mike
657dc41c46
- 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)
42 lines
2.0 KiB
Markdown
42 lines
2.0 KiB
Markdown
# DCA Scanner & Monitoring Architecture
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## Overview
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Pattern for automated high-dividend stock scanning across multiple markets (HK/US/CN), with DCA ladder buy-signal monitoring.
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## Architecture
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### Two script types:
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1. **Scanner** (`dca_scanner.py`) — Scans a candidate pool for high-yield stocks, pushes TOP5 with ladder prices
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2. **Monitor** (`dca_monitor.py`) — Watches existing positions for buy-signal triggers against ladder levels
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### Market separation:
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- Each script accepts `--market=hk|us|cn` to filter positions/candidates
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- Cron jobs are split per market to avoid API collisions and match trading hours
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- Scanner candidate pools are hardcoded per market (24 HK / 15 US / 14 CN)
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### Cron schedule pattern (EDT, staggered ≥15min):
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```
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A股扫描: 19:30 (= 北京 7:30AM, A股开盘前)
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港股扫描: 20:00 (= 北京 8:00AM, 港股开盘前)
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美股扫描: 21:30 (= 北京 9:30AM, 美股开盘前)
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美股监控1: 22:30 (美股盘中)
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美股监控2: 02:00 (美股盘中)
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```
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### Rate limiting prevention:
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- No two LongPort jobs share the same minute
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- Scanner and Monitor never run simultaneously
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- RGTI price monitoring (if needed) at 30min intervals, NOT 10/15min
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## Key design decisions:
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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
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2. **30min polling is enough** for price monitoring — user explicitly said "半小时吧，不需要太频繁"
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3. **Merge overlapping tasks** — price alert + auto order were merged into one (RGTI)
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4. **Pause mislabeled tasks** — "港股监控" that only had US stocks was paused
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5. **Add dividend frequency** to all output — `[季度]` / `[月度]` / `[半年]` suffix
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## Data files:
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- `~/.hermes/scripts/dca_positions.json` — Current positions with ladder prices, yields, div_freq
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- `~/.hermes/scripts/dca_scanner.py` — Market scanner with candidate pools
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- `~/.hermes/scripts/dca_monitor.py` — Ladder monitor with market filter support
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