241 lines
9.9 KiB
Python
241 lines
9.9 KiB
Python
"""---
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name: cn-scan
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description: "A股日内做T点位扫描 — 高股息候选池 + 实时 quote + 日线/5min K, 算 SL/TP1/TP2 (不交易, 仅参考)"
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---"""
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"""
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A股日内做T点位扫描 (cron 模板)
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- 高股息候选池 (预设, 与 scan_cn.py 共用)
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- 拉实时 quote + 日线/5min K 线 (longport_http)
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- 算 SL/TP1/TP2 用 calc_exit_levels()
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- 三级输出: ✅ R:R≥1.5 / ⚠️ R:R 1.0 / ❌ 否决
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- 推 QQ (origin delivery)
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用法:
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python3 calc_cn_levels.py # 跑 (默认)
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python3 calc_cn_levels.py --top 3 # 只看 top 3
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python3 calc_cn_levels.py --period day # 用日线 (默认)
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python3 calc_cn_levels.py --strategy turtle_breakout # 海龟
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"""
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import argparse
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import json
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import os
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import sys
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from pathlib import Path
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sys.path.insert(0, '/home/openclaw/.hermes/scripts')
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sys.path.insert(0, str(Path(__file__).parent))
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from longport_http import get_quote, get_candlesticks
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from exit_levels import calc_exit_levels
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from indicators import atr as calc_atr, vwap as calc_vwap
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# === A 股候选池 (与 scan_cn.py 共用) ===
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A_SHARE_POOL = {
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"601088.SH": {"name": "中国神华", "yield": 6.7, "sector": "煤炭"},
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"601328.SH": {"name": "交通银行", "yield": 6.2, "sector": "银行"},
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"601398.SH": {"name": "工商银行", "yield": 5.9, "sector": "银行"},
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"601288.SH": {"name": "农业银行", "yield": 5.8, "sector": "银行"},
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"601939.SH": {"name": "建设银行", "yield": 6.0, "sector": "银行"},
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"601988.SH": {"name": "中国银行", "yield": 5.7, "sector": "银行"},
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"600900.SH": {"name": "长江电力", "yield": 3.8, "sector": "电力"},
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"601857.SH": {"name": "中国石油", "yield": 5.5, "sector": "能源"},
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"600028.SH": {"name": "中国石化", "yield": 5.2, "sector": "能源"},
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"601728.SH": {"name": "中国电信", "yield": 4.8, "sector": "电信"},
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"600036.SH": {"name": "招商银行", "yield": 4.5, "sector": "银行"},
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"601166.SH": {"name": "兴业银行", "yield": 5.8, "sector": "银行"},
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"601818.SH": {"name": "光大银行", "yield": 5.9, "sector": "银行"},
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"600377.SH": {"name": "宁沪高速", "yield": 6.2, "sector": "高速"},
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"601666.SH": {"name": "平煤股份", "yield": 6.2, "sector": "煤炭"},
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"600023.SH": {"name": "浙能电力", "yield": 5.5, "sector": "电力"},
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"000858.SZ": {"name": "五粮液", "yield": 10.5, "sector": "白酒"},
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"000568.SZ": {"name": "泸州老窖", "yield": 7.0, "sector": "白酒"},
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"000937.SZ": {"name": "冀中能源", "yield": 11.0, "sector": "煤炭"},
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"002304.SZ": {"name": "洋河股份", "yield": 10.8, "sector": "白酒"},
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"000596.SZ": {"name": "古井贡酒", "yield": 6.9, "sector": "白酒"},
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"000001.SZ": {"name": "平安银行", "yield": 5.4, "sector": "银行"},
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"600519.SH": {"name": "贵州茅台", "yield": 5.0, "sector": "白酒"},
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}
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MIN_YIELD = 5.0 # 股息率下限
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def calc_levels(symbol: str, klines: list, quote: dict, side: str, min_rr: float,
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strategy: str = 'rsi2_revert'):
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"""
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strategy: 'rsi2_revert' | 'vwap_revert' | 'early_bird' | 'turtle_breakout'
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A 股默认用 rsi2_revert (震荡回归, 适合高股息股)
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"""
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if not klines or not quote:
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return None, '数据缺失'
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closes = [k['close'] for k in klines]
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highs = [k['high'] for k in klines]
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lows = [k['low'] for k in klines]
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volumes = [k.get('volume', 0) for k in klines]
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atr_vals = calc_atr(highs, lows, closes, 14)
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current_atr = atr_vals[-1]
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if not current_atr:
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return None, 'ATR 失败'
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vwaps = calc_vwap(closes, volumes)
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current_vwap = vwaps[-1]
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current_price = quote.get('price') or quote.get('last_done', 0)
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if not current_price:
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return None, '价格缺失'
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# ── 策略参数映射 ──
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if strategy == 'turtle_breakout':
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vol_sl_multi, vol_tp1_multi, vol_tp2_multi = 2.0, 4.0, 8.0
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eff_min_rr = min(min_rr, 1.0)
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use_vwap = False
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elif strategy == 'vwap_revert':
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vol_sl_multi, vol_tp1_multi, vol_tp2_multi = 1.0, 2.0, 3.0
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eff_min_rr = max(min_rr, 1.5)
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use_vwap = True
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elif strategy == 'early_bird':
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vol_sl_multi, vol_tp1_multi, vol_tp2_multi = 1.5, 2.0, 3.0
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eff_min_rr = min_rr
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use_vwap = False
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else: # rsi2_revert
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vol_sl_multi, vol_tp1_multi, vol_tp2_multi = 1.5, 2.0, 3.0
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eff_min_rr = min_rr
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use_vwap = True
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eff_vwap = current_vwap if use_vwap else None
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return calc_exit_levels(
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entry=current_price,
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atr=current_atr,
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current_price=current_price,
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day_high=quote.get('high') or max(highs),
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day_low=quote.get('low') or min(lows),
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prev_high=max(highs),
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prev_low=min(lows),
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vwap=eff_vwap,
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side=side,
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min_rr=eff_min_rr,
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vol_sl_multi=vol_sl_multi,
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vol_tp1_multi=vol_tp1_multi,
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vol_tp2_multi=vol_tp2_multi,
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), strategy
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def format_cn_output(levels, change_pct, current_price, side, symbol, info, mode):
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"""A 股格式: ¥ 符号, 股息率"""
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name = info.get('name', symbol)
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div_yield = info.get('yield', 0)
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sector = info.get('sector', '')
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if mode == 'strict':
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return (
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f"\n📈 **{symbol}** {name} (股息率 {div_yield}% | {sector})\n"
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f"现价 ¥{current_price:.2f} ({change_pct:+.2f}%) | {side.upper()}\n"
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f"SL ¥{levels.sl:.2f}\n"
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f"TP1 ¥{levels.tp1:.2f}\n"
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f"TP2 ¥{levels.tp2:.2f}\n"
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f"R:R 1:{levels.rr_ratio:.2f} ✅"
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)
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elif mode == 'relaxed':
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return (
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f"\n📈 **{symbol}** {name} (股息率 {div_yield}% | {sector})\n"
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f"现价 ¥{current_price:.2f} ({change_pct:+.2f}%) | {side.upper()} [R:R 1.0 宽松]\n"
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f"SL ¥{levels.sl:.2f}\n"
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f"TP1 ¥{levels.tp1:.2f}\n"
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f"TP2 ¥{levels.tp2:.2f}\n"
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f"R:R 1:{levels.rr_ratio:.2f} ⚠️"
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)
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else: # atr_adj
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return (
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f"\n📈 **{symbol}** {name} (股息率 {div_yield}% | {sector})\n"
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f"现价 ¥{current_price:.2f} ({change_pct:+.2f}%) | {side.upper()} [ATR 调整]\n"
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f"SL ¥{levels.sl:.2f}\n"
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f"TP1 ¥{levels.tp1:.2f}\n"
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f"TP2 ¥{levels.tp2:.2f}\n"
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f"R:R 1:{levels.rr_ratio:.2f} ⚠️"
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)
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def main():
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ap = argparse.ArgumentParser()
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ap.add_argument('--top', type=int, default=5, help='top N (default 5)')
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ap.add_argument('--period', default='day',
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choices=['day', '5m', '15m', '1h'],
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help='K线周期 (default day)')
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ap.add_argument('--strategy', default='rsi2_revert',
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choices=['rsi2_revert', 'vwap_revert', 'early_bird', 'turtle_breakout'],
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help='策略 (default rsi2_revert, A 股推荐)')
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args = ap.parse_args()
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# 过滤高股息
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candidates = {k: v for k, v in A_SHARE_POOL.items() if v.get('yield', 0) >= MIN_YIELD}
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top = list(candidates.items())[:args.top]
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from datetime import date
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today = date.today().isoformat()
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print(f"📊 A 股日内做T点位扫描 ({today}, top {args.top}, 策略={args.strategy})")
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print(f"📋 共扫描 {len(top)} 支\n")
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output_lines = []
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for symbol, info in top:
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print(f"--- {symbol} {info['name']} ---")
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quote = get_quote(symbol)
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if not quote:
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print(f" ❌ quote 拉取失败")
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continue
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klines = get_candlesticks(symbol, args.period, 30)
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if not klines:
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print(f" ❌ K线 拉取失败")
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continue
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current_price = quote.get('price') or quote.get('last_done', 0)
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change_pct = quote.get('change_pct', 0)
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print(f" 现价: ¥{current_price:.2f} ({change_pct:+.2f}%)")
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side = 'long' if change_pct > 0 else 'short'
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levels, _ = calc_levels(symbol, klines, quote, side, min_rr=1.5, strategy=args.strategy)
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if levels:
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print(f" ✅ R:R 1.5 [{args.strategy}] → SL=¥{levels.sl:.2f} TP1=¥{levels.tp1:.2f} TP2=¥{levels.tp2:.2f} R:R=1:{levels.rr_ratio:.2f}")
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output_lines.append(format_cn_output(levels, change_pct, current_price, side, symbol, info, 'strict'))
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else:
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levels_relaxed, _ = calc_levels(symbol, klines, quote, side, min_rr=1.0, strategy=args.strategy)
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if levels_relaxed:
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print(f" ⚠️ R:R 1.5 否决, 1.0 通过 → R:R=1:{levels_relaxed.rr_ratio:.2f}")
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output_lines.append(format_cn_output(levels_relaxed, change_pct, current_price, side, symbol, info, 'relaxed'))
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else:
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closes = [k['close'] for k in klines]
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highs = [k['high'] for k in klines]
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lows = [k['low'] for k in klines]
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volumes = [k.get('volume', 0) for k in klines]
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atr_v = calc_atr(highs, lows, closes, 14)[-1]
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vwaps_v = calc_vwap(closes, volumes)
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levels_alt = calc_exit_levels(
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entry=current_price, atr=atr_v, current_price=current_price,
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day_high=max(highs), day_low=min(lows),
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prev_high=max(highs), prev_low=min(lows),
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vwap=vwaps_v[-1], side=side, min_rr=1.5,
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vol_sl_multi=1.5, vol_tp1_multi=3.0,
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)
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if levels_alt:
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print(f" ⚠️ ATR 调整 → R:R=1:{levels_alt.rr_ratio:.2f}")
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output_lines.append(format_cn_output(levels_alt, change_pct, current_price, side, symbol, info, 'atr_adj'))
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else:
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print(f" ❌ 全部场景否决")
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print()
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if output_lines:
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header = f"📊 A 股日内做T点位 ({today})\n⚠️ 仅参考, 不交易\n"
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print("\n=== QQ 推送内容 ===")
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print(header + "\n---\n".join(output_lines))
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else:
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print("\n💤 全部场景否决, 无输出")
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if __name__ == '__main__':
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main()
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