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加入股汇参数和相应逻辑

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zlt 2026-08-19 11:22:16 +08:00
parent 5fb030135e
commit 46fc6a8da1
2 changed files with 62 additions and 39 deletions
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4
DEVLOG.md
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@ -74,6 +74,10 @@
3. 月度复盘：数据多一段就重跑标定脚本，校准阈值与 S0/k。 3. 月度复盘：数据多一段就重跑标定脚本，校准阈值与 S0/k。
4. check_db 表清单缺 pms_strategy 与 pms_op_log 的既有欠账，单独提。 4. check_db 表清单缺 pms_strategy 与 pms_op_log 的既有欠账，单独提。
**同日修订（2026-08-19，桥机判收后两条）**
一，判收补记。桥机 make test 与建表全部通过。dry_run 试算返回 +14.7197、区域中性，与标定报告同日值一致，方案第六节的前四步完成。宿主机的 python3 版本旧，不认 json.tool 的 --no-ensure-ascii 参数，去掉该参数即可，不是系统问题。
二，前端改版（用户要求：不占大块，放页面第一行）。撤掉「宏观择时」大面板，改为首行一枚紧凑徽标，与市场、买入、执行、自主、计划等徽标并排。常态显示指数值与区域；有建议、闸生效或数据不可用时转警示色；有建议时徽标显示"有建议"，点击即走采纳确认。全部详情移进鼠标悬浮提示：近二十日迷你走势、阈值与档位、闸状态、建议卡带采纳按钮、最近宏观命令；运维模式下悬浮里另有试算与立即扫描两个按钮。偏热闸与数据不可用两条横幅保留。无头渲染判收九项全过、零页面错误（徽标带值、有建议标记、大面板已删、悬浮里建议卡/采纳按钮/二十根迷你条/最近命令/闸说明、横幅仍在）。改动只有 index.html 一个文件，回滚还原它即可；改的是前端资源，生效仍需 make deploy 重建镜像。
--- ---
## 2026-08-18 · 决策系统卖出采纳复核：降门槛+全留痕 / 确认即加速 / 清仓完成清场 ## 2026-08-18 · 决策系统卖出采纳复核：降门槛+全留痕 / 确认即加速 / 清仓完成清场

97
app/web/static/index.html
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@ -186,7 +186,6 @@ pre.json{background:var(--surface-2);border:1px solid var(--hair);border-radius:
.mz-bars{display:flex;align-items:flex-end;gap:2px;height:34px;margin:7px 0 3px;} .mz-bars{display:flex;align-items:flex-end;gap:2px;height:34px;margin:7px 0 3px;}
.mz-bar{width:9px;border-radius:2px;min-height:3px;opacity:.9;} .mz-bar{width:9px;border-radius:2px;min-height:3px;opacity:.9;}
.mz-zone{padding:1px 9px;border-radius:9px;font-size:12px;font-weight:600;color:#fff;} .mz-zone{padding:1px 9px;border-radius:9px;font-size:12px;font-weight:600;color:#fff;}
.mz-advice{margin:7px 0;padding:8px 11px;border:1px solid var(--warn);border-radius:9px;display:flex;gap:10px;align-items:center;flex-wrap:wrap;}
</style> </style>
</head> </head>
<body> <body>
@ -199,6 +198,40 @@ pre.json{background:var(--surface-2);border:1px solid var(--hair);border-radius:
<span class="chip" :class="ov.exec_halt?'warn':'ok'"><span class="dot"></span>执行 {{ ov.exec_halt ? '已暂停':'正常' }}</span> <span class="chip" :class="ov.exec_halt?'warn':'ok'"><span class="dot"></span>执行 {{ ov.exec_halt ? '已暂停':'正常' }}</span>
<span class="chip" :class="ov.autonomy==='off'?'warn':'ok'"><span class="dot"></span>自主 {{ tx('autonomy', ov.autonomy) }}<span class="help" data-tip="系统自己出手的程度：全自动＝闸门通过就执行；只提议＝等你在『等我拍板』确认；暂停＝不自动动作。">?</span></span> <span class="chip" :class="ov.autonomy==='off'?'warn':'ok'"><span class="dot"></span>自主 {{ tx('autonomy', ov.autonomy) }}<span class="help" data-tip="系统自己出手的程度：全自动＝闸门通过就执行；只提议＝等你在『等我拍板』确认；暂停＝不自动动作。">?</span></span>
<span class="chip" :class="planStatus.ok===false?'warn':'ok'"><span class="dot"></span>计划 {{ planStatus.ok===false ? '不可用' : (planStatus.date || '-') }}</span> <span class="chip" :class="planStatus.ok===false?'warn':'ok'"><span class="dot"></span>计划 {{ planStatus.ok===false ? '不可用' : (planStatus.date || '-') }}</span>
<el-tooltip placement="bottom-start" effect="light" :show-after="120">
<template #content>
<div style="max-width:360px;font-size:12px;line-height:1.75">
<template v-if="macro.enabled===false"><b>宏观择时未启用</b><div class="muted">总开关 PMS_MACRO_ENABLED 在「参数设置」里打开</div></template>
<template v-else-if="!mzSig"><b>宏观择时</b>：暂无信号数据（还没扫描过；调度位在交易日 09:35）</template>
<template v-else>
<div><b>{{ mzSig.label }}</b>
<span class="mono" style="font-weight:700" :style="{color: mzColor(mzSig.zone)}">{{ mzSig.value==null ? '—' : (mzSig.value>0?'+':'') + Number(mzSig.value).toFixed(1) }}</span>
<span class="mz-zone" :style="{background: mzColor(mzSig.zone)}">{{ mzLabel(mzSig.zone) }}</span>
<span class="muted" v-if="mzSig.ymd"> {{ mzSig.ymd }}</span></div>
<div class="muted" v-if="mzSig.e_now>0">超额深度 {{ mzSig.e_now }}<template v-if="mzSig.streak"> · 区内第 {{ mzSig.streak }} 天</template></div>
<div class="muted" v-if="mzSig.note">{{ mzSig.note }}</div>
<div class="mz-bars" v-if="(mzSig.history||[]).length">
<span v-for="(h,i) in mzSig.history" :key="i" class="mz-bar" :style="mzBarStyle(h)"
:title="h.ymd + ' · ' + (h.value==null ? '不可用' : h.value) + ' · ' + mzLabel(h.zone)"></span>
</div>
<div class="muted" style="font-size:11px">近 {{ (mzSig.history||[]).length }} 个交易日 · 热 +{{ (macro.params||{}).hot_th }} / 冷 {{ (macro.params||{}).cold_th }} / 退出带 ±{{ (macro.params||{}).exit_band }} · 档位 {{ macro.autonomy==='full' ? '全自动' : (macro.autonomy==='propose_only' ? '只出建议' : '只算不动') }}</div>
<div v-if="macroGateOn" style="color:var(--warn)">偏热闸生效中：系统自主买入与策略买开腿已暂停（你的命令不受影响）</div>
<div v-if="mzSig.advice && !mzSig.advice.adopted" style="margin-top:4px">
<b>今日建议：{{ mzSig.advice.direction==='REDUCE' ? '降仓' : '升仓' }} {{ (mzSig.advice.pct*100).toFixed(1) }}%</b>
<button class="tbtn pri" style="margin-left:8px" @click="macroAdopt(mzSig.key)">采纳并下命令</button>
<div class="muted" style="font-size:11px">{{ mzSig.advice.why }} · 当日有效，隔日作废</div>
</div>
<div class="muted" v-if="mzSig.last_command" style="font-size:11px">最近宏观命令 {{ mzSig.last_command.command_id }} · {{ mzSig.last_command.cmd_type==='REDUCE_EXPOSURE' ? '降仓' : '升仓' }} · {{ mzSig.last_command.status }}</div>
<div v-show="mode==='ops'" style="margin-top:5px">
<button class="tbtn" @click="macroScan(true)">试算</button>
<button class="tbtn" @click="macroScan(false)">立即扫描</button>
</div>
<div style="color:var(--warn)" v-if="mzSig.error">读取失败: {{ mzSig.error }}</div>
</template>
</div>
</template>
<span class="chip" :class="mzChipCls" :style="mzAdvicePending ? 'cursor:pointer' : ''" @click="macroChipClick"><span class="dot"></span>宏观 {{ mzChipText }}</span>
</el-tooltip>
<span class="chip" :class="dm.shadow?'idle':'ok'" v-show="mode==='ops'"><span class="dot"></span>下发 {{ dm.mode || '-' }}<span class="help" data-tip="实盘＝真发到 QMT 下单；影子＝只记录不真下单，用来观察。">?</span></span> <span class="chip" :class="dm.shadow?'idle':'ok'" v-show="mode==='ops'"><span class="dot"></span>下发 {{ dm.mode || '-' }}<span class="help" data-tip="实盘＝真发到 QMT 下单；影子＝只记录不真下单，用来观察。">?</span></span>
<div class="spacer"></div> <div class="spacer"></div>
<div class="seg"> <div class="seg">
@ -262,44 +295,6 @@ pre.json{background:var(--surface-2);border:1px solid var(--hair);border-radius:
<span class="muted" style="font-size:11.5px;cursor:pointer" @click="showUpstream=true">下方查看全部 ▾</span> <span class="muted" style="font-size:11.5px;cursor:pointer" @click="showUpstream=true">下方查看全部 ▾</span>
</div> </div>
<!-- 宏观择时 (MACRO_TIMING_PLAN.md): 股汇对冲指数管整体仓位; 参数在「参数设置」PMS_MACRO_* -->
<div class="panel tblk">
<h3>宏观择时 <span class="muted" style="font-weight:400">· 股汇对冲指数 → 整体仓位</span>
<span v-if="macro.enabled===false" class="muted" style="font-size:12px;font-weight:normal">（总开关关闭, 只展示不动作）</span>
<span v-else-if="macro.autonomy" class="muted" style="font-size:12px;font-weight:normal">（档位 {{ macro.autonomy==='full' ? '全自动' : (macro.autonomy==='propose_only' ? '只出建议' : '只算不动') }}）</span>
</h3>
<div v-for="s in (macro.signals||[])" :key="s.key" style="margin-bottom:6px">
<div style="display:flex;align-items:center;gap:10px;flex-wrap:wrap">
<b>{{ s.label }}</b>
<span class="mono" style="font-size:21px;font-weight:700" :style="{color: mzColor(s.zone)}">{{ s.value==null ? '—' : (s.value>0?'+':'') + Number(s.value).toFixed(1) }}</span>
<span class="mz-zone" :style="{background: mzColor(s.zone)}">{{ mzLabel(s.zone) }}</span>
<span class="muted" v-if="s.e_now>0">超额深度 {{ s.e_now }}</span>
<span class="muted" v-if="s.streak">区内第 {{ s.streak }} 天</span>
<span class="muted" v-if="s.inflight">宏观命令在途</span>
<span class="muted" v-if="s.ymd" style="font-size:11.5px">{{ s.ymd }}</span>
<div class="spacer"></div>
<button class="tbtn" v-show="mode==='ops'" @click="macroScan(true)">试算</button>
<button class="tbtn" v-show="mode==='ops'" @click="macroScan(false)">立即扫描</button>
</div>
<div class="mz-bars" v-if="(s.history||[]).length">
<span v-for="(h,i) in s.history" :key="i" class="mz-bar"
:title="h.ymd + ' · ' + (h.value==null ? '不可用' : h.value) + ' · ' + mzLabel(h.zone)"
:style="mzBarStyle(h)"></span>
</div>
<div class="muted" style="font-size:11.5px" v-if="(s.history||[]).length">近 {{ s.history.length }} 个交易日 · 热区阈值 +{{ (macro.params||{}).hot_th }} / 冷区 {{ (macro.params||{}).cold_th }} / 退出带 ±{{ (macro.params||{}).exit_band }}</div>
<div v-if="s.advice && !s.advice.adopted" class="mz-advice">
<b>今日建议：{{ s.advice.direction==='REDUCE' ? '降仓' : '升仓' }} {{ (s.advice.pct*100).toFixed(1) }}%</b>
<span class="muted">{{ s.advice.why }}</span>
<button class="tbtn pri" @click="macroAdopt(s.key)">采纳并下命令</button>
<span class="muted" style="font-size:11.5px">当日有效, 隔日自动作废</span>
</div>
<div class="muted" v-if="s.note" style="font-size:12px">{{ s.note }}</div>
<div class="muted" v-if="s.last_command" style="font-size:12px">最近宏观命令 {{ s.last_command.command_id }} · {{ s.last_command.cmd_type==='REDUCE_EXPOSURE' ? '降仓' : '升仓' }} · {{ s.last_command.status }}<template v-if="s.last_command.target_amount"> · 进度 {{ money(s.last_command.done_amount||0) }} / {{ money(s.last_command.target_amount) }}</template></div>
<div style="color:var(--warn)" v-if="s.error">读取失败: {{ s.error }}</div>
</div>
<div class="muted" v-if="!(macro.signals||[]).length">暂无信号数据（还没扫描过, 或宏观层未启用）</div>
</div>
<!-- 7) 上游信号 (只读参考) --> <!-- 7) 上游信号 (只读参考) -->
<div class="panel tblk"> <div class="panel tblk">
<h3 style="cursor:pointer" @click="showUpstream=!showUpstream">上游信号 <span class="muted" style="font-weight:400">· 只读参考，不进下单逻辑</span> <span class="muted" style="font-size:12px;font-weight:normal">{{ showUpstream?'▲ 收起':'▼ 展开' }}</span></h3> <h3 style="cursor:pointer" @click="showUpstream=!showUpstream">上游信号 <span class="muted" style="font-weight:400">· 只读参考，不进下单逻辑</span> <span class="muted" style="font-size:12px;font-weight:normal">{{ showUpstream?'▲ 收起':'▼ 展开' }}</span></h3>
@ -2154,6 +2149,29 @@ createApp({
ElementPlus.ElMessage[(d && d.ok) ? 'success' : 'error']((d && d.ok) ? ('已下达 ' + (d.command_id || '')) : ((d && d.error) || '采纳失败')); ElementPlus.ElMessage[(d && d.ok) ? 'success' : 'error']((d && d.ok) ? ('已下达 ' + (d.command_id || '')) : ((d && d.error) || '采纳失败'));
await Promise.all([loadMacro(), loadCommands()]); await Promise.all([loadMacro(), loadCommands()]);
} }
// 首行徽标 (2026-08-19 用户要求由大面板改为首行紧凑显示, 详情进悬浮提示)
const mzSig = computed(() => (((macro.value || {}).signals) || [])[0] || null);
const mzAdvicePending = computed(() => { const s = mzSig.value; return !!(s && s.advice && !s.advice.adopted); });
const mzChipCls = computed(() => {
const m = macro.value || {};
if (m.enabled === false) return 'idle';
const s = mzSig.value;
if (!s) return 'idle';
if (mzAdvicePending.value || macroGateOn.value || s.zone === 'UNAVAILABLE') return 'warn';
return 'ok';
});
const mzChipText = computed(() => {
const m = macro.value || {};
if (m.enabled === false) return '未启用';
const s = mzSig.value;
if (!s) return '—';
if (s.zone === 'UNAVAILABLE') return '数据不可用';
const v = s.value == null ? '—' : ((s.value > 0 ? '+' : '') + Number(s.value).toFixed(1));
let t = v + ' ' + mzLabel(s.zone);
if (mzAdvicePending.value) t += ' · 有建议';
return t;
});
function macroChipClick() { if (mzAdvicePending.value && mzSig.value) macroAdopt(mzSig.value.key); }
async function loadUpstream() { async function loadUpstream() {
const d = await call('get', '/api/upstream-signals'); const d = await call('get', '/api/upstream-signals');
@ -2433,6 +2451,7 @@ createApp({
upstream, showUpstream, usrc, loadUpstream, upstream, showUpstream, usrc, loadUpstream,
macro, macroGateOn, macroUnavailable, mzLabel, mzColor, mzBarStyle, macro, macroGateOn, macroUnavailable, mzLabel, mzColor, mzBarStyle,
loadMacro, macroScan, macroAdopt, loadMacro, macroScan, macroAdopt,
mzSig, mzAdvicePending, mzChipCls, mzChipText, macroChipClick,
showAlerts, alertItems, alertLatest, alertLevelClass, alertGroups, alertStripItems, showAlerts, alertItems, alertLatest, alertLevelClass, alertGroups, alertStripItems,
alertStripCount, alertTotalCount, catShown, toggleCat, ageText, alertRowClass, alertStripCount, alertTotalCount, catShown, toggleCat, ageText, alertRowClass,
alertItemsF, levelShown, toggleLevel, levelCount, ALERT_LEVELS, lvLabel, lvClass, alertGridFixed, passLevel, flowText, flowClass, alertItemsF, levelShown, toggleLevel, levelCount, ALERT_LEVELS, lvLabel, lvClass, alertGridFixed, passLevel, flowText, flowClass,