akg-factor-bridge/regime.py

"""环境标签：只读决策系统的日频市场区制接口，写进当日计划快照；只展示与复盘分组，不作交易前置。

## 为什么要有它

实证（docs/主观选股改进方案_2026-09-02.md 1.8、1.8e）：市场环境是第一解释变量，但
"看过去五日或十日涨跌"没有预测力（相关 −0.28、−0.55）。所以桥不自算环境，只读
决策系统已有的、带迟滞的区制判断（主参考指数跌破二十日线且缩量或连续破位判弱势），
把它当标签挂在每张卡上，供复盘按"事前标签"分组。标签有没有预测力由复盘过线条件验证；
过线前不拦任何票，"弱环境不加新票"已退役（09-02 拍板）。

## 时序

决策系统 08:40 预热当日快照；桥 07:10 出计划时拿不到，标 UNKNOWN。统一调度平台在 08:45
再触发一次追加步骤（xxl.py 的 regime-append），把当日快照写进当天 JSON 的 regime 段；
/plan 应答的 regime 段只读那份落盘的快照，盘中不再向来源发请求。

## 接口契约（桥按此消费；决策系统侧按此实现只读端点）

GET {REGIME_API_URL}?date=YYYY-MM-DD ->
  {"status": "OK" | "UNKNOWN" | "DISABLED", "data_date": "YYYY-MM-DD",
   "indices": [{"code": "000300.SH", "name": "沪深300", "weak": true, "reason": "..."}],
   "weak_count": 3, "degraded": false, "computed_at": "..."}
DISABLED 归 UNKNOWN 并在 source 里注明总开关关闭。任何失败 -> UNKNOWN，绝不抛错。
"""
from __future__ import annotations

import datetime as dt
import json
import os
import urllib.parse
import urllib.request

import config

UNKNOWN = "UNKNOWN"


def fetch(day: str) -> dict:
    """读一次当日区制。返回归一后的 regime 段。"""
    base = {"status": UNKNOWN, "data_date": None, "weak_count": None, "weak_day": None,
            "indices": [], "degraded": None, "source": None,
            "fetched_at": dt.datetime.now().isoformat(timespec="seconds"),
            "weak_threshold": config.REGIME_WEAK_COUNT}
    if not config.REGIME_API_URL:
        base["source"] = "unconfigured（决策系统只读区制接口未接入）"
        return base
    url = f"{config.REGIME_API_URL}?{urllib.parse.urlencode({'date': day})}"
    base["source"] = url
    try:
        with urllib.request.urlopen(url, timeout=config.REGIME_API_TIMEOUT) as resp:
            payload = json.loads(resp.read().decode("utf-8", "replace"))
    except Exception as e:  # noqa: BLE001 —— 来源不可达就是 UNKNOWN，不拦票
        base["source"] = f"{url}（不可达: {type(e).__name__}）"
        return base
    if not isinstance(payload, dict):
        return base
    status = str(payload.get("status") or UNKNOWN).upper()
    if status == "DISABLED":
        base["source"] += "（总开关关闭）"
        status = UNKNOWN
    # 两种形状都收：契约形状 indices 为列表；决策系统缓存快照的原始形状 indices 为
    # {指数代码: {name, weak, weak_via, qrs_stale, ...}}、广度字段叫 breadth_weak。
    raw_idx = payload.get("indices")
    if isinstance(raw_idx, dict):
        indices = [{"code": c, **(v if isinstance(v, dict) else {})} for c, v in raw_idx.items()]
    elif isinstance(raw_idx, list):
        indices = [x for x in raw_idx if isinstance(x, dict)]
    else:
        indices = []
    weak_count = payload.get("weak_count")
    if weak_count is None:
        weak_count = payload.get("breadth_weak")
    if weak_count is None and indices:
        weak_count = sum(1 for x in indices if x.get("weak"))
    degraded = payload.get("degraded")
    if degraded is None and indices:
        degraded = any(x.get("qrs_stale") for x in indices)
    base.update({
        "status": "OK" if status == "OK" else UNKNOWN,
        "data_date": payload.get("data_date"),
        "weak_count": weak_count,
        "weak_total": payload.get("breadth_total") or (len(indices) or None),
        "indices": [{"code": x.get("code"), "name": x.get("name"), "weak": bool(x.get("weak")),
                     "weak_via": x.get("weak_via"), "qrs_stale": x.get("qrs_stale"),
                     "dev_pct": x.get("dev_pct")} for x in indices],
        "degraded": bool(degraded) if degraded is not None else None,
        "computed_at": payload.get("computed_at"),
    })
    if base["status"] == "OK" and isinstance(weak_count, int):
        base["weak_day"] = weak_count >= config.REGIME_WEAK_COUNT
    return base


def snapshot_path(day: str) -> str:
    return os.path.join(config.PLAN_SNAPSHOT_DIR, f"plan_{day}.json")


def append_to_snapshot(day: str) -> dict:
    """08:45 追加步骤：把当日区制写进当天 JSON 快照的 regime 段。
    快照不存在（当日构建失败或 07:10 之前）就只打印，不创建空快照。"""
    reg = fetch(day)
    path = snapshot_path(day)
    if not os.path.exists(path):
        print(f"快照 {path} 不存在，环境段未写入（状态 {reg['status']}）")
        return reg
    with open(path, "r", encoding="utf-8") as f:
        doc = json.load(f)
    doc["regime"] = reg
    tmp = path + ".tmp"
    with open(tmp, "w", encoding="utf-8") as f:
        json.dump(doc, f, ensure_ascii=False, indent=1)
    os.replace(tmp, path)
    print(f"环境段已写入 {path}：status={reg['status']} weak_count={reg['weak_count']} "
          f"weak_day={reg['weak_day']}")
    return reg


def read_section(day: str, key: str):
    """只读当日快照里的某一段（regime、market 等顶层键），快照不存在或坏 JSON 返回 None。
    /plan 应答里的环境类字段一律从落盘快照取，盘中不向任何来源发请求。"""
    path = snapshot_path(day)
    try:
        with open(path, "r", encoding="utf-8") as f:
            return json.load(f).get(key)
    except (OSError, ValueError):
        return None


def read_from_snapshot(day: str) -> dict | None:
    """/plan 用：只读当日快照里的 regime 段，没有就 None（应答里给 UNKNOWN）。"""
    return read_section(day, "regime")