Files
mike 657dc41c46 Initial commit: Trading skills collection
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange)
- 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator)
- 量化因子挖掘 (quant-factor-mining)
- 长桥集成 (longbridge-cli, longbridge-python-sdk)
- 六合彩分析 (lottery-hk)
- 股息投资 (dividend-investing, dividend-scanner)
- 日内交易 (intraday-trading)
- 同花顺 (tonghuashun)
2026-07-05 02:39:41 -04:00

2.0 KiB

DCA Scanner & Monitoring Architecture

Overview

Pattern for automated high-dividend stock scanning across multiple markets (HK/US/CN), with DCA ladder buy-signal monitoring.

Architecture

Two script types:

  1. Scanner (dca_scanner.py) — Scans a candidate pool for high-yield stocks, pushes TOP5 with ladder prices
  2. Monitor (dca_monitor.py) — Watches existing positions for buy-signal triggers against ladder levels

Market separation:

  • Each script accepts --market=hk|us|cn to filter positions/candidates
  • Cron jobs are split per market to avoid API collisions and match trading hours
  • Scanner candidate pools are hardcoded per market (24 HK / 15 US / 14 CN)

Cron schedule pattern (EDT, staggered ≥15min):

A股扫描:   19:30  (= 北京 7:30AM, A股开盘前)
港股扫描:   20:00  (= 北京 8:00AM, 港股开盘前)
美股扫描:   21:30  (= 北京 9:30AM, 美股开盘前)
美股监控1:  22:30  (美股盘中)
美股监控2:  02:00  (美股盘中)

Rate limiting prevention:

  • No two LongPort jobs share the same minute
  • Scanner and Monitor never run simultaneously
  • RGTI price monitoring (if needed) at 30min intervals, NOT 10/15min

Key design decisions:

  1. User wants push-based scanning — "你要扫描高股息的发通知给我,不是我选" — system scans and pushes candidates, user doesn't manually pick from lists
  2. 30min polling is enough for price monitoring — user explicitly said "半小时吧,不需要太频繁"
  3. Merge overlapping tasks — price alert + auto order were merged into one (RGTI)
  4. Pause mislabeled tasks — "港股监控" that only had US stocks was paused
  5. Add dividend frequency to all output — [季度] / [月度] / [半年] suffix

Data files:

  • ~/.hermes/scripts/dca_positions.json — Current positions with ladder prices, yields, div_freq
  • ~/.hermes/scripts/dca_scanner.py — Market scanner with candidate pools
  • ~/.hermes/scripts/dca_monitor.py — Ladder monitor with market filter support