Hermes-Skills/longbridge-cli/scripts/daily_t_analysis.py

#!/usr/bin/env python3
"""
每日持仓做T分析 - 交易日早盘前推送
分析持仓股票的技术面，给出做T建议+性价比（含真实手续费）
用法: python3 daily_t_analysis.py
输出: 持仓分析报告（含支撑/阻力/ATR/做T方案/性价比评级）
"""
import os, sys, json, math
from datetime import datetime

# Load LongPort creds from bashrc
with open(os.path.expanduser('~/.bashrc')) as f:
    for line in f:
        line = line.strip()
        if line.startswith('export LONGPORT_') or line.startswith('export LONGBRIDGE_'):
            parts = line.replace('export ', '').split('=', 1)
            if len(parts) == 2:
                os.environ[parts[0]] = parts[1]

from longport import openapi

def F(val, dec=2):
    return f'{val:.{dec}f}'

def calc_hk_fee(amount):
    """港股手续费：佣金0.03%(min3) + 印花税0.1%(整数) + 征费0.00278% + 交收费0.002%(min2,max100)"""
    commission = max(3, amount * 0.0003)
    stamp = math.ceil(amount * 0.001)
    levy = amount * 0.0000278
    trading_fee = amount * 0.0000565
    settle = max(2, min(100, amount * 0.00002))
    return commission + stamp + levy + trading_fee + settle

def calc_us_fee(amount, qty):
    """美股手续费：佣金$0 + SEC费0.00278%(卖) + FINRA $0.000166/股(卖)"""
    sec_fee = amount * 0.0000278
    finra = max(0.01, qty * 0.000166)
    return sec_fee + finra

def analyze():
    cfg = openapi.Config.from_env()
    trade_ctx = openapi.TradeContext(config=cfg)
    quote_ctx = openapi.QuoteContext(config=cfg)

    positions = []
    symbols_list = []
    resp = trade_ctx.stock_positions()
    for ch in resp.channels:
        for pos in ch.positions:
            if int(pos.quantity) > 0:
                positions.append({
                    'symbol': pos.symbol,
                    'qty': int(pos.quantity),
                    'avail': int(pos.available_quantity),
                    'cost': float(pos.cost_price),
                })
                symbols_list.append(pos.symbol)

    if not positions:
        return "📊 无持仓，无需做T分析"

    # Get lot sizes
    lot_sizes = {}
    try:
        infos = quote_ctx.static_info(symbols_list)
        for info in infos:
            lot_sizes[info.symbol] = info.lot_size
    except:
        for s in symbols_list:
            lot_sizes[s] = 1

    lines = [f"📊 每日做T分析 | {datetime.now().strftime('%Y-%m-%d')}\n"]

    for p in positions:
        sym = p['symbol']
        lot_size = lot_sizes.get(sym, 1)
        try:
            candles = quote_ctx.candlesticks(sym, openapi.Period.Day, 20, openapi.AdjustType.NoAdjust)
            closes = [float(c.close) for c in candles]
            highs = [float(c.high) for c in candles]
            lows = [float(c.low) for c in candles]

            sma5 = sum(closes[-5:]) / 5
            sma10 = sum(closes[-10:]) / 10
            sma20 = sum(closes) / len(closes)
            current = closes[-1]

            atr_sum = 0
            for i in range(1, min(15, len(candles))):
                tr = max(highs[-i]-lows[-i], abs(highs[-i]-closes[-i-1]), abs(lows[-i]-closes[-i-1]))
                atr_sum += tr
            atr = atr_sum / min(14, len(candles)-1)

            support = min(lows[-5:])
            resistance = max(highs[-5:])

            cost = p['cost']
            qty = p['qty']
            avail = p['avail']
            pnl_pct = (current - cost) / cost * 100
            pnl_emoji = '🟢' if pnl_pct >= 0 else '🔴'

            if current > sma5 > sma10 > sma20:
                trend = "📈多头"
            elif current < sma5 < sma10 < sma20:
                trend = "📉空头"
            elif current > sma10:
                trend = "↗️偏多"
            else:
                trend = "↘️偏弱"

            atr_pct = atr / current * 100
            is_worth = atr_pct > 1.5

            is_hk = '.HK' in sym
            ccy = 'HKD' if is_hk else 'USD'
            d = 3 if is_hk else 2

            buy_zone = min(support, sma20) + atr * 0.2
            sell_zone = max(resistance, sma10) - atr * 0.2
            t_profit_per_share = sell_zone - buy_zone

            raw_t_qty = max(1, int(avail * 0.2))
            t_qty = max(lot_size, (raw_t_qty // lot_size) * lot_size)
            if t_qty > avail:
                t_qty = (avail // lot_size) * lot_size

            capital_used = buy_zone * t_qty
            expected_profit = t_profit_per_share * t_qty
            return_rate = (expected_profit / capital_used * 100) if capital_used > 0 else 0

            stop_loss = current - atr * 1.5
            risk_per_share = buy_zone - stop_loss
            risk_total = risk_per_share * t_qty
            rr = (expected_profit / risk_total) if risk_total > 0 else 0

            if is_hk:
                buy_fee = calc_hk_fee(buy_zone * t_qty)
                sell_fee = calc_hk_fee(sell_zone * t_qty)
            else:
                buy_fee = calc_us_fee(buy_zone * t_qty, t_qty)
                sell_fee = calc_us_fee(sell_zone * t_qty, t_qty)
            fee = buy_fee + sell_fee
            net_profit = expected_profit - fee

            if rr >= 3 and return_rate >= 1.5:
                rating = "⭐⭐⭐ 高"
            elif rr >= 2 and return_rate >= 1:
                rating = "⭐⭐ 中"
            elif rr >= 1.5 and return_rate >= 0.5:
                rating = "⭐ 低"
            else:
                rating = "❌ 不建议"

            lines.append(f"{'━' * 30}")
            lines.append(f"📌 {sym} | {qty}股({qty//lot_size}手) | 成本{F(cost, d)}{ccy}")
            lines.append(f"现价{F(current, d)} | {pnl_emoji}{pnl_pct:+.1f}% | {trend} | ATR{F(atr, d)}({atr_pct:.1f}%)")
            lines.append(f"支撑{F(support, d)} | 阻力{F(resistance, d)}")

            if is_worth and t_qty >= lot_size:
                lines.append(f"🎯 低吸{F(buy_zone, d)} → 高抛{F(sell_zone, d)} | {t_qty}股({t_qty//lot_size}手)")
                lines.append(f"📐 性价比: {rating}")
                lines.append(f"• 预期利润: {F(net_profit, 1)}{ccy} | 收益率: {return_rate:.1f}%")
                lines.append(f"• 盈亏比: {rr:.1f}:1 | 手续费: {F(fee, 1)}{ccy}(买{F(buy_fee,1)}+卖{F(sell_fee,1)})")
                lines.append(f"• 止损: {F(stop_loss, d)} | 最大亏损: {F(risk_total, 1)}{ccy}")
            elif not is_worth:
                lines.append(f"💡 波动太小，暂不建议做T | 性价比: {rating}")
            else:
                lines.append(f"⚠️ 不足1手({lot_size}股)，无法做T")

        except Exception as e:
            lines.append(f"❌ {sym}: {e}")

    lines.append(f"\n⏰ 港股9:30-16:00 | 美股21:30-04:00 (北京时间)")
    return '\n'.join(lines)


if __name__ == '__main__':
    result = analyze()
    print(result)