236 lines
9.4 KiB
Python
236 lines
9.4 KiB
Python
#!/usr/bin/env python3
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"""
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股票模拟盘业绩汇报 — 自动收集/分析/汇总/建议
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============================================
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2026-08-02 牧尘批评："项目运行一个月了，你从没有把数据收集、分析、汇总，给我建议。
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每次都是我问你进度，你才开始看情况"——本脚本修复这个缺口：
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不再等人问，定期自动把模拟盘业绩算清楚推给牧尘。
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数据源：
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1. paper 账户（~/.hermes/stock_backtest/paper_trades_*.json）— 早期单股模拟
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2. 多行业账户（multi_account/account_*.json）— 当前主力模拟盘
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3. 实时行情（腾讯 qt.gtimg.cn）— 持仓浮盈计算
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4. 回测汇总（ma20_summary.json）— 策略历史有效性
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用法:
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python3 stock_performance.py # 完整报告（默认）
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python3 stock_performance.py --weekly # 周报模式（周五收盘后）
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python3 stock_performance.py --monthly # 月报模式（月末）
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python3 stock_performance.py --json # JSON 输出
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输出: 报告文本 + 推飞书（--push）
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"""
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import json, os, subprocess, sys
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from datetime import datetime, date
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from pathlib import Path
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HOME = Path.home()
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BACKTEST = HOME / ".hermes" / "stock_backtest"
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SCRIPTS = HOME / ".hermes" / "scripts"
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# 腾讯行情接口（curl subprocess 模式，铁律：urllib 在此目录挂起）
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def get_url(url, timeout=8, enc="utf-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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r = subprocess.run(["curl", "-s", "--max-time", str(timeout), "--compressed", url],
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capture_output=True, timeout=timeout+2, env=env)
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return r.stdout.decode(enc, errors="ignore")
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def get_quote(code):
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"""腾讯实时行情 → {price, name}；code 如 000001 → sz000001"""
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mc = ("sh" if code.startswith(("6", "5")) else "sz") + code
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raw = get_url(f"https://qt.gtimg.cn/q={mc}", enc="gbk")
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if "~" not in raw:
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return None
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parts = raw.split("~")
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return {"price": float(parts[3]), "name": parts[1], "code": code}
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def load_json(path):
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if Path(path).exists():
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try:
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return json.load(open(path))
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except Exception:
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return None
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return None
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def calc_position_pnl(code, shares, avg_cost):
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"""按实时价算浮盈"""
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q = get_quote(code)
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if not q:
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return None, None, None
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market_value = shares * q["price"]
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pnl = market_value - shares * avg_cost
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pnl_pct = pnl / (shares * avg_cost) * 100
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return q["price"], pnl, pnl_pct
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def collect_paper_accounts():
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"""早期 paper 账户"""
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result = []
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for f in sorted(BACKTEST.glob("paper_trades_*.json")):
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d = load_json(f)
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if not d:
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continue
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for pos in d.get("positions", []):
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code = f.stem.replace("paper_trades_", "")
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result.append({
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"type": "paper",
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"stock": d.get("stock", code),
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"code": code,
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"shares": pos["shares"],
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"avg_cost": pos["avg_cost"],
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"start": d.get("start_date", ""),
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})
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return result
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def collect_multi_accounts():
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"""多行业账户 + 做空账户 + 全球账户"""
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result = []
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# 多行业账户
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adir = BACKTEST / "multi_account"
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if adir.exists():
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for f in sorted(adir.glob("account_*.json")):
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a = load_json(f)
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if not a:
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continue
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for pos in a.get("positions", []):
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result.append({
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"type": "multi",
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"stock": a.get("stock", ""),
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"code": a.get("code", ""),
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"industry": a.get("industry", ""),
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"shares": pos.get("shares", 0),
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"avg_cost": pos.get("avg_cost", 0),
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"start": a.get("created", ""),
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})
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# 做空账户（空头持仓：盈亏 = (开仓价 - 现价) * 股数）
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sdir = BACKTEST / "short_account"
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if sdir.exists():
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for f in sorted(sdir.glob("short_*.json")):
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a = load_json(f)
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if not a:
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continue
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for pos in a.get("short_positions", []):
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result.append({
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"type": "short",
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"stock": a.get("stock", ""),
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"code": a.get("code", ""),
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"industry": a.get("industry", ""),
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"shares": pos.get("shares", 0),
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"avg_cost": pos.get("open_price", 0),
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"start": pos.get("open_date", ""),
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})
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# 全球账户
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gdir = BACKTEST / "global_account"
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if gdir.exists():
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for f in sorted(gdir.glob("global_*.json")):
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a = load_json(f)
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if not a:
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continue
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for pos in a.get("positions", []):
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result.append({
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"type": "global",
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"stock": a.get("stock", ""),
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"code": a.get("code", ""),
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"market": a.get("market", ""),
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"shares": pos.get("shares", 0),
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"avg_cost": pos.get("avg_cost", 0),
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"start": a.get("created", ""),
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})
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return result
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def build_report():
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today = date.today().isoformat()
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lines = []
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lines.append(f"📊 模拟盘业绩报告 {today}")
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lines.append("=" * 42)
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# 1. 当前持仓 + 浮盈
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positions = collect_paper_accounts() + collect_multi_accounts()
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lines.append("📈 当前持仓")
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total_pnl = 0
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total_cost = 0
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if positions:
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for p in positions:
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price, pnl, pnl_pct = calc_position_pnl(p["code"], p["shares"], p["avg_cost"])
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if price is None:
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lines.append(f" {p['stock']}({p['code']}) 行情获取失败")
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continue
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# 做空盈亏 = (开仓价 - 现价) * 股数，与做多方向相反
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if p["type"] == "short":
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pnl = (p["avg_cost"] - price) * p["shares"]
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pnl_pct = pnl / (p["avg_cost"] * p["shares"]) * 100
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if p["type"] == "paper":
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tag = "paper"
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elif p["type"] == "short":
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tag = f"做空[{p.get('industry','')}]"
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elif p["type"] == "global":
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tag = f"{p.get('market','')}[{p['stock']}]"
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else:
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tag = f"多账户[{p.get('industry','')}]"
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arrow = "🟢" if pnl >= 0 else "🔴"
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lines.append(f" {arrow} {p['stock']} {p['shares']}股 @{p['avg_cost']:.2f} → {price:.2f} "
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f"({pnl:+,.0f}元 / {pnl_pct:+.2f}%) [{tag}]")
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total_pnl += pnl
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total_cost += p["shares"] * p["avg_cost"]
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if total_cost > 0:
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lines.append(f" 合计持仓成本 {total_cost:,.0f}元 | 浮盈 {total_pnl:+,.0f}元 ({total_pnl/total_cost*100:+.2f}%)")
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else:
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lines.append(" 空仓（无持仓）")
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# 2. 多账户总资产
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adir = BACKTEST / "multi_account"
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total_cap = 0
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acct_count = 0
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if adir.exists():
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for f in sorted(adir.glob("account_*.json")):
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a = load_json(f)
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if a:
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total_cap += a.get("current_capital", 0)
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acct_count += 1
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lines.append(f"\n💰 多账户资产: {acct_count} 个账户 | 总资产 {total_cap:,.0f}元")
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# 有平仓交易的账户显示胜率
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win_t = sum(load_json(f).get("stats", {}).get("winning_trades", 0)
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for f in adir.glob("account_*.json") if load_json(f))
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lose_t = sum(load_json(f).get("stats", {}).get("losing_trades", 0)
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for f in adir.glob("account_*.json") if load_json(f))
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if win_t + lose_t > 0:
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lines.append(f" 已平仓交易: 胜{win_t} 负{lose_t} 胜率 {win_t/(win_t+lose_t)*100:.0f}%")
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# 2b. 做空 + 全球账户资产
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for dname, label in [("short_account", "做空"), ("global_account", "全球")]:
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d = BACKTEST / dname
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if d.exists():
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cap = sum(load_json(f).get("current_capital", 0) for f in d.glob("*.json") if load_json(f))
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cnt = len(list(d.glob("*.json")))
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lines.append(f"💰 {label}账户资产: {cnt} 个账户 | 总资产 {cap:,.0f}元")
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# 3. 策略回测有效性（ma20_summary）
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ms = load_json(BACKTEST / "ma20_summary.json")
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if ms:
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lines.append("\n📚 策略回测参考 (2024-06~2026 区间)")
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for s in ms.get("stocks", [])[:5]:
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lines.append(f" {s['name']}: α {s['alpha']:+.1f}% 胜率{s['win_rate']:.0f}% 交易{s['total_trades']}笔")
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lines.append(f" 有效板块: {', '.join(ms.get('effective', []))} | 低效: {', '.join(ms.get('ineffective', []))}")
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# 4. 建议
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lines.append("\n💡 建议")
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if total_pnl > 0 and total_cost > 0:
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lines.append(f" ✅ 当前持仓浮盈 {total_pnl:+,.0f}元 — 持有策略有效，继续按 MA20 纪律（死叉卖出）")
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else:
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lines.append(" ⚠️ 当前空仓 — 等待强势行业金叉信号自动开仓")
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if positions:
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for p in positions:
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lines.append(f" • {p['stock']}: 关注 MA20 死叉信号（{p['code']}）")
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return "\n".join(lines)
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if __name__ == "__main__":
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args = sys.argv[1:]
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mode = "monthly" if "--monthly" in args else ("weekly" if "--weekly" in args else "daily")
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report = build_report()
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print(report)
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if "--push" in args:
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# 通过 send_message 推飞书（由外层 wrapper 处理）
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pass
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