186 lines
8.0 KiB
Python
186 lines
8.0 KiB
Python
# -*- coding: utf-8 -*-
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"""
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调度器 (Celery beat + worker) —— 设计 §10 调度总表
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====================================================
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| 调度 | 时间 | 任务 |
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|-----------|----------------------|---------------------------------------------|
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| 盘前准备 | 交易日 08:50 | T+1 可卖重置 / 参考位取数 / 刹车结算 |
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| 命令轮询 | 每 1 分钟 (全天) | 新命令解析 → 方案生成 → 任务状态机推进 |
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| 盘中执行 | 交易时段每 1 分钟 | 择时出手 + 自主提议扫描 (执行器下一批交付) |
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| 信号消化 | 交易时段每 1 分钟 | 订阅决策系统盘中信号 (下一批交付) |
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| 成交回放 | 交易时段每 5 分钟 | trading_order 增量回放 + 轻对账 |
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| T 仓平回 | 14:50 (二期) | 做T强制平回 |
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| 日终结算 | 15:10 | 全量对账 / 除权 / 安全垫 / 命令进度日结 |
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| 运营日报 | 15:30 | 关注区 + 全量统计, 页面可查 |
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三条守卫:
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1. 交易日守卫 —— 非交易日任务直接返回 (chinesecalendar; 未装则退化为周一至周五)。
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2. 故障即守成 —— 任务内异常一律吞掉并记 ERROR 日志, 绝不因调度异常产生新指令。
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3. 全局暂停执行 (休假模式) —— 除对账与日报外的任务全部跳过。
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启用: docker compose --profile sched up -d
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"""
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from __future__ import annotations
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import functools
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import logging
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from datetime import datetime
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from celery import Celery
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from celery.schedules import crontab
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from config.settings import settings
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from app.core import tradedays as td
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logging.basicConfig(level=logging.INFO,
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format="%(asctime)s %(levelname)s [%(name)s] %(message)s")
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logger = logging.getLogger("pms.sched")
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celery_app = Celery("pms", broker=settings.PMS_REDIS_URL, backend=settings.PMS_REDIS_URL)
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celery_app.conf.update(
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timezone="Asia/Shanghai", enable_utc=False,
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task_serializer="json", result_serializer="json", accept_content=["json"],
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result_expires=3600, worker_max_tasks_per_child=200,
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task_soft_time_limit=240, task_time_limit=300,
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broker_connection_retry_on_startup=True,
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)
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# 交易时段 (含集合竞价前 5 分钟余量)
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SESSIONS = ((9, 25, 11, 30), (13, 0, 15, 5))
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def in_session(now=None) -> bool:
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now = now or datetime.now()
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hm = now.hour * 60 + now.minute
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return any(h1 * 60 + m1 <= hm <= h2 * 60 + m2 for h1, m1, h2, m2 in SESSIONS)
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def guard(*, trade_day=True, session=False, respect_exec_halt=True):
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"""任务守卫: 交易日 / 交易时段 / 全局暂停执行; 并统一吞异常 (守成)。"""
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def deco(fn):
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@functools.wraps(fn)
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def wrapper(*a, **kw):
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name = fn.__name__
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if trade_day and not td.is_trade_day():
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logger.info("[%s] 非交易日, 跳过", name)
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return {"skipped": "not_trade_day"}
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if session and not in_session():
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return {"skipped": "not_in_session"}
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if respect_exec_halt:
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try:
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from app.services import param_store
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if param_store.get_bool("PMS_GLOBAL_EXEC_HALT", False):
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logger.info("[%s] 全局暂停执行 (休假模式), 跳过", name)
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return {"skipped": "exec_halt"}
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except Exception as e:
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logger.warning("[%s] 读取暂停开关失败 (按未暂停继续): %s", name, e)
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t0 = datetime.now()
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try:
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r = fn(*a, **kw)
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logger.info("[%s] 完成 %.1fs · %s", name, (datetime.now() - t0).total_seconds(),
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_brief(r))
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return r
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except Exception as e:
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logger.exception("[%s] 异常 (守成: 不产生新指令): %s", name, e)
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return {"error": f"{type(e).__name__}: {e}"}
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return wrapper
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return deco
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def _brief(r):
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if not isinstance(r, dict):
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return str(r)[:200]
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keep = {k: v for k, v in r.items()
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if k in ("ok", "fills", "actions", "planned", "failed", "diffs", "errors",
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"skipped", "avail_reset", "refs", "cursor")}
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if isinstance(keep.get("diffs"), list):
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keep["diffs"] = len(keep["diffs"])
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if isinstance(keep.get("errors"), list):
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keep["errors"] = keep["errors"][:2]
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return str(keep)[:300]
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# ================================================================ 任务
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@celery_app.task(name="pms.premarket")
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@guard(trade_day=True)
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def premarket():
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from app.services import ledger_service
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return ledger_service.premarket()
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@celery_app.task(name="pms.command_poll")
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@guard(trade_day=False, respect_exec_halt=True)
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def command_poll():
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"""命令轮询 (全天, 含非交易日 —— 用户随时可下命令, 方案先生成好待开盘执行)。"""
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from app.services import command_service
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r = command_service.plan_pending()
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r.update(command_service.refresh_progress())
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return r
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@celery_app.task(name="pms.replay_fills")
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@guard(trade_day=True, session=True)
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def replay_fills():
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from app.services import ledger_service
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r = ledger_service.replay_fills()
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light = ledger_service.reconcile(apply_fix=False) # 盘中轻对账: 只看差异不改账
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r["light_recon"] = {"diffs": len(light.get("diffs") or []),
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"severity": light.get("severity")}
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return r
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@celery_app.task(name="pms.intraday_exec")
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@guard(trade_day=True, session=True)
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def intraday_exec():
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"""盘中执行: 择时出手 + 自主提议扫描。**执行器与动作引擎为下一批交付**,
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本轮只做在途指令的超时收口 (设计 §13: 不自动重发)。"""
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from app.services import ledger_service
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return {"expired": ledger_service.expire_stale_instructions(), "executor": "pending_batch3"}
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@celery_app.task(name="pms.signal_digest")
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@guard(trade_day=True, session=True)
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def signal_digest():
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"""信号消化: 订阅决策系统盘中信号 (风控 SELL/止盈/反转) → 卖出方案或提议。下一批交付。"""
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return {"consumed": 0, "note": "决策系统信号订阅为下一批交付 (设计 §10 信号消化)"}
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@celery_app.task(name="pms.t0_close")
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@guard(trade_day=True)
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def t0_close():
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"""T 仓强制平回 (14:50)。做T为二期上线, 此处先留调度位并自证 T 仓应为 0。"""
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from app.repo import pms_repo
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left = [p["ts_code"] for p in pms_repo.list_positions(only_open=True)
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if int(p.get("t0_qty") or 0) > 0]
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if left:
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logger.warning("[t0_close] 仍有 T 仓未平回: %s (做T为二期功能, 请人工核查)", left)
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return {"t0_open": left, "phase": "二期"}
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@celery_app.task(name="pms.daily_settle")
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@guard(trade_day=True, respect_exec_halt=False) # 对账属守成动作, 休假模式下照跑
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def daily_settle():
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from app.services import ledger_service
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return ledger_service.daily_settle()
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@celery_app.task(name="pms.daily_report")
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@guard(trade_day=True, respect_exec_halt=False)
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def daily_report():
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from app.services import ledger_service
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r = ledger_service.build_daily_report()
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return {"ymd": r.get("ymd"), "attention": len(r.get("attention") or [])}
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# ================================================================ beat 调度表
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celery_app.conf.beat_schedule = {
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"premarket": {"task": "pms.premarket", "schedule": crontab(hour=8, minute=50)},
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"command_poll": {"task": "pms.command_poll", "schedule": crontab(minute="*")},
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"replay_fills": {"task": "pms.replay_fills", "schedule": crontab(minute="*/5")},
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"intraday_exec": {"task": "pms.intraday_exec", "schedule": crontab(minute="*")},
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"signal_digest": {"task": "pms.signal_digest", "schedule": crontab(minute="*")},
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"t0_close": {"task": "pms.t0_close", "schedule": crontab(hour=14, minute=50)},
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"daily_settle": {"task": "pms.daily_settle", "schedule": crontab(hour=15, minute=10)},
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"daily_report": {"task": "pms.daily_report", "schedule": crontab(hour=15, minute=30)},
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}
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