271 lines
13 KiB
Python
271 lines
13 KiB
Python
# -*- coding: utf-8 -*-
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"""逻辑状态四态在 PMS 的落点 (2026-09-07 下一阶段方案第三件 PMS 侧)。
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选股系统每天早上给每只票算一个「支撑它的研究证据还在不在」的状态 —— 逻辑强化 / 逻辑成立 /
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无法判断 / 逻辑存疑 (它那边的 logic_state.py), 随计划每行下发, 另有一个按代码查询的接口给持仓票用
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(持仓票在候选筛选第一步就被整行剔掉, 计划里读不到它)。PMS 只读它, 不算它, 也不送研判 —— 产业逻辑
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不归择时决策系统判, judge.OPEN_JUDGE_KEYS 不收它, 那是一致性检查表第九行要继续成立的东西。
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四态里只有「逻辑存疑」会改分流通道, 其余三个值不产生任何动作 (收敛规则是单调的: 强化不升判决,
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存疑不把仅展示变成可执行)。本模块做四件事:
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一, 早上拉完计划后 (scheduler.plan_pull), 对在持的票查一次状态, 写进运行参数 PMS_LOGIC_STATE_MAP。
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取不到就留空 (写一份空映射并记原因), **绝不折成存疑**。
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二, 按状态暂停或恢复策略腿的买入: 存疑 → strategy_service.pause_buy(source="logic");
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已明确不存疑 → 只清本来源的暂停, 不动风控 (signal) 与定性 (accum) 停的; 没查到的票不动。
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三, 把当日态挂到持仓行上 (attach), 动作引擎据此停增持侧的自主动作、按开关出研究走弱的减持
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(那条减持带 research_weak 来源, 分流那一步一票否决强制交人, 绝不自动卖)。
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四, 持仓视图的两栏: 「当初为什么买」(账本里首批入场那条记录的判决依据与论断) 与
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「现在证据还在不在」(今天的状态与出处)。
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安全方向: 读不到状态 = 没有读数, 什么都不额外拦, 也不解除已有的暂停。总开关
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PMS_LOGIC_STATE_ROUTE 关掉即回到只按判决分流; 减持提议另有 PMS_LOGIC_DOUBT_TRIM, 默认关。
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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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from collections import Counter
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from datetime import date, datetime
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from app.core import action_engine as ae
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from app.repo import pms_repo
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from app.services import param_store, plan_feed, strategy_service
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logger = logging.getLogger("pms.logic")
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MAP_KEY = "PMS_LOGIC_STATE_MAP"
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PAUSE_SOURCE = "logic" # 策略买入暂停表里本模块用的来源名, 与 signal / accum 并列
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FRESH_DAYS = 3 # 映射超过这么多个自然日没刷新就当没有读数 (调度断了不能拿旧态拦人)
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# 入场那条账本记录里, 只要带了这几个键之一就算「有研究理由」
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_ENTRY_KEYS = ("basis", "logic", "verdict", "logic_state")
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# ================================================================ 运行参数里的映射
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def load_map() -> dict:
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"""整份映射 (含时刻与错误), 页面与运维看。读不到或坏了返回空字典。"""
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raw = param_store.get(MAP_KEY, "") or ""
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if not raw:
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return {}
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try:
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m = json.loads(raw)
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except (TypeError, ValueError):
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return {}
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return m if isinstance(m, dict) else {}
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def state_map(m: dict | None = None) -> dict:
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"""{ts_code: 逻辑状态} —— 只在映射新鲜时给; 超过 FRESH_DAYS 个自然日没刷新一律按没有读数。"""
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m = load_map() if m is None else (m or {})
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at = str(m.get("at") or "")[:10]
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try:
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age = (date.today() - date.fromisoformat(at)).days
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except ValueError:
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return {}
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if age > FRESH_DAYS:
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return {}
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states = m.get("states")
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return dict(states) if isinstance(states, dict) else {}
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def _save_map(m: dict) -> dict:
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r = param_store.set_param(MAP_KEY, json.dumps(m, ensure_ascii=False), "system")
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if not r.get("ok"):
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# 写不进要吭声: 映射停在旧值, 明天早上以前扫描层看到的都是昨天的态
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logger.error("[逻辑状态] 映射写入失败: %s —— 扫描层沿用上一份 (最多 %d 天后自动失效)",
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r.get("error"), FRESH_DAYS)
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return r
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def route_enabled() -> bool:
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return param_store.get_bool("PMS_LOGIC_STATE_ROUTE", True)
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# ================================================================ 早上那一步
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def pull_for_held(now=None, fetch=None) -> dict:
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"""在持票的逻辑状态取回一次并落映射, 再按结果暂停或恢复策略买入腿。
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fetch 可注入 (单测)。任何一步失败都不抛: 取数失败写空映射带原因 (扫描层按没有读数处理),
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暂停那一步失败只记进 errors。返回一份读数给调度任务写日志。
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"""
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now = now or datetime.now()
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stamp = now.strftime("%Y-%m-%d %H:%M:%S")
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out = {"ok": True, "at": stamp, "held": 0, "got": 0, "by_state": {}, "paused": [],
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"resumed": [], "errors": []}
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try:
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held = [r["ts_code"] for r in pms_repo.list_positions(only_open=True)]
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except Exception as e: # noqa: BLE001
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held = []
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out["errors"].append(f"读持仓失败: {type(e).__name__}: {e}")
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out["held"] = len(held)
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if not held:
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_save_map({"at": stamp, "date": None, "states": {}, "note": "没有在持的票"})
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return out
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try:
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states = (fetch or plan_feed.fetch_logic_states)(held)
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except Exception as e: # noqa: BLE001
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# 取不到就留空, 绝不折成存疑; 也不动已有的暂停 (没有新证据不解除)
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_save_map({"at": stamp, "date": None, "states": {}, "error": str(e)[:300]})
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out.update(ok=False)
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out["errors"].append(f"查逻辑状态失败: {e}")
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return out
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day = next((s.get("date") for s in states.values() if s.get("date")), None)
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r = _save_map({"at": stamp, "date": day, "states": states})
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if not r.get("ok"):
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out["errors"].append(f"映射写入失败: {r.get('error')}")
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out["got"] = len(states)
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out["by_state"] = dict(Counter(s.get("state") or "空" for s in states.values()))
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missing = [c for c in held if c not in states]
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if missing:
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out["missing"] = missing
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p = apply_pauses(states, held)
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out["paused"], out["resumed"] = p["paused"], p["resumed"]
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out["errors"].extend(p["errors"])
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if p.get("skipped"):
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out["pause_skipped"] = p["skipped"]
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return out
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def apply_pauses(states: dict, held) -> dict:
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"""存疑 → 暂停策略买入腿 (来源 logic); 明确不存疑 → 只清本来源的暂停; 没查到的票不动。"""
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out = {"paused": [], "resumed": [], "errors": []}
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if not route_enabled():
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out["skipped"] = "PMS_LOGIC_STATE_ROUTE 关着, 不动策略买入腿"
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return out
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for code in held or []:
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st = (states or {}).get(code)
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if not st:
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continue # 没有读数: 不拦也不放
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try:
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if ae.is_logic_doubt(st):
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strategy_service.pause_buy(
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code, reason=ae.logic_doubt_text(st, ae.WHY_LOGIC_DOUBT_PAUSE),
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source=PAUSE_SOURCE)
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out["paused"].append(code)
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else:
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r = strategy_service.clear_buypause(code, only_source=PAUSE_SOURCE) or {}
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if r.get("cleared"):
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out["resumed"].append(code)
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except Exception as e: # noqa: BLE001
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out["errors"].append(f"{code} 策略买入腿处理失败: {type(e).__name__}: {e}")
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return out
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# ================================================================ 扫描层
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def attach(rows: list, states: dict | None = None) -> list:
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"""把当日逻辑状态挂到持仓行上 (原地改)。没有读数的票不挂键, 动作引擎按「没有读数」处理。"""
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states = state_map() if states is None else (states or {})
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for r in rows or []:
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st = states.get(r.get("ts_code"))
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if st:
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r["logic_state"] = st
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else:
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r.pop("logic_state", None)
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return rows
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# ================================================================ 持仓视图两栏
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def now_view(st) -> dict:
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"""「现在证据还在不在」: 今天的状态、截止日、落定说明与第一条出处; 没有读数就说没有。"""
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if not isinstance(st, dict) or not st.get("state"):
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return {"state": None, "text": "今天没有读数（早上拉计划时没查到这只票）"}
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reasons = [str(x) for x in (st.get("reasons") or []) if x]
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return {"state": st.get("state"), "raw_state": st.get("raw_state"),
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"as_of": st.get("as_of"), "settle_note": st.get("settle_note"),
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"text": (reasons[0] if reasons else (st.get("why") or ""))[:160]}
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def company_view(st):
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"""持仓页「公司质地 · 失效条件」一行 (2026-09-09 接入方案): 质地档、三类、置信度、失效条件、报告链接。没读数返回 None。"""
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cr = (st or {}).get("company_review") if isinstance(st, dict) else None
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if not isinstance(cr, dict) or not cr.get("overall"):
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return None
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g = cr.get("groups") or {}
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return {"overall": cr.get("overall"), "valuation": cr.get("valuation"), "period": cr.get("period"),
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"line": f"质地{cr.get('overall')}（回报{g.get('回报与护城河') or '缺'}、盈余{g.get('盈余质量与财务安全') or '缺'}、成长{g.get('成长与含金量') or '缺'}）"
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f"，估值{cr.get('valuation') or '无'}" + (f"，置信{cr['confidence']}" if cr.get("confidence") else ""),
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"invalidation": cr.get("invalidation"), "doubt_hard": bool(cr.get("doubt_hard")),
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"report_url": cr.get("report_url"), "text": (st or {}).get("company_review_text")}
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def ref_target_view(st):
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"""参考目标价: 第四件的中性情景估值 (中位每股收益乘中位市盈率), 2026-09-07 拍板在持仓页显示,
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只显示不触发, 不替代用户手设的目标价 (到价提议只认命令表里那个)。算不出就不给。"""
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v = st.get("valuation") if isinstance(st, dict) and isinstance(st.get("valuation"), dict) else None
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if not v or v.get("na") or v.get("neut") is None:
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return None
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return {"price": v["neut"], "pess": v.get("pess"), "opt": v.get("opt"), "quarter": v.get("quarter"),
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"firms": v.get("firms"), "as_of": v.get("as_of"), "text": st.get("valuation_text")}
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def entry_view(ts_code: str) -> dict:
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"""「当初为什么买」: 首批未平批次 → 它的指令 → 该指令或它来自的提议在账本上的放行记录 → 硬数字里的
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判决依据、论断、判决与入场时的逻辑状态。三种情形都要说得出话: 有指令链、外部成交并入、账本无行。"""
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try:
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lots = pms_repo.list_lots(ts_code, status="OPEN", limit=50)
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except Exception as e: # noqa: BLE001
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return {"why": f"批次读取失败: {type(e).__name__}"}
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if not lots:
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return {"why": "没有未平的批次记录"}
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first = lots[0]
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open_date = str(first.get("open_date") or "")[:10]
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iid = first.get("instruction_id")
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if not iid:
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return {"why": "外部成交并入的持仓，没有系统的入场记录", "open_date": open_date}
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refs = [str(iid)]
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try:
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ins = pms_repo.get_instruction(str(iid)) or {}
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except Exception: # noqa: BLE001
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ins = {}
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for k in (ins.get("origin_id"), (ins.get("progress") or {}).get("from_proposal")):
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if k and str(k) not in refs:
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refs.append(str(k))
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try:
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rows = pms_repo.ledger_by_ref(refs)
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except Exception as e: # noqa: BLE001
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return {"why": f"账本读取失败: {type(e).__name__}", "open_date": open_date}
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hit = None
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for r in rows:
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hn = r.get("hard_numbers") or {}
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if r.get("verdict") == "PASS" and any(hn.get(k) for k in _ENTRY_KEYS):
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hit = r
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break
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if not hit:
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return {"why": "账本里没有这次入场的研究理由（命令建仓或策略买入不带候选卡）",
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"open_date": open_date, "instruction_id": str(iid)}
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hn = hit.get("hard_numbers") or {}
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st = hn.get("logic_state") if isinstance(hn.get("logic_state"), dict) else {}
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return {"basis": hn.get("basis"), "logic": list(hn.get("logic") or [])[:3],
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"verdict": hn.get("verdict"), "logic_state_at_entry": st.get("state"),
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"decided_at": str(hit.get("decided_at") or "")[:16],
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"arbiter": hit.get("arbiter"), "reason": str(hit.get("reason") or "")[:200],
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"open_date": open_date, "instruction_id": str(iid)}
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def decorate_positions(rows: list, states: dict | None = None) -> list:
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"""给持仓接口的每一行加 entry 与 logic_now 两块 (原地改)。任何一行失败只写原因, 页面不能塌。"""
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states = state_map() if states is None else (states or {})
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for r in rows or []:
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code = r.get("ts_code")
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try:
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r["logic_now"] = now_view(states.get(code))
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except Exception as e: # noqa: BLE001
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r["logic_now"] = {"state": None, "text": f"读数处理失败: {type(e).__name__}"}
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try:
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r["ref_target"] = ref_target_view(states.get(code))
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except Exception: # noqa: BLE001
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r["ref_target"] = None
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try:
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r["company"] = company_view(states.get(code))
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except Exception: # noqa: BLE001
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r["company"] = None
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if int(r.get("total_qty") or 0) <= 0:
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r["entry"] = None
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continue
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try:
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r["entry"] = entry_view(code)
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except Exception as e: # noqa: BLE001
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r["entry"] = {"why": f"入场记录处理失败: {type(e).__name__}"}
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return rows
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