159 lines
8.1 KiB
Python
159 lines
8.1 KiB
Python
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# -*- coding: utf-8 -*-
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"""技术面相位合成 (2026-09-11 技术面接入, 纯逻辑, 零外部依赖)。
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输入是一只票按 data_date 升序的近若干个交易日技术面读数 (tech_repo 落表的行, 字段见
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ddl_pms_v1.sql 的 pms_tech_daily), 最后一行是最新那天。数据新鲜度 —— 有没有当天行、读数
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陈不陈旧 —— 由 tech_service 在调用前保证 (它握着交易日历); 本模块只认传进来的 rows 内容。
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合成三步, 与《技术面接入与三源合议方案》第三节一一对应:
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一, 判有没有读数: 没有最新行 / 未除权重锚 / 数据质量非 OK / 关键读数缺失, 一律无读数。
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无读数是弃权, 绝不折成看空 (设计原则二「无读数等于弃权」)。
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二, 判是不是震荡市: 最近 20 个交易日 SAR 翻向达到 choppy_flips 次即震荡。震荡市里 SAR
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翻向不当信号, 这是决策系统文档明说的指标特性。
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三, 判相位: 按固定次序逐条比对, 第一个命中的就是结论 (方案第三节相位表)。
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立场取值只有四个中文词: 看多 / 看空 / 中性 / 无读数。强弱只给看多看空用, 中性与无读数没有。
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阈值默认值见 DEFAULTS, tech_service 会从参数中心读实际值覆盖; 本模块不读参数中心, 以便脱库单测。
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"""
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from __future__ import annotations
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# 数翻向的窗口「最近 20 个交易日」(方案第三节)。窗口本身不设页面参数, 翻向次数阈值才设。
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CHOPPY_WINDOW = 20
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DEFAULTS = {
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"squeeze_lookback": 5, # 近几个交易日内收过口算「刚收口过」(PMS_TECH_SQUEEZE_LOOKBACK)
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"open_bw_growth": 0.20, # 今日带宽比收口日至少扩这么多算开口 (PMS_TECH_OPEN_BW_GROWTH)
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"choppy_flips": 4, # 20 日 SAR 翻向达到这么多次算震荡 (PMS_TECH_CHOPPY_FLIPS)
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"flip_fresh_days": 2, # SAR 翻向后这么多个交易日内算「刚转向」(PMS_TECH_FLIP_FRESH_DAYS)
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}
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# 价格「贴下轨」的派生判据 (带内位置 ≤ 此值)。转空确认的次要条件, 主条件是多空布林线空头区。
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# 这不是方案里一次定死的五个阈值之一, 是实现派生量; 要调改这里即可。
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_NEAR_LOWER = 0.20
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_LONG = "多"
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_SHORT = "空"
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def _num(v):
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try:
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return None if v is None else float(v)
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except (TypeError, ValueError):
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return None
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def _truthy(v) -> bool:
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"""TINYINT / 布尔 / 字符串都收: 1 / True / "是" 为真。"""
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if isinstance(v, str):
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return v.strip() in ("1", "true", "True", "是")
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return bool(v)
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def _no_read(why: str, latest=None) -> dict:
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return {"stance": "无读数", "strength": None, "phase": None, "confirm": None,
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"sar_side": None, "sar_value": None, "sar_flip_days": None, "choppy": None,
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"reason": why, "no_read_why": why,
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"data_date": (latest or {}).get("data_date")}
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def count_sar_flips(rows) -> int:
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"""rows 升序, 数相邻两行 SAR 方向变化的次数 (只看最近 CHOPPY_WINDOW 行)。"""
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seq = [str(r.get("sar_side") or "") for r in (rows or [])[-CHOPPY_WINDOW:]]
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seq = [s for s in seq if s in (_LONG, _SHORT)]
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return sum(1 for a, b in zip(seq, seq[1:]) if a != b)
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def _recent_squeeze_bw(rows, lookback):
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"""近 lookback 个交易日内 (不含今日) 最近一次收口那天的带宽; 没收口过返回 None。"""
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window = (rows or [])[-(lookback + 1):-1] # 去掉今日那一行
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for r in reversed(window): # 由近及远
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if _truthy(r.get("boll_squeeze")):
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return _num(r.get("boll_bw_pct"))
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return None
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def synthesize(rows, *, params=None) -> dict:
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"""把一只票的近 N 日读数 (升序) 合成技术面立场。返回含 stance/strength/phase/confirm/
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sar_value/choppy/reason/data_date/no_read_why 的字典。"""
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p = dict(DEFAULTS)
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if params:
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p.update({k: params[k] for k in DEFAULTS if params.get(k) is not None})
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rows = list(rows or [])
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latest = rows[-1] if rows else None
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# ---- 第一步: 有没有读数 (无读数是弃权) ----
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if not latest:
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return _no_read("没有当天的技术面读数")
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if not _truthy(latest.get("reanchored")):
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return _no_read("未做除权重锚，读数不可比", latest)
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if str(latest.get("quality") or "").upper() != "OK":
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return _no_read(f"数据质量非正常（{latest.get('quality') or '缺'}）", latest)
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side = str(latest.get("sar_side") or "")
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pos = _num(latest.get("boll_pos"))
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if side not in (_LONG, _SHORT) or pos is None:
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return _no_read("关键读数缺失（SAR 方向或带内位置）", latest)
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squeeze = _truthy(latest.get("boll_squeeze"))
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bbi_state = str(latest.get("bbi_state") or "")
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bw = _num(latest.get("boll_bw_pct"))
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flip_days = latest.get("sar_flip_days")
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flip_days = int(flip_days) if flip_days is not None else None
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sar_value = _num(latest.get("sar_value"))
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base = {"sar_side": side, "sar_value": sar_value, "sar_flip_days": flip_days,
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"data_date": latest.get("data_date"), "no_read_why": None}
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# ---- 第二步: 震荡市 ----
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flips = count_sar_flips(rows)
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choppy = flips >= int(p["choppy_flips"])
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base["choppy"] = choppy
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def out(stance, strength, phase, reason, confirm=None):
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r = dict(base)
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r.update({"stance": stance, "strength": strength, "phase": phase,
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"confirm": confirm, "reason": reason})
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return r
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long_, short_ = side == _LONG, side == _SHORT
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fresh_flip = flip_days is not None and flip_days <= int(p["flip_fresh_days"])
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bbi_bull = bbi_state == "多头区"
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bbi_bear = bbi_state == "空头区"
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upper_half = pos >= 0.5
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# ---- 第三步: 相位 (固定次序, 第一个命中为结论) ----
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# 1 收口等待
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if squeeze:
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return out("中性", None, "收口等待", "布林带收口，等开口再定方向")
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# 2 / 3 开口向上 / 开口向下 (今天已不收口; 近 lookback 日内收过口且带宽扩够)
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sq_bw = _recent_squeeze_bw(rows, int(p["squeeze_lookback"]))
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opened = (sq_bw is not None and sq_bw > 0 and bw is not None
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and (bw / sq_bw - 1) >= p["open_bw_growth"])
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if opened and upper_half and long_:
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return out("看多", "强", "开口向上", "刚收口后放开、价在带内上半部、SAR 多：向上变盘")
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if opened and (not upper_half) and short_:
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return out("看空", "强", "开口向下", "刚收口后放开、价在带内下半部、SAR 空：向下变盘")
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# 4 转空 (非震荡, SAR 刚翻空)
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if short_ and fresh_flip and not choppy:
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confirm = bbi_bear or pos <= _NEAR_LOWER
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why = "SAR 刚翻空" + ("、多空布林线空头区或贴下轨（确认）" if confirm else "（待确认）")
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return out("看空", "强" if confirm else "弱", "转空", why, confirm=confirm)
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# 5 转多 (非震荡, SAR 刚翻多, 多空布林线不在空头区)
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if long_ and fresh_flip and not bbi_bear and not choppy:
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return out("看多", "弱", "转多", "SAR 刚翻多、多空布林线未在空头区")
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# 6 趋势多 (SAR 多且多空布林线在多头区为强, 中性区为弱)
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if long_ and bbi_bull:
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return out("看多", "强", "趋势多", "SAR 多且多空布林线多头区：上升趋势延续")
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if long_ and not bbi_bear:
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return out("看多", "弱", "趋势多", "SAR 多、多空布林线中性区：偏多但不强")
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# 7 趋势空 (SAR 空且多空布林线不在多头区)
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if short_ and not bbi_bull:
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return out("看空", "强" if bbi_bear else "弱", "趋势空", "SAR 空且多空布林线未在多头区：下行")
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# 8 分歧 (SAR 与多空布林线方向相反)
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if (long_ and bbi_bear) or (short_ and bbi_bull):
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return out("中性", None, "分歧", "SAR 与多空布林线方向相反，不表态")
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# 9 震荡 (震荡市且以上都不命中)
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if choppy:
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return out("中性", None, "震荡", f"近 20 日 SAR 翻向 {flips} 次，震荡市不表态")
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# 兜底: side 已限定在 {多, 空}, 上面各分支理应已覆盖全部组合; 到这里保守中性。
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return out("中性", None, "未归类", "指标组合未归入任何相位，保守中性")
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