# -*- coding: utf-8 -*- """ 运行参数中心 (页面调参即时生效的唯一入口) ========================================== 纪律 (config/settings.py 头部第 3 条): 业务代码**禁止**直接读 settings 取业务参数, 一律走 ParamStore —— 表值 (pms_runtime_param) 优先于文件初值, 页面改完立刻生效。 除 settings 里声明的业务参数外, 另有一批「运行态开关」也落同一张表 (DDL 无需新增表): PMS_GLOBAL_BUY_HALT / PMS_GLOBAL_EXEC_HALT 全局暂停买入 / 暂停执行 PMS_BRAKE_UNTIL 组合刹车解除日 (YYYYMMDD, 0=未刹车) PMS_HIGH_WATER 组合高水位 (刹车判定基准) PMS_REPLAY_CURSOR 成交回放游标 PMS_RECON_STREAK 连续对账不一致天数 PMS_SECTOR_CAP_* 单行业上限 (SECTOR_CAP 命令写入) """ from __future__ import annotations import logging import threading import time from config.settings import settings from app.repo import pms_repo logger = logging.getLogger("pms.params") CACHE_TTL = 5.0 # 秒; 页面改参后最迟 5 秒全进程可见 (worker 多进程各持一份) # 不允许页面修改的基础设施键 (连接串等只在 .env 维护) INFRA_PREFIX = ("PROXY_DB", "SOURCE_DB", "DB_MYSQL", "SIGNAL_REDIS", "PMS_REDIS", "PMS_WEB") # 密钥: 既不可改, 也**不可读** —— 连页面快照里都不出现。 # 协议 QMT_WS_PROTOCOL.md §10.1.1 明确要求「只走 .env, 不入库、不进 ParamStore、 # 不写进代码」。它们同样以 PMS_ 开头, 不单列的话会被 _editable_keys() 当成普通业务参数: # 页面能改 (于是私钥 seed 落进 pms_runtime_param 表), snapshot() 还会把它原文显示出来。 SECRET_KEYS = ("PMS_QMT_SIGN_SEED_HEX", "PMS_QMT_PEER_PUBKEY_B64") # 运行态开关: key -> (默认值, 类型, 说明) RUNTIME_EXTRA = { "PMS_GLOBAL_BUY_HALT": (False, bool, "全局暂停买入 (HALT_BUY 命令置位)"), "PMS_GLOBAL_EXEC_HALT": (False, bool, "全局暂停执行 / 休假模式"), "PMS_BRAKE_UNTIL": (0, int, "组合刹车解除日 YYYYMMDD, 0=未刹车"), "PMS_HIGH_WATER": (0.0, float, "组合市值高水位 (刹车判定基准)"), "PMS_REPLAY_CURSOR": ("", str, "成交回放游标 (trading_order.order_id)。留空=首次启动时自动对齐到当前最新成交且不追认历史; 填某个 order_id=从它之后开始; 填 ALL=从头全量回放"), "PMS_RECON_STREAK": (0, int, "连续对账不一致天数"), # 2026-07-31: 这个键漏在白名单外, 于是 ledger_service 每次写都被 set_param 拒掉 # (它只回 ok=False 不抛异常, 调用点又把返回值丢了)。后果是 prev_ymd 永远读回 0, # 「连续 N 日」的按日推进彻底失效, 修复形同虚设。加表时**必须同步加这里**。 "PMS_RECON_STREAK_YMD": (0, int, "上次推进连续天数的交易日 YYYYMMDD (同日不重复计数)"), # 2026-08-14: 上游信号告警面板的三个显示参数。原来只在 upstream_signals.py 里用 get_int # 兜底、没登记, 所以设置页调不到、改一次得重新部署。注册进来后可在页面实时调 (即时生效)。 "PMS_UPSTREAM_ALERT_SCAN": (300, int, "告警扫描窗: 每轮从告警流取最近 N 条再分类限量 (窗要大于各类上限之和, 防 price_notice 等高频源把风控告警挤出最新N)"), "PMS_UPSTREAM_ALERT_PER_CAT": (20, int, "告警每类上限: 同一类型最多显示最新 N 条 (砍单类刷屏, 不挤别的类)"), "PMS_UPSTREAM_ALERT_MAX_AGE_MIN": (60, int, "告警时间窗(分钟): 超过此龄判为陈旧并在页面置灰标注(不删除, 风控不丢信息), 0=不限龄。与每类上限正交, 先按龄标记再每类限量"), # 2026-08-18 宏观择时层: 闸状态由 macro_service 每次扫描写入, 扫描层与策略层只读。 # 用运行参数承载 (不进策略 state、不另建表) —— 与 PMS_STRATEGY_BUYPAUSE 同一手法。 "PMS_MACRO_GATE_STATE": ("", str, "宏观闸状态 (macro_service 维护的 JSON: active/ymd/原因), 页面与扫描层只读, 勿手改"), } # **读不到时必须按"已暂停"处理的键 (fail-closed)。** # 这几个开关只活在表里 (settings.py 里根本没有), 所以 `get()` 读不到时会退回 # RUNTIME_EXTRA 的默认值 False/0 —— 而那恰好等于"放行"。参数表抖一下 (celery worker # 冷启、连库超时), 全局暂停买入、休假模式、组合刹车就一起静默解除, 且没有任何调用方 # 看得出这是降级。安全开关的默认方向必须是"拦", 不是"放"。 FAIL_CLOSED = { "PMS_GLOBAL_BUY_HALT": True, # 读不到 → 当作已暂停买入 "PMS_GLOBAL_EXEC_HALT": True, # 读不到 → 当作已暂停执行 # 自主新建仓的默认值是 full (无人值守地开新仓), 所以它读不到时的安全方向格外要紧: # 参数表抖一下就按 full 走, 等于在读不到任何约束的情况下自己去买没买过的票。 # 读不到 → off (本轮不扫描新建仓), 已有持仓的四类动作不受影响。 "PMS_OPEN_AUTONOMY": "off", # 宏观择时总开关的文件初值是 True (模拟仓拍板) —— 表读不到时若退文件初值, 宏观层会在 # 基础设施故障期间照常想下命令。安全方向是关: 宁可少动一轮。取数环节同库先挂是第一道 # 保险, 这条名单是第二道。 "PMS_MACRO_ENABLED": False, } # 页面展示用的中文说明 (settings.py 用行尾注释, pydantic 取不到, 故在此集中维护) DESC = { "PMS_TOTAL_SCALE": "总操作规模 (元) —— 所有百分比约束的分母", "PMS_PORTFOLIO_CAP": "总仓上限 (占规模)", "PMS_STOCK_CAP": "单股上限 (占规模)", "PMS_STOCK_TARGET_DEFAULT": "默认单股目标仓位", "PMS_MAX_NAMES": "最大持仓只数", "PMS_CASH_RESERVE": "预留现金比例 (永不动用, 与总仓上限双重约束)", "PMS_AUTONOMY": "自主档位 full / propose_only / off", "PMS_BATCH_SPLIT": "单股分批比例 (底仓/回踩补足/盈利加仓)", "PMS_CUSHION_SOLID": "安全垫厚垫线 (解锁盈利加仓)", "PMS_TRIM_PEAK": "保垫减仓: 垫子峰值门槛", "PMS_TRIM_GIVEBACK": "保垫减仓: 回吐比例门槛", "PMS_DCA_TRIGGERS": "补仓评估档 (浮亏)", "PMS_DCA_DEEP_CONFIRM": "此档及更深永远需用户确认", "PMS_DCA_MAX_RATIO": "补仓上限 (占底仓)", "PMS_NO_CHASE_MA5": "距 MA5 超此幅度不追买", "PMS_BUILD_WINDOW_TDAYS": "建仓期窗口 (交易日)", "PMS_FILL_MAX_LOSS": "浮亏深于此不走回踩补足", "PMS_WEAK_NEG_DAYS": "降仓清弱票: 安全垫连续为负天数", "PMS_PROPOSAL_TTL_HOURS": "自主提议待确认有效期 (小时)", "PMS_CANDIDATE_SOURCE": "升仓候选池来源: plan_api=上游选股计划接口 / buy_plan=旧 trading_buy_plan 表 / both=并集", "PMS_PLAN_API_BASE": "上游选股计划接口根地址; 留空=停用, 此时候选池恒为空并告警", "PMS_PLAN_API_PATH": "计划接口路径 (默认 /plan)", "PMS_PLAN_TIMEOUT": "计划接口超时 (秒)", "PMS_PLAN_CACHE_SEC": "计划缓存秒数 (上游日频产出)", "PMS_PLAN_TOP": "发给上游的 top: 主榜要多少条 (上游默认 20; 0=不传)", "PMS_PLAN_OBS_TOP": "发给上游的 obs_top: 观察档要多少条 (上游默认 10; 0=不传)", "PMS_PLAN_THEME_CAP": "发给上游的 theme_cap: 上游侧同主题限额 (上游默认 5; 设大值=让上游别裁, 由 PMS 自己裁; 0=不传)", "PMS_PLAN_THEME_CAP_LOCAL": "PMS 侧同主题限额, 在 TOP_N 截断之前按 score 序生效, 0=不限。防止宽池子里前 N 名被单一主题垄断、切完再被规则闸拦掉", "PMS_PLAN_TOP_N": "主榜按 score 降序取前 N 只进候选池", "PMS_PLAN_TIERS": "传导档白名单 (如 强传导), 留空=不按档过滤", "PMS_PLAN_INCLUDE_OBSERVE": "观察档是否进候选池", "PMS_PLAN_MIN_SCORE": "候选 score 下限, 0=不设", "PMS_PLAN_MIN_SOURCES": "候选 evidence.n_sources 下限, 0=不设", "PMS_PLAN_MIN_UPSIDE": "候选预期空间下限 (相对现价, 0.5=+50%), 0=不设。只过滤不参与排序; 设了就会把 upside 缺失的行(含整个观察档)一起挡掉", "PMS_PLAN_STALE_TDAYS": "计划日龄超此交易日数即判过期拒用 (防上游停更时拿旧榜当今天)", "PMS_PLAN_EXCLUDE_ST": "剔除 ST/*ST/退市整理 (上游名单明确不剔除, 这道闸在 PMS 侧)", "PMS_PLAN_THEME_SYNC": "把 theme 灌进 pms_industry_map。默认关 —— theme 是事件驱动的传导主题(覆盖约三成、词表不规范), 当行业标签会让集中度约束天天漂; 行业源请用 gp_stock_category", "PMS_PLAN_QUERY_EXTRA": "计划接口附加查询串逃生口 (上游加了新参数时不用改代码); top/obs_top/theme_cap 请用各自的显式参数, 同名键以显式参数为准", "PMS_SECTOR_SOURCE": "行业划分数据源: 空=约束停用 / gp_hybk (199 库行业板块表, 当前口径) / custom_table (自己灌数) / gp_stock_category (实测不可用, 勿选)", "PMS_SECTOR_HYBK_LEVEL": "gp_hybk 取哪一级: l3=三级 bk_code 884* (默认) / l2=二级 881*", "PMS_SECTOR_MAX_NAMES": "同行业最大持仓只数 (硬拦截)", "PMS_SECTOR_MAX_RATIO": "同行业最大占总仓比例 (硬拦截)", "PMS_EXEC_WINDOW_TDAYS": "任务命令默认执行窗口 (交易日)", "PMS_EXEC_IMPL": "择时实现: B=内置保守择时 / A=委托决策系统按凌晨结论给执行区间 (不可用自动退B)", "PMS_EXEC_API_BASE": "择时实现A接口根地址; 留空=沿用 PMS_JUDGE_API_BASE", "PMS_EXEC_PATH": "择时接口路径 (bionic 侧 /api/intraday/pms_exec)", "PMS_EXEC_TIMEOUT_SEC": "择时咨询超时 (秒), 超时本轮退实现B", "PMS_EXEC_ADVICE_TTL_MIN": "择时应答有效期 (交易分钟), 期内不重复咨询", "PMS_EXEC_FAIL_COOLDOWN_MIN": "择时咨询失败后的冷却 (交易分钟), 冷却内直接走B", "PMS_EXEC_LIMIT_BAND": "建议价偏离现价超此幅度视为异常数据改用本地口径 (建议价=区间边缘, 偏离几个点属正常)", "PMS_SELL_AVOID_OPEN_MIN": "卖出避开开盘 N 分钟", "PMS_BUY_HALT_DAYUP": "当日涨幅超此停止买入 (不追高)", "PMS_EOD_FORCE_TIME": "当日配额兜底时点", "PMS_EOD_FORCE_DISCOUNT": "兜底限价系数 (卖出)", "PMS_MIN_LOT_MERGE": "一手检查: 批次自动合并", "PMS_DISPATCH_EXPIRE_MIN": "指令下发后未被接受的过期时间 (分钟)", "PMS_DISPATCH_MODE": "下发通道: shadow=只记账待人工 / ws=WebSocket 直连 QMT (需先起 pms-ws)", "PMS_EXEC_SLICES": "当日配额分几笔出手", "PMS_ORDER_TTL_MIN": "单笔挂单有效期 (交易分钟), 到点下游自动撤; 兜底单不受限", "PMS_SELL_BUCKET_TIMES": "卖出分桶收口时点 (逗号分隔, 如 11:30,14:00): 桶内照旧择价, 桶收口无条件补齐该桶份额, 把跌日的强制卖出从 14:45 一根针分散到多个时点; 留空=不分桶回到旧行为", "PMS_URGENT_SELL_DISCOUNT": "紧急卖出限价系数 (一键清仓/高置信风控清仓直通出手, 比兜底 0.998 更激进, 每分钟按新现价重定)", "PMS_RISK_WARN_ENTRY": "单笔敞口告警线 (占规模)", "PMS_RISK_WARN_PORTFOLIO": "组合敞口告警线", "PMS_BRAKE_DRAWDOWN": "组合刹车: 自高水位回撤", "PMS_BRAKE_DAYS": "刹车持续交易日", "PMS_STOP_ATR_MULT": "自算止损参考: 成本 − N×ATR", "PMS_REF_STALE_TDAYS": "决策系统结论日龄超此转自算兜底", "PMS_OPEN_AUTONOMY": "自主新建仓档位兼总开关 full / propose_only / off " "(与 PMS_AUTONOMY 分开: 新建仓要不要人点头是另一个决定)", "PMS_OPEN_REQUIRE_WS_CASH": "拿不到 ws 资金快照时不自动新建仓 (只影响新建仓, 其余动作照旧)", "PMS_OPEN_SIGNAL_PRIORITY": "今天被决策系统判过盘中转多的候选票排最前 (只影响先后, 不影响资格)", "PMS_OPEN_REF_DRIFT_MAX": "参考位盘中被改写超此幅度 → 该票当日暂停新建仓", "PMS_JUDGE_TICK_BUDGET_SEC": "单轮提议扫描用于研判的时间预算 (秒), 用尽则剩下的候选留到下一跳", "PMS_JUDGE_ENABLED": "研判闸开关", "PMS_JUDGE_ACTIONS": "需过研判闸的动作", "PMS_JUDGE_TIMEOUT": "研判超时 (秒) → 降级 propose_only", "PMS_JUDGE_API_BASE": "决策系统 PMS 研判接口根地址; 留空=未接通, 自动降级人工确认", "PMS_JUDGE_PATH": "研判接口路径 (bionic 侧配套改造后确定)", "PMS_T0_RATIO_MAX": "T 仓硬上限 (占持仓)", "PMS_T0_PULLBACK_PCT": "正T: 距当日高点回落触发", "PMS_T0_RALLY_PCT": "反T: 日内涨幅触发", "PMS_T0_ROUND_TARGET": "单次T目标价差", "PMS_T0_CLOSE_TIME": "T仓强制平回时点", "PMS_T0_STOCK_DAY_LOSS": "单票当日T亏熔断", "PMS_T0_GLOBAL_DAY_LOSS": "全局当日T亏熔断", "PMS_STRATEGY_ENABLED": "个股交易方案(策略)层总开关 (关=strategy_runner 空转)", "PMS_REPLAY_INTERVAL_MIN": "成交回放间隔 (分钟)", "PMS_RECON_ALARM_DAYS": "连续不一致升级天数", "PMS_SIGNAL_ENABLED": "是否消化决策系统盘中信号", "PMS_SIGNAL_GROUP": "信号消费组名 (独立于 trading_service, 互不抢消息)", "PMS_SIGNAL_SELL_CONF_MIN": "卖出信号消化门槛 (低于此不动)", "PMS_SIGNAL_AUTO_EXIT_CONF": "卖出信号直接清仓门槛 (之间则落提议)", "PMS_SIGNAL_TRIM_RATIO": "中等置信度卖出信号的减仓比例", "PMS_QMT_WS_URL": "QMT 执行服务 WebSocket 端点", "PMS_QMT_WS_ENABLED": "pms-ws 常驻进程总开关 (关=空转不连接, 此时一律拒发)", "PMS_QMT_ACK_BATCH": "累积确认: 每落库 N 条发一次 ack_seq", "PMS_QMT_ACK_INTERVAL_SEC": "累积确认: 或每 N 秒发一次 (与条数取先到)", "PMS_QMT_HEARTBEAT_SEC": "协议 ping 间隔 (秒)", "PMS_QMT_IDLE_TIMEOUT_SEC": "超过此秒数未收到对端任何消息即断开重连", "PMS_QMT_OUTBOX_POLL_SEC": "出口队列轮询间隔 (秒)", "PMS_QMT_HEARTBEAT_DB_SEC": "ws 进程写存活心跳的间隔 (秒)", "PMS_QMT_HEARTBEAT_STALE_SEC": "心跳陈旧超此秒数 → 判定 ws 进程已死, 指令一律拒发", "PMS_QMT_CONNECT_TIMEOUT_SEC": "建连超时 (秒)", "PMS_QMT_SEND_MAX_ATTEMPTS": "单张委托发送重试上限, 试满置 SEND_FAILED 等人工", "PMS_MACRO_ENABLED": "宏观择时总开关 (关=调度位空转不取数不计算; 模拟仓默认开, 转实盘前改回关)", "PMS_MACRO_AUTONOMY": "宏观档位 off 只算不动 / propose_only 出建议 / full 自动下命令 (模拟仓默认 full)", "PMS_MACRO_SIGNALS": "启用的宏观信号清单 (逗号分隔, 当前仅 hedge_fx 股汇对冲指数)", "PMS_MACRO_STOCK_GATE": "个股宏观闸: 偏热确认期间暂停自主增持 (OPEN/FILL/ADD/DCA) 与策略买开腿; 减持与用户命令不受限", "PMS_MACRO_HOT_TH": "偏热进入阈值 (指数点; 标定 ±25 约每年 1.4 段)", "PMS_MACRO_COLD_TH": "偏冷进入阈值 (负数; 标定 -20 约每年 4 段, 事后反弹更强)", "PMS_MACRO_EXIT_BAND": "迟滞退出带 (|指数| 回落到此内算离区; 偏热侧它同时是降仓命令触发线)", "PMS_MACRO_CONFIRM_DAYS": "偏冷进区连续 N 个交易日才触发 (标定: 等第二天反而更差, 取 1)", "PMS_MACRO_TRIGGER_HOT": "偏热触发口径: zone_exit=极值回落再降仓 (标定采纳) / zone_enter=进区即降", "PMS_MACRO_TRIGGER_COLD": "偏冷触发口径: zone_enter=进区即升仓 (标定采纳) / zone_exit=回落再升", "PMS_MACRO_LOG_S0": "对数映射系数: 周期累计目标 = S0×ln(1+超额深度/k), 标定回填 0.049", "PMS_MACRO_LOG_K": "对数映射尺度 k, 标定回填 1.6", "PMS_MACRO_SHIFT_MAX": "单个极值周期累计调整封顶 (占规模百分点)", "PMS_MACRO_STEP_MIN": "裁剪后步长小于此不动; 也是偏冷确认当日的首步保底", "PMS_MACRO_COOLDOWN_TDAYS": "同方向两次宏观动作最小间隔 (交易日; 零方案被取消的命令不占冷却)", "PMS_MACRO_MIN_PCT": "宏观降仓地板: 自动降仓不把总仓位降到此线以下 (用户命令不受限)", "PMS_MACRO_MAX_PCT": "宏观升仓天花板; 0=不单设, 由总仓上限 PMS_PORTFOLIO_CAP 兜底", "PMS_MACRO_WINDOW_TDAYS": "宏观命令的执行窗口 (交易日)", "PMS_MACRO_RESPECT_BRAKE": "组合刹车期间不自动升仓 (降仓不受限; 方案唯一假设项, 可放开)", "PMS_MACRO_STALE_TDAYS": "任一数据源日龄超此 (交易日) → 信号不可用, 不动作不落闸", "PMS_MACRO_RET_WIN": "股汇收益计算窗口 (交易日)", "PMS_MACRO_Z_WIN": "滚动标准化窗口 (交易日)", "PMS_MACRO_SHIBOR_BETA": "利率修正系数 β (spread − β×SHIBOR1M 二十日变化)", } # loaded 标记必不可少: 不能用「data 是否为空」判断缓存是否有效 —— # 参数表为空 (还没在页面改过参数) 或读表失败时 data 都是 {}, 那样每次 get() 都会穿透去连库, # 健康时是白白打表, 故障时是刷屏重试。实测 check_db 一次跑出 50 条重复告警即此故。 _cache = {"at": 0.0, "data": {}, "error": None, "loaded": False} _lock = threading.Lock() def _editable_keys() -> dict: """可调业务参数 = settings 中 PMS_ 开头、非基础设施、且非密钥的字段。""" out = {} for name, field in type(settings).model_fields.items(): if not name.startswith("PMS_"): continue if any(name.startswith(p) for p in INFRA_PREFIX) or name in SECRET_KEYS: continue out[name] = field return out def _coerce(value, target_type): if target_type is bool: if isinstance(value, bool): return value return str(value).strip().lower() in ("1", "true", "yes", "on", "y") if target_type is int: return int(float(value)) if target_type is float: return float(value) return str(value) def _type_of(key: str): f = _editable_keys().get(key) if f is not None: return f.annotation if key in RUNTIME_EXTRA: return RUNTIME_EXTRA[key][1] return str def refresh(force: bool = False) -> dict: """拉一次表值 (带 TTL 缓存)。连库失败不抛异常 —— 退回文件初值并记 error。""" now = time.time() if not force and _cache["loaded"] and now - _cache["at"] < CACHE_TTL: return _cache["data"] with _lock: try: rows = pms_repo.all_params() _cache.update({"data": rows, "at": now, "error": None, "loaded": True}) except Exception as e: msg = f"{type(e).__name__}: {e}" changed = _cache.get("error") != msg # 失败也要更新时间戳并置 loaded, 否则下一次 get() 立刻又去连库 _cache.update({"at": now, "error": msg, "loaded": True}) if changed: # 同一个错误只吼一次, 恢复或换错才再吼 logger.warning("参数表读取失败, 退回 settings 初值: %s", e) return _cache["data"] def get(key: str, default=None): """取参数当前值: 表值优先 → settings 初值 → RUNTIME_EXTRA 默认 → default。 密钥一律返回空串 —— 想拿签名密钥只有一条路: 直接读 settings (即 .env)。 堵死这里是为了让「密钥不进 ParamStore」这句话在代码里成立, 而不只是写在文档上。 """ if key in SECRET_KEYS: return "" rows = refresh() t = _type_of(key) # 表读不到时, 安全开关按"拦"而不是按默认值放行 —— 见 FAIL_CLOSED 的注释。 # 只在**表确实读失败**时生效; 表读到了而这个键没设过, 那是真的没设, 照常走默认值。 if _cache.get("error") and key in FAIL_CLOSED and key not in rows: logger.error("[参数] 读不到 %s (参数表: %s) —— 按 fail-closed 取 %r, " "宁可多拦一轮也不放行", key, _cache["error"], FAIL_CLOSED[key]) return FAIL_CLOSED[key] if key in rows: try: return _coerce(rows[key]["param_value"], t) except (TypeError, ValueError): logger.warning("参数 %s 表值非法 (%s), 退回初值", key, rows[key]["param_value"]) if hasattr(settings, key): return getattr(settings, key) if key in RUNTIME_EXTRA: return RUNTIME_EXTRA[key][0] return default def get_float(key, default=0.0): try: return float(get(key, default)) except (TypeError, ValueError): return default def get_int(key, default=0): try: return int(float(get(key, default))) except (TypeError, ValueError): return default def get_bool(key, default=False): v = get(key, default) return v if isinstance(v, bool) else str(v).strip().lower() in ("1", "true", "yes", "on") def get_list(key, default=None, sep=","): v = get(key, None) if v in (None, ""): return list(default or []) return [x.strip() for x in str(v).split(sep) if x.strip()] def get_tuple_floats(key, default=(0.5, 0.25, 0.25)): try: vals = tuple(float(x) for x in str(get(key, "")).split(",") if str(x).strip()) return vals or tuple(default) except (TypeError, ValueError): return tuple(default) def set_param(key: str, value, updated_by: str = "user") -> dict: """页面改参入口。校验键名与类型后落表, 并立即失效缓存。""" editable = _editable_keys() if key not in editable and key not in RUNTIME_EXTRA and not key.startswith("PMS_SECTOR_CAP_"): return {"ok": False, "error": f"参数 {key} 不可修改 (基础设施参数只在 .env 维护)"} t = _type_of(key) try: v = _coerce(value, t) except (TypeError, ValueError): return {"ok": False, "error": f"参数 {key} 类型应为 {getattr(t, '__name__', t)}, " f"收到 {value!r}"} bad = _range_check(key, v) if bad: return {"ok": False, "error": bad} try: pms_repo.set_param(key, v, updated_by) except Exception as e: return {"ok": False, "error": f"写入失败: {type(e).__name__}: {e}"} _cache["loaded"] = False refresh(force=True) return {"ok": True, "key": key, "value": v} _RANGES = { "PMS_PORTFOLIO_CAP": (0, 1), "PMS_STOCK_CAP": (0, 1), "PMS_STOCK_TARGET_DEFAULT": (0, 1), "PMS_CASH_RESERVE": (0, 1), "PMS_CUSHION_SOLID": (0, 1), "PMS_TRIM_GIVEBACK": (0, 1), "PMS_DCA_MAX_RATIO": (0, 1), "PMS_SECTOR_MAX_RATIO": (0, 1), "PMS_T0_RATIO_MAX": (0, 0.3334), "PMS_MAX_NAMES": (1, 200), "PMS_TOTAL_SCALE": (0, 10 ** 12), "PMS_EXEC_WINDOW_TDAYS": (1, 20), "PMS_BRAKE_DAYS": (0, 30), "PMS_EXEC_TIMEOUT_SEC": (1, 60), "PMS_EXEC_ADVICE_TTL_MIN": (1, 120), "PMS_EXEC_FAIL_COOLDOWN_MIN": (1, 120), "PMS_EXEC_LIMIT_BAND": (0, 0.2), "PMS_PLAN_TOP_N": (1, 1000), "PMS_PLAN_TIMEOUT": (1, 120), "PMS_PLAN_CACHE_SEC": (5, 86400), "PMS_PLAN_STALE_TDAYS": (0, 20), "PMS_PLAN_MIN_SOURCES": (0, 100), "PMS_PLAN_TOP": (0, 5000), "PMS_PLAN_OBS_TOP": (0, 5000), "PMS_PLAN_THEME_CAP": (0, 5000), "PMS_PLAN_THEME_CAP_LOCAL": (0, 1000), "PMS_OPEN_REF_DRIFT_MAX": (0, 0.5), "PMS_JUDGE_TICK_BUDGET_SEC": (0, 240), # 上限 240 = scheduler 给调度任务设的软超时。填得比它还大, 预算就形同虚设, # 任务会先被 celery 打死 (而且是在已经落了一部分表之后)。 "PMS_UPSTREAM_ALERT_SCAN": (1, 20000), "PMS_UPSTREAM_ALERT_PER_CAT": (1, 1000), "PMS_UPSTREAM_ALERT_MAX_AGE_MIN": (0, 1440), # 0=不限龄, 上限 24 小时 # 宏观择时层 "PMS_MACRO_HOT_TH": (0, 100), "PMS_MACRO_COLD_TH": (-100, 0), "PMS_MACRO_EXIT_BAND": (0, 100), "PMS_MACRO_CONFIRM_DAYS": (1, 10), "PMS_MACRO_LOG_S0": (0, 1), "PMS_MACRO_LOG_K": (0.01, 1000), "PMS_MACRO_SHIFT_MAX": (0, 1), "PMS_MACRO_STEP_MIN": (0, 0.5), "PMS_MACRO_COOLDOWN_TDAYS": (0, 20), "PMS_MACRO_MIN_PCT": (0, 1), "PMS_MACRO_MAX_PCT": (0, 1), "PMS_MACRO_WINDOW_TDAYS": (1, 20), "PMS_MACRO_STALE_TDAYS": (1, 20), "PMS_MACRO_RET_WIN": (5, 60), "PMS_MACRO_Z_WIN": (10, 250), "PMS_MACRO_SHIBOR_BETA": (0, 1), } def _range_check(key, v): if key == "PMS_AUTONOMY" and v not in ("full", "propose_only", "off"): return "PMS_AUTONOMY 只能是 full / propose_only / off" if key == "PMS_MACRO_AUTONOMY" and v not in ("full", "propose_only", "off"): return "PMS_MACRO_AUTONOMY 只能是 full / propose_only / off" if key in ("PMS_MACRO_TRIGGER_HOT", "PMS_MACRO_TRIGGER_COLD") \ and v not in ("zone_enter", "zone_exit"): return f"{key} 只能是 zone_enter (进区即动) / zone_exit (极值回落再动)" if key == "PMS_OPEN_AUTONOMY" and v not in ("full", "propose_only", "off"): return "PMS_OPEN_AUTONOMY 只能是 full / propose_only / off" if key == "PMS_EXEC_IMPL" and str(v).strip().upper() not in ("A", "B"): return "PMS_EXEC_IMPL 只能是 A (委托决策系统) / B (内置保守择时)" if key == "PMS_SECTOR_SOURCE" and v not in ("", "gp_hybk", "custom_table", "gp_stock_category"): return "PMS_SECTOR_SOURCE 只能是 空 / gp_hybk / custom_table / gp_stock_category" if key == "PMS_SECTOR_HYBK_LEVEL" and v not in ("l2", "l3"): return "PMS_SECTOR_HYBK_LEVEL 只能是 l2 / l3" if key == "PMS_DISPATCH_MODE" and v not in ("shadow", "ws"): return "PMS_DISPATCH_MODE 只能是 shadow / ws" if key == "PMS_CANDIDATE_SOURCE" and v not in ("plan_api", "buy_plan", "both"): return "PMS_CANDIDATE_SOURCE 只能是 plan_api / buy_plan / both" lo_hi = _RANGES.get(key) if lo_hi and isinstance(v, (int, float)) and not isinstance(v, bool): lo, hi = lo_hi if v < lo or v > hi: return f"{key} 应在 [{lo}, {hi}] 区间, 收到 {v}" return None def snapshot() -> dict: """页面「参数设置」用: 每个可调参数的 当前值/来源/初值/说明。""" rows = refresh() out = {"params": [], "source_error": _cache.get("error")} for key, field in sorted(_editable_keys().items()): cur = get(key) out["params"].append({ "key": key, "value": cur, "file_default": getattr(settings, key, None), "source": "table" if key in rows else "file", "type": getattr(field.annotation, "__name__", str(field.annotation)), "desc": DESC.get(key, (field.description or "").strip()), "updated_at": str(rows.get(key, {}).get("updated_at") or ""), "updated_by": rows.get(key, {}).get("updated_by") or "", }) for key, (dv, t, desc) in RUNTIME_EXTRA.items(): out["params"].append({ "key": key, "value": get(key), "file_default": dv, "source": "table" if key in rows else "default", "type": t.__name__, "desc": desc, "group": "runtime", "updated_at": str(rows.get(key, {}).get("updated_at") or ""), "updated_by": rows.get(key, {}).get("updated_by") or "", }) return out # ---------------------------------------------------------------- 常用组合读取 def sizing_params() -> dict: """方案生成器/规则闸共用的一组参数快照 (一次取齐, 避免逐项穿透缓存)。""" return { "scale": get_float("PMS_TOTAL_SCALE", 0), "portfolio_cap": get_float("PMS_PORTFOLIO_CAP", 0.6), "stock_cap": get_float("PMS_STOCK_CAP", 0.08), "stock_target_default": get_float("PMS_STOCK_TARGET_DEFAULT", 0.06), "max_names": get_int("PMS_MAX_NAMES", 15), "cash_reserve": get_float("PMS_CASH_RESERVE", 0.0), "autonomy": get("PMS_AUTONOMY", "propose_only"), "batch_split": get_tuple_floats("PMS_BATCH_SPLIT"), "min_lot_merge": get_bool("PMS_MIN_LOT_MERGE", True), "sector_max_names": get_int("PMS_SECTOR_MAX_NAMES", 4), "sector_max_ratio": get_float("PMS_SECTOR_MAX_RATIO", 0.40), "sector_source": get("PMS_SECTOR_SOURCE", ""), "exec_window_tdays": get_int("PMS_EXEC_WINDOW_TDAYS", 3), "cushion_solid": get_float("PMS_CUSHION_SOLID", 0.03), "weak_neg_days": get_int("PMS_WEAK_NEG_DAYS", 5), "buy_halt": get_bool("PMS_GLOBAL_BUY_HALT", False), "exec_halt": get_bool("PMS_GLOBAL_EXEC_HALT", False), }