tradingSystem/app/services/executor.py

# -*- coding: utf-8 -*-
"""
执行编排: 方案 → 指令 → 分日出手 → 回执 (设计 §7 / §8 / §9 的落地)
=====================================================================
纯逻辑在 core/rule_gate.py (规则闸) 与 core/exec_timing.py (择时实现B), 本模块负责
取数、落表与状态推进。三个入口:

  materialize_plans()  把命令方案里「可执行」的条目转成 pms_instruction (先记账后动作)。
                       gated 方案 (建仓的 FILL/ADD 批) 状态为 GATED, 由动作引擎解锁, 此处不动。
  run_tick()           盘中每分钟一跳: 配额 → 择时判定 → 规则闸终检 → 下发 → 记子单。
  sweep_windows()      窗口耗尽收口: 命令类置部分完成并告警, 自主类作废。

指令与子单的关系: 一条 pms_instruction 承载一个方案条目的**总量**, 每日出手记一条子单到
progress_json.children[]; exec_qty 由回放认领回填 (账本以下游成交为准, 不拿下发量当成交量)。
"""
from __future__ import annotations

import logging
from datetime import datetime

from app.core import command_spec as cs
from app.core import exec_timing as et
from app.core import rule_gate
from app.core import tradedays as td
from app.repo import pms_repo, qmt_repo
from app.services import (command_service, dispatcher, exec_advisor, industry, market,
                          param_store, portfolio)

logger = logging.getLogger("pms.exec")

# 指令状态
ST_PROPOSED, ST_RULE_PASSED, ST_DISPATCHED = "PROPOSED", "RULE_PASSED", "DISPATCHED"
ST_CONFIRMED, ST_REJECTED, ST_EXPIRED, ST_CANCELLED = ("CONFIRMED", "REJECTED", "EXPIRED",
                                                       "CANCELLED")
LIVE = (ST_PROPOSED, ST_RULE_PASSED, ST_DISPATCHED)

# 方案状态: GATED = 建仓的补足/加仓批, 等动作引擎按条件解锁 (DDL 注释已同步)
PLAN_PENDING, PLAN_GATED, PLAN_EXEC, PLAN_DONE = "PENDING", "GATED", "EXECUTING", "DONE"

SELL_ACTIONS = {"EXIT", "TRIM"}
BUY_ACTIONS = {"OPEN", "FILL", "ADD", "DCA"}


# ================================================================ 方案 → 指令
def materialize_plans(limit: int = 100) -> dict:
    """把在途命令的可执行方案条目转成指令。幂等: 已生成过指令的方案置 EXECUTING 不再重复。

    **三个列表全空必须能区分出是哪一种全空** (2026-07-31): 本函数只吃 PENDING 的方案,
    而已转过指令的方案是 EXECUTING、等解锁的批是 GATED。三种情况输出一模一样都是
    `{created: [], skipped: [], errors: []}`, 读起来像"一条都没转成", 实际多半是
    "早就转完了"。加 `scanned` 与 `note` 把它说破 —— 这是同一类"失败长得像成功"的毛病,
    只不过这里是"没事长得像出事", 一样会让人白排查半天。
    """
    out = {"created": [], "skipped": [], "errors": [], "scanned": 0, "note": ""}
    plans = pms_repo.list_plans(statuses=[PLAN_PENDING], limit=limit)
    out["scanned"] = len(plans)
    if not plans:
        other = {}
        for st in (PLAN_GATED, PLAN_EXEC, PLAN_DONE):
            try:
                other[st] = len(pms_repo.list_plans(statuses=[st], limit=limit))
            except Exception:
                pass
        out["plans_by_status"] = other
        out["note"] = (
            "没有 PENDING 方案可转 —— 这**不是**失败。当前方案分布: "
            + (", ".join(f"{k} {v} 条" for k, v in other.items() if v) or "一条方案都没有")
            + "。EXECUTING = 已经转过指令了 (看 make t-ins); GATED = 等动作引擎解锁的批")
        return out
    cmd_cache = {}
    ymd = td.ymd()
    seq = 0
    for p in plans:
        act = p.get("action")
        if act == "HALT":                      # 撤单类在规划期已执行完毕
            pms_repo.update_plan(p["plan_id"], status=PLAN_DONE)
            out["skipped"].append({"plan_id": p["plan_id"], "why": "HALT 已在规划期执行"})
            continue
        side = "sell" if act in SELL_ACTIONS else ("buy" if act in BUY_ACTIONS else None)
        if not side:
            out["skipped"].append({"plan_id": p["plan_id"], "why": f"动作 {act} 无对应指令"})
            continue
        cid = p["command_id"]
        if cid not in cmd_cache:
            cmd_cache[cid] = pms_repo.get_command(cid)
        cmd = cmd_cache[cid]
        if not cmd or cmd["status"] not in (cs.ST_EXECUTING, cs.ST_PARTIAL):
            out["skipped"].append({"plan_id": p["plan_id"],
                                   "why": f"命令状态 {cmd['status'] if cmd else '缺失'}"})
            continue
        qty = int(p.get("qty") or 0)
        if qty <= 0:
            out["skipped"].append({"plan_id": p["plan_id"], "why": "数量为 0"})
            continue
        seq += 1
        iid = cs.make_instruction_id(ymd, p["ts_code"], act, seq)
        window = int((cmd.get("progress") or {}).get("window_tdays")
                     or param_store.get_int("PMS_EXEC_WINDOW_TDAYS", 3))
        try:
            pms_repo.insert_instruction(
                instruction_id=iid, origin_type="plan", origin_id=p["plan_id"],
                ts_code=p["ts_code"], action=act, side=side, qty=qty,
                limit_price=None, window_tdays=window, status=ST_PROPOSED,
                progress={"deadline": str(p.get("deadline") or ""), "command_id": cid,
                          "is_command": True, "children": []})
            pms_repo.update_plan(p["plan_id"], status=PLAN_EXEC)
            out["created"].append(iid)
        except Exception as e:
            logger.exception("方案转指令失败 %s", p["plan_id"])
            out["errors"].append(f"{p['plan_id']}: {type(e).__name__}: {e}")
    return out


# ================================================================ 出手 tick
def run_tick(*, now=None, dry_run: bool = False) -> dict:
    """盘中每分钟一跳。dry_run=True 时只算不发不落库 (页面「试算」用)。"""
    now = now or datetime.now()
    out = {"ok": True, "checked": 0, "fired": [], "waited": [], "rejected": [],
           "errors": [], "mode": dispatcher.mode(), "dry_run": dry_run}

    instrs = [i for i in pms_repo.list_instructions(statuses=list(LIVE), limit=200)
              if int(i.get("qty") or 0) > int(i.get("exec_qty") or 0)]
    if not instrs:
        return out

    view = portfolio.positions_view()
    stock_params = command_service.effective_stock_params()
    prm = view["params"]
    exec_prm = {
        "sell_avoid_open_min": param_store.get_int("PMS_SELL_AVOID_OPEN_MIN", 30),
        "buy_halt_dayup": param_store.get_float("PMS_BUY_HALT_DAYUP", 0.05),
        "eod_force_time": param_store.get("PMS_EOD_FORCE_TIME", "14:45"),
        "eod_force_discount": param_store.get_float("PMS_EOD_FORCE_DISCOUNT", 0.998),
        "no_chase_ma5": param_store.get_float("PMS_NO_CHASE_MA5", 0.06),
        "advice_limit_band": param_store.get_float("PMS_EXEC_LIMIT_BAND", 0.10),
    }
    slices = param_store.get_int("PMS_EXEC_SLICES", 1)
    order_ttl = param_store.get_int("PMS_ORDER_TTL_MIN", 10)   # 单个分片挂单有效期(交易分钟)
    brake_active = td.ymd() < param_store.get_int("PMS_BRAKE_UNTIL", 0)
    ymd_today = td.ymd()

    for ins in instrs:
        out["checked"] += 1
        code, side = ins["ts_code"], str(ins.get("side") or "").lower()
        prog = dict(ins.get("progress") or {})
        children = list(prog.get("children") or [])
        remaining = int(ins["qty"]) - int(ins.get("exec_qty") or 0)
        deadline = prog.get("deadline") or ""
        tdays_left = td.trade_days_left(deadline, now) if deadline else 1
        is_last = tdays_left <= 1

        try:
            day = market.day_snapshot(code)
            pos = _pos_of(view, code)
            quota = et.daily_quota(remaining, tdays_left,
                                   allow_odd_tail=(ins.get("action") == "EXIT"))
            fired_today = _consumed_today(children, ymd_today)
            day_ctx = {**day, "support": pos.get("support_ref"),
                       "limit_up": _limit_up(day), "limit_down": _limit_down(day),
                       "halted": not day or not day.get("price")}
            # 择时判定统一走 exec_advisor: PMS_EXEC_IMPL=B (默认) 时它就是 et.decide 原样;
            # =A 时先过硬闸 (配额/兜底等 PMS 自留地), 再委托决策系统, 不可用退实现B。
            # 咨询结论会写进 prog["exec_advice"], 随下面既有的 update_instruction 落表;
            # dry_run 传 None —— 只算不落库, 试算不该占用/刷新研判缓存。
            # is_command 必须一路传到 hard_gate: 窗口末日的强制完成只对命令驱动生效,
            # 自主买入到期作废 (与 window_verdict 的口径对齐, 见 exec_timing 里那段说明)。
            d = exec_advisor.decide(side=side, action=ins.get("action"), ts_code=code,
                                    now=now, day=day_ctx, params=exec_prm,
                                    is_last_day=is_last,
                                    is_command=bool(prog.get("is_command")),
                                    fired_today=fired_today,
                                    quota=quota, pos=pos, tdays_left=tdays_left,
                                    prog=(None if dry_run else prog))

            if d["action"] != et.ACT_FIRE:
                prog["last_decision"] = {"at": now.strftime("%H:%M"), **d}
                # 参考位漂移 (只有新建仓会有) 在评审账本里记**一天一条**。
                # 漂移一旦发生通常持续整天, 而这一跳是每分钟一次 —— 不去重的话一天能往账本
                # 灌几百行一模一样的告警, 把有信息量的行淹掉 (2026-07-29 那个教训)。
                # 想看当下状态去指令的 progress.last_decision, 那里每跳都有; 账本这一条是
                # 留给事后判分的「这一天该票因为输入漂移没建成仓」。
                if (not dry_run and d.get("ref_drift")
                        and int(prog.get("ref_drift_logged") or 0) != ymd_today):
                    prog["ref_drift_logged"] = ymd_today
                    try:
                        pms_repo.insert_ledger(
                            ts_code=code, action=ins.get("action"), arbiter="rule",
                            verdict="WARN", price_at=day_ctx.get("price") or 0,
                            hard_numbers={"ref_lock": prog.get("ref_lock"),
                                          "advice": (prog.get("exec_advice") or {})},
                            ref_id=ins["instruction_id"], reason=d["ref_drift"])
                    except Exception as e:
                        logger.error("[参考位漂移] 留痕写入失败 %s: %s —— "
                                     "本次漂移只剩指令 progress 里那一份, 账本查不到", code, e)
                if not dry_run:
                    pms_repo.update_instruction(ins["instruction_id"], progress=prog)
                out["waited"].append({"instruction_id": ins["instruction_id"], "code": code,
                                      "action": d["action"], "reason": d["reason"]})
                continue

            slice_list = et.slice_qty(min(d["qty_hint"], remaining), slices)
            qty = slice_list[0] if slice_list else 0
            if side == "sell":
                qty = min(qty, int(pos.get("avail_qty") or 0))
            if qty <= 0:
                prog["last_decision"] = {"at": now.strftime("%H:%M"), "action": et.ACT_WAIT,
                                         "reason": "可卖量不足, 顺延"}
                if not dry_run:
                    pms_repo.update_instruction(ins["instruction_id"], progress=prog)
                out["waited"].append({"instruction_id": ins["instruction_id"], "code": code,
                                      "action": et.ACT_WAIT, "reason": "可卖量不足, 顺延"})
                continue

            ma5 = market.get_ma5(code) if side == "buy" else None
            gate = rule_gate.check(
                side=side, action=ins.get("action"), qty=qty, price=day_ctx.get("price"),
                ctx={"ts_code": code, "position": pos, "day": {**day_ctx, "ma5": ma5},
                     "params": {**exec_prm, "sector_source_ready": view["sector_ready"]},
                     "caps": portfolio.caps_ctx(view, ts_code=code) if side == "buy" else None,
                     "flags": {"buy_halt": prm["buy_halt"], "exec_halt": prm["exec_halt"],
                               "brake_active": brake_active,
                               "blacklisted": bool(stock_params.get(code, {}).get("black")),
                               "is_command": bool(prog.get("is_command")),
                               # 决策系统昨夜对该股的定性, 由择时应答带回 (退实现B 时为 None)
                               "y_signal": d.get("y_signal")}})

            if not gate["passed"]:
                out["rejected"].append({"instruction_id": ins["instruction_id"], "code": code,
                                        "failed": gate["failed"]})
                if not dry_run:
                    pms_repo.insert_ledger(
                        ts_code=code, action=ins.get("action"), arbiter="rule", verdict="REJECT",
                        price_at=day_ctx.get("price") or 0, hard_numbers=gate["hard_numbers"],
                        failed_checks=gate["failed"], ref_id=ins["instruction_id"],
                        reason="规则闸终检未通过 (宁可不动)")
                    prog["last_decision"] = {"at": now.strftime("%H:%M"), "action": "REJECT",
                                             "reason": "; ".join(gate["failed"])}
                    pms_repo.update_instruction(ins["instruction_id"], progress=prog)
                continue

            if dry_run:
                out["fired"].append({"instruction_id": ins["instruction_id"], "code": code,
                                     "qty": qty, "limit": d["limit_price"],
                                     "reason": d["reason"], "dry_run": True})
                continue

            dl_min = et.slice_deadline(now, ttl_min=order_ttl, forced=d.get("forced", False))
            # intent / parent_id / note 是 ws 通道要的 (协议 §4.2): intent 只作归类,
            # parent_id 让子单能回指父指令, note 原样落到 QMT 侧供人工看盘。
            # shadow 模式忽略这三项, 传着不碍事 —— 两种模式共用同一个调用点。
            res = dispatcher.dispatch(
                instruction_id=_child_id(ins["instruction_id"], len(children) + 1),
                parent_id=ins["instruction_id"], intent=ins.get("action"),
                ts_code=code, side=side, qty=qty, limit_price=d["limit_price"],
                note=d.get("reason"),
                valid_until=now.replace(hour=dl_min // 60, minute=dl_min % 60,
                                        second=0, microsecond=0))
            if not res.get("ok"):
                out["errors"].append(f"{ins['instruction_id']} 下发失败: {res.get('error')}")
                continue

            children.append({"ymd": ymd_today, "at": now.strftime("%H:%M:%S"), "qty": qty,
                             "limit": d["limit_price"], "mode": res["mode"], "ref": res["ref"],
                             "valid_until": et._fmt(dl_min),
                             "forced": d.get("forced", False), "reason": d["reason"]})
            prog["children"] = children
            prog.setdefault("dispatched_at", now.strftime("%Y-%m-%d %H:%M:%S"))
            prog["last_decision"] = {"at": now.strftime("%H:%M"), "action": et.ACT_FIRE,
                                     "reason": d["reason"], "source": d.get("source")}
            # 这里曾经多传了一个 limit_price=None (2026-08-03 实机): 真 repo 的
            # update_instruction 没有这个形参 → TypeError → 被本函数外层的
            # `except Exception` 吞成 out["errors"] 里的一条。后果是**单子已经发到 QMT
            # 了, 而本端一个字没记**: 父指令停在 PROPOSED、children 空、dispatch_ref 空,
            # 于是当日配额恒按 0 算, 下一跳会拿同一个子单号 _D01 再发一次 —— 出口表唯一
            # 索引拦住之后就彻底卡死。单测全程没看见, 因为 FakeRepo.update_instruction
            # 是 `**kw` 全收, 比真依赖宽松 (见 test_batch10 的 [M] 组)。
            r = pms_repo.update_instruction(ins["instruction_id"], status=ST_DISPATCHED,
                                            dispatch_ref=res["ref"], progress=prog)
            if not r:
                # 单子已经出去了, 这里回滚不了; 但绝不能让它悄悄过去
                logger.error("[出手] %s 已下发到通道, 但父指令没更新到任何行 —— "
                             "本端与出口表将不一致, 请核对 pms_instruction",
                             ins["instruction_id"])
                out["errors"].append(
                    f"{ins['instruction_id']} 已下发但父指令未更新 (影响 0 行) —— "
                    f"出口表与本端不一致")
            pms_repo.insert_ledger(ts_code=code, action=ins.get("action"), arbiter="rule",
                                   verdict="PASS", price_at=day_ctx.get("price") or 0,
                                   hard_numbers={**gate["hard_numbers"], "limit": d["limit_price"],
                                                 "mode": res["mode"]},
                                   ref_id=ins["instruction_id"], reason=d["reason"])
            out["fired"].append({"instruction_id": ins["instruction_id"], "code": code,
                                 "qty": qty, "limit": d["limit_price"], "mode": res["mode"],
                                 "note": res.get("note"), "reason": d["reason"]})
        except Exception as e:
            logger.exception("出手处理失败 %s", ins.get("instruction_id"))
            out["errors"].append(f"{ins.get('instruction_id')}: {type(e).__name__}: {e}")

    out["ok"] = not out["errors"]
    return out


# ================================================================ 窗口收口
def sweep_windows(*, now=None) -> dict:
    """窗口耗尽的指令收口, 并把成交量回写方案 (命令进度据此结算)。"""
    now = now or datetime.now()
    out = {"expired": [], "partial": [], "synced": 0, "errors": []}
    for ins in pms_repo.list_instructions(statuses=list(LIVE), limit=300):
        try:
            prog = dict(ins.get("progress") or {})
            exec_qty = int(ins.get("exec_qty") or 0)
            remaining = int(ins["qty"]) - exec_qty
            if ins.get("origin_type") == "plan" and ins.get("origin_id"):
                pms_repo.update_plan(ins["origin_id"], filled_qty=exec_qty,
                                     status=PLAN_DONE if remaining <= 0 else None)
                out["synced"] += 1
            if remaining <= 0:
                pms_repo.update_instruction(ins["instruction_id"], status=ST_CONFIRMED)
                continue
            deadline = prog.get("deadline") or ""
            if not deadline:
                continue
            left = td.trade_days_left(deadline, now)
            v = et.window_verdict(remaining_qty=remaining, tdays_left=left,
                                  is_command=bool(prog.get("is_command")))
            if v["verdict"] == "RUNNING":
                continue
            prog["window_verdict"] = v
            if v["verdict"] == "EXPIRED":
                pms_repo.update_instruction(ins["instruction_id"], status=ST_EXPIRED,
                                            progress=prog)
                out["expired"].append(ins["instruction_id"])
            else:
                pms_repo.update_instruction(ins["instruction_id"], progress=prog)
                out["partial"].append({"instruction_id": ins["instruction_id"],
                                       "remaining": remaining, "note": v["note"]})
                logger.warning("[窗口耗尽] %s 仍剩 %s 股 —— %s", ins["instruction_id"],
                               remaining, v["note"])
        except Exception as e:
            out["errors"].append(f"{ins.get('instruction_id')}: {type(e).__name__}: {e}")
    try:
        command_service.refresh_progress()
    except Exception as e:
        out["errors"].append(f"命令进度刷新失败: {e}")
    return out


def cancel_instruction(instruction_id: str, reason: str = "页面人工撤销") -> dict:
    ins = pms_repo.get_instruction(instruction_id)
    if not ins:
        return {"ok": False, "error": "指令不存在"}
    if ins["status"] not in LIVE:
        return {"ok": False, "error": f"指令处于 {ins['status']}, 不可撤销"}
    r = dispatcher.cancel(instruction_id=instruction_id,
                          dispatch_ref=ins.get("dispatch_ref")) or {}
    # **下游没撤成就不能在本端标 CANCELLED。** 原来 r 拿到手却从不检查, 一律回「已撤销」
    # 并把父指令置终态 —— 而终态之后没有任何东西再跟踪它, 下游那张委托继续挂着、继续成交,
    # 成交回来还会因为找不到在途父指令而变成孤儿。撤不掉就保持在途, 让它继续被择时/收口/
    # 对账看见, 由人再处理。
    if not r.get("ok"):
        logger.error("[撤单] 下游未受理 %s: %s —— 指令保持在途, 下游委托可能仍挂着",
                     instruction_id, r.get("error") or r)
        return {"ok": False, "downstream": r, "instruction_id": instruction_id,
                "message": f"指令 {instruction_id} **未能撤销**: "
                           f"{r.get('error') or '下游未受理'} —— 指令仍在途, "
                           f"请在 QMT 侧确认该委托是否还挂着"}
    pms_repo.update_instruction(instruction_id, status=ST_CANCELLED)
    pms_repo.insert_ledger(ts_code=ins["ts_code"], action=ins.get("action"), arbiter="user",
                           verdict="REJECT", price_at=0, ref_id=instruction_id, reason=reason)
    return {"ok": True, "downstream": r, "message": f"指令 {instruction_id} 已撤销"}


# ================================================================ 内部
def _pos_of(view: dict, ts_code: str) -> dict:
    for x in view["positions"]:
        if x["ts_code"] == ts_code:
            return x
    return {"ts_code": ts_code, "total_qty": 0, "avail_qty": 0, "frozen_reason": "NONE"}


def _child_id(instruction_id: str, n: int) -> str:
    return f"{instruction_id}_D{n:02d}"


def _consumed_today(children: list, ymd_today: int) -> int:
    """今日已投放量 —— **到期/被撤/被拒且一股没成的分片不算数**。

    2026-08-03 实机: 002518.SZ 的分片挂到 TTL 到期没成交, 当天配额却显示「已出完」,
    一股没买到而当日不再尝试。这跟 `exec_timing.slice_deadline` 自己写的设计本意直接
    冲突 —— 那里说得很清楚:「普通分片只给 ttl_min 个交易分钟, run_tick 每分钟重评一次,
    **撤掉重下比挂着更好**」。可只要作废的分片仍占着当日额度, 重下就永远轮不上。

    配额的语义是「今天投放多少」, 但**已经作废且零成交的投放不该占额度** —— 那笔钱没花
    出去, 敞口也没建立, 它什么都没发生。所以按委托的真实结局算:
      * 还在途 (未终态)  → 按下发量算, 它随时可能成交
      * 已终态           → 只算真正成交的 cum_qty, 未成交部分释放回配额
      * 查不到出口行     → 按下发量算 (影子模式没有出口行; 宁可少投也不重复投)
    """
    total = 0
    for c in children or []:
        if int(c.get("ymd") or 0) != ymd_today:
            continue
        qty = int(c.get("qty") or 0)
        ref = c.get("ref")
        if not ref or str(ref).startswith("manual:"):
            total += qty                      # 影子模式: 没有出口行可查
            continue
        try:
            o = qmt_repo.get_order(ref)
        except Exception:
            logger.warning("[配额] 反查出口行失败 %s, 本轮按下发量计入", ref)
            total += qty
            continue
        if not o:
            total += qty
            continue
        if str(o.get("status") or "").upper() in qmt_repo.FINAL:
            done = int(o.get("cum_qty") or 0)
            if done < qty:
                logger.info("[配额] %s 已终态 %s, 成交 %s/%s —— 未成交部分释放回当日配额",
                            ref, o.get("status"), done, qty)
            total += done
        else:
            total += qty
    return total


def _limit_up(day: dict) -> bool:
    """一字板粗判: 当日最高=最低=现价 且 涨幅为正 (无涨跌停价字段时的兜底口径)。"""
    if not day:
        return False
    hi, lo, px = day.get("high"), day.get("low"), day.get("price")
    chg = day.get("day_chg_from_open")
    return bool(hi and lo and px and hi == lo == px and (chg or 0) >= 0 and day.get("bars", 0) > 3)


def _limit_down(day: dict) -> bool:
    if not day:
        return False
    hi, lo, px = day.get("high"), day.get("low"), day.get("price")
    chg = day.get("day_chg_from_open")
    return bool(hi and lo and px and hi == lo == px and (chg or 0) <= 0 and day.get("bars", 0) > 3)