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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

3.2 KiB

Raw Blame History

Intraday Margin Trading Automation

Complete automated system for HK/US intraday margin trading with LongPort SDK.

Architecture

8:30 Beijing → hk_intraday_scanner.py → TOP3 candidates → QQ
9:30 Beijing → hk_intraday_monitor.py → entry signals → auto order → QQ
15:45 Beijing → hk_intraday_close.py → close all system positions → QQ

21:00 Beijing → us_intraday_scanner.py → TOP3 candidates → QQ
21:30 Beijing → us_intraday_monitor.py → entry signals → auto order → QQ
3:45 Beijing → us_intraday_close.py → close all system positions → QQ

Scoring Formula

score = min(ADR% / 4, 1) × 40 + min(VolumeRatio / 2, 1) × 30 + min(TurnoverRate / 2, 1) × 30

ADR%: Average Daily Range (近5日高低价差百分比)
VolumeRatio: LongPort CalcIndex.VolumeRatio
TurnoverRate: LongPort CalcIndex.TurnoverRate

Score > 60 = excellent, 40-60 = good, < 40 = not ideal

Entry Signals (5-min SMA)

做多条件:

current > SMA5 > SMA10
current > previous close (上涨趋势)

做空条件:

current < SMA5 < SMA10
current < previous close (下跌趋势)

Position Sizing

buying_power = account.buy_power  # HKD or USD
position_size = buying_power * 0.25  # 25% per trade
shares = int(position_size / current_price / 100) * 100  # HK: round to 100
shares = int(position_size / current_price)  # US: round to 1

Stop Loss / Take Profit

atr = sum(max(h-l, abs(h-pc), abs(l-pc)) for ...) / n  # 5-min ATR

# 做多
stop_loss = max(min(lows[-5:]), entry - atr * 2)
take_profit = entry + atr * 3

# 做空
stop_loss = min(max(highs[-5:]), entry + atr * 2)
take_profit = entry - atr * 3

盈亏比 = 3:2 = 1.5:1

Position Tracking (CRITICAL)

Entries tracked in ~/.hermes/trading/{hk,us}_intraday_entries.json:

{
  "3690.HK": {
    "side": "buy",
    "entry_price": 66.10,
    "stop_loss": 65.85,
    "take_profit": 66.77,
    "shares": 100,
    "order_id": "3686893095794171904",
    "time": "2026-06-25T09:45:00"
  }
}

Safety Rules

ONLY CLOSE SYSTEM-OPENED POSITIONS — verify order_id exists before closing
NEVER touch user's manual positions (UNH, RGTI, 3416.HK, etc.)
Day trade only — close all at 15:45 HK / 3:45 US Beijing
Single trade max — 25% of buying power
Stop loss mandatory — 2× ATR from entry

Cron Jobs

Job	Schedule (EDT)	Schedule (Beijing)	Script
HK Scanner	`30 20 * * 1-5`	8:30	hk_intraday_scanner.py
HK Monitor	`/15 9-15 * 1-5`	21:15-3:45	hk_intraday_monitor.py
HK Close	`45 15 * * 1-5`	3:45	hk_intraday_close.py
US Scanner	`0 9 * * 1-5`	21:00	us_intraday_scanner.py
US Monitor	`/15 21-23,0-3 * 1-5`	9:00-15:45	us_intraday_monitor.py
US Close	`45 3 * * 2-6`	3:45	us_intraday_close.py

Pitfalls

Period enum: Use Period.Min_5 not Period.Min5 (underscore required)
buy_power: account.buy_power not account.available_cash
SecurityQuote: Use q.last_done, q.prev_close, q.high, q.low, q.open — no change_rate attribute
Entry file path: ~/.hermes/trading/ not ~/.hermes/skills/...

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