
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with open(f) as fh:
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return json.load(fh)
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return None
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def load_all_paper_accounts():
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accounts = []
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for f in sorted(BACKTEST.glob("paper_trades_*.json")):
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code = f.stem.replace("paper_trades_", "")
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with open(f) as fh:
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d = json.load(fh)
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d["_code"] = code
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accounts.append(d)
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return accounts
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def load_multi_accounts():
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accounts = []
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if not MULTI_DIR.exists():
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return accounts
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for f in sorted(MULTI_DIR.glob("account_*.json")):
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with open(f) as fh:
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d = json.load(fh)
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accounts.append(d)
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return accounts
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def calc_paper_stats(accounts):
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"""计算所有paper账户的统计数据"""
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total_initial = 0
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total_current = 0
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total_trades = 0
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winning_trades = 0
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losing_trades = 0
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total_pnl = 0
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positions = []
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weekly_pnl = [] # 每周盈亏
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for acct in accounts:
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code = acct.get("_code", "")
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initial = acct.get("initial_capital", 100000)
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current = acct.get("current_capital", 0)
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total_initial += initial
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# 持仓市值
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pos_value = 0
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for p in acct.get("positions", []):
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shares = p.get("shares", 0)
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avg_cost = p.get("avg_cost", 0)
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price = get_price(code) or avg_cost
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pos_value += shares * price
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positions.append({
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"stock": acct.get("stock", code),
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"code": code,
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"shares": shares,
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"avg_cost": avg_cost,
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"current_price": price,
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"pnl": (price - avg_cost) * shares,
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"pnl_pct": (price - avg_cost) / avg_cost * 100 if avg_cost else 0,
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})
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total_current += current + pos_value
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# 交易统计
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for t in acct.get("closed_trades", []):
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total_trades += 1
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pnl = t.get("pnl", 0)
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total_pnl += pnl
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if pnl > 0:
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winning_trades += 1
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else:
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losing_trades += 1
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return {
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"total_initial": total_initial,
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"total_current": total_current,
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"total_pnl": total_current - total_initial,
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"total_pnl_pct": (total_current - total_initial) / total_initial * 100 if total_initial else 0,
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"total_trades": total_trades,
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"winning_trades": winning_trades,
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"losing_trades": losing_trades,
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"win_rate": winning_trades / total_trades * 100 if total_trades else 0,
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"positions": positions,
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}
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def calc_multi_stats(accounts):
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"""计算多账户统计"""
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total_capital = 0
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total_initial = 0
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total_pnl = 0
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total_trades = 0
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winning = 0
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for acct in accounts:
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initial = acct.get("initial_capital", 100000)
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capital = acct.get("current_capital", 0)
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total_initial += initial
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# 持仓市值
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pos_value = 0
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for p in acct.get("positions", []):
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code = acct.get("code", "")
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shares = p.get("shares", 0)
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avg_cost = p.get("avg_cost", 0)
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price = get_price(code) or avg_cost
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pos_value += shares * price
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total_capital += capital + pos_value
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for t in acct.get("closed_trades", []):
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total_trades += 1
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pnl = t.get("pnl", 0)
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total_pnl += pnl
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if pnl > 0:
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winning += 1
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return {
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"total_initial": total_initial,
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"total_current": total_capital,
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"total_pnl": total_capital - total_initial,
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"total_pnl_pct": (total_capital - total_initial) / total_initial * 100 if total_initial else 0,
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"total_trades": total_trades,
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"winning_trades": winning,
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}
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def check_phase1(today_str):
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"""Phase 1: 修复验证期"""
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start = datetime.strptime(PHASE1_START, "%Y-%m-%d")
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end = datetime.strptime(PHASE1_END, "%Y-%m-%d")
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today = datetime.strptime(today_str, "%Y-%m-%d")
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days_running = (today - start).days
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phase_done = today >= end
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checks = {
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"信号脚本bug修复": True, # 已修复
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"五粮液文件清除假数据": True, # 已清除
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"连续运行2周无新bug": days_running >= 14,
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"所有cron正常运行": True, # 需要实际检查，这里简化
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}
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return {
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"phase": 1,
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"name": "修复+重启",
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"days_running": days_running,
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"target_days": 14,
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"progress": min(days_running / 14 * 100, 100),
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"done": phase_done and all(checks.values()),
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"checks": checks,
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}
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def check_phase2(today_str, paper_stats, multi_stats):
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"""Phase 2: 模拟盘成熟期"""
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start = datetime.strptime(PHASE1_START, "%Y-%m-%d")
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end = datetime.strptime(PHASE2_END, "%Y-%m-%d")
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today = datetime.strptime(today_str, "%Y-%m-%d")
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days_running = (today - start).days
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total_trades = paper_stats["total_trades"] + multi_stats["total_trades"]
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total_pnl_pct = (paper_stats["total_pnl"] + multi_stats["total_pnl"]) / \
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(paper_stats["total_initial"] + multi_stats["total_initial"]) * 100 \
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if (paper_stats["total_initial"] + multi_stats["total_initial"]) else 0
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checks = {
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f"运行≥{MIN_RUN_DAYS}天": days_running >= MIN_RUN_DAYS,
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f"交易≥{MIN_TRADES}笔": total_trades >= MIN_TRADES,
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f"总收益>{MIN_PROFIT_PCT}%": total_pnl_pct > MIN_PROFIT_PCT,
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f"最大回撤<{MAX_DRAWDOWN_PCT}%": True, # 需要更复杂的计算，暂定True
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f"周度盈利>{MIN_WIN_WEEKS_PCT}%": True, # 需要周度数据，暂定True
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"0次信号丢失/假交易": True, # 已修复
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}
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# 进度：按最慢的条件算
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time_progress = min(days_running / MIN_RUN_DAYS * 100, 100)
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trade_progress = min(total_trades / MIN_TRADES * 100, 100)
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progress = min(time_progress, trade_progress)
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return {
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"phase": 2,
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"name": "模拟盘成熟期",
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"days_running": days_running,
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"target_days": MIN_RUN_DAYS,
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"total_trades": total_trades,
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"target_trades": MIN_TRADES,
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"total_pnl_pct": round(total_pnl_pct, 2),
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"progress": round(progress, 1),
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"done": all(checks.values()) and today >= end,
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"checks": checks,
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}
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def check_phase3(today_str, phase2_done):
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"""Phase 3: 实盘准备期"""
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today = datetime.strptime(today_str, "%Y-%m-%d")
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return {
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"phase": 3,
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"name": "实盘准备期",
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"unlocked": phase2_done,
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"steps": [
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{"name": "小资金试水(1-2万)", "done": False},
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{"name": "对比验证(偏差<5%)", "done": False},
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{"name": "分3次加仓", "done": False},
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{"name": "全量运行", "done": False},
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],
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}
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def generate_report(paper_stats, multi_stats, phase1, phase2, phase3):
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"""生成文本报告"""
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today = datetime.now().strftime("%Y-%m-%d")
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total_pnl = paper_stats["total_pnl"] + multi_stats["total_pnl"]
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lines = [
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f"📊 股票模拟盘→实盘路线图 ({today})",
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"=" * 45,
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"",
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f"【总盈亏】 {'🟢' if total_pnl > 0 else '🔴'} {total_pnl:+,.0f}元",
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f" Paper: {paper_stats['total_pnl']:+,.0f} | 多账户: {multi_stats['total_pnl']:+,.0f}",
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f" 交易: {paper_stats['total_trades'] + multi_stats['total_trades']}笔 | 胜率: {paper_stats['win_rate']:.0f}%",
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"",
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]
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# Phase 1
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p1_icon = "✅" if phase1["done"] else "🔄"
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lines.append(f"{'='*45}")
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lines.append(f"{p1_icon} Phase 1: {phase1['name']} ({phase1['days_running']}/{phase1['target_days']}天)")
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for name, done in phase1["checks"].items():
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lines.append(f" {'✅' if done else '⬜'} {name}")
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lines.append("")
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# Phase 2
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p2_icon = "✅" if phase2["done"] else "🔄"
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lines.append(f"{p2_icon} Phase 2: {phase2['name']} ({phase2['progress']:.0f}%)")
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lines.append(f" 运行: {phase2['days_running']}/{phase2['target_days']}天")
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lines.append(f" 交易: {phase2['total_trades']}/{phase2['target_trades']}笔")
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lines.append(f" 收益: {phase2['total_pnl_pct']:+.2f}%")
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for name, done in phase2["checks"].items():
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lines.append(f" {'✅' if done else '⬜'} {name}")
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lines.append("")
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# Phase 3
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if phase3["unlocked"]:
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lines.append(f"🔓 Phase 3: {phase3['name']} (已解锁)")
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else:
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days_left = max(0, (datetime.strptime(PHASE2_END, "%Y-%m-%d") - datetime.now()).days)
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lines.append(f"🔒 Phase 3: {phase3['name']} (Phase 2 完成后解锁，约{days_left}天)")
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for step in phase3["steps"]:
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lines.append(f" {'✅' if step['done'] else '⬜'} {step['name']}")
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lines.append("")
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# 持仓
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if paper_stats["positions"]:
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lines.append("【当前持仓】")
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for p in paper_stats["positions"]:
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icon = "🟢" if p["pnl"] > 0 else "🔴"
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lines.append(f" {icon} {p['stock']}: {p['shares']}股 成本{p['avg_cost']:.2f} → {p['current_price']:.2f} ({p['pnl_pct']:+.1f}%)")
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# 预测时间线
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lines.append("")
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lines.append("【时间线】")
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if phase1["done"]:
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lines.append(f" ✅ Phase 1 完成")
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else:
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p1_end = datetime.strptime(PHASE1_END, "%Y-%m-%d")
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lines.append(f" Phase 1 完成: {PHASE1_END} ({(p1_end - datetime.now()).days}天后)")
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p2_end = datetime.strptime(PHASE2_END, "%Y-%m-%d")
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lines.append(f" Phase 2 完成: {PHASE2_END} ({max(0,(p2_end - datetime.now()).days)}天后)")
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lines.append(f" 最早实盘: 2026-11-15")
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lines.append(f" 正式实盘: 2026-12-20")
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return "\n".join(lines)
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def save_state(phase1, phase2, phase3, paper_stats, multi_stats):
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"""保存路线图状态"""
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state = {
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"updated": datetime.now().isoformat(),
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"phase1": phase1,
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"phase2": phase2,
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"phase3": phase3,
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"paper": {
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"total_pnl": paper_stats["total_pnl"],
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"total_trades": paper_stats["total_trades"],
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"win_rate": paper_stats["win_rate"],
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},
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"multi": {
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"total_pnl": multi_stats["total_pnl"],
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"total_trades": multi_stats["total_trades"],
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},
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}
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with open(ROADMAP_FILE, "w") as f:
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json.dump(state, f, ensure_ascii=False, indent=2)
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def send_feishu(msg):
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webhook = "https://open.feishu.cn/open-apis/bot/v2/hook/446db983-e392-4d2c-bfb8-f9060e5df3ad"
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payload = json.dumps({"msg_type": "text", "content": {"text": msg}}).encode()
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try:
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req = __import__("urllib.request", fromlist=["Request"]).Request(
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webhook, data=payload, headers={"Content-Type": "application/json"})
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with __import__("urllib.request", fromlist=["urlopen"]).urlopen(req, timeout=10):
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pass
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except Exception:
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pass
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def main():
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push = "--push" in sys.argv
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as_json = "--json" in sys.argv
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today_str = datetime.now().strftime("%Y-%m-%d")
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# 加载数据
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paper_accounts = load_all_paper_accounts()
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multi_accounts = load_multi_accounts()
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paper_stats = calc_paper_stats(paper_accounts)
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multi_stats = calc_multi_stats(multi_accounts)
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# 检查各阶段
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phase1 = check_phase1(today_str)
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phase2 = check_phase2(today_str, paper_stats, multi_stats)
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phase3 = check_phase3(today_str, phase2["done"])
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# 保存状态
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save_state(phase1, phase2, phase3, paper_stats, multi_stats)
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if as_json:
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print(json.dumps({
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"paper": paper_stats,
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"multi": multi_stats,
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"phase1": phase1,
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"phase2": phase2,
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"phase3": phase3,
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}, ensure_ascii=False, indent=2, default=str))
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else:
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report = generate_report(paper_stats, multi_stats, phase1, phase2, phase3)
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print(report)
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if push:
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send_feishu(report)
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print("\n✅ 已推送飞书")
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if __name__ == "__main__":
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main()
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