v2026-07-21: 实战教训汇总 (push 11 文件)
新增 8 reference: - dividend-stability-score: A 股 5 维评分 (派息年数/CAGR/波动/最近/连续) → 0-100 分 + 5 星 - dividend-yield-rate-sort: 按股息率% 倒序 (用户偏好 2026-07-13) - longport-http-module: longport_http.py 公共模块 (替代 SDK WSS) - leverage-pass-through-bug: process_signal.py 丢失 leverage 字段 (5x 实际 10x) - follow-trading-iron-laws: 跟单铁律 (用户原话 5+ 次 2026-07-21) - forced-skill-entry-okx-trade: okx_trade.sh 强制入口 (替代 ccxt 裸调) - mihomo-clash-node-supplier-dns: Clash 节点供应商 DNS 失败处理 - mihomo-ssl-reconnect-pattern: mihomo 反复 SSL/Timeout 模式 - v4.5.44-mu-add-to-75pct-cap: MU 加仓 75% 单币种 cap 标准流程 改 2 SKILL.md: - dividend-investing: 加 5 维评分 + 长桥 http 模块 - longbridge-cli: 标注 '不要写 openapi.QuoteContext' + 迁移说明
This commit is contained in:
+76
-2
@@ -9,6 +9,16 @@ A specialized skill for interacting with the LongPort OpenAPI via the `longbridg
|
||||
|
||||
## ⚠️ Mainland China Access (602315) — PARTIAL workaround (CLI only)
|
||||
|
||||
**2026-07-21 决策(实测)**: **所有 cron 跑的 stock 脚本都改用 `longport_http.py` 模块**(CLI 走 proxychains 替代 Python SDK WSS)。详见 **`references/longport-http-module.md`**:
|
||||
- WSS 在国内 VPS + mihomo 代理下永远失败 (request timeout / Connect error)
|
||||
- CLI HTTP 走 mihomo 代理**能通**
|
||||
- `~/.hermes/scripts/longport_http.py` 提供 `get_quote` / `get_quotes` / `get_positions` / `submit_order` 4 个函数
|
||||
- 5 次连续运行 4-5s 稳定
|
||||
- 已迁移: `dividend_alert.py`, `dca_monitor.py`
|
||||
- 待迁移: `stock_t.py`, `daily_t_analysis.py`, `dca_scanner.py` 等 14+ 脚本
|
||||
|
||||
**不要写新的 `openapi.QuoteContext` 代码 — 必挂**。
|
||||
|
||||
**LongPort API rejects trading requests from mainland China IPs with error `602315` — server-side IP check, not domain-routing.** The 602315 block is enforced at the API gateway based on source IP, not based on which endpoint domain you connect to.
|
||||
|
||||
- **CLI orders (manual)**: three-piece recipe works as of 2026-07-09. Order ID `1259547163696824320` (RGTI 15@$15.50) succeeded via `LONGBRIDGE_REGION=ap` + `proxychains4` + Clash HK node + `--profile lb_real`.
|
||||
@@ -26,6 +36,8 @@ For Clash node-switching API recipe (used to set HK node for the bypass), see `r
|
||||
|
||||
For why the earlier `/etc/hosts` redirect was deprecated (SSL SNI mismatch, system-wide impact), see `references/longbridge-cn-vs-com-endpoint.md`.
|
||||
|
||||
For paper-trading / virtual portfolio using longbridge CLI for prices + simulated SL/TP checkpoints (zero-risk validation of a strategy before going live, no real money), see `references/paper-trading-cli-based.md`. Companion script at `~/.hermes/skills/trading/quant-factor-mining/scripts/intraday_entry_test.py --paper`. Complements `okx_t_monitor.py` (which handles OKX real-money trades).
|
||||
|
||||
## Transport Options
|
||||
|
||||
LongPort can be accessed three ways — choose the one that fits:
|
||||
@@ -116,10 +128,12 @@ For token refresh automation, see `~/.hermes/scripts/update_longbridge_token.sh`
|
||||
For semi-automatic order placement with price monitoring, see `references/semi-auto-trading.md`.
|
||||
For the verified-working 602315 bypass from CN (order ID `1259547163696824320`), see **`references/longbridge-602315-bypass.md`**. WireGuard is explicitly NOT a valid alternative for this account — see the ban note in that reference.
|
||||
For Clash node-switching API recipe (used to set HK node for the bypass), see `references/clash-node-switching.md`.
|
||||
For the **`longport_http.py`公共模块** (CLI 走 proxychains 替代 Python SDK WSS, 2026-07-21 新建, 实测 5 次连续 4-5s), see `references/longport-http-module.md`. **所有 cron 跑的 stock 脚本必须用它** (dividend_alert / dca_monitor 已迁移). Python SDK WSS 在国内 VPS + mihomo 代理下永远失败, 别再用 `openapi.QuoteContext()` / `openapi.TradeContext()`.
|
||||
For VWAP + multi-indicator T-trading panel (scoring system, cron-based auto-orders), see `references/vwap-t-trading-panel.md`.
|
||||
For stock T-trading analysis workflow (lot sizes, per-currency fees, cost-performance rating, cron job), see `references/stock-t-trading-workflow.md`.
|
||||
For DCA position filtering by dividend yield threshold, see `references/dca-yield-filter.md`.
|
||||
For diagnosing silent Rejected orders (CLI returns success, JSON has no reason, no `602315` — see phone app for actual reason), see `references/order-rejection-diagnosis.md`.
|
||||
For diagnosing silent Rejected orders (CLI returns success, JSON has no reason, no `602315` — see phone app for actual reason), see `references/order-rejection-diagnosis.md`. For the 港股 9 档保护规则 (buying price must be ≤ ask1+9 ticks, selling price must be ≥ bid1-9 ticks, otherwise Rejected), see `references/港股九档保护规则.md`. **For the fact that LongPort has NO algo-order support (no SL/TP/conditional endpoint, neither SDK nor CLI), see `references/longbridge-algo-order-not-supported.md`** — this is the most important constraint to know before designing any longbridge stop-loss logic; the OKX advisor's `private_post_trade_order_algo` does not work for longbridge.
|
||||
For when you reorganize scripts and cron jobs fail silently with "Script not found" (the 4 cron-wrappers that moved from `scripts/` to `scripts/stocks/` on 2026-07-10), see `references/cron-script-path-migration.md` — short version: symlink at old path, never re-update all cron jobs at once.
|
||||
|
||||
### T-Trading Daily Analysis (每日做T分析)
|
||||
自动分析持仓股票，计算支撑/阻力/ATR，给出做T方案+性价比评级。
|
||||
@@ -197,6 +211,52 @@ User preference: cron job output to QQ must be **terse with tables**, NOT verbos
|
||||
|
||||
`cronjob` script field rejects multi-token commands like `proxychains4 -f /path/conf python3 /path/script.py` — it treats the whole string as one file path and reports `Script not found: ...`. **Always wrap in a `.sh` script** and reference just the filename. Also: don't nest `proxychains4` in shell variables (`PROXY="proxychains4 -f ..."; $PROXY python3 ...` → `can't load process....`); always write `proxychains4` literally in the command. See `references/cron-wrapper-multi-token-pitfall.md` for the wrapper template.
|
||||
|
||||
### T-Trading Active Workflow: Low-吸-高-抛 (2026-07-10)
|
||||
|
||||
The user defines 做T (T-trade) as **"低吸高抛"** — buy at support, sell at resistance. The full manual CLI workflow for intraday positions is:
|
||||
|
||||
```bash
|
||||
# Step 1: Enter (buy) — price must be ≤ ask1+9 ticks (港股 9 档 rule)
|
||||
# Use the helper to auto-adjust to ask1, then submit limit order
|
||||
LONGBRIDGE_REGION=ap LONGBRIDGE_TRADE_ENABLED=true \
|
||||
proxychains4 -f ~/.proxychains/proxychains.conf \
|
||||
~/.local/bin/longbridge --profile lb_real buy 9988.HK --qty 200 --price <ask1> -y
|
||||
|
||||
# Step 2: When the buy FILLS, immediately place the exit (sell) at resistance / bid1 area
|
||||
# Use helper to get bid1 (avoids the 9 档 Reject)
|
||||
LONGBRIDGE_REGION=ap LONGBRIDGE_TRADE_ENABLED=true \
|
||||
proxychains4 -f ~/.proxychains/proxychains.conf \
|
||||
~/.local/bin/longbridge --profile lb_real sell 9988.HK --qty 200 --price <bid1 or resistance> -y
|
||||
```
|
||||
|
||||
**Key behaviors** that caused the user to lose ~700 RMB on 2026-07-10 when these were violated:
|
||||
|
||||
1. **Don't run cron auto-trading without the user explicitly asking for it** — the existing cron monitor (`hk_intraday_monitor_cron.sh` / `us_intraday_monitor_cron.sh`) places orders when entry signal fires, and the user has to manually clean up if the cron signal is wrong. Net result on 2026-07-10: 9988.HK 200 shares + 1810.HK 1000 shares, both went below entry, and the user had to babysit them.
|
||||
|
||||
2. **Verify `status` before pushing any "下单成功" message** — stdout has order_id, but `orders --json` shows `Rejected` for many orders. See `okx-auto-position` skill v4.5.1 for the strict status-check rules.
|
||||
|
||||
3. **For limit sell (出T), price must be ≥ bid1-9 ticks (not above ask1+9 like the buy rule)** — the Reject rules are different for buy and sell. Use the helper's `adjust_price_for_order(symbol, price, 'sell')` to get bid1.
|
||||
|
||||
4. **Sell-side limit orders can also Reject** — verified 2026-07-10: `longbridge sell 1810.HK --qty 1000 --price 25.80` was `Rejected` because 25.80 was too far above the current bid1 (probably mid-spread). Always check current price with `longbridge quote` and use the helper's adjusted price.
|
||||
|
||||
5. **If you can't get a working exit limit, use `Day` order (`time_in_force=Day`) to let the broker auto-close at session end** — better than being stuck with a position overnight.
|
||||
|
||||
6. **`longbridge-cli` does NOT support the `adj_time` option for orders**, so to use "Day" TIF you must either:
|
||||
- Pass via env var: `LONGBRIDGE_TIF=Day` (NOT supported, see Option 5 below)
|
||||
- Use the Python helper, which uses SDK under the hood (will hit 602315)
|
||||
- Or just accept that default TIF is `Day` and orders auto-cancel at session close
|
||||
|
||||
**Default workflow when user says "做T <SYMBOL>":**
|
||||
1. Run `longbridge quote <SYMBOL>` → get current price
|
||||
2. Run `python3 ~/.hermes/scripts/stock_t.py status <SYMBOL>` (via proxychains) → confirm no existing position
|
||||
3. Calculate entry at ask1 (use helper `adjust_price_for_order(sym, current, 'buy')`)
|
||||
4. `longbridge buy --qty N --price <ask1> -y`
|
||||
5. When filled, immediately calculate exit at bid1 (use helper `adjust_price_for_order(sym, current, 'sell')`)
|
||||
6. `longbridge sell --qty N --price <bid1> -y`
|
||||
7. If sell Rejected, accept the Day order auto-close at 16:00 HKT
|
||||
|
||||
This avoids the cron-driven losses because the user explicitly asks for each step. Cron monitor remains useful for *signals* (推 QQ), but order placement is manual.
|
||||
|
||||
### T-Trading Price Monitor (做T价格监控)
|
||||
每15分钟检查持仓价格，接近支撑/阻力位时提醒。
|
||||
```bash
|
||||
@@ -331,4 +391,18 @@ resp = trade_ctx.submit_order(
|
||||
- **已挂单管理**:定期检查是否还符合当前交易意图,如果只剩"接回"逻辑无法兑现,考虑撤单改用手机 App 手动
|
||||
- **但用了三件套之后,这个不对称问题已解决**——卖单/买单都能下
|
||||
|
||||
- **🔴 [2026-07-05 做T方向] 做T=低吸高抛，不是低抛高吸。** 低吸=跌到支撑位买入，高抛=涨到阻力位卖出。不能随便市价卖出就叫"做T"。减仓和做T是两回事：减仓是降低风险敞口，做T是利用波动降低成本。
|
||||
- **🔴 [2026-07-05 做T方向] 做T=低吸高抛，不是低抛高吸。低吸=跌到支撑位买入，高抛=涨到阻力位卖出。不能随便市价卖出就叫"做T"。减仓和做T是两回事：减仓是降低风险敞口，做T是利用波动降低成本。
|
||||
|
||||
- **🔴 [2026-07-09 LongPort 没有 SL/TP/conditional algo 端点] LongPort OpenAPI 不支持挂止损单 / 止盈单 / 条件单.** `longport.TradeContext` 只暴露 `submit_order` / `cancel_order` / `today_orders` / `history_orders` / `order_detail` / `replace_order` / `set_on_order_changed`, 没有 `submit_algo_order` 或 `submit_conditional_order`. CLI 二进制同样: 所有 `/v1/trade/order-algo` / `/v1/trade/orderAlgo` / `/v1/trade/algo` 路径都是 404. **别照搬 OKX 的 `private_post_trade_order_algo` 逻辑到长桥** - 那是 OKX 专属. 长桥只能下普通限价/市价单, "止损"必须用 Day 单(time_in_force=Day)靠收盘自动取消, 或手动/CLI 下反向 limit 单. 详见 `references/longbridge-algo-order-not-supported.md`.
|
||||
- **🔴 [2026-07-10 假阳性成功推送] 任何订单推送前必须反查 status,不能信 stdout.** 现象: cron 推送 `📊 HK 1810.HK ✅ 下单成功: 1260056765857271808`,实际 `orders --json` 查 `status: "OrderStatus.Rejected"`. 根因: `submit_order` / `execute_order` 返回 order_id 只代表"已发请求",不代表"已成交". **反查 status 规则**:
|
||||
- `closed` / `filled` → 推 "✅ 下单成功"
|
||||
- `Rejected` → 推 "❌ 下单被拒: {id} (查长桥 App 或 `orders --json` 看 reason)"
|
||||
- `NotReported` → 推 "⏳ 已提交: {id} (等成交, 港股日内单收盘自动作废)"
|
||||
- `Canceled` → 推 "🚫 已撤: {id}"
|
||||
- 没反查前, 推送只能说"已提交 {id}, 待确认", 不能说"成功"
|
||||
|
||||
实施: 在 `hk_intraday_cli.py` / `us_intraday_cli.py` submit_order 调用后,加 `fetch_order(order_id)` 反查. 详见 `okx-auto-position` skill v4.5.1 章节.
|
||||
- **🔴 [2026-07-09 改技能前先 trace 下游依赖] OKX advisor v4.5.0 改成 "只挂 SL 不挂 TP" 时, 假设长桥 SDK 也支持 conditional algo, 实际不支持, 导致长桥端下单后 step="sl_only" 永远是 "skipped" 状态. 教训: 改任何技能时, 先检查目标 SDK/CLI 是否支持新功能, 不要跨 broker 假设. 同样的 okx-only vs longbridge-only 概念适用于 fee 货币 (HKD vs USDT), endpoint 域名 (.com vs .cn), 持仓模式 (long_short_mode vs net_mode), 等.
|
||||
- **🔴 [2026-07-10 入场后立即挂出场单 (700RMB 教训)] 用户明确规则: 入场成功 (Filled) 后,**必须立即**挂出场限价单 (sell 在 bid1 价位). 不挂出场单 = 收盘自动作废 = 钱蒸发 (2026-07-10 1810.HK 1000 股 @ 25.64 当天挂卖单 25.80 被 9 档 Rejected 后没补救 → 收盘亏 100+ RMB). **操作流程**: quote → bid1 → sell limit bid1 → orders --json 等 Filled. 卖单 Rejected 立即撤 + 重挂到更低 bid1 (不要挂同一个超 9 档价格). 如果连续 Rejected, 改用 time_in_force=Day 让系统自动平 (永远优于手动僵持).
|
||||
- **🔴 [2026-07-10 默认 dry-run]** 用户规则: 任何交易类操作 (buy/sell/cancel), **用户没明确说"下单"前只算信号+输出分析, 不下真单**. cron 自动 order monitor (hk_intraday_monitor_cron.sh / us_intraday_monitor_cron.sh) 仍运行监控+推送信号, 但下单前必须用户确认. 详见 `references/做T完整链路.md`.
|
||||
- **🔴 [2026-07-10 用户偏好 - cron 输出简洁表格]** 用户的明确规则: cron 推送必须**简洁 + 表格风格**,禁止冗长啰嗦. 关键事件才推 (下单成功/失败, 触发止损/止盈, 持仓变化 ≥5%). 其他输出空时静默 (no_agent 模式不推 QQ). User 原话: "这个消息简洁点,可以是图表".
|
||||
@@ -0,0 +1,109 @@
|
||||
# longport_http.py 公共模块 (2026-07-21 新建)
|
||||
|
||||
## 背景
|
||||
|
||||
长桥 Python SDK (`openapi.QuoteContext` / `openapi.TradeContext`) 走 **WSS (WebSocket)**,而国内 VPS + Clash 代理下 WSS 经常超时 (`error sending request for url (https://openapi.longbridge.com/v1/socket/token): client error (Connect)`)。多次观察到:
|
||||
|
||||
- 长桥 quote 公共 API (HTTP) 走 mihomo 代理**能通**
|
||||
- 长桥 SDK WSS 走 mihomo 代理**必败**
|
||||
- 长桥 CLI 走 mihomo 代理**能通** (HTTP 协议)
|
||||
|
||||
**结论**:**长桥 SDK 不可用,长桥 CLI 完全够用**。
|
||||
|
||||
## 公共模块: `~/.hermes/scripts/longport_http.py`
|
||||
|
||||
把长桥 CLI 封装成 Python SDK 风格的函数,所有脚本统一用这个模块(替代 `openapi.QuoteContext` / `openapi.TradeContext`)。
|
||||
|
||||
### 提供函数
|
||||
|
||||
| 函数 | 替代 | 说明 |
|
||||
|------|------|------|
|
||||
| `get_quote(symbol)` | `ctx.quote([symbol])` | 拿 1 只票实时报价, fallback candlesticks day |
|
||||
| `get_quotes(symbols)` | `ctx.quote(batch)` | 批量,失败的 symbol 不会出现在结果里 |
|
||||
| `get_positions()` | `trade_ctx.stock_positions()` | 查持仓 |
|
||||
| `submit_order(...)` | `trade_ctx.submit_order(...)` | 下单 (limit) |
|
||||
|
||||
### 内部实现
|
||||
|
||||
```python
|
||||
def _run(*args) -> str:
|
||||
cmd = [PROXYCHAINS, "-f", PROXYCHAINS_CONF, LONGBRIDGE_BIN,
|
||||
"--profile", PROFILE, *args]
|
||||
r = subprocess.run(cmd, capture_output=True, text=True, timeout=TIMEOUT)
|
||||
return r.stdout if r.returncode == 0 else ""
|
||||
```
|
||||
|
||||
**所有调用走 `proxychains4` + `longbridge` CLI**,避开 WSS。
|
||||
|
||||
### A 股 / 长 symbol 截断问题
|
||||
|
||||
`longbridge quote 600519.SH` 表格列宽限制,symbol 显示成 `600519…`,价格也截断成 `1308.0…`。
|
||||
|
||||
**fallback**:`get_quote` 失败时调 `candlesticks day --count 1` 取日线收盘价(完整数字, 不是实时但可用)。
|
||||
|
||||
```python
|
||||
if out:
|
||||
symbol_trunc = symbol[:7] + "…"
|
||||
for cand in [symbol, symbol_trunc]:
|
||||
m = re.search(r"│\s*" + re.escape(cand) + ... , out)
|
||||
if m:
|
||||
price_str = m.group(1)
|
||||
if "…" in price_str or len(price_str) < 4:
|
||||
break # 截断, 走 candlesticks fallback
|
||||
...
|
||||
|
||||
# fallback
|
||||
cs_out = _run("candlesticks", symbol, "day", "--count", "1")
|
||||
```
|
||||
|
||||
### 性能 (实测 2026-07-21)
|
||||
|
||||
| 标的数 | 平均耗时 | 5 次连续成功率 |
|
||||
|--------|----------|----------------|
|
||||
| 3 (DCA US) | 4-5s | 5/5 ✅ |
|
||||
| 10 (dividend 港+美+A) | 21-26s | 3/3 ✅ |
|
||||
| 1 (cron 每 15min) | 4s | 5/5 ✅ |
|
||||
|
||||
## 已迁移的脚本
|
||||
|
||||
- `~/.hermes/scripts/dividend_alert.py` ✅
|
||||
- `~/.hermes/scripts/dca_monitor.py` ✅ (独立 module 写法, 待统一)
|
||||
- 其他待迁移 (见 "推广" 章节)
|
||||
|
||||
## 待迁移 (Phase 2)
|
||||
|
||||
| 脚本 | 当前 | 推广后 |
|
||||
|------|------|--------|
|
||||
| `~/.hermes/scripts/stock_t.py` | 直接调 ccxt | `from longport_http import get_quote, get_positions` |
|
||||
| `~/.hermes/scripts/hk_intraday_monitor.py` (cron `e3667cb07aff`, paused) | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/us_intraday_monitor.py` (cron `bcdf70392251`, paused) | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/hk_intraday_close.py` | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/us_intraday_close.py` | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/daily_t_analysis.py` (cron `cb187ab5f9fc`, running) | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/dca_scanner.py` | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/rgti_alert.py` | 走 SDK | 改 longport_http |
|
||||
| `~/.hermes/scripts/dividend_alert.py` | ✅ 已用 | - |
|
||||
| `~/.hermes/scripts/dca_monitor.py` | ✅ 已用 | - |
|
||||
|
||||
**风险**: 14+ 个脚本都改,**全部需要回归测试**。
|
||||
|
||||
## 推广原则
|
||||
|
||||
1. **改一个测试一个** — 不要一次改多个
|
||||
2. **5 次连续跑验证稳定** — 因为 mihomo 节点抽风可能
|
||||
3. **保留原 SDK 代码注释** — 以防回退
|
||||
4. **不删 SDK import** — 让模块兼容两种调用(但默认走 longport_http)
|
||||
|
||||
## 实战铁律 (2026-07-21)
|
||||
|
||||
- **`LONGPORT_*` env vars 在 cron 不生效** — 必须走 proxychains + longbridge CLI 走 mihomo
|
||||
- **`get_quote` 返回 None 不抛异常** — 让调用方自己判断
|
||||
- **失败不重试** — 一次拿不到, 下一分钟 cron 会再跑
|
||||
- **不要 fallback 到 SDK** — SDK 永远不通, 走了更糟
|
||||
|
||||
## 关联 reference
|
||||
|
||||
- `okx-auto-position/references/forced-skill-entry-okx-trade-2026-07-21.md` - 强制 skill 路径入口
|
||||
- `longbridge-cli/SKILL.md` - 长桥 CLI 主文档
|
||||
- `strategy-management/references/longbridge-cli-pitfalls-2026-07-16.md` - CLI 实战踩坑
|
||||
- `~/.hermes/scripts/okx_trade.sh` - 类似的 OKX 标准入口 (对比参考)
|
||||
Reference in New Issue
Block a user