feat: 迁移 trading 相关脚本到 skill 仓库 (第1批: 🔴 高优先级)

【迁移内容】 - crypto-t-monitor/scripts/t_monitor.py (币圈做T, 25.5 KB) - strategy-management/scripts/us_t_levels.sh + hk_t_levels.sh (做T点位) - intraday-trading/scripts/us_intraday_{scanner,monitor,close}_cron.sh + .py - intraday-trading/scripts/hk_intraday_{scanner,monitor,close}_cron.sh + .py 【配套修改】 - 8 个 cron 任务 script 路径更新 (jobs.json): - db03f9255ad0 (币圈OKX做T) → crypto-t-monitor/scripts/ - cfa0c1d6 (美股日内盘前) → intraday-trading/scripts/ - bcdf7039 (美股日内交易监控) → intraday-trading/scripts/ - d1acad61 (美股日内平仓) → intraday-trading/scripts/ - c3401d72 (港股日内盘前) → intraday-trading/scripts/ - e3667cb0 (港股日内交易监控) → intraday-trading/scripts/ - 303ec320 (港股日内平仓) → intraday-trading/scripts/ - c4dc9ac8 (港股做T点位) → strategy-management/scripts/ - 70d24624 (美股做T点位) → strategy-management/scripts/ - prompt 字段里路径同步更新 - crypto-t-monitor/SKILL.md scripts 段加 t_monitor.py 描述【删除】本地旧副本 ~/.hermes/scripts/{t_monitor,us_t_levels,hk_t_levels,us_intraday*,hk_intraday*}.{py,sh} 【保留】~/.hermes/scripts/fetch_policy.py 已迁未删 (本次删) 【测试】us_intraday_scanner.py 跑通 (有 shebang, no_agent cron 自动用 python3) 【未改】devops/ + software-development/ 不在 trading git 仓库, 引用已本地更新
2026-07-24 11:39:52 +08:00
parent 37f5ac8bd3
commit 1877a85cc5
12 changed files with 1609 additions and 127 deletions
@@ -0,0 +1,11 @@
+#!/bin/bash
+# 港股日内平仓 - CLI 路径
+# 此文件路径固定在 ~/.hermes/scripts/stocks/，symlink 到 .scripts/<name>.sh
+# 直接调 stocks/ 下的真实脚本
+export LONGBRIDGE_HTTP_URL=https://openapi.longbridge.com
+export LONGBRIDGE_REGION=ap
+export LONGBRIDGE_TRADE_ENABLED=true
+export PROXYCHAINS_CONF=/home/openclaw/.proxychains/proxychains.conf
+
+proxychains4 -f ~/.proxychains/proxychains.conf \
+  python3 /home/openclaw/.hermes/scripts/stocks/hk_intraday_cli.py 2>&1 | tail -30
@@ -0,0 +1,263 @@
+#!/usr/bin/env python3
+"""港股日内交易监控+自动下单 - 北京时间9:30-15:45运行"""
+import os, json, time
+from datetime import datetime
+
+# Force SDK to use international endpoint (bypass 602315 mainland CN geo-block)
+os.environ['LONGBRIDGE_REGION'] = 'ap'
+
+# Load LongBridge credentials
+config = {}
+with open(os.path.expanduser('~/.bashrc'), 'r') as f:
+    for line in f:
+        if line.startswith('export LONGPORT_'):
+            key, value = line.strip().split('=', 1)
+            config[key.replace('export ', '')] = value
+
+os.environ['LONGPORT_APP_KEY'] = config.get('LONGPORT_APP_KEY', '')
+os.environ['LONGPORT_APP_SECRET'] = config.get('LONGPORT_APP_SECRET', '')
+os.environ['LONGPORT_ACCESS_TOKEN'] = config.get('LONGPORT_ACCESS_TOKEN', '')
+
+from longport import openapi
+
+cfg = openapi.Config.from_env()
+ctx = openapi.QuoteContext(config=cfg)
+trade_ctx = openapi.TradeContext(config=cfg)
+
+# 读取盘前筛选结果
+screen_file = os.path.expanduser('~/.hermes/skills/trading/quant-factor-mining/artifacts/hk_intraday_latest.json')
+if not os.path.exists(screen_file):
+    print("❌ 未找到盘前筛选结果")
+    exit(1)
+
+with open(screen_file) as f:
+    screen_data = json.load(f)
+
+candidates = screen_data.get('results', [])[:3]  # 取TOP3
+
+# 账户信息
+balance = trade_ctx.account_balance()
+buying_power = 0
+for acc in balance:
+    if acc.currency == 'HKD':
+        buying_power = float(acc.buy_power)
+
+position_size = buying_power * 0.25  # 25%仓位
+
+print(f"📊 日内交易监控启动")
+print(f"时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}")
+print(f"购买力: {buying_power:,.0f} HKD")
+print(f"单笔仓位: {position_size:,.0f} HKD")
+print()
+print("🎯 监控标的:")
+for c in candidates:
+    print(f"  {c['ticker']}: 现价 {c['price']} | ADR {c['avg_adr']}% | 评分 {c['score']}")
+print()
+
+# 读取已入场记录
+entry_file = os.path.expanduser('~/.hermes/trading/hk_intraday_entries.json')
+entries = {}
+if os.path.exists(entry_file):
+    with open(entry_file) as f:
+        entries = json.load(f)
+
+# 获取实时行情
+tickers = [c['ticker'] for c in candidates]
+quotes = ctx.quote(tickers)
+
+for q in quotes:
+    ticker = q.symbol
+    current = float(q.last_done)
+    prev_close = float(q.prev_close)
+    change_pct = (current - prev_close) / prev_close * 100
+    
+    # 找到对应候选
+    candidate = next((c for c in candidates if c['ticker'] == ticker), None)
+    if not candidate:
+        continue
+    
+    # 获取5分钟K线计算入场信号
+    try:
+        candles = ctx.candlesticks(ticker, openapi.Period.Min_5, 20, openapi.AdjustType.ForwardAdjust)
+        if not candles:
+            continue
+        
+        closes = [float(c.close) for c in candles]
+        highs = [float(c.high) for c in candles]
+        lows = [float(c.low) for c in candles]
+        
+        # 计算SMA
+        sma5 = sum(closes[-5:]) / 5
+        sma10 = sum(closes[-10:]) / 10
+        sma20 = sum(closes) / len(closes)
+        
+        # 计算ATR
+        atr = sum(max(highs[i]-lows[i], abs(highs[i]-closes[i-1]), abs(lows[i]-closes[i-1])) for i in range(1, len(candles))) / (len(candles)-1)
+        
+        # 入场条件
+        entry_price = None
+        side = None
+        
+        # 做多条件: 价格突破SMA5且SMA5>SMA10
+        if current > sma5 and sma5 > sma10 and current > closes[-2]:
+            entry_price = current
+            side = 'buy'
+            stop_loss = max(min(lows[-5:]), current - atr * 2)
+            take_profit = current + atr * 3
+        
+        # 做空条件: 价格跌破SMA5且SMA5<SMA10
+        elif current < sma5 and sma5 < sma10 and current < closes[-2]:
+            entry_price = current
+            side = 'sell'
+            stop_loss = min(max(highs[-5:]), current + atr * 2)
+            take_profit = current - atr * 3
+        
+        if entry_price and side and ticker not in entries:
+            # 计算股数
+            shares = int(position_size / current / 100) * 100
+            if shares < 100:
+                shares = 100
+            
+            print(f"🔔 {ticker} 入场信号!")
+            print(f"  方向: {'做多' if side == 'buy' else '做空'}")
+            print(f"  入场: {current:.2f}")
+            print(f"  止损: {stop_loss:.2f}")
+            print(f"  止盈: {take_profit:.2f}")
+            print(f"  股数: {shares}")
+            
+            # 下单
+            try:
+                if side == 'buy':
+                    resp = trade_ctx.submit_order(
+                        symbol=ticker,
+                        order_type=openapi.OrderType.LO,
+                        side=openapi.OrderSide.Buy,
+                        submitted_quantity=shares,
+                        time_in_force=openapi.TimeInForceType.Day,
+                        submitted_price=round(current, 2),
+                    )
+                else:
+                    resp = trade_ctx.submit_order(
+                        symbol=ticker,
+                        order_type=openapi.OrderType.LO,
+                        side=openapi.OrderSide.Sell,
+                        submitted_quantity=shares,
+                        time_in_force=openapi.TimeInForceType.Day,
+                        submitted_price=round(current, 2),
+                    )
+                
+                print(f"  ✅ 下单成功: {resp.order_id}")
+                
+                # 记录入场
+                entries[ticker] = {
+                    'side': side,
+                    'entry_price': current,
+                    'stop_loss': stop_loss,
+                    'take_profit': take_profit,
+                    'shares': shares,
+                    'order_id': resp.order_id,
+                    'time': datetime.now().isoformat(),
+                }
+                
+                # 保存记录
+                os.makedirs(os.path.dirname(entry_file), exist_ok=True)
+                with open(entry_file, 'w') as f:
+                    json.dump(entries, f, indent=2)
+                
+            except Exception as e:
+                print(f"  ❌ 下单失败: {e}")
+        
+        elif ticker in entries:
+            # 只平仓日内系统自己开的仓位
+            entry = entries[ticker]
+            entry_shares = entry.get('shares', 0)
+            order_id = entry.get('order_id', '')
+            
+            # 验证订单是否已成交（确保是我们开的仓）
+            if not order_id:
+                print(f"⚠️ {ticker}: 无订单ID，跳过平仓")
+                continue
+            
+            if entry['side'] == 'buy':
+                if current <= entry['stop_loss']:
+                    print(f"🛑 {ticker} 触发止损! {current:.2f} <= {entry['stop_loss']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Sell,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+                
+                elif current >= entry['take_profit']:
+                    print(f"🎯 {ticker} 触发止盈! {current:.2f} >= {entry['take_profit']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Sell,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+            
+            elif entry['side'] == 'sell':
+                if current >= entry['stop_loss']:
+                    print(f"🛑 {ticker} 触发止损! {current:.2f} >= {entry['stop_loss']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Buy,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+                
+                elif current <= entry['take_profit']:
+                    print(f"🎯 {ticker} 触发止盈! {current:.2f} <= {entry['take_profit']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Buy,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+        
+        else:
+            print(f"⏳ {ticker}: 等待信号 | 现价 {current:.2f} | SMA5 {sma5:.2f} | SMA10 {sma10:.2f}")
+    
+    except Exception as e:
+        print(f"❌ {ticker}: {e}")
+
+# 保存更新后的记录
+with open(entry_file, 'w') as f:
+    json.dump(entries, f, indent=2)
+
+print()
+if entries:
+    print("📊 当前持仓:")
+    for ticker, entry in entries.items():
+        print(f"  {ticker}: {entry['side']} @ {entry['entry_price']:.2f} | 止损 {entry['stop_loss']:.2f} | 止盈 {entry['take_profit']:.2f}")
+else:
+    print("📊 当前无持仓")
@@ -0,0 +1,37 @@
+#!/bin/bash
+# 港股日内监控 + 自动下单 (CLI 路径, 整体走 proxychains)
+# 简洁推送: 只推 [下单成功] / [下单失败: 原因] / [开/平仓事件]
+export LONGBRIDGE_HTTP_URL=https://openapi.longbridge.com
+export LONGBRIDGE_REGION=ap
+export LONGBRIDGE_TRADE_ENABLED=true
+export PROXYCHAINS_CONF=/home/openclaw/.proxychains/proxychains.conf
+
+LOG=/tmp/hk_intraday_cli.log
+proxychains4 -f ~/.proxychains/proxychains.conf \
+  python3 /home/openclaw/.hermes/scripts/stocks/hk_intraday_cli.py > $LOG 2>&1
+
+MSG=""
+
+# 下单成功
+if SUCCESS=$(grep '下单成功' $LOG); then
+    MSG+="✅ $SUCCESS\n"
+    # 加上 ticker/方向
+    TICKER=$(grep '入场信号' $LOG | grep -oE '[0-9]+\.[A-Z]+' | head -1)
+    PRICE=$(grep '入场信号' -A2 $LOG | grep -oE '现价 [0-9.]+' | head -1)
+    [ -n "$TICKER" ] && MSG="📊 HK $TICKER $PRICE\n$MSG"
+fi
+
+# 下单失败
+if FAIL=$(grep '下单失败' $LOG); then
+    MSG+="❌ $FAIL\n"
+fi
+
+# 开/平仓事件
+if TRADE=$(grep -E '止损平仓|止盈平仓' $LOG); then
+    MSG+="🎯 $TRADE\n"
+fi
+
+# 推送 (无事件则不推, 避免噪音)
+if [ -n "$MSG" ]; then
+    bash ~/.hermes/scripts/push_to_qq.sh "$(echo -e "$MSG")"
+fi
@@ -0,0 +1,89 @@
+#!/usr/bin/env python3
+"""港股日内交易盘前筛选 - 8:30自动运行"""
+import os, json
+from datetime import datetime
+
+# Load LongBridge credentials
+config = {}
+with open(os.path.expanduser('~/.bashrc'), 'r') as f:
+    for line in f:
+        if line.startswith('export LONGPORT_'):
+            key, value = line.strip().split('=', 1)
+            config[key.replace('export ', '')] = value
+
+os.environ['LONGPORT_APP_KEY'] = config.get('LONGPORT_APP_KEY', '')
+os.environ['LONGPORT_APP_SECRET'] = config.get('LONGPORT_APP_SECRET', '')
+os.environ['LONGPORT_ACCESS_TOKEN'] = config.get('LONGPORT_ACCESS_TOKEN', '')
+
+from longport import openapi
+
+cfg = openapi.Config.from_env()
+ctx = openapi.QuoteContext(config=cfg)
+
+# 候选标的池
+tickers = [
+    '700.HK', '9988.HK', '1810.HK', '3690.HK', '9888.HK',
+    '9618.HK', '1024.HK', '2015.HK', '9866.HK', '9868.HK',
+    '5.HK', '388.HK', '1299.HK', '2318.HK', '1398.HK',
+]
+
+quotes = ctx.quote(tickers)
+indexes = ctx.calc_indexes(tickers, [
+    openapi.CalcIndex.VolumeRatio, openapi.CalcIndex.TurnoverRate,
+])
+
+results = []
+for ticker in tickers:
+    try:
+        candles = ctx.candlesticks(ticker, openapi.Period.Day, 20, openapi.AdjustType.ForwardAdjust)
+        if not candles:
+            continue
+        highs = [float(c.high) for c in candles]
+        lows = [float(c.low) for c in candles]
+        closes = [float(c.close) for c in candles]
+        adrs = [(h - l) / c * 100 for h, l, c in zip(highs, lows, closes)]
+        avg_adr = sum(adrs[-5:]) / 5  # 近5日ADR
+        q = next((q for q in quotes if q.symbol == ticker), None)
+        idx = next((i for i in indexes if i.symbol == ticker), None)
+        if q and idx:
+            vr = float(getattr(idx, 'volume_ratio', 0) or 0)
+            tr = float(getattr(idx, 'turnover_rate', 0) or 0)
+            # 评分：ADR 40% + 量比 30% + 换手率 30%
+            score = min(avg_adr / 4, 1) * 40 + min(vr / 2, 1) * 30 + min(tr / 2, 1) * 30
+            results.append({
+                'ticker': ticker, 'price': float(q.last_done),
+                'volume_ratio': vr, 'turnover_rate': tr,
+                'avg_adr': round(avg_adr, 2), 'score': round(score, 1),
+            })
+    except Exception as e:
+        continue
+
+results.sort(key=lambda x: x['score'], reverse=True)
+
+# 保存结果
+out_path = os.path.expanduser('~/.hermes/skills/trading/quant-factor-mining/artifacts/hk_intraday_latest.json')
+os.makedirs(os.path.dirname(out_path), exist_ok=True)
+with open(out_path, 'w') as f:
+    json.dump({'date': datetime.now().isoformat(), 'results': results[:8]}, f, ensure_ascii=False, indent=2)
+
+# 输出报告
+date_str = datetime.now().strftime('%Y-%m-%d')
+print(f'🔥 港股日内交易盘前筛选 {date_str}')
+print('=' * 55)
+print(f'{"股票":<10}{"现价":>8}{"ADR%":>7}{"量比":>6}{"换手":>6}{"评分":>6}')
+print('-' * 55)
+
+for r in results[:8]:
+    emoji = '🟢' if r['score'] > 60 else ('🟡' if r['score'] > 40 else '🔴')
+    print(f'{emoji}{r["ticker"]:<9}{r["price"]:>8.2f}{r["avg_adr"]:>7.2f}{r["volume_ratio"]:>6.2f}{r["turnover_rate"]:>6.2f}{r["score"]:>6.1f}')
+
+print()
+print('📋 TOP 3 策略建议:')
+for r in results[:3]:
+    if r['avg_adr'] > 4:
+        strategy = '动量突破'
+    elif r['avg_adr'] > 3:
+        strategy = '趋势跟踪'
+    else:
+        strategy = 'VWAP回归'
+    print(f'  {r["ticker"]}: {strategy} | 止损-1.5% | 量比{r["volume_ratio"]:.1f}')
@@ -0,0 +1,9 @@
+#!/bin/bash
+# 美股日内平仓 - CLI 路径
+export LONGBRIDGE_HTTP_URL=https://openapi.longbridge.com
+export LONGBRIDGE_REGION=ap
+export LONGBRIDGE_TRADE_ENABLED=true
+export PROXYCHAINS_CONF=/home/openclaw/.proxychains/proxychains.conf
+
+proxychains4 -f ~/.proxychains/proxychains.conf \
+  python3 /home/openclaw/.hermes/scripts/stocks/us_intraday_cli.py 2>&1 | tail -30
@@ -0,0 +1,263 @@
+#!/usr/bin/env python3
+"""美股日内交易监控+自动下单 - 北京时间21:30-4:00运行"""
+import os, json, time
+from datetime import datetime
+
+# Force SDK to use international endpoint (bypass 602315 mainland CN geo-block)
+os.environ['LONGBRIDGE_REGION'] = 'ap'
+
+# Load LongBridge credentials
+config = {}
+with open(os.path.expanduser('~/.bashrc'), 'r') as f:
+    for line in f:
+        if line.startswith('export LONGPORT_'):
+            key, value = line.strip().split('=', 1)
+            config[key.replace('export ', '')] = value
+
+os.environ['LONGPORT_APP_KEY'] = config.get('LONGPORT_APP_KEY', '')
+os.environ['LONGPORT_APP_SECRET'] = config.get('LONGPORT_APP_SECRET', '')
+os.environ['LONGPORT_ACCESS_TOKEN'] = config.get('LONGPORT_ACCESS_TOKEN', '')
+
+from longport import openapi
+
+cfg = openapi.Config.from_env()
+ctx = openapi.QuoteContext(config=cfg)
+trade_ctx = openapi.TradeContext(config=cfg)
+
+# 读取盘前筛选结果
+screen_file = os.path.expanduser('~/.hermes/skills/trading/quant-factor-mining/artifacts/us_intraday_latest.json')
+if not os.path.exists(screen_file):
+    print("❌ 未找到盘前筛选结果")
+    exit(1)
+
+with open(screen_file) as f:
+    screen_data = json.load(f)
+
+candidates = screen_data.get('results', [])[:3]  # 取TOP3
+
+# 账户信息
+balance = trade_ctx.account_balance()
+buying_power = 0
+for acc in balance:
+    if acc.currency == 'USD':
+        buying_power = float(acc.buy_power)
+
+position_size = buying_power * 0.25  # 25%仓位
+
+print(f"📊 美股日内交易监控启动")
+print(f"时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}")
+print(f"购买力: ${buying_power:,.0f}")
+print(f"单笔仓位: ${position_size:,.0f}")
+print()
+print("🎯 监控标的:")
+for c in candidates:
+    print(f"  {c['ticker']}: 现价 ${c['price']} | ADR {c['avg_adr']}% | 评分 {c['score']}")
+print()
+
+# 读取已入场记录
+entry_file = os.path.expanduser('~/.hermes/trading/us_intraday_entries.json')
+entries = {}
+if os.path.exists(entry_file):
+    with open(entry_file) as f:
+        entries = json.load(f)
+
+# 获取实时行情
+tickers = [c['ticker'] for c in candidates]
+quotes = ctx.quote(tickers)
+
+for q in quotes:
+    ticker = q.symbol
+    current = float(q.last_done)
+    prev_close = float(q.prev_close)
+    change_pct = (current - prev_close) / prev_close * 100
+    
+    # 找到对应候选
+    candidate = next((c for c in candidates if c['ticker'] == ticker), None)
+    if not candidate:
+        continue
+    
+    # 获取5分钟K线计算入场信号
+    try:
+        candles = ctx.candlesticks(ticker, openapi.Period.Min_5, 20, openapi.AdjustType.ForwardAdjust)
+        if not candles:
+            continue
+        
+        closes = [float(c.close) for c in candles]
+        highs = [float(c.high) for c in candles]
+        lows = [float(c.low) for c in candles]
+        
+        # 计算SMA
+        sma5 = sum(closes[-5:]) / 5
+        sma10 = sum(closes[-10:]) / 10
+        sma20 = sum(closes) / len(closes)
+        
+        # 计算ATR
+        atr = sum(max(highs[i]-lows[i], abs(highs[i]-closes[i-1]), abs(lows[i]-closes[i-1])) for i in range(1, len(candles))) / (len(candles)-1)
+        
+        # 入场条件
+        entry_price = None
+        side = None
+        
+        # 做多条件: 价格突破SMA5且SMA5>SMA10
+        if current > sma5 and sma5 > sma10 and current > closes[-2]:
+            entry_price = current
+            side = 'buy'
+            stop_loss = max(min(lows[-5:]), current - atr * 2)
+            take_profit = current + atr * 3
+        
+        # 做空条件: 价格跌破SMA5且SMA5<SMA10
+        elif current < sma5 and sma5 < sma10 and current < closes[-2]:
+            entry_price = current
+            side = 'sell'
+            stop_loss = min(max(highs[-5:]), current + atr * 2)
+            take_profit = current - atr * 3
+        
+        if entry_price and side and ticker not in entries:
+            # 计算股数
+            shares = int(position_size / current)
+            if shares < 1:
+                shares = 1
+            
+            print(f"🔔 {ticker} 入场信号!")
+            print(f"  方向: {'做多' if side == 'buy' else '做空'}")
+            print(f"  入场: ${current:.2f}")
+            print(f"  止损: ${stop_loss:.2f}")
+            print(f"  止盈: ${take_profit:.2f}")
+            print(f"  股数: {shares}")
+            
+            # 下单
+            try:
+                if side == 'buy':
+                    resp = trade_ctx.submit_order(
+                        symbol=ticker,
+                        order_type=openapi.OrderType.LO,
+                        side=openapi.OrderSide.Buy,
+                        submitted_quantity=shares,
+                        time_in_force=openapi.TimeInForceType.Day,
+                        submitted_price=round(current, 2),
+                    )
+                else:
+                    resp = trade_ctx.submit_order(
+                        symbol=ticker,
+                        order_type=openapi.OrderType.LO,
+                        side=openapi.OrderSide.Sell,
+                        submitted_quantity=shares,
+                        time_in_force=openapi.TimeInForceType.Day,
+                        submitted_price=round(current, 2),
+                    )
+                
+                print(f"  ✅ 下单成功: {resp.order_id}")
+                
+                # 记录入场
+                entries[ticker] = {
+                    'side': side,
+                    'entry_price': current,
+                    'stop_loss': stop_loss,
+                    'take_profit': take_profit,
+                    'shares': shares,
+                    'order_id': resp.order_id,
+                    'time': datetime.now().isoformat(),
+                }
+                
+                # 保存记录
+                os.makedirs(os.path.dirname(entry_file), exist_ok=True)
+                with open(entry_file, 'w') as f:
+                    json.dump(entries, f, indent=2)
+                
+            except Exception as e:
+                print(f"  ❌ 下单失败: {e}")
+        
+        elif ticker in entries:
+            # 只平仓日内系统自己开的仓位
+            entry = entries[ticker]
+            entry_shares = entry.get('shares', 0)
+            order_id = entry.get('order_id', '')
+            
+            # 验证订单是否已成交（确保是我们开的仓）
+            if not order_id:
+                print(f"⚠️ {ticker}: 无订单ID，跳过平仓")
+                continue
+            
+            if entry['side'] == 'buy':
+                if current <= entry['stop_loss']:
+                    print(f"🛑 {ticker} 触发止损! ${current:.2f} <= ${entry['stop_loss']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Sell,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+                
+                elif current >= entry['take_profit']:
+                    print(f"🎯 {ticker} 触发止盈! ${current:.2f} >= ${entry['take_profit']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Sell,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 卖出 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+            
+            elif entry['side'] == 'sell':
+                if current >= entry['stop_loss']:
+                    print(f"🛑 {ticker} 触发止损! ${current:.2f} >= ${entry['stop_loss']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Buy,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+                
+                elif current <= entry['take_profit']:
+                    print(f"🎯 {ticker} 触发止盈! ${current:.2f} <= ${entry['take_profit']:.2f}")
+                    # 只平我们开的仓位数量
+                    try:
+                        trade_ctx.submit_order(
+                            symbol=ticker,
+                            order_type=openapi.OrderType.MO,
+                            side=openapi.OrderSide.Buy,
+                            submitted_quantity=entry_shares,
+                            time_in_force=openapi.TimeInForceType.Day,
+                        )
+                        print(f"  ✅ 平仓成功: 买入 {entry_shares}股")
+                        del entries[ticker]
+                    except Exception as e:
+                        print(f"  ❌ 平仓失败: {e}")
+        
+        else:
+            print(f"⏳ {ticker}: 等待信号 | 现价 ${current:.2f} | SMA5 ${sma5:.2f} | SMA10 ${sma10:.2f}")
+    
+    except Exception as e:
+        print(f"❌ {ticker}: {e}")
+
+# 保存更新后的记录
+with open(entry_file, 'w') as f:
+    json.dump(entries, f, indent=2)
+
+print()
+if entries:
+    print("📊 当前持仓:")
+    for ticker, entry in entries.items():
+        print(f"  {ticker}: {entry['side']} @ ${entry['entry_price']:.2f} | 止损 ${entry['stop_loss']:.2f} | 止盈 ${entry['take_profit']:.2f}")
+else:
+    print("📊 当前无持仓")
@@ -0,0 +1,35 @@
+#!/bin/bash
+# 美股日内监控 + 自动下单 (CLI 路径)
+export LONGBRIDGE_HTTP_URL=https://openapi.longbridge.com
+export LONGBRIDGE_REGION=ap
+export LONGBRIDGE_TRADE_ENABLED=true
+export PROXYCHAINS_CONF=/home/openclaw/.proxychains/proxychains.conf
+
+LOG=/tmp/us_intraday_cli.log
+proxychains4 -f ~/.proxychains/proxychains.conf \
+  python3 /home/openclaw/.hermes/scripts/stocks/us_intraday_cli.py > $LOG 2>&1
+
+MSG=""
+
+# 下单成功
+if SUCCESS=$(grep '下单成功' $LOG); then
+    MSG+="✅ $SUCCESS\n"
+    TICKER=$(grep '入场信号' $LOG | grep -oE '[A-Z]+\.[A-Z]+' | head -1)
+    PRICE=$(grep '入场信号' -A2 $LOG | grep -oE '现价 [0-9.]+' | head -1)
+    [ -n "$TICKER" ] && MSG="📊 US $TICKER $PRICE\n$MSG"
+fi
+
+# 下单失败
+if FAIL=$(grep '下单失败' $LOG); then
+    MSG+="❌ $FAIL\n"
+fi
+
+# 开/平仓事件
+if TRADE=$(grep -E '止损平仓|止盈平仓' $LOG); then
+    MSG+="🎯 $TRADE\n"
+fi
+
+# 推送 (无事件则不推)
+if [ -n "$MSG" ]; then
+    bash ~/.hermes/scripts/push_to_qq.sh "$(echo -e "$MSG")"
+fi
@@ -0,0 +1,90 @@
+#!/usr/bin/env python3
+"""美股日内交易盘前筛选 - 北京时间21:00自动运行"""
+import os, json
+from datetime import datetime
+
+# Load LongBridge credentials
+config = {}
+with open(os.path.expanduser('~/.bashrc'), 'r') as f:
+    for line in f:
+        if line.startswith('export LONGPORT_'):
+            key, value = line.strip().split('=', 1)
+            config[key.replace('export ', '')] = value
+
+os.environ['LONGPORT_APP_KEY'] = config.get('LONGPORT_APP_KEY', '')
+os.environ['LONGPORT_APP_SECRET'] = config.get('LONGPORT_APP_SECRET', '')
+os.environ['LONGPORT_ACCESS_TOKEN'] = config.get('LONGPORT_ACCESS_TOKEN', '')
+
+from longport import openapi
+
+cfg = openapi.Config.from_env()
+ctx = openapi.QuoteContext(config=cfg)
+
+# 美股候选标的池（高波动+高流动性）
+tickers = [
+    'AAPL.US', 'MSFT.US', 'NVDA.US', 'AMZN.US', 'META.US',
+    'GOOGL.US', 'TSLA.US', 'AMD.US', 'NFLX.US', 'CRM.US',
+    'INTC.US', 'MU.US', 'QCOM.US', 'AVGO.US', 'PYPL.US',
+    'SQ.US', 'ROKU.US', 'SNAP.US', 'UBER.US', 'LYFT.US',
+]
+
+quotes = ctx.quote(tickers)
+indexes = ctx.calc_indexes(tickers, [
+    openapi.CalcIndex.VolumeRatio, openapi.CalcIndex.TurnoverRate,
+])
+
+results = []
+for ticker in tickers:
+    try:
+        candles = ctx.candlesticks(ticker, openapi.Period.Day, 20, openapi.AdjustType.ForwardAdjust)
+        if not candles:
+            continue
+        highs = [float(c.high) for c in candles]
+        lows = [float(c.low) for c in candles]
+        closes = [float(c.close) for c in candles]
+        adrs = [(h - l) / c * 100 for h, l, c in zip(highs, lows, closes)]
+        avg_adr = sum(adrs[-5:]) / 5  # 近5日ADR
+        q = next((q for q in quotes if q.symbol == ticker), None)
+        idx = next((i for i in indexes if i.symbol == ticker), None)
+        if q and idx:
+            vr = float(getattr(idx, 'volume_ratio', 0) or 0)
+            tr = float(getattr(idx, 'turnover_rate', 0) or 0)
+            # 评分：ADR 40% + 量比 30% + 换手率 30%
+            score = min(avg_adr / 4, 1) * 40 + min(vr / 2, 1) * 30 + min(tr / 2, 1) * 30
+            results.append({
+                'ticker': ticker, 'price': float(q.last_done),
+                'volume_ratio': vr, 'turnover_rate': tr,
+                'avg_adr': round(avg_adr, 2), 'score': round(score, 1),
+            })
+    except Exception as e:
+        continue
+
+results.sort(key=lambda x: x['score'], reverse=True)
+
+# 保存结果
+out_path = os.path.expanduser('~/.hermes/skills/trading/quant-factor-mining/artifacts/us_intraday_latest.json')
+os.makedirs(os.path.dirname(out_path), exist_ok=True)
+with open(out_path, 'w') as f:
+    json.dump({'date': datetime.now().isoformat(), 'results': results[:8]}, f, ensure_ascii=False, indent=2)
+
+# 输出报告
+date_str = datetime.now().strftime('%Y-%m-%d')
+print(f'🔥 美股日内交易盘前筛选 {date_str}')
+print('=' * 55)
+print(f'{"股票":<10}{"现价":>8}{"ADR%":>7}{"量比":>6}{"换手":>6}{"评分":>6}')
+print('-' * 55)
+
+for r in results[:8]:
+    emoji = '🟢' if r['score'] > 60 else ('🟡' if r['score'] > 40 else '🔴')
+    print(f'{emoji}{r["ticker"]:<9}{r["price"]:>8.2f}{r["avg_adr"]:>7.2f}{r["volume_ratio"]:>6.2f}{r["turnover_rate"]:>6.2f}{r["score"]:>6.1f}')
+
+print()
+print('📋 TOP 3 策略建议:')
+for r in results[:3]:
+    if r['avg_adr'] > 4:
+        strategy = '动量突破'
+    elif r['avg_adr'] > 3:
+        strategy = '趋势跟踪'
+    else:
+        strategy = 'VWAP回归'
+    print(f'  {r["ticker"]}: {strategy} | 止损-1.5% | 量比{r["volume_ratio"]:.1f}')