148 lines
7.8 KiB
Python
148 lines
7.8 KiB
Python
"""高股息独立候选来源。人工发起，复用后台准备与原子采纳，不参与原主榜扫描。"""
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from copy import deepcopy
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from datetime import datetime, timezone, timedelta
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import logging
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import re
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import requests
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from app.core.plan_revision import fingerprint, basis
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from app.core import tradedays as td
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from app.services.plan_feed import PlanFeedError
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SOURCE = 'dividend'
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BJ = timezone(timedelta(hours=8))
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logger = logging.getLogger('pms.dividend')
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def read(*, code=None):
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from app.services import param_store
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if code and not re.fullmatch(r'\d{6}\.(SH|SZ|BJ)', code):
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raise ValueError('股票代码格式无效')
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base = (param_store.get('PMS_PLAN_API_BASE', '') or '').rstrip('/')
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if not base:
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raise PlanFeedError('高股息研究地址尚未配置')
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try:
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res = requests.get(base+'/research/dividend/candidates', params={'code':code} if code else {}, timeout=(1,3))
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res.raise_for_status()
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data = res.json()
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now = datetime.now(BJ)
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if td.calendar_degraded():
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raise ValueError('交易日历暂不可核对')
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expected = str(td.prev_trade_day(now.date()))
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if data['schema_version'] != 1 or data['source'] != SOURCE or data['data_date'] != expected:
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raise ValueError('高股息资料尚未更新到上一交易日')
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decision = data['decision']
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if (decision.get('source') != SOURCE or decision.get('policy_version') != data.get('policy_version')
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or not re.fullmatch(r'dividend_[0-9a-f]{64}', decision['id'])):
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raise ValueError('高股息研究来源不完整')
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for value in (decision['cutoff_at'], data['checked_at']):
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at = datetime.fromisoformat(value.replace('Z','+00:00'))
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if at.tzinfo is None or at > now:
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raise ValueError('研究检查时间无法核对')
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codes = set()
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for row in data['rows']:
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c = row['candidate']
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if (not re.fullmatch(r'\d{6}\.(SH|SZ|BJ)', row['ts_code']) or row['ts_code'] in codes
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or (code and row['ts_code'] != code) or c['ts_code'] != row['ts_code']
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or c.get('candidate_source') != SOURCE or c.get('decision') != decision
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or not isinstance(row.get('eligible'), bool)):
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raise ValueError('高股息候选内容无法核对')
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codes.add(row['ts_code'])
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if row['eligible'] and (c.get('verdict') != '候选' or row.get('reasons')
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or not re.fullmatch('[0-9a-f]{64}', str((c.get('dividend_research') or {}).get('ref', '')))):
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raise ValueError('高股息候选缺少准入依据')
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return data
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except PlanFeedError:
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raise
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except (requests.RequestException, KeyError, TypeError, ValueError) as e:
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logger.warning('高股息来源暂不可用: %s', type(e).__name__)
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message = str(e) if isinstance(e, ValueError) and not isinstance(e, requests.RequestException) else '高股息研究暂不可用，恢复后可继续'
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raise PlanFeedError(message) from e
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def candidates(*, held=(), black=(), recheck_code=None, record=True, route_by_verdict=True):
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data = read(code=recheck_code)
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items, excluded = [], []
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for row in data['rows']:
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reason = ('已持仓' if row['ts_code'] in held else '在黑名单中' if row['ts_code'] in black
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else '；'.join(row['reasons']) if not row['eligible'] else '')
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if reason:
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excluded.append({'ts_code':row['ts_code'], 'why':reason})
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else:
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c = deepcopy(row['candidate'])
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c['dividend_ref'] = row['research_ref']
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c['dividend_policy_version'] = data['policy_version']
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items.append(c)
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consumption = {'kind':'rechecked' if recheck_code else 'consumed', 'source':SOURCE,
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'decision':data['decision'], 'params':{'policy_version':data['policy_version']},
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'context':{'held':sorted(held),'black':sorted(black),'recheck_code':recheck_code},
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'rank_mode':'code', 'filtered':excluded, 'order':[r['ts_code'] for r in items]}
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cid = fingerprint(consumption)
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for row in items:
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row.update(consumption_id=cid, plan_basis=basis(row))
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out = {'items':items, 'decision':data['decision'], 'date':data['data_date'],
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'display_only':[], 'filtered':excluded, 'rank_mode':'code', 'consumption':dict(consumption,id=cid)}
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if record:
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from app.repo import pms_repo
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try:
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pms_repo.insert_plan_snapshot(plan_date=data['data_date'],digest=cid[:40],roster=items,
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meta=out['consumption'],n_main=len(items))
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except Exception as e:
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logger.exception('高股息消费凭据保存失败')
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out['consumption']['error'] = type(e).__name__
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for row in items:
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row['consumption_error'] = type(e).__name__
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return out
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def request_preparation(code, research_ref, *, actor):
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"""只排入准备，不计算数量或调用模型。确定性编号与唯一键拦重复请求。"""
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from app.services import portfolio, command_service, proposal_service as ps, param_store
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from app.services.execution_conflicts import buy_blocker
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from app.repo import pms_repo
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now = datetime.now()
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if not td.is_trade_day(now.date()) or now.hour >= 15 or td.calendar_degraded():
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raise ValueError('请在交易日收盘前发起，建议当日有效')
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if (param_store.get_bool('PMS_GLOBAL_EXEC_HALT',False)
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or param_store.get('PMS_AUTONOMY','propose_only') == 'off'
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or param_store.get('PMS_OPEN_AUTONOMY','full') == 'off'):
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raise ValueError('建仓评估已暂停')
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data = read(code=code)
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row = next((r for r in data['rows'] if r['ts_code'] == code), None)
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if not row or not row['eligible']:
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raise ValueError('暂不具备建仓评估条件：'+('；'.join(row['reasons']) if row else '未进入有效研究名单'))
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if not research_ref or row['research_ref'] != research_ref:
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raise ValueError('研究内容已更新，请刷新后查看')
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pid = f"PRP_{td.ymd(now)}_{code.replace('.','')}_OPEN"
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old = pms_repo.get_proposal(pid)
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if old:
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return _existing(old)
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stock = command_service.effective_stock_params()
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view = portfolio.positions_view()
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if any(r['ts_code'] == code for r in view['held']) or (stock.get(code) or {}).get('black'):
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raise ValueError('该票已持仓或在黑名单中，不能新建仓')
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blocked = buy_blocker(code)
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if blocked:
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raise ValueError(blocked)
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if code in ps._inflight_open_commitments(view, strict=True)['names']:
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raise ValueError('该票已有建仓提议或在途买单，请查看现有进度')
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hard = {'candidate_source':SOURCE,'dividend_ref':research_ref,'dividend_policy_version':data['policy_version'],
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'decision':data['decision'],'requested_by':actor,'requested_at':now.astimezone().isoformat(),
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'name':row.get('name'), 'preparation':{'status':'pending','stage':'requested',
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'reason':'等待交易时段完成建仓评估'}}
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try:
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pms_repo.insert_proposal(proposal_id=pid,ts_code=code,action='OPEN',qty=0,hard_numbers=hard,
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expire_at=ps.proposal_expire_at(ttl_hours=24),judge_verdict=None,judge_reason='高股息建仓评估待完成')
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except Exception:
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old = pms_repo.get_proposal(pid)
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if old:
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return _existing(old)
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raise
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return {'ok':True,'proposal_id':pid,'preparing':True,'message':'已排入建仓评估，准备完成后可确认'}
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def _existing(old):
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if old['status'] in ('WAIT_USER','ACCEPTED'):
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return {'ok':True,'proposal_id':old['proposal_id'],'already_requested':True,
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'message':'已有该票建议，请查看待确认提议或指令进度'}
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raise ValueError('该票今日建议已经结束，请先核对原处理结果')
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