132 lines
5.9 KiB
Python
132 lines
5.9 KiB
Python
"""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。
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## 为什么要有它
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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
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"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
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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），
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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；
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过线前不拦任何票，"弱环境不加新票"已退役（09-02 拍板）。
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## 时序
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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
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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；
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/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。
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## 接口契约（桥按此消费；决策系统侧按此实现只读端点）
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GET {REGIME_API_URL}?date=YYYY-MM-DD ->
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{"status": "OK" | "UNKNOWN" | "DISABLED", "data_date": "YYYY-MM-DD",
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"indices": [{"code": "000300.SH", "name": "沪深300", "weak": true, "reason": "..."}],
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"weak_count": 3, "degraded": false, "computed_at": "..."}
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DISABLED 归 UNKNOWN 并在 source 里注明总开关关闭。任何失败 -> UNKNOWN，绝不抛错。
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"""
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from __future__ import annotations
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import datetime as dt
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import json
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import os
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import urllib.parse
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import urllib.request
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import config
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UNKNOWN = "UNKNOWN"
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def fetch(day: str) -> dict:
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"""读一次当日区制。返回归一后的 regime 段。"""
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base = {"status": UNKNOWN, "data_date": None, "weak_count": None, "weak_day": None,
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"indices": [], "degraded": None, "source": None,
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"fetched_at": dt.datetime.now().isoformat(timespec="seconds"),
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"weak_threshold": config.REGIME_WEAK_COUNT}
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if not config.REGIME_API_URL:
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base["source"] = "unconfigured（决策系统只读区制接口未接入）"
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return base
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url = f"{config.REGIME_API_URL}?{urllib.parse.urlencode({'date': day})}"
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base["source"] = url
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try:
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with urllib.request.urlopen(url, timeout=config.REGIME_API_TIMEOUT) as resp:
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payload = json.loads(resp.read().decode("utf-8", "replace"))
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except Exception as e: # noqa: BLE001 —— 来源不可达就是 UNKNOWN，不拦票
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base["source"] = f"{url}（不可达: {type(e).__name__}）"
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return base
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if not isinstance(payload, dict):
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return base
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status = str(payload.get("status") or UNKNOWN).upper()
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if status == "DISABLED":
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base["source"] += "（总开关关闭）"
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status = UNKNOWN
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# 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
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# {指数代码: {name, weak, weak_via, qrs_stale, ...}}、广度字段叫 breadth_weak。
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raw_idx = payload.get("indices")
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if isinstance(raw_idx, dict):
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indices = [{"code": c, **(v if isinstance(v, dict) else {})} for c, v in raw_idx.items()]
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elif isinstance(raw_idx, list):
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indices = [x for x in raw_idx if isinstance(x, dict)]
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else:
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indices = []
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weak_count = payload.get("weak_count")
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if weak_count is None:
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weak_count = payload.get("breadth_weak")
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if weak_count is None and indices:
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weak_count = sum(1 for x in indices if x.get("weak"))
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degraded = payload.get("degraded")
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if degraded is None and indices:
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degraded = any(x.get("qrs_stale") for x in indices)
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base.update({
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"status": "OK" if status == "OK" else UNKNOWN,
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"data_date": payload.get("data_date"),
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"weak_count": weak_count,
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"weak_total": payload.get("breadth_total") or (len(indices) or None),
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"indices": [{"code": x.get("code"), "name": x.get("name"), "weak": bool(x.get("weak")),
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"weak_via": x.get("weak_via"), "qrs_stale": x.get("qrs_stale"),
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"dev_pct": x.get("dev_pct")} for x in indices],
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"degraded": bool(degraded) if degraded is not None else None,
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"computed_at": payload.get("computed_at"),
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})
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if base["status"] == "OK" and isinstance(weak_count, int):
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base["weak_day"] = weak_count >= config.REGIME_WEAK_COUNT
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return base
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def snapshot_path(day: str) -> str:
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return os.path.join(config.PLAN_SNAPSHOT_DIR, f"plan_{day}.json")
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def append_to_snapshot(day: str) -> dict:
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"""08:45 追加步骤：把当日区制写进当天 JSON 快照的 regime 段。
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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。"""
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reg = fetch(day)
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path = snapshot_path(day)
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if not os.path.exists(path):
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print(f"快照 {path} 不存在，环境段未写入（状态 {reg['status']}）")
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return reg
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with open(path, "r", encoding="utf-8") as f:
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doc = json.load(f)
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doc["regime"] = reg
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tmp = path + ".tmp"
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with open(tmp, "w", encoding="utf-8") as f:
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json.dump(doc, f, ensure_ascii=False, indent=1)
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os.replace(tmp, path)
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print(f"环境段已写入 {path}：status={reg['status']} weak_count={reg['weak_count']} "
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f"weak_day={reg['weak_day']}")
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return reg
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def read_section(day: str, key: str):
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"""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。
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/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。"""
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path = snapshot_path(day)
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try:
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with open(path, "r", encoding="utf-8") as f:
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return json.load(f).get(key)
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except (OSError, ValueError):
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return None
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def read_from_snapshot(day: str) -> dict | None:
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"""/plan 用：只读当日快照里的 regime 段，没有就 None（应答里给 UNKNOWN）。"""
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return read_section(day, "regime")
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