# -*- 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)"), "PMS_RECON_STREAK": (0, int, "连续对账不一致天数"), } # 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_SECTOR_SOURCE": "行业划分数据源: 空=约束停用 / custom_table / gp_stock_category", "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_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 (待实现)", "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_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_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_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", } # 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) 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), } 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_SECTOR_SOURCE" and v not in ("", "custom_table", "gp_stock_category"): return "PMS_SECTOR_SOURCE 只能是 空 / custom_table / gp_stock_category" if key == "PMS_DISPATCH_MODE" and v not in ("shadow", "ws"): return "PMS_DISPATCH_MODE 只能是 shadow / ws" 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), }