525 lines
24 KiB
Python
525 lines
24 KiB
Python
"""Recommendation lifecycle and display-state derivation helpers."""
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import json
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from datetime import datetime
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from app.config.config_loader import get_meta
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from app.core.opportunity_lifecycle import (
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apply_entry_quality_gate,
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derive_display_bucket,
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is_executed_lifecycle,
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normalize_action_status,
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)
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from app.core.strategy_registry import normalize_strategy_code, strategy_label
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def state_fields_for_storage(status, action_status, execution_status="", reason=""):
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bucket = derive_display_bucket(status or "active", action_status, execution_status)
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return (
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bucket.get("execution_status", execution_status or "observe"),
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bucket.get("display_bucket", "watch_pool"),
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bucket.get("lifecycle_state", "watching"),
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1 if is_executed_lifecycle(status or "active", action_status, bucket.get("execution_status")) else 0,
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reason or "",
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)
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def derive_minimal_state_fields(status, action_status, entry_plan=None):
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action = normalize_action_status(action_status, status)
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if action == "可即刻买入":
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execution_status = "buy_now"
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reason = "策略确认当前入场窗口"
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elif action == "等回踩":
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execution_status = "wait_pullback"
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reason = "等待回踩触发，未触发前不计推荐收益"
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elif action == "持有":
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execution_status = "holding"
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reason = "已进入持仓跟踪"
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elif action in ("止盈1", "止盈2", "跟踪止盈"):
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execution_status = "completed"
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reason = "利润管理/阶段兑现"
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elif action in ("止损", "衰减", "反转", "放弃", "过期", "归档") or status in ("stopped_out", "expired", "invalid", "archived"):
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execution_status = "invalid"
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reason = "机会失效，归入历史复盘"
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else:
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execution_status = "observe"
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reason = "观察池，未触发入场"
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return state_fields_for_storage(status, action, execution_status, reason)
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def opportunity_fields_from_plan(entry_plan):
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plan = entry_plan if isinstance(entry_plan, dict) else {}
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return {
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"opportunity_level": str(plan.get("opportunity_level") or ""),
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"opportunity_level_label": str(plan.get("opportunity_level_label") or ""),
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"holding_horizon": str(plan.get("holding_horizon") or ""),
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"entry_model": str(plan.get("entry_model") or ""),
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"stop_model": str(plan.get("stop_model") or plan.get("stop_basis") or ""),
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"tp_model": str(plan.get("tp_model") or plan.get("tp_basis") or ""),
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}
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def entry_window_policy(
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entry_price,
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current_price,
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rec_time,
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event_time=None,
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window_hours=2.0,
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up_deviation_pct=1.5,
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down_deviation_pct=1.2,
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):
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"""Stage-1 entry window trust policy."""
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event_time = event_time or datetime.now().strftime("%Y-%m-%dT%H:%M:%S")
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try:
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entry_price = float(entry_price or 0)
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current_price = float(current_price or 0)
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except Exception:
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entry_price = 0
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current_price = 0
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deviation_pct = round((current_price / entry_price - 1) * 100, 2) if entry_price and current_price else 0.0
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age_minutes = 0.0
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try:
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start = datetime.fromisoformat(str(rec_time))
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end = datetime.fromisoformat(str(event_time))
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age_minutes = round((end - start).total_seconds() / 60.0, 1)
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except Exception:
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age_minutes = 0.0
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remaining_minutes = round(max(0.0, window_hours * 60.0 - age_minutes), 1)
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result = {
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"status": "active",
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"label": "入场窗口有效",
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"reason": "入场窗口仍在有效期内，价格未明显脱离触发价",
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"age_minutes": age_minutes,
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"remaining_minutes": remaining_minutes,
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"window_hours": window_hours,
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"entry_price": entry_price,
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"current_price": current_price,
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"deviation_pct": deviation_pct,
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"max_up_deviation_pct": up_deviation_pct,
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"max_down_deviation_pct": down_deviation_pct,
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}
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if age_minutes > window_hours * 60.0:
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result.update({
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"status": "expired",
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"label": "窗口已过期",
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"reason": f"入场窗口超过有效期 {window_hours:g} 小时，避免沿用旧信号追入",
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"remaining_minutes": 0.0,
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})
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elif deviation_pct > up_deviation_pct:
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result.update({
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"status": "price_left_up",
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"label": "价格已上脱离",
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"reason": f"当前价较触发价上脱离 {deviation_pct:.2f}%，超过 {up_deviation_pct:g}% 阈值，避免追高",
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})
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elif deviation_pct < -down_deviation_pct:
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result.update({
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"status": "price_left_down",
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"label": "价格已下破",
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"reason": f"当前价较触发价下破 {abs(deviation_pct):.2f}%，买点动能失效，转观察",
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})
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return result
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def risk_suggestion(entry_price, stop_loss, tp1, risk_budget_pct=1.0, max_position_pct=100.0):
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"""Convert entry/stop/TP1 into a simple position-size suggestion."""
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try:
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entry_price = float(entry_price or 0)
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stop_loss = float(stop_loss or 0)
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tp1 = float(tp1 or 0)
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except Exception:
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entry_price = stop_loss = tp1 = 0
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stop_distance_pct = round(abs(entry_price - stop_loss) / entry_price * 100, 2) if entry_price and stop_loss else 0.0
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suggested_position_pct = round(min(max_position_pct, risk_budget_pct / stop_distance_pct * 100), 2) if stop_distance_pct else 0.0
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tp1_profit_pct = round((tp1 / entry_price - 1) * 100, 2) if entry_price and tp1 else 0.0
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rr = round(tp1_profit_pct / stop_distance_pct, 2) if stop_distance_pct else 0.0
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max_loss_pct = round(suggested_position_pct * stop_distance_pct / 100, 2) if suggested_position_pct else 0.0
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return {
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"risk_budget_pct": risk_budget_pct,
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"stop_distance_pct": stop_distance_pct,
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"suggested_position_pct": suggested_position_pct,
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"max_loss_pct": max_loss_pct,
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"tp1_profit_pct": tp1_profit_pct,
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"rr": rr,
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"max_position_pct": max_position_pct,
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"valid": bool(entry_price and stop_loss and stop_distance_pct > 0),
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}
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def execution_fields_from_persisted_state(item, entry_plan=None):
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"""Derive display execution state from persisted status/action only."""
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entry_plan = entry_plan if entry_plan is not None else normalize_entry_plan(item.get("entry_plan_json"))
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status = (item.get("status") or "active").strip()
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action_status = normalize_action_status(item.get("action_status") or "持有", status)
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bucket = derive_display_bucket(status, action_status, "")
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execution_status = bucket.get("execution_status")
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if execution_status == "completed":
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return "completed", "✅ 已兑现，仅观察", f"该机会已进入{action_status or '利润管理'}阶段，仅作为持仓跟踪记录"
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if execution_status == "invalid":
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if action_status == "止损":
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reason = "该机会已触发风险边界，原入场逻辑失效"
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elif action_status == "衰减":
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reason = "该机会已出现趋势衰减，追高性价比下降"
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elif action_status == "反转":
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reason = "该机会已出现趋势反转，原多头逻辑被破坏"
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elif action_status == "放弃":
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reason = "该机会已被标记为放弃，不再满足入场条件"
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else:
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reason = "该机会观察周期结束或逻辑失效，已归入历史复盘"
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return "invalid", "🔴 已失效，勿追", reason
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if execution_status == "buy_now":
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stop = str(entry_plan.get("stop_loss", "")) if entry_plan else ""
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return "buy_now", "🟢 现在可买", "推荐时就是可即刻买入；策略确认当前仍在入场窗口" + (("，风险边界 " + stop) if stop else "")
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if execution_status == "wait_pullback":
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gate = entry_plan.get("entry_quality_gate") or {}
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if gate.get("reasons"):
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reason = "等待更优位置；" + "；".join(gate.get("reasons", [])[:3])
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else:
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reason = "等待回踩至 " + (str(entry_plan.get("entry_price", "")) if entry_plan else "参考价") + " 附近再评估"
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return "wait_pullback", "🟡 等回踩，不追高", reason
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if execution_status == "holding":
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return "holding", "持仓跟踪", "该机会已触发入场，进入持仓跟踪"
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gate = entry_plan.get("entry_quality_gate") or {}
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if gate.get("reasons"):
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reason = "机会结构仍在观察；" + "；".join(gate.get("reasons", [])[:3])
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else:
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reason = "暂无明确入场窗口，继续观察"
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return "observe", "观察池", reason
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def normalize_entry_plan(entry_plan_json):
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try:
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if isinstance(entry_plan_json, dict):
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return entry_plan_json
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if entry_plan_json:
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return json.loads(entry_plan_json)
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except Exception:
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pass
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return {}
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def normalize_json_object(payload):
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try:
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if isinstance(payload, dict):
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return payload
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if payload:
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parsed = json.loads(payload)
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if isinstance(parsed, dict):
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return parsed
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except Exception:
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pass
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return {}
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def normalize_signals(payload):
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try:
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if isinstance(payload, list):
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return payload
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if isinstance(payload, str) and payload.strip():
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parsed = json.loads(payload)
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if isinstance(parsed, list):
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return parsed
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except Exception:
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pass
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return []
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def observe_tier(item):
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"""Observation pool tier: strong=worth user attention, weak=low-quality watch."""
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status = str(item.get("execution_status") or "")
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if status in ("buy_now", "wait_pullback") or item.get("display_bucket") == "realtime":
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return "strong", "入场/等待类有效机会"
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try:
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score = float(item.get("rec_score") or 0)
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except Exception:
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score = 0
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signals = item.get("signals") or []
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if isinstance(signals, str):
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signals = normalize_signals(signals)
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sig_text = " ".join(str(x) for x in signals)
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force_reason = str(item.get("force_reason") or "")
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derivatives = normalize_json_object(item.get("derivatives_context_json") or item.get("derivatives_context"))
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market = normalize_json_object(item.get("market_context_json") or item.get("market_context"))
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if not derivatives and isinstance(item.get("derivatives_context"), dict):
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derivatives = item.get("derivatives_context") or {}
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if not market and isinstance(item.get("market_context"), dict):
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market = item.get("market_context") or {}
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long_pct = 0.0
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try:
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long_pct = float(derivatives.get("top_trader_long_pct") or 0)
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except Exception:
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long_pct = 0.0
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acc1 = 0.0
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acc4 = 0.0
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try:
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acc1 = float(market.get("turnover_acceleration_1h") or 0)
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acc4 = float(market.get("turnover_acceleration_4h") or 0)
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except Exception:
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pass
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stale_only = ("已过期" in sig_text or "历史" in sig_text) and not any(k in sig_text for k in ("当前", "新近", "刚刚", "入场窗口", "量价齐飞"))
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weak_reasons = []
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if score < 50:
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weak_reasons.append(f"评分偏低({int(score)})")
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if stale_only:
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weak_reasons.append("主要触发来自历史/过期信号")
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if "静K蓄力旁路" in force_reason and acc4 < 1.3 and acc1 < 1.3:
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weak_reasons.append("静K旁路量能不足")
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gate = {}
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try:
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ep = item.get("entry_plan") or normalize_json_object(item.get("entry_plan_json"))
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gate = ep.get("entry_quality_gate") or {}
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except Exception:
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gate = {}
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gate_reasons = gate.get("reasons") or []
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gate_reason_text = "；".join(str(x) for x in gate_reasons[:3])
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if any("回踩参考已到" in str(x) and "不达标" in str(x) for x in gate_reasons):
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return "weak" if score < 55 else "strong", (gate_reason_text or "回踩参考已到，但实时盈亏比不达标") + "；暂不构成入场窗口，继续观察是否重新恢复可买盈亏比"
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strong_context = score >= 65 or long_pct >= 75 or max(acc1, acc4) >= 1.5
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if weak_reasons and not strong_context:
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return "weak", "；".join(weak_reasons[:3])
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if gate_reason_text:
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return "strong", gate_reason_text + "；继续观察结构是否恢复"
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return "strong", "观察池有效候选"
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def derive_execution_fields(item):
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entry_plan = normalize_entry_plan(item.get("entry_plan_json"))
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market_context = normalize_json_object(item.get("market_context_json"))
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derivatives_context = normalize_json_object(item.get("derivatives_context_json"))
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sector_context = normalize_json_object(item.get("sector_context_json"))
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signals = normalize_signals(item.get("signals"))
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item["signals"] = signals
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initial_action = normalize_action_status(entry_plan.get("entry_action") or item.get("action_status") or "持有", item.get("status") or "active")
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action_status = normalize_action_status(item.get("action_status") or initial_action or "持有", item.get("status") or "active")
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if action_status == "持有" and initial_action in ("可即刻买入", "等回踩", "观察"):
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action_status = initial_action
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current_price_for_window = item.get("latest_cache_price") or item.get("current_price") or item.get("entry_price") or 0
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action_status, entry_plan, _entry_gate_reasons = apply_entry_quality_gate(
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action_status=action_status,
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entry_plan=entry_plan,
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signals=item.get("signals"),
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current_price=current_price_for_window,
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market_context=market_context,
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derivatives_context=derivatives_context,
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sector_context=sector_context,
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strategy_code=item.get("strategy_code") or entry_plan.get("strategy_code"),
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)
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try:
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rec_score_for_gate = float(item.get("rec_score") or 0)
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except Exception:
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rec_score_for_gate = 0
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if action_status == "可即刻买入" and rec_score_for_gate > 0 and rec_score_for_gate < 25:
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reasons = [f"推荐评分{rec_score_for_gate:g}<25，属于信号不足，禁止展示为现价买入"]
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gate = entry_plan.get("entry_quality_gate") if isinstance(entry_plan.get("entry_quality_gate"), dict) else {}
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existing_reasons = list(gate.get("reasons") or [])
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entry_plan["entry_quality_gate"] = {
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**gate,
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"blocked_action": gate.get("blocked_action") or action_status,
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"final_action": "观察",
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"reasons": existing_reasons + reasons,
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}
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action_status = "观察"
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if initial_action == "可即刻买入" and action_status != "可即刻买入":
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initial_action = action_status
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status = (item.get("status") or "active").strip()
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force_reason = (item.get("force_reason") or "").strip()
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base_state = (item.get("base_state") or "").strip()
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sector_signal_count = item.get("sector_signal_count")
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strategy_version = str(item.get("strategy_version") or "").strip()
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if not strategy_version:
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strategy_version = str(get_meta().get("strategy_version") or "").strip()
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if current_price_for_window:
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item["current_price"] = current_price_for_window
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try:
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entry_price_for_pnl = float(item.get("entry_price") or 0)
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current_price_float = float(current_price_for_window or 0)
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if entry_price_for_pnl > 0 and current_price_float > 0:
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item["pnl_pct"] = round((current_price_float - entry_price_for_pnl) / entry_price_for_pnl * 100, 2)
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except Exception:
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pass
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if item.get("latest_cache_updated_at"):
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item["current_price_updated_at"] = item.get("latest_cache_updated_at")
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entry_window = entry_window_policy(
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entry_plan.get("entry_price") or item.get("entry_price") or 0,
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current_price_for_window,
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item.get("rec_time") or "",
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) if action_status == "可即刻买入" else {}
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if entry_window.get("status") == "price_left_down":
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try:
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current_for_entry = float(current_price_for_window or 0)
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stop_for_entry = float(entry_plan.get("stop_loss") or item.get("stop_loss") or 0)
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rr_live_ok = entry_plan.get("risk_reward_ok_live") is True or entry_plan.get("risk_reward_ok") is True
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trigger_ok = entry_plan.get("entry_trigger_confirmed") is True or int(item.get("entry_triggered") or 0) == 1
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if current_for_entry > stop_for_entry > 0 and rr_live_ok and trigger_ok:
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entry_window = {
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**entry_window,
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"status": "active",
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"label": "价格更优",
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"reason": "当前价低于计划入场价，但尚未跌破止损且实时盈亏比仍合格，可按更优价格执行",
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}
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except Exception:
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pass
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if action_status == "可即刻买入" and entry_window:
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window_status = entry_window.get("status")
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if window_status in ("expired", "price_left_down"):
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action_status = "观察"
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elif window_status == "price_left_up":
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action_status = "等回踩"
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if window_status and window_status != "active":
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item["entry_window_alert"] = entry_window
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item_for_execution = {**item, "action_status": action_status}
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execution_status, execution_label, execution_reason = execution_fields_from_persisted_state(item_for_execution, entry_plan)
|
||
|
||
bucket_fields = derive_display_bucket(status, action_status, execution_status)
|
||
execution_status = bucket_fields.get("execution_status") or execution_status
|
||
item["initial_action"] = initial_action
|
||
item["action_status"] = normalize_action_status(action_status, status)
|
||
item["execution_status"] = execution_status
|
||
item["execution_label"] = execution_label
|
||
item["execution_reason"] = execution_reason
|
||
if item.get("entry_window_alert") and item["action_status"] == "可即刻买入":
|
||
item["action_status"] = "等回踩" if item["entry_window_alert"].get("status") == "price_left_up" else "观察"
|
||
execution_status, execution_label, execution_reason = execution_fields_from_persisted_state(
|
||
{**item, "action_status": item["action_status"], "status": status}, entry_plan
|
||
)
|
||
item["execution_status"] = execution_status
|
||
item["execution_label"] = execution_label
|
||
item["execution_reason"] = execution_reason
|
||
item["display_bucket"] = bucket_fields.get("display_bucket")
|
||
item["lifecycle_state"] = bucket_fields.get("lifecycle_state")
|
||
bucket_fields = derive_display_bucket(status, item["action_status"], item["execution_status"])
|
||
item["execution_status"] = bucket_fields.get("execution_status") or item["execution_status"]
|
||
item["display_bucket"] = bucket_fields.get("display_bucket")
|
||
item["lifecycle_state"] = bucket_fields.get("lifecycle_state")
|
||
item["entry_triggered"] = 1 if is_executed_lifecycle(status, item["action_status"], item["execution_status"]) else 0
|
||
observe_tier_value, observe_reason = observe_tier(item)
|
||
item["observe_tier"] = observe_tier_value
|
||
item["observe_reason"] = observe_reason
|
||
item["entry_plan"] = entry_plan
|
||
opportunity_fields = opportunity_fields_from_plan(entry_plan)
|
||
for key, value in opportunity_fields.items():
|
||
item[key] = item.get(key) or value
|
||
if item.get("opportunity_level") and not item.get("opportunity_level_label"):
|
||
try:
|
||
from app.core.opportunity_level import opportunity_level_meta
|
||
meta = opportunity_level_meta(item["opportunity_level"])
|
||
item["opportunity_level_label"] = meta.get("label", "")
|
||
item["holding_horizon"] = item.get("holding_horizon") or meta.get("holding_horizon", "")
|
||
item["entry_model"] = item.get("entry_model") or meta.get("entry_model", "")
|
||
item["stop_model"] = item.get("stop_model") or meta.get("stop_model", "")
|
||
item["tp_model"] = item.get("tp_model") or meta.get("tp_model", "")
|
||
except Exception:
|
||
pass
|
||
item["entry_window"] = entry_window
|
||
if entry_window and entry_window.get("status") != "active":
|
||
item["entry_window_alert"] = entry_window
|
||
item["risk_suggestion"] = risk_suggestion(
|
||
entry_plan.get("entry_price") or item.get("entry_price") or 0,
|
||
entry_plan.get("stop_loss") or item.get("stop_loss") or 0,
|
||
entry_plan.get("tp1") or entry_plan.get("take_profit_1") or item.get("tp1") or 0,
|
||
)
|
||
item["market_context"] = market_context
|
||
item["derivatives_context"] = derivatives_context
|
||
item["sector_context"] = sector_context
|
||
item["force_reason"] = force_reason
|
||
item["base_state"] = base_state
|
||
item["sector_signal_count"] = sector_signal_count
|
||
item["strategy_version"] = strategy_version
|
||
item["strategy_version_label"] = f"策略版本 {strategy_version}" if strategy_version else ""
|
||
strategy_code = normalize_strategy_code(item.get("strategy_code"))
|
||
item["strategy_code"] = strategy_code
|
||
item["strategy_name"] = strategy_label(strategy_code)
|
||
try:
|
||
item["strategy_snapshot"] = json.loads(item.get("strategy_snapshot_json") or "{}")
|
||
except Exception:
|
||
item["strategy_snapshot"] = {}
|
||
try:
|
||
item["factor_roles"] = json.loads(item.get("factor_roles_json") or "{}")
|
||
except Exception:
|
||
item["factor_roles"] = {}
|
||
attach_discovery_trade_fields(item)
|
||
return item
|
||
|
||
|
||
def is_actionable_execution_status(status):
|
||
return status in ("buy_now", "wait_pullback")
|
||
|
||
|
||
def attach_discovery_trade_fields(item):
|
||
"""Split discovery state from trade execution stage."""
|
||
discovery_state = str(item.get("rec_state") or "").strip()
|
||
trade_stage = str(item.get("execution_status") or "observe").strip() or "observe"
|
||
trade_label = item.get("execution_label") or ""
|
||
discovery_label_map = {
|
||
"爆发": "发现爆发",
|
||
"加速": "发现加速",
|
||
"蓄力": "发现蓄力",
|
||
"过期": "发现过期",
|
||
}
|
||
trade_label_map = {
|
||
"buy_now": "现在可买",
|
||
"wait_pullback": "等回踩",
|
||
"observe": "观察中",
|
||
"holding": "持仓跟踪",
|
||
"completed": "已兑现",
|
||
"invalid": "已失效",
|
||
}
|
||
item["discovery_state"] = discovery_state
|
||
item["discovery_label"] = discovery_label_map.get(discovery_state, discovery_state or "发现观察")
|
||
item["trade_stage"] = trade_stage
|
||
item["trade_stage_label"] = trade_label or trade_label_map.get(trade_stage, trade_stage or "观察中")
|
||
item["is_discovery_burst"] = discovery_state == "爆发"
|
||
item["is_executable_now"] = trade_stage == "buy_now"
|
||
item["is_trade_candidate"] = trade_stage in ("buy_now", "wait_pullback")
|
||
item["is_watch_pool"] = trade_stage in ("wait_pullback", "observe") or item.get("display_bucket") == "watch_pool"
|
||
return item
|
||
|
||
|
||
def is_executed_trade(item):
|
||
"""Only truly triggered/position/closed samples count as executed PnL."""
|
||
status = (item.get("status") or "").strip()
|
||
action_status = normalize_action_status(item.get("action_status"), status)
|
||
execution_status = item.get("execution_status") or ""
|
||
try:
|
||
entry_triggered = int(item.get("entry_triggered") or 0) == 1
|
||
except Exception:
|
||
entry_triggered = False
|
||
if entry_triggered:
|
||
return True
|
||
if status in ("hit_tp1", "hit_tp2", "stopped_out"):
|
||
return True
|
||
if item.get("display_bucket") == "position" or execution_status in ("holding", "completed"):
|
||
return True
|
||
return is_executed_lifecycle(status, action_status, execution_status)
|
||
|
||
|
||
def classify_recommendation_result(item):
|
||
"""Classify recommendation outcome without counting untriggered watch items as trades."""
|
||
status = item.get("status") or ""
|
||
pnl_pct = item.get("pnl_pct") or 0
|
||
max_pnl_pct = item.get("max_pnl_pct") or 0
|
||
max_drawdown_pct = item.get("max_drawdown_pct") or 0
|
||
|
||
if status in ("hit_tp1", "hit_tp2"):
|
||
return "success", "✅ 止盈成功"
|
||
if status == "stopped_out":
|
||
return "failed", "❌ 止损失败"
|
||
|
||
if not is_executed_trade(item):
|
||
return "pending", "⏳ 未执行"
|
||
|
||
if status == "expired":
|
||
if max_pnl_pct >= 5:
|
||
return "success", "✅ 交易成功"
|
||
if pnl_pct <= -3 or max_drawdown_pct <= -5:
|
||
return "failed", "❌ 交易失败"
|
||
return "pending", "⏳ 跟踪中"
|
||
if status == "active":
|
||
if max_pnl_pct >= 5:
|
||
return "success", "✅ 交易成功"
|
||
if pnl_pct <= -3 or max_drawdown_pct <= -5:
|
||
return "failed", "❌ 交易失败"
|
||
return "pending", "⏳ 跟踪中"
|
||
return "pending", "⏳ 未执行"
|