fix(portfolio): P1.2 stop_loss去1m依赖—昨日涨停分支改get_limit_status_batch日线口径(原get_price frequency=1m,数据层无1m表→分支静默失效);_intraday_high_low→_limit_status(getattr降级同small_cap等三策略);3新测试(涨停打开卖/仍涨停持有/异常跳过) [vps]

sanguo_portfolio/strategies/all_weather.py

@@ -173,19 +173,15 @@ class AllWeatherStrategy:
         for stock in self.yesterday_hl_list:
             if stock not in positions:
                 continue
-            row = self._intraday_high_low(stock, now_time)
-            if row is None:
+            status = self._limit_status(stock, now_time)
+            if status is None:
                 continue
-            close = row.get("close")
-            high_limit = row.get("high_limit")
-            if close is None or high_limit is None:
-                continue
-            if close < high_limit:
+            if status.get("is_limit_up"):
+                logger.info("[%s]涨停,继续持有", stock)
+            else:
                 logger.info("[%s]涨停打开,卖出", stock)
                 self._close_position(stock)
                 num_sold += 1
-            else:
-                logger.info("[%s]涨停,继续持有", stock)
 
         # 2) 止损 -8%
         remaining: List[str] = []
@@ -456,27 +452,23 @@ class AllWeatherStrategy:
         arr = np.nan_to_num(change.to_numpy())
         return float(np.mean(arr))
 
-    def _intraday_high_low(self, stock: str, now_time: Any) -> Optional[Dict[str, Any]]:
-        """取当日 1m close + high_limit(聚宽 stop_loss 用)。"""
+    def _limit_status(self, stock: str, now_time: Any) -> Optional[Dict[str, Any]]:
+        """查当日涨跌停/停牌状态(P1.2 去 1m 依赖)。
+
+        原实现取 1m close+high_limit,但数据层无 1m 表(仅 d/15m)→ 该分支在
+        日线路径静默失效。改用 get_limit_status_batch(日线 prev_close×板块
+        幅度精确算涨跌停价,与 filters/其他策略同源)。provider 未实现/异常
+        → None(跳过该股,等价原失效行为)。
+        """
+        fn = getattr(self.provider, "get_limit_status_batch", None)
+        if fn is None:
+            return None
         try:
-            df = self.provider.get_price(
-                stock,
-                end_date=now_time,
-                frequency="1m",
-                fields=["close", "high_limit"],
-                skip_paused=False,
-                fq="pre",
-                count=1,
-                panel=False,
-                fill_paused=True,
-            )
+            result = fn([stock], now_time) or {}
         except Exception as exc:
-            logger.debug("intraday_high_low 失败 %s: %s", stock, exc)
+            logger.warning("get_limit_status_batch 失败 %s: %s", stock, exc)
             return None
-        if df is None or len(df) == 0:
-            return None
-        row = df.iloc[0]
-        return {"close": row.get("close"), "high_limit": row.get("high_limit")}
+        return result.get(stock)
 
 
 # ======================== context 适配 ========================