253 lines
12 KiB
Python
253 lines
12 KiB
Python
# -*- coding: utf-8 -*-
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"""上游信号只读快照 (2026-08-12: 只展示、不进任何下单/决策逻辑)。
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把三系统盘中信号取最近若干条给页面看:
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· 决策系统(bionic) 买卖广播 + 风控卖出动作 —— 208 db2 intraday_signals / db3 llm_sell_actions
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· 盘中择时层(intraday_timing) BUY 入场 + 双向风控告警 —— 208 db2 intraday_signals / intraday_alerts
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· mtf 资金异动 + 实况分关注/回避榜 —— 208 db2 stream:metrics / 214 db0 mr:board
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**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
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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),
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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。
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`intraday_signals` 一条流两家都写、格式不同: 按 producer_id / entry_score 字段特征分成
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「决策系统」与「择时层」两类展示。
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"""
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from __future__ import annotations
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import json
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import logging
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import time
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from datetime import datetime
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from config.settings import settings
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from app.services import param_store
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logger = logging.getLogger("pms.upstream")
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_clients = {}
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_cache = {"at": 0.0, "data": None}
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def _to() -> int:
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return max(1, param_store.get_int("PMS_UPSTREAM_TIMEOUT_SEC", 3))
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def _limit() -> int:
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return max(1, param_store.get_int("PMS_UPSTREAM_LIMIT", 40))
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def _alert_scan() -> int:
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# 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"。
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return max(_limit(), param_store.get_int("PMS_UPSTREAM_ALERT_SCAN", 300))
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def _alert_per_cat() -> int:
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# 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。
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return max(1, param_store.get_int("PMS_UPSTREAM_ALERT_PER_CAT", 20))
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def _alert_max_age_sec() -> int:
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# 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** ——
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# 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。
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return max(0, param_store.get_int("PMS_UPSTREAM_ALERT_MAX_AGE_MIN", 60)) * 60
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def _c208(db: int):
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"""208(与 SIGNAL_REDIS 同实例)的只读客户端, 按库缓存。"""
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key = ("208", db)
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if key in _clients:
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return _clients[key]
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import redis
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kw = dict(host=settings.SIGNAL_REDIS_HOST, port=settings.SIGNAL_REDIS_PORT,
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password=settings.SIGNAL_REDIS_PASSWORD or None, db=db, decode_responses=True,
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socket_timeout=_to(), socket_connect_timeout=_to())
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try:
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c = redis.Redis(protocol=2, **kw) # RESP2: 服务端 <6.0 不认 HELLO (与行情库同一个坑)
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except TypeError:
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c = redis.Redis(**kw)
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_clients[key] = c
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return c
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def _c214():
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"""214(mtf 实况分)的只读客户端, 走 .env 里的 UP_MR_REDIS_URL。"""
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if "214" in _clients:
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return _clients["214"]
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import redis
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url = (getattr(settings, "UP_MR_REDIS_URL", "") or "").strip()
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if not url:
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raise RuntimeError("UP_MR_REDIS_URL 未配置 (请在 .env 加, 见 config/settings.py 注释)")
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try:
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c = redis.Redis.from_url(url, protocol=2, decode_responses=True,
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socket_timeout=_to(), socket_connect_timeout=_to())
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except TypeError:
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c = redis.Redis.from_url(url, decode_responses=True,
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socket_timeout=_to(), socket_connect_timeout=_to())
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_clients["214"] = c
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return c
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def _hm(ms):
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"""epoch 毫秒 → HH:MM (本地时区)。拿不到就空串。"""
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try:
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return time.strftime("%H:%M", time.localtime(int(ms) // 1000))
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except Exception:
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return ""
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def _num(v):
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try:
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return round(float(v), 4)
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except (TypeError, ValueError):
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return v
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# ================================================================ 各源解析 (只读)
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def _read_intraday(c, ymd):
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"""一条 intraday_signals 流两家都写: 有 producer_id=intraday_timing / entry_score 的归「择时层 BUY」,
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其余归「决策系统买卖」(bionic 广播 ENTRY/EXIT · BUY/SELL)。"""
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key = "intraday_signals:%s" % ymd
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decision, timing = [], []
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for _id, f in c.xrevrange(key, count=_limit()):
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producer = str(f.get("producer_id") or "")
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is_itd = ("intraday_timing" in producer) or (f.get("entry_score") is not None)
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row = {"ts_code": f.get("ts_code"), "action": f.get("action"),
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"signal_type": f.get("signal_type"), "price": _num(f.get("suggested_price")),
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"target": _num(f.get("target_price")), "confidence": _num(f.get("confidence")),
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"entry_score": _num(f.get("entry_score")), "time": _hm(f.get("trigger_time"))}
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(timing if is_itd else decision).append(row)
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return {"key": key, "decision": decision, "timing": timing}
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# 告警源 → (方向, 类型key, 类型标签)。权威依据: intraday_timing/alerts/orchestrator.py 的
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# DIRECTION_DOWN_SOURCES / DIRECTION_UP_SOURCES (2026-06-15 现行) 与《盘中择时层_信号输出说明》§5。
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# · 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)。
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# · multi_source 的方向看 metadata.direction。
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# · 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。
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_ALERT_META = {
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"daily_qrs_symmetric_down": ("看跌", "qrs", "日QRS对称"),
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"money_flow_out_intensity": ("看跌", "money_flow", "资金流强度"),
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"capital_distribution": ("看跌", "capital", "资金分布"),
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"volume_capitulation": ("看跌", "volume", "放量异动"),
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"daily_qrs_symmetric_up": ("看涨", "qrs", "日QRS对称"),
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"money_flow_in_intensity": ("看涨", "money_flow", "资金流强度"),
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"capital_accumulation": ("看涨", "capital", "资金分布"),
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"volume_breakout": ("看涨", "volume", "放量异动"),
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# 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。
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"price_notice_up": ("涨", "price_notice", "股价异动"),
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"price_notice_down": ("跌", "price_notice", "股价异动"),
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"multi_source": (None, "multi", "多源升级"),
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"intraday_buy_emitted": ("—", "buy_emitted", "买入镜像"),
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}
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def _read_alerts(c, ymd):
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key = "intraday_alerts:%s" % ymd
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per_cat = _alert_per_cat()
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max_age = _alert_max_age_sec() # 秒; 0=不限龄。超龄不删, 只标 stale 供页面置灰。
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now = time.time()
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counts = {} # cat -> 已收数量; 每类只留最新 per_cat 条(仍按 newest-first)
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out = []
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for _id, f in c.xrevrange(key, count=_alert_scan()):
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src = str(f.get("source") or "")
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meta = f.get("metadata")
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if not isinstance(meta, dict):
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try:
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meta = json.loads(meta)
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except Exception:
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meta = {}
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dir_fixed, cat, cat_label = _ALERT_META.get(src, (None, "other", "其他"))
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if counts.get(cat, 0) >= per_cat: # 该类已满 → 跳过, 高频源不挤掉别的类
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continue
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if dir_fixed is None:
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# multi_source 或未登记源: 方向以 metadata.direction 为准, 拿不到就 —
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mdir = str((meta or {}).get("direction") or "").lower()
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d = "看跌" if mdir in ("down", "short", "bear") else ("看涨" if mdir in ("up", "long", "bull") else "—")
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else:
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d = dir_fixed
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# 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)。
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# 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)。
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try:
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age_sec = now - float(f.get("trigger_time")) / 1000.0
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age_min = int(age_sec // 60)
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except (TypeError, ValueError):
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age_sec, age_min = None, None
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stale = bool(max_age) and age_sec is not None and age_sec > max_age
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counts[cat] = counts.get(cat, 0) + 1
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out.append({"ts_code": f.get("ts_code"), "source": src, "direction": d,
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"cat": cat, "cat_label": cat_label,
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"level": f.get("level"), "value": _num(f.get("value")),
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"time": _hm(f.get("trigger_time")), "age_min": age_min, "stale": stale})
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return {"key": key, "items": out}
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def _read_metrics(c):
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"""mtf 资金异动: 真实载荷打包在 stream 的 data(JSON字符串)里, 顶层只有 ts_code ——
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之前直接取顶层 z_dd/direction 全落空(页面显示为空)。这里拆 data 取真实字段, 顶层作兜底。
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mtf 侧字段: direction(inflow/outflow), z_dd(横截面异动z), window_net(净额), window_ret(区间涨跌); 无原生 level。"""
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key = "mtf:intraday:stream:metrics"
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out = []
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for _id, f in c.xrevrange(key, count=_limit()):
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code = f.get("ts_code") or f.get("code")
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payload = f.get("data")
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if isinstance(payload, str):
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try:
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payload = json.loads(payload)
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except Exception:
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payload = {}
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if not isinstance(payload, dict):
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payload = {}
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g = lambda k, d=None: payload.get(k, f.get(k, d))
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out.append({"ts_code": code, "direction": g("direction"),
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"z_dd": _num(g("z_dd")), "window_net": _num(g("window_net")),
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"window_ret": _num(g("window_ret")), "level": g("level"),
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"value": _num(g("value") if g("value") is not None else g("net")),
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"raw": payload})
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return {"key": key, "items": out}
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def _read_sell_actions(c):
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key = "bionic:signals:llm_sell_actions"
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out = []
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for _id, f in c.xrevrange(key, count=_limit()):
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out.append({"ts_code": f.get("ts_code"), "action": f.get("action"),
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"confidence": _num(f.get("confidence")), "reason": f.get("reason"),
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"time": _hm(f.get("trigger_time") or f.get("ts"))})
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return {"key": key, "items": out}
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def _read_mr(c):
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"""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。"""
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key = "mtf:mr:intraday:board"
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top = c.zrevrange(key, 0, 9, withscores=True)
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bottom = c.zrange(key, 0, 9, withscores=True)
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fmt = lambda pairs: [{"ts_code": k, "score": round(float(v), 3)} for k, v in pairs]
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return {"key": key, "watch": fmt(top), "avoid": fmt(bottom)}
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# ================================================================ 快照
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def snapshot(force: bool = False) -> dict:
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ttl = max(2, param_store.get_int("PMS_UPSTREAM_CACHE_SEC", 8))
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now = time.time()
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if not force and _cache["data"] is not None and (now - _cache["at"]) < ttl:
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return _cache["data"]
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ymd = datetime.now().strftime("%Y-%m-%d")
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out = {"ok": True, "at": datetime.now().isoformat(timespec="seconds"), "sources": {}}
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def _try(name, fn):
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try:
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out["sources"][name] = {"ok": True, **fn()}
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except Exception as e:
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logger.warning("[上游信号] %s 读取失败: %s", name, e)
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out["sources"][name] = {"ok": False, "error": f"{type(e).__name__}: {e}"}
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dbi, dba = settings.SIGNAL_REDIS_DB_INTRADAY, settings.SIGNAL_REDIS_DB_ACTIONS
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_try("intraday", lambda: _read_intraday(_c208(dbi), ymd))
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_try("alerts", lambda: _read_alerts(_c208(dbi), ymd))
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_try("metrics", lambda: _read_metrics(_c208(dbi)))
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_try("sell_actions", lambda: _read_sell_actions(_c208(dba)))
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_try("mr", lambda: _read_mr(_c214()))
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_cache["at"], _cache["data"] = now, out
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return out
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