丰富交易逻辑
This commit is contained in:
zlt
parent
f25fa1d2f6
commit
b74bcf3221
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@ -109,6 +109,10 @@ def consume(*, batch: int = 50, dry_run: bool = False) -> dict:
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"trim_ratio": param_store.get_float("PMS_SIGNAL_TRIM_RATIO", 1 / 3)}
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seen = _load_seen()
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ymd = td.ymd()
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try:
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strat_codes = pms_repo.active_strategy_codes()
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except Exception:
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strat_codes = set()
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for db, key, parser in streams():
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try:
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@ -120,7 +124,7 @@ def consume(*, batch: int = 50, dry_run: bool = False) -> dict:
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for msg_id, fields in msgs:
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try:
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sig = parser(fields, msg_id=msg_id)
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_handle(sig, view, prm, seen, ymd, dry_run, out)
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_handle(sig, view, prm, seen, ymd, dry_run, out, strat_codes)
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if not dry_run:
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_ack(db, key, msg_id)
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except Exception as e:
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@ -133,7 +137,7 @@ def consume(*, batch: int = 50, dry_run: bool = False) -> dict:
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return out
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def _handle(sig, view, prm, seen, ymd, dry_run, out):
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def _handle(sig, view, prm, seen, ymd, dry_run, out, strat_codes=frozenset()):
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code = sig.get("ts_code")
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pos = _pos_of(view, code) if code else None
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d = sr.digest(sig, pos, prm)
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@ -199,14 +203,31 @@ def _handle(sig, view, prm, seen, ymd, dry_run, out):
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# 但这一天的去重键已经烧掉了 —— 同一条风控卖出信号后面再来多少次都被当成重复丢弃,
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# 指令一条都不会落。失败长得像成功: 页面只多一行 error, 而该卖的票就那么留着了。
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# 2026-07-31 修。
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if act == sr.ACT_EXIT:
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on_strategy = bool(code) and code in strat_codes
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if act == sr.ACT_EXIT and not on_strategy:
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iid = _make_exit(code, d, pos)
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seen.add(key)
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out["exits"].append({**brief, "instruction_id": iid})
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else:
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pid = _make_proposal(code, d, pos, sig)
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# 挂了策略的票: 决策系统的风控卖出只提示、不自动清仓 (强制离场会推翻你特意设的策略);
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# 一律落提议进「等我拍板」由你定"维持 / 采纳即撤策略并清仓", 采纳的是全清 (as_exit)。
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pid = _make_proposal(code, d, pos, sig, on_strategy=on_strategy,
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as_exit=(on_strategy and act == sr.ACT_EXIT))
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seen.add(key)
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out["proposals"].append({**brief, "proposal_id": pid})
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out["proposals"].append({**brief, "proposal_id": pid, "on_strategy": on_strategy})
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if on_strategy and not dry_run:
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# 同时暂停该票策略的买入这一侧 (不平仓、不动卖出、页面可恢复) —— 挡住"资金在流出、
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# 网格还在逢跌买入", 又不替你做清仓这种不可逆的事。
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try:
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from app.services import strategy_service
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affected = strategy_service.pause_buy(code, reason=d["reason"],
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source=(sig.get("source") or "signal"))
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if affected:
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out.setdefault("strategy_buy_paused", []).extend(affected)
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logger.warning("[信号消化] %s 挂着策略, 决策系统卖出只提示不自动清仓; "
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"已暂停该票策略买入(页面可恢复): %s", code, affected)
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except Exception as e:
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logger.error("[信号消化] 暂停策略买入失败 %s: %s", code, e)
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def _make_exit(code, d, pos) -> str:
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@ -229,15 +250,21 @@ def _make_exit(code, d, pos) -> str:
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return iid
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def _make_proposal(code, d, pos, sig) -> str:
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def _make_proposal(code, d, pos, sig, *, on_strategy=False, as_exit=False) -> str:
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ttl = param_store.get_int("PMS_PROPOSAL_TTL_HOURS", 24)
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pid = f"PRP_{td.ymd()}_{code.replace('.', '')}_SIGSELL"
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action = "EXIT" if as_exit else "TRIM"
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reason = d["reason"]
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if on_strategy:
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reason = ("这只票挂着交易方案(策略): 决策系统卖出信号只提示、未自动清仓; 该票策略买入已暂停。"
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"你定: 维持观察 / 采纳即撤策略并清仓。 —— " + reason)
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hn = {**d["hard_numbers"], "price": float((pos or {}).get("price") or 0),
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"reason": d["reason"], "signal_source": sig.get("source")}
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pms_repo.insert_proposal(proposal_id=pid, ts_code=code, action="TRIM", qty=d["qty"],
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"reason": reason, "signal_source": sig.get("source"), "on_strategy": on_strategy}
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pms_repo.insert_proposal(proposal_id=pid, ts_code=code, action=action, qty=d["qty"],
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hard_numbers=hn,
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expire_at=datetime.now() + timedelta(hours=ttl),
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judge_verdict=None, judge_reason=d["reason"][:500])
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judge_verdict=("STRATEGY_RISK" if on_strategy else None),
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judge_reason=reason[:500])
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return pid
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@ -13,14 +13,14 @@ action_engine.scan 早已加好的「有 ACTIVE 策略的票跳过」那一条 s
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一条铁律定了整个框架 —— T+1 (设计 §三)
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--------------------------------------------------
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当日买入不可当日卖出, 所以做T / 网格 / 跟踪止盈本质都是「在一只**底仓**上、用 T+1 可卖的存量股
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做买卖」= 同一自动机的三种配置。卖出腿一律经 run_tick 按 avail_qty 封顶, T+1 天然被挡在那里。
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做买卖」= 同一自动机的三种配置。卖出一律经 run_tick 按 avail_qty 封顶, T+1 天然被挡在那里。
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批次口径 (与 app/core/recon.ACTION_TO_LOT 对齐, 不另立)
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--------------------------------------------------
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做T —— 买卖两腿都用 action='T0_ROUND' → 记 T0 批次; 卖出核销次序 T0→ADD→DCA→FILL→BASE
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做T —— 买入与卖出都用 action='T0_ROUND' → 记 T0 批次; 卖出核销次序 T0→ADD→DCA→FILL→BASE
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先把 T0 批次对冲掉, 底仓与摊薄成本不动, 做T利润自然摊入 realized_t_profit。
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网格 —— 买腿 action='ADD' (记 ADD 批次), 卖腿 action='TRIM' (从 avail 卖)。
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跟踪止盈 —— 卖腿 action='TRIM' (部分) / 'EXIT' (全清)。只卖不买。
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网格 —— 买入 action='ADD' (记 ADD 批次), 卖出 action='TRIM' (从 avail 卖)。
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跟踪止盈 —— 卖出 action='TRIM' (部分) / 'EXIT' (全清)。只卖不买。
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安全 (设计 §九)
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--------------------------------------------------
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@ -28,9 +28,19 @@ action_engine.scan 早已加好的「有 ACTIVE 策略的票跳过」那一条 s
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* 挂了 ACTIVE 策略的票由 action_engine.scan 排除 (两个大脑不抢同一只)。
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* 策略动作走命令口径 (is_command=True, 过规则闸、不过研判闸)。
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* scheduler 的 @guard(session=True) 兜住: 非交易时段 / 休假模式不跑。
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* 影子/实盘由 PMS_DISPATCH_MODE 决定 (shadow=只落影子出口不碰真 QMT), 与本层无关、自动继承。
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* 影子/实盘由 PMS_DISPATCH_MODE 决定, 与本层无关、自动继承。
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* **双保险**: 本层 rails 先拦 (熔断 / 当日次数 / 上限 / 平回 / 下界), 规则闸再拦一道 (合规)。
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* **关键路径禁止丢弃返回值**: 发不出指令 / 落不了库一律进 out["errors"], 绝不静默当成功。
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决策系统对策略票的边界 (2026-08-11 用户定)
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--------------------------------------------------
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挂了策略的票, 决策系统的风控卖出信号只提示、不自动清仓 (强制离场会推翻你特意设的策略);
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`signal_service` 会把它落成提议、并把该票策略的**买入这一侧暂停** (不平仓、不动卖出、可页面恢复)。
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暂停标记存在运行参数 `PMS_STRATEGY_BUYPAUSE` (按 ts_code 映射), 由 strategy_service 维护、
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本模块只读 —— 特意不放进策略 state_json: 那份 state 每跳都被本模块重写, 放进去会被并发的
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signal_digest / intraday_exec 互相覆盖 (与 portfolio.neg_streak_map 用独立参数同一个道理)。
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暂停只挡「开新仓 / 加仓」这一侧, 卖出、平回、跟踪止盈照常 —— 挡的是"资金在流出、网格还在
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逢跌买入", 不替你做清仓这种不可逆的事。
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"""
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from __future__ import annotations
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@ -44,12 +54,12 @@ from app.services import market, param_store, portfolio
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logger = logging.getLogger("pms.strategy")
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# 指令在途 (未终态) 的状态集 —— 与 executor.LIVE 一致; 本层据此判断「上一腿还没走完, 先别再发」。
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# 指令在途 (未终态) 的状态集 —— 与 executor.LIVE 一致; 本层据此判断「上一笔还没走完, 先别再发」。
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LIVE_INS = ("PROPOSED", "RULE_PASSED", "DISPATCHED")
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# 批次动作 (与 recon.ACTION_TO_LOT 对齐)
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A_T0 = "T0_ROUND" # 做T 买卖两腿 → T0 批次
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A_GRID_BUY = "ADD" # 网格买腿 → ADD 批次
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A_T0 = "T0_ROUND" # 做T 买入与卖出 → T0 批次
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A_GRID_BUY = "ADD" # 网格买入 → ADD 批次
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A_SELL = "TRIM" # 网格 / 跟踪止盈 部分卖
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A_EXIT = "EXIT" # 跟踪止盈 全清 (允许零股一次性清出)
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@ -83,12 +93,22 @@ def _today() -> int:
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return td.ymd()
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def _buypause_codes() -> set:
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"""当前被暂停买入的 ts_code 集合 (决策系统对策略票的风控预警触发)。读失败按空集。"""
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try:
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from app.services import strategy_service
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return set(strategy_service.buypause_map().keys())
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except Exception as e: # noqa: BLE001
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logger.warning("[strategy] 读取买入暂停集失败 (按空集): %s", e)
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return set()
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# ================================================================ 指令 / 提议下发
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def _emit_instruction(st: dict, dec: dict, *, forced: bool = False) -> str:
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"""按决策发一张短窗口命令指令 (window_tdays=1, is_command=True), 交 run_tick 执行。
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返回 instruction_id。limit_price 不在这里定 —— 交由 run_tick 的择时按实时行情现算
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(与 materialize_plans 同口径: 那里也是 limit_price=None)。
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limit_price 不在这里定 —— 交由 run_tick 的择时按实时行情现算 (与 materialize_plans
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同口径: 那里也是 limit_price=None)。
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"""
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code = st["ts_code"]
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now = datetime.now()
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@ -104,8 +124,8 @@ def _emit_instruction(st: dict, dec: dict, *, forced: bool = False) -> str:
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def _emit_proposal(st: dict, dec: dict) -> str:
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"""autonomy=confirm: 落一条提议进「等我拍板」。hard_numbers 里带全腿谱, 人采纳后由
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main._decide 识别 kind=strategy 再回调本层发指令 (不走通用物化, 因为 T0 两腿同 action、
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"""autonomy=confirm: 落一条提议进「等我拍板」。hard_numbers 里带完整动作参数, 人采纳后由
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main._decide 识别 kind=strategy 再回调本层发指令 (不走通用物化, 因为 T0 买卖同 action、
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side 无法由 action 反推)。"""
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code = st["ts_code"]
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now = datetime.now()
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@ -122,7 +142,7 @@ def _emit_proposal(st: dict, dec: dict) -> str:
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def emit_from_spec(spec: dict) -> dict:
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"""confirm 提议被采纳后的回调 (main._decide 调): 按 hard_numbers 里存的腿谱发指令。
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"""confirm 提议被采纳后的回调 (main._decide 调): 按 hard_numbers 里存的动作参数发指令。
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返回 {ok, instruction_id} 或 {ok:false, error}。"""
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try:
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st = pms_repo.get_strategy(spec.get("strategy_id"))
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@ -144,9 +164,9 @@ def emit_from_spec(spec: dict) -> dict:
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return {"ok": False, "error": f"{type(e).__name__}: {e}"}
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# ================================================================ 在途腿的收敛
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# ================================================================ 在途委托的收敛
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def _pending_terminal(pending: dict):
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"""上一腿是否已终态。返回 (已终态?, 指令行 or None)。无 pending 视为已终态。"""
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"""上一笔委托是否已终态。返回 (已终态?, 指令行 or None)。无 pending 视为已终态。"""
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if not pending:
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return True, None
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iid = pending.get("iid")
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@ -165,14 +185,14 @@ def _pending_terminal(pending: dict):
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def _reconcile(st: dict, state: dict, pos: dict):
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"""把已终态的上一腿并进 state: 开仓腿成交 → 记 open_leg; 平仓腿成交 → 记一次完成、清 open_leg。
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"""把已终态的上一笔并进 state: 开仓成交 → 记 open_leg; 平回成交 → 记一次完成、清 open_leg。
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做T 用; 网格 / 跟踪止盈 的 filled_levels / high_water 在各自评估器里按现价推进, 不依赖这里。
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"""
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pending = state.get("pending")
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done, ins = _pending_terminal(pending)
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if not done:
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return False # 上一腿未走完
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return False # 上一笔未走完
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state["pending"] = None
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if not ins or not pending or not pending.get("iid"):
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return True
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@ -184,7 +204,7 @@ def _reconcile(st: dict, state: dict, pos: dict):
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"entry": _f(pending.get("entry")) or _f(ins.get("limit_price")),
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"opened_at": ins.get("updated_at") and str(ins["updated_at"])}
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elif leg == "close":
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# 平仓腿终态: 只有真成交才算一轮完成; 一股没成 (到期/被拒) 要**保留 open_leg**,
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# 平回终态: 只有真成交才算一轮完成; 一股没成 (到期/被拒) 要**保留 open_leg**,
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# 让下一跳与 14:50 平回继续补平 —— 绝不能把一条还开着的 T 仓静默丢掉。
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filled_qty = int(ins.get("exec_qty") or 0)
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ol = dict(state.get("open_leg") or {})
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@ -193,7 +213,7 @@ def _reconcile(st: dict, state: dict, pos: dict):
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ol["qty"] = rem
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state["open_leg"] = ol
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if filled_qty > 0:
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logger.info("[strategy] %s 平仓腿部分成交 %s, 余 %s 股待续平",
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logger.info("[strategy] %s 平回部分成交 %s, 余 %s 股待续平",
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st.get("strategy_id"), filled_qty, rem)
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else:
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state["t_count_today"] = int(state.get("t_count_today") or 0) + 1
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@ -205,8 +225,8 @@ def _reconcile(st: dict, state: dict, pos: dict):
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def _eval_t0(st, pos, day, now, ctx):
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"""做T: 正T (回落近支撑 → 买, 目标价差高卖) / 反T (近压力或滞涨 → 卖, 低买回)。
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rails: 当日 ≤ 3 次; 单票 / 全局当日T亏熔断后当日禁开新T (仍允许平回已开的腿);
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14:50 强制平回由 force_t0_close 走 (本函数不管平回时点, 只管盘中触发)。
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rails: 当日 ≤ 3 次; 单票 / 全局当日T亏熔断后当日禁开新T (仍允许平回已开的仓);
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买入暂停 (决策系统风控预警) 时同样禁开新T, 但平回照常; 14:50 强制平回由 force_t0_close 走。
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"""
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state = ctx["state"]
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price = _f(day.get("price"))
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@ -221,7 +241,7 @@ def _eval_t0(st, pos, day, now, ctx):
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open_leg = state.get("open_leg")
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round_target = param_store.get_float("PMS_T0_ROUND_TARGET", 0.015)
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# ---- 有未平的腿 → 只找平回机会 (熔断不挡平回) ----
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# ---- 有未平的仓 → 只找平回机会 (熔断 / 买入暂停都不挡平回) ----
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if open_leg:
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entry = _f(open_leg.get("entry")) or price
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q = _round_lot(open_leg.get("qty"))
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@ -239,8 +259,8 @@ def _eval_t0(st, pos, day, now, ctx):
|
|||
"reason": f"反T平回: 现价 {price} 回到目标 {entry * (1 - round_target):.2f}(卖价 {entry})"}
|
||||
return None
|
||||
|
||||
# ---- 无未平的腿 → 看要不要开新的一轮 (受熔断 / 3 次 / 存量约束) ----
|
||||
if ctx.get("halted") or int(state.get("t_count_today") or 0) >= 3:
|
||||
# ---- 无未平的仓 → 看要不要开新的一轮 (受熔断 / 买入暂停 / 3 次 / 存量约束) ----
|
||||
if ctx.get("halted") or ctx.get("buy_paused") or int(state.get("t_count_today") or 0) >= 3:
|
||||
return None
|
||||
if t_qty < LOT:
|
||||
return None
|
||||
|
|
@ -296,7 +316,7 @@ def _grid_levels(params: dict) -> list:
|
|||
|
||||
def _eval_grid(st, pos, day, now, ctx):
|
||||
"""网格: 现价跌破未买档 → 买 1 份; 现价涨破已买档 → 卖 1 份(从 avail); 越上界停做;
|
||||
跌破下界 = 继续持有、不再买 (设计四点拍板①)。"""
|
||||
跌破下界 = 继续持有、不再买 (设计四点拍板①)。买入暂停时只停买入、卖出照常。"""
|
||||
state = ctx["state"]
|
||||
params = st.get("params") or {}
|
||||
price = _f(day.get("price"))
|
||||
|
|
@ -313,16 +333,15 @@ def _eval_grid(st, pos, day, now, ctx):
|
|||
invested = _f(state.get("invested"))
|
||||
avail = int(pos.get("avail_qty") or 0)
|
||||
|
||||
# 跌破下界: 停买入腿、保留已买、告警 (已买档回升仍按规则卖)
|
||||
# 跌破下界: 停止买入这一侧、保留已买、告警 (已买档回升仍按规则卖)
|
||||
if price < lo:
|
||||
if not state.get("below_floor"):
|
||||
state["below_floor"] = True
|
||||
ctx["notes"].append(f"{st['ts_code']} 跌破网格下界 {lo}, 已停止网格买入(继续持有已买档)")
|
||||
# 下界之下不买, 但仍可卖 (若有已买档且价格回升) —— 落到下面卖出分支
|
||||
else:
|
||||
state["below_floor"] = False
|
||||
|
||||
# 卖出腿: 现价涨破某已买档 (买价 + 一档) → 卖那一份 (从 avail, T+1 由 run_tick 封顶)
|
||||
# 卖出: 现价涨破某已买档 (买价 + 一档) → 卖那一份 (从 avail, T+1 由 run_tick 封顶)
|
||||
sell_idx, sell_buyprice = None, -1.0
|
||||
for idx, info in filled.items():
|
||||
bp = _f(info.get("price"))
|
||||
|
|
@ -335,8 +354,9 @@ def _eval_grid(st, pos, day, now, ctx):
|
|||
"grid_sell_idx": sell_idx,
|
||||
"reason": f"网格卖: 现价 {price} 涨破买档 {sell_buyprice}(+一档 {step}), 卖 {q} 股"}
|
||||
|
||||
# 买入腿: 现价跌破某未买档 → 买一份 (受 max_capital 与 单股上限[规则闸] 双约束)
|
||||
if state.get("below_floor") or price < lo or price > hi:
|
||||
# 买入: 现价跌破某未买档 → 买一份 (受 max_capital 与 单股上限[规则闸] 双约束)
|
||||
# 下界之下 / 越上界 / 决策系统风控预警暂停买入 时, 都不再买 (卖出不受影响, 已在上面处理)。
|
||||
if state.get("below_floor") or price < lo or price > hi or ctx.get("buy_paused"):
|
||||
return None
|
||||
buy_idx, buy_level = None, -1.0
|
||||
for i, lv in enumerate(levels):
|
||||
|
|
@ -361,7 +381,7 @@ def _eval_grid(st, pos, day, now, ctx):
|
|||
# ================================================================ 评估器: 跟踪止盈 (设计 §七B)
|
||||
def _eval_trail(st, pos, day, now, ctx):
|
||||
"""跟踪止盈: 创新高抬止盈线, 从高点回落 ≥ giveback 就卖 (从 avail); 命中硬止盈目标直接全清。
|
||||
只卖不买 —— 纯离场保护。"""
|
||||
只卖不买 —— 纯离场保护, 不受买入暂停影响。"""
|
||||
state = ctx["state"]
|
||||
params = st.get("params") or {}
|
||||
price = _f(day.get("price"))
|
||||
|
|
@ -423,7 +443,7 @@ def _roll_day(state: dict, pos: dict, today: int) -> dict:
|
|||
state["day"] = today
|
||||
state["t_count_today"] = 0
|
||||
state["rt_base"] = _f(pos.get("realized_t_profit"))
|
||||
# 隔夜后原则上不该留未平的腿 (14:50 已平回); 万一留了, 清掉 open_leg 交对账兜底
|
||||
# 隔夜后原则上不该留未平的仓 (14:50 已平回); 万一留了, 清掉 open_leg 交对账兜底
|
||||
state["open_leg"] = None
|
||||
return state
|
||||
|
||||
|
|
@ -461,6 +481,7 @@ def tick(*, now=None, dry_run: bool = False) -> dict:
|
|||
return {**out, "ok": False, "errors": [f"取持仓失败: {type(e).__name__}: {e}"]}
|
||||
scale = _f(view.get("totals", {}).get("scale"))
|
||||
today = _today()
|
||||
paused_codes = _buypause_codes() # 决策系统风控预警暂停买入的票 (本模块只读)
|
||||
|
||||
# 全局当日T亏熔断: 汇总所有做T策略的当日T盈亏 (realized_t_profit 相对日初基线的增量)
|
||||
global_t_pnl = 0.0
|
||||
|
|
@ -490,11 +511,11 @@ def tick(*, now=None, dry_run: bool = False) -> dict:
|
|||
if st.get("type") == "T0":
|
||||
state = _roll_day(state, pos, today)
|
||||
|
||||
# 上一腿还没走完就别再发; 走完了先把结果并进 state
|
||||
# 上一笔还没走完就别再发; 走完了先把结果并进 state
|
||||
if not _reconcile(st, state, pos):
|
||||
if not dry_run:
|
||||
pms_repo.update_strategy(st["strategy_id"], state=state)
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "上一腿在途, 等它走完"})
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "上一笔还在途, 等它走完"})
|
||||
continue
|
||||
|
||||
day = market.day_snapshot(code)
|
||||
|
|
@ -513,11 +534,11 @@ def tick(*, now=None, dry_run: bool = False) -> dict:
|
|||
halted = True
|
||||
out["notes"].append(f"{code} 当日T亏达单票熔断线 {stock_cap:.0f} 元, 今日不再开新T")
|
||||
|
||||
ctx = {"state": state, "scale": scale, "halted": halted, "notes": out["notes"]}
|
||||
ctx = {"state": state, "scale": scale, "halted": halted, "notes": out["notes"],
|
||||
"buy_paused": code in paused_codes}
|
||||
dec = fn(st, pos, day, now, ctx)
|
||||
|
||||
if dec:
|
||||
# 网格成交态在这里落 (评估器只给意图, 落 state 由这里做, 保证与发指令原子)
|
||||
if not dry_run:
|
||||
_apply_grid_state(state, dec)
|
||||
if (st.get("autonomy") or "auto") == "confirm":
|
||||
|
|
@ -564,8 +585,10 @@ def _apply_grid_state(state: dict, dec: dict):
|
|||
|
||||
# ================================================================ 14:50 强制平回 (设计 §六 rails)
|
||||
def force_t0_close(*, now=None) -> dict:
|
||||
"""做T 强制平回 (scheduler.t0_close 在 PMS_T0_CLOSE_TIME 调): 对每只有未平腿的做T策略,
|
||||
立刻发对向平仓腿把当日T仓打平, 绝不过夜。已有在途腿的先撤后不重复 —— 这里只补「还没平」的。"""
|
||||
"""做T 强制平回 (scheduler.t0_close 在 PMS_T0_CLOSE_TIME 调): 对每只有未平仓的做T策略,
|
||||
立刻发反方向的平回委托把当日T仓打平, 绝不过夜。已在途的不重复 —— 这里只补「还没平」的。
|
||||
|
||||
平回不受买入暂停影响: 暂停挡的是开新仓, 平回是把已开的打平, 必须放行 (反T 平回是买回)。"""
|
||||
out = {"closed": [], "skipped": [], "errors": []}
|
||||
if not param_store.get_bool("PMS_STRATEGY_ENABLED", False):
|
||||
out["skipped"].append("PMS_STRATEGY_ENABLED=False")
|
||||
|
|
@ -585,16 +608,15 @@ def force_t0_close(*, now=None) -> dict:
|
|||
code = st["ts_code"]
|
||||
try:
|
||||
state = dict(st.get("state") or {})
|
||||
# 先把在途腿收敛掉
|
||||
pos = _pos_of(view, code)
|
||||
_reconcile(st, state, pos)
|
||||
open_leg = state.get("open_leg")
|
||||
if not open_leg:
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "无未平腿"})
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "无未平仓"})
|
||||
pms_repo.update_strategy(st["strategy_id"], state=state)
|
||||
continue
|
||||
if state.get("pending"):
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "平仓腿已在途"})
|
||||
out["skipped"].append({"strategy_id": st["strategy_id"], "why": "平回委托已在途"})
|
||||
continue
|
||||
q = _round_lot(open_leg.get("qty"))
|
||||
if q < LOT:
|
||||
|
|
|
|||
|
|
@ -9,6 +9,7 @@
|
|||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
from datetime import datetime
|
||||
|
||||
|
|
@ -134,3 +135,62 @@ def set_status(strategy_id: str, status: str, by: str = "user") -> dict:
|
|||
return {"ok": False, "error": "策略不存在"}
|
||||
pms_repo.update_strategy(strategy_id, status=status)
|
||||
return {"ok": True, "strategy_id": strategy_id, "ts_code": st.get("ts_code"), "status": status}
|
||||
|
||||
|
||||
# ================================================================ 买入暂停表 (决策系统风控预警)
|
||||
# 挂了策略的票, 决策系统的风控卖出只提示、不自动清仓 (强制离场会推翻你特意设的策略);
|
||||
# 这里把该票策略的**买入这一侧**暂停 —— 不平仓、不动卖出、可页面恢复。
|
||||
# 用独立运行参数 PMS_STRATEGY_BUYPAUSE (按 ts_code 映射), **不放进策略 state_json**:
|
||||
# 那份 state 每跳被 strategy_runner 重写, 放进去会被并发的 signal_digest / intraday_exec
|
||||
# 互相覆盖 (与 portfolio.neg_streak_map 用独立参数、避开读改写竞态同一个道理)。
|
||||
BUYPAUSE_KEY = "PMS_STRATEGY_BUYPAUSE"
|
||||
|
||||
|
||||
def buypause_map() -> dict:
|
||||
"""当前被暂停买入的票 {ts_code: {reason, source, at}}。读失败按空 (不误暂停)。"""
|
||||
try:
|
||||
raw = pms_repo.get_param(BUYPAUSE_KEY)
|
||||
return json.loads(raw) if raw else {}
|
||||
except Exception: # noqa: BLE001
|
||||
return {}
|
||||
|
||||
|
||||
def _save_buypause(m: dict) -> dict:
|
||||
try:
|
||||
pms_repo.set_param(BUYPAUSE_KEY, json.dumps(m, ensure_ascii=False), "system")
|
||||
return {"ok": True}
|
||||
except Exception as e: # noqa: BLE001 —— 写不进要吭声, 别让"已暂停"变成静默没暂停
|
||||
logger.error("[strategy] 买入暂停表写入失败: %s —— 该票策略买入可能仍在跑", e)
|
||||
return {"ok": False, "error": f"{type(e).__name__}: {e}"}
|
||||
|
||||
|
||||
def pause_buy(ts_code: str, *, reason: str = "", source: str = "signal") -> list:
|
||||
"""暂停某票所有 ACTIVE 策略的买入这一侧 (决策系统风控预警触发)。返回受影响的 strategy_id。
|
||||
只标记、不平仓、不动卖出; 由页面「恢复买入」(resume_buy) 解除。"""
|
||||
if not ts_code:
|
||||
return []
|
||||
m = buypause_map()
|
||||
if ts_code not in m:
|
||||
m[ts_code] = {"reason": (str(reason)[:300] if reason else ""), "source": source,
|
||||
"at": str(datetime.now())[:19]}
|
||||
_save_buypause(m)
|
||||
try:
|
||||
return [s.get("strategy_id") for s in
|
||||
pms_repo.list_strategies(ts_code=ts_code, statuses=["ACTIVE"], limit=10)]
|
||||
except Exception: # noqa: BLE001
|
||||
return []
|
||||
|
||||
|
||||
def resume_buy(strategy_id: str, by: str = "user") -> dict:
|
||||
"""恢复买入 (按策略解除该票的买入暂停)。只恢复买入, 不影响卖出/平回。"""
|
||||
st = pms_repo.get_strategy(strategy_id)
|
||||
if not st:
|
||||
return {"ok": False, "error": "策略不存在"}
|
||||
code = st.get("ts_code")
|
||||
m = buypause_map()
|
||||
if code in m:
|
||||
m.pop(code, None)
|
||||
r = _save_buypause(m)
|
||||
if not r.get("ok"):
|
||||
return {"ok": False, "error": r.get("error")}
|
||||
return {"ok": True, "strategy_id": strategy_id, "ts_code": code}
|
||||
|
|
|
|||
|
|
@ -591,9 +591,19 @@ def api_industry_import(payload: dict = Body(...)):
|
|||
@app.get("/api/strategies")
|
||||
def api_strategies(status: str = Query(None)):
|
||||
statuses = [s for s in (status or "").split(",") if s] or None
|
||||
return ok(lambda: {"ok": True,
|
||||
"strategies": pms_repo.list_strategies(statuses=statuses, limit=300),
|
||||
"enabled": param_store.get_bool("PMS_STRATEGY_ENABLED", False)})
|
||||
from app.services import strategy_service
|
||||
|
||||
def _load():
|
||||
rows = pms_repo.list_strategies(statuses=statuses, limit=300)
|
||||
try:
|
||||
bp = strategy_service.buypause_map()
|
||||
except Exception:
|
||||
bp = {}
|
||||
for r in rows:
|
||||
r["buy_paused"] = bp.get(r.get("ts_code")) or None
|
||||
return {"ok": True, "strategies": rows,
|
||||
"enabled": param_store.get_bool("PMS_STRATEGY_ENABLED", False)}
|
||||
return ok(_load)
|
||||
|
||||
|
||||
@app.post("/api/strategies/validate")
|
||||
|
|
@ -628,3 +638,11 @@ def api_strategy_status(strategy_id: str, payload: dict = Body(...)):
|
|||
def api_op_log(limit: int = Query(200)):
|
||||
"""交易员操作日志 (每个页面写操作一行, 含 OK/BLOCKED 与原因)。"""
|
||||
return ok(lambda: {"ok": True, "rows": pms_repo.list_op_log(limit=limit)})
|
||||
|
||||
|
||||
@app.post("/api/strategies/{strategy_id}/resume-buy")
|
||||
def api_strategy_resume_buy(strategy_id: str, payload: dict = Body(default={})):
|
||||
"""恢复该策略的买入 (决策系统风控预警触发的暂停由你手动解除; 只恢复买入, 不影响卖出/平回)。"""
|
||||
from app.services import strategy_service
|
||||
return ok_logged("resume_strategy_buy", strategy_service.resume_buy, strategy_id,
|
||||
params={"strategy_id": strategy_id}, by=payload.get("by") or "user")
|
||||
|
|
|
|||
|
|
@ -242,11 +242,15 @@
|
|||
<el-table-column label="股票" width="150"><template #default="s"><b>{{ nm(s.row.ts_code) }}</b> <span class="muted mono">{{ s.row.ts_code }}</span></template></el-table-column>
|
||||
<el-table-column label="类型" width="86"><template #default="s"><el-tag size="small" effect="dark">{{ tx('stype', s.row.type) }}</el-tag></template></el-table-column>
|
||||
<el-table-column label="自主档" width="86"><template #default="s">{{ s.row.autonomy==='auto'?'自动执行':'待我拍板' }}</template></el-table-column>
|
||||
<el-table-column label="实时状态" min-width="230"><template #default="s"><span class="muted">{{ stratStateText(s.row) }}</span></template></el-table-column>
|
||||
<el-table-column label="实时状态" min-width="230"><template #default="s"><span class="muted">{{ stratStateText(s.row) }}</span>
|
||||
<el-tag v-if="s.row.buy_paused" size="small" type="danger" effect="dark" style="margin-left:6px">买入已暂停</el-tag>
|
||||
<div v-if="s.row.buy_paused" style="color:#f56c6c;font-size:11px">决策系统风控：{{ s.row.buy_paused.reason || '资金异动' }}（卖出/平回不受影响；确认无碍点右侧「恢复买入」）</div>
|
||||
</template></el-table-column>
|
||||
<el-table-column label="状态" width="84"><template #default="s"><el-tag size="small" :type="s.row.status==='ACTIVE'?'success':'info'">{{ tx('stratStatus', s.row.status) }}</el-tag></template></el-table-column>
|
||||
<el-table-column label="操作" width="180"><template #default="s">
|
||||
<el-table-column label="操作" width="260"><template #default="s">
|
||||
<el-button v-if="s.row.status==='ACTIVE'" size="small" @click="setStrategyStatus(s.row.strategy_id,'PAUSED')">暂停</el-button>
|
||||
<el-button v-else-if="s.row.status==='PAUSED'" size="small" type="success" @click="setStrategyStatus(s.row.strategy_id,'ACTIVE')">恢复</el-button>
|
||||
<el-button v-if="s.row.buy_paused" size="small" type="warning" @click="resumeBuy(s.row)">恢复买入</el-button>
|
||||
<el-button size="small" type="danger" @click="setStrategyStatus(s.row.strategy_id,'CANCELLED')">撤下</el-button>
|
||||
</template></el-table-column>
|
||||
</el-table>
|
||||
|
|
@ -1681,6 +1685,13 @@ createApp({
|
|||
ElementPlus.ElMessage[(d.ok ? 'success' : 'error')](d.ok ? (label + '成功') : (d.error || '失败'));
|
||||
await Promise.all([loadStrategies(), loadOpLog()]);
|
||||
}
|
||||
async function resumeBuy(row) {
|
||||
try { await ElementPlus.ElMessageBox.confirm('恢复 ' + nm(row.ts_code) + ' 的策略买入？此前因决策系统风控预警自动暂停（卖出/平回一直正常）。', '确认', { type:'warning' }); }
|
||||
catch (e) { return; }
|
||||
const d = await call('post', '/api/strategies/' + row.strategy_id + '/resume-buy', {});
|
||||
ElementPlus.ElMessage[(d.ok ? 'success' : 'error')](d.ok ? '已恢复买入' : (d.error || '失败'));
|
||||
await Promise.all([loadStrategies(), loadOpLog()]);
|
||||
}
|
||||
const stratQty = computed(() => {
|
||||
const p = stratDlg.p, total = stratDlg.total_qty || 0;
|
||||
if (stratDlg.type === 'T0') return Math.floor(total * (+p.t_ratio || 0) / 100) * 100;
|
||||
|
|
@ -1689,7 +1700,7 @@ createApp({
|
|||
function stratStateText(s) {
|
||||
const st = s.state || {};
|
||||
if (s.type === 'T0') return '今日 ' + (st.t_count_today || 0) + '/3 次'
|
||||
+ (st.open_leg ? (' · 有未平腿（' + (st.open_leg.dir === 'long' ? '正T待卖' : '反T待买') + '）') : ' · 无未平腿');
|
||||
+ (st.open_leg ? (' · 有未平回的做T（' + (st.open_leg.dir === 'long' ? '正T已买待卖' : '反T已卖待买回') + '）') : ' · 今日无未平回');
|
||||
if (s.type === 'GRID') return '已买 ' + Object.keys(st.filled_levels || {}).length + ' 档 · 投入 '
|
||||
+ money(st.invested || 0) + (st.below_floor ? ' · 跌破下界已停买' : '');
|
||||
if (s.type === 'TRAIL') return '高点 ' + (st.high_water || '—') + ' · ' + (st.armed ? '已武装' : '未武装');
|
||||
|
|
@ -1751,7 +1762,7 @@ createApp({
|
|||
pctOf, tgtPos, posMoveValid, posMovePreview, doPosMove, heldSectors, secSel, doSectorExit,
|
||||
pmap, pval, dcaOn, sumPosition, sumDca, sumAutonomy,
|
||||
strategies, stratEnabled, opLog, stratDlg, stratQty, loadStrategies, loadOpLog,
|
||||
openStrategy, validateStrategy, attachStrategy, setStrategyStatus, stratStateText };
|
||||
openStrategy, validateStrategy, attachStrategy, setStrategyStatus, stratStateText, resumeBuy };
|
||||
}
|
||||
}).use(ElementPlus).mount('#app');
|
||||
</script>
|
||||
|
|
|
|||
Loading…
Reference in New Issue