"""策略结果缓存 — 写入本地文件,供策略页面秒加载。 缓存结构: { "as_of": "2024-01-15", "results": { strategy_id: { total, as_of, rows } }, "today_ever_matched": { strategy_id: [symbol, ...] }, // 今日曾命中 symbol 并集 "today_ever_rows": { strategy_id: { symbol: row_data } },// 今日曾命中的完整行数据 "updated_at": 1705324800000 # Unix ms } 文件路径: data/user_data/strategy_cache.json """ from __future__ import annotations import json import logging import time from datetime import date, datetime from pathlib import Path from typing import Any def _json_default(obj: Any) -> Any: """处理 date/datetime 等 JSON 不认识的类型。""" if isinstance(obj, date): return obj.isoformat() if isinstance(obj, datetime): return obj.isoformat() raise TypeError(f"Object of type {type(obj).__name__} is not JSON serializable") logger = logging.getLogger(__name__) _CACHE_FILENAME = "strategy_cache.json" def _cache_path(data_dir: Path) -> Path: return data_dir / "user_data" / _CACHE_FILENAME def _enriched_parquet_path(data_dir: Path, as_of: str) -> Path: """返回 enriched parquet 文件路径。""" return data_dir / "kline_daily_enriched" / f"date={as_of}" / "part.parquet" def _get_enriched_mtime(data_dir: Path, as_of: str) -> float | None: """返回 enriched parquet 文件的 mtime (秒)。文件不存在返回 None。""" p = _enriched_parquet_path(data_dir, as_of) try: return p.stat().st_mtime except FileNotFoundError: return None def read_cache(data_dir: Path) -> dict | None: """读取策略缓存文件。返回 None 表示无缓存或读取失败。 说明: 原先有 enriched mtime 过期校验 (数据文件变化 → 判过期返回 None), 但在有实时行情的系统里, enriched parquet 每轮被刷新 → mtime 必然变化 → 缓存被永久判死, 策略页读不到数据。且判过期后不触发重算, 只能让用户手动重跑, 保护价值有限。故移除: 盘后缓存总能读出, 实时新鲜度由 /api/screener/cached 端点叠加监控引擎的内存实时结果 (latest_strategy_results) 来保证。 """ path = _cache_path(data_dir) if not path.exists(): return None try: text = path.read_text(encoding="utf-8") if not text.strip(): return None cached = json.loads(text) except Exception as e: # noqa: BLE001 logger.warning("读取策略缓存失败: %s", e) return None return cached def _rows_to_symbol_map(rows: list[dict]) -> dict[str, dict]: """将 rows 列表转为 {symbol: row_data} 映射。""" result: dict[str, dict] = {} for row in rows: sym = row.get("symbol") if sym: result[sym] = row return result def write_cache( data_dir: Path, as_of: str, results: dict[str, Any], ) -> None: """将策略结果写入缓存文件,同时更新今日曾命中集合。 - 日期变更时重置 today_ever_matched 和 today_ever_rows - 同一天内合并 (并集) 之前曾命中的 symbol,并用最新行数据更新 """ path = _cache_path(data_dir) path.parent.mkdir(parents=True, exist_ok=True) # 读取旧缓存 old = read_cache(data_dir) old_as_of = old.get("as_of") if old else None old_ever_rows: dict[str, dict[str, dict]] = old.get("today_ever_rows", {}) if old else {} # 当前命中的行数据 → symbol 映射 current_row_maps: dict[str, dict[str, dict]] = {} for sid, r in results.items(): current_row_maps[sid] = _rows_to_symbol_map(r.get("rows", [])) if old_as_of and old_as_of == as_of and old_ever_rows: # 同一天: 合并 — 用当前行数据更新旧数据 (保持最新价格等) merged_rows: dict[str, dict[str, dict]] = {} all_keys = set(old_ever_rows.keys()) | set(current_row_maps.keys()) for sid in all_keys: old_map = old_ever_rows.get(sid, {}) cur_map = current_row_maps.get(sid, {}) # 以旧数据为基础,用当前数据覆盖 (当前数据更新鲜) combined = {**old_map, **cur_map} merged_rows[sid] = combined today_ever_rows = merged_rows else: # 新的一天或首次写入 today_ever_rows = current_row_maps # 从 ever_rows 提取 symbol 列表 (用于快速计数) today_ever_matched = {sid: sorted(maps.keys()) for sid, maps in today_ever_rows.items()} # enriched_mtime: 盘后缓存写入时记录 (向后兼容旧字段)。read_cache 已不再用它 # 做过期校验, 实时新鲜度改由 /cached 端点叠加监控引擎内存结果保证。 enriched_mtime = _get_enriched_mtime(data_dir, as_of) payload = { "as_of": as_of, "results": results, "today_ever_matched": today_ever_matched, "today_ever_rows": today_ever_rows, "enriched_mtime": enriched_mtime, "updated_at": int(time.time() * 1000), } try: path.write_text(json.dumps(payload, ensure_ascii=False, default=_json_default), encoding="utf-8") total_rows = sum(len(r.get("rows", [])) for r in results.values()) total_ever = sum(len(v) for v in today_ever_matched.values()) logger.info("策略缓存已写入: %s, %d 策略, %d 命中, %d 曾命中", as_of, len(results), total_rows, total_ever) except Exception as e: # noqa: BLE001 logger.warning("写入策略缓存失败: %s", e)