规则闸: 决策系统昨夜定性形态恶化时不新增买入, 拒绝落评审账本
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@ -22,6 +22,20 @@ from app.core.planner import check_all_caps
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BUY, SELL = "buy", "sell"
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# 决策系统昨夜结论的定性里算"形态恶化"的三个取值 (2026-08-05 补的第二道防线)。
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#
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# 这三个值一共有三处在用, 改一处必须三处一起改:
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# 桥 akg-factor-bridge/pool.py 的 BAD_SIGNALS —— 拿它把票移出候选池、记进回收站;
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# 决策系统 app/services/pms_advisor.py 的 BAD_Y_SIGNALS —— 拿它在择时应答里拦住买入;
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# 这里 —— 拿它在指令下发前终检时再拦一次, 并且把拒绝写进 pms_action_ledger。
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#
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# 为什么明明决策系统那侧已经拦了、这里还要再拦一道: 那一侧拦掉的东西只写在它自己的应答里,
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# PMS 的评审账本 (make t-gate) 一个字看不到; 而评审账本是"拒了的后来涨了多少"那份判分的
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# 事实源, 拒绝不落在这张表里就等于没发生过。要注意这道闸的数据只来自实现A的应答
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# (含它十个交易分钟的缓存): 退实现B时 PMS 手里根本没有决策系统的定性, 这道闸自然不生效 ——
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# 那是"拿不到意见"的正常降级, 不是漏拦。
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BAD_Y_SIGNALS = ("SELL", "AVOID", "DROPPED")
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def _num(v, default=0.0):
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try:
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@ -38,7 +52,8 @@ def check(*, side: str, action: str, qty: int, price: float, ctx: dict) -> dict:
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caps check_all_caps 所需组合上下文 (仅买入用)
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day {price, vwap, ma5, day_chg_from_open, halted, limit_up, limit_down}
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params {no_chase_ma5, buy_halt_dayup, sector_source_ready}
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flags {buy_halt, exec_halt, brake_active, blacklisted, is_command}
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flags {buy_halt, exec_halt, brake_active, blacklisted, is_command, y_signal}
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y_signal 是决策系统昨夜结论对该股的定性, 由择时应答带回 (可能为 None)
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"""
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pos = ctx.get("position") or {}
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day = ctx.get("day") or {}
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@ -102,6 +117,12 @@ def _check_buy(failed, warns, qty, price, ctx, pos, day, prm, flg, is_cmd, hard)
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failed.append("BUY_HALT: 全局暂停买入生效中")
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if flg.get("blacklisted"):
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failed.append("BLACKLIST: 该股在黑名单 (永不买入)")
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# 决策系统昨夜定性为形态恶化 —— 无论有没有拿到定性, 都写进 hard_numbers, 这样
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# 评审账本上"放行的那些当时定性是什么"同样查得到, 而不是只有被拒的才留下痕迹。
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y_sig = str(flg.get("y_signal") or "").strip().upper()
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hard["y_signal"] = y_sig or None
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if y_sig in BAD_Y_SIGNALS:
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failed.append(f"BAD_SIGNAL: 决策系统昨夜定性 {y_sig} (形态恶化), 不新增买入")
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if flg.get("brake_active"):
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if is_cmd:
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warns.append("BRAKE_ACTIVE: 组合刹车中 —— 命令驱动不受限, 仅提示")
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@ -105,6 +105,9 @@ def decide(*, side: str, action: str, ts_code: str, now, day: dict, params: dict
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d = et.apply_advice(side=side, day=day, params=params, advice=advice, left=left)
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if d is not None:
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d["source"] = advice.get("_source") or "A"
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# 把昨夜定性顺着决策一起带回去, 规则闸终检要用 (见 rule_gate.BAD_Y_SIGNALS)。
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# 缓存命中的那条 advice 里也存着它, 所以十个交易分钟的缓存期内一样有值。
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d["y_signal"] = advice.get("y_signal")
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return d
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note = f"研判动作无法识别: {advice.get('verdict')!r}"
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@ -179,6 +182,8 @@ def _advice(*, ts_code, side, action, now, day, pos, left, is_last_day, tdays_le
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"limit_price": data.get("limit_price"),
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"reason": str(data.get("reason") or "")[:200],
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"confidence": data.get("confidence"),
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# 应答 observed 里的昨夜定性: 存进缓存, 让规则闸在缓存期内也拿得到
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"y_signal": (data.get("observed") or {}).get("y_signal"),
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"valid_until_min": et.add_trade_minutes(now_min, valid_min),
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"consulted_at": et._fmt(now_min)}
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if prog is not None:
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@ -198,7 +198,9 @@ def run_tick(*, now=None, dry_run: bool = False) -> dict:
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"flags": {"buy_halt": prm["buy_halt"], "exec_halt": prm["exec_halt"],
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"brake_active": brake_active,
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"blacklisted": bool(stock_params.get(code, {}).get("black")),
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"is_command": bool(prog.get("is_command"))}})
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"is_command": bool(prog.get("is_command")),
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# 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)
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"y_signal": d.get("y_signal")}})
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if not gate["passed"]:
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out["rejected"].append({"instruction_id": ins["instruction_id"], "code": code,
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@ -209,6 +209,28 @@ def _():
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assert any(x.startswith("LOT_INVALID") for x in r["failed"]), r
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@case("规则闸·昨夜定性形态恶化 → 买入拦截, 卖出不受影响, 定性一律留痕")
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def _():
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# 2026-08-05 补这道闸的实机由来: 600841 昨夜定性 SELL、已被候选层请出池子, 而在途的
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# 建仓指令照样在等买入区间 —— 候选层的结论当时对执行层完全不可见。
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for sig in ("SELL", "AVOID", "DROPPED", " sell "):
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r = rg.check(side="buy", action="OPEN", qty=1000, price=10.0,
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ctx=ctx(flags={"y_signal": sig}))
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assert any(x.startswith("BAD_SIGNAL") for x in r["failed"]), (sig, r)
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assert r["hard_numbers"]["y_signal"] == sig.strip().upper(), (sig, r)
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# 正常定性不能误伤, 但定性本身照样要写进 hard_numbers (放行的也要查得到)
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ok = rg.check(side="buy", action="OPEN", qty=1000, price=10.0,
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ctx=ctx(flags={"y_signal": "BUY"}))
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assert ok["passed"] and ok["hard_numbers"]["y_signal"] == "BUY", ok
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# 退实现B 时根本拿不到定性: 不拦, 留痕为 None (缺数据不算恶化, 与桥侧同口径)
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nil = rg.check(side="buy", action="OPEN", qty=1000, price=10.0, ctx=ctx())
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assert nil["passed"] and nil["hard_numbers"]["y_signal"] is None, nil
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# 恶化只挡增持, 减持任何时候放行
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sell = rg.check(side="sell", action="EXIT", qty=6000, price=10.0,
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ctx=ctx(flags={"y_signal": "SELL"}))
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assert sell["passed"], sell
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@case("规则闸·刹车对自主是拦截, 对命令只是提示 (命令至上)")
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def _():
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auto = rg.check(side="buy", action="ADD", qty=1000, price=10.0,
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