# -*- coding: utf-8 -*- """上游信号只读快照 (2026-08-12: 只展示、不进任何下单/决策逻辑)。 把三系统盘中信号取最近若干条给页面看: · 决策系统(bionic) 买卖广播 + 风控卖出动作 —— 208 db2 intraday_signals / db3 llm_sell_actions · 盘中择时层(intraday_timing) BUY 入场 + 双向风控告警 —— 208 db2 intraday_signals / intraday_alerts · mtf 资金异动 + 实况分关注/回避榜 —— 208 db2 stream:metrics / 214 db0 mr:board **严格只读**: 一律 XREVRANGE / ZREVRANGE 取最近, 不建消费组、不 ACK、不写 —— 碰不到上游的消费与 投递, 也不和 PMS 现有信号消化(signal_service 的消费组)抢消息。连不通的源单独降级 (ok=False + error), 不影响其余与整页。取数带进程内缓存 (默认 8s), 不高频打上游。 `intraday_signals` 一条流两家都写、格式不同: 按 producer_id / entry_score 字段特征分成 「决策系统」与「择时层」两类展示。 """ from __future__ import annotations import json import logging import time from datetime import datetime from config.settings import settings from app.services import param_store logger = logging.getLogger("pms.upstream") _clients = {} _cache = {"at": 0.0, "data": None} def _to() -> int: return max(1, param_store.get_int("PMS_UPSTREAM_TIMEOUT_SEC", 3)) def _limit() -> int: return max(1, param_store.get_int("PMS_UPSTREAM_LIMIT", 40)) def _alert_scan() -> int: # 告警流扫更大窗口, 防高频源(如 price_notice)把风控告警挤出"最新N"。 return max(_limit(), param_store.get_int("PMS_UPSTREAM_ALERT_SCAN", 300)) def _alert_per_cat() -> int: # 每个类型最多留最新 N 条, 高频源只占它自己那一档, 不挤别的类。 return max(1, param_store.get_int("PMS_UPSTREAM_ALERT_PER_CAT", 20)) def _alert_max_age_sec() -> int: # 告警时间窗(秒): 0=不限龄。只用于给每条打"陈旧"标记(超龄置灰), **不删条目** —— # 用户拍板"置灰标注"而非隐藏, 风控面板不丢信息。与每类上限正交: 先按龄标 stale, 再每类限量。 return max(0, param_store.get_int("PMS_UPSTREAM_ALERT_MAX_AGE_MIN", 60)) * 60 def _c208(db: int): """208(与 SIGNAL_REDIS 同实例)的只读客户端, 按库缓存。""" key = ("208", db) if key in _clients: return _clients[key] import redis kw = dict(host=settings.SIGNAL_REDIS_HOST, port=settings.SIGNAL_REDIS_PORT, password=settings.SIGNAL_REDIS_PASSWORD or None, db=db, decode_responses=True, socket_timeout=_to(), socket_connect_timeout=_to()) try: c = redis.Redis(protocol=2, **kw) # RESP2: 服务端 <6.0 不认 HELLO (与行情库同一个坑) except TypeError: c = redis.Redis(**kw) _clients[key] = c return c def _c214(): """214(mtf 实况分)的只读客户端, 走 .env 里的 UP_MR_REDIS_URL。""" if "214" in _clients: return _clients["214"] import redis url = (getattr(settings, "UP_MR_REDIS_URL", "") or "").strip() if not url: raise RuntimeError("UP_MR_REDIS_URL 未配置 (请在 .env 加, 见 config/settings.py 注释)") try: c = redis.Redis.from_url(url, protocol=2, decode_responses=True, socket_timeout=_to(), socket_connect_timeout=_to()) except TypeError: c = redis.Redis.from_url(url, decode_responses=True, socket_timeout=_to(), socket_connect_timeout=_to()) _clients["214"] = c return c def _hm(ms): """epoch 毫秒 → HH:MM (本地时区)。拿不到就空串。""" try: return time.strftime("%H:%M", time.localtime(int(ms) // 1000)) except Exception: return "" def _num(v): try: return round(float(v), 4) except (TypeError, ValueError): return v # ================================================================ 各源解析 (只读) def _read_intraday(c, ymd): """一条 intraday_signals 流两家都写: 有 producer_id=intraday_timing / entry_score 的归「择时层 BUY」, 其余归「决策系统买卖」(bionic 广播 ENTRY/EXIT · BUY/SELL)。""" key = "intraday_signals:%s" % ymd decision, timing = [], [] for _id, f in c.xrevrange(key, count=_limit()): producer = str(f.get("producer_id") or "") is_itd = ("intraday_timing" in producer) or (f.get("entry_score") is not None) row = {"ts_code": f.get("ts_code"), "action": f.get("action"), "signal_type": f.get("signal_type"), "price": _num(f.get("suggested_price")), "target": _num(f.get("target_price")), "confidence": _num(f.get("confidence")), "entry_score": _num(f.get("entry_score")), "time": _hm(f.get("trigger_time"))} (timing if is_itd else decision).append(row) return {"key": key, "decision": decision, "timing": timing} # 告警源 → (方向, 类型key, 类型标签)。权威依据: intraday_timing/alerts/orchestrator.py 的 # DIRECTION_DOWN_SOURCES / DIRECTION_UP_SOURCES (2026-06-15 现行) 与《盘中择时层_信号输出说明》§5。 # · intraday_buy_emitted 是「每发一条 BUY 镜像一条」的事件, **无涨跌方向** (原来按子串误判成看涨)。 # · multi_source 的方向看 metadata.direction。 # · volume_capitulation/breakout 已退役(被 capital_distribution/accumulation 取代), 历史键仍可能在流里, 一并登记。 _ALERT_META = { "daily_qrs_symmetric_down": ("看跌", "qrs", "日QRS对称"), "money_flow_out_intensity": ("看跌", "money_flow", "资金流强度"), "capital_distribution": ("看跌", "capital", "资金分布"), "volume_capitulation": ("看跌", "volume", "放量异动"), "daily_qrs_symmetric_up": ("看涨", "qrs", "日QRS对称"), "money_flow_in_intensity": ("看涨", "money_flow", "资金流强度"), "capital_accumulation": ("看涨", "capital", "资金分布"), "volume_breakout": ("看涨", "volume", "放量异动"), # 股价异动通知: 是"价格大幅变动"事件, 不是情绪信号 → 方向用 涨/跌(区别于看涨/看跌), 单独一类。 "price_notice_up": ("涨", "price_notice", "股价异动"), "price_notice_down": ("跌", "price_notice", "股价异动"), "multi_source": (None, "multi", "多源升级"), "intraday_buy_emitted": ("—", "buy_emitted", "买入镜像"), } def _read_alerts(c, ymd): key = "intraday_alerts:%s" % ymd per_cat = _alert_per_cat() max_age = _alert_max_age_sec() # 秒; 0=不限龄。超龄不删, 只标 stale 供页面置灰。 now = time.time() counts = {} # cat -> 已收数量; 每类只留最新 per_cat 条(仍按 newest-first) out = [] for _id, f in c.xrevrange(key, count=_alert_scan()): src = str(f.get("source") or "") meta = f.get("metadata") if not isinstance(meta, dict): try: meta = json.loads(meta) except Exception: meta = {} dir_fixed, cat, cat_label = _ALERT_META.get(src, (None, "other", "其他")) if counts.get(cat, 0) >= per_cat: # 该类已满 → 跳过, 高频源不挤掉别的类 continue if dir_fixed is None: # multi_source 或未登记源: 方向以 metadata.direction 为准, 拿不到就 — mdir = str((meta or {}).get("direction") or "").lower() d = "看跌" if mdir in ("down", "short", "bear") else ("看涨" if mdir in ("up", "long", "bull") else "—") else: d = dir_fixed # 分钟龄 + 陈旧标记: 时间窗只做"置灰标注", 不删条目(超龄由页面按 stale 置灰)。 # trigger_time 是 epoch 毫秒; 缺失/非法 → age_min=None 且不判陈旧(风控从宽, 不误灰)。 try: age_sec = now - float(f.get("trigger_time")) / 1000.0 age_min = int(age_sec // 60) except (TypeError, ValueError): age_sec, age_min = None, None stale = bool(max_age) and age_sec is not None and age_sec > max_age counts[cat] = counts.get(cat, 0) + 1 out.append({"ts_code": f.get("ts_code"), "source": src, "direction": d, "cat": cat, "cat_label": cat_label, "level": f.get("level"), "value": _num(f.get("value")), "time": _hm(f.get("trigger_time")), "age_min": age_min, "stale": stale}) return {"key": key, "items": out} def _read_metrics(c): """mtf 资金异动: payload schema 未在契约里写全, 挑常见字段, 其余整体带过去供页面兜底显示。""" key = "mtf:intraday:stream:metrics" out = [] for _id, f in c.xrevrange(key, count=_limit()): code = f.get("ts_code") or f.get("code") out.append({"ts_code": code, "z_dd": _num(f.get("z_dd")), "direction": f.get("direction"), "level": f.get("level"), "value": _num(f.get("value") if f.get("value") is not None else f.get("net")), "raw": {k: v for k, v in f.items() if k not in ("ts_code", "code")}}) return {"key": key, "items": out} def _read_sell_actions(c): key = "bionic:signals:llm_sell_actions" out = [] for _id, f in c.xrevrange(key, count=_limit()): out.append({"ts_code": f.get("ts_code"), "action": f.get("action"), "confidence": _num(f.get("confidence")), "reason": f.get("reason"), "time": _hm(f.get("trigger_time") or f.get("ts"))}) return {"key": key, "items": out} def _read_mr(c): """mtf 实况分 关注/回避榜 (zset, score=实况分 0~1): 高分=关注、低分=回避, 各取前 10。""" key = "mtf:mr:intraday:board" top = c.zrevrange(key, 0, 9, withscores=True) bottom = c.zrange(key, 0, 9, withscores=True) fmt = lambda pairs: [{"ts_code": k, "score": round(float(v), 3)} for k, v in pairs] return {"key": key, "watch": fmt(top), "avoid": fmt(bottom)} # ================================================================ 快照 def snapshot(force: bool = False) -> dict: ttl = max(2, param_store.get_int("PMS_UPSTREAM_CACHE_SEC", 8)) now = time.time() if not force and _cache["data"] is not None and (now - _cache["at"]) < ttl: return _cache["data"] ymd = datetime.now().strftime("%Y-%m-%d") out = {"ok": True, "at": datetime.now().isoformat(timespec="seconds"), "sources": {}} def _try(name, fn): try: out["sources"][name] = {"ok": True, **fn()} except Exception as e: logger.warning("[上游信号] %s 读取失败: %s", name, e) out["sources"][name] = {"ok": False, "error": f"{type(e).__name__}: {e}"} dbi, dba = settings.SIGNAL_REDIS_DB_INTRADAY, settings.SIGNAL_REDIS_DB_ACTIONS _try("intraday", lambda: _read_intraday(_c208(dbi), ymd)) _try("alerts", lambda: _read_alerts(_c208(dbi), ymd)) _try("metrics", lambda: _read_metrics(_c208(dbi))) _try("sell_actions", lambda: _read_sell_actions(_c208(dba))) _try("mr", lambda: _read_mr(_c214())) _cache["at"], _cache["data"] = now, out return out