185 lines
13 KiB
Python
185 lines
13 KiB
Python
# -*- coding: utf-8 -*-
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"""
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tradingSystem (PMS) 配置
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========================
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纪律 (沿袭 bionic_trader 踩坑经验):
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1. 所有配置字段必须在 Settings 类中显式声明 —— pydantic 的 extra="ignore" 会静默忽略
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未声明的环境变量, 这是历史头号坑。新增配置必须同时加字段。
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2. 基础设施键名与 bionic_trader 对齐 (PROXY_DB_URL / SIGNAL_REDIS_* / SOURCE_DB_EXT_DSN
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/ DB_MYSQL_URL), 同一份 .env 可服务两个系统。
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3. 业务参数在此处只是「初值」: 页面修改后持久化到 pms_runtime_param 表,
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运行时经 ParamStore 读取 (表值优先于本文件)。禁止在业务代码里直接
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读 settings 取业务参数 —— 统一走 ParamStore, 保证页面调参即时生效。
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"""
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from pydantic_settings import BaseSettings, SettingsConfigDict
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class Settings(BaseSettings):
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model_config = SettingsConfigDict(env_file=".env", env_file_encoding="utf-8", extra="ignore")
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# =========================================================
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# 一、基础设施 (键名对齐 bionic_trader, 同一 .env 可共用)
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# =========================================================
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PROXY_DB_URL: str = "mysql+pymysql://user:pass@192.168.16.153:3307/my_quant_db"
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# 153 代理: pms_* 全部表 + trading_position / trading_order / trading_buy_plan /
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# strategy_daily_results (决策系统结论) —— 严格单表访问, 代理禁多表联查
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SOURCE_DB_EXT_DSN: str = "mysql+pymysql://user:pass@192.168.16.150:3306/factordb_mysql"
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# 因子库直连。**PMS 当前不使用**: 因子分表 gp_stock_factor_pro_YYYYMM 经
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# ShardingSphere 动态分配物理落点, 直连单台会在分片变动的月份漏表, 必须走
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# PROXY_DB_URL 逐表单查 (沿用 bionic_trader 的踩坑结论)。保留本键仅为与 bionic
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# 的 .env 对齐, 连不通不影响任何功能。
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DB_MYSQL_URL: str = "mysql+pymysql://user:pass@192.168.18.199:3306/db_gp_cj"
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# 大盘指数 zs_day_data (页面区制提示用, 非约束)
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SIGNAL_REDIS_HOST: str = "192.168.18.208"
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SIGNAL_REDIS_PORT: int = 6379
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SIGNAL_REDIS_PASSWORD: str = ""
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SIGNAL_REDIS_DB_INTRADAY: int = 2 # 决策系统盘中信号流 (PMS 订阅消化)
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SIGNAL_REDIS_DB_ACTIONS: int = 3 # 决策系统风控 SELL 流 (PMS 订阅消化)
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SIGNAL_REDIS_DB_QUOTES: int = 13 # 实时分钟行情 (择时/扫描)
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SIGNAL_REDIS_SOCKET_TIMEOUT: int = 5
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PMS_REDIS_URL: str = "redis://:pass@192.168.16.150:6379/8"
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# PMS 自己的 Celery 总线, 独立 db=8 (决策系统用 db7, 物理同机逻辑隔离)
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PMS_WEB_HOST: str = "0.0.0.0" # 管理页面 (FastAPI + 单页)
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PMS_WEB_PORT: int = 38100
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# =========================================================
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# 二、业务参数「初值」(运行时以 pms_runtime_param 表为准, 页面可调)
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# =========================================================
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# --- 资金与总体 (对应参数命令) ---
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PMS_TOTAL_SCALE: float = 2_000_000 # 总操作规模 (元)
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PMS_PORTFOLIO_CAP: float = 0.60 # 总仓上限 (占规模)
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PMS_STOCK_CAP: float = 0.08 # 单股上限
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PMS_STOCK_TARGET_DEFAULT: float = 0.06 # 默认单股目标仓位
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PMS_MAX_NAMES: int = 15 # 最大持仓数
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PMS_CASH_RESERVE: float = 0.0 # 预留现金比例 (永不动用)
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PMS_AUTONOMY: str = "propose_only" # full / propose_only / off
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# --- 批次与安全垫 ---
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PMS_BATCH_SPLIT: str = "0.5,0.25,0.25" # 底仓/回踩补足/盈利加仓
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PMS_CUSHION_SOLID: float = 0.03 # 安全垫厚垫线 (解锁加仓)
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PMS_TRIM_PEAK: float = 0.06 # 保垫减仓: 垫子峰值门槛
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PMS_TRIM_GIVEBACK: float = 0.5 # 保垫减仓: 回吐比例门槛
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PMS_DCA_TRIGGERS: str = "-0.08,-0.15" # 补仓评估档
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PMS_DCA_DEEP_CONFIRM: float = -0.15 # 此档及更深永远需用户确认
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PMS_DCA_MAX_RATIO: float = 0.5 # 补仓上限 (占底仓)
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PMS_NO_CHASE_MA5: float = 0.06 # 距 MA5 超此幅度不追买
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PMS_BUILD_WINDOW_TDAYS: int = 10 # 建仓期窗口 (交易日)
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PMS_FILL_MAX_LOSS: float = -0.03 # 浮亏深于此不走回踩补足 (转补仓域)
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PMS_WEAK_NEG_DAYS: int = 5 # 降仓「清弱票」判定: 安全垫连续为负 N 日 (设计 §3.2)
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PMS_PROPOSAL_TTL_HOURS: int = 24 # 自主提议待确认有效期 (超时置 EXPIRED)
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# --- 上游选股计划接口 (候选池的事实源; 口径与待确认项见 UPSTREAM_PLAN_API.md) ---
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# 上游只回答「买什么、排第几」, 不给价格金额 —— 买多少/什么价是 PMS 自己算。
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# 接口拿不到一律显式失败 (候选池为空 + ERROR), 绝不静默回退旧表。
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PMS_CANDIDATE_SOURCE: str = "plan_api" # plan_api(默认) / buy_plan(旧表) / both(并集)
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# 计划服务与 PMS 同机: 走 host.docker.internal (compose 里配了 host-gateway)。
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# 容器直连宿主机物理 IP 192.168.16.155:8300 会被宿主机 INPUT 链丢包 (超时非拒绝);
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# 若日后计划服务搬到别的机器, 这里直接填那台的 IP:端口。空=停用, 候选池恒为空。
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PMS_PLAN_API_BASE: str = "http://host.docker.internal:8300"
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PMS_PLAN_API_PATH: str = "/plan"
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PMS_PLAN_TIMEOUT: int = 10 # 单次请求超时 (秒)
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PMS_PLAN_CACHE_SEC: int = 300 # 计划缓存秒数 (上游日频产出, 没必要每跳都拉)
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# 下面三个是**发给上游的请求参数** (对方 api.py: top=20/obs_top=10/theme_cap=5 都是
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# 可传的, 不是它的既定政策)。0 = 不传, 用上游默认。要个宽池子回来, 主题分散交给
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# PMS_PLAN_THEME_CAP_LOCAL 在候选阶段做 —— 理由见 plan_feed.select_candidates。
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PMS_PLAN_TOP: int = 300 # 上游 top: 主榜要多少条
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PMS_PLAN_OBS_TOP: int = 100 # 上游 obs_top: 观察档要多少条
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PMS_PLAN_THEME_CAP: int = 999 # 上游 theme_cap: 让它别裁 (PMS 自己裁)
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PMS_PLAN_THEME_CAP_LOCAL: int = 5 # PMS 侧同主题限额, 在 TOP_N 截断**之前**生效, 0=不限
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PMS_PLAN_TOP_N: int = 30 # 主榜按 score 降序取前 N 进池 (900+ 只是排序池不是清单)
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PMS_PLAN_TIERS: str = "强传导" # 传导档白名单; 留空=不按档过滤
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PMS_PLAN_INCLUDE_OBSERVE: bool = False # 观察档是否进候选池 (上游把它定位为备选, 无 upside)
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PMS_PLAN_MIN_SCORE: float = 0.0 # score 下限, 0=不设
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PMS_PLAN_MIN_SOURCES: int = 0 # evidence.n_sources 下限, 0=不设
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PMS_PLAN_MIN_UPSIDE: float = 0.0 # 预期空间下限 (0.5=+50%), 0=不设。券商目标价
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# 口径, 噪音大 (榜首能到 +212%), 只做下限过滤, **不参与排序** —— 排序始终是 score
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PMS_PLAN_STALE_TDAYS: int = 1 # 计划日龄超此交易日数即判过期并拒用 (防上游停更)
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PMS_PLAN_THEME_SYNC: bool = True # 刷新时把 evidence.theme 灌进 pms_industry_map
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PMS_PLAN_QUERY_EXTRA: str = "" # 附加查询串逃生口, 如 "foo=1"。上游哪天加了新参数
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# 不用改代码即可透传; top/obs_top/theme_cap 已有显式参数, 同名键以显式参数为准
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# --- 行业约束 (硬拦截; 数据源接口化) ---
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PMS_SECTOR_SOURCE: str = "" # "" = 停用并页面提示 / custom_table / gp_stock_category
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PMS_SECTOR_MAX_NAMES: int = 4
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PMS_SECTOR_MAX_RATIO: float = 0.40 # 占总仓
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# --- 择时执行 (内置实现B; 决策系统接通后切实现A) ---
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PMS_EXEC_WINDOW_TDAYS: int = 3 # 任务命令默认执行窗口
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PMS_SELL_AVOID_OPEN_MIN: int = 30 # 卖出避开开盘 N 分钟
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PMS_BUY_HALT_DAYUP: float = 0.05 # 当日涨幅超此停止买入
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PMS_EOD_FORCE_TIME: str = "14:45" # 当日配额兜底时点
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PMS_EOD_FORCE_DISCOUNT: float = 0.998 # 兜底限价 = 现价 × 此系数 (卖出)
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PMS_MIN_LOT_MERGE: bool = True # 一手检查: 批次自动合并
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PMS_DISPATCH_EXPIRE_MIN: int = 30 # 指令下发后未被接受的过期时间
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PMS_DISPATCH_MODE: str = "shadow" # 下发通道: shadow(影子,默认) / ws(直连QMT,待实现)
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PMS_EXEC_SLICES: int = 1 # 当日配额分几笔出手 (设计「分笔卖出配额」)
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PMS_ORDER_TTL_MIN: int = 10 # 单个下发分片的挂单有效期(交易分钟), 到点下游自动撤
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# --- QMT WebSocket 直连通道 (协议见 QMT_WS_PROTOCOL.md V1.0) ---
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# 连接由 pms-ws 常驻进程独占 (app/ws/runner.py); executor 经 pms_qmt_order
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# 出口表递单, 详见 app/services/dispatcher.py 头部的「进程边界」一节。
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PMS_QMT_WS_URL: str = "ws://192.168.16.98:9443/pms"
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PMS_QMT_WS_ENABLED: bool = False # pms-ws 进程总开关; False = 空转不连接不写心跳
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PMS_QMT_ACK_BATCH: int = 20 # 累积确认: 每落库 N 条发一次 ack_seq
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PMS_QMT_ACK_INTERVAL_SEC: float = 2.0 # 累积确认: 或每 N 秒发一次 (取先到)
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PMS_QMT_HEARTBEAT_SEC: int = 5 # ping 间隔
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PMS_QMT_IDLE_TIMEOUT_SEC: int = 15 # 超过此时长未收到对端消息即重连
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PMS_QMT_OUTBOX_POLL_SEC: float = 0.5 # 出口队列轮询间隔 (择时本是分钟级, 无需更快)
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PMS_QMT_HEARTBEAT_DB_SEC: int = 2 # ws 进程写存活心跳的间隔
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PMS_QMT_HEARTBEAT_STALE_SEC: int = 15 # 心跳陈旧超此秒数 → 判定进程已死, dispatcher 拒发
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PMS_QMT_CONNECT_TIMEOUT_SEC: int = 10 # 建连超时
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PMS_QMT_QUERY_INTERVAL_SEC: int = 300 # 全量快照轮询 query_positions+query_funds (协议 §6.2)
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PMS_QMT_SEND_MAX_ATTEMPTS: int = 3 # 单张委托发送重试上限, 试满置 SEND_FAILED
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# 下面两项是**密钥**: 只从 .env 注入, 不入库、不进 ParamStore、不上页面 (协议 §10.1.1)。
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# param_store.SECRET_KEYS 已把它们挡在可调参数与页面快照之外。
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PMS_QMT_SIGN_SEED_HEX: str = "" # PMS 私钥 seed (Ed25519, 32 字节 hex)
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PMS_QMT_PEER_PUBKEY_B64: str = "" # QMT 公钥 (base64), 验上行签名用
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# --- 风险披露与刹车 ---
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PMS_RISK_WARN_ENTRY: float = 0.01 # 单笔敞口告警线 (占规模)
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PMS_RISK_WARN_PORTFOLIO: float = 0.06 # 组合敞口告警线
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PMS_BRAKE_DRAWDOWN: float = 0.05 # 组合刹车: 高水位回撤
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PMS_BRAKE_DAYS: int = 3 # 刹车持续交易日
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PMS_STOP_ATR_MULT: float = 2.0 # 自算止损参考: 成本 - N×ATR
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PMS_REF_STALE_TDAYS: int = 3 # 决策系统结论日龄超此转自算兜底
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# --- 研判闸 (委托决策系统) ---
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PMS_JUDGE_ENABLED: bool = True
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PMS_JUDGE_ACTIONS: str = "FILL,ADD,DCA,SWITCH"
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PMS_JUDGE_TIMEOUT: int = 90 # 超时 → 降级 propose_only
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PMS_JUDGE_API_BASE: str = "" # 决策系统 PMS 研判接口根地址; 空=未接通(自动降级人工确认)
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PMS_JUDGE_PATH: str = "/api/intraday/pms_judge" # 研判接口路径 (bionic 侧配套改造后确定)
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# --- T0 做T (命令授权制) ---
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PMS_T0_RATIO_MAX: float = 0.333 # T仓硬上限 (占持仓)
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PMS_T0_PULLBACK_PCT: float = 0.03 # 正T: 距当日高点回落触发
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PMS_T0_RALLY_PCT: float = 0.05 # 反T: 日内涨幅触发
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PMS_T0_ROUND_TARGET: float = 0.015 # 单次T目标价差
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PMS_T0_CLOSE_TIME: str = "14:50" # 强制平回时点
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PMS_T0_STOCK_DAY_LOSS: float = 0.003 # 单票当日T亏熔断 (占规模)
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PMS_T0_GLOBAL_DAY_LOSS: float = 0.01 # 全局当日T亏熔断
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# --- 决策系统信号消化 (设计 §10) ---
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PMS_SIGNAL_ENABLED: bool = True
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PMS_SIGNAL_GROUP: str = "pms_signal_consumer" # 独立消费组, 不与 trading_service 抢消息
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PMS_SIGNAL_CONSUMER: str = "pms_1"
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PMS_SIGNAL_STREAM_INTRADAY: str = "intraday_signals:{ymd}" # db2, 每日一条流
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PMS_SIGNAL_STREAM_SELL: str = "bionic:signals:llm_sell_actions" # db3, 固定 key
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PMS_SIGNAL_SELL_CONF_MIN: float = 0.75 # 低于此置信度的卖出信号不消化
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PMS_SIGNAL_AUTO_EXIT_CONF: float = 0.85 # 高于此置信度直接转清仓指令, 之间则落提议
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PMS_SIGNAL_TRIM_RATIO: float = 0.3333 # 中等置信度时的减仓比例
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# --- 对账与回放 ---
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PMS_REPLAY_INTERVAL_MIN: int = 5
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PMS_RECON_ALARM_DAYS: int = 3 # 连续不一致 N 日升级 ERROR
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# 持仓事实源: ws_first(默认, ws 快照为主/表为兜底) / ws_only / table_only
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# 目标架构下 trading_service 全量退出业务, 那张表没有明确写入方; 协议 §6.2 定的也是 ws 快照。
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PMS_RECON_SOURCE: str = "ws_first"
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PMS_RECON_WS_SNAPSHOT_MAX_AGE_SEC: int = 900 # ws 快照超此秒数视为过期 (轮询 300s + 余量)
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settings = Settings()
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