Hermes-Skills/openclaw-imports/stock-analysis/references/dca-ladder-monitoring.md

DCA Ladder Monitoring — 阶梯买入自动监控

After screening candidates (see dca-screener.md), set up automated price monitoring so the user gets buy signals when prices hit ladder tiers.

Architecture

dca_positions.json  ←  config (symbols, ladder prices, budget, status)
       ↓
dca_monitor.py      ←  reads config + fetches prices from LongPort
       ↓
cron jobs           ←  runs monitor on schedule, delivers alerts

Step 1: Create Position Config

File: ~/.hermes/scripts/dca_positions.json

{
  "updated": "YYYY-MM-DD",
  "positions": {
    "SYMBOL.US": {
      "name": "Display Name",
      "yield": 10.5,
      "market": "US",
      "ladder": [
        {"tier": 1, "price": 15.28, "alloc_pct": 40, "status": "pending", "shares": 3, "cost_local": 45.84},
        {"tier": 2, "price": 15.07, "alloc_pct": 30, "status": "pending", "shares": 2, "cost_local": 30.14},
        {"tier": 3, "price": 13.03, "alloc_pct": 30, "status": "pending", "shares": 3, "cost_local": 39.09}
      ],
      "monthly_budget_hkd": 1071,
      "monthly_budget_local": 137,
      "notes": "PE8.5 科技BDC龙头"
    }
  },
  "budget": {
    "monthly_min_hkd": 6000,
    "monthly_max_hkd": 9000,
    "monthly_mid_hkd": 7500,
    "per_stock_hkd": 1071,
    "usd_hkd": 7.80
  },
  "alert_settings": {
    "trigger_pct": 2.0,
    "cooldown_hours": 24
  }
}

Lot Calculation

Given monthly budget M and N stocks:

• per_stock = M / N (in HKD)
• For US stocks: per_stock_local = per_stock / USDHKD
• Per tier: shares = floor(tier_budget / price) where tier_budget = per_stock_local * alloc_pct / 100
• Update JSON with shares, cost_local, cost_hkd fields

Status Tracking

When user confirms a purchase:

• Change status from "pending" to "done" in the ladder entry
• This prevents re-alerting on already-purchased tiers

Step 2: Monitor Script

File: ~/.hermes/scripts/dca_monitor.py

Key logic:

1. Load env vars from ~/.bashrc (LONGBRIDGE_* → LONGPORT_*)
2. Load dca_positions.json
3. Fetch current prices via ctx.quote(symbols) in batches of 15
4. For each position, compare price to each pending ladder tier
5. If current_price <= target * (1 + trigger_pct/100): emit alert
6. If no alerts triggered: output empty (silent — no notification sent)

Alert Format

🔔 DCA买入信号 [YYYY-MM-DD HH:MM]

🚨 🇺🇸 HTGC.US Hercules Capital
  第1档目标: 15.28  现价: 15.20  已触达
  建议仓位: 40%  买入: 3股  股息率: 10.5%

🟡 🇺🇸 NLY.US Annaly Capital
  第2档目标: 21.07  现价: 21.22  差0.7%
  建议仓位: 30%  买入: 1股  股息率: 13.2%

Pitfalls

• SecurityQuote attribute: SecurityQuote may not have change_rate on some data tiers. Use CalcIndex.ChangeRate via calc_indexes instead.
• Price=0 on weekends: LongPort returns 0 for last_done when markets are closed. The monitor will trigger all alerts on weekends — either skip weekends in cron schedule or handle in script.
• HK stock codes in python3 -c: Codes like 0728.HK start with digits. Always write scripts to file, never use python3 -c.
• Batch sizes: quote 15/batch, calc_indexes 10/batch, static_info 20/batch.

Step 3: Cron Jobs

Set up 5 jobs (all Beijing time):

Schedule	Name	Purpose
0 9 * * 1-6	DCA每日晨报	AI-driven summary with all positions status
0 10 * * 1-5	DCA港股盘中(上午)	HK market check (1hr after open)
0 15 * * 1-5	DCA港股盘中(下午)	HK market check (1hr before close)
30 22 * * 1-5	DCA美股盘中(晚间)	US market check (30min after open)
0 2 * * 2-6	DCA美股盘中(凌晨)	US market check (mid-session)

Cron Setup Pattern

Script-only jobs (no agent, just run monitor):

cronjob(action='create', name='DCA港股盘中监控', 
        schedule='0 10 * * 1-5', no_agent=True, 
        script='scripts/dca_monitor.py', deliver='origin')

AI-driven daily summary (with agent for richer formatting):

cronjob(action='create', name='DCA每日晨报',
        schedule='0 9 * * 1-6',
        prompt='Run dca_monitor.py, generate morning brief...',
        enabled_toolsets=['terminal'], deliver='origin')

Step 4: User Interaction Commands

After deployment, user may say:

User Says	Action
"我买了XX T1"	Edit JSON: set tier status to "done"
"调整XX阶梯价位"	Edit JSON: update ladder prices
"设置预算XX万"	Recalculate lot sizes, update JSON
"加一只XX"	Add new position to JSON
"暂停DCA监控"	Pause cron jobs
"DCA状态"	Run monitor script, show all positions

Full Script Template

See ~/.hermes/scripts/dca_monitor.py for the production script.

Key env loading pattern (required for all LongPort scripts):

import os, re
env_vars = {}
with open(os.path.expanduser('~/.bashrc')) as f:
    for line in f:
        line = line.strip()
        if line.startswith('export LONGBRIDGE_') or line.startswith('export LONGPORT_'):
            parts = line.replace('export ', '').split('=', 1)
            if len(parts) == 2:
                env_vars[parts[0]] = parts[1]
for key, val in env_vars.items():
    if '${' not in val: os.environ[key] = val
for key, val in env_vars.items():
    if '${' in val:
        os.environ[key] = re.sub(r'\$\{(\w+)\}', lambda m: os.environ.get(m.group(1), ''), val)