增加选股策略
This commit is contained in:
oficcejo
@@ -0,0 +1,430 @@
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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低价擒牛策略监控服务
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定时扫描股票，检测卖出信号
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"""
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import time
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import threading
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import logging
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from datetime import datetime
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from typing import Optional
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import os
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from low_price_bull_monitor import low_price_bull_monitor
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from notification_service import notification_service
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class LowPriceBullService:
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"""低价擒牛策略监控服务"""
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def __init__(self):
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self.logger = logging.getLogger(__name__)
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self.running = False
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self.thread: Optional[threading.Thread] = None
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self.scan_interval = 60 # 默认扫描间隔（秒）
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self.holding_days_limit = 5 # 持股天数限制
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# 从环境变量读取配置
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self._load_config()
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def _load_config(self):
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"""从环境变量加载配置"""
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try:
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from dotenv import load_dotenv
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load_dotenv()
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# 扫描间隔
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interval = os.getenv('LOW_PRICE_BULL_SCAN_INTERVAL', '60')
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self.scan_interval = int(interval)
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# 持股天数限制
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days = os.getenv('LOW_PRICE_BULL_HOLDING_DAYS', '5')
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self.holding_days_limit = int(days)
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# TDX API配置
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self.tdx_api_url = os.getenv('TDX_BASE_URL', 'http://127.0.0.1:5000')
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self.logger.info(f"监控配置: 扫描间隔={self.scan_interval}秒, 持股天数限制={self.holding_days_limit}天")
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self.logger.info(f"TDX API: {self.tdx_api_url}")
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except Exception as e:
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self.logger.warning(f"加载配置失败，使用默认值: {e}")
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def start(self):
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"""启动监控服务"""
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if self.running:
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self.logger.warning("监控服务已在运行")
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return False
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self.running = True
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self.thread = threading.Thread(target=self._monitor_loop, daemon=True)
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self.thread.start()
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self.logger.info("低价擒牛监控服务已启动")
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return True
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def stop(self):
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"""停止监控服务"""
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if not self.running:
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return False
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self.running = False
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if self.thread:
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self.thread.join(timeout=5)
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self.logger.info("低价擒牛监控服务已停止")
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return True
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def _monitor_loop(self):
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"""监控循环"""
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while self.running:
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try:
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self._scan_stocks()
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time.sleep(self.scan_interval)
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except Exception as e:
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self.logger.error(f"监控循环错误: {e}")
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time.sleep(self.scan_interval)
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def _scan_stocks(self):
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"""扫描所有监控的股票"""
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try:
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# 更新持有天数
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low_price_bull_monitor.update_holding_days()
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# 获取监控列表
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stocks = low_price_bull_monitor.get_monitored_stocks()
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if not stocks:
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return
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self.logger.info(f"开始扫描 {len(stocks)} 只股票")
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for stock in stocks:
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try:
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self._check_stock(stock)
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except Exception as e:
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self.logger.error(f"检查股票 {stock['stock_code']} 失败: {e}")
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# 处理提醒
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self._process_alerts()
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except Exception as e:
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self.logger.error(f"扫描股票失败: {e}")
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def _check_stock(self, stock: dict):
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"""
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检查单只股票的卖出信号
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Args:
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stock: 股票信息字典
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"""
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stock_code = stock['stock_code']
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stock_name = stock['stock_name']
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holding_days = stock['holding_days']
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# 检查1: 持股天数
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if holding_days >= self.holding_days_limit:
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# 添加提醒
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low_price_bull_monitor.add_sell_alert(
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stock_code=stock_code,
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stock_name=stock_name,
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alert_type='holding_days',
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alert_reason=f'持股满{self.holding_days_limit}天，建议卖出',
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holding_days=holding_days
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)
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self.logger.info(f"{stock_code} 持股满{self.holding_days_limit}天，生成卖出提醒")
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return
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# 检查2: MA5下穿MA20
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current_price, ma5, ma20 = self._get_stock_data(stock_code)
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if current_price and ma5 and ma20:
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if ma5 < ma20:
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# MA5下穿MA20，添加提醒
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low_price_bull_monitor.add_sell_alert(
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stock_code=stock_code,
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stock_name=stock_name,
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alert_type='ma_cross',
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alert_reason='MA5下穿MA20，技术信号卖出',
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current_price=current_price,
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ma5=ma5,
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ma20=ma20,
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holding_days=holding_days
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)
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self.logger.info(f"{stock_code} MA5下穿MA20，生成卖出提醒")
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def _get_stock_data(self, stock_code: str) -> tuple:
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"""
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获取股票数据（价格和均线）
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Args:
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stock_code: 股票代码（可能带后缀，如002259.SZ）
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Returns:
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(当前价格, MA5, MA20)
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"""
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try:
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import requests
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import pandas as pd
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# 处理股票代码格式：去掉后缀，保留纯数字代码
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# 例如：002259.SZ -> 002259
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clean_code = stock_code.split('.')[0] if '.' in stock_code else stock_code
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# 判断市场并添加前缀（TDX API可能需要）
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# 深圳：0开头、3开头 -> SZ前缀
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# 上海：6开头 -> SH前缀
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if clean_code.startswith(('0', '3')):
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api_code = f"SZ{clean_code}"
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elif clean_code.startswith('6'):
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api_code = f"SH{clean_code}"
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else:
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api_code = clean_code
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# 调用TDX API获取K线数据
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url = f"{self.tdx_api_url}/api/kline"
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params = {
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'code': api_code,
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'type': 'day' # 日K线
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}
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self.logger.debug(f"请求TDX API: code={stock_code} -> api_code={api_code}")
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response = requests.get(url, params=params, timeout=10)
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if response.status_code != 200:
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self.logger.warning(f"获取 {stock_code} K线数据失败: HTTP {response.status_code}")
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self.logger.warning(f"请求URL: {url}?code={api_code}&type=day")
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# 尝试使用纯数字代码重试
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if api_code != clean_code:
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self.logger.info(f"尝试使用纯数字代码重试: {clean_code}")
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params['code'] = clean_code
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response = requests.get(url, params=params, timeout=10)
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if response.status_code != 200:
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self.logger.warning(f"重试失败: HTTP {response.status_code}")
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return None, None, None
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else:
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return None, None, None
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data = response.json()
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# 检查数据格式
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# 支持两种格式：
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# 1. 直接返回数组: [{date, open, high, low, close, volume}, ...]
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# 2. 嵌套格式: {code: 0, message: "success", data: {List: [...]}}
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if isinstance(data, dict) and 'data' in data:
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# 嵌套格式
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if data.get('code') != 0:
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self.logger.warning(f"{stock_code} API返回错误: {data.get('message')}")
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return None, None, None
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data_obj = data.get('data', {})
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kline_list = data_obj.get('List', [])
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if not kline_list or len(kline_list) < 20:
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self.logger.warning(f"{stock_code} K线数据不足，需要至少20天，当前{len(kline_list)}天")
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return None, None, None
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# 转换为DataFrame，字段名需要映射
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# API返回：{Time, Open, High, Low, Close, Volume, Amount}
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# 需要：{date, open, high, low, close, volume}
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df = pd.DataFrame(kline_list)
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# 重命名字段（大小写转换）
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if 'Time' in df.columns:
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df['date'] = df['Time']
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if 'Open' in df.columns:
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df['open'] = df['Open']
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if 'High' in df.columns:
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df['high'] = df['High']
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if 'Low' in df.columns:
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df['low'] = df['Low']
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if 'Close' in df.columns:
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df['close'] = df['Close']
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if 'Volume' in df.columns:
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df['volume'] = df['Volume']
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elif isinstance(data, list):
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# 直接数组格式
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if len(data) < 20:
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self.logger.warning(f"{stock_code} K线数据不足，需要至少20天")
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return None, None, None
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df = pd.DataFrame(data)
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else:
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self.logger.warning(f"{stock_code} K线数据格式错误")
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return None, None, None
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# 确保有close列
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if 'close' not in df.columns:
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self.logger.warning(f"{stock_code} K线数据缺少close字段")
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return None, None, None
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# 转换为浮点数
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df['close'] = pd.to_numeric(df['close'], errors='coerce')
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# 计算MA5和MA20
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df['MA5'] = df['close'].rolling(window=5).mean()
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df['MA20'] = df['close'].rolling(window=20).mean()
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# 获取最新数据
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latest = df.iloc[-1]
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current_price = latest['close']
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ma5 = latest['MA5']
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ma20 = latest['MA20']
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# 检查是否有效
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if pd.isna(current_price) or pd.isna(ma5) or pd.isna(ma20):
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self.logger.warning(f"{stock_code} 数据包含NaN值")
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return None, None, None
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self.logger.info(f"{stock_code} 数据: 价格={current_price:.2f}, MA5={ma5:.2f}, MA20={ma20:.2f}")
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return current_price, ma5, ma20
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except requests.exceptions.RequestException as e:
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self.logger.error(f"请求TDX API失败 {stock_code}: {e}")
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self.logger.error(f"请检查.env中的TDX_BASE_URL配置: {self.tdx_api_url}")
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return None, None, None
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except Exception as e:
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self.logger.error(f"获取股票数据失败 {stock_code}: {e}")
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import traceback
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traceback.print_exc()
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return None, None, None
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def _process_alerts(self):
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"""处理待发送的提醒"""
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try:
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alerts = low_price_bull_monitor.get_pending_alerts()
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if not alerts:
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return
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self.logger.info(f"处理 {len(alerts)} 条卖出提醒")
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for alert in alerts:
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try:
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# 发送通知
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self._send_alert_notification(alert)
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# 标记已发送
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low_price_bull_monitor.mark_alert_sent(alert['id'])
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# 自动移除股票
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low_price_bull_monitor.remove_stock(
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alert['stock_code'],
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reason=alert['alert_reason']
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)
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self.logger.info(f"已处理提醒并移除股票: {alert['stock_code']}")
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except Exception as e:
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self.logger.error(f"处理提醒失败: {e}")
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except Exception as e:
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self.logger.error(f"处理提醒失败: {e}")
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def _send_alert_notification(self, alert: dict):
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"""
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发送卖出提醒通知
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Args:
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alert: 提醒信息字典
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"""
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try:
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# 构建消息
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keyword = notification_service.config.get('webhook_keyword', 'aiagents通知')
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message_text = f"### {keyword} - 低价擒牛卖出提醒\n\n"
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message_text += f"**股票代码**: {alert['stock_code']}\n\n"
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message_text += f"**股票名称**: {alert['stock_name']}\n\n"
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message_text += f"**提醒类型**: {self._get_alert_type_name(alert['alert_type'])}\n\n"
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message_text += f"**提醒原因**: {alert['alert_reason']}\n\n"
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# 添加详细信息（确保数据类型正确）
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current_price = alert.get('current_price')
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if current_price is not None:
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try:
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price_val = float(current_price)
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message_text += f"**当前价格**: {price_val:.2f}元\n\n"
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except (ValueError, TypeError):
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pass
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ma5 = alert.get('ma5')
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ma20 = alert.get('ma20')
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if ma5 is not None and ma20 is not None:
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try:
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ma5_val = float(ma5)
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ma20_val = float(ma20)
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message_text += f"**MA5**: {ma5_val:.2f}\n\n"
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message_text += f"**MA20**: {ma20_val:.2f}\n\n"
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except (ValueError, TypeError):
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pass
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holding_days = alert.get('holding_days')
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if holding_days is not None:
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try:
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days_val = int(holding_days)
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message_text += f"**持有天数**: {days_val}天\n\n"
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except (ValueError, TypeError):
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pass
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message_text += f"**提醒时间**: {alert['alert_time']}\n\n"
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message_text += "---\n\n"
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message_text += "**建议**: 开盘时卖出该股票\n\n"
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message_text += "_此消息由AI股票分析系统自动发送_"
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# 发送钉钉通知
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if notification_service.config['webhook_enabled']:
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import requests
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data = {
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"msgtype": "markdown",
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"markdown": {
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"title": f"{keyword} - 卖出提醒",
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"text": message_text
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}
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}
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response = requests.post(
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notification_service.config['webhook_url'],
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json=data,
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headers={'Content-Type': 'application/json'},
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timeout=10
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)
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if response.status_code == 200:
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self.logger.info(f"卖出提醒已发送: {alert['stock_code']}")
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else:
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self.logger.error(f"发送提醒失败: HTTP {response.status_code}")
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except Exception as e:
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self.logger.error(f"发送通知失败: {e}")
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def _get_alert_type_name(self, alert_type: str) -> str:
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"""获取提醒类型名称"""
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type_map = {
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'holding_days': '持股到期',
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'ma_cross': 'MA均线死叉'
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}
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return type_map.get(alert_type, alert_type)
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def get_status(self) -> dict:
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"""获取服务状态"""
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stocks = low_price_bull_monitor.get_monitored_stocks()
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alerts = low_price_bull_monitor.get_pending_alerts()
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return {
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'running': self.running,
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'scan_interval': self.scan_interval,
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'holding_days_limit': self.holding_days_limit,
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'monitored_count': len(stocks),
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'pending_alerts': len(alerts)
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}
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# 全局服务实例
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low_price_bull_service = LowPriceBullService()
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Reference in New Issue
Block a user