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#!/usr/bin/env python3
"""台股名人策略 — 命令列入口。
範例:
# 列出可用策略
python main.py list
# 用內建樣本資料回測巴菲特策略
python main.py backtest --strategy buffett
# 回測李佛摩趨勢策略、指定股票與期間
python main.py backtest --strategy livermore --symbols 2330,2454 --start 2024-01-01
# 模擬盤掃描 (dry-run,只印出會下的單)
python main.py scan --strategy oneil
"""
from __future__ import annotations
import argparse
import os
import sys
from datetime import date
def _today() -> str:
return date.today().strftime("%Y-%m-%d")
from src.data.sample import SampleDataProvider
from src.engine.backtest import Backtester
from src.engine.trader import LiveTrader
from src.broker.paper import PaperBroker
from src import strategies
def _load_dotenv():
"""手動執行時自動載入專案根目錄的 .env (不覆蓋已存在的環境變數)。
這樣 TELEGRAM_BOT_TOKEN / FINMIND_TOKEN 等只要寫進 .env 就會生效,
不必每次手動 export。systemd 排程則另由 EnvironmentFile 載入。
"""
path = os.path.join(os.path.dirname(os.path.abspath(__file__)), ".env")
if not os.path.exists(path):
return
with open(path, encoding="utf-8") as f:
for line in f:
line = line.strip()
if not line or line.startswith("#") or "=" not in line:
continue
key, _, val = line.partition("=")
key = key.strip()
val = val.strip().strip('"').strip("'")
if key and key not in os.environ: # 已 export 的優先,不覆蓋
os.environ[key] = val
def _provider(args):
# 預設用離線樣本資料;要接真實資料時改用 FinMindProvider。
if getattr(args, "source", "sample") == "finmind":
from src.data.finmind import FinMindProvider
return FinMindProvider()
return SampleDataProvider()
def _symbols(args, provider):
"""決定要處理哪些股票:--symbols 優先;否則用 provider 的清單;
FinMind 沒內建清單時退回 universe (預設 top15)。"""
if getattr(args, "symbols", ""):
return args.symbols.split(",")
uni = provider.universe()
if uni:
return uni
from src.data.universe import resolve
return resolve(getattr(args, "universe", "top15"))
def _parse_params(s: str) -> dict:
"""把 'up_threshold=0.02,trend_ma=20' 解析成 {參數: 值},值自動轉 int/float。"""
out: dict = {}
for kv in (s or "").split(","):
kv = kv.strip()
if not kv or "=" not in kv:
continue
k, _, v = kv.partition("=")
k, v = k.strip(), v.strip()
try:
out[k] = int(v)
except ValueError:
try:
out[k] = float(v)
except ValueError:
out[k] = v
return out
def cmd_list(args):
print("可用名人策略:")
titles = {
"buffett": "巴菲特 — 價值投資/護城河 (高 ROE、低負債、合理估值)",
"graham": "葛拉漢 — 安全邊際/深度價值 (低 PE、低 PB、葛拉漢數字)",
"lynch": "彼得林區 — 成長合理價 GARP (PEG<=1.2、穩健成長)",
"oneil": "歐尼爾 — CANSLIM/帶量突破 52 週新高 + 相對強弱",
"livermore": "李佛摩 — 順勢突破關鍵點 + ATR 移動停損",
"momentum": "短線動能 — 帶量突破 20 日高點 + 均線多頭 + 緊停損 (快層)",
"us_overnight": "美股隔夜 — 追蹤 ^SOX / TSM ADR 隔夜漲跌 (需 yfinance)",
}
for key in strategies.REGISTRY:
print(f" {key:<10} {titles.get(key, '')}")
def cmd_backtest(args):
provider = _provider(args)
symbols = _symbols(args, provider)
strat = strategies.build(args.strategy, **_parse_params(args.params))
bt = Backtester(
provider,
initial_cash=args.cash,
position_pct=args.position_pct,
fee_discount=args.fee_discount,
allow_odd_lot=not args.whole_lot,
cooldown_days=args.cooldown,
regime_filter=args.regime,
compound=args.compound,
)
result = bt.run(strat, symbols, args.start, args.end)
print(f"\n=== 回測結果:{args.strategy} ===")
print(f"標的: {', '.join(symbols)}")
print(f"期間: {args.start} ~ {args.end}\n")
print(result.summary())
if args.trades and result.trades:
print("\n--- 交易明細 ---")
for t in result.trades:
print(f"{t.date.date()} {t.side:<4} {t.symbol} {t.shares:>6} @ {t.price:>8.2f} {t.reason}")
def cmd_compare(args):
"""一次回測多個策略,按夏普值排名輸出比較表。
每個策略算完立即把結果存進 data_cache/(依 策略+股票池+期間+參數 產 key),
斷線/中斷後重跑會跳過已算完的策略,從斷點接著跑。
"""
import hashlib
import json
from pathlib import Path
from src.data.cache import DiskCachingProvider
provider = DiskCachingProvider(_provider(args))
symbols = _symbols(args, provider)
names = args.strategy.split(",") if args.strategy else list(strategies.REGISTRY)
def _result_path(name: str) -> Path:
raw = "|".join([name, ",".join(symbols), args.start, args.end,
str(args.regime), str(args.cash), str(args.fee_discount), str(args.cooldown)])
key = hashlib.md5(raw.encode()).hexdigest()[:12]
return Path("data_cache") / f"btres_{name}_{key}.json"
print(f"比較 {len(names)} 個策略 × {len(symbols)} 檔股票({args.start} ~ {args.end})")
print("每個策略要逐日回測全部個股,約需數分鐘(已算完的會存檔,斷線重跑可接續):\n")
rows = []
for idx, name in enumerate(names, 1):
rp = _result_path(name)
if rp.exists(): # 之前算過(同股票池/期間/參數)→ 直接用存檔
try:
d = json.loads(rp.read_text())
rows.append((name, d["tr"], d["cagr"], d["mdd"], d["sharpe"], d["n"]))
print(f" ✓ [{idx}/{len(names)}] {name}(讀取上次結果):總報酬 {d['tr']:>7.2%}|"
f"夏普 {d['sharpe']:>5.2f}|{d['n']} 筆交易", flush=True)
continue
except Exception:
pass # 存檔壞了就重算
print(f" ▶ [{idx}/{len(names)}] 回測 {name} ...", flush=True)
try:
strat = strategies.build(name)
bt = Backtester(provider, initial_cash=args.cash, fee_discount=args.fee_discount,
cooldown_days=args.cooldown, regime_filter=args.regime)
r = bt.run(strat, symbols, args.start, args.end)
row = (name, r.total_return, r.cagr, r.max_drawdown, r.sharpe, len(r.trades))
rows.append(row)
rp.parent.mkdir(parents=True, exist_ok=True)
rp.write_text(json.dumps({"tr": row[1], "cagr": row[2], "mdd": row[3],
"sharpe": row[4], "n": row[5]}))
print(f" ✓ {name}:總報酬 {r.total_return:>7.2%}|夏普 {r.sharpe:>5.2f}|"
f"{len(r.trades)} 筆交易", flush=True)
except Exception as e:
print(f" ✗ {name} 失敗: {e}", flush=True)
print()
rows.sort(key=lambda x: x[4], reverse=True) # 依夏普值由高到低
print(f"{'排名':<4}{'策略':<14}{'總報酬':>9}{'年化':>8}{'最大回撤':>10}{'夏普':>7}{'交易數':>7}")
print("-" * 60)
for i, (name, tr, cagr, mdd, sharpe, n) in enumerate(rows, 1):
medal = "🥇" if i == 1 else "🥈" if i == 2 else "🥉" if i == 3 else f"{i:>2}"
print(f"{medal:<4}{name:<14}{tr:>8.2%}{cagr:>8.2%}{mdd:>10.2%}{sharpe:>7.2f}{n:>7}")
print("\n夏普值越高代表『風險調整後報酬』越好(同樣賺,波動越小越優)。")
def _rank_by_sharpe(provider, args, symbols, start, end):
"""對每檔股票各自回測 args.strategy,回傳依夏普排序的 (sym,報酬,年化,回撤,夏普,交易數)。"""
rows = []
for sym in symbols:
try:
strat = strategies.build(args.strategy)
bt = Backtester(provider, initial_cash=args.cash, fee_discount=args.fee_discount,
cooldown_days=args.cooldown, regime_filter=args.regime)
r = bt.run(strat, [sym], start, end)
if len(r.trades) == 0:
continue # 沒交易代表這檔不符合此策略,略過
rows.append((sym, r.total_return, r.cagr, r.max_drawdown, r.sharpe, len(r.trades)))
except Exception as e:
print(f" {sym} 失敗: {e}")
rows.sort(key=lambda x: x[4], reverse=True)
return rows
def cmd_pick(args):
"""科學選股:對一籃子股票各自回測同一策略,按夏普排名,挑出最速配的前 N 檔。"""
from src.data.cache import DiskCachingProvider
provider = DiskCachingProvider(_provider(args))
symbols = _symbols(args, provider)
print(f"用『{args.strategy}』策略逐檔回測 {len(symbols)} 檔({args.start}~{args.end}),請稍候...\n")
rows = _rank_by_sharpe(provider, args, symbols, args.start, args.end)
from src.data.universe import NAMES
print(f"{'排名':<4}{'股票':<14}{'總報酬':>9}{'年化':>8}{'最大回撤':>10}{'夏普':>7}{'交易數':>7}")
print("-" * 62)
for i, (sym, tr, cagr, mdd, sharpe, n) in enumerate(rows, 1):
star = "⭐" if i <= args.top else " "
label = f"{sym}{NAMES.get(sym, '')}"
print(f"{star}{i:<2}{label:<14}{tr:>8.2%}{cagr:>8.2%}{mdd:>10.2%}{sharpe:>7.2f}{n:>7}")
top = [r[0] for r in rows[: args.top]]
print(f"\n🎯 建議分散組合(夏普最高的 {len(top)} 檔):{','.join(top)}")
if top:
print(f" 直接拿去掃描: python main.py scan --strategy {args.strategy} --source finmind "
f"--regime --symbols {','.join(top)} --notify")
print("\n⚠️ 這是『歷史』最速配,不保證未來;空頭時靠 --regime 保護。")
def cmd_walkforward(args):
"""誠實驗證:在『訓練期』選股,到『測試期』(沒看過的未來) 驗證,避免背答案。"""
from src.data.cache import DiskCachingProvider
from src.data.universe import NAMES
provider = DiskCachingProvider(_provider(args))
symbols = _symbols(args, provider)
# 1) 訓練期:逐檔回測、挑夏普最高的前 N 檔
print(f"【訓練期 {args.train_start}~{args.train_end}】用 {args.strategy} 從 {len(symbols)} 檔挑前 {args.top}...\n")
ranked = _rank_by_sharpe(provider, args, symbols, args.train_start, args.train_end)
chosen = [r[0] for r in ranked[: args.top]]
if not chosen:
print("訓練期選不出股票(可能沒交易)。")
return
print("訓練期選出:" + "、".join(f"{s}{NAMES.get(s,'')}" for s in chosen))
# 2) 同一組在「訓練期」與「測試期」各跑一次,比較落差
def _run(start, end):
strat = strategies.build(args.strategy)
bt = Backtester(provider, initial_cash=args.cash, position_pct=args.position_pct,
fee_discount=args.fee_discount, cooldown_days=args.cooldown,
regime_filter=args.regime)
return bt.run(strat, chosen, start, end)
in_s = _run(args.train_start, args.train_end)
out_s = _run(args.test_start, args.test_end)
print(f"\n{'期間':<10}{'總報酬':>10}{'年化':>9}{'最大回撤':>10}{'夏普':>8}{'交易數':>7}")
print("-" * 56)
print(f"{'訓練(背答案)':<12}{in_s.total_return:>9.2%}{in_s.cagr:>9.2%}{in_s.max_drawdown:>10.2%}{in_s.sharpe:>8.2f}{len(in_s.trades):>7}")
print(f"{'測試(沒看過)':<12}{out_s.total_return:>9.2%}{out_s.cagr:>9.2%}{out_s.max_drawdown:>10.2%}{out_s.sharpe:>8.2f}{len(out_s.trades):>7}")
print("\n判讀:")
if out_s.sharpe >= 0.5 and out_s.total_return > 0:
print(" ✅ 測試期(沒看過的未來)仍正報酬、夏普>=0.5 → 這套比較可信,不只是背答案。")
elif out_s.total_return > 0:
print(" 🟡 測試期還有賺但變弱 → 有點實力,但別期待訓練期那麼好。")
else:
print(" 🔴 測試期由盈轉虧 → 訓練期的好成績多半是『選到剛好走運的股票』,別輕信。")
print(" (測試期通常會比訓練期差,落差越小越穩健。)")
def cmd_scan(args):
from src.data.cache import DiskCachingProvider
end = args.end or _today() # 未指定則用今天 (實盤掃描要看最新)
# 磁碟快取:財報 7 天 TTL 直接重用 (compare/前次 scan 抓過就不再抓),
# 價格 key 含日期所以每天自然重抓一次;同日重試 (crash/斷線) 幾乎不耗額度。
provider = DiskCachingProvider(_provider(args))
symbols = _symbols(args, provider)
strat = strategies.build(args.strategy)
# Telegram 通知:加 --notify 且環境變數有設才會啟用
notifier = None
if args.notify:
from src.notify import TelegramNotifier
notifier = TelegramNotifier()
# 選券商 / 即時報價來源
quote_fn = None
if args.paper:
# 本地持久化模擬盤:假錢、自己記帳、跨執行累積;可搭 --realtime 用 Shioaji 即時價當撮合價。
# (取代永豐模擬盤——其持倉/成交回報實測不可靠)
from src.broker.persistent_paper import PersistentPaperBroker
paper_path = os.path.join(os.path.dirname(os.path.abspath(__file__)), args.paper_file)
broker = PersistentPaperBroker(path=paper_path, cash=args.cash)
dry_run = False # --paper 會真的撮合進本地帳戶,不是 dry-run
if args.realtime:
from src.broker.shioaji_broker import ShioajiBroker
quote_fn = ShioajiBroker(simulation=not args.real_account).realtime_quote
elif args.live or args.realtime:
from src.broker.shioaji_broker import ShioajiBroker
broker = ShioajiBroker(simulation=not args.real_account)
quote_fn = broker.realtime_quote
dry_run = not args.live
else:
broker = PaperBroker(cash=args.cash)
dry_run = not args.live
# 執行期設定 (Telegram /budget /maxpos /pause 動態覆寫)
from src.control import load_runtime
rc = load_runtime()
budget = rc["budget"] if rc.get("budget") else args.budget
max_pos = rc["max_positions"] if rc.get("max_positions") else args.max_positions
paused = bool(rc.get("paused"))
trader = LiveTrader(
provider, broker, strat,
position_budget=budget,
dry_run=dry_run,
quote_fn=quote_fn,
notifier=notifier,
regime_filter=args.regime,
max_positions=max_pos,
paused=paused,
max_order_value=args.max_order_value,
)
plans = trader.scan(symbols, end)
if paused:
print("(⏸ 目前暫停買進中,只執行賣出)")
mode = "本地模擬盤(假錢)" if args.paper else ("實單" if args.live else "DRY-RUN (未送單)")
rt = " +即時報價" if quote_fn else ""
print(f"\n=== 掃描結果 [{mode}{rt}]:{args.strategy} @ {end} ===")
if not plans:
print("本輪無交易訊號。")
for p in plans:
print(f" {p.action:<4} {p.symbol} {p.shares:>6} 股 @ {p.price:>8.2f} {p.reason}")
if notifier and notifier.enabled and plans:
if getattr(trader, "last_notify_ok", False):
print(f"(已推送 {len(plans)} 筆訊號到 Telegram)")
else:
print("(Telegram 推送失敗,請檢查上方錯誤訊息)")
def cmd_screen(args):
"""對一籃子股票跑所有 (或指定) 策略,列出今日各策略的買進名單。"""
from src.engine.screener import Screener, format_report
from src.data.universe import resolve
from src.notify import TelegramNotifier
provider = _provider(args)
if args.symbols:
symbols = args.symbols.split(",")
else:
symbols = resolve(args.universe)
names = args.strategy.split(",") if args.strategy else list(strategies.REGISTRY)
strats = [strategies.build(n) for n in names]
print(f"掃描 {len(symbols)} 檔 × {len(strats)} 策略,請稍候...")
res = Screener(provider, strats).run(symbols, args.end or _today())
report = format_report(res)
print("\n" + report)
if args.notify:
n = TelegramNotifier()
if n.enabled:
n.send(report)
print("\n(已推送到 Telegram)")
else:
print("\n(未設定 Telegram,略過推播)")
def cmd_fundamentals(args):
"""檢視某檔股票抓到的基本面 (除錯用),看哪些欄位有值、哪些是 None。"""
provider = _provider(args)
syms = _symbols(args, provider)
for sym in syms:
f = provider.fundamentals(sym)
if f is None:
print(f"{sym}: 無法取得基本面")
continue
print(f"\n=== {sym} {f.name} ===")
fields = [
("本益比 PE", f.pe), ("股價淨值比 PB", f.pb), ("ROE(%)", f.roe),
("EPS", f.eps), ("EPS成長(%)", f.eps_growth), ("營收成長(%)", f.revenue_growth),
("殖利率(%)", f.dividend_yield), ("負債比(%)", f.debt_ratio),
("流動比(%)", f.current_ratio), ("毛利率(%)", f.gross_margin), ("PEG", f.peg),
]
for label, val in fields:
mark = "✓" if val is not None else "✗ (缺)"
print(f" {label:<16}: {val if val is not None else '—':<12} {mark}")
if f.extra:
print(f" (備註: {f.extra})")
def cmd_listen(args):
"""持續監聽 Telegram 指令 (/budget /maxpos /pause /resume /status /holdings /sell)。"""
from src.control import poll_loop
# --paper-file 支援多帳戶:逗號分隔、可帶標籤,如
# "lynch=paper_account.json,livermore=paper_livermore.json"
# /holdings 會合併顯示所有帳戶 + 總資產;/sell 自動路由到持有的帳戶。
root = os.path.dirname(os.path.abspath(__file__))
specs = []
for item in args.paper_file.split(","):
item = item.strip()
if not item:
continue
if "=" in item:
label, fname = item.split("=", 1)
else:
label = os.path.splitext(os.path.basename(item))[0].removeprefix("paper_")
fname = item
specs.append((label.strip(), os.path.join(root, fname.strip())))
paper_path = specs if len(specs) > 1 else (specs[0][1] if specs else None)
try:
poll_loop(
simulation=not args.real_account,
paper=args.paper,
paper_path=paper_path,
)
except KeyboardInterrupt:
print("\n已停止監聽。")
def cmd_report(args):
"""模擬盤績效報告:用最新收盤價把各帳戶市值化,算報酬率/未實現損益(免監聽也能看)。"""
from src.control import handle_broker_command, _try_broker
root = os.path.dirname(os.path.abspath(__file__))
specs = []
for item in args.paper_file.split(","):
item = item.strip()
if not item:
continue
if "=" in item:
label, fname = item.split("=", 1)
else:
label = os.path.splitext(os.path.basename(item))[0].removeprefix("paper_")
fname = item
specs.append((label.strip(), os.path.join(root, fname.strip())))
paper_path = specs if len(specs) > 1 else (specs[0][1] if specs else None)
broker = _try_broker(simulation=True, paper=True, paper_path=paper_path)
report = handle_broker_command("report", broker)
print(report)
if getattr(args, "notify", False):
from src.notify import TelegramNotifier # 向後相容工廠:回多通道 (Telegram+Discord)
n = TelegramNotifier()
if n.enabled and report:
n.send("📅 <b>每週績效報告</b>\n" + report)
print("(已推送績效報告到通知頻道)")
else:
print("(未設定通知通道,略過推播)")
def cmd_notify_test(args):
from src.notify import TelegramNotifier
n = TelegramNotifier()
if not n.enabled:
print("未設定 TELEGRAM_BOT_TOKEN / TELEGRAM_CHAT_ID,無法測試。")
return
ok = n.send("✅ 台股策略 bot 測試訊息,通知設定成功!")
print("已送出測試訊息。" if ok else "送出失敗,請檢查 token / chat_id。")
def cmd_notify_chatid(args):
from src.notify import TelegramNotifier
n = TelegramNotifier()
if not n.token:
print("請先設定 TELEGRAM_BOT_TOKEN。")
return
print("先對你的 bot 傳一句話 (例如 hi),再執行本指令。\n")
chats = n.get_chat_ids()
if not chats:
print("查不到對話。請先在 Telegram 對 bot 發一則訊息後再試。")
for c in chats:
print(f" chat_id={c['chat_id']} ({c['name']})")
def cmd_shioaji_test(args):
"""測試 Shioaji 連線:登入(預設模擬盤)、印出餘額/持倉/即時報價。"""
try:
from src.broker.shioaji_broker import ShioajiBroker
except Exception as e:
print(f"載入失敗,請先 pip install shioaji:{e}")
return
mode = "實單帳戶" if args.real_account else "模擬盤"
print(f"嘗試以【{mode}】登入 Shioaji ...")
try:
b = ShioajiBroker(simulation=not args.real_account)
except Exception as e:
print(f"❌ 登入失敗:{e}\n請確認 .env 的 SHIOAJI_API_KEY / SHIOAJI_SECRET_KEY 正確。")
return
print("✅ 登入成功!")
try:
print(f"帳戶餘額: {b.cash():,.0f}")
except Exception as e:
print(f"(餘額查詢略過: {e})")
pos = b.positions()
print(f"目前持倉: {len(pos)} 檔" + ((" " + ", ".join(f'{p.symbol}x{p.shares}' for p in pos)) if pos else ""))
q = b.realtime_quote(args.symbol)
print(f"{args.symbol} 即時報價: {q}")
if hasattr(b, "logout"):
b.logout()
def build_parser():
p = argparse.ArgumentParser(description="台股名人策略交易框架")
sub = p.add_subparsers(dest="cmd", required=True)
sub.add_parser("list", help="列出可用策略").set_defaults(func=cmd_list)
common = dict()
bt = sub.add_parser("backtest", help="回測")
bt.add_argument("--strategy", required=True)
bt.add_argument("--symbols", default="", help="逗號分隔,如 2330,2454;留空用全部樣本股")
bt.add_argument("--universe", default="top15", help="未指定 --symbols 時的候選池: top15 或 tw50")
bt.add_argument("--start", default="2024-01-01")
bt.add_argument("--end", default="2025-12-31")
bt.add_argument("--cash", type=float, default=1_000_000)
bt.add_argument("--position-pct", type=float, default=0.2)
bt.add_argument("--fee-discount", type=float, default=0.28)
bt.add_argument("--source", choices=["sample", "finmind"], default="sample")
bt.add_argument("--trades", action="store_true", help="印出交易明細")
bt.add_argument("--whole-lot", action="store_true", help="只買整張(1000股);預設可買零股")
bt.add_argument("--cooldown", type=int, default=5, help="賣出後幾個交易日內不重買 (防洗盤),0=關閉")
bt.add_argument("--params", default="", help="覆寫策略參數,如 'up_threshold=0.02,down_threshold=0.03'")
bt.add_argument("--regime", action="store_true", help="大盤風向濾網:加權指數跌破年線時禁止做多")
bt.add_argument("--compound", action="store_true", help="複利:用當前權益下單(賺的錢滾入);預設固定金額")
bt.set_defaults(func=cmd_backtest)
sc = sub.add_parser("scan", help="掃描產生交易訊號 (模擬/實單)")
sc.add_argument("--strategy", required=True)
sc.add_argument("--symbols", default="")
sc.add_argument("--end", default="", help="掃描的基準日期 (預設今天)")
sc.add_argument("--cash", type=float, default=1_000_000)
sc.add_argument("--budget", type=float, default=200_000, help="單檔最大投入金額")
sc.add_argument("--max-order-value", type=float, default=None,
help="單筆買單金額上限保險絲 (預設 budget*1.5);設 0 關閉")
sc.add_argument("--source", choices=["sample", "finmind"], default="sample")
sc.add_argument("--live", action="store_true", help="真的送單 (預設只 dry-run)")
sc.add_argument("--paper-file", default="paper_account.json",
help="本地模擬盤帳戶檔名 (跑多策略時各給一個檔,帳戶才不會互相干擾)")
sc.add_argument("--paper", action="store_true",
help="本地持久化模擬盤 (假錢、自己記帳、跨執行累積);建議搭 --realtime 用即時價。取代永豐模擬盤")
sc.add_argument("--realtime", action="store_true", help="盤中用 Shioaji 即時報價更新今日 K (不下單也可)")
sc.add_argument("--real-account", action="store_true", help="Shioaji 用實單帳戶 (預設模擬盤)")
sc.add_argument("--regime", action="store_true", help="大盤風向濾網:跌破年線時禁止做多 (建議開啟)")
sc.add_argument("--notify", action="store_true", help="把交易訊號推到 Telegram")
sc.add_argument("--max-positions", type=int, default=0, help="最多同時持有幾檔(只買訊號最強的前N檔);0=不限")
sc.add_argument("--universe", default="top15", help="未指定 --symbols 時的候選池: top15 或 tw50")
sc.set_defaults(func=cmd_scan)
pk = sub.add_parser("pick", help="科學選股:一個策略逐檔回測,挑夏普最高的前 N 檔")
pk.add_argument("--strategy", required=True)
pk.add_argument("--symbols", default="", help="逗號分隔股票;留空用 --universe")
pk.add_argument("--universe", default="tw50", help="預設股池: tw50 (預設) 或 top15")
pk.add_argument("--top", type=int, default=5, help="挑前幾檔 (預設 5)")
pk.add_argument("--start", default="2023-01-01")
pk.add_argument("--end", default="2025-12-31")
pk.add_argument("--cash", type=float, default=1_000_000)
pk.add_argument("--fee-discount", type=float, default=0.28)
pk.add_argument("--cooldown", type=int, default=5)
pk.add_argument("--regime", action="store_true", help="大盤風向濾網")
pk.add_argument("--source", choices=["sample", "finmind"], default="finmind")
pk.set_defaults(func=cmd_pick)
wf = sub.add_parser("walkforward", help="誠實驗證:訓練期選股→測試期(沒看過)驗證,防背答案")
wf.add_argument("--strategy", required=True)
wf.add_argument("--symbols", default="", help="逗號分隔股票;留空用 --universe")
wf.add_argument("--universe", default="tw50", help="預設股池: tw50 或 top15")
wf.add_argument("--top", type=int, default=5)
wf.add_argument("--train-start", default="2023-01-01")
wf.add_argument("--train-end", default="2024-06-30")
wf.add_argument("--test-start", default="2024-07-01")
wf.add_argument("--test-end", default="2025-12-31")
wf.add_argument("--cash", type=float, default=1_000_000)
wf.add_argument("--position-pct", type=float, default=0.2)
wf.add_argument("--fee-discount", type=float, default=0.28)
wf.add_argument("--cooldown", type=int, default=5)
wf.add_argument("--regime", action="store_true", help="大盤風向濾網")
wf.add_argument("--source", choices=["sample", "finmind"], default="finmind")
wf.set_defaults(func=cmd_walkforward)
cp = sub.add_parser("compare", help="批次比較:所有策略跑同一批股票,按夏普排名")
cp.add_argument("--symbols", default="", help="逗號分隔股票;留空用樣本股/候選池")
cp.add_argument("--universe", default="top15", help="未指定 --symbols 時的候選池: top15 或 tw50")
cp.add_argument("--strategy", default="", help="逗號分隔策略;留空=全部")
cp.add_argument("--start", default="2024-01-01")
cp.add_argument("--end", default="2025-12-31")
cp.add_argument("--cash", type=float, default=1_000_000)
cp.add_argument("--fee-discount", type=float, default=0.28)
cp.add_argument("--cooldown", type=int, default=5)
cp.add_argument("--regime", action="store_true", help="大盤風向濾網:跌破年線時禁止做多")
cp.add_argument("--source", choices=["sample", "finmind"], default="sample")
cp.set_defaults(func=cmd_compare)
sg = sub.add_parser("screen", help="選股:列出今日各策略的買進名單")
sg.add_argument("--symbols", default="", help="逗號分隔股票;留空用 --universe")
sg.add_argument("--universe", default="top15", help="預設股池: top15 (預設) 或 tw50")
sg.add_argument("--strategy", default="", help="逗號分隔策略;留空=全部")
sg.add_argument("--end", default="", help="掃描基準日期 (預設今天)")
sg.add_argument("--source", choices=["sample", "finmind"], default="finmind")
sg.add_argument("--notify", action="store_true", help="把結果推到 Telegram")
sg.set_defaults(func=cmd_screen)
fd = sub.add_parser("fundamentals", help="檢視某股票抓到的基本面 (除錯用)")
fd.add_argument("--symbols", default="", help="逗號分隔,如 2330,2454")
fd.add_argument("--source", choices=["sample", "finmind"], default="finmind")
fd.set_defaults(func=cmd_fundamentals)
ls = sub.add_parser("listen", help="監聽 Telegram 指令 (/budget /pause /holdings /sell...)")
ls.add_argument("--real-account", action="store_true", help="/holdings /sell 用實單帳戶 (預設模擬盤)")
ls.add_argument("--paper", action="store_true",
help="/holdings /sell 對本地持久化模擬盤帳戶 (需與 scan --paper 搭配)")
ls.add_argument("--paper-file", default="lynch=paper_account.json,livermore=paper_livermore.json",
help="模擬盤帳戶,逗號分隔可多個、可帶標籤 (標籤=檔名)。"
"/holdings 合併顯示所有帳戶,/sell 自動路由")
ls.set_defaults(func=cmd_listen)
rp = sub.add_parser("report", help="模擬盤績效報告 (市值計,含報酬率/未實現損益)")
rp.add_argument("--paper-file",
default="lynch=paper_account.json,livermore=paper_livermore.json,lynch-mid100=paper_lynch_mid100.json",
help="模擬盤帳戶,逗號分隔可多個、可帶標籤 (標籤=檔名)")
rp.add_argument("--notify", action="store_true", help="把績效報告推到通知頻道 (Discord/Telegram)")
rp.set_defaults(func=cmd_report)
sub.add_parser("notify-test", help="送一則 Telegram 測試訊息").set_defaults(func=cmd_notify_test)
sub.add_parser("notify-chatid", help="查詢自己的 Telegram chat_id").set_defaults(func=cmd_notify_chatid)
st = sub.add_parser("shioaji-test", help="測試 Shioaji 連線 (預設模擬盤)")
st.add_argument("--symbol", default="2330", help="測試即時報價用的股票")
st.add_argument("--real-account", action="store_true", help="用實單帳戶登入 (預設模擬盤)")
st.set_defaults(func=cmd_shioaji_test)
return p
def main(argv=None):
_load_dotenv()
args = build_parser().parse_args(argv)
args.func(args)
if __name__ == "__main__":
sys.exit(main())