259 lines
10 KiB
Python
259 lines
10 KiB
Python
"""监控规则 — 统一的 MonitorRule 模型,覆盖策略/个股信号/个股价格/市场异动四类。
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职责:
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- 从 data/user_data/monitor_rules/*.json 加载规则定义
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- 校验规则字段合法性
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- 提供 CRUD (load_all / save_one / delete_one)
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不知道: 行情评估引擎、API、告警落盘。纯函数 + 文件存储。
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设计 (镜像 custom_signals.py 的写法):
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- 一对象一文件 + glob 全扫 + 全量重写
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- 字段白名单复用 custom_signals.ALLOWED_FIELDS (阈值条件) + 信号列清单 (布尔条件)
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- id 正则与 custom_signals 一致,保证可纳入同一索引体系
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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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import re
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from datetime import datetime, timezone
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from pathlib import Path
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from app.strategy.custom_signals import ALLOWED_FIELDS
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logger = logging.getLogger(__name__)
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# ── 常量 ────────────────────────────────────────────────
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ID_RE = re.compile(r"^[a-z0-9_]{1,40}$")
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RULE_TYPES = {"strategy", "signal", "price", "market", "ladder"}
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SCOPES = {"symbols", "all", "sector"}
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LOGICS = {"and", "or"}
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DIRECTIONS = {"entry", "exit", "both"}
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SEVERITIES = {"info", "warn", "critical"}
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OPS = {">", ">=", "<", "<=", "==", "!="}
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# ladder 规则: 封单监控的指标 (量=手, 额=元)
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LADDER_METRICS = {"sealed_vol", "sealed_amount"}
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# ladder 规则: 方向 (up=涨停炸板预警, down=跌停翘板预警)
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LADDER_DIRECTIONS = {"up", "down"}
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# 布尔信号列前缀 (op=truth 时 field 取这些)
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_SIGNAL_PREFIXES = ("signal_", "csg_")
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# ── 持久化 (镜像 custom_signals.py) ─────────────────────
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def _dir(data_dir: Path) -> Path:
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d = data_dir / "user_data" / "monitor_rules"
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d.mkdir(parents=True, exist_ok=True)
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return d
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def _path(data_dir: Path, rule_id: str) -> Path:
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return _dir(data_dir) / f"{rule_id}.json"
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def load_all(data_dir: Path) -> list[dict]:
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"""读取全部监控规则。损坏的文件被跳过。"""
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d = _dir(data_dir)
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out: list[dict] = []
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for f in sorted(d.glob("*.json")):
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try:
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out.append(json.loads(f.read_text(encoding="utf-8")))
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except Exception as e:
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logger.warning("monitor rule load failed %s: %s", f.name, e)
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return out
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def load_one(data_dir: Path, rule_id: str) -> dict | None:
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p = _path(data_dir, rule_id)
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if not p.exists():
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return None
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try:
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return json.loads(p.read_text(encoding="utf-8"))
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except Exception as e:
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logger.warning("monitor rule load failed %s: %s", rule_id, e)
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return None
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def save_one(data_dir: Path, rule: dict) -> None:
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p = _path(data_dir, rule["id"])
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p.parent.mkdir(parents=True, exist_ok=True)
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p.write_text(json.dumps(rule, ensure_ascii=False, indent=2), encoding="utf-8")
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def delete_one(data_dir: Path, rule_id: str) -> bool:
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p = _path(data_dir, rule_id)
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if p.exists():
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p.unlink()
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return True
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return False
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# ── 校验 ────────────────────────────────────────────────
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def _is_signal_field(field: str) -> bool:
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"""判断 field 是否为布尔信号列 (signal_ / csg_ 前缀)。"""
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return any(field.startswith(p) for p in _SIGNAL_PREFIXES)
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def validate(rule: dict) -> None:
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"""校验一条监控规则,非法则抛 ValueError (含中文信息)。"""
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rid = rule.get("id", "")
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if not isinstance(rid, str) or not ID_RE.match(rid):
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raise ValueError(f"规则 id 非法 (仅小写字母数字下划线, 1-40字符): {rid!r}")
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if not isinstance(rule.get("name"), str) or not rule["name"].strip():
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raise ValueError("规则 name 不能为空")
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if rule.get("type") not in RULE_TYPES:
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raise ValueError(f"type 必须是 {RULE_TYPES} 之一")
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# 策略类型: 需要 strategy_id + direction,conditions 可空
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if rule.get("type") == "strategy":
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if not rule.get("strategy_id"):
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raise ValueError("策略类型规则必须指定 strategy_id")
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if rule.get("direction", "entry") not in DIRECTIONS:
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raise ValueError(f"direction 必须是 {DIRECTIONS} 之一")
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elif rule.get("type") == "ladder":
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# 连板梯队封单监控: 需 metric + threshold + direction(up/down), 不用 conditions
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if rule.get("metric", "sealed_vol") not in LADDER_METRICS:
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raise ValueError(f"metric 必须是 {LADDER_METRICS} 之一")
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if rule.get("direction", "up") not in LADDER_DIRECTIONS:
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raise ValueError(f"direction 必须是 {LADDER_DIRECTIONS} 之一 (up=涨停炸板, down=跌停翘板)")
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thr = rule.get("threshold")
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if not isinstance(thr, (int, float)) or thr < 0:
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raise ValueError("threshold 必须是非负数字 (封单 ≤ 此值时报警)")
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else:
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# 信号/价格/市场类型: 需要 conditions
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conds = rule.get("conditions")
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if not isinstance(conds, list) or len(conds) == 0:
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raise ValueError("conditions 不能为空")
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if len(conds) > 8:
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raise ValueError("conditions 最多 8 条")
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if rule.get("logic", "and") not in LOGICS:
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raise ValueError(f"logic 必须是 {LOGICS} 之一")
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for i, c in enumerate(conds):
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if not isinstance(c, dict):
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raise ValueError(f"第 {i+1} 个条件格式错误")
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field = c.get("field", "")
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op = c.get("op", "")
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if op == "truth":
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# 布尔信号: field 必须是 signal_/csg_ 前缀
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if not _is_signal_field(field):
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raise ValueError(f"第 {i+1} 个条件: op=truth 时 field 必须是信号列 (signal_/csg_ 前缀): {field!r}")
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elif op in OPS:
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# 阈值比较: field 必须在白名单, 需要 value
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if field not in ALLOWED_FIELDS:
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raise ValueError(f"第 {i+1} 个条件: 阈值字段 {field!r} 不在白名单")
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if not isinstance(c.get("value"), (int, float)):
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raise ValueError(f"第 {i+1} 个条件: value 必须是数字")
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else:
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raise ValueError(f"第 {i+1} 个条件: op {op!r} 非法 (应为 truth 或 {OPS})")
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# scope 校验
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if rule.get("scope", "symbols") not in SCOPES:
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raise ValueError(f"scope 必须是 {SCOPES} 之一")
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if rule.get("scope") == "symbols":
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syms = rule.get("symbols")
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if not isinstance(syms, list) or len(syms) == 0:
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raise ValueError("scope=symbols 时 symbols 不能为空")
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# 其余枚举
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if rule.get("severity", "info") not in SEVERITIES:
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raise ValueError(f"severity 必须是 {SEVERITIES} 之一")
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cd = rule.get("cooldown_seconds", 3600)
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if not isinstance(cd, int) or cd < 0:
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raise ValueError("cooldown_seconds 必须是非负整数")
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def normalize(rule: dict) -> dict:
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"""补全默认字段,返回规范化后的规则 (不校验)。"""
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r = dict(rule)
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r.setdefault("enabled", True)
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r.setdefault("scope", "symbols")
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r.setdefault("symbols", [])
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r.setdefault("sector", None)
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r.setdefault("strategy_id", None)
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# direction 默认值: ladder 用 "up", 其余用 "entry"
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r.setdefault("direction", "up" if r.get("type") == "ladder" else "entry")
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r.setdefault("conditions", [])
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# ladder 专属默认字段
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r.setdefault("metric", "sealed_vol")
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r.setdefault("threshold", 0)
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r.setdefault("logic", "and")
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r.setdefault("cooldown_seconds", 3600)
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r.setdefault("severity", "info")
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r.setdefault("message", "")
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r.setdefault("webhook_url", "")
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r.setdefault("webhook_enabled", False)
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r.setdefault("created_at", datetime.now(timezone.utc).isoformat())
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return r
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# 策略监控自动迁移的规则 id 前缀 (固定, 保证幂等)
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STRATEGY_RULE_PREFIX = "mr_strategy_"
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def strategy_rule_id(strategy_id: str) -> str:
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"""策略监控规则 id = mr_strategy_{strategy_id}。"""
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return f"{STRATEGY_RULE_PREFIX}{strategy_id}"
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def migrate_strategy_monitors(data_dir: Path, strategy_ids: list[str], strategy_names: dict[str, str]) -> list[dict]:
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"""把 preferences.strategy_monitor_ids 里的策略,同步生成/更新 type=strategy 规则。
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幂等: 已存在的策略规则会被更新 (方向/名称),不会重复创建。
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已从 strategy_ids 移除的策略, 其规则会被停用 (enabled=False) 而非删除 (保留历史触发记录的关联)。
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Args:
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data_dir: 数据目录
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strategy_ids: 当前监控池中的策略 id 列表
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strategy_names: {strategy_id: 策略名} 用于规则显示名
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Returns:
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本次生成/更新的规则列表
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"""
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desired = set(strategy_ids)
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existing = load_all(data_dir)
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# 已存在的策略规则 {strategy_id: rule}
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existing_strategy_rules: dict[str, dict] = {}
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for r in existing:
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rid = r.get("id", "")
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if rid.startswith(STRATEGY_RULE_PREFIX):
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sid = rid[len(STRATEGY_RULE_PREFIX):]
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if sid:
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existing_strategy_rules[sid] = r
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touched: list[dict] = []
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# 1. 为当前监控池的策略 upsert 规则
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for sid in desired:
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rule_id = strategy_rule_id(sid)
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name = strategy_names.get(sid, sid)
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rule = existing_strategy_rules.get(sid)
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if rule is None:
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rule = normalize({
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"id": rule_id,
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"name": f"策略监控 · {name}",
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"type": "strategy",
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"scope": "all",
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"strategy_id": sid,
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"direction": "entry",
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"conditions": [],
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"cooldown_seconds": 3600,
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"enabled": True,
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})
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else:
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rule = dict(rule)
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rule["enabled"] = True
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rule["strategy_id"] = sid
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rule["name"] = f"策略监控 · {name}"
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rule.setdefault("scope", "all")
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rule.setdefault("direction", "entry")
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save_one(data_dir, rule)
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touched.append(rule)
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# 2. 不在监控池的策略 → 停用其规则 (不删除)
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for sid, rule in existing_strategy_rules.items():
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if sid not in desired and rule.get("enabled") is not False:
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rule = dict(rule)
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rule["enabled"] = False
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save_one(data_dir, rule)
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return touched
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